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,g > 1
l
iJ 1 •. .•.• u iAJilPj p .1...jl . ic Then, PZl.-.i, — i ► u^ is 5an orthogonal transformation of E, that is, SO(l + p) C SO(N), the PKicher embedding is equivariant. Hence, it is sufficient to investigate all its properties at one point. We take the point TTO with £f = 0 . For a plane 7r close to TTQ we can say that it is spanned by the row- vectors of the matrix ( J / ; 0 . Hence, Pi.../ = l,P 1 ...jb...„ +ro = ( - l ) ' " 1 " * ^ ("hat" means that the index k is discarded); P 1 ...*...f... M+fn i + . = ( - l ) * + r + 1 t f r « " £ * « ) , * < ' <,™ < * • All the remaining Pi1...il are o(£ 2 ). Then,
1/J E ft-* = LA+E(^) 2 +^ 2 )] _ 1 =! - ^ E(o 2 + o « 2 ) • y ii<-
Therefore,
y
m,k
m,k
A..., = i - i E ( o 2 + ^ 2 ) m,fc /+
p1...^.,/+m = ( - i ) ^ r + ^ 2 )
1 t+r+1 p^...i... . . == (1...i...f...f...„ n+mt++mJ+ (- 1)) t + r + 1«rc «rc -- win c a ) ++ °ca <*n / ^ 22\ n ,i ,i Pr>lV .. if = n0(£ ), rfor all the others.
If we, now, compute the first and second fundamental form at zero and use equivariance, we easily prove 1), 3) and 5). Property 6) follows from 3). □ 13) (Grassmann manifolds as symmetric spaces). I I A Grassmann manifold is a compact globally symmetric space. PROOF. The group 0(l+p) acts transitively on Giti+p(E). 0(1) x 0(p) is the isotropy group of the point 7r G G\J+P(E) , where 0(1) acts in the /-dimensional plane w and 26
0(p) acts in its orthogonal complement. Thus, G\j+P(E) 0(I+?)/0(I)xO(P).
is the homogeneous space
/ / 4 -(E)^0(l r . ( - C / ) = G>(/ + G7ltl+p + p)/G>(/)x p)/0(l)xO( ) x 0(p) P)
Let { x a } i < a < j + p be a coordinate system in E . Let 7To be the plane characterized by the equations xl+1 = ••• = xl+p = 0. Then, the corresponding isotropy group is a matrix group of the form U
0
0
V
, u e 0(i),v e Q(p)
Let a : 0(1 + p) —► 0 ( / + p) be the involutory automorphism defined by a(A)-5^5_1,where
5 =
--Ii 1/
1 0
\
\o h* J/ \° N
This makes Gij+P(E) into a symmetric space. I I One One has Las the t i e following following canonical canonical decomposition decomposition of of the the Lie Lie algebras algebras | | One has the following canonical decomposition of the Lie algebras
□
g = h0m, where where gg = = v(l v(l + + p) p) = = space space of ol skew-symmetric sKew-symmetric (/ [i + -f-p)-matrices pj-mazrices where g = v(l + p) = space of skew-symmetric (/ + p)-matrices
n=i/(Z)0«/(p);
tf
0
0
V
, l / G i/(0» ^ e i / ( p )
and
m = "- I
-X* X
, X = (/ x p) — matrix
0
Tile Lie algebra g is tne Ip-dimensional tangent space to Gij+P(E) . | | The scalar product < A, E > = i t r ( A J T ) , A , £ G m is O(p) X 0(/)-invariant and induces an invariant metric on Gij+P(E)\ tional to the restriction to m of the Killing metric on v(l + p ) . 27
it is propor
I I The curvature operator has the form R(A,B) = —[A,B] , and the sectional curvature of Gij+P(E) at the point 7r0 on the 2-vector A A C C m is <[A,B],[A,B]> < A, A >< B,B > - ( < A, B > ) 2
If
~H i=
this is
0
-X*
X
0
-,A
m
R(A,B) =
B3
=
0
-Y*
Y
0
ItrCAgAn + ltrCAaA;) tr(XX*)tr(yy*) (tr{XY*))2
where Aj = XY* - YX\ A2 = X * F - F * X . | | The rank of G\j+P{E) - the dimension of a maximal totally geodesic Eat submanifold - is equal to min(/,p) . The corresponding submanifold is the flat torus e s , where s C m can be taken to be
( s = -
0
-X*
X
0
\ xi
,X:
o o
O
Xj G R
\ with p < I (similarly when p > I). | | Similarly we get the results listed in the following table. TAB. 1.3 — G r a s s m a n n manifolds as s y m m e t r i c spaces
Grassmann manifold (*)
Symmetric Spaces
G
SO(l +
UP(E)
CG
HG
t+p
t+P
p)/SO(l)xSO(P)
SU(l +
p)/SU(l)xSU(p)
Sp(l +
p)/SP(l)xSp(p)
(*) (All the Grassmann manifolds listed here are Einstein manifolds, i.e., the Ricci tensor is proportional to the metric tensor)
THEOREM 1.13 - ( S t a n d a r d e m b e d d i n g s of G r a s s m a n n manifolds in E u clidean space). 1) Let L be a connected real non-compact semisimple Lie group. Let A(L) be the Lie algebra of L and K a maximal compact subgroup, with Lie algebra A(K). Let A(L) = A{K) 0 p be a Cart an decomposition. Let E £ p such that ads is semisimple and 28
has eigenvalues ± 1 , 0 . Finally, ifHcK is the subgroup such that H = {h G K : adhE — E) , then the map K —* adxE, K — I ► p induces an isometric equivariant embedding K/H —> p of a symmetric space in a Euclidean space. Symmetric spaces obtained in this way are called R-spaces, and tne embedding described is a standard embedding. EXAMPLE 1.9 - The following are R-spaces: (a) All the classical compact symmetric spaces; (b) The projective Cay ley plane. ■ I I (Properties of standard embeddings): The embeddings described above are: (a) isometric; (b) equivariant. Furthermore, the surface obtained (c) lies in ahypersphere and is minimal in this hypersphere; (c?) is extrinsically symmetric (symmetry with respect to the normal space at any point maps it onto itself); (e) has a parallel second fundamental form; ( / ) is "tight", i.e., with least complete absolute curvature. ■ In the following table we give some other examples of R-spaces and standard embed ding of Grassmann manifolds.
TAB. 1.4 - R-spaces and standard embeddings of Grassmann manifolds (L,K) (SL(p + l,C),U(p
+ l))
Gl}l+P(E)
P
CGiiP+t
Sp.Hermit.zero trace (/ + p) X (/ + p)-matrices over C
(SU*(2p + 2l),SP(p
Sp.Hermit.zero trace
H<2/)jP+/
+ l))
(/ + p) x (/ + p)-matrices over H EXAMPLE 1.10 - (LINE AND COLINES IN GRASSMANN MANIFOLDS OF ( m + n)-DIMENSIONAL VECTOR SPACE W). A straight line in GniTn+n(W) is a subset / C GnyTn+n(W) such that its image p(l) C P(A n (T^)) by means of the Pliicher mapping n(W) p : Gn^+n{W) (W) -- P(A»(W0) is a projective line in P(A n (VK)). A straight line in Gn,m+n(W) can be considered a linear 1-parameter set of n-planes ^(^1,^2) G Gn}Tn+n(W),t = [ti : £2] G R P 1 , having (n — l)-dimensional intersection:
q=
f]p(i)eGnttn+n(W). t
Furthermore, / can be identified with a couple (Wo, q) where: (a) Wo C is a subspace with dim W0 = n + 1; (b) q C W 0 , dimq = n — 1 . More precisely, one has / = (W0,q) = l(W0,q) ={pe
Gn^n{W)\q 29
C p C W0} .
The cone Sp(p) C Gn,m+n(W) of all straight-lines passing through p E Gn}Tn^n(W) has dimension m + n: dim Sp(p) — m + m . Moreover, for any subspace W0 C W, dim W0 = n + l , one has an embedding F(W0*) -
Gn,m+„(W).
Thus, a line in Gn>m+n( W) is image of a projective line by means of this embedding. Then, a co-line is the image of hyperplane in P(W 0 *) by means of this embed ding, i.e., a set of n-planes p E GniTn+n(W) such that are lying in some subspace W0 C W, dim Wo = n + 1 , and form an hyperplane, i.e., have 1-dimensional intersec tion. Thus, one can see that a co-line is a linear (n — l)-parameter set of n-planes p([tir"-itn]) 6 Gnim+n(W),[ti : •" :tn] e R P n _ 1 having 1-dimensional intersec tion. Each co-line L can be identified with a pair (WQ,W),W G WQ,W ^ 0, dim Wo = n + 1 , such that L = (W0,w)
= L(Wo,w)
= {pe Gn,m+n(W)\Rw
C p C W0} .
Let b G W 0 W be some non-degenerate tensor and let
5:r->P(a)=, be the corresponding isomorphism. duality mapping D(p) : Gn,m+n(W)
This isomorphism, together with the natural
-* Gm,m+n{W*),
p~
Ann(p)
gives a 6-duality Vt : Gn,m+n(W)
-► G m , m + n ( ^ * ) ,
p ^ A m (.B)(Ann(p)).
Then, for any line l = l(Wo,q) one has 2?&(/) = / ( g x , W,,-1-), where
V x = {v £ W|6(t>, V) = 0} = 6 - dual space of V. ■
EXAMPLE 1.11 - (GRASSMANNIAN OF HORIZONTAL PLANES). A connec tion f on a fiber bundle IT : W -> M can be considered as a splitting, on the left, of the exact sequence '
0 -► u T t f ,
(T (Tir, (Tir,0)
"■2TW ^[TWm
T 30
>TT*TM -+ 0
with P the canonical projection TW —> W and i the canonical inclusion. Let H ( W ) be the kernel of |~. Then, the sequence of vector bundles over W
0^M(W)^TwX vTW --> 0 >TW-XvTW->0 *vTW -+TwXv is exact and one has
)TW{ TW ** vTW@ vTWQWL(W). We can associate to H ( W) two fiber bundles: 7r# : H ( W ) —► VK, and 7f# : IrlfW) —>• M , with TTH = TT o 7T// . In advance, the space of connections can be identified with the fiber bundle manifold H ( W ) = U»ewfi.(W)« > where H ( W ) are Grassmann manifolds, G n ) n + g ( T p ^ ) , of horizontal n-planes in p G W, n = d i m M , g = m — n,m = dimW. Locally, one has the trivialization H(W)| 7r -i(f/) = (U x E) x F , where E is the type fiber of it and F = R n g — M(ra, g; R ) = space of n x q real matrices. So the dimension of H(T^T) \s nq + m . A local coordiante system on H ( W ) is (xl,yh,jj))i,j = 1, • • •,n; &, /i = 1,•• •, g. A local change of chart is X
H-> X
y ^y
,
,
i 7* "" T 7f£ = lKdZa-* T ^ a ^ K )(dy S y *k.xf>) .*') +
p fi k {dy(dy )(dxQa.y .yk). ). k.yk.y){dx
^> REMARK 1.14- (GRASSMANN MANIFOLDS AND HYPERGEOMETRIC FUNCTIONS). In refs.[33,34] it is proved tha a generalized hypergeometric function 3>(a,e, £) can be defined as a suitable function on the line bundle Gfc jn (R n ) over the Grassmann manifold Gfc )n (R n ) , where
Gktn(Kn)=
|J
A*(C*),
C€G fc>n (R»)
with a = ( a i , • • •, a n ) G C n , such that ^} aj = n — k , and e = (ei, • • •, en), where tj = ±1, and ( G Gfc ? n (R n ). Such hypergeometric function contains as a particular case the Gauss hypergeometric function F(a,b,c;x), (see section 2.2). 1.5 - S P E C T R A L S E Q U E N C E S In this section we will consider the techniques of spectral sequences that will be utilized in order to characterize PDEs. (See also refs.[49,80,141].) Let us start by recalling some fundamental definitions and results on the theory of categories. 31
DEFINITION 1.17 - A category C is a set of objects Ci and maps between these objects fi : Ci —» Cj (morphisms). One writes d £ Ob{C) and fi £ Homc(Ci, Cj) . Further, a composition law of morphisms is given by Hom(Y, Z) x Hom(X, Y) -+ Hom(X, Z), ,
(g,f)*->gof. (g,f (,/)
Moreover, one has the ie following iouowmg , axioms: (i) Hom(X,Y)f)Hom(X',Y')(X',Y') = 0 except ifX = X' and Y = Y!. [X',Y' = >m(X',Y') (ii) The composition law of morphisms is associative, namely f £ Hom(X,Y),g £ Hom{Y, Z), h £ Hom{Z, W) =» h o (g o f) = (h o g) o / . (iii) For any object X 6 06(C) there exists in Hom(X, X) a morphism idx (identity of X) such that for any f £ Hom(X, Y) and g £ Hom(Y,X) one has f o idx = / ,
idx ° 9 = g •
An isomorphism (or equivalence) in a category C is a map f £ Hom{X, Y) such that there is a morphism g £ Hom(Y, X) such that g o f = idx,f ° g = idy • Then, one says that X and Y are isomorphic (or equivalent). DEFINITION 1.18 - Let two categories C and C be given. 1) A covariant functor between the categories C and C is a map T : C —> C such that: (a) T : Ob(C) -> 06(C); (b) T : Homc{X-Y) -> # o m c ( T ( X ) ; T ( r ) ) ; (c) T(id = id.T(xy, idT(x)] '(id x)x) = tax) IOT(X), g) T(f)oT( V°9) = T(f)oT(g) (d)T(fog) T(f)oT(g). : foo) = T(f)o T(a" 2) A controvariant functor is similarly defined except that conditions (6) and (c?) are replaced by (b') T : Homc(X-Y) -+ Homc(T(Y)-T{X))-
(d')T(flfo/) = T(/)oTfo). One can easily generalize the previous definitions to functors of several variables T : C\ x • • • x Cn —> T>, where Ct and V are categories. Let C be a category and A £ 06(C). If for any X £ 06(C), Hom(A,X) f 0 , then A is called a total source. If Hom(A,X) has exactly one element, A is called an initial object. If Hom(X, A) ^ 0 , then A is called a final object. An object which is both initial and final is called a zero object. If a problem is reconduced to finding a final or initial object in a category, one says that it is a universal problem. The initial (resp. final) objects in a category are isomorphic. EXAMPLE 1.12 - In the category of sets Ens extended to the empty set, this last set is an initial object. Any set with a single point is a final object. ■ 32
REMARK 1.15 - 1) If C is a category with zero objects, then Homc(X, Y) possesses a distinguished morphism X —> 0 —> Y called zero morphism and written OXY OT simply 0 . 2) It is natural to define the concept of subcategory Co of a category C . Of particular importance between the subcategories of C are the full subcategories that is, those subcategories C0 of C such that HomCo(X,Y) = Homc(X,Y), V X , F e O6(C 0 ). For example, the category of abelian groups is a full subcategory of the category of groups. But, the category of rings-with unit-elements, and ring-homomorphisms preserving unit-elements is simply a subcategory of the category of rings. 3) Given any category C , we may form a new category, Copp , the category opposite to C, such that Ob(C°PP) = 06(C), and HomCoPP(X,Y) = Homc{Y,X),\/X,Y G Ob(Copp) . Then, Copp is a category with the same identity morphisms as C , and if C has zero objects, then the same objects are zero objects of Copp . Moreover, rgoppypp __ Q 4) We say that a functor F : C —> V is full, if it maps Homc(X, Y) onto , V 1 , 7 G Ob(C).
Homv(F(X),F(Y))
Furthermore, we say that F is faithful if it maps Homc(X,Y)
injectively to
Homv(F(X),F(Y)). Finally, F is a full embedding if F is full and faithful and one-to-one on objects. Notice then that F(C) is a full subcategory of V (in general, F(C) is not a category at all). DEFINITION 1.19 - We suppose that the set M of indices of the objects A{ 6 06(C) has a partial-ordering relation (reflexive and transitive) < and that there are given morphisms fij : A{ —> Aj for i < j which satisfy the following conditions: (a) fn = idAi; (b) fjk o fik = fji,i < j < k . Such a system (Ai,fij)ij£M is called an inductive family of objects. DEFINITION 1.20 - Let us consider the category C<* whose objects are systems of morphisms A{ ^ X of C such that for i < j we have a commutative (1-14)
/„
Af 4 Aj
^> /*>
diagram
X
iiive and whose morphisms are the morphisms t with commutative ive diag dia diagrams At (1.15)
^ „,\
33
X 4 * Y
Thus (Ai,fij)ij£M is an inductive family of objects in C . Then, an initial object of the category C< is called the inductive (or direct) limit of the family and we write lim A{, namely lim A, , consists of an object of C and of the system of morphisms fi'.Ai-^ YimAi , for which the diagrams (1.15) are commutative. DEFINITION 1.21 - A projective family { A ; , / ^ } . . M in a category C is charac terized by (a) {A{} . M objects of C with indices in the partially ordered set M; (b) fij morphisms of C defined for every pair i > j and satisfying the conditions fii = idAi,
fjk o f^ = fik,i
>j >k.
To every family of this type we associate a category C^. whose objects are systems of morphisms Ui : X —► Ai , such that for i > j there is a commutative tative iive dia ve dia.{ andiagram Ai (1-16)
i
X
/„.
Aj tive ve dh and whose morphisms are the morphisms f with commutative diagrams ve dia di t X
^
Ai
Y A final object (if it exists) of the category C^. is called the projective limit (or inverse limit) of the family Ai which one writes lim Ai and which consists of an object of C together with morphisms fi : lim Ai —> Ai which make the diagrams (1.16) commutative. REMARK 1.16 - 1) If / G Hom(C), then we say that / is a monomorphism (or injective homomorphism) if fg = fh => g = h , V#, h £ Hom(C). Furthermore, we say that / £ Hom(C) is an epimorphism (resp. surjective homomorphism) if df — hf =^ 9 — h, V#, h £ Hom(C). Then, / £ Hom(C) is a monomorphism (resp. epimorphism) iff / £ Hom(Copp) is an epimorphism (resp. monomorphism). 2) Define the kernel of
m o r p h i s m s fi : Y —> X{ , t h e r e exists a u n i q u e m o r p h i s m f = {fi} t h a t pif
: Y -+ X
such
. T h e p r o d u c t identifies a functor J | : C J —► C .
= fi . We w r i t e X = ]JX{
T h e d u a l concept is t h a t of c o p r o d u c t a n d we w r i t e X = JJ X{. 4) A n a d d i t i v e c a t e g o r y is a category C w i t h zero object in which any two objects have a p r o d u c t a n d in which t h e m o r p h i s m sets Homc(X, nc'■c(X,'. (X,Y) Y) are abelian groups such t h a t t h e composition
.Y) Homc{X, X,Y)> Y)") x Hom Hom Homc(Y, (Y, 2Z) -> Hom omAX, 2Z) cc{Y, c(X, MX,. is bilinear. 5) A n a b e l i a n c a t e g o r y is a n additive category in which (i) every m o r p h i s m h a s a kernel a n d a cokernel; (ii) every m o n o m o r p h i s m is t h e kernel of its cokernel; every e p i m o r p h i s m is t h e cokernel of its kernel; (iii) every m o r p h i s m is expressible as t h e composite of an e p i m o r p h i s m a n d a m o n o m o r p h i s m . E X A M P L E 1.13 - 1) T h e category of finite a b e h a n g r o u p s is abelian. 2) T h e category of free abelian groups is additive b u t not abelian. |
| If t h e m o r p h i s m a in t h e abelian category C is a m o n o m o r p h i s m a n d a n epimor
p h i s m , t h e n it is a n isomorphism. D E F I N I T I O N 1 . 2 2 - 1 ) Let QA be the category
of commutative tative dive ve left left A-modules, A-: AA-modulei lules, whe where les, wh
A is a ring. A O - s e q u e n c e in QA is & diagram (1.17)
L^M-^N
with L,M,N ker(g).
e Ob(QA)
G Hom{QA)
and f,g
H = k e r ( ^ ) / i m ( / ) is called the h o m o l o g y of ( 1 . 1 7 ) .
2) An e x a c t s e q u e n c e in GA is a diagram sequence
, such that g o / = 0 , i.e., i m ( / ) C like (1.17) such that H = 0 . An
exact
(land and cof M . (1.17) is said to s p l i t if i m ( / ) = ker(#) is a direct summand
P R O P O S I T I O N 1.8- [47]. Let (1.18) be a sequence
^ 0
0-^L-^M^N given
in QA . Then,
(1.18) is a split
A-hmomorphisms >rphisms hisms M —» - L , and g : N —> M such isms ff :: M fof
exact
like (1.18) induces
►
L \*L
L®iV
/*«
II M
II ►
N 35
f = 0.
)hism lism M == .L ® N an isomorphism sm M M
£
there lere exi exi iff there exist
that
= iddL,9 gog id idiN, f o / + g o g = idM,go id L,gog °o 9g = id>N,
So, a splitting of a: an exact sequence ditting mg of defined by the the following Ing di diagram: ined led by fo. folk foil ving
sequence
M
Further,
M = ker(g) ® g(N) = im(/) 0
g(N).
In particular, any exact sequence like (1.18) in the subcategory V C GA of finite dimensional vector spaces splits. Of course, the splitting is not canonical. However, to £x the map f is equivalent to fix g . REMARK 1.17 - (HOMOTOPY FUNCTOR). 1) Let X be a topological space. 2 We set TTO(X) = I / ~ y ^ 3 6
C°([0,1]),X) , / ( 0 ) = x , / ( l ) = y .
If [x] is an equivalence class of x G X in 7r0(X) , then it is called the 0-component of x in X. X is called O-connected (or path-connected) if TTQ(X) contains a single element, i.e. ,V:r £ X,[x] = X. 7r0(X) identifies a covariant functor 7r0 : Top —> Ens , between the category of topological spaces (and continuous mappings) and the category of sets. Let PTop be the category of pointed topological spaces, where the morphisms are the continuous maps that preserve the base points. If X 6 Ob(PTop) , then 7To(X) has a base point ( = [#o])2) The loop functor ft is given by n : PTop - PTop,
£l(Y,y )) = 0) = Qr,yo)) '^yo) = C°((S\so),(Y,y yo) ,(^,yo)) = £IY ,
where S1 = {x G R 2 |||z|| = 1} , and s 0 = (1,0) e R 2 . 3) The suspension functor S is given by: S : PTop -► P T o p ,
S(X, * 0 ) = (SX, *), S X = [0,1] x X/({0}
x X U [0,1] x { z 0 } ) ,
where SXA .. iicie * * is is base uase point pomL of oi O homotopic equivalence notopic b The homotopic equivalence functor functor [,[,LI]] is is given given by by 4) The homotopic equivalence functor [, ] is given by w T rr r 1/v -\r\ Tv i^l _ W)/ir [,] : Top x Top ->. Top, Top, [,](X,Y) [,](X,F) = = [X,Y] LY,y] = C°(X,Y)/i [,] : Top x Top -> Top, [,](X,Y) = [X,Y] = C°(X,Y)/ r 1 . T
~, ~,
where /here ~t is the following equivalence relation in C°(X, C°(X,Y): Y): where ~ is the following equivalence relation in C°(X, Y~):
f~g&3Fe C°([0,1] x0=f,F X,Y),F = f,F, =g. 0 f~g&3F€C»([0,l}xX,Y),F 1=g. / ~ g & 3F G C°([0,1] x X,Y),F0
=
f,F1=g.
Then, one has the following natural equivalences: Then, one has the following natural equivalences: Recall that a topological space is a set X, with a set T={£/,-} of subsets I/,- of X, called open sets, such that XeT, 0eT, l/,-nl/;-GT, t/.ul^ET. A mapping /:X—Y between topological spaces (X,T), (y,T) is said to be continuous if /_1(t77)eT,vZ77eT .
36
(a) [*;X]«x 0 (n[/l^[/W]; (6)
[S°, so; X, *„] ~ TTO(X, x0), [/] -> [ / ( - l ) ] , (5° EE {-1,1});
(c)
[5X,x;F,y 0 ] «-►
[X,x0;SlY,u0].
5) By iteration one sets: any = n
ft(Qn-1y),ft°r n
= y;
1
5 y = 5(5 - y),5°y = y; 7r n (y, y 0 ) = 7r 0 (n n y,u; 0 ) = n-th Hurewicz group. (7Ti(y,yo) is usually called fundamental group (or homotopy Poincare group)). One has the natural equivalences: 7rn(X,x0)
~ [ 5 ° , + l ; f t n - X > 0 ] - [ S 1 , ^ ; ^ - 1 * , ^ ] ^ ••' ^ [5 n ,3 0 ;-X-,x 0 ].
Then, one has the covariant functor irn : PTop —> Q = category of groups, for n > 1 , and PTop —► ^4 = category of abelian groups, for n > 2 , such that ivn(f) = (7r0 O ^ n ) ( / ) , V/ E Hom(PTop). A space X is said n-connected if wk(X, z) = 0,0 < k < n , Vi G X . For a contractible space (that is a space (X, x0) such that idx , and the constant map X —> #o belongs to the same equivalence class in [X;X],7r^(X, XQ) = 0,n > 0 . REMARK 1.18 - (FUNCTORS EXT AND TOR). l)(EXTENSIONS OF A-MODULES). An extension of a A-module A by 5 is the following exact sequence: 0-+B -+ E-^ A-+0. Thus, B is a sub-module of i£ , and E/B = A . The set E(A, B) of equivalence classes of extensions of A by B identifies a bifunctor from the category of A-modules to the category of sets. It is controvariant in the first variable, and covariant in the second one. The functor ExtA(—, —) is a bifunctor to the category of abelian group, defined by Ext = coker(//* : HomA(P,B) #atfA(4,£) = A(A,B)
—> Hom Hom (R,B)), -> Hom A(R,B)), A(R, A{R,B)), A
where > R i?R — -^ ► P -+ —* — AAA—* — 00isdisisaS11U1 aashort short short exact exact exact sequence with with with project projective ive i [49,88], '11C1C 0—* U — r J t —* f .TP r ► ^1 ?•—* U *0 IS I CK-Cl^b S C sequence ^sequence U C l l t C W1U11 .1 PP FP project J (projective presentation of A), that induces the following exact sequence: projective presentation of A), that induces the following exact sec i , J
0 -» #Hom o mAA(A, ( A , 5B)) ^> ^ HomA{P, B) ^ HomA(R, 0 -» # o m A ( A , 5 ) ^> HomA{P, B) ^ HomA(R, |
n p 1i5vs |O One has aa ra.nnnira.1 canonical isrYmnrnhisrn* isomorphism:
(Am E(A,B)^ExtA(A,B).
37
B) B). B).
□ If P is projective ^> ExtA(P, B) = 0, VA - module^ . | | If I is injective => ExtA(A, I) = 0, VA — module^ . | | One has the following canonical isomorphisms: ExtA(Q)
(Ai,B) ExtAtA(Ai, dA x,B)B)
Ai, B)^H i
i
ExtA(A, n ^) - n j
|
Ext A B ",xt>A(A,BJ (A,Bj).
^A , J)-
3
srated abelian group such that | If A is a finitely-generated
w (A,Z) z ) = f= l0) Ext I[Hom L=o [Hom Hom(A,Z) (A,Z) (A,Z) = 00)I z
z zz
[Homz(A,Z)
|
= 0)
| If A is a finite abelian group, one has:
Ext(A.Z) Ext{A,Z)^ ^ A. Ext{A,Z)^ | | (Stein-Serre t h e o r e m for abelian groups). If A is an abelian group of count able rank, then Extz(A, Z) = 0 implies A free. (See below for the definition of free abelian group.) 2)(THE FUNCTOR TOR). Let A be a right A-module and B a left A-module. Set TorA = ker(/i* : R ( g ) B -> P ( g ) B), A
A
where 0—> R —» P —► A —+ 0 is a projective presentation of A. Then, one has the following exact sequence: 0 __> TorA(A,B)
-> R(g)B
-> P ( g ) £ -► A(g)B
A
A
-► 0 .
A
□ If A (or 5 ) is projective, then Tor A (A, B) = 0 . REMARK 1.19 - (COHOMOLOGY OF GROUPS). (See also refs.[7,17].) I | Let G be a group written multiplicatively. The integral group ring ZG of G is defined by: y ZG
m(a;)x|m : G —> Z
xGG
almost everywhere zero except on a finite number of elements of G. The product in ZG is given by:
( ^ m(x)x).(^2 xEG
m\y)y) = ^
yEG
x,y£G
38
(m(x).m'(y))xy ))xy .
I I One has the natural embedding: i:G-+ZG. ZG. ZG. ->Z G. I I (Universal property). Let R be a ring. To any function / : G —> R with / ( x y ) = f(x).f(y) and / ( l ) — 1R , there exists a unique ring-homomorphism / ' : ZG —> R such that / ' o i = f , namely the following diagram is commutative: -4 / r
G i ZG
i
R
I | A (left) G-module is an abelian group A together with a group homomorphism a : G —+ J4U£(A) . (Similarly for right G-module.) A (left) G-module is called trivial if the structure map a : G —> Aut(A) is trivial, i.e., cr(x) = id^ , Vx G G . | | Since Aut(A) C End(A) = R the universal property of the group ring yields a ring homomorphism a1 : ZG —* End(A), making A into a (left) module over ZG. | | Conversely, if A is a (left) module over ZG, then A is a (left) G-module, since any ring homomorphism takes invertible elements into invertible elements, and since the group elements in ZG are invertible. Thus, we need not retain any distinction between the concept of G-module and ZG-module. One has the canonical mappings: G -► Z,x »-» 1 e : ZG —> Z,e( Y^ m(x)x)
= Y^ ra(x), (augmentation)
We call J(7 = ker(e) augmentation ideal of G. □ Let A, A', A" be left G-modules. Let B,B',B" £5 " be be right G-modules. Then, set: , 5 ' ,,B"1
B0A >
<
»
■
=
B(g)A
G G
ZG ZG
1 Hom (A,A') fTomGG{A,A!) Homo^A (A,A') ) = =
Tor^(B,A) Tor°(B,A) Tor^(5,A) =
Homz ZG G(A,A Hom HomzG(A,A') (A,A') ZG G G(B,A) Tor* Tor^ Tor™(B,A)
Ext^(A,A') ExtZ(A.A') £z*£(A,A') Ext = G(A,A')
ExtZn(A,A'). Extl (A,A') GZG Ext ExtZG (A,A'). (A,A').
| | The n-th cohomology group of G with coefficients in the left G-module A is defined by: Hn(G,A) = Ext2;(Z,A), where Z is regarded as trivial G-module. 39
I I The n-th homology group of G with coefficients in the right G- odule B is defined by: Tor°(B,Z), Hn(G,A) (G,A) = Tor°{B,Z), rivial ial G-module. where Z is regarded as trivial G-module. n ^ rnvariant, functors. fnnrt.ors ', —) are covariant | | H (G, —) and Hn(G, n | | H (G, A) can be calculated as the n-th homology of the complex H %omG(TP,A) where lere P is a G-projective resolution of the trivial (left) i G-module Z . Cr-module | ] | Hn(G, A) can be calculated as the n-th homology of the complex BB ®G P . □ ] (PROPERTIES). 'ERTIES). n (a)) If A is injective =» HHn(G, (G, injective => {G, A)A) ==0,0,nn>> 1.1. TM E is flat flat. Tin nrmertive'l => =* H 77„(f7 . n > 11.. (b)) Tf If. If #B in na.rtir.n1ar 0,n (in particular projective) = n0,n n(G,B)7?^ = (c) If 0 -► AA —► - I i"—> * *0 0isisananinjective —►A'A'—— iniectivepresentation DresentationofofJ A . then nn+1 +1 H #H ( {U,A) G , A) 9* # n(G,A'),n ( G , A'),n n " ' (G,A) = Jti'\iJ,A ),n >> 11..
B B—■» —> B —* —*000isisisaaaprojective projective(or (orflat) flat)presentation presentationofofofi?B , , then (d) If 0 —* —> 5B'' — > PP->-*-* projective (or flat) presentation H .{G,B)^H ( G , B )(G,B'),n>l. ^ H r ( G , B / ) , n > l1.. i ?n+1 H„^(G.B)^H„(G.B').n> n + 11( G , £J ) n= J# n ( nG , £ ' ) , " > 1(e) ^ff°(G, (G ;G,, A) = HomG(Z, (Z,A) A) = = A AGG = = {a E A\x A|z o a = = a, a,Vx Vx Vz E € G} == subgroup o invariant axiant elements in A . (f) #Ho0(G,B) (G,B) = = B® = = = ooo IG = -- 1) 1) || k 5 beB,xeG}. r J3 ^ G yZ ^» = = B JDG = B/B n/n IKJT = = B/{b(x L G G (g) If A, 5 are trivial trivial G-modules, G-modules, tthen then TTQ(n A\ = A -RJCl m — RH°(G.A) A.Hn J * i (GG, 5, 5)))^=^ 555(0ggI))G IG / /{ {I IGG))\\H H ii ( G , Z) Z Z ))=S SZZ Z(g) 00 I IG; G; J*!(G, IG/ilGftH^G, G
r1(G,A)^Hom(F1(G,Z),A). G,,AA) )^ ^HFo omm( F( 1^((GG, Z, Z) ,)A, )4. F1(G ip F1 one has (h) For a free group group F i* one has H ffnn(F, ( F , A) = 0 = JT„f ff„(F, F, B),VF-
modules
A, 5 , n > 2 .
REMARK (EXTENSIONS KJr OF GROUPS). VI\ 1.20 l.ZU -- yEjS±±EjL\DLVJLVD KjIWJUrD). rjlfO^N-^G^Q-^0: grou , then G A Q - K is an exact sequence of erouDs. -^ N —>G—> Q —>0isan exact sequence of groups, t Z ( g )) ZZ G G^^ZZCQ Z(g)ZG^ZQ as right G-modules. 40
□
if 0-^N^G^Q->0 N^G^Q
is an exact sequence of groups, and if A is a left G-module, then Tor^(Z,A)-Tor£(ZQ,A). □
if 0-> J V - » G - > C J - > 0
is an exact sequence of groups, then 0->Nab^ZG(g)IG^IQ \IG^IQ(g)JG^/Q-*0 G
is an exact sequence of Q-modules, where Nab = N/N' = H^N, Z) * Z ( g ) IN . N
□
Let 0->R^F^Q^>0• O - » 0
be an exact sequence of groups, with F a free group, i.e., a free presentation of Q . Then O^Rab±ZQ(g)ltylF^IQ^O ^ A+ /JQ Q ^- >O0 is a Q-free presentation of IQ . | | Furthermore, for any Q-modules A, B and all n > 3 , one has the following isomorphisms: Hn(Q,B)*) £* Tor^BJQ) Tor^_2(B,Rab) (B,IQ) <* (TO. A) 3 £ x ^ - 2 ( i ? a 6 , A ) . Hn(Q,A),A; ^ ExtnQ-\lQ,A) | | The equivalence classes M(G, A) of an extension of the group G by the G-module A, i.e., the following exact sequence: A .#E-->>G 0-> A A G -- > 0 orrnnn isomorphism) isr>morr>Viism^ with with H TJ2(G, (d A). The neutral element is identified (by means of a group in the abelian group M(G,A) is represented by the split extension
0-> A-> Ax G->G->0 41
Q If F is free, M(F, A) consists of one element only, the class containing the semidirect product. | | If G is finite and if A and B are finitely generated G-modules, then Hn(G, A) and Hn(G,B)■ B) are finitely generated. I I (Universal coefficient theorem). (a) Let G be a group and let C be an abelian group considered as a trivial G-module. Then, the following sequences are exact and natural, for any n > 0, 0 - Hn{G, Z) ( g ) C -> Hn(G, C) -> T o r ( ^ n _ ! ( ^ ) , C) - 0 Z), C) -> # n ( G , C) -► Hom(Hn(G,
0 -* Ext(Hn-±{G,
Z), C) -> 0.
Moreover, both sequences split by an unnatural splitting. (b) Let Gi,i = 1,2, be two groups and let G = G1 x G2 be their direct Then, the following sequence is exact:
Z)S °-^9 0 I H,(G H,(G uZ)i 1,Z)®Hg(G2,Z)^Hn(G,Z) lH « ipU,(G Vq=n -n
-
0
Tor( Tor(Hp(G,Z),Hg(G2,Z))^0
Moreover, the sequence splits by an unnatural splitting. I I There is a universal coefficient isomorphism 2 H (G, A) £ Hom H'{G, Homzz(H {H22(G, {G,
Z), A) A
for any abelian group A . REMARK 1.21 - (ABELIAN GROUPS). Let a : A —* B be a homomorphism between abelian groups. Set coim^aj = A/ ker(aj = im(aj coker(a) =
BlB/im(a).
If the sequence O-+A'£A£A"-+O A"
-»• U
is exact, then B = im(a') = ker(a")
(is a subgroup of A)
^ A' A/B ^ A" . I I The direct product of { A A } A G A is defined by: J ] AA = {a : A - {A A } AGA |a(A) G A A } • A6A
42
product.
In I1A€A A\ we define an addition: (a + 6)(A) = a(\) + 6(A) € Ax . Then, HAGA AX becomes an abelian group. The elements a\ = a(A) are called the canon ca c o m p o n e n t s of a = {a\} G IIAGA AX ■ One ®ne has ^ i a s aa canonical i l epimorphism epimorphism Yl\ Yi\ '■'■ A A H\eA -> A AAA,ai-> ,ai-> aa AA .. HAGA\ A -> efmed b I I| The direct s u m of {A A } AA€G A iss the subgroup © A\x C IIAGA EIAGA A^*A ddefined by: ® AAGA : GA A £ft AA = {a £ I T AA|SUPP (a) = finite, i.e., a\ = 0, for almost all A £ A} . AGA
£
AGA
If A is finite then: © A 6 A Ax = UxeA A>< ■
One has the monomorphism:
:„ : A v -* (-y A A , S [ iv{a)v = a A I _ |I (Universal (Universal property). property). (a) Let {(j>\ : X — i) Let {>A : X —► ► AA}AGA AA}AGA be be aa family family of of homomorphisms, homomorphisms, homomorphism <j> :: X X — —>> ]l YlAxef r A A\A such that omomorphism <j> such that
J
then unique then there there exists exists aa unique
^(x) , Vz
write ^> = {
0-4 4 ' ^ A 4 " ^ 0 splits iff a' (resp. a") is one component of a direct sum (resp. product) :t) rep] representation A'1 is a direct summand of A . In particular, if Ai C A A ' 0 A " = A . In this case A subgroup we see that the exact sequence sequence is a subsrouv 0 -► Aj A1 -U A A A -► A/Ax A/Ai -► 0 splits, splits, (i.e., (i.e., A\ A\ is is aa direct direct summand) summand) iff in the the inclusion inclusion map map ii has has aa left left inverse: inverse: rr :: A — > A\, r o i = z'c?^ . A zc?^ 1 | | If A A is an abelian group and a £ A , we define za : Z — ia(n) == na rza• . —■■>>AA , , z'a(rc) 43
Then, ia is the unique homomorphism such that i a ( l ) = a • ^
A subset 5 C A is said to be a basis of A if the family {ia}beB is a direct sum
representation:
{H}:0Z = A. b6B
Then, every element a G A has a unique representation as a finite linear combination of basis elements with integral coefficients: a = y . nbb, n G Z , almost all
n& = 0 .
beB
If an abelian group has a basis it is said to be free. ^ An abelian group is free iff it is isomorphic to a direct sum of groups Z . Fur thermore, every subgroup of a free abelian group is free. ^ Every abelian group A is isomorphic to a quotient of a free abelian group. PROOF. In fact, if A is any subset of A which generates A , then there is a (unique) homomorphism £ : Z A - > A , A M A, where ZA is the free abelian group generated by A: a G ZA <3> a = N . ^AA, «A G Z , almost all
a\ = 0 .
AGA
Then, £ is an epimorphism (as A generates A) 0->ker(O-+ Z A - ^ A - ^ 0 hence A^ZA/ker(0.
□
2 5
The quotient does necessitate to be free!!! It is free if it is a direct summand. If F is a free abelian group, then every short exact sequence Q-+A'^A^F-+0 F ->0
splits. Hence,;, A = A' A^A'QF. Cp Every finitely generated abelian group A is a £nite direct sum of cyclic subgroups {Cj C A}:
(i.i9)
^= 0
^c^z/^ZEZ^i/jez,!/,-^. 44
(a) a) The lhe partial partial sum sum
r S ©c,-=©. is called torsion subgroup of A . It is a finite group and consists of all elements of A of finite order. (b)The quotient
A/T = 0 Z Uj=0
is called free part of A. The number of summands Z in A/T is called the rank of A. It does not depend on the particular direct sum decomposition (1.19). In fact, rank(A) = maximal number of linearly independent elements in A. I I The numbers Uj > 1 (torsion coefficients of A) that occur in (1.19) are not unique. However, they can be chosen as powers of prime numbers VJ — pP/ -,Pj prime, pj > 0 , and then they are unique (independent of the decomposition) up to permutation coefficients. Two finitely generated abelian groups are isomorphic iff they have the same rank and the same system of torsion coefficients. I | If A is a finitely generated abelian group and, A' C A is a subgroup, =^ A' and A/A' are also finitely generated. rank(A) = rank(A') + rank( A/A') | | For arbitrary abelian groups G one can define a rank as follows: (a)IfG is free, rank(G) = cardinality of a basis. (b) Otherwise: rank(<2) = supremum{rank(F)} 7 F G set of free subgroups ofG . Then rank(G) = rank(G / ) + rank(G/G / ) , V G ' c G DEFINITION 1.23 - 1) Let U be an abelian category. A differential object in U is a pair (A, d) where: (a) A G Ob(U)] (6) d G Homu(A, A), such that d2 = 0 . 2) Let V{U) be the category of differential objects in U. We call homology the additive
functor
H : V(U) -» U, W, given given by by {A, (A, d) d) •-» i-» H{A) H(A) == ker(d)/im(,n = l , 2 , 3 , . . . , 45
such that H(En, dn) = En+\ , n = 1,2,3, • • • . 2) A morphism
morphisms
H(
We write S(U) for the category of spectral sequences in U . PROPOSITION 1.9 - The following propositions are equivalent: 1) {En, dn},n = 1,2,3, • • • , is a spectral sequence of objects ofV(U) . 2) E\ G Ob(U) is endowed with a tower of subobjects (1.20)
Bx C B2 C • • • C Bn C • • • C Zn C • • • C Z2 C Zx C Ex
such that (1.21)
Zn/Zn+1
S* Bn+1/Bn
, Vn.
PROOF. In fact if {En,dn},n = 1,2,3, ••• , is a spectral sequence, we have E2 = Z1/B1 , where Bi C Z1 C Ei . On the other hand E3 = Z2/B2 , where B2 = im(d 2 ) C Z2 = ker(d 2 ) C £2 • So we can write B2 = B2/BiyZ2 = Z2/Bi , for some subobject B2 and Z2 of Z\ such that B\ d B2 Q Z2 C. Z\ . Then we have E3 = (Z2/B1)/(B2/B1) IB,) I By ^ Z2/B2 . Iterating this.process we have the filtration (1.20) . n Furthermore, the following short exact sequence, induced by dn: 0 -► ZjBn-!
-> Z „ _ i / B n - i ^ S n / 5 n _ ! -> 0
gives rise to isomorphisms (1.21). Conversely, starting with a tower of subobjects (1.20) we can define the sequence {En, c?n}, n = 1,2,3, • • • , of objects of V(U), where En = Zn-i/B/n-i —> B«n-: » - i and the differential dn can be taken as a mapping Zn-\jBn-\ Zn-i/B.n/-i£ » - ! 'which has kernel ZnjBn-\> n - l and image BnjBn-\ . Then we have H(En,dnA ) ) = (Zn/B„_1)/(Bn/.B„-i) 2 Z n / B n = E n + 1 So {£ n ,
a spectral sequence. □ 1.25 - 1) Let {En,dn},n , n = 1,2,3, • • • , be a spectral sequence and let • • C Bn C • • • C Zn C • • • C Z2 C Z\ C Ei be the corresponding . Then, we define the following subobjects of E\: Boo = \j Bn , Zoo = ( I Z n . n
n
46
Furthermore put Eoo Eoo
= = Zoo Zoo
I BQQBoo
•
converges finitely finitely if there exists no such that
2) A spectral sequence {En,dn}
Eno = — En0 + 1 = — •' '•*• —= EQQ EQQ • 3) A A spectral sequence {En, dn} collapses at the Nth term if the differentials dn = 0 for n > N . (Then converges finitely as EN = EN+I = • ■ • = ^oo-) EQQ.) 4) A spectral sequence {En,dn} converges to H 6 Ob(U) if there exists a filtration FofH: +1 • • • C Fpp+\H) (fT) C F p ( # ) C Fp-\H) -\tt)
filtration)
or or p
-\H) • • • CC FFp-\H)
P
P+1
(H) C--CH CCFFp ((H) # ) CCFFP+1(H) (B)
(increasing filtration; (increasing filtration)
that such tnat P p+1 P+1 [( ($F Q)FP(H)/F (H)/F (H), H) (H),
E^^En(H.F)= Eoo*E0(HiF)=\ ** \ p
ifF ifF is decreasing, decreasing,11
P6Z
w.
0 F p ( ^ ) / J P p - 1 ( ^ ) , ifF increasing i f F is increasing eZZ
II ^P£
II ,
J)
where EQQ Eoo is the limit of t h e spectral sequences. EXAMPLE 1.14 - 1) Spectral sequences of differential bigraded i^-modules, R = ring with unit. I I| Let (A,c?i) and (B,d2) be differential graded modules over R. Recall the defini tions of the tensor product of differential graded modules over R: ( A ( g ) £ , Z > ) , ( A ( gn)=£ ) n E E (A(g)B,D),(A(g)B) R
T?
R
®B\D(a®b) + (-l)Wa®dB(b) App ^B",D( dA(a)®b+(-l)^a®d B(b). a®b) \a®b) = dA(a)®b
0 p+q=n p+a=n
Z?
R
T I _ I _ / 7 — «
Z?
R-modules, {i? {Epp'q'}9 } , I| I| A differential bigraded module over R is a collection of i?-modules, ,m where p and # q are integers together with an i?-linear mapping d : E* —» £*'* E9,m , the differential, of bidegree (5,1 (s,1 — s), or (—s,s — 1), for some integer s, satisfying 2 d = 0 . The homology of (E*>*,d) is : fa"! 1 — .sV. (a) for differentials of bidecrree bidegree f.s. (5,1 3): HP,q(E.,. K
'
d);
_
ker(d : EP>« -+
EP+3>«-s+1)
ker(d:E™-,Ep+°^)
~ im(<* : £ ? P - . « + - I -> £ M ) 47
47
(b) for differential of bidegree (—6,5 — 1) : .,.., P,q(E HM(E H { |
1 ker^J^E*-^) ker(d:Ep^Ep-^-) 1 im(d imf^ l m d :: EP+**-** ij,T-i-«,«i-*-i-j. -► _> E^'*) ^EM) T,y '
d) = ;
'
| The tensor product of differential bigraded modules over 1R,
((E*>\d F - ' - ,E^\(E*>\d ) , ( E -E')- , ^ ) is a differential bigraded module (E(& {E®RRE,D) E,D) p g gg (E (g) (g) E) Ey> > == = [E(g)Ey>
r
R
with
0 0 j
mr
m-\-n=p,r+s=q m
R
U{e ($ e) — aEye) Q9 e + {-i) m r n s eG eG EEm ' 'r ,,eeGGEEn ' 's ..
!
ns
m r n s (g) 0ETIEF>* >' 11 E£m.E >'r 'Qg I
' "e^a^^ej
JI f£ m+n=p,r+s=g .R m D(e
A \^ r r :: E™ » _ M ker(d E™ --»
im(dr : E r
r,g+r_1
EP+r'1-r+l) E^1^''^)
-> £?'g) '
Such spectral sequence sequence converges converges hnitely. finitely. In In tact, fact, consider consider E% Ep,q,q lor for rr > > max(p, max(p, q q+ + l) l) ,, buch spectral r p +rr >09 r+1 here the differentials, d , become trivial: since q + l— r < 0 , w e have i£H+i == T here the differentials, dT , become trivial: since q + l — r < 0 , w e have E . ' ~ {0} and so ker(d ) = Ep* . Also p r < 0 implies £ £ r , + r i | | ( d ) {0} and so ker(d rr ) = Ep* . Also p - r < 0 implies £ £ - r , gg + r - i = = |Q Q | aa nn dd ii m m ( d rr ) = = {0} .. Thus Thus Ep?-. £y+i = = Ep Ep,qq and, and, continuing; continuing in in aa similar similar fashion fashion {0} E™k=E™,
for fc>0. k>0.
We E%g .. /Ve denote this common vector space just by Eg£ {E*> E*>mm,drr} converges to a graded ^-module Hm if Hm has a nitration F F** such that P q p qq p+1 p 1 pp+q r(f EJ5™ J ^ ^ (F [F Hpp+q ++ /F ))) E™ (FppH /FpJtl +HH+p+q
I where
iF^pH #rr = J P ff] | °] | H J7r r = iF^PH*
qq = = EEpp'> (H') (H0) ) )
I
| l^T == 0 0 E £00™. |jlTsE 0 E™. >«. p
([
p+q=r p+q=r
) )
48
|I I| Similarly we can define second q u a d r a n t s p e c t r a l sequences, (p < 0, q > 0) , t h i r d q u a d r a n t s p e c t r a l s e q u e n c e s , (p < < 0, q < 0 ) , and f o u r t h q u a d r a n t s p e c t r a l s e q u e n c e s (p > > 0, q < 0 ) . {#•'*, dr} be a first quadrant spectral sequence of differential bigraded vector I | Let {£*'*, spaces. Suppose Ep,q = {0} whenever p is even or q g is odd. Then the spectral sequence collapses at E2 term. P,q p E2-teTm = This, for example, can occur if the £7 2-term is given by a tensor product E q q yp 0 w and V* and W are graded vector spaces such that V* is concentrated in odd dimensions and W* is concentrated in even dimensions. # {££'*,c? {E*>*,d ,^rr]}} are |I I| ( Z e e m a n ' s c o m p a r i s o n t h e o r e m ) . Suppose {E^\d {E*>*,d r} rr}} and {E;> first quadrant spectral sequences of cohomology typee (i.e.,c?rr and drr of bidegree (r, 1 — r)). Suppose {/ rr } is a morphism of spectral sequences. Emphasize that a ,0 {E°>*,dG? r}r} between two spectral sequences is a sequence m o r p h i s m / : {E*,0,drr} —> {££'*, of homomorphisms frr : E*>* —> E*>*,r = 1,2, ••• of bigraded objects, of bidegree (0,0), such that frr commutes with the differentials, frrodrr = drrofrr, and each frr+i is induced by frr on homology, that is / rr -fi is the composite ffr+l K'+l -= H(E' H{E'rr'\d >\dr)r) r+1 ::E'4,
-= E'4, E& .
-+ -H> H(Ey,d ME^Jr) r)
H
\fr)
Let us, now, assume that the the following following diagram diagram commutes commutes with with exact exact rows: rows: 0
0
n (1 «
(1 n
a q q -I. ®E%' -> E*> Ep/®E^
n n
9 -» Ef' E™
/ 2 ®/ 2 1 i /2®/2
|/2 1/2
-♦ -* Ep2>°®E°' '°®El'qq
-> 5 £™
O ,
«-i-l
ft
ft
rt.
-» 0 ->
0 9 -► -* Torf(£ T o r f ( £2fp++11''°0 ,,£ £ 2 °'») ' )
-► 0
R p +lJ+1 0 q -» T ' ,£ 2 )°'«) Tor*(E Or1 (JB 2 2 >\El>
i Tor(f 1 TorUl,h) 2,f2)
Then any two of the following conditions imply the third: P, » EEf'° ° isisan I. f2 : EP'° —► anisomorphism isomorphism for forall allp. p. ,q9 99 1S a n E2 —► E^' is anisomorphism isomorphismfor forall allqq. . II. f2 : E^' > -E^' 9 III. /oo : E&> E£>q9—— ►> #So #So9 is is an an isomorphism isomorphism for for all all p, p,qg .. 9 | | ( K i i n n e t h s p e c t r a l sequence). Let (Km,dK) and (L ,dLL)) be differential (L*,d graded modules over R with if* flat. Then there is a spectral sequence with
E™= 0 0 E™=
Tor Torl{H\K),H\L)). TorvRR{ (H°(K),H*(L))
a4-t=n s+t=q
If K and L have differentials of degree + 1 , this is a second quadrant spectral sequence. If K and L have differentials of degree —1 , this is a first quadrant spectral sequence. When E*'m converges, it does so to H(K(g)RL) L) in either case. 49
3) Spectral sequence of algebras over R. If H* is a graded ^-module , then let # * ®R H* be ^ n e graded i^-module given by
(jr
Hp(g)Hq.
p+q=n
R
Hm is a graded algebra if there is a mapping of graded vector spaces,
0:iT(g) #•->#*, R
that is a R-linear mapping > : Hp 0 R Hq —> Hp+q for all p and q . The mapping ^ must satisfy the followng commutative diagram, namely the multiplication on H* is associative: H*®RH-®RH* +Z1 H*®RH* i®4> |
| 4>
Hm®RH*
->
H*
If the algebra H* contains a unit element there is a mapping r] : R —> H* , where R is the graded algebra combining the ring R in degree 0 and {0} in higher degrees, such that one has the following commutative diagram: R®RH* I
-
H'®RHi 0
-
H*®RR I
| | Let E9'* be a bigraded 72-module. E*>* is a bigraded algebra if there is a mapping of bigraded i2-modules <j> : Em,m 0 # E*>m —> i£ #,# , i.e., <j> has components <j) : £ m ' n 0 ^ £ r ' s -► E n + r ' a + s . We assume further that <j> satisfies the analogous conditions of associativity and having a unit. EXAMPLE 1.15 - As an example of bigraded algebra, suppose A* and B* are graded algebras with (j> and ift their respective products. If we let Ep,q = Ap 0 ^ Bq , we can define an algebra structure on E*,m by the composite: Ap ®R Bq ®R Ar ®R Bs
10
-^ 0 1 Ap ®RAr
®RBq
®RBS*^
II
Ap+r ®R Bq+S
II
Ep>q ®R Er's
Ep+r>q+s
->
where T(6 0 a) = ( - l ) l l a (g) b. I | A differential graded algebra over R , (A*,d), is a graded algebra over R with a degree 1 linear mapping d : A9 —* A* , which satisfies the Leibnitz rule: |a|
d(a.a') = d(a).a' +K-i) (-l)^a.d(a'). c 50
I I A differential bigraded algebra over R, (£•'*,), is a bigraded algebra over R with a total degree 1 mapping
Ep>q-+ 0
d: 0 p+q=n
Er>3
r+s=n+l
which satisfies the Leibnitz rule: d(e.e') = d(e).ef + (-l)p+qe.d(e')d(e'),, when e G Ep>q and e' G £ r ' s . EXAMPLE 1.16 - An example of differential bigraded algebra can be constructed from two differential graded algebras (A*, d) and (#*, d') by setting E9>* = A* (g) B* and defining the differential on E*'9 by the formula d(a ® b) = d(a) ®b + (—l)l a 'a ® d'(b).
{E*'*ydr} is a spectral sequence of algebras if, for each r, (Em>*',dr) is a differen tial bigraded algebra and furthermore, the product on E'^ is induced by the product of £ • ' • on homology. That is, the product on E'+^i/jr+i : Er+i @REr+i —> Er+i may be expressed as the composite:
(f> :::B -^>> B' B' of of filtered filtered ooojects objects b j e c t s sends sends ii*^' B^ ? M tto to o 2i? B'^ ?ViV ' ^ tor for for all all all pp. p.. aB — — £r 01 niterea sends z p p pr } in # . A pr } — 2) Let B be the category of Z-graded objects {B morphism A. <j> * + 2^{OUi.(t>)du' \ = -(dO • <; < z > ) - (dz • !;<*>) )-(dp-v >/ : {i? }— z; j^ei v be ue the me category of 01 Z-graded ^j-grauea objects oojecis {B \iJ } j in m oB. .AA morphism morpnism
such that
X(C{p\d) = !
DP
f•ftT 7* T p
Ep Ep 56 56
£ = =
Dp )
Iii r/>' ^ }} .. p E Ep
) )
where wnere
) Dppp = ^ ( C ( p{p) ) D = D = H(C H(C{p))) p l) {p) {p)IC^ p~l)) Epp = = H{C H{C{p) IC^~ E H{C IC^ ~) p p 1^1 = 1 , | 0 | = O, || 7 pP|| = -l p p 1^1 = 1 , | 0 | = O,, ||f| = 10*1 = = 1 77 | = 1^1 1,, 1^1 |0 | = = 0O, = --- 1ll where the morphisms a , 0 , 7 , are induced by the following short exact sequences: where the morphisms a , 0 , 7 , are induced by the following short exact sequences: n _v cSp~1} —► cM") —> c\p) ic^'1) —► n
o _> co>-i) -► c ( p ) -> c ° , ) / c ( p ~ 1 ) -> o
and md the associated homology exact diagram and the associated homology exact diagram ^(C(P-D)
A
JI(Cfr>)
TT
#((;>)/£(/>-!))
i
/? />
H(CM/Cto-V)
=
2) I) One has the functor: ctor: T>(7J\f , -> _^ U £>(£/), Ejp. :• V(U) ^;v7,z z
such that ip E(C E(&p\d)
= Ep = =
HiCM/C^-V). HiC^/C^-V).
3) One zing tactonzation factorization h, E = HoG where ti H if is homolog ifunctor. r r ,, where One has has the the following following = ti oG is the the homology homology 4)' The homology functor ictor H and GL G do not commute: commute; that is GL G o H oL G E. lUl C U I l l I l l U i e ; that LIlclL IS U coG r rr = = -Cy. The homology functor H andl LGrrrr UU do Inot commute; is LGrrrroU lHi ^^^ ^ H H z7 InLparticular sidering differentials c? c?that particular ififUU==£/ lA *, by , byconsidering considering differentialsd thatlower lowerthe thedegree degreeby 1 1 we WP! I.VIP o l l o w i n g fnnr.t.nrs* have the ffollowing functors: (a) V(U ^ZxZ) F :P H ((W ^z)ZZf ) / -► £5 ( E(U^) such that i D
p p {C^ {C^p\d)^H{C^ \d)^H{C^p\d)=\ \d)=\
|| {(( E E E 7 7
^
D \
| /»M Mi = E = E E )J = E J
P 9 P 9 11 p 1 Le bidegrees {CM),E = {E )),-' the {£?■«},£?•« Hq(C^/C<~ D = = {DP.*}, {D {£>™},I>™ > },D£>*>« > = = Hq(CM),E (C^),E {C^),E { ^p>}9},E , ^p> '*«9 = HqiCW/CbH^CW/Cb)), bide bi< ^ n p ha "has f.Vif of a, M, 0 , 7 ,, are the following: |a| a | = ( 1l ,,00 ) , ||^| 0| = (0,0), W | 7 | = ( - 1 , - 1 )) .. One 1 the llowing: |\a\ has exactb sequence:
)) (1.22)
J)P-1, !"_ , £)P,? DP-I>9 Dpp>'q9 _Jl-> D D
1
pp q9 191 M _9111. £P.« J _^!^> £)P-1.J-1 _JL_> _—^-> i ^_ ^, E > ' -_— U D*' D ^ 1-'*'1' '1* - 1 — — ^% D* D>D*' ™ " ' .. E^' E ™ D*£JDP.4-
(b) ZZxZ xZxZ Z Z xx Z 5S : £(W £(£/ £(WZxZ ) ) -+ -> - * <S(^ <S(W S(U ), ),
such that S(VC={ s(vc={
T-> (f( D 77 | { E E
t
«. S ^
n D) 1
D)
i/» ifi » \) = = (^,rf (E >*,d n)) p
= =
E E J)
57
n
with K | = ( 1 , 0 ) , \0n\ = ( - n , 0 ) , |7n| = ( - 1 , - 1 ) , \dn\ = ( - n - 1 , - 1 ) . One has the following equivalence: S^SoH.loH REMARK 1.25 - In this case each object of V(UZ) is also a chain complex and each object of T>(Uz)f is also a filtered chain complex. Furthermore if the filtration of a chain complex C is finite, it is also homologically finite, that is for each q , there exist p 0 ,Pi with Hq(C<*)) = 0 , for p < p0,Hq(C^) = Hq{C), for p > Pl . REMARK 1.26 - a : D —> D is positively (resp.negatively) stationary if given q , there exists p0 such that a : Dp>q = Dp+1>q , p > p0 , (resp. a : D^1^ = ZF' 9 ,p < po) . If a is both positively and negatively stationary it is stationary. THEOREM 1.17 - 1) If a is stationary the spectral sequence associated with exact couples converges finitely. 2) If the filtration of the chain complex C £ Ob(V(Uz)f) is homologically finite, then: (i) the induced filtration of H(C) is finite; (ii) the associated spectral sequence converges finitely to the graded object associated with H{C) , suitable filtered: E™ = (Gr o Hq(C))p . PROOF. By using the exact sequence (1.22) with a fixed q , we directly have the results. □ EXAMPLE 1.17 - 1) (Double complexes and spectral sequences). A) Let (TB,d',d") be a double complex, we have an anticommutative diagram ■Dr,s
d"
*
±->r—l,s
1 Br,s-1
1
d"
—> # r - l , s - l o'
with d'd' = d"d" = d"d' + d'd" = 0 , for each r, s . May be it is more convenient to replace anticommutative diagrams with commutative ones, by setting: d' = d',d" = ( - l ) r d " on Brta : Br,s d"
—>
Br-l,s
—f d'
-^r-l,s-l
I Br,s-1
i
d"
We call d'\ d" the horizontal, vertical differentials of B respectively. We say that the double complex B is positive if there exists no such that Br^s — 0 if r < n0 , or s < no . Set TotlB = graded module with
(TotB)n=
0 p+q=n
58
BPtq.
As
a'((ToiB)„) C (ToiB)„_! a'((ToiB)„) d'((TotB)n) C ( T o it B ) „n _ ! a"((TotB) a"((To
we can consider (TotB,d = = (a' (d' + + a")) d")) (TotB,a a chain complex: ad : (ToiB)„ ( T o t B ) n __ii , Vr (TotB)n -> (Ta*B) Vn . Examples of double complexes. Given two chain complexes C , D of right and left A-modules (A = Z2-graded commutative algebra), we define the following double complexes: (a)
B® {B® v a^'q,^,ff,ff'}, a "/} , B* = C,®D p 0 z^<7> ==t{Bf ^ 0 tf, 0 g= = =° Pc W 3
A
where &{c d'(c®d) d'(c ®d) = dc®d, dc®d,d"{c dc®d,d"{c®d) d"(c ® ®d) d) = ( - l ) p c ® d d , c e®dd,c£C Cp,d pG ,d€D Dq q, (the the sign (—l) p is inserted into the definition of d" to guarantee that d"d'-\-d'd" = = 0) 0). (b) » with with
Ho mm ____ {{({ BBBBff«H «m ____ HomA{C ^ ^(C^__ptDq)t (p,D comA(c Dtff>_^p} .,D,),a\a"}, a ' . a " } ,,, H m Hom ff ...m ),df,&'} B HomA B B q.ar ff B H 00 m (fff)(c) (d'f)(c)
+11 = ( --1l )i)' ^+r f«+f + 5acc),),,ccc eG C _- „p + 1 , / G e ^ o mHom = V/ ((W ,Dgq)),, A ( CA_(CJ , ,pD
(d"f)(c) (9"/)(c) D gg)).. [d"f)(c) = a9(/(c)),c ( / ( c ) ) , c G C - ,„, / G # o m ffom^(C_ A ( C _ p ,p,I> The corresponding graded modules T TotB®,TotB o *t B B 00 , T o Hom *t B BHH oo m , are denoted by TotB® T o t B 0 E= om com C0^D,ToiB = i/"om^(C,D) respectively, and identify equally chain com plexes: (a)
||{C(g)D,a®} {c0D,a®} |{c0D,a®}
I|
p p ( d®{c(£)d) d®(c d +d+(-i) ( - l ) pc®ad c ®c ® ad 9d ad = EE a'(c d'{c ® d)® + + d"(c® d"(c d). ® JJ »®(c00 d)d)===dc®d = a'(c + ®a"(c (a®(c0d) adcac®d+(-i) = a'(c®d) +d) a"(c®d). c®®
(6)
Hom Hora Hom Hom {ffom^(C,D),a {Hom {Hom (C,D),d ^^ A(C,T>),d } A {Hom } }} A(C,D),d om p+ + Hom Hom Hom +,, "ffvP+ (5 /)/) ,g = = (-iy (-i) (-ir^f +i,,a + a/ | (d i,,P+hq + df ,q+1I \ (a" f)fU +v a/gqtq+1 p+1 qd9ad+df p,PqM PP+ qi, q,g+1 M+1 eHom ,D )}. l(f {f/ E={ /{fMP}q €{feHom 5Ptq om ,A((CCA.p(C,D , J )}. ) , ) } . J p gp q
((
59
One has a canonical isomorphism: Hom ( g ) B , E ) £* tfomA(C,#omA(D, E ) ) . A{C #om4(C(X)JD,Jtt =i*om>i(<J,.ttomAlu,J& A
B) Spectral sequences associated w i t h double complexes. To the double B) complex (JB,d',d") we can associate two spectral sequences: (a) pp (TotB, ^(TotB^ = ( T o t B . d0) 9)) => (filtration) iF (To
0 {£)
B B, Brr,,3s
r-\-s=n,r
{i£™>i dr} with
!%•'= J 1 £j'
-p(Brfi,ff') = jEr,_Hp9(s,,o,a")
^f'^ffp^-^B,^'),^) ffJ((ff,_p(B,a"),a'). 1 ^>« = (b) » ( T o tB, (TotB, t B , 5) d) a) =>• =4> (filtration) 2 -F i r Pp(To
0
S £ r , 3s
rr-\-s=n,s<.p +s=n,s
ii{ 2 ^ , 2
EQQ,Q 2>rj
= Hq-p^JDo^, Hq-p(BoiP,d') — U )
E™=Hqq(H (Hqq_„(B,d'),d"). _p(B,d'),d"). ■ & ) , & ' ) . 2,E™=H If B is positive, then both the first first and the second spectral sequences converge finitely finitely to the graded object associated with {# n (TotfB)} , suitably (finitely) filtered. 2) (Filtration on topological spaces and spectral sequences) (A) (Filtration and homology spectral sequences.) Let X be a topological space with a filtration {Xq}: —
0
j
^ —
,,, ^ _
; i
i
0=X_ 0 = I1CX _ 1OCX C l1C-'.CX o C l N1 C - . C l j v
*>
\
•/ /
= = XX,,
where Xi are closed subspaces of X such that [Ji Xi = X and every compact subset of X is contained in some Xi. (For example, if X is a CW-complex then for Xi we may take the z-dimensional skeleton Xx of X.) Then for any Abelian group A , there r are groups Ervq , defined for r > 0 and all p, q (so that E E^vqq = 0 , for p < 0 and rr rr q > N), and homomorphisms d : E vq (so that: drr o drr = 0) such vq —► Ep_rq+r rq+r_xx that: r r (a) {El } } is a spectral sequence, r > 1 . {.EJ m,d j# ,d 60
(b) Set ^ p+q (X; pH p + ?(X;
A) = = im(H i m ( Fp+q A) -> -» - H ^ Pp+q ((X X ; A)) A A)) )). p +(X g ( pX p]; p ; A) P++,S(X;
Then the subgroups
HInnn(X;A)cH (X;A)cH pH n(X;A) nn(X;A) {X;A)cH (X;A)
C;A)
form A): (X] A): form aa filtration filtration of of H HPP(X; (X; A): = -iH - !! ##n„(X; ( * ; A) A) C 0oH^- nM n(X; ((X^ ; A) C •- •C■NC NNN# nH („nX (X; _-xHniX; A) C nff„(X; 0= ^if„(X; (X; ( ;XA) ; A) A)= =tfH nn(X; A)A) and •phism Las aa natural and one one has has natural isomorphism isomorphism
(•) r poo = ijpr i7.r _ i« iTir lim E E ^ Eg ^ P™,g h ^-► E h- ™ Er«
™- ™ r«
(c) (c)
^~ S
j,-ff pHp+q\X\A) p-Hp+q\^ i ;A P ^ pP-}-g(X; +pHgp+( q^\X\A) ^)
= i f f+ ± ( (X;Ay f x; A) = {A. X p-1ngp+q = p -ppi__^lHp+g lHp+g(X;Ay
E
l 0 E 7?? . =(Y .-5A); A\™-Ep,q ™ =— r«r: _-i; (X;Ay C^CVppA. vY g- ^(vj^,X ^- ^lHp+g pp--li > -^p,q„ ~ + +ga(Xp,Xp_!; ((X >pp> ^^))»
(d) In particular if A is a field , A A = = F , one F-vector F-vector Le has has the the following following isomorphism isomorphism of F-vecto spaces:
(X;Z)* 0 theE% £following ~q.. ff (*;Z)= ticular if A is a field ,H Ann(X;Z)* = F , one has isomorphism o p+q=n p-f-g=n p4-o=n
PROOF. Let us set: Zpqpq = = H" (X (X ,X Tp+q p +(X ^ pX,X^pX ^A1p;p _- i!;; A)] p+q p_|_ r;pp__rr;; A) Z, = im[j* im[j* :: JH H {Xpgp,X , pp-A A) — —>> fH iip+^Xp, AJJ p+q B
:: m p,q ™1^ pp++gg++i i( (^pXp+ ) — > fHH p,q —im '^Hp+q+i(X \A) — (X ^Hp+q+i(X _ipi,;A) ,^ppX ; 4A) — ► Bp, = [d +r-i,X ;A) A)] P ;p ^ +p+q gg ((X p+ p,, X p+ r-X q = p+q p1pp,Xp-i; ^p,g = *™[^ [ ^ '• -+rrU-i)X — >>fHH (X X Xpp__ii;; A)] A)] rri—n-'-pi-'-j ppp+q + i) -> F ( J ~ = im[j* : # „ + , ( * „ ; A) -> ^ ( X ^ X ^ ; A)] 9 g(*P>*P-i; Z~qgq = im[j* : H tfP( p+g Hp+q (Xpp;A) ;A) — (X ,,X^i ,_i; A^ p+q(X p+ +X Z~ ->> ^fT ^ 1X ; A)] iim[^ m :: i/"« 5° = (X,X ; A) — > ^p_|_o(X„,Xp_ i m : ^p?g = tt ^^ ^^ pp + ++gg+gg+ +++ii1((i ^^P> >^^^^pp/ p)55^^^)) — —► ►H Hp+q (X Xppp--,X -p-1:-JA)]. A)]. p+q pi(X 1X A)]. ^p?g H(X pi 1 p+q
The groups yr Ttr DOO ^r r>r 700 ^ p . g ' n^p,q p . g ' ^nPp,q ^PA P , ? ' ^^PA ,?
for fixed p and are all subgroups of for fixed p and are all subgroups of B
P+q(X , pX_i; p-i; H p+a(Xpp,X Hp+q(X p, Xp-i;
A) A A)
and satisfy the following inclusion relations: and satisfy the following inclusion relations:
00 = c i?;*1 c • • • Bl B^ #;,, >qgq c =^ B^ c *£ *£ggq cc ••. •• •c cB;*; tqigc 5 ; ^ c • 11 c B£ C B~qg C c Z~ z~gg C c ■-. ••• C c Zz;* ^ C c ••• ••• C c Z£ z£gg Set ^p,g = ZP,q/BP,q »
and
61
^P?g = Z7dB7,q
'
One has a natural isomorphism
r 7 f Z /lyr-ri. 7r+l ~ r^ R Rr"1~JL +1 P,q/ P,qtP,q P,q — ~~
(1.23) (I-23)
Zyr
/ D rr B / R p-r,q+r-l/DBp-r,q-r-l■Dp-r,q+r-l/p-r,q-r-l
This can be seen by considering the following commutative diagram Hp+q(X H Hp+ (Xp,Xpp+qq(X p,X p,Xpp-r;A) rr;A)
—>
ii
izp_i_ g(Ap_i, A p - r ; A) iZp_|_g(A rp_|_g(App_i, _i, XpA p _r\r ; A) A)
Hp+ iZ"p_|_ A) q(Xp,X p-i]A) g(Xp,X p_i;
IIl
— ->> Hp+q(Xp,X Hp+q(X ; A) — ► p,Xp-rr] — ]A) — q(Xp,Xp—> > Hp+ Hp+q(X —► ► p, Xp—r] A) J2* 32* 32*
Hp+qq(Xp,X (Xp,Xppp-i] -i] Hp+q(Xp,X Hp+ -i] Hp+q(Xp,X p-i]
32* 32*
ll
IXp- -i]A) ■"p+g-lV-^p-rj-X'p-r-i;^) Hp+q-l\-Xp-ririXpr Hp+q-i(Xp-. r-i]A)
Id id
15 ,Xp-r-\\A) Hp+q-i{XpHp+q-i(Xp_rrr)Xprr-i\A)
=
= induced by the exact sequences of the triples (\Xp,Xp-i,Xp- X p > - ^ p - l > - rX) j > - r ) 5,
A) A) A)
( X p , X p _(XpiXp-nXp-r-x) r,X/,_r_1) .
The isomorphism (1.23) is induced by do j - 1 2 * • Then the isomorphism (1.23) allows us to define a homomorphism dr : E E*rvq —* E^ by means of the following +r_1 composition Z
p,q/Bp,q
~* Zp^qlZptq1
~
B
p-r,q+r-l
I/Bp-r,q+r-l
~>
Z
p-r,q+r-l
/
II
Bp-r,q+r-l /Bp-r,q+r-l
II E
—y
E
P,9
r>.c
Jr
From this definition it results that: (a) 1 1/B;tq? ; ker(dr)r = Z;+7i?;, Z;+ ker(
ker(d ) = z;+ /s;, ?
00 im(
is a
1 ker(
-iHn(X; 0 = -!H
A) C 0Hn{X; (X; A) C • • • C Nj H A).. v -n(X; M * ; A) A) = H Bn(X; A)
Since [ji X{ = X we have have {{itpm, .}} ::KmH l i m BnB(X( X ,;A)SJT„(A ;A). Hn-(X;A). p;A)<* 62
But iim{i m {pi.}= ,.}= m{i„}=
|( J Hp+q (X;A). U H *„+,(*■; A). p+q(X;A). P+q=np p+g=n
So we can conclude that HfPp+q # = ,((X j r ;;A A)) == H+.S(X;A)
(J (J ^i fr+s H (X;A). (J (X ;A). r + r+S s(X;A). r+s=p+g r+s=p+qrr
The isomorphism (•) can be proved by considering the following commutative dia gram — — ► ► fZ"Hp+ H +qp(Xp,X (X ,-X"p_i; A) p+gp(X p,Xp-i;A) p-i;A)
Hp+qq+i(X,X Hp+ +i(X,Xpp',A) ', A)
is Is ii» » H A) ilp+^Xp-!; p+-,(X q(Xp-i] p _!;A)
— ► — * Hp+ -Hp +g (X p ;A) ► iifp+g(Xp; A) q(Xp\A)
III I -+ — -+»
HH (X Hpp+ +qq(X (Xp,X p+q p, p,Xp-i\A) p-i\A)
j->
HP+qX (X;A) j A ) A) iZ" f W (Xp,Xp_i;
I1i *,. *. Hp+q(Xp-i] A)
— ► iifp+g(Xp; A)
induced by the exact sequences of pairs (X,Xp)
p+g
and (Xp,Xp-i)
. In fact the isomor
phism (• ) is induced by I by the exact sequences of pairs (X,XV) and (Xv.Xv-i) . In fact t] iH* (Xp,X oj~\ * Hp+q{X-A (X;A). 2*oj~\ *2* ° 3 * :: Hp+ - H p +qg(Xp,Xp^-A) l A p , Ap^A) p _ ! ; A ; = i*p+pg ^qA ; y Now, one can see that Zpq
= Z^q for r > p, and B^q = \Jr>1 Brvq . In fact, for
r > p , we have : iim im m ^p, [J* i^p+g(^,Xp_ iT A)] P,q p,g = ^L/* ' * • Hp+ ^- "pp++g (Xp,X (V^^7-^Pp -r]A) rpr5-;r A) — ► ►- Hp+q^p^Xp-!] g(X g = qg p'-^ P,q — 111X^'* ,^ — —' " pp+ + gg(Xp,Xp_i; V ^ -p ,p Xp-iJ ^ p - l * ^A)] ; p g ( X , 0 ; A) -► tfp g(Xp,Xp_ A)] = imp, imp, imp, ::: F Hp (Xp,(J)', A) -+ H (Xp,Xp-uA)] + p + i; +q p+q F p + g ( X p , 0 ; A) -► Hp+q(Xp,Xp-u A)] Z
/7CX) — ~ zZz°° P,qP,g-
Let j
r
: (Xp_|_ (Xp+r-i,X — —> > (X,Xp) (X, X p )bebethe theinclusion. inclusion.Since Since r_!,Xp) p) |[jXi X {rj*} lhniJp+g_i(Xp+ limiJp+g_i(Xp+ +i,Xp; -» -*• —** F fZ"p_j_g fip p +H ((X, X(X,X ,X -X"pp;p\A JA) (JJX ^ ti = = X{j r , } : limffp r+i,X p ; A) +g,+ +1 +i1(X,Xpj +g _i(Xp +r+ri,-X"p; p+q+1 i
is an isomorphism. For each r , let i/"p_j_g_(. _i,-X'p; -^ Hp0+ 5 fr 4.q0(Xp,X (-X'B,-X' A d : frp+g+i^p+r-ijXp; > fi" ifp+g(Xp,J*fp_i; 1(Xp_|. p-i]0_i;A) o+0_i_i(.X" D+rr_i,-X' 0: A) — be the boundary for the triple (Xp+r-i,Xp,Xp-i).
These induce a homomorphism
5 limiTp_|_g_|. AA ) .) . limi?p+g+i(-Xp+ —► > i/"p_j_g(Xp,Xp_i; d9 : MmHp+ A) — IZp_j_g(Xp,Xp_i;A) 1(Xp_|. r_i,Xp; r _i,Xp; q+i(Xp+ r-i,X p\
63
Moreover, the diagrarr diagram \\mHp+Qq+i(X l\mH +i(Xp+ p+r-i,X p] r-i,Xp\A)
A)
Ur.} I Hv+Q +l(Xp+ ',A) -i,Xpp]A) p+q+i(X p+rr-l-,X
—► Hp+g(XHpp+g ,Xp(X -i;p,Xp-i;A A)/ || —> Hp+Hp+q^XpjXp-i'jA) A) q(Xp,Xp-i; d
commutes; q = im(<9) r > 1 Bp,q commutes: hence B^ 2?5°_ lm d) = = im(5) im(d) = — ( J _^Bl „ •. So, bo. we have an epimorphism 1 E f o r rr > p and E ~ = lim E* , for P, -- ^JSI+ M1 > > Pand E w = ^E™E* ■ ~ q
Finally, if A = F is a field, then one has ® 0 ;p+q=n ) + g = n -E£^ which is the adjoint of the HJX: = © ffi^—« F-vector space HJX: Hn(X; A). So H E~ g •. n(X; Z) £ p+g==n ^ (B)(Filtration and (B)(Filtration and cohomology cohomology spectral spectral sequence.) sequence.) Similarly Similarly we we can can prove prove tthat h a t for "frvr any a n v ■filfcraf.inn filtration 0=X-1CXO0CX C--.CXNN Q)=XiCX cX11C'--.CX
= XX,
of a topological space X and Abelian group A, A, ,q r > 0 and all p, q , (so that E? i£J?'9 = = 0 for p < 0 dAr :: El* E ™ -> -►^P+^9-^+1 £P+r,g-r+i . ?M ( d r o0 d^ == 01 o) such s u c h that: ? (a) {Ep {££'q,d ,c? r} r } is a spectral sequence for r > 1; ( bb))£^7 *^ = C M ( X p , X p - i ; A ) ; (c) Set P+9 +
there are groups and > iV) and
Epqq defined for homomorphisms
-* fr p + «(X p ; A) A)).
(The The map H # n (X] ( X ; A) -> #Hnn(X ( Xp;p ; AA)) is induced by embedding Xp C X .) The sub nn groups ;roups pH # (X; ( X ; A) A) C if n ( X ; A) define a filtration of Hn(X; A): A) n n0 — (Y. = N„H Hn(X;
n A\ C r- •. .•. •r~ Unn(X; (Y- A) A\ r~ . nff(X; fY- A) A\ — A) C „0H C -iH = # n ( X ; A).
One has the natural isomorphisms: + E™*P-1SH>,_,ff'+«(Jf; £&« '(X;A)/PH'+<{X;A). A)/pJT^'(Jf; A
Furthermore, one has E™ = ]imE™ . 1
r n o isomorphism i c A m n r r v n i o m of /-VT F-vector AT1-vector tro/>< (d) If A = i* F is a field, one has the i* spaces
n
H (X;A)= 00 #*»(*; A) = & Hn(X;A)=
Eg. Eg. Eg.
p+q=n v+a=n
In the following we shall quote some fundamental results that allow to characterize topological spaces and fibrations by means of spectral sequences. 64
THEOREM 1.18 - (Atiyah-Hirzebruch-Whitehead.) h0 and CW-complex X there is a spectral sequence
For any homology
theory
[*%,*> *! with E El,
H^HJX:hJ.\ l,q p(X'>hq(-)) and and converging converging to to h.(X), h.(X), where where hhqq(.) (.) are are the the coefficients coefficients groups groups of of hhqq .. THEOREM 1.19 (The homology Leray-Serre spectral sequence.) he THEOREM 1.19 - (The homology Leray-Serre spectral sequence.) Let Let G G be an abelian group. Given a fibration, F C E -^ B , where B is path-connected, there icted, there an abelian group. Given a fibration, F C E -^ B , where B is path-connected, r is with the is aa Erst Erst quadrant quadrant spectral spectral sequence sequence {El {Elmm,d ,dr}} with E* E^qq = = H Hpp(B\TL (B\TLqq{F\G)) {F\G)) F;G)) ,, the homology of of B B with with local local coefficients coefficients in in the the homology homology of of F, F, the the fiber fiber of of p, p, and and homology converging to H.(E; G) . Furthermore, this spectral sequence is natural with respect converging to H.(E; G) . Furthermore, this spectral sequence is natural with respect to to fiber-preserving fiber-preserving maps maps of of ffbrations. fibrations.
THEOREM 1.20 - (The cohomology Leray-Serre spectral sequence.) Let R be a commutative ring with unit. Given a fibration, F C E —> B , where B is pathconnected, there is a first quadrant spectral sequence of algebras, {E*'*,dr} , with EP,g = = HP(B; H(F; R)), the cohomology of B with local coefficients in the cohomol ogy of F, the fiber ofp, and converging to H*(E]R) as an algebra. Furthermore, this spectral sequence is natural with respect to fiber-preserving maps of fibrations. PROPOSITION 1.10 - 1) Suppose that the system of local coefficients on B deter mined by the £ber is simple; then, for a field K we have p q j?P,q * en H TJVCD.V\ / O * HTI
K
2) Suppose that the system of local coefficients is simple and that B and F are connected. Then Ep,0 W
^
RP^B.
H0(p.
K ) )
EK' ^ Hp (B:H" (F:K
3) (Leray-Hirsh.) (Leray-Hirsh.) Given Given 3) coefficients on B induced coefficients on B induced E E with with respect respect to to aa field field
^
Hp(B.
) ^ UF(B]
K
) . E0,q
^
H0(B.
K ) ; i £ ' * ^ n"l&;
Hq(F.
K
) ) ^ Jjq^jp.
^ ( i * ; K)) =
R )
H*{jr;*L)
fibration with with B B path-connected with the the system system of local aa hbration path-connected with oi local by F simple, then, if F is totally non-homologuous to by F simple, then, if F is totally non-homologuous to 00 in in R, R,
tf • ( £ ; K H\E-, K)) ££ H\B\ H*(B; K K)) (( g9 )) tf H*(F*(F; K) K) in E with respect to as vector sapecs. (F is totally non-homologuous t o zero m ring R if this homomorphism the rine: homomorvhism i* H* :Hm(E-R)->H*(F-R) H%. 65 6£
is onto. In the case of a trivial £bration, fibration, this holds for obvious reasons. In general F is totally non-homologuous to 0 in E with respect to K iff the spectral sequence Er(B,E,F) collapses at the E2-term.) (F; K) = 0 , ifii 4) Under the hypotheses of the above Leray-Hirsh theorem, if Hq(F] q > 0 , or Hq(F; K ) = K , if q = 0 , then one has the isomorphism of vector spaces H*(E; K ) = H'(B] H°(B; K ) . (This is for example the case where p : E —► B is a K-vector space.) bundle, that is F is a K-vector space.) point, DEFINITION 1.28 - A s p e c t r u m is a sequence of spaces, En , with base pom Q,Enn+ +\] . together with weak equivalences en : SEn —► En+1 or adjointly e'n : En —> QsE The generalized cohomology theory associated to {En} is denoted by E*(J E*(X) and defined by (X) = \X,EJ En(X)=[X,E„] for a space X . The generalized homology theory associated to {En} is denoted hv E.(X) EJX\ and defined d&finrd by hv by and En{X) (X) = 7rn(E 7rnn(E AnAX). X The coefficients of the generalized theories determined by {En} are the groups E*(*) = Em(*) = 7rm(E). (The analogue of the Steenrod algebra for the cohomology, E* , is the algebra EmE, (EmE)r = lim[£ n + r , En].) n REMARK 1.27 - E.Brown proved that the generalized cohomology functors, were REMARK 1.27 E.Brown proved that cohomology represent able, that is there is a space Wnthe forgeneralized each n , such that Enn{X)functors, = [X, Wwere n] . represent able, that is there is a space W for each n , such that E {X) [X,} Wis . n n] a THEOREM 1.21 - (Atiyah-Hirzebruch spectral sequence.) Suppose= {E n THEOREM 1.21 (Atiyah-Hirzebruch spectral sequence.) Suppose {E } is a n spectrum and X a space. Then there is a spectral sequence with spectrum and X a space. Then there is a spectral sequence with E%'99'**Hpp(X;E9q(*))(*); E%' 'z*H (XiE (*)) converging E*(X). converging to to E*{X).
There is is also also aa spectral spectral sequence sequence with with There El 9&H,{X;E,(*)) El„^H p{X-Eq{*)) '.(*))
converging converging to to
E Emm{X). (X).
66
2 - DIFFERENTIAL EQUATIONS (PDEs)
2.1 - G E O M E T R Y OF D I F F E R E N T I A L E Q U A T I O N S Here and in the following sections we shall consider differential manifolds of finite J: : _i /^i<x> dimension and1 class C°° . DEFINITION 2.1 - 1) Let f : V —► W be a differentiate ditierentiable mapping mappmg between two manifolds V and W . Then, the derivative of f is the mapping manifolds V and W . Then, the derivative of f is the mapping Df :V -+V(V,W) Df:V-+V(V,W)
T*V(g)TW = T*VQ$TW=
=
\J [J
T;V(g)TqW T;V§<)T
(p,q)eVxW (v.a)GVxW
<*
|J (p,q)evxw
HomK(TpV]T V;TqW)
such that Df(p) 6e T' T1V g )TTf(v)mW W S = HomKK(T (TppV;T V; f(p)TW), pV (00 f(p)W)
\/P,\/ePeV V .
2) The space T>(V, called the the derivative derivative space space (of (of the the first first order) order) for for ththe V(V,W)W) isis called mappings V —» W . 7r : :WW — >>VV between 3) If we have a fibered structure TT — between WW and and VV, , and andiffiff isisaa section section ofT>(V, W) denoted with T>(W) and defined of IT , then Df has values in a subspace ofT>(V. by
V(W) |J|J T;V<^T T;v(g)T v(w) =
gG7r-HgJ gGTr-i(g)
where d : V C V x V is the diagonal mappine where d : V C V x V is the diagonal mapping. k 1 K-'t) UkKft == D(DD(D 4) By iteration one can define D ~ f) and the spaces Uk(V,W) and k V (W). 5) Furthermore, in Vkk(W) ( as well as in Vkk(V, W) ) one recognizes a subspace, 5) kFurthermore, in V (W) ( as well as in V (V, W) ) one recognizes a subspace, JVk(W) , where all the points are derivatives of order k for some section f ofV and JV (W) , where all the points are derivatives of order k for some section fofir and at somfi nnint n G V . Mnr& nrprj's^/v «<=*• at some point p G V . More precisely, set: JVk(W)
= {ue Vk(W)\3f
e6 Ck(W)
: Dkf(7rk(u))
= u}
k k -K ::W W— — ► VV ,, and and where CK{W) (W) denotes the space of CK—sections —sections of the fiber bundle IT ► kk k k 7r : V (W) -* V is the canonical projection. JV (W) is called the jet-derivative 7Tkk : V (W) —> V is the canonical projection. JV (W) is called the jet-derivative w : :WW — >>VV . . space of order k for sections of TT — REMARK 2.1 - 1) Similarly we can define JVk(V,W). Of course, one has the fol lowing diffeomorphism: JV JVkk(X,Y)^ {X,Y)^JVk(XxY)JVk(Xx1i
for any differential manifold X and Y , and considering X x Y like a trivial fiber bundle over X: X: IT IT :: X X xX YY — -*> XX .. 68
2) JVk(W) can be identified with the jet-space of order k , Jk(W) bundle 7r : W —> V , defined by:
J\W) | J JkW (W),p; '*(W) = U
[97], on the fiber
Jfck(W) = {[/]£} (W)pp EE {[/]*}
where [/]* is an equivalence class of order k for sections at p G V , i.e., two sections of 7r, / , / ' , defined in neighbourhoods of p , are equivalent in p to the order k if Dkf(p) = Dkf'(p) • So, [/]* is the set of all the sections of w that have a contact of order k at p. One has the following commutative diagram:
Jk(W) >*(/)
vV
9* JZ>*(W)
==
C £>*(W)
vV
vV
where jk(f) is the fc-jet of the mapping / , i.e., jk(f)(p) = [/]£, Vp £ V . Of course, the immersion JX>fc(VK) C P*(W) allows to transfer on JVk(W) the algebraic struc ture of T> (W). In fact in this way we can consider derivative of mappings as "tensor fields", namely, we can represent them by means of algebraic formulas. For example, we can write the local expression of the derivative Df of a section / : V —> W in the following algebraic form: i Df dx,++(dxi.f (dxi.fJj)dx )dxli ®®9y,dy,oo/ / If = Sjdx #<&• < 0g>dx,
where {x%,y*} are fibered coordinates on W,y3 are vertical coordinates, and p fJ == 3 J J y o f . Then, Df(p) is characterized by means of the 1-jet j(f) = {f ,(dxi.f )} i-p: . 2 Similarly , for D f we have the following algebraic representation: i D2f = SJidxi O dxj + (dxi.fj)dxWar' 0 dVj o D / + (dx8dxi.fj)dxi
0 dy* o Df .
Therefore, D2f is characterized by means of the 2-jet
32U) = {/J\ {P,{dxl.P),{dxsdxi.p)} and so on. One has an exact sequence of vector bundles over ,7£>*(W0 0 -> nt „52Af 6d vTW A vTJVk(W) (VV -> TT? ._, w T J ^ * " ^ W ) -> ( I f 7 r :: lW ^ == j£E -► - ^ MMi s a vector bundle over M , we can define an exact sequence of vector bundles over M:
0 -» S?M(g) E A JV\E) 69
-> JVk~\E) -(E) -> 0
DEFINITION 2.2 - 1) A s y s t e m of partial differential equations (PDEs) of order k on the fiber bundle TV : W —► V is a sub-fiber bundle Ek of JVk(W) oveover V: Ek
C
JV\W)
V
=
V
2) A linear s y s t e m (resp. affine s y s t e m ) of PDEs of order k on the vector fiber bundle, (resp. affine fiber bundle) TT : E —► V is a vector fiber bundle (resp. affine fiber bundle) Ek of the vector £ber bundle (resp. affine fiber bundle) JVk(E) —> V . 3) A system of ordinary differential equations (ODEs) is a PDE where dim V = 1. REMARK 2.2 - 1) The local expression of Ek can be represented by local mumerical functions {F*}i<;< s , on JVk(W): {F f ' = 0 , l < t < s } .
(Ek)
2) In the linear case Fl are linear functions with respect to the vertical coordinates of JVk(E) relative to the projection 7vk : JVk(E) -» V . Thus , if i < *,*i,•■•,** <**, i < i < ™
{x\y',yi,'-',yil...ik}, are fibered coordinates on JVk(E) x\Dkf(j>))
defined by
= xi(p),yl..ir(Dkf(p))
= (dxh---dxir.p)(p),0<
r
we get F{ = \<j<m <j<m ,
E
iil
ir J
AA '" ii
2
yix-ir
l
where A" 1 '"' ,r = Aljl'"%r(x) are numerical functions of the coordinates {x%} . REMARK 2.3 - If {F{ : JVk(W) -+ R}i
k+h
JV (W(W) Vk+n
is locally characterized by the following functions: ( F* o nk+h}k
: JVk+h(W) i
-► R i
| (&c0..P) + (dy?- '.F )yil...ira Vl
^
: JV
k+h
(W) - R I J
70
DEFINITION 2.3 - 1) A regular solution of Ek C JVk(W) is a (local) section f : U CV ->W such that Dkf(U) C Ek . We say that £ fc C J P * ( W ) is determined, overdetermined, underdetermined if codimE fc =m,> m and < m respectively. 2) The s y m b o l of Ek is the family of subspaces gk = {gk,q}qeEk of the vector fiber bundle p^0(S°kV
where pk,o is the restriction of -Kk$ : JVk(W)
—> W to Ek .
REMARK 2.4 - If Ek is locally characterized by the equations: Fx = 0 , then gkjq is the space of vectors
«,=*4---7*(«)^r'74(«) such that (ay7i"^.F.-)(g)Xii^(g)
=
0
.
REMARK 2.5 - (DIFFERENTIAL EQUATIONS AND DIFFERENTIAL OPERA TORS). 1) In Mechanics, differential equations are frequently obtained as kernels of differen tial operators on suitable fibered manifolds. Therefore, it is useful to consider also differential equations by means of this point of view. (However, it is important to note that it is not always possible to globally express a differential equation as the kernel of some differential operator.) Thus, if £1 is an open fibered submanifold of JVk(W) on M , K : Q, —> K is a morphism of fibered manifold of locally constant rank, and s is a section of K on M that satisfies the condition s(M) C K(Q.), then Ek = keisK
= {q£ il\K(q) = s(7Tk(q))}
is a fibered submanifold of ft on M , i.e., Ek is a PDE on W . Then we have the following exact sequence: K
(2.1)
0 -> Ek cn
-]im(K). SOTTk
As a consequence, we have Ek+h=kerDhsKW where K^
is the h-th. prolongation of K. Furthermore, gk == keker(ak(K)) 71
where
fibered on JVk(W)
O fJL
, where // : 7r^ 0 5^M(g) vTW
-> vTJVk(W)
is the canonical
monomorphism.
ker^+fcOKT^)),
9k+h
where o ^ ^ ^ W ) is the symbol of the h-th prolongation of K . 2) If W = E is a vector fiber bundle on M , then (7k{K) is identified with a mor phism of vector fiber bundles on M: ak(K)' = K o e : S%M ® E -> IK, where e : S^M^E —* JVk(E) is the canonical monomorphism. Then, the symbol of Efc = ker(if ) is identified with gk = ker(<7fc(if)'). Furthermore, in the linear case we have that ak+h(K ) is identified with a morphism ak+k(K^)'
: S°k+hM®E^
S°hM
of vector fiber bundles on M . 3) If K^ > is locally of constant rank, then Eh±h is a fibered submanifold 3) If K(h' is locally of constant rank, then Ek+h is a fibered submanifold JVk+h(W),h>0.
Ek+hC
If Pk+h,k is surjective, and K^h> is locally of constant rank, for h > 0 , then gk+h 4) If is a vector fiber bundle on Ek Pk+h,k is surjective, and A"^) is locally of constant rank, for h > 0 , then gk+h lar if Ek+r is a fibered submanifold of DEF] is a vector fiber bundle on Ek . DEFINITION 2.4 - 1) £* is said to be regular if Ek+r is a fibered submanifold of 2) kEkr is said to be sufficiently regular if Ek is regular and the morphisms JV + (W), Vr > 0 . 2) #fc is said to be sufficiently regular if Ek is regular and the morphisms have constant rank, for all r, s > 0 . REMARK 2.6 - If (£*)+i C J D ^ f W ) is a fibered submanifold of JVk+1(W), Ek has the same solutions of (Ek)+i . REMARK 2.7 - If ^ fc C JVk(W) is sufficiently regular, then #fc+r =
nk+r+s,k+r(Ek+r+s)
is a fibered submanifold of JVk+r(W). decreasing filtration 4 £
M
C • • •C <
r
then
Furthermore, one has the following finite
C • • • C < > „ C £*+r C J2?i+r(^) 72
such that E);lr = El8™ , for t > s(r) G N . Furthermore, Ek and £ J £ r have the same solutions, Vr, s > 0 . DEFINITION 2.5 - 1) Formal c o m p a t i b i l i t y : the map 7rJfc+r : Ek+r -+ M is sur jective, Vr > 0 . (If Ek is linear it is always formally ally cocompatible.) 2) Formal transitivity; the following maps are surjective Vr > 0, 7Tk+r,o • Ek+r —► W. PROPOSITION 2.1 - 1) Normal bundle N(ik) = F0 of the embedding ik : Ek -> JVk(W) . One has the following commutative and exact diagram of families of vector spaces over Ek:
0
-
0
0
i
1
9k
-
*mkt0(S°kM®vTW)
1 0
->
vTEk
-
F0
-►
^
0
->
0
\\l
1
-► JVk(vTW)/vTEk TEk
JZ>*(v:ZW)
2) (r-th prolongation ^jt_|_r of the symbol of Ek).
Set
fl 7rJ + r | 0 (5j + r Af (g) vTWO.
gk+r = vTEk+r
One has the following exact sequences of families of vector spaces over Ek: 0 -* 9h+r - 7rJ f0 (52 +r Af 0 I 7 T W ) -> 5 ? M ( g ) F 0 ; 0 - <7*+i - < o ( ^ °
+
i M ( g ) ^ ) i r M ( g ) F o -> F i ;
0 -> 7Tj+r>jfc5ffc+r —>> vTEk+r
-> T T ^ ^ ^ ^ j V T ^ + r - i ;
If gk+i is a vector bundle over Ek , then i<\ is a vector bundle over Ek . One has: (n k)\ (n + + ib)! k)\ —7 + dim ^4-1 ■ dimFi = n • dimFo - m l)'(rc — —r 1)' + d i m ^ + i ■ (« + l)'(w dimFi = n • dimF 0 - m (« + l)'(rc — 1)' DEFINITION 2.6 - (Formal integrability of Ek). Ek C JVk{W) is formally integrable if for r > 0 : (a) gk+r+i is a vector bundle over Ek\ (b) irk+r+lik+r : Ek+r+1 -> £ * + r is surjective. PROPOSITION 2.2 - 1) The following propositions are equivalent: A) Any prolongation Ek+r,0 < r < h , is an ai£ne subbundle of JT>k~{'r(W)\Ek+r_1 modeled on the vector bundle 7r£_|_r k+r_1gk+r over Ek+r-\\ B) gk+r-i is a vector bundle over Ek and Ek+r+i —► Ek+r is surjective for 0 < r < h; Further , if any one of these assertions is satisfied, then (Ek+i)+r = (Ek)+r+i . 73
2) (First Spencer complex). Given a differential equation Ek C JVk(W) the following complexes of vector spaces over Ek : £ T*M ( g )
9m
ffm_!
one has
£ A°M ( g ) gm-2 £ ■ ■ ■
-A^_ k M(g) fft -A^_ t+1 M(g)S2_ 1 J»f0«2W where ( S°k+r-qM(2)vTW
Qk+r-q
if
r-q<0
= <
[
\ >
0 if fc + r - g < 0 j jj
The corresponding cohomology {H™~ ' } , q e Ek , at (A0jM(g)gm-j)q is called the Spencer cohomology of Ek . DEFINITION 2.7 - We say that Ek (or gk) is r-acyclic if Hm>j = 0,m>k,Q<j< r. We say that Ek (or gk) is involutive if Hm'* = 0 , m> k,j > 0 . We say that Ek (or gk) is of finite type if3r > 0, #jt+r = 0 . Note that the sequences 0 -+ gk+r -> T*M(g)gk+r-i
-> A°jA°2M(£)gk+r-2
are exact for r > 1 . REMARK 2.8 - If gk is involutive and of finite type, then we must have gk = 0 . PROPOSITION 2.3 - (Spencer families of vector spaces associated to Ek)- One has the following families of vector spaces over Ek associated to a PDE Ek C JVk(W): {A°jM(g)vTEk}/8(A0J_1M(g)Gk+1y,
C* = [A»jM
Ek
Ek
Gk+r = gk+r , ifEk C Gk+r = S°k+rM (g) vTW,
JV\W)\ JVk(W)
ifEk =
Ek
Cj = CH Cj(W), Note that C1 = JV(Ek)/Ek+i over Ek:
ifEk =
JVk{W).
. One has the foUowing exact sequence of vector spaces -> f M f g l C 1 -> C2 -> 0 .
0 -> Gk+2 -* S*M(g)vTEk Ek
Ek
THEOREM 2.1 - 1) If Ek C J X ^ W ) is a PDE such that the map Ek+i -> £* is surjective and gk+\ is a vector bundle over Ek , then there is a morphism over Ek: K(Ek)
2
: Ek+i ^C2C =
{A02M(g)vTEk}/6(T*M(g)gk+1) 74
such that one has the following exact sequence: K(Ek)k) K{E TP . P 2/J.+2 —► ^ f c + 1
> r~i2 ► O OOTTi. 0O7Tfc +L 1I ) f 1.c
wiiere ft(Ek) has values in Spencer cohomology spaces:
•n
=
„,„,..., , ^
r
5 ( T * M ® <,*+,)
C C
2) If Ek is a PDE (resp. Unear PDE) such that the map Ek+i —> Ek is surjective, gk+i is a vector bundle over Ek (resp. over M) and gk is 2-acyclic then Ek is formally integrable. 3) (Criterion of formal integrability). Let Ek be a PDE (resp. linear PDE). Then, there is an integer kQ = k + h, depending only on k , the dimension of M and dimension of W (resp. E) such that Ek0 is involutive and such that if gk+r+i is a vector bundle over Ek (resp. over M) and Ek+r+i —* Ek+r is surjective for 0 < r < h , then Ek is formally integrable. REMARK 2.9 - Linear PDEs with constant coefficients and linear PDEs represented by linear bundles of geometric objects, in the sense of [93,96,97] and sections 2.7 and 4.8, such that gk+r and Ek+r are vector bundles over M, Vr > 0 , are formally integrable (in fact gk+r become 2-acyclic for r large enough). PROPOSITION 2.4 - (Family of vector spaces associated t o Ek). Let us con sider the following: Fr =
(A°M
(A°rM0Fo)/S(Ar_1M(^)Gt1)J Ek
G'r = im(S°k+rM(g)vTW^TW -> S ? M ( g ) F 0 ) , 1 < r < n . Ek
Ek
Then Fr are families of vector spaces over Ek . One has the short exact
sequences
over Ek: 0 -> gk+r -> S°k+rM 0
vTW - G'r -+ 0
Ek
One has: Hk+r(gk)
= ir*1'3-1^ '(',) , Vr > 0 , Vs > 2 .
If gk is involutive and gk+i is a vector bundle over Ek , then Fr is a vector bundle over Ek for r = 1, • • •, n . 75
THEOREM 2.2 - 1) If Ek C JVk{W) is PDE and ifgk+i is a vector bundle over Ek , then F\ is a vector bundle over Ek , and a section K of this vector bundle exists such that we have the exact sequence: K
Ek+i —* Ek
o
> Fi •
The appHcation K is called the curvature map of Ek . 2) Let Ek C JVk{W) be a regular system of order k on ir : W —> M . If gk+r is a vector bundle over Ek and if gk is 2-acyclic, then ££_|_r = (E^ })+r . 3) Let Ek C JVk(W) be a sufficiently regular PDE of order k on n : W -> M , i.e., Ek is a regular system such that the morphisms 7rk+r+S}k-\-r : Ek+r+s —> Ek+r have constant rank, Vr, s > 0 . Then, there exist integers s > 0 and k3 > k such that Eka C JT>ka(W) is an involutive formally integrable PDE with the same solutions as Ek and such that: (E^)+r = -E£+ r , Vr > 0 . REMARK 2.10 - If -K : W —► X is a fiber bundle we denote the sheaf of sections of 7r by W_. (For informations on sheaves see e.g., ref.[151]. Furthermore, for a fiber bundle morphirsm A : JVk(W) -> K , denote by A^ : JVk+r{W) -> JVr(K) its r-th prolongation. Let (A)---->J1r^Fr+iJ^'fi+2->--be a sequence of linear differential operators of order r, r + 1, • • • respectively. Let
> JVr^r+1^s(Fr)ir(r^+S)
JVr+1+3(Fr+1)Jr-^t Ja)r + l
JV3(Fr+2)
_ > . . . , Vs > 0
are exact. We say that (A) is exact if it is locally and formally exact. PROPOSITION 2.5 - (Janet sequence of an involutive formally integrable linear P D E Ek C JVk{E)). (2.3)J*(0)(J - sequence)
0 -+ 0 -> E^F^iF^i—>^i
—> • • • —> ---^Fn^O.
There, 0 = sheaf solution of Ek = ker(
EXAMPLE 2.1 - The d-Poincare sequence O-*0^A{|MAA»MA
>A°M-0
where 0 is the sheaf of functions locally constant on M, is an exact J-sequence associated to the exterior differential d : JD(AQrM) —► A ° + 1 M . ■ DEFINITION 2.8 - (Spencer operator). The Spencer operator is the first order differential operator D : JVk{W) -> T*M (g) JVk~1{vTW) defined by I> = D0« -
It is easy to prove that ker(D) = {u e JVk(W)\u = Dks, seW_} . PROPOSITION 2.6 - (Linear Spencer complexes of an involutive formally integrable linear P D E Ek C JVk(E)). 1) One has the following locally exact complex: (2A)(Sq(E)) 0^E%JVq(E)%T*MffijVq-\E)%A%MffijV9-\E)%.-> -> A°M ( g ) JVq~n{E) where JVq~r(E)
= 0 ifr
\M<56JV*-2{E)^..-
-► 0
>q,
D(w Au) = duA (7rg)g_! o u ) + (-l) J u> A D , w G A°M, u G A°M ( g ) 2) S ? ( £ ) (for g = ifc + r j , gives by restriction to Ek+r Spencer complex of Ek: 0 -+ 0
D
- T Ek+r 2> T*M ( 9 ) Ek+r-i
C JVk+r(E)
JVq~j(E).
the first linear
* A°2M ( 9 ) £ * + r _ 2 -► • • •
(2.5)S?(0) ^A°nM(g)£fc+r_n-+0 where 0 = sheaf of soiutions of Ek. Ek+r-s = JVk+r~3{E) if r < s < k + q ryEk+r-s = Oifs>k + r.Wesay > say that S (G) is stable when r > n - 1. S?(0) is aiways locally exact at Ek+r . But in general S9(0) is neither formally nor even locally exact. REMARK 2.11 - Note that the coboundary 8 in the first Spencer complex is obtained by restriction on —D . Furthermore, as gk+1 is involutive, the cohomology Hq~3,J(Ek) of 5 ? ( 0 ) at A°jM (g) Eq-j is independent o f s = g - . ; > f c + l , and is called the j-th 77
Spencer cohomology group Hj(Ek) of Ek . The relation between S and 5? ( 0 ) is given by the following commutative diagram: (2.6) 0 0 0
1 I 0_>
0
I D
0
gt+r+1
^
I
D
T
I
I
0
_
I
4
*Xr+1
|| 0->
i £
I
T*M ® £ t + r
•••^A»M®E<:+r.-n-i
1
: Et ±2 .
^
T*M ® £ t + r . x
I
0
- 0
I • • • 3 A° M ® g t + r _ B
-+0
I
0
0
If Ek = JT>k(W), the above commutative diagram has both rows and columns exact. The following is also called first linear Spencer complex of Et (2.7)(S?(J54))
0 -» E^ 3 T*M 0 £,_! ^ A°M 0 £,_2 3 • • • 3 A°M (g) £,_„ - 0,
with # = A: + r > k , obtained from (5j ( 0 ) ) by dropping the term 0 . Of course, (Sf(Ek)) is not more locally exact at Eq . 3) There is a formally exact sequence 5 2 ( 0 ) (Second linear Spencer sequence): 1
1 ?j c 0 -> 0 -> Cl^C^iC^° ->
(2.8)(S*(0))
> C n -* 0 .
We denote by S%(E) the sequence S 2 *(0), when Ek = JVk(W). We denote by J fc (ft) the sequence obtain from J * ( 0 ) by dropping the term E_. Moreover, the sequences S | ( 0 ) , S$(E), J*(ft) are related by the following commutative diagram in which the columns are exact and <^o, • • •,
0
0
1
I
I
(S 2 *(0))
0
-+
0
(S 2 *(£))
0
->
£
(J*(ft))
k
^
i
k
^
i 0
^
0
£0
Hi
cl
5i
C°(£)
I C°(£) Zo
I ^
•••
^
£n
5?
...
?5
C2.0E)
I
i ^
0
J\
0
->
0
-+
0
I
1 *i
-+
i ?»...?$
£,
1
I
1
0
0
0
Tne sequence J * ( 0 ) is formally exact; 5 2 (JE?) is exact and 5 2 ( 0 ) is formally exact. If 5 2 ( 0 ) is exact it is called the Spencer's resolution of the sheaf Q . The cohomology 78
of the sequence 51(B) at C r + 1 is the same has. dim C_r = dim Cr(E) - d i m £ r . If Ek elliptic analytic equation of order k on E (For the definition of elhptic equation see 4) The sequence
as that of the sequence J * ( 0 ) at F_r . One C JVk(E) is formally integrable involutive , Sk(Q) IS ^ e Spencer's resolution of O . below).
EZFQV-\FI is "minimum" that is to say , if there exists another sequence E_^>T)F_Q ~*E-i then there must exist an operator V : F\_ —> F^ such that V[ — V o V\ . 5) The cohomology of the sequence Sk(Q) at C r + 1 is the same as that of the sequence Jk(Q.) at Fr . 6) d i m C r ( E ) = d i m C r ( £ ) - 6imFr . DEFINITION 2.9 - Let Char(Ek)q be the characteristic manifold at the point q G Ek , that is
aOLGG TIM TIM -- {0} {0} (aeT:M-{0) Char(Ek)q
\\
j a* ® vTpW n ^ , g ^ {0} C TIM - {0} !!
l p = Trk,o(q),x = 77k(q) akk ® vT vTppWW nn g<7 ^ {0} {0} CC T* TIM {0} 11 Kqfc)9 ± XM -- {0} Any covector a G ChartEk)q is called characteristic covector for Ek at q. Ek is irki0 (q),x = 77k(q) J p = Tr k,o(q),x elliptic at the point q G Ek if Char[Ek)q =(7). Ek is elliptic if it is elliptic for Any covector a G Char(Ek)q is called characteristic covector for Ek at q. Ek is elliptic at the point q £ Ek if Char(Ek)q = 0 . Ek is elliptic if it is elliptic for Char(Ek)q is a conic manifold by construction any q G Ek . Let 6 : JT> (E) —> E be a vector bundle morphism. bet T> — REMARK 2.12 - Char(Ek)q is a conic manifold by construction. REMARK 2.13 - Let <j> : JVk(E) -> E' be a vector bundle morphism. Set V = > o Dk : E -► E!_. For any covector x G T*M , we define the map
**(*)
ax(V) defines a linear map A(x,\) = ^x(^)x : Ex -+ E'x , \/x e M . is a sequence, V o V = 0 , then crx(V') o dx(V) = 0 , and
E^E^X^
\iE_-^VE^EH_
V
is a sequence. The coefficients of A(x, x) belongs to R[xi»* • •, Xn] = R[x] an< ^ have coefficients in C ° ° ( M ) . If Ek = ker <j>, one has that a non-zero characteristic covector X G T*M is characteristic if crx{V) is not injective, (in this case we say also that X is a characteristic covector for V). Furthermore, Ek is undertermined (deter mined) if \/x G M, E3x G T*M , such that crx(V) : Ex —> E'x is surjective (bijective). Otherwise V is overdetermined. If V is undertermined or determined then the 79
morphism >(r) : JVk+r(E) -> JVr{E') are epimorphisms Vr > 0 and £> is formally integrable. Furthermore, V is involutive and its associated J-sequence is just: O_>0_+£^£O_>O. However, Jk(S) is not always exact at F^ . Finally, an operator V is of finite type iff its characteristic manifold is zero. (Note that an operator V is said to be of finite type if the corresponding equation is of finite type.) For the calculations the following is useful. PROPOSITION 2.7 - (Criterion of involutiveness)[46]. Let Ek C JVk(W) be a PDE on the fiber bundle it : W —> M, d i m M = n-(gk)q,q £ Ek , is involutive iff there exists a local coordinate system in which we have n-\
dim(0fc+1)ff = Y, < M 4 ° ) ,
9k] = {*£ (9k)q\XM = • • • = X M = 0}
where {vj, • • •, v n } is the natural basis ofTKk^M 0 M iinduced by the system of coordi nates. REMARK 2.14 - We call c h a r a c t e r s of gk the integers: aisdim^-^J-dim^). For an involutive symbol gk , we have: a) dim(fffc) = aj. + • • • + a£; b) dim(ff(t+i) = a\ + 2 a | + ■ • • + n a j ; c)
tiim(gk+r)
= ak + • • • + r!(z - 1)! r!u
*
1
rr !! ( nn - lD) !
*
Let us define the integers /?£ = m ^ + ^ - p ) - ^ , m = dimfiberK^ . Let £ fc C JVk(W) be an involutive P D E over a fiber bundle 7r : W -» M with dim M = n, dimfiberl/7 = m . One has: d) n
ajJ = £(-irdimC"-; e) n
m = ^(-l)rdimCr(VT); r=0
80
f) n
/9jf = X ) ( - l ) r d i m F r ; r=0
g)
dimFr = V . ,
t!
., ,/?r~;
^—' U — r)!r! h)
# = dimF 0 -£#. i—1
1= 1
THEOREM (Goldschmidt)[39]. Let Let E Ek C C JV JV*(W) be analytic, formal!; k THEOREM 2.3 2.3 -- (Goldschmidt)[39]. (W) be an an analytic, formally k integrable PDE on -K : W —> M . Then, given G -Efc+r there exists an analytic solution s of Ek over a neighbourhood ofx = 7Tk(q) G M such that Dk+rs(x) = q . REMARK 2.15 - Let us consider, now, the Cauchy problem for linear PDEs. Let M be a differentiate manifold of dimension n and class C°° . Let X be an s-dimensional submanifold of M and p : X —> M the canonical embedding. Let TT : F —> M be a vector bundle over M and let TT : E —> X be a vector bundle over X . Set E®XF = E(g)p*F. Then we can associate to the first linear Spencer complex (Sf(p*F)) another complex Sq(F)p over X , such that the following sequence: (Sf(F)p)
- (S<(pF*)) - 0
is exact. More precisely, one has the following commutative diagram: 0-*
Z
0^
Z
p
^ p*JVq(F)
i
^T*X®p*JVq-\F)
i Pq
ff
JX*(Z)
1
-■%A°sX®p*JV(i-s(F)->0
I Pq-1
i Pq-S
^T*X®JV*-\Z)
i
0
!m
I
0
JVq-s(Z)->0
>DA°X®
■\z)
1
0
0
q
q
where Z = p*F . The map pD is induced from D : £ -► JV (F) by p : pDq(sop) = (Dqs) o p. Sf(F)p is exact at A°X
(2.9)(S*(Ek)p)
q
£■■■■£ A?X ( g ) / £ g _ 3 -> 0.
Let Hq>i(Ek)p,x (resp. Hq^{Ek)p{x)) be the cohomology of the complex Sf(Ek)P at (A? ® P*Eq-j) (resp. of complex 5?(jE?fc) at (Aj ® £,_,-) , a: G X . Then one has —+
x
—
p(x)
a canonical map: p. : H*>i(Ek)p(x)
-> H™(Ek)p,x 81
,Vx e X,q>
k,j >0 .
^ The Cauchy problem for Ek is the study of the above maps with j = 0 . Surjectivity of these maps corresponds to the existence theorems an injectivity to uniqueness theorems. Note also that, to the commutative diagram (2.6) we can associate the following: 0
0
0
0
i
i
1
1
Pp
i
\
i
\
1
0->
Ap_
->
T*X 0 Ap-i
^
A°X ® A p _2
1
\
i
0->
Ap^
=J
T*X ® P p - !
™ T*X ® A p _ 2
=J
6 0
0->
AjjX ® P p - 2
A nX®Pp_n^0
1 ■ • • -S A" X ® A p _ n -> 0
\
i
I
-S
A°X ® A p - 3
• • • ^ A ° X ® , 4 p - n _ 1 ->0
1
I
I
1
0
0
0
0
where the vertical lines are exact, and Ps = p*gp, A3 = p*Es . The inclined lines which define morphisms are also denoted by 8 . So, we can define the Spencer families pCJ associated to a linear boundary value problem: p&
= A°X 0 p'EtMA^X
(PC° =
p*Ek),
and if 8 : A0j_1X 0 p*gk+i —» A^X 0 yo*^^: is of constant rank for j > 1 , one has a second Spencer sequence for linear boundary value problem:
o - Pc^ ° P cl^ „c! ° ■ • • ° , c ^ o where D is the operator canonically associated to the Spencer operator D : A°jX(g)p*Ek+1
-> A°j+1X ( g ) p*Ek,j
> 0.
So we can translate geometric results on the formal theory of PDEs to boundary value problems ones, and to prove the following. REMARK 2.16 - Let JV C p*T*M be the conormal bundle of X in M and S0riV denotes its r-th symmetric product. We say that X is non-characteristic for gk+i if: ((Sh0+lN)®p*F)np*gk+1=0.9k+i = u If Ek is elliptic, then every hypersurface of Y C M is non-characteristic. THEOREM 2.4 - [40] If gk+i is involutive and X is non-characteristic for gk+i , one has the existence and uniqueness for the Cauchy problem, i.e., there exists a unique 82
section s of F defined on a neighbourhood U of X in Y such that Dks(x) G Ek , Vz G U and s\x = s0 G C"(F\X) , for some fixed s0 . The following theorems relate the existence and unicity of analytical solutions to the boundary conditions. THEOREM 2.5 - 1) (CARTAN-KAHLER). Let Ek C JVk(W) be an analytical, involutive, formally integrable PDE, on the fiber bundle n : W —> M, d i m M = n, dim fiberW = m . Then, there exists a unique solution s G C°°(W) that satisfies the following initial boundary conditions: (i) Dk~1s(x0) = q, where q is a fixed point on 7rk,k-i(Ek) C JVk~1(W) and x0 = Kk-^q)
(EM;
(ii) For the ak—parametric one has
derivatives (dxai
(dxai-..dxa,.sj)(x)
■ • • dxag .s^)(x) of class i, i = 1, • • •, n ,
= (fiai...ars')(x)
= fixed,
VxEl
where X is a submanifold of M for x0 , locally characterized by the equations: T i + 1 — -r i + 1 . . .
-r n — T n
Note that a fi c = di.i m ^( t - i ) ' - d ii.m # j [( i/) with g? = {Xe
= • • • = X(v{) = 0}
(g^E^XM
where {vi, • • •, vn} = base ofTnk(q)M,
gk = symbol of Ek . For an involutive n-l
gk one has dimgk = a\ +
\- a%,dimgk+i = £
t=0
dim
symbol
.^
(#* ) •
2) first order, 2) (CAUCHY-KOWALESKI). (CAUCHY-KOWALESKI). Let Let E ^x C C J£>(W0 J P ( l ^ ) be be aa PDE P D E of of the t i e Erst order, invoinvo lutive, formally integrable, and analytic on a fiber bundle TT : W —> M , d i m M = n, dim fiberW = m , such that 7Ti)0 : # i —> W is an epimorphism and
/3i=0,-",/9ri=0,j91n=m where ft{ = m — a\ . Then, there exists a unique solution s = (s 1 , • • •, s m ) such that on the hypersurface X C M , locally characterized by the equations xn = const, one has s\x = / , for an assigned section f : X —> W | x of VK|x over X . ( P The study of singular solutions of PDEs is obtained by considering on the man ifold characterizing a PDE a suitable distribution (Cartan distribution). REMARK 2.17 - Let M be a differential manifold of class C°° . A distribution of dimension r on M is a vector subbundle E C TM, such that dim E p = r , where Ej, is the fiber of E over p G M. A distribution is said to be involutive if for any 83
couple X,Y of vector fields on M , such that X(p),Y(p) G E p , Vp G M , one has that [X,Y] = CXY belongs also to E . A submanifold N C M is called integral manifold of E if TN C E . An integral manifold N of E is called maximal if dimiV = r ^dimension of E . One can prove [61,155] that if E is involutive for any point p G M passes a unique maximal integral manifold. DEFINITION 2.10 - The Cartan distribution on a PDE Ek C JVk(W) is the subbundle Efc C TlEk generated by the tangent spaces to the graphs of the k-derivatives of sections of ir : W —> V that are solutions of Ek . REMARK 2.18 - E fc is the annulator of Ca\Ek) where ^(Ek)
= {ae
n\Ek)\(Dks)*a
= 0 , Vs G C°°(W)}
is the module of differential 1-forms on Ek .
DEFINITION 2.11 - A (singular) solution of Ek is an integral manifold of the Cartan distribution E^ . REMARK 2.19- The regular solutions of Ek are also integral manifolds of Efc. They diffeomorphically project on M. (See sections 2.6 and the following references [60,70,73,110,111,112].) Singular solutions of PDEs are also important in interpreting the meaning of the quantization of PDEs and tunnel effects in PDEs [103,107]. □ (INTEGRALS AND SYMMETRIES OF DISTRIBUTIONS). DEFINITION 2.12 - A smooth function h G C°°(M) on M is called an integral of the distribution E iff h\w = const. for any maximal integral manifold N C M . THEOREM 2.6 - 1) Let E C TM be a completely integrable distribution. Then, a function h G C°°(M) is an integral of E iff dh G 0 2 ( E ) or equivalently X.h = 0,VXGC°°(E). 2) If hi," • ^hk is a set of independent integrals of a completely integrable distri bution, then submanifolds Nc = {hi = ci, • • •, hk — cjt},c; G R , i = 1, • • •, k, k = codim( E ) , locally represent the set of all maximal integral manifolds of E . 3) An infinitesimal s y m m e t r y of E C TM is a vector field v G C^iTM) such that LVX G C ° ° ( E ) , VX G C ° ° ( E ) . Let us denote by «Sym(E) the space of in£nitesimal symmetries of E . 4) We caii shufting symmetries of E the elements of the following
quotient
ShufCE) = ShufCE) = Svm(Sym(E)/Char(E) where C/iar(E) is the characteristic distribution of E , (see below). THEOREM 2.7 - (RELATION BETWEEN SYMMETRIES AND INTEGRALS OF DISTRIBUTIONS). 84
1) Let E C TM be a completely integrable distribution. Assume that g C 5/iw/(E) is a k(= codim(E))-dimensional Lie subalgebra which is transversal to the distribu tion in the sense that the natural mapping S / i u / ( E ) —» T a M / E a is bijective at each point a G M . Let Xi, • • • , X* , where X{ — X^mod C / m r ( E ) , X ; G Syra(E) be a basis of the Lie algebra g and u>i, • • • ,1*;* be a basis of the C°°(M)-module ft*(E) . The transversality condition for the algebra g is equivalent to the requirement that the matrix w = (u>i(Xj)) be non-degenerate at any point of the manifold. Therefore, one can choose another basis a;J, • • -u'k of the module O x (E) such that "i(Xj)
(2.10)
= vij » hj =
l,--,k.
Indeed, it is enough to set
w/
W/
Assume that for the basis CJI, • • • ,u>k conditions (2.10) hold, and let C\, 6 R, i,j = /,•••, k , be structure constants of the Lie algebra g , i.e., [Xi,Xj] = ^21
holds. 2) If the algebra g is commutative, a complete set of first integrals of the can be found by quadratures: hj(a) — /
u
j » i
=
distribution
1» *'" > ^, ao G M, feed point.
PROOF. In fact, UJJ are closed and (locally), UJJ = dhj , for some smooth function
hjecoo(M)j )j = i,'.',k.
n
DEFINITION 2.13 - A Lie algebra g is said to be solvable iff g ( i ) = 0, for some i, whereby g(') denote Lie subalgebras defined by induction: g(l+1)^[g(l),g(l)],
g(1)^[g,g],
g(0)^g-
THEOREM 2.8 - 1) Let E be a completely integrable distribution and g C S / w / ( E ) be a solvable Lie algebra transversal to E . Then, E is integrable by quadratures, 85
i.e., one can find a complete set of all integrals for E by integrating closed differential 1-forms and solving functional equations, i.e., to find functions defined by implicit formulas (e.g., F{zx ,-••,*„) = 0, -> *i = f(z2, • • •, zn-i ))• 2) (Lie-Bianchi). If one knows a solvable k-dimensional Lie algebra of shufting symmetries of the k-th order ODE, then the general solution of the ODE can be found by quadratures. EXAMPLE 2.2 - 1) y = F(x, y) =» u = dy - F(x, y)dy . Let / be a generating function of some symmetry. In this case, W = u(Sf) is closed, i.e., /
_1
1 1 F = f => u' = -u = -dy - —dx
is an integrating factor and the function
h(x,y)
A(*o,yo),(x,»))
is an integral. Note, that in this case Lie equation AF(f)
= X.f-(dy.F)f ■F)f = 0
is equivalent to the condition du' = 0 . 2) (Affine equation). (2.12)
y ^ 1 ) + Ak(x)yW
+ • • • + A0(x)y
= g{x)
A function / = f(x) is a generating function for some symmetry of (2.12) iff Ap(f)(/) = f(k+1)(x) + Ak(x)fW(x) (x) + ••• + Ao(x)f(x) = 0. Hence, an arbitrary solution of the corresponding homogeneous equation is a symmetry of the affine equation. As, the space of solutions of the linear equation is a commutative Jb-dimensional alge bra, then the affine equation can be integrated by means of quadratures. So, if fi(x),''' 5 / H - I ( Z ) is a fundamental system of solutions of linear equation, then Sf = f(x)dy0
+ f1(x)dy1
+ •■•+
f{k\x)dyk
and [Sfi,S/i]=0. Since UJQ = dy0 - dyxdx, • • • ,uk-i
= dyk-i 86
- ykdx,uk
= dyk - Fdx
where F(x> y 0 , • • •, yk) = y{x) - A0(x)y0
Ak(x)yk
one gets
(
••'
fk+i \
Ak) is a Wronski-matrix. Therefore, the set of differentialJi 1-forms '"
Ak) I
*>i(Sf = / w , a n d
W =
(Ui(Sft)
f\
is a Wronski-matrix. Therefore, the set of differential 1-forms
Jk+i/
= W is a complete set of integrals hj(a) = L , u;'- . ■ THEOREM 2.9 - Let g C 5 / m / ( E ) be an arbitrary transversal symmetry algebra of the distribution E , dimg = c o d i m ( E ) , and let X C g be some ideal of g . We can choose a basis Xi, • • •, Xk in the algebra g such that Xr+i, • • •, Xk ,k — r = dim 2", is a basis in the ideal X. Moreover, let uo\, • • •, uk be such differential 1-forms of ftx(E) that uji(Xj) = Sij,i,j = 1, ••-,&. Denote by E x a distribution generated by the differential 1-forms u i , • • • ,uk . Then, one has the following: i) E j is completely integrable.
ii) X C C/iar(Ej). iii)g/JcSfru/(Ez). iv) By means of quadratures we can reduce the integrability problem for a completely integrable distribution with an arbitrary transversal Lie algebra to the case with simple one. ^ EXAMPLE 2.3 - (EXAMPLES OF SYMMETRIES OF CARTAN DISTRIBU TIONS). 1) The Cartan distribution E x on J P ( R n , R ) = R 2 n + 1 is the usual contact distribu tion, that in coordinates (q1, • • • ,qn, u , p i , • • • , p n ) on R 2 n + 1 can be locally generated by the vector fields Xk = dqk+pkdu,
Yk = dpk , 1 < k < n .
In the dual form it is generated by the following differential 1-form n
u = du — 2_\Pkd
— (dqi.u), • • • , p n = (d
87
Symmetries of the contact distribution E i on JT>(R n ,R) = R 2 n + 1 are for example Xi = dqi; , i — 1, • • •, n,
y = <9u .
But dp 1 0 5 y m ( E i ) . In fact, for the vector field Xi we have
A similar result holds for Y . Instead, for the vector field dp1 we get:
^ w , if t ^ 0 .
2) The Cartan distribution Efc+i associated to an ordinary differential equation £ f c + i C J£>* + 1 (R,R) of the (k + l)-th order y
2
= dyk-\
- ykdx , uk = dyk - F(x,y0,-■
The curve V={y0=f(x),Vl=f\x),---,yk
r *,•••,w* == / wf^(x)} *
is an integral manifold of Efc+i iff the following equation
f(k-V=F(x,f(x),--.J
+ ■■■+ ykdy1"1
+ Fdyk
,yk)dx .
generates the distribution Efc+i . On the other hand E f c + 1 ^ I G 5ym(Eib + i) =>X e Char Char(Ek+i).
[X,X] =0e
So C/iar(Efc_|_1) is generated by the vector field X . Cp The shufting symmetries of E*+i, S7m/(E f c + 1 ) = 5ym(E f c + 1 )/C^ar(E f c + 1 ) has a unique representative
Sf = fdy0 + (X.f)dyi
+ ■■■ +
X\f)dyk
where Xp = X -- -p- - -X , and / = / ( x , yo, • • *, Vk) is any function called generating function of S. PROOF. As the module E^+i is generated by the vector field X we get Vkdyk-i - Fdyk mod CheChar(Ek+i)
dx = -yidyo
and hence any shufting symmetry S G Shuf(JEik+i) has a unique representative S = a 0 ( z , yo, • • •, yk)dy0 H
h <*k(x, y 0 , • • •, yjfe)^yfc •
As Efc+i is in dual form generated by the differential 1-forms UJQ = c?y0 - yirfx, • • •, LOk = dyk - Fdx . Let us calculate the Lie derivatives of u0, • • • ,Uk-i with respect to S. We get Cs^i = dS(yi) --s( S(yi+1)dx = doti — ot-i+idx = (X.ai - ai+i)dx
mod Q^Efc+i), i = 0, • • •, k - 1 .
Therefore, S G Syra(Efc +1 ) iff a i + i = X.a{,\/i = 0,1, • • •, k - 1 , and any shufting symmetry has the following representation: S = Sf , where f = a0 . □ ^
For any ordinary differential equation
(2.13)
y ( * + 1 > = . F ( z , j , , •••,*>)
there is an isomorphism Shuf (Ek+i)
^ker(AF) 89
where
A F = Xk+1 - J2 (dVi-F)xi
:
C°°(Rk+2) -+ C°°(R*+2).
0
PROOF. In fact, for the last differential 1-form uk one gets Cs^k = dak - (S.F)dx = [X.<xk - (S.F)]dx mod ^ ( E f c + i ) = [Xk+1.f and hence Xk+1.f ^
- Sf.F
- Sf.F]dx
mod
ft^Efc+i) □
= 0.
The Lie algebra structure and the set of all shufting symmetries of (2.13) is
given by
[f,g] = Y, [(Xi.f)(dyi.g) - (X\«,)(%./)]. 0
PROOF. Let [f,g] = [S/,5,](ito) = %, ff] (yo) or [f,g] = Sf(g) In the following table we resume some examples of symmetries.
Sg(f).
□
TAB.2.2 - Examples of symmetries vector field
gen.funct.
flow
name
X = dx
f = -yi
(z,y) h-> (x + t,y)
translats. in x
X = dy
(z,y)»-> (x,y + t)
/ = 1
translats. in y
X = axdx + bydy
f = by-
at
axy1
bt
(x,y)»(e x,e y)
scale transfs.
a, b e R (x,y) ■-► (x,y + th(x))
f =h
X = h(x)dy
translats. in h(x)
h(x)eC°°(K) X — —adx + bdy
point
f = ayi + b
transfs. 2
1 a,6€C°°(R ) REMARK 2.20 - The characterization of singular solutions of PDEs Ek C JVk(W) can be made by means of some suitable differential forms on JVk{W) . In fact, let us define the following 1-forms on JVk{W), for any / : JVk~1(W) -> R: Xk(f) Yk r :: JV\W) JV \w
k - ►T*JV -\W), 'iw)+ Xk(f) — 1 JV" \h r =< = <Xk,df v t . d f>> .
90
Then, one has
Xk(f)(q)(Xq) =< df(q)MYf) > where q = * M - i ( « ) e JVk~\W\Yq = T(nktk^(Xq)) € TqJVk~\W), and v(Yq) = Yq- o(Yg), where o{Yq) is the part of Yq belonging to Lq C TqJVk~1(W) determined by the point q . The operator Xk : Fk~l(W)
- n\JVk(W)),
xk ■■ f -» X t ( / )
is a C°°(M)-lmear differentiation over the mapping 7r£ A._1: X*(/0) = / x * t e ) , i f / e C ~ ( M ) ; Xk(fg) = fXk(g) +flTXfcC/),* / € F * " 1 ^ ) . THEOREM 2.10 - (METHASYMPLECTIC STRUCTURE ON CARTAN DISTRI BUTION). On JVk(W) one has a canonical T r * ^ ^ . ^
ft* : JVk(W) -
T J i0 (S2_,M(g)vTW)(g)
A2(EI)
called methasymplectic structure on tne Cartan distribution E * . PROOF. In fact, for any function / G i 7 ' fc_1 (VK), we define the following differential 2-form on JVk(W): Slk(f) = PrA2{
E;)
o dXk(f)
-
' JV\W)
A 2 (E* fc ).
The properties of the operator xh imply that 0* identifies a section 0^ of the fiber bundle
JV\W).
n REMARK 2.21 - For any vectors REMARK 2.21 - For any vectors X e TpM,Ye X e TpM,Ye
S°k(TxM)(9)vTpW,\e S°k(TxM)0vTpW,\e
S*-\TXM)(S!)VT;W,K{P) SkQ-\TxM)(g)vT;W,K{p)
= x = x
one has the following formula one has the following formula (2.14) (2.14) where 8 : Sl(TxM) operator.
ft(A)(X,F)
Sl(\)(X,Y)=<
<& vTpW
\,X\8Y = < \,X\8Y
> >
-+ T*M ^ S°k_1(TxM)^vTpW
91
is the Spencer 8-
2
The degeneration subspace of 0(A) coincides with the first prolongation of the
lymbol 9x E k e r ( A ) =
'^*"1V * '^ [ <7,A>-0
P
\cS°k^(TxM)^vTpW J
namely ker(ft(A)) {$ € Sl_AT (E fc ),|M € TJAf Tx*M(5g0A} ker(ft(A)) = {0 GS j . ^ TxM)(9)vT . M J ^ wpW T j W C (E»),|M ®ffA}In fact one has the following commutative and exact diagram:
0
-
0
-
0 1I foA)+1
o -
0 0 II 52(T,M)®i;T p W
-
(<7A)+I
-
T;M®9X
-
52(T,M)®i;TpW
T^^.^M)®*/^
EXAMPLE 2.4 - l)(Cotangent bundle W = T*Af). EXAMPLE 2.4 - l)(Cotangent bundle W = T*Af). mapping | | For any manifold M , there exists a differential mapping $ : JV(T*M)
-+ A 2 T*M
which has the following properties: (a) $ is a morphism of the vector bundles with base M , such that the following sequence is exact: 0 -► T*2M -> JV(T*M) - t A2T*M where T*2M is the cotangent bundle of order 2 on M . (b) For every form w o n M , we get du = $ o £)u;. (c) The local expression of 3> is the following: :{xa,xa}
T*M
xao$
a
{x ,xa,xap}
JV(T*M)
fa
A 2 T*M
1
=> I
= xa
i
I ya/9 0 * = ^ [ a . f l
D The 2-form 6 : JV(T*M) -> A2JV(T*M) (called Liouville form of order 1 and d e g r e e 2), is defined by means of the following commutative diagram JV(T*M) 0
1
A2JV(T*M)
^
A 2 T*M
<-
A 2 T*M
A 2 (> 1 ) 0 )
92
1
'(2)=^A2T*M
One has the following properties: (a) 0 is a semibase form that vanishes on T*2M\ (b) For every Pfaffian form w o n M , one has du = (Du>)*Q . Namely, one has the following commutative diagram: JV(T*M) Du T M
AJV(T*M) I A 2 T*M
% -> du
(c) The local expression of 0 is the following: 0 =
2_\
Xapdxa A dx^ .
l
I I The canonical form Xi on JV(T*M) tative dagram: JV(T*M) xi I T*M®T*JV(T*M)
-* =
is given by means of the following commu
uT(7rJT*M) ® T*JV(T*M) ||2 T*M<&T*JV(T*M)
The local espression of Xi is the following: Xi = dxa ® [d£ a — xapdxP] . ^
A local section s : M -> JV(T*M)
is of the form 5 = J5w iff
(2M* X i=0. ^
To Xi there corresponds a 2-form locally written as rj = dxa A [dxa — xa^dx^\
that can be globally written as follows: 77 = p*dO -
0
where dO is the canonical symplectic form on T*M,
z
and /? is the target mapping.
For every Pfaffian form w o n M one has (Du;)*77 = 0 , i.e.,
du = u*dO = (£>u;)*0 . 93
^ 1 (Torsion of a connection). To a connection [: T*M -+ JV(T*M)
on T*M
we can associate the mapping (2.15)(torsion of |")
T:T*
-+ A 2 T*M,
r = $ o [.
The connection is said to be symmetric if it lifts T*M into T*2M . Such a connection my be defined locally by ChristofFel symbols such that \ljs= [* ■ . Then, f" is symmetric iff r = 0 . Cp We can also define the torsion 2-form T by T*02 = r*0 .
In the case of a linear connection, |", and consequently r , are vector-bundle morphisms. The torsion T is then a section of the vector bundle Hom(T*M; A2T*M) = TM (g) A2T*M . So T is a tensor field of type ( 1 , 2 ) . Locally we can write
T = -2
J2
T dx
h i
® dx{ A dxk
l<j,k
with Tjk — \)k~~\lkj '
2)(Bundle of 5-forms): A S T*M . We have $ ( s ) : JV(AST*M) For any 5-form u^
-► A S + 1 T * M .
on M one has <&)(*) = &(s) ° Du{s)
= ( J DcJ (a ))*0( a )
where the form 0( s ) is defined by
©(.) = * w ^ ( s + 1 ) where ^(s"1"1) is the Liouville form on A.3+1T*M , i.e., the identity mapping. The form 0( s ) may be called a Liouville form of order 1 and degree s -f 1 . 2.2 - O R D I N A R Y D I F F E R E N T I A L E Q U A T I O N S ( O D E s ) In this section we will consider in some detail the ordinary differential equations as they are the dynamical equations for systems of particles and rigid systems. Further more, we will show in the next section that ODEs are useful also to integrate PDEs. These are the central objects for continuous mechanics and field theory. 94
REMARK 2.22 - We say that a function F(x\ conditions if for each variable one has
• • • ,xn)
satisfies to the Lipschitz
\F(x\--xh\--^x^-F(x\-^xh,,r--,xn)\
-xh''l(h
=
l,--^n)
for any xh , xh belonging to the interval of variation of xh , and Ah G R + . THEOREM 2.11 - (Cauchy-Lipschitz). Let Ex C JV(W),w : W = R x R m -+ R-5 (z> 2/ 1 »•'' > 2/m) •-»• (z) , be a system of ordinary differential equations written in the form
v1 =
Mx,y\---vm)
(2.16) ym =
fm(x,y\---,ym)
Let (?/Q , • • •, y™) be the initial conditions. If we are able to find two positive numbers a and b such that in the domain D defined by means of the conditions XQ — a < x < x0 + a,yl - b < y 1 < y\ + 6, • • •, yj* - b < y m < yj" + b , the functions fx, • • •, fm are continuous and satisfy the Lipschitz conditions then for the variables y1, • • • ym , we can determine a positive number 8 < a such that in the interval (XQ,X0 + 8) the system admits a unique solution that satisfies the initial conditions. The set of solutions of (2.16) can be identified with R n . PROOF. See e.g. ref.[121]. □ EXAMPLE 2.5 - 1)(CIRCULAR FUNCTIONS). Let us consider the following ODEs. (2.17)(E,)
y1
y
2 - 2
, y
=-y
1
-finitial conditions : y 1 (0) = 0,y 2 (0) = 1
Solution:{y 1 = sin;r,y 2 = cos a;} . Properties: a) (y 1 ) 2 + (y 2 ) 2 = 1 . We can write this equation also in the following form: y 1 = y/l — ( y 1 ) 2 , ^ 2 = — \ A — (y 2 ) 2 • Therefore, the functions sin a; and cosx can be con sidered as inverse functions of the two integrals:
dy2
J ^-(y1)2'
J Vi-(y 2 ) 2
b) ly1! < l , | y 2 | < 1 .
95
c) V1> V2 cannot be simultaneously zero and their zeros are all simple ones. d) y1^ + a)= y2(0> y2(Z + <*) = - ^ ( O > w n e r e a i s t n e fi18* positive zero of y2(x) . e) The functions y1 and y2 are periodic functions, with period 4a . (The even multiples of a are zeros of y1 , and odd ones are zeros of y 2 .) 2)(ELLIPTIC FUNCTIONS)(JACOBI FUNCTIONS). Let us consider the following ODEs:
,
w
V
A
N 1J
y1 = y2y\ y2 = -y1y\
y3 = -k2y1y2,o
1
2
= modu\us)
3
+ initial conditions : y ( 0 ) = 0 , y ( 0 ) = l,y (0) = l.
Solution: y\x)
E S n x = x - ( l + k2)^
+ (1 + 14fc2 + fc4)|j- - • • •,
y 2 (s) = cnrr = 1 - | ^ x + (1 + 4 f c 2 ) ^ - - (1 + 44fc2 + 1 6 f c 4 ) | - + • • ■, y 3 (z) = d n x = 1 - k2^x
+ k2(4 + k2)^
- k2(16 + Uk2 + k4)^
+ ■■■ .
The series have finite radius of convergence, so it is suitable to try to read the properties of the corresponding functions directly on (Ei). Properties: a) sn x2 + en x2 = 1, &2sn x2 + dnx2 = 1. PROOF. f { 2 y V = 2y 1 y 2 y 3 ,2y 2 y 2 = - 2 y 1 y 2 y 3 } , [
l)=
>\
{2fc 2 yV = 2fc 2 yVy 3 ,2y 3 y 3 = -2/c 2 y 1 y 2 y 3 }.
By adding the first two between them and the other two also between them, we get: 2 y V + 2 2 / V = ^{{yl?+iy2)2)
= 0,
2 * W + 2 y V = ^(*V)2+(v8)2) = 0•
Therefore, we have the two integrals: (y 1 ) 2 + (y 2 ) 2 = const., A;2(y1)2 -f (y 3 ) 2 = const., that with the initial conditions give the above properties. □ b) From the first property we get that the functions oscillate between —1 and 1 , and when one of these functions is zero, the other pass from the maximum 1 to the minimum — 1 . c) From the second property we get that dn2x oscillates between 1 — k2 and 1 , that implies that dn x is never zero. d) If we introduce an angle
e ) s n « + *) = a r t ' c n « + *) = - f c ' f ^ , dn(i + k)=-^, k' = VT^W (complementary modulus), where k is the first positive zero of en x . f) The functions sn x and en x are periodic with period 4k , and the function dn x is periodic with period 2k . The even multiples of k are zeros of sn x (and the maxima of dn x); the odd multiples ones are zeros of en x (and minima of dn x). g) For the elliptic functions we have addition theorems similar to circular functions ones. h) The above functions can be considered as inverse functions of integrals of algebraic functions, (elliptic integral). For example, y1(x) = s n z is the inverse function of the integral (2.19)
dyl
* = /
P(yl)2)
i) (Limit cases for the parameter k). (A;2 = 0). The elliptic functions reduce to circular functions: sn x = sin x, en x = cos:r,dn£ = 1 . (fc2 = 1). The elliptic functions reduce to hyperbolic functions: s n x = t a n h x , en x = dnrc = 1/coshz , that are not more periodic, (k — oo). In fact, from (2.19) we get
/l+y1 °g\ll-yi'
f dy1 7[0)I/1]l-(yi)2 Hence, e
1
y =
~~
e
A
+ e -— * ,' c n i ^ d n o ; = ex +e-x THEOREM 2.12 - (ELEMENTARY METHODS OF INTEGRATIONS). 1) (Order reduction). Let us consider the following ODE: ex
(2.20)(EkcJVk(RxR))(R x R))
v(n)=/(*,V,yV",V(B~1))-
This can be integrated by an iterative method, by using the immersions: JVk(K
x R) -> JV(JVk-\R (R>x R)) ;
■-► JV(JV(JVk-2(R ( R xx R))) ->
JV{- >JV(---JV(RxR)--).
In other words, by putting u1 = y,u 2 = y','--,un equation (Ek) as a first order one: (2.21 )0!
C JX>(RxRn))
= y ( n - 1 ) , we can write the
{u1 = u2,ii2 = u\ • • • , u n = f(x,u\ 97
• • • ,un)}
that represents a vector field on R n . 2) ( S e p a r a t i o n of variables). Let us consider the ODE: 2) ( S e p a r a t i o n of variables). Let us consider the ODE:
y = A(x)B{y).
9..22MK, rC .TV R {2.22)(E JV{KR xx R)) 1
y =
A(x)B(y).
This can be written as follows: This can be written as follows: = A(x)dx .
dy/B(y) Then, hv integration, we eet: Then, by integration, we get: G[y] = / dy/B(y)
= / A(x)dx = f(x) + const.
3) (Linear equation). Let us consider the ODE: (2.23)(£ fc C JVk(R
y
x R))
+ •'•• + a«_iy ; + a n y - 0,
with coefficients a; = a,i(x). Then, every solution of Ek can be written in the form: y(x) = ciyi(x) H
+ c n y n (z)
where yi(x) are particular independent solutions of Ek , i.e., such that their Wronskian is ^ 0 in any point of the interval of definition of the equation. 4) (Affine equation). Let us consider the ODE: n(»)
(2.24)(E fc C J £ > * ( R x R ) )
+ aiy(n
a)
H
+ a n _ i y ' + any = h(x),
where the coefficients a, = a{(x) . The general solution (i.e., the space of solutions) of this equation can be written as follows: y(x) = ciyi(x) + • • • + cnyn(x)
+ rj(x)
where y(x) = Cxy^x) -f . . . + cnyn(x) is the general solution of Ek = linear equation associated to Ek , and rj(x) is a particular solution of Ek expressed by means of the fundamental s y s t e m {yi(x), • • • ,yn(x)} • More precisely, we have:
rj(x) = I
K(x,Z)h{i)dZ
J[XQ,X]
with
K(x,0-
W(0
yi(0 yi(0
v»(0
y{r2\o
»i"-ai(0
98
y«(0
EXAMPLE 2.6 - 1)(INC0MPLETE GAMMA FUNCTION). Let us consider the following ODE: (2.25)
xy + (a-x)y
= l.
The general integral of the associated linear equation is y = Cx~aex,C G R . Let us find a particular solution of (2.25) of the type rj(x) = j(x)x~aex . We get l(x)
=
/ J[0,x]
ta~1e~tdt
= j(a,x)
= incomplete g a m m a function .
Then, the general integral of (2.25) is y = x-aex{1{a,x)
+ C).
2)(INC0MPLETE BETA FUNCTION). Let us consider the following ODE: (2.26)
x(l -x)y+[p-(p
+ q)x]y = 1 , Piq e R.
The general integral of the associated linear equation is y = C[x~p(l — x)~q], C G R . Let us find a particular solution of (2.26) of the type r)(x) = j(x)x~p(l — x)~q . We get ^(x) = /
tfp-1(l
— t)q~1dt = Bx(p,q)
= incomplete b e t a function .
J[0,x]
Then, the general integral of (2.26) is y = x-*(l-x)-*(Bx(p,q) s(p, q) + - C). 5)(Transformation of non-linear equation into linear one).(Bernoulli equa tion). Let us consider the following ODE: (2.27)(Ei C JV(TL x R ) )
y + p(x)y + q(x)ya = 0 , y > 0,a ^ l , a ± 0.
The above equation can be transformed into an affine one by means of the following transformation z = y 1_Q; . In fact, we get: z + (1 — a)pz + (1 — a)q — 0 . ^
THEOREM 2.13 - (CONSERVATION LAWS AND FIRST INTEGRALS FOR
ODEs). 1) Let Ek C JX>fc(R x R p ) be a system of ordinary differential equations. A con servation law for Ek is a numerical function f : JVk(R. x R p ) —> R such that for 99
any 37 ^ The
solution s = ( s 1 , . . . , sp) : R —> Rp, Ds : R —> i?* , one .has d(s* f) = 0 , where = /oD*3:R-»R. \lf f is a conservation law, then for any solution s of Ek , we get s*f = const. value of the constant depends on the particular solution.
2) A first integral ofEk C JVk(RxRp) is a function f : JVk~1(RxKp) R* -> R such that for any solution s ofEk one has s*f = const., where s*f = foDk~1s : R —► R . ^p Each first integral of Ek is a conservation law. PROOF. In fact, / , Then, one has s*f = 3) Let / : JVk~1(R identifies an ODE Ik
identifies the function / = / o 7r M _i : JVk(R xR PR ^ R . / o Dks — f o Kk,k-\ o Dks = f o Dk~xs = const. □ p k RP x R ) -> R he a Erst integral of Ek C JV (R x R ? ) , then f C JVk(R x Rp) of order k such that
h^Ek. PROOF. Let us consider the following function ( = prolongation of / ) :
F = (dx.f) + (dvn.yf)y**+1K Then, equation Ik = {F = 0} is such that Ik D Ek . In fact, for any solution 5 of £* one has / o Dk~xs — const. Then, we have d(f o Dk-h) s = 0 => D((Dk-1s)a){dtia.f)
= 0
a(dx.(x o (D^sMdx.f)
+ (dx.iy^-V
+ (&r.(y«' o (Z?*- 1 * ) ) ) ( % . / ) + . . .
o (D'-'sMdy^^.f)
=0
(a*./) + (dxJxdyij) + ... + (dx...k. ..dxJxdyi^yf) = o. This means that F o Dks = 0 , namely Ik D Ek . □ _1 3 j 4) Let (/■>') : J P * ( R X R*) -► (R ) be such that each function f is a first integral ofEk C JVk(R x RP) and df1 A . . . A dfs ^ 0 . Then, (ft) identifies an ODE of order k, Ik C JVk(R x Rp), such that Ik D Ek . In particular, if 6im(Ik) = dim(^ f c ), then Ik = Ek . PROOF. It is a natural consequence of the above theorem, taking into account that the functions fJ are independent. □ EXAMPLE 2.7 - The following system: ( E i ) j y 1 - 2(y 2 ) 3 ,y 2 - -^(y1)5} , admits the following first integral / = (y 1 ) 6 + (y 2 ) 4 • In fact, let us integrate the system by separation of variables. We get: (y 1 ) 6 = — (y 2 ) 4 + const. Therefore, / is a constant 100
on the set of solutions. Note, also, that the first prolongation of / is zero on the equation. In fact, F = fM = 6(y1fy1 + 4=(y2)3y2 . Therefore, by restriction of F on the given equation, we get F = I2{y1f(y2f-I2{y2f{y1f = 0 . Hence, Ex C (I 0 )+i . THEOREM 2.14 - 1) ( LINEAR ODEs OF SECOND ORDER IN R ) . The equations of the type (2.28)(£ 2 C JV2(R
x R))
y + Pi(x)y+p2(x)y
= 0
can also be written in the following form (adjoint form); (2.29)
~\p(x)y]+P(x)y
=
0,p(x)>0.
(For the general properties of these equations see e.g. refs. [115,138] and bibliography reported there.) 2) (LINEAR ODEs OF SECOND ORDER IN C). Let us consider the above equation but in C instead of R . Denote such an equation as equation (2.29). Let us assume that the functions Pi(x) , i= 1,2 , are analytic regular in a domain D c C , except for some points xi,X2,mm • , where they can have some singularities. The singular points of (2.29) are by definition the singular points of the functions pi(x) , i — 1,2 . Then, we have the following propositions: (a) The solutions of (2.29) can nave as singular points only the singular points of (2.29). (b) The solutions of (2.29), in a neighbourhood of an isolated singular point XQ of (2.29) are represented as multivalued functions of the type: (I)
(x-x0)ri]
(II)
(x-xo)ri',
(III)
\og(x-x0).
There r\ and r2 are two suitable numbers belonging to R, C such that \ri — r2\ $ N . More precisely, one has that in a neighbourhood U of a singular point XQ of (2.29) we can have the following two possible representations of the general integral of (2.29): (A) y{x) = d(x - X o P M * ) + C2(x - x0)r*
are suitable con
(B) y(x) = d(x
- xQ)r<j>(x) + C2[A\og(x - x0) + t/>(x)]
where 4> and i\> are suitable analytic functions in U and r and A are suitable constants. (c) (Fuchs theorem). Equation (2.29) admits a fundamental system of solutions represented in a neighbourhood of a singular point x0 as in above theorem, where 101
B{x)
y+ - ^ - y + X —
XQ
y = 0
[X — £())
where A(x) and B(x) are analytic functions, regular for x = XQ . (So they can be represented in Taylor-series: A(x) = £ 0
(2.31)(indicial equation)
Furthermore, the sum of all the roots of all the indicial equations (characteristic exponents) of a fully Fuchsian equation, with n + 1 singular points is n — 1:
(2.32)
Y,
H>(1)W2)=n-l.
l
PROOF. See e.g. ref.[123]. EXAMPLE 2.8- 1)
□
i/ 2
1
(2.33)(BESSEL EQUATION)
y + -y + (1 - %)y = 0. x xl
The above equation satisfies Fuchs condition at the point x = 0 , but not at x = 00 , namely it is not a fully fuchsian equation. 2) (2.34)(LAGUERRE EQUATION)
y+
a
+ l~Xy
+ A
y =
0.
The above equation satisfies Fuchs condition at x = 0 , but not at x = 00 , namely it is not a fully fuchsian equation. 3) (2.35)(LEGENDRE EQUATION)
y-
(1
_
x){1
+ x)V
+ {1_x)(1
+ x)y
= 0-
The above equation satisfies Fuchs conditions at x = ± 1 , and at x = oo , namely it is a fully fuchsian equation. 102
4)(FULLY FUCHSIAN EQUATIONS WITH 3 SINGULAR POINTS). Let us con sider the following equations: (2.36)(singular points a i , a 2 , o o ) hix + h2 . , kix2 + k2x + fc3 y- (x - a i ) ( x - a );y + [(x - a i ) ( z - a )]2 - 0 . 2 2 (2.37)(singular points a,b,c) 2x2 + hix +/*2 y {x — a)(x — b)(x — ;y c) +
K_\ X
~\~ fcoX ~\~ Ko
[(x — a)(x — b)(x — c)] 2 "
0.
[ As the point oo must be a regular point, we require that p2 should have a zero of this order at oo and p\ a zero of first order and such that lim xpi =2.1 The equation x—>-oo
is fully determined by 5 parameters = 3 parameters (a, 6, c) + 6(= 3 couples of roots of 3 singular points (a, a'), (/?, /?'), (7,7')) — 4(3 determinant equations+(a + a' + (3 + ft + 7 + 7' = 1). More precisely equation (2.37) can be written in the following form (Papperitz form) A
(2.38)
y + ( (x — a)
+ (;(x
A' — a) +
B C (x — b)+ (x-c) )y B' 1 ry = o (x — b)+ (x — c) (x — a)(x — b)(x — c)"
with: A = l-a-a',B = 1 -/3 - f¥ ,C = 1 - 7 - 7 ' , ^ ' - (a - b)(a - c)aa',B = (b - a)(b - c)(3f3', C = (c - a)(c - 6)77'. Each function, solution of (2.38) is called function P of R i e m a n n and is denoted by the following symbol:
(
a a
b 0P
c 7
a' a' p(3' i
"jj x \ .
JI
5) (2.39)(HYPERGEOMETRIC GAUSS EQUATION) x(l — x)y + [c — (a + b + l)x]y — a&y = 0. This is a particular case of Papperitz equation with singular points (0,1, 00) . Except for the three cases: c = integer, c — a — b = integer, a — b = integer , (where logarithm terms can appear) the above equation admits the following fundamental integrals in the neighbourhoods of the singular points:
(x = (x = 0) 0) (x = l)
(x (* = oo). «>).
= xx'1 - c^P P 22(x); jyi/ i = = Pi(x), Pi(x), j/y22 = (x); a h y3==P P 3(l-x), ( l - x ) , Vi y4 = = (1 -{\-xyx r - a --6 PP4A({x)x); w
yVB8 =(-)*JM-), 6 = ((7;)W = ( - ) " J M T ) , 2/w ^ (;7)) ; X
X
X
103
dj
where P i , . . . , PQ denote power series with positive integer exponents of the corre sponding arguments, with radius of convergence defined, for each couple, by the following: (s = 0)
|s| < 1 ;
(* = 1)
|1-*|<1;
(a; = 00)
\l/x\ < 1,
so they have all radius of convergence 1. More precisely, one has: (x = 0) (hypergeometric series)
, x
,
, _ ! , v-
p w( Pi(x) v J = inv a, 6, c; x) y = 1+
> ^—'
a(a + l)...(a + n-1)6(6 + 1)....(6 + n + 1) — -;——— -,—■ TT 1.2... n.c(c+ l ) . . . ( c + n - 1)
l
_
T(c)
V
'
/
V
x
/
r ( a + n)T(b + n) xn
y^
-fX^fW^^
T(c + n)
where T(x) is the gamma function = - L where T(x) is the gamma function = ^ L
n!'
x
, e H dt, ($l(x) > — 1) . , e~ftxdt, ($l(x) > —1) .
P2(x) = F(a - c + 1, b - c + 1,2 - c; x). P 2 (z) = Ha - c + 1,6 - c + 1,2 - c; x). 6)(SPHERICAL FUNCTIONS). These are the hypergeometric functions such that 6)(SPHERICAL FUNCTIONS). These are the hypergeometric functions such that between the three parameters a, 6, c there is the relation: 2c = a + 6 + 1 . These satisfy the following ODE: (1 - ify
- 2iy + [1/(1/ + 1) - Y ^ - l y = 0
with fj, = | ( a + 6 — 1), v = |(—a + 6 — 1). This can be obtained from equation (2.39) with the transformation x — —^ . 7)(HYPERGEOMETRIC POLYNOMIALS OR JACOBI POLYNOMIALS). These are the hypergeometric functions where the series stop, and reduce to polynomials. This happens iff at least one of the parameters a and 6 is an integer — n < 0 . In the following we quote some particularly important cases. 7/l)(LEGENDRE POLYNOMIALS), (a = - n , 6 = n + l , c = 1). They satisfy the following ODE: following ODE: (2.40)(Legendre equation) (2.40)(Legendre equation)
x(l - x)y + [1 - 2x]y + n(n + l)y = 0. x(l - x)y + [1 - 2x]y + n(n + l)y = 0.
The Legendre polynomials are the unique polynomial solution of this equation: The Legendre polynomials are the unique polynomial solution of this equation:
P„(x) = F(-n,n + l I l ; i T ^ ) .
P n (x) = F ( - n , n + l , l ; i ^ ) . 104 104
Therefore, the Legendre polynomials are spherical polynomials with (/i = 0, v = n). 8)(CONFLUENT HYPERGEOMETRIC EQUATION). This is the limit case of the hypergeometric equation of Gauss when two among the three singular points coincide, generating a non-fuchsian singular point. So, we have the following equation: xy + (c — x)y — ay = 0
(2.41)(confluent hypergeometric equation)
with singular points 0 and oo . More precisely, by applying to equation (2.40) the transformation x = z/b , the equation becomes z(l - Z-)y + [c - (1 + ^j-)z]y
-ay
=0
with singular points (0,6, oo). Therefore, taking the limit b —> oo , (and changing z with x for uniformity). We define: K u m m e r function (or confluent hypergeometric function) the following: *r
\
v
mr
i
x
\
r
(c)
V^
r ( a + ™)* n
I I For a = c we get: $(a, a; x) = ex . | | Therefore, the general integral of the confluent hypergeometric equation is the following: y = A$(a, c; x) -f- 5 x 1 _ c $ ( a — c + 1,2 — c; x) with A and J5 arbitrary constants. | | One has the K u m m e r relation: $(a,c; a;) = ex$(a — c,c\ —x). | | The confluent hypergeometric equation coincides with the Laguerre equation by putting c = a + l , a = —A. The unique polynomial solutions of this equation are the Laguerre polynomials L„~ (x) (= confluent hypergeometric polynomials), defined by the following:
£<,»>(*)= (* + " ) * ( - n , a + 1;*). |
| If a = ± | the Laguerre polynomials are called Hermite polynomials: Hn{x) =
L{nh\x). 105
,
I I In the case c = 2a the hypergeometric confluent equation can be transformed into the Bessel equation: v2
(2.42)
xy + y + (x
)y = 0.
In fact, substituting a = i / + | , c = 2i/ + l , into equation (2.41), namely we have xy + (2v -f 1 — x)y — (v + \)y = 0. After the change of variables y = a(x)z , with a(x) = exf2x-u = e(xIV-ul°z x , we get: xz + i - (f + £ ) * - 0 . Therefore, putting x = 2z£ , we obtain equation (2.42). | | If we denote by C(a, c; x) the general integral of the hypergeometric confluent equation, and with Zv{x) of the Bessel equation one, one has: Zv{x) = xve~ixC(v
+ - , 2 i / + 1; 2 i z ) .
| | Each solution of the Bessel equation is called cylindrical function. | | We call Bessel functions of first type ones corresponding to the Kummer function (that is multivalued): (2.43)
Ux)
= ^J—^Ye-"*^
+ \ , 1v + 1; 2ix).
I | We call Bessel functions of third type (or Hankel functions) (x and v real numbers): (2.44)
H^ix)
= - - ^ ( 2 z ) V ' ( l - ' ' 7 r ) t f ( i / + i 2i/ + 1; -2zx), V7T
2
and (2.45)
#< 2 ) (x) = - - ^ = ( 2 x ) » c - i ( x - " r > * ( v + \,2u + 1;2«),
where (2.46)
*(q,c; x) EE
F(1
~^
$(a, c; s) + I ^ = i > s * - ' g ( a - c + 1,2 - c; »),
is a solution of the hypergeometric confluent equation. I I We call Bessel functions of second type (or N e u m a n n functions, or Weber functions): (2-47)
Yv{x) = ^{H\x)
- H\x)) = N„(x). 106
Thus the general integral of the Bessel equation can be written as follows: (a) Zv(x) = AJv(x)
+
BJ-v(x)
where A and B are arbitrary constants. (If v = n = integer is J-n(x) = (—l)nJn(x) so the above representation of the general integral of the Bessel equation does not work anymore.) (b) Zu(x) = AJv(x)
+
BYv(x).
(c) Zu(x) = AHl1\x) □
BHl2\x).
+
We call uniform Bessel functions: E„(Z) =
t~vl2Jv{2yJC}.
I | We call modified Bessel functions that corresponding to purely imaginary values of x . In particular, we put: e~v^2Ju(e^2x)
/„(£) = I\U{X)
—
7T Iv(x) 2
= £TEv{-x-)=
Y, 0
1 (*}l+2„ r(i/ + n + l ) n ! v 2
Iu{x)
. sin(i/7r)
REMARK 2.23 - 1) If v g N , any couple of the following functions J„(s),
J_„0r),
Yu(x),
H^ix),
Hi2\x)
is independent. Then, the general integral of the Bessel equation can be written as a linear combination of two of the above functions. 2 ) I f i / = n £ N , any couple of the following functions Jn(x),
Yn(x),
H£\x),
H«XX)
is independent. Then, the general integral of the Bessel equation can be written as a linear combination of two of the above functions. 3) In the following table integral representations of some special functions are given. (See also refs.[31,143].) 107
TAB.2.3 - Integral representation of some special functions a) F(a, b, c; x)
= r ^ f e
/[,,„] ^ i
1
" ^—'(l ~ ^)
- 6
*
(»(c) > &(a) > 0)
b)*X«Ac;l)
= ^STdtl (c-a)r(c-6)
c) *(a, 6, c; *)
= r (.&t.) 4,0] ^ ' ^ ( l + * ) ' — ^ =rfeT^[^" 1 ( 1 + 0c"fl"1] - 755^)(f)" /[-i,U etXZ(1 " ^ 2 )"- 1 / 2 ^
d) J„0O
2.3 - C H A R A C T E R I S T I C S O F P D E s In this section we will show that on a PDE we can recognize vector fields (char acteristic fields) that allow, under suitable conditions, the effective construction of (singular) solutions. In this way, the integration of PDEs is reconducted to that of ODEs. THEOREM 2.15 - Let M be an n-dimensional manifold. Let D C TM a p-dimensional distribution on M , namely a vector subbundle ofTM vector spaces of dimension p . 1) Let ^ ( A O D be the submodule ofn1(M)
= C°°(T*M)
, with fibers
defined by
^ ( A O D = {ee Q}(M)\e\v = o,Vv e D} . Then, ^(M)^ is locally a C°°(M) free-module of dimension n-p = r . Thus, there exist r local 1-forms 01,...,0r , such that Va G 0 1 ( M ) £ ) has the following local representation: a=
^
<XjOJ,<Xj
eC°°(M).
l<j
We say that D has r rank. 2) Let J ( D ) C ft*(M) be the ideal in Qm(M) defined by
i(D) = {ue nm(M)\u = Y,up^p e w(M),u>p(vu...,vp) = o, vt/t- e B } .
108
Then, 1(D) is locally generated by 0 1 ,... ,.•• ,6r , namely we have locally, for any u u>GG 1(D) , the following representation u = Yli<j
G 1(D) one has
UJ
V\UJ
G J(D) .
3) Vice versa , if 1 C 0*(M) is an ideal locally generated by r = n — p independent differential 1-forms 0 1 , . . . , Or , then there exists a unique distribution D of dimension p on M such that 1 = 1(D). 4) In particular, let 1 =< E > be the ideal generated by a set S E { cja }i< a
is the rank of 1. If 0 e 1 is a differential 1-form, it also belongs to
Q}(M)x . Then, the distribution D associated to 1 is the kernel of ft1 (M)j: = 0 , V0 G £l\M)x}
D = {Xe C°°(TM)\X\0
.
Furthermore, one has G 1,
D = {X e C°°(TM)\X\LO
Vu; G 1} = {X G C°°(TM)|xJa; G 2 , Vu; G E} .
5) In particuiar , if E = {u} , then D = {X G C°°(TM) |a;Ju; = 0} , as u = E i < a i < . . . < a p < r ^ i ...apO^
A...A<9 a p,o; ai ...ofp G R , where f ^ } ^ . ^ is a iocai
1
basis of 0 (M)x . In this case , ^ {V,J'}1< •<
I Sa
-f°ca-f basis for 0 1 (Af), then the
1
module 0 ( M ) j is locally generated by the following differential 1-forms:
li2...ip
= ^l^ii1...ip
i 1< i
2
< •••
if
X) E
. .i l ..,, . ^) ^A...AV A . - . A ,^ -^ u, >
T ^'* po > 0 ,. l\
is a iocai representation of to . EXAMPLE 2.9- The differential 2-form F = l E K k j X n ^ ' 1
sociated space Q (M)j
A
^ 1
one generated by 1-forms jj = J2i<j
h a s a n as
~
• The l° c a l
dimension of this model, i.e., the rank of F, is the rank of the matrix (F tJ ). [The rank of a square skew-symmetric matrix is an even number. In particular, the deter minant of (Fij) is zero if n=odd; this means that the rank of F is < n.] For example, let us consider the 2-form on R 3 , F — Adx A dy + Bdy A dz + Cdz A dx , namely
( 0 -^ (F{j) =[ -A V C C
A 0 -B - 5 109
-C\ B . 0 /
The conditions on the components (vk)i
+ (V\^2)ALJ2
(v\u2)
1
^(VIMALO
(v\ip2)Auj2
+
+ ( - l ) d c « * ^ 2 A [(A2t;3 - i M 2 ) * 1 + ( A 3 ^ - AlV3)02
+ (AlV2
-
A2v1)03).
Thus, V\LJ e l iff (4 2 <; 3 - As* 2 )* 1 + (A3U1 - A1v3)02 A2u3 -
A3v2
= fa1,A3v1 2
Aiv
+ (A l V 2 - Aat; 1 )* 3 = /to 1
-Axv3
= fa2
1
- A2V = / a 3 .
Therefore, a system of 1-forms generating the module Q1(M)j 3
2
{LO\(A20
- A30 )a2
1
3
1
- (AzO - A16 )au(A30
is the following:
3
- A16 )a3 - (A162 - A201)a2}
.
Hence, the system {u; 1 ,^ 2 } has rank 3 if the above 1-forms are independent ones. Furthermore, 0 1 ( M ) j has rank 2 , and is generated by the 1-forms Q1,02 iff 03 = 0,A2a2 + Ai
be an exterior differential system on M. We define characteristic s y s t e m of 2 the PfafRan differential ideal (i.e., formed by 1-forms), Char (2) = 2 < H 1 ( M ) i > , identified with the smallest submodule Q}{M)j C Q}(M) such that 1 C A(Q>1(M)j). [Note that Q}(M)j is a locally finite C°°(TM)-module; the local dimension ofQ,1(M)I is called rank ofChar{2), an is called the class of 2.] A characteristic manifold of 2 is an integral manifold of dimension (n — r) of the characteristic system Char(2). REMARK 2.24 - 1) If J is generated by 1-forms E = { 0 1 , . . . ,0r} , namely E is a basis for Q}{M)j , then Char(2) is also generated by the same E . In fact, 2=<01,...,6r
>=< E >=^ Char(2) =< 0\ . . . ,0r,d0\...
,d0 >=< E, dE > .
Thus, we can write, u
=
Y2 (ai
A 0J
) + (ft A d0i)>Vcj
!<>
110
e
Char{2),
\/oLhPj £ 0 * ( M ) .
This means that dOi = {a, = 0,/3j = 6)} . 2) Of course, the characteristic system of X is fully integrable. The corresponding distribution Char(X) is involutive. If y 1 , • • •, yr is a complete system of independent first integrals of Char(X), then X =< E > , with E = {a1-1...j,dy'1 A . . . Ady*',0 < s < r ^ ^ . . . ^ = ^ . . . ^ ( y 1 , . . . , y r ) } . Furthermore, if ID is a distribution associated to X, one has Char(X) C D , Char(X) D X. 3) Let / : TV —► M be an integral manifold of X, dim(iV) = m, dim(M) = n . Let r be the class of X. Then, the manifold E = N x R n - r is also an integral manifold with respect to the mapping F : E —> M , locally defined by (y1,...>ym,u1>-..,u—■)«(/V),-,/r(ya),«1,-:-,«B-r) = (^,-"^B) where { y a } are local coordinates on AT, {uA} are local coordinates on R n - r and {x%] are local coordinates on M such that the subbundle H C T*M , that identifies the Pfaffian system Char(X) is generated by {dx1, • • •, o?xr} . Furthermore, if N is a submanifold of M such that the matrix (dya.xA) is of constant rank m, E is also in a neighbourhood of TV a submanifold of M , of dimension m -f n — r; then we can say that the submanifold E built by considering at each point of N the characteristic submanifold that passes through this point, is also an integral manifold. EXAMPLE 2.10 - M = R 3 , E = {a(x1,x2)dx1 Adx2} . The characteristic manifolds are the following: x = c ,x = c ,
c ,c t K.
Each line in R 3 is an integral manifold of < E > . Let us consider the line
r = {[0,1] -► R 3 ,t ^ ( ^ ( t ) , ^ ) , ^ * ) ) } . The surface F : E = [0,1] x R —» R 3 , ( t , A) i-> (x 1 (t),a; 2 (t), A), is also an integral manifold of E . DEFINITION 2.15 - Let D C TM be a distribution. DEFINITION 2.15 - Let D C TM be a distribution. mapping 0
D
: ft^M)!) -> C°°(A 2 (B*)),u; ■-► Q(u)(X,Y)
Then, to D we can associate a Then, to D we can associate a
= dw(X,Y)
, V J , F E C°°(B).
We caiJ Oj) the methasymplectic structure of the distribution D . Ill
THEOREM 2.16-1) If we consider the following exact sequence: 0 - ^ D - > T M - > T M / D -► 0 that induces the following one: 0 <- B* <- T*M *- ( T M / B ) * 4- 0 we get the foiiowing identification: a 1 ( M ) D = C°°((TM/D)*). 2) Thus, H £) can be identified with a vector space valued differential 2-form: fiD e C 0 0 ( A 2 ( D * ) ) ( g ) C 0 0 ( T M / D ) . 3) The characteristic distribution Char(I)a,I = lj^ , of the distribution D is the distribution of the subspaces of degeneration of the methasymplecticztic str structure, i.e., Char(l)a = k e r ( f t D ) a = f] ker(ft D )(u;) a ,VaeM . u;GQ1(M)D
DEFINITION 2.16 - The characteristic vector fields of a PDE Ek C JVk(W),
7T : W -► M
are vector field belonging to the characteristic distribution Char(Ek) namely to the distribution corresponding to the characteristic differential ideal ofEk, Char(Ek) = C/iar(T(E f c )) where Z(Ejfc) is the ideal generated by the Cartan distribution on Ek . PROPOSITION 2.8 - 1) A vector field of the Cartan distribution E fc has the following local representation:
(2.48)
v = X°[dxa+
J2
yil...a.adyf1-"-] +
Yl^akdy^-a\
0<s
(2.49) X"[(dza.FI)
+
£
yL..a,a(dy^--°'.FI)]
0<s
112
+ Yi...ak(dy^.FI)
= 0,
where F1 are numerical functions on JVk(W) that locally define Ek . PROOF. The Cartan distribution is defined by the vector fields on JVk(W) annihilate the following differential 1-forms that generate J(Efc):
M
= df1,^...^
= dy3aimmmam - y3ai...amadxa}
that
.
As a consequence such vector fields are:
v = X°dxa+ £
Y'^dy?"-
0<s
such that { < u^v >= 0, < u>ai
as,v
a
*> {X (dxa.F') + >
0<s
>= 0}
^ . . . a . ^ ; 1 - 0 ' . ^ ) = 0,!£...„. -yi l ... 0 . a X« = 0]
n Thus equations (2.48) and (2.49) must be verified. □ 2) The vertical vector fields v = Y^ akdy°Cl"ak belong to E * iff it belongs to the symbol gk of Ek . PROOF. In fact, such vector fields must satisfy equations (2.49) with Xa = 0 , namely Y>l...ak(dy?-"a>.FI) = 0. But these equations say that v G gk • D ^ 3) Solutions of Ek , namely integral manifolds (in general no maximal ones) of Efc , are integral manifolds of Char (Ek),
namely are characteristic
PROOF.The characteristic system Char(X(JBk))
ls
manifolds.
the following differential ideal:
C / i a r ( 2 ( E f c ) ) = < J ( E * ) , c Z J ( E * ) > ^= ^< w 0 » w i 1 . . . o . > d 2 / i i . . . o - 7
Adx7
> .
Thus , if / : N —> Ek is an integral manifold of E * , it is also an integral manifold of Char(Ek). □ 4) A vector field X G E^ is characteristic, namely X G Char(Ek), iff Cxu
G C / m r ( J ( E f c ) ) , Vu; G T ( E * ) .
PROOF. Assume that X G E * then Xju; G T ( E f c ) , VCJ G X(E fc ) -> d(XJtj) G C/iar(J(E f c )), dw G Char C7mr(T(Efc)) -* Cxu = d(X\u) + XJdu; G CJiar(T(E*)). 113
Vice versa, if X e
Char(I(TEk))
X\dwe
C7mr(T(E*)),
d(X\u>) E
Char(lCEk))
LxueChar(l(Ek)).
D 5) (a) Let v £ <Sym(Efc) = space of infinitesimal symmetries of Ek. infinitesimal symmetry of Ek is a vector field on Ek such that
An
CVX G Ejfc, VX G Eit. Thus, Sym(Ek) results in a Lie algebra with respect to the Lie bracket: [v,u] = Cvu . Let
ia = Xa (2.50)
VLl...a.=yl1...a.aXa,0<S
= Yj
where the functions on the right are such that they satisfy equations (2.48), (2.49), and such that < w,o?y£ A dx1 > are linear combinations of LOQ and u>^ . THEOREM 2.17 - 1) Every point q E (Ek)+i determines on q = wk+ltk(q) E Ek , characteristics, namely straight lines identified with 1-dimensional subspaces Lg-fl Lf C TqEk , where q1 E (#fc)g"^ S\(q), where Si(q) is the characteristic cone at q . Each characteristic line can be identified with a line on TxM,x = 7Tk(q) E M , that is also called bicharacteristic on M . 114
2) The dual version of the concept of characteristics is that of characteristic covectors that belong to (n — 1)-dimensional subspaces of (Lq-)* given by Ann(L-qP[ Lq>) . As (L-q)* can be identified with (TXM)*, Ann(L-q D L-q>) can be identified with a (n — 1)-dimensional subspace of (TXM)* . The set of such cocharacteristic planes is a submanifold Chari(Ek)-q of Gn-i}3(TqEk) = Grassmannian of (n — 1)-dimensional subspaces ofTqEk,q = irk+iik(q),s = dimTqEk . REMARK 2.25 - A generalization of the concept of characteristics can be obtained by considering z-dimensional characteristic strips. These are z-dimensional subspaces of L-qf] Lq' C TqEk where q' G (^fc)g-H Si(q), and Si(q) is the z-characteristic cone at q . These identify i-dimensional subspaces on TXM . The dual aspect is obvi ous. The following definition relates the concept of characteristic directions to that of characterisic submanifolds of M with respect to PDEs. DEFINITION 2.17 - Let a C Ek a (n - 1)-dimensional integral manifold of Ek . We say that a is characteristic if there exists a submanifold W C (Ek)+i of dimension a (n — 1) such that nk+\,k(j?) — & md nd s\such that for any q G W and for some q' G (^fc+1)g-fl Si(q) the corresponding characteristic line passing through q = TTk+i,k(q) G a is tangent to <J\ otherwise we say that a is non-characteristic. Similarly , we can define characteristic manifolds of dimension (n — i) of Ek . Similar extensions can be obtained by considering a C Ek+3 , where s G Z , ifs< 0,Ek+s = TTk,k+s(Ek) • PROPOSITION 2.9 - If a is characteristic, the (n — 1)-dimensional submanifold 7Tfc(cr) = N C M is (bi) characteristic. PROOF. In fact, the tangent spaces of N have as annihilators characteristic covectors.
□ THEOREM 2.18 - Let Ek C JVk(W), be a PDE, over the fiber bundle TT : W -* M . Let us consider the restriction on Ek of the Cart an distribution on JT>h(W) and describe the characteristics of this distribution in the sense introduced above. For any point q G JT>k+1(W)x^x G M , and any vector v G TXM , denote v(q) G L-q the vector such that T(7rki0)(v(q)) = v . Assume that Ek is such that TTk-\-\,k '• (Ek)^ —> Ek,Kk,k-i '■ Ek —* JVk~l{W) areare smooth fiber bundles, where (Ek)^ is the first prolongation of Ek . Then, Char(Ek)q is the set of vectors v(q), v G TxM,q G that v k (£*) ( 1 ) > such such that \° = 0 , for any tensor 0 G gk(q) C S ((TxM)*) ® vTpW,p = 7Tk^(q) • Here Char(Ek)q denote the characteristic vectors of the Cartan distribution at the point q G Ek . PROOF. See ref.[73].
□
DEFINITION 2.18 - We say that a PDE Ek is degenerate at the point q G Ek if there is a subspace E(q) C (TXM)* such that gk(q) C Sk(E(q))
COROLLARY 2.1 - 1)
Char(E{Ek\ k)q
^ 0 iff Ek is a PDE degenerate at the point
qeEk. 2) The subspace E(q) = Ann(T(7rk)0)(Char(Ek)q))3*),)) is the degeneration subspace of Ek at the point q G Ek . 3) A vector v(q) G (Ejt) g is a characteristic vector of the Cartan distribution iffv(q) is a characteristic vector of Ek , namely some integral co-line L(W, w) is characteristic. 4) Let w G (Efc)g be a characteristic vector of the Cartan distribution at the point q G Ek , then w G Lq , for some element q G (Ek)^ . THEOREM 2.19 - Let Ek C JVk(W) be a PDE such that: (i) TTjfc+i.fc : (Eh)(1) -> £?jfc,7rjfc,fc-i : #fc -* J ^ * _ 1 ( W ) are smooth Eber bundles; (ii) H : q »-> H(#) ,Vq £ Ek , is a smooth vector fiber bundle, where E(q) is a space of degeneration of Ek to the point q . Char(Ek)q is a smooth distribution on Ek and the fiber Char(Ek)q coincides with E(q) , for any point q G (S£ + 1 (T X M)
i
0 : / , ( „ _ i) - G, + l f n ((T x M)*) 1 0(S,Lo) = S
J
Therefore, dim J,(n - 1) = m[(2+*) - ('+ + t + 1 ) + /('+*)] - Z2 - / - 1 + m . 116
If we denote by xi the codimension of E(l)-singularity, dim(//(n — 1)), then we get
namely xi = dim(I0(n — 1)) —
lb
x( = m[0-a-^)-i]+' 2 + /. We can see [73] that if q £ P is the point where the application 7T}~ k—i ' P —* JVk~1(W) has a singularity of Thom-Bordman type £(/) and I > 3 , and TqP £ Ii(n — 1) does not lie on the boundary of the regular cell I0(n — 1). Then , if dim(I/(n — 1)) > dim(I0(n — 1)) , some neighbourhood of the point q completely consists of singular points, that cannot be removed with little deformations. The solutions of PDEs with Cauchy data P are n-dimensional integral manifolds Q such that Q D P . By using the description of involutive subspaces, and the following immersion TqQ D TqP to each point q £ P , we get (a) L'0 D L O ! ( b ) S ' c S . If
TqQ = (q,z.',L'0) and TqP =
(q^L0).
But L0 C Sk(E) (g) vTpW and L0 C L'0 C Sk(Z') (g) vTpW . Therefore, L0 must be the degeneration space in Sk(Z)®vTpW in the sense intro duced above. THEOREM 2.21 - The Cauchy data P C JVk(W) admits a smooth solutions at the point q £ P (namely there is an n-dimensional integral manifold Q D P and q £ Q) if L0 =kei(T(irk,k.1\P)q)\p)q C Sk(E) (g) vTpW is a degenerate subspace. DEFINITION 2.20 - Define q £ £(/) C P frozen singularity if L is a nondegenerate subspace in Sk(Z)(g)vTpW.
\w
Then we have ^ THEOREM 2.22 - There are no n-dimensional integral manifolds with Cauchy data and passing through frozen singularities. THEOREM 2.23 - (CLASSIFICATION OF AFFINE PDEs OF THE SECOND OR DER BY MEANS OF CHARACTERISTICS). Set M = K2,E = M x K. Let us consider the following PDE: (2.51 ) ( £ 2 )
Auxx + 2Buxy + Cuyy + Dux + Euy + Fu + G = 0 117
with A, B, C, D, E, F, G C1 -numerical functions on M . The symbol of E2, (g2)q C S$(R2) is defined by the set of vectors 6 = Xaia2dxai Qdxa2 such that Xaia2 satisfy the following equations XXXA -f Xxy2B + XyyC = 0 . Thus a vector v E TpM ^ R 2 is characteristic if for any element 0 G (#2)? one has v\6(6) = 0 . Thus the following system must be satisfied: AXXX + 2BXxy + CXyy = 0, vxXxx + vyXxy = 0, vxXxy + u y X y y = 0 . This system has solutions if the determinant
det
A vx 0
2B vy vx
C 0 vy
= A(vy)2
of the coefficients is zero: - 2Bvxvy
+ C{vx)2
=0.
If the determinant is ^ 0 the system has no characteristic vectors at q . If the de terminant is = 0 we can divide by (vx)2 , and put -^ = ^ , we get the following equation: (2.52)(characteristic equation ofE2)
M-rf dx
~ 2B-T + C = 0. dx
From this equation we get
$u£±^ *-*7 dx A 'fAs ~ dx A Therefore, we distinguish the following three cases: (a) A > 0 (hyperbolic PDE); (b) A = 0 (parabolic PDE); (c) A < 0 (elliptic PDE ). REMARK 2.27 - This equation can be written as follows: (2.53)(characteristic e q u a t i o n of E2)
A(<j)x)2 - 2B(
where (f)(x, y) is the equation of a curve in R 2 . This equation can also be written as follows: (2.54)(characteristic equation of E2)
A(—f - 2B— + C = 0 .
y
>y
B y considering t h a t >(x, y) = 0 -> d<j> = 0 => >xdx + <j)ydy = 0 => &- = -j% . T h e n
from the above equation we get equation (2.52). REMARK 2.28 - In the hyperbolic case the characteristic lines that start from a point of R 2 are two real lines; in the parabolic case the characteristic lines coincide; 118
and in the elliptic case are imaginary ones, namely from a point of R 2 do not pass through real characteristic lines. EXAMPLE 2.11 - 1) (STRING EQUATION).(HYPERBOLIC PDE). uxx-uyy = 0. The characteristic equations are: ^ | = ± 1 => y = ± x 4- const. 2)(LAPLACE EQUATION). (ELLIPTIC PDE). uxx + uyy = 0 . The characteristic equations are: -p = ± i . 3)(HEAT EQUATION).(PARABOLIC PDE). uxx - uy = 0 . The characteristic equations are: -^ = 0 => y = const. 4)(CASE E = R 3 x R ) . Let E2 C JV2(E) be the foUowing equation: (2.55)(£ 2 )
Auxx + Buxy + C « z z + Dux + £uj, + Ft/ Z + G = 0 .
Let (j)(x,y,z) = 0 be the equation of a surface a £ R 3 . Then, a is characteristic if it satisfies the following equation: A(
(2.56)(characteristic equation of E2)
By using a transformation we can put this in the form ei(<j>x)2-\-e2(
(2.57)
(*«)2+(*,)2-(*»)2=0.
By considering that the derivatives are proportional to the components (a, /?, 7) of the normal to the characteristic surfaces, we can write equation (2.57): a2 + /32 — j 2 = 0 , that together with the condition a2 + ff1 + j 2 = 1 gives 7 = ± l / \ / 2 . Thus the characteristic surface passing through the point {xo,y0^z0) is the cone of revolution with vertex in (z 0 ,yo,2o) a n d axis parallel to the z axis. EXAMPLE. (Vibrating membrane equation): uxx + uyy — -^Uu = 0 . (Ill)(Parabolic). A coefficient is zero. Then we can write the following case:
(a) {(j>x)2 + (
(c) (0 X ) 2 = 0. => (j> =
A f y i / , + /(x t t ,y>,yi / ,) = 0,
Af
: Kn -
R.
For simplicity we put n = 2 and m — 1 . Thus the above equation can be written as: (2.59)
Azxx +2Bzxy
+ Czyy + f{x,y,z,zx,zy)
= 0.
One can classify these equations in four cases, following the fact that characteristics are real ones or not. Here, characteristics mean system of curves defined by the differential equation: dx
A
namely: (I) ELLIPTIC PDE: A < 0; (II) HYPERBOLIC PDE: A > 0; (III) PARABOLIC PDE: A = 0; (IV) MIXED PDE: This assume in particular different domains of the above types. DEFINITION 2.21 - We say canonical forms of the above three types the following ones: (a) Elliptic: A2z + / = 0 , with A2z = zxx + zyy\ (b) Hyperbolic: zxy + f = 0; (c) Parabolic: zxx + / = 0; (d) Mixed: yzxx + zyy + / = 0 . PROPOSITION 2.10 - Any equation of the type (2.59) can be placed in the canonical form. PROOF. (Hyperbolic case). Let us assume that after integration of the charcteristic equations of the two previous systems we have the following form: >(x,y) = const., ip(x, y) = const. Let us make the change of variables £ = >(x, y), rj = tp(x, y) , thus from (2.59) we get an equation of the same type, with new coefficients A\, B\ . . . . As in the plane (f, r/) the characteristics will be represented by the equations £ = const.,r/ = const., it follows that their equations should be reduced to the form d£>Adn = 0. Hence we shall have A\ = C\ — 0 . Thus, by dividing by 2B\ , the given equation reduces to the canonical form. (Elliptic case). The characteristic equations will be of the form X(x,y) + ifj,(x,y) = const., A(x,y) — ifi(x,y) = const. , where A and // are two real functions. On the other hand, the substitution £ = \(x,y),rj = fx(x,y), should reduce equation (2.59) 120
to the form (d£ + idrj)(d( - idrj) = d£2 + dry2 = 0 , that implies A1 = Ci, B1 = 0 . As a consequence, by dividing by Ai , equation assumes the canonical form. (Parabolic case). Here there is only one system of double characteristics, that can be represented by the equation <j)(x,y) = const. Thus, by considering the change of variables, f = (j>(x,y),rj = y , equation (2.59) will assume the form d£2 = 0 . Thus B\ = C\ = 0 . Dividing by A\ we will have the canonical form. □ EXAMPLE 2.12 - (SUBSONIC AND SUPERSONIC FLOW AROUND PLANE DOMAIN: FROM ELLIPTIC PDE TO HYPERBOLIC PDE). 1) Let D be a domain that moves with a stationary velocity U in air at rest. With respect to a frame attached to the domain D we have that the potential u of the velocity satisfies the following PDE: (1 - M2)UXX
+Uyy
=0
where M = Mach number = ^ , with v = sound velocity. We have the following velocities: (a) M < 1: Subsonic flow (Elliptic PDE) : B2 - AC = M2 - 1 < 0; In this case the flow lines around the domain D are regular enough. (b) M > 1: Supersonic flow (Hyperbolic PDE) : B2 - AC = M2 - 1 > 0; In this case the flow lines around the domain D are non-continuous (shock waves). (c) M = 1: Transonic flow (Parabolic PDE) : B2 - AC = M2 - 1 = 0. 2) (TRICOMI PDE). For the transonic flow a more suitable equation is the following: WjJ
Xllyy
^ U.
Now, B2 — AC = x =>- for x < 0 Tricomi equation is elliptic and for x > 0 it is hyperbolic. ^ THEOREM 2.24 - (INTEGRATION OF PDEs BY MEANS OF ODEs: THE METHOD OF THE CHARACTERISTICS). 1) (PDEs OF FIRST ORDER). Let us consider the equation F(xxa,y,y = ,y,ya) = 00,, a)
(2.60)OE?i C J£>(M,R))
that identifies the following exterior differential system on JV(M, R ) : {uo =F,uj1=dy- ay - ykaxykdxk\).
(2.61 )(S)
A solution of Ei is identi£ed by an n-dimensional
integral manifold of (S) locally
defined by a mapping U c R n -* R 2 n + 1 = J£>(M,R), {xa} i-> {xot,u{xa\{dxa.u)} 121
.
The closure of (S) is obtained by adding the following differential forms: (2.62)(dS)
{u2 = dw0 = dF = [(dxa.F) + ya(dy.F)]dxa,u3
= dya A dxa).
The characteristic s y s t e m of Ei is the following
ia --=(dya.F) a y-- = ya(dy .F) ya-- = -[(dxa.F) + y a(dy.F)]
(2.63)
namely, the characteristic vector field is the following vector field v : E\ —► TE\ , represented by v = (dya.F)0xa
+ ya(dya.F)dy
- [(dxa.F)
+ ya(dy.F)]dya
.
This is a vector field on E\ that is tangent to any solution of Ei . Let us define bicharacteristics the projection of the characteristic curves on W = M x R . EXAMPLE 2.13 - 1) (LINEAR EQUATIONS). F = vk(x)yk = 0 . The characteristic vector field on Ei is the following: v = vadxa
+ yavady
- [(dxa.vk)yk]dya
.
The corresponding vector field on M is v0 = vadxa . A hypersurface X C M is characteristic for the equation if the characteristic vector field v0 on M is tangent to the hypersurface X . [In fact, if X is defined by the equation / = 0, X is characteristic if va(dxa.f) = 0 . This equation shows that v0 is tangent to X]. 2) (QUASI AFFINE EQUATIONS). F = vk(x)yk - f = 0, vk, f : W -> R . The projection of the characteristic vector field on W is the following v = vadxa
+ fdy .
The corresponding characteristic equation is
(2.64)
• ex a X = V
y=f
The corresponding solutions are curves on W = R n + 1 . IffI(xa,y) = cj , 1 < / < n , are the general integral of (2.64) (the intersections of these surfaces generate the characteristic curves). The general solution of E1 is the following ^(/i(xfc,y),...,/n(^fc,y)) = O , 0 : R n 122
R
where
(2.65)(£! C J2>(Af,R))
= 0,
be a P D E of iirst order. Then, if a C Ei is a non-characteristic regular integral manifold of dimension n — 1 , (namely the characteristic vectors passing for q G o , do not belong to the tangent space Tqcr), then there exists a regular solution passing through
=0 = 0,1 < A < n - 1.
From the implicit function theorem, we have that if the jacobian j = det(dya.H^) ^ x 0, 0 < ^ z < n — 1, these equations have a differentiate solution ya(u ) in the neigh bourhood of any point of N . On the other hand, under our hypotheses, must be j / 0 . In fact, as a is a regular manifold the matrix (du\.xQ) has rank n — 1 , namely the map H —> M is an immersion. Furthermore, as a is not characteris tic, the characteristic vector field on M is not tangent to ^ ( a ) = N C M. This 123
is the vector field v = (dya.F)dxa . As the tangent space to N is generated by e\ = (du\.xa)dxa , it follows that v belongs to TPN iff (dya.F)
(2.66)
= fix(dux.xa),
1 < a < n.
This is a linear system of ra-equations in (n - 1) functions (/z 1 ,... , / / n _ 1 ) . As the matrix of the coefficients (dux.xa) has rank (n - 1), from the Rouche-Cappelli theorem it follows that the system (2.66) is compatible iff the matrix Q ^ « ' F ) ) n a s zero determinant. Thus the condition that a is not characteristic assures that j ^ 0 . Let us, now, {&}t£]_€ < C R, 4>t : # i -* # i , be the 1-parameter group of transformations generated by the characteristic vector field v . In local coordinates we have: y(u A ),
(a)
xa = xao
(b)
y = yo
(c)
ya = Va°
<£(*, X\UX),
ya(ux))
y(MA), y a ( u A ) )
where <j> is the unique solution of the characteristic system for any initial condition (0,xl,y,ya) G cr . From (a) and (6), by means of eliminitation of t, we have a differential function y = y(xa) that represents a regular solution for the Cauchy problem. This condition is possible if j = det(L"^ a z ) ) ^ 0. On the other hand (dt.xa) = (dya.F). Thus J = j ^ 0 . □ EXAMPLE 2.15 - 1) (HAMILTON-JACOBI EQUATION). Ei C JV(M, R ) = T*M x R : tf ( x a , (dxa.u))
= 0.
The projection of the characteristics on the cotangent bundle, by means of the canon ical projection J£>(M,R)^T*M gives the following system of equations:
I
xa = (dpa.H) Pa =
I
-(dxa.H)
The projections of these on M gives, after integration, the bicharacteristic curves of Ei on M . 2) (EIKONAL EQUATION), (dxi.u)2 + . . . + (dxn.u)2 = 1, where u = optic dis tance. This is a particular case of Hamilton-Jacobi equation. The level surfaces of u are called front waves. The caustic is the set of critical values of the projection of an 124
integral manifold on M . The characteristic equations for the eikonal equation are the following: xa = 2ya y=2 Va = 0 Therefore, the characteristic that starts from qo = (^cn 2/o>yfc,o) ^ -^l » (such that Ei<*<3(2/*»o)2
=
-0 *s ^
e
^ n e °^ parametric equations:
{xa = 2ya,0(t-t0)
+ x%,y = 2{t - t0) + y 0 ,y« = ya,o} •
By elimination of (t — t0) we get: (2.67)
{xa = y a , 0 (y - y o ) + ^?,2/a = 2/a,o}-
The set of characteristic lines passing for
X>*-*o*) 2 = (y-vo) 2 . l<Jfc<3
REMARK 2.29 - (INDEX OF SINGULAR POINTS OF VECTOR FIELDS). l)DEFINITION 2.22 - Let v : U -> TV be a smooth vector field defined in a region V of the plane R 2 with coordinates (x1, x2) . Let v =. vxdx\ + v2dx2 be the linear representation of v . In the plane R 2 the system of coordinates defines an orientation and a euclidean structure. Let eliminate from V the set £ of the singular points. Put V = V \ £ . Let us define the following mapping: (2.68)
f:U'-*
V2(x)
=
S\f(x)
This mapping is smooth as we have removed the singular points (u2 ^ 0,v2 ^ 0 ) . The differential
d
v2dv\ — v\dv2
vi + vi
is defined in all V. Let define index of an oriented closed curve T = {7 : S\ -^ V'} the following integral: ind(7) ind(7)
= — =WZ/ d,d>. t>
2)THEOREM 2.25 - The index of 7 is equal to the sum of the indexes of the singular points that are inside the domain D with boundary T. 125
PROOF. Assume that v has a finite number of singular points inside D only. Denote by D' = D \ £ ' , where E' is the set of the singular points with a little circular neighbourhood. Then, the boundary 3D' of D' is given by: 3D' = T — ^ I \ . So, we get:
0 = / d(
JdD'
JD>
d4= [ d>-J2 [ d>. Jr
• Jr.-
0 = ind(7) — y j i n d ( 7 t ) =4> ind(7) = Y^ind(7i). z
i
□ 3)THE0REM 2.26 - The index of 7 is an integer: ind(7) G Z . 4)(DEGREE OF MAPPING). The generalization of the concept of index on higher dimensional domains is given by the concept of degree of mapping. (a) Let / : Mi —> M 2 be a mapping between differentiable manifolds of dimension n . A point x 6 Mi is called regular point if Df(x) : T x Mi —> Tf^M2 is a linear nonsingular application. (b) Let us define the degree of / : Mi —> M 2 in a regular point x G Mi , the number [ +1
if
<*egx/H - 1 if
Df(x)
[ — 1 if
conserves orientation I
• • Df(x) changes orientation Df(x)
t
changes orientation
5 ) P R 0 P 0 S I T I 0 N 2.11 - (a) The degree ofDf(x) the point x G R n and one has
n
= Ae L(R )
J
does not depend on
degzA = sgn det(A) = ( - l ) m where m- is the number of eigenvalues of A with negative real part. (b) The degree of a mapping Df(x) = A G £ ( R n ) of the restriction f : 5 n _ 1 C R n -^ S71'1 C R n is given by: degx/ = degA. (c) (a) Let f : 5 n _ 1 —> S' n _ 1 be a mapping diametrically-opposite one. One has:
deg,/= (-!)». 126
that associates to each point
its
(d) Let A G Lc(Cn).
Then, one has:
deg x A R = + 1 . (e) Let y £ M2. regular point.
y is called regular value of f : M1 -> M2 if any x G / _ 1 (2/)
is
7) THEOREM 2.27 - Let Mi and M2 be two compact and connected n-dimensional ed n-i manifolds. (a) There exist regular values. (b) The number of points of the inverse image of a regular value is finite. (c) The following sum, X ^ e / - 1 ^ ) ^ e S x / > where y is a regular value, does not depend on the particular value y considered. (d) The nonregular values in M2 form a set of zero measure. 8)DEFINITION 2.23 - Define degree of a mapping / : Mi -» M2 the following number: de
g(/)=
J2
de
S*/-
*<E/-i(j,)
EXAMPLE 2.16- (a) The degree of the mapping / : S 2 -» Suf(z) = zn,n = 0 , ± 1 , ± 2 , i s n : deg(/) = n . (b) The degree of / : C P —» C P , /(z)=polynomial of degree n , is: deg(/) = n . (c) Let / : U' —* S1 be the mapping given in (2.68) by means of a vector field v in the domain U'. Let 7 : S1 —> t/ ; be a closed curve, and h = f o 7 : 5 1 —» 5 1 . Then, the index of 7 defined above coincides with the degree of the mapping h: ind(7) = deg(/i) . 9)DEFINITI0N 2.24 - The index of an isolated singular point p0 G D of a vector field defined into a domain D C R n is the degree of the corresponding application h : 5 n " 1 -► Sn~\ h(x) = $ft , where 5 7 1 " 1 = {x e Rn\\x - pQ\ = r} . EXAMPLE 2.17 - The index of the singular point 0 G R n of x = -x is ( - l ) n . 10)THEOREM 2.28 - The sum x of the indexes of the singular points of a vector field on a compact manifold of any dimension does not depend on the vector field, and it is a characteristic property of the manifold. This number coincides with the Euler characteristic of the manifold [25,50]. [In order to identify the Euler characteristic of a manifold, it is enough to identify the singular points of some ODE defined on this manifold.] EXAMPLE 2.18 - (a) EULER CHARACTERISTIC OF Sn AND R P n . X(S")
= 2X(RPn) = l + ( - l ) n .
PROOF. Let us consider the mapping f : Sn -+ R P n , p »-> rp = line identified by the vector OP = p . This is locally a diffeomorphism. The inverse mapping / _ 1 associates 127
to rp two points on Sn that are diametrically-opposite. So, any vector field on R P n defines on Sn a field with double number of singular points. Furthermore, the index of each singular point of the sphere is the same as the index of the corresponding point on the projective space. In order to calculate x ( ^ n ) » define the sphere with equation XQ -f . . . + x\ = 1 in R n + 1 and consider the function x0 : Sn -> R. Let us consider the differential function x = grad(x 0 ) on Sn and let us study its singular points. The vector field grad(z 0 ) is zero in two points: north pole (Af) = (x0 — 1) and south pole (5) = (x0 = — 1) . By linearization of the differential equation at north pole and at south pole we get ( = -f,(eR
n
= TMSn ; r) - rj, 77 G R n = TsSn .
Thus, the index in Af is ( - l ) n , and that in S is ( + l ) n . Thus we get: X(Sn) = l-f(—l) n . As a consequence we get that any vector field on a sphere of even dimension has at least one singular point. □ (b) EULER CHARACTERISTIC OF n-DIMENSIONAL TORUS. Tn = S1 x .. . n . . . x S1 :
x(Tn) = 0 .
PROOF. A differential equation, without singular points, exists in any dimension on Tn . For example: Tn = R n / Z n => { ^ = u>u <j>2 = w 2 , ■ • ■ ,
□
(RELATION BETWEEN MORSE FUNCTION AND CHARACTERISTIC
VECTOR FIELDS). Taking into account that any smooth manifold M admits a structure of Riemannian manifold, we can associate to any function / : M —► R a vector field, v = grad(/) : M —» TM. Then, to a critical point of a Morse function / (namely Df(x) = 0) there corresponds a zero of the vector field v . A separatrix diagram of the critical point x , is the collection of all the integral trajectories of the vector field having x as target or source. The trajectories of the first type go in an A-dimensional disc Dx corresponding to the local coordinates x1, • • • xx , and trajectories of the second type go in a disc Dn~x , corresponding to the other coordinates and transverse to Dx in the point of their intersection x . EXAMPLE 2.19 - Let dim(M) = 2 . Let x be a critical point of / : M -* R . Then x can be a maximum, minimum or saddle point. The theorem of the index of Poincare [25,50] assures that if M is a 2-dimensional compact manifold and / is a Morse function, then the Euler characteristic of M , x(M) , is equal to No — Ni+N2 , where JV0 = number of minimum points, Ni = number of saddle points and N2 = number of maximum points of / . ^ THEOREM 2.29 - Let N = N0 x 0 U 7^ x 1 be a given Cauchy data for a PDE Ek C JVk(W).
Let V C Ek be a solution that cobords N0 with Nt , i.e., dV = N . 128
□
Assume that V has an admissible Morse function (always possible) such that f is of the type (i/o, • • •, vs), where Vk denotes the number of critical points with index k . Then, V defines, and it is defined by, a characteristic vector field having u0 + .... + vs zero points on V . PROOF. In fact we can associate to the Morse function / its gradient v = grad(/) . Then, we can write V = [jt
□
2.4 - A F F I N E P D E s A N D G R E E N F U N C T I O N S In this section we give a geometric formulation for the Green functions. This allows us to express such functions by means of singular solutions of PDEs. (A) - G R E E N O P E R A T O R S A N D G R E E N K E R N E L S Let K = R, or C. Let E and F be K-vector fiber bundles of finite rank and class Cr on a manifold M of locally finite dimension n and class Cr. Let K be a differential operator on M between E and F, of order < k and class Ch, k < h < r — k . Let K* be the corresponding transpose operator between F' = F* 0 A^M and E' = E* 0 A^M . One has the following properties: (a) The mapping K i-> K* is K-linear. If k = 0, K* is the morphism L(K; id) : F' —* E'. (b) The symbol of K defines the following isomorphism: S*M 0
HomK(E,
F) -> S*M (g) HomK(F',
E')
given by ot ® / ^ ( - l ) f c « ® Hom(f, id) . (c) Let Ki,K2
be two differential operators. We get:
{K2oK1)*
=
K1*oKS
(d) In particular, for trivial vector fiber bundles, E = F = M xK , and with respect to a fixed volume form rj on M , one has E' = F' = M xK and the mapping K H F transforms scalar differential operators in scalar differential ones. EXAMPLE 2.20 - ( A a ) * = ( - I ) ' " ' A a , a G N n . DEFINITION 2.25 - Let K± be a differential operator between E and F . Let K2 be another differential operator between F' and E'. Let the orders of these operators be < k. Define Green operator of (K\,K2) any differential operator G of order
THEOREM 2.30 - 1) The existence of G implies that K2 = Ki* . Then, we say that G is a Green operator for K\ . 2) Let K be a differential operator between E and F of order < k , class Ch,k < h
[
[ =
[
G(u®v).
JdA
JA
In particular , if dA = 0 , one has (2.70)
/ < K(u),v JA
>= f < u,K*(v)
>.
JA
EXAMPLE 2.21 - 1)(INFINITESIMAL TRANSFORMATIONS). Let K be a differ ential operator of order < 1 defined by means of infinitesimal variation induced by a vector field £ on M : K{u) = du , for u : M —► E a section of a natural vector fiber bundle 7r : E -* M on M , ut = B((/> t -1 ) o uo
A'.^M).
3)(LAPLACIAN). E = M x R , r = oo,M = Rn,F = E. K = E i < , < one has E ' E F E M X R . The Green operator is the following:
n
^^ •
Then
G(u ® v) = v.grad(u) — u.grad(v) . Furthermore, if A is a compact domain in R n , the Green formula can be written as follows: / {K.u)vr} — / u.(Kv)r] = / [v.grad(u) — u.grad(v)]\r]. JA JA JdA THEOREM 2.31 - (RELATION BETWEEN GREEN OPERATOR AND SYMBOL FOR LINEAR DIFFERENTIAL OPERATOR OF FIRST ORDER). Let K. : C°°(E) -> C°°(F) be a linear differential operator of first order between vector fiber bundles IT : E —> M , and -K' : F -+ M on a differential manifold M of dimension n. Then, one has the following relation between the symbol cr(K) of K and Green operator G: < <JX(K){u), v>=\AG(u®v),V\G
Q\M).
PROOF. If Kx. : C°°{E) -> C°°(F),K2. : C°°(F') -> C°°(E') are two differential op erators of the first order, such that the symbols a\(Ki) and <j\(K2), for any differen tial 1-form A G H 1 (M) are skew-symmetric: a\*(Ki)+cr\(K2) = 0, then the operator 7 ( ^ 1 , ^ 2 ) : C ° ° ( E ® F1) - ftn(M), given by 7 ( ^ 1 , ^ 2 ) ( « ® v) = < K^u^v > - < w, A"2(v) > is a differential operator of the first oprder. The symbol of this operator determines the morphism u : C°°(E ® F') -» ftn_1(M) such that ^ ( 7 ( ^ 1 , K2))(u® v) = A A u(u 0 v). Thus, the operators j(Ki, K2) and a; have the same symbol, and, hence, differ by an operator of zero order. By substituting, if necessary, the operator K2 with K2 + K2\ where K2 G Hom(C00(F,),C00(E')), we get for each operator Kx G Diff1(C°°(E),COG(F)), the operator Kx* G Diff^C^F'^C00^')), that is the adjoint of the operator K\ for which j(Ki, K\*) = du . Thus u = G . D REMARK 2.30 - Let ?r : £ -> M and W : F -> AT be two vector fiber bundles on differential manifolds M and N respectively. Set:
E\^}F=
U
(p,g)6MxJV
E
F®Ft
where J£ P is the fiber (vector space) of E over p e M and F g the fiber (vector space) of F over q £ N . In the following table we resume some useful definitions, results and examples relative to the adjoint of differential operators of order k . 131
TAB.2.4 - Formal adjoint of operator of order k Operator:!/ Relation vLu — uL*v =
div(j(u,v))
L : C°°(E) ~ ( F ) , L.s == £ „ EuM^YufujO) L C°°(E) -- CC°(F),L.3 gu{Ls%fv^) aM
(T rV = - V (L-sYu Z
n ( T\( D" r\i (T\ F>« = - ^ / ^ a«l+-+«» = *£"£;„ M
I I
^(^ikisEnK^-lll'iP'la,^) Examples aa)) LL = = V 2 = J^^ - + . . . -f + ^ -, ,LL* * = L 4
u grad v) v) t>Lu vLu — - uL*v u£*v == div(v div(vgrad graduw-— u grad
22 2 2
b) L = V = V VV ,L* =X L ,L* =
I
2
2
22
2
J(u, v) u) = v grad V w — w grad V V vv + (V u)grad u — (V w)grad v c) L = dt-V2,L*
-dt-V2
=
J(u, v) v) = = uvdt u?;dt — — (v (t> grad gradxx uu — — uugrad grad^. v) z v) d)L=[J> = d)L=[J> =
£-V\L*=L £-V\L*=L
J(u, v) = [v(dt.u) — u(dt.v)]dt — (v grad xx u — u grad xx v) {9u}= partition partition of of unity unity subordinate subordinate to to the the covering covering {U} {U} of of M ( t ) {du}= M
DEFINITION 2.26 - 1) The Dirac kernel D of the vector fiber bundle F on M is the distributive kernel of local character D € CS°(F{x\F'y
=* ^ ( F ' S F ) '
defined by
D(/®a)=/
,a>,V/GC0°°(n«eW).
2) Let if. : C°°(E) -► C°°(F) be a differential operator of order k between the vector fiber bundles IT : E -> M, and ir' : F -> M. The Green kernel of if is a kernel G e CS°(E'\x]Fy £ C £ ° ( F [ x ] £ , y , such that it satisfies the following equation:
£(g)l(G) = l(g)£(G) = D, where (a) tf : C™(E')' -* C°°(F'y
is the distributional extension of K;
(b) 1 ® if : C 0 ~ ( F B ^ ' y - ^ ( F H F ) ' , 1 ® ^ ( S ) ( / ® " ) = / ^ ( i f *(a)); (c) if
(d) D G C 0 °°(F[x]F')' ^ Cg°(F'[x\F)' is the Dirac kernel of F . THEOREM 2.32 - The Dirac kernel admits the following local representation: &Uti(x,x')
=
6i6(x,x')
where 8(x,x') is the Dirac function. PROOF. In fact we can write: B(/®a) = V v
Du!(x,x')
=
/ gu < fu,<*u >=J2 JU
v
guxufb(x)<xuAx,)si6(x,x')Mx')
I JUxU
8Ji8(x,x').
D REMARK 2.31 - The relation between Dirac function written in Cartesian coordi nates (xk) and curvilinear coordinates (yk) respectively is the following: Six1 - e) ■ ■ ■ 8{xn - C) = - ^ ( y 1 - r/1) . . . 8(y" - r,») , J = det(dy.-.x') . 2) A point where J is zero is called singular point of the transformation xa = xa(yJ) . If the singular point p is determined by the equations (y 1 = 771, • • •, yk = rjk) , then we call ignorable coordinates yk+1, • • •, yn . In this case we have: 6(x1-e)-..6(xn-C)=j}rlS(y1-V1)...6(yk-r]k), where Jk=
f Jdyk+1
...dyn.
EXAMPLE 2.22 - 1) Transformations from Cartesian coordinates (x, y) to polar ones
(P,ey.
{x = pcos0,y = psinO} .
The origin p = 0 is a singular point and 0 is an ignorable coordinate. One has: (a)
6{x - x0)6(y - y0) = -8(p - p0)8(0 - 0 o );
(b)
6{x)6(y) =
±6{p).
2) Transformations from Cartesian coordinates (x,y,z) to spherical ones (p,0,
8(x - x0)8(y - y0)8(z - z0) = -^—:6(p p* sin
(b)
8(x)8(y)6(z
-
Po)6(e
- 0O)8{4> - fa);
- z0) = - I . ,8{P - Po)S(<j> -
The z-axis (> = 0) is a locus of singular points, 0 is an ignorable coordinate. Thus, we have: S(x)6(y)8(z)
=
^S(p).
PROPOSITION 2.12 - Let TT : E -> M and TT : F -+ M be vector fiber bundles on M . Let K. : C°°(E) —> C°°(F) be a linear continuous mapping. Then, there exists an associated linear application K : (C£°(E'))' —> (C£°(i r,, )) / such that one has the following exact commutative diagram: 0
_>
C°°(F)
-i
0
-► C°°(E)
-+ j
(C 0 °°(F'))' (Cg°(E')y.
More precisely, K is given by K(u)(a
® 77) = < w, K*(a ® 17) > , VCJ G (CS°(Et))'J a ® 77 G C 0 °°(^')
where if* is the formal adjoint of K , namely, K* is the mapping K* : CZ°(F') -> C 0 °°(£') such that /
<e,ir(a®77)>= /
< i ^ ( e ) , a > 7 7 , Va (g> 77 G C 0 ~ ( i ^ , e G C 0 °°(E).
THEOREM 2.33 - If (2.71)(A)
£.0; = /
is the distributional
equation corresponding to the afhne equation
(2.72)(A)
K.e = f
then, any distributional solution UJ G (CQ°(&'))' represented in the following way: (2.73)
(namely, u G Sol(A))
can be
u=fG.
PROOF. We must prove that K(fG) any a G Cg°(F') we have: K(fG)(a)
°f'(A)
=f G{K\a))
= f , where f = j(f)
G (C 0 o o (F , )) , . In fact, for
= (K ® 1)(G)(/ ® a ) = D ( / ® a ) = / 134
< /, a > = / ( a ) .
Vice versa, let UJ G Sol(A) . Then, one has = f(a) = f
K(u)(a)
,*>
JM
= D(/®a) = (tf®a)= /
,a>=/(a),VaeC0°°(f).
JM
On the other hand K(u)(a) 2
2
2
= w(K*(a)),
Vc* G C 0 °°(F'). Then, u =f G .
D
THEOREM 2.34 - (DISTRIBUTIONAL EXTENSION FOR GREEN
FORMULA ON COMPACT MANIFOLDS WITH BOUNDARY). 1) For linear differential operators of the first order one has: (2.74)
= u>(K*(a)) + 3^ (tf)l*Af (")(«),
K(u)(a)
where LJ G (C£°(£'))',a: G C%°(F')K is the distributional extension ofK. : C°°(E) -» CCG(F), cri(K)\dM(w) is the distribution supported on dM identified by the symbol ax{K) ofK. PROOF. In fact, one has the following Green formula: < K(e\a
>-<
e,K\a)
> ) , Ve G C°°(E),a
>= d{< a^K^e^a
Then, taking into account the canonical immersion j : C°°(E)
G C 0 °°(^')-
—> ( C ^ J E ' ) ) ' , we
get: K(j(e),a)=
I
JM
= f
<e,K*(a)>+
cf(<
[
JM
JM
= j(e)(K*(a))+
[
JdM
where ^\{K)\QM{^) get:
= j(e)(K*(a)) + a1(K)\9MW(a) G (C^°(F')y is the distribution with support on dM. Then, we K(j(e))(a)
= j ( e ) ( t f » ) + a 1 (K)|aM(e)(a).
On the other hand, as C°°(E) is dense in (C 0 °°(E'))', for any u G (C 0 °°(£'))' we can write
K{U){a) =
K(£j(e,))(a) 3
= Y\ S
j J
= V S
/ J
M
< es,K\a)
> +Y1
M
3
= X)i(c')(*>)) + £ 3
/ 3
135
d
I J
(< °i{K){*s\<*
M
<*i(K)(e.),a>
J
9M
.
>)
Then, we have j(w)( K*(a)) + di(K)! | 8 M ( W ) ( O ) = j ( £ ) e.)(Km(a))
+^ ^
(#)» !««(«•)(«)■
□ 2) As particular cases we have: (a) For the Green kernel G of K we have, V/ G C°°(F) ? ,G 6 ( C 0 ° W ) ' thus we get K( / C?)(a) = , ( ? ( « " ( « ) ) + 5 i ( K ) | a M ( / G ) ( a ) , a G C0°°(F')b) If t i e Green kernel G is such that it can be identified with a section G e
C°°(E\x]F),
we can then write: [
< K(fG),a
>= f
JM
< fG,K*(a)
JM
> + /
3) The Green kernel satisfies the following equivalent (a)
K(fG)
(b)
/
<
>.
JdM
equations:
= , D , V / € C°°(F)
G ( K » ) + a1(^)U(/G)(«)=
/
,a>,V/6HF),a6C0»(F')
./M
(c)
If
(d)
tf^G)
(e)
/
G £ C°°(E{x]F)
, the above equations become :
= , D , V / e C°°(F)
< fG, K*(a)>+
[
< a, (K)(fG),
a > = / < / , « > .
(B) - D I F F E R E N T I A L A L G E B R A A N D G R E E N K E R N E L S . NOTATION. N = { 1 , 2 , 3 , . . . } . Multi-index: i = (iu... , i m ) G N m ; length of a multi-index: |t| = ii + . . . + t r o , i G N m ; t ! = « i ! . . . t m ! , i G N m ; z < fc «* i'i < fci,...,iTO < km,i,k G N m ; ( / i ) = ( 0 , . . . , 0 , 1 , . . . ,0),/i G N m , where 1 is the fi-th position; i+k = (ii + fci,..., t m + ^ m ) , i,k £ N m . Polynomial coefficient corresponding to a multi-index i G N m : c{i) = U£. Multinomial coefficient corresponding to multiindexes i, k G N m , i < k : (f) = ^ i ^ . 136
DEFINITION 2.27 - 1) Let A be a real, or complex, algebra with unity e , let Du...,Dm be differentiations of A that commute among them, namely, linear applications A : Di —> Di that satisfy the Leibnitz rule: Di(fg) = (Dif)g + f(Dig),f,g G A. Define differential algebra a couple (A, D), where A is an algebra and D = (Dx, • • •, Dm) a set of differentiations of A. 2) Let A[D] the polynomial algebra P = ^ : - fxDi, f% G A, where i is a multi-index i = ( z l 7 . . . , z m ) G N m . The degree of a polynomial P is the highest number \i\ such that fl ^ 0. [The algebra A is identified with the subalgebra A[D] of all polynomials of order zero. The differentiations D\,..., Dm are elements of the algebra A[D].] 3) A constant c G A[D] is an element c G A such that Drc = 0 , for all r = 1 , . . . , m. [The set of all constants defines the sub-algebra JC C A. In particular, the element identity belongs to JC.] 4) The characteristic of the polynomial P G A[D] is the element
x(P) = EC-1)1"-0'/' e Ai
In particular, x(Dfl) = 0, fi = l , . . . , m ; x(PoR)
=
R(x(P)),VP,ReA[D}]
xiD^ o P) = 0, n = 1 , . . . , m , P G A[D]. Let us call characteristic application of A[D] the application x '■ A[D] —> A, given by X- P ^ 5) Set
x(p)-
A[D]P = I q UL..U, [ P M I . - M , eA[D],fiu...,fip
=
l,...,m
(a) Define the linear application Do : A[D]P -> *4[D] p _ 1 ,p = 1 , . . . ,ra , where D o P denotes the element of >t[Z)]J>_1 with components
(DoPf-^1 ^ ^ ^ o ? ^ - ^ -
1
eA[D].
A*
In particular D o P ^ O i f P G .A[I>]0. (b) Define the linear application h : A[D]P -> ^[Z)] p + 1 , p = 0 , . . . ,m - 1 137
given by
/>(pr...*,-i = x)(-i) r ^p^^)E(EAA)/ (A)(, ' )[ ' ii -' i ' +i1 )^) where
r + 5 = 0 , . . . , Q - 1, C
Q = degree of P
, r 5 , = (p+l)(3 + l)...(3 + r + l) (pJa) X (P> ' ) T(pH+ — a +7 ^l )— . . . /( p +, .s +, r +rT\ l ) = v(Pr + )*^ '(P+H-+1) (i/) = i/i . . . i / „ ( A ) = Ai . ..A r ,
th indexes \i\ ... // p +i , (e.g., the brackets [...] denote the skew-symmetrizationion in the 1 _
f[/*i-A*p+i]
p+1
v^c—i)*f'**'11-
,.fik...Hp+1
where the index pk is omitted. In particular, h(P) = 0 , P G «4[i}]m , or the order q of P is equal zero. THEOREM 2.35 - 1) (HOMOTOPY-FORMULA). One has the following formula: D o h(P) + h(DoP)
= P-
S(p)X(P)
for any P G A[D]p,p = 0 , . . . , m , where 6(p) = 1 if p = 0 and 6(p) = 0 if p > 1. More precisely, we get: (p = 0)(GREEN-FORMULA) (p = l , . . . , m - l ) (p = m)
D o /i(P) = P Doh(P)
X(P)
+ h(DoP)
= P
/i(D o P ) = P.
PROOF. See ref.[166]. D 2)(CASE p = 0). Here c(0, r, 5) = 1. Thus, for any polynomiai P = J \ /•£>< G -4[£>] one has the following formula: m
(2.75)
^ ^ o ^ ( P ) = P-x(P),
where the differential
polynomials
KPY = E("!) r D E ^(A)/(AKl/)/i)^00 , f = 1, • • •, m (u)
(A)
or
KPT = £ ( £ ( - l ) " " M ( i ,fc,^)^/'+*+("))Z? i , ^ = 1,..., 138
m
with (2.76)
c(i)c(k) c(i + k + ft)'
Af(t,fc,fi) =
3) (GREEN FORMULA AND ADJOINT OPERATOR). (a)(SCALAR CASE). Let P e A[D]. Consider P as an operator A -> A and define the adjoint operator P * : A —► A with the rule:
P\<j>) = X (^P) = ^ ( - l ) 1 ' 1 Di(4>f) &A,V
If A is commutative
then
P-=>/"! i
where
= ^(-i)i i+fc i(i +fc )D fc / i+ ' ; .
r
k
Then, (2.76) can be written as follows:
W)-PW = \ V' where J" = h{<j>P)^ = ^ ( - l ) l ' l M ( z , k, ti)Dl
(b)(EXTENSION TO THE MATRICIAL CASE). Let P : Aa -> Ab be an operator. Then,
V
a
= V D„P fi
where
^yy(-i)^M(i,k,t,)(Di((>af'ay^')(Dkr)
j» a,/3
i,k
/i = l , . . . , m ,
eAb.
4) One has the following exact complex of linear spaces:
0 -► A[D]m % A[D}m~l 5 ? . . . 2? ^[tf] 1 5? ,4[D]» 4. ,4 _> o. PROOF. In order to prove the exactness of the complex it is enough to note that for each element / 6 A the characteristic x(P) °f the polynomial of zero order 139
o use tne P = f e A[D] is equal to the element / , ( x ( / ) = / ) > and tto use the homotopyformula. D 5) Let us consider the following complex:
0 _> K -> ^ m £ A™-1 Z ... £ A1 Z A0 -> 0 where the linear applications D : *4 —► *4, p = 1 , . . . , m , are defined by ^ = ( ^ I - / * P ) ^D
L^"1""*-1).
This complex is not, in general, exact, and denote with 7ip(A) its spaces ofhomology, p = 0 , . . . , m. DEFINITION 2.28 - 1) A differential ideal I of a differential algebra A is an ideal that is closed with respect to the differentiations D^ , namely, if Dii
2) Let (A,D) be a differential algebra and X a differential algebra of(A,D).}). TiThen, the quotient differential algebra (A,V) is defined by
(a) A=A/T, (b) v^] = v^
+ i) = D^t) + 1 = [Dp*] eA, vfo] e A.
THEOREM 2.36 - 1) One has the following exact sequence: 0 -> I[D] -> A[D] -> 7 [ 5 ] -> 0. 2) One has the following exact complexes {A[V]P,T>}, {l[D]p,D}. homotopy-formulaula holds. 3) One has the following commutative diagram:
0
0
T 0 -»
T —>
T 0 -> K 0
~*■
T £ T 0
0 D
T -»
T T
—►
T D
~^
T
0 —rm — l
D
A Am~l jm-1
D
0
T —>
T
X
T D
D
A1
—>
0
,4°
-»
0
I1
1°
—►
0
T
D
T
T
T
T
0
0
0
0
140
X
T
T D
For these, the
where C denotes the sub-algebra of all the constants in J, namely C = K D J , and K = K/C. Denote HP(A), HP{A) and HP(I) as the homology spaces of the horizontal lines. As all the columns are exact, it follows that the connecting linear applications 6:Hp(A)^Hp-\l) are defined by
vfe] e np(A),
64. = [D<j>] e w~\x),
P
= l,..., m
and the sequence of homology 0 -► Hm(l)
-► Hm(A)
-> .Hm(A)
± Hm-\1)
-+ • • •
-+ W 2 (7) -^ « ° ( J ) -+ «°(.4) -> W°(7) -> 0 is exact. JVote that one has: 7im(I) = H™^) — 0. One has the following results: (a) If7ip(A) = 0, f o r a h > = l , . . . , m , thenHp(A) ^Hp{I),p = 2,... ,m, and
0 -> Wx(3) - i ft0(X) -> ft°(,4) -> W°(^) -> 0 . In particular, £ : ft1 ( 7 ) ^ T H D(Al)/D{X1). (C) - I N T E G R A L O P E R A T O R S . DEFINITION 2.29 - 1) Let n : E -> M and W : F -> M be vector fiber bundles on M. An integral operator K : C 0 °(£) -> C°(F) is a continuous linear mapping, Ke£(C00(E);C°(F)) \F)) that can be locally represented as follows:
KWu = I E
l
K
U ° d ^ , 1 < /* < ™
where fiu is a regular measure on U , and K ^ a : £7 x £/ —► K are continuous functions. 2) We say that an integral operator K : Cj?(£) -> C ° ( F ) is of ciass C r , (r > 0, oo), if the functions K ^ a are of class Cr. 3) Such an operator of class C°° is also called regularizing. 4) Set Ir(E; F) for the space of integral operators of class Cr. THEOREM 2.37 - (PROPERTIES OF INTEGRAL OPERATORS). 141
1) Let K 6 Ir(E; F). One has: (a) K(C$(E)) C Cr(F); (b) For any compact subset L C M,K\co^E^ is a continuous Hnear application between the spaces CQ(E\L) and Cr(F). 2) Let M be a compact manifold and K G Ir(E\ F). Then, one has: (a) If r is finite, Kr = if|c r (F) 1S a compact operator between the Banach spaces Cr(E) and Cr(F); [A linear transformation T : Vi —► V2 is compact ( or completely continuous) if for any sequence {xn} with norms uniformly limited (i.e., \\xn\\ < c , for c > 0 and for all n), there exists a subsequence, {xnj } and an element y G V2 , such that { T ( x n . ) } converges to y\. (b) If E = F and if Ir is the identity mapping in Cr(E) , the kernel Ir — Kr has finite dimension, and the image of Ir — Kr is a closed subspace of finite codimension in the space Cr(F). ( In other words Ir — Kr is a Fredholm's operator [24].) 3) One has the following canonical isomorphism: Ir{E\F) = Cr(E'\x\F). The sec tion B : M x M —> E'\x\F CO. corresponding to the integral operator K is called the kernel section of K. 4) For an integral operator we can define a number (the trace of K), that, if it exists, is given by: tr(K) = JM t r ( f ? | A ) , where A C M x M is the diagonal subset of M x M and B is the kernel section corresponding to K. EXAMPLE 2.23 - (INTEGRAL OPERATORS). 1) Any continuous function IK : [a, b] x [a, b] -+ R defines a linear application K : L[a, b] - C°([a, 6]), / » K(f)(x)
= f K(z, J[a,b]
y)f(y)dy.
Here K ( x , y) is the kernel of K. PROOF. For any e > 0 , there is a 6(e) > 0 such that, for points xi, x2, yi, y2 G [a, b] , results I ^ i , y i ) - ^ ( « 2 , y 2 ) | < e, when
l ^ - x2\ < 6(e), \Vl - y2\ < 6(e).
Therefore, \K(f)(x)
- K(f)(t)\
= I/
[K(x, y) - K ( i ,
< I
m^y)-m,y)\\f(y)\dy<e
J
W,b]
y)]f(y)dy\
[ \f(y)\dy, J[ajb]
142
and it follows that KmK(f)(x)
= K K(f)(t).
n 2) If we consider the C-valued functions on [a, b], then a continuous function K : [a, b] x [a, b] —> C defines a linear application K : Lc[a,b] - C ° ( [ a , 6 ] , C ) , / - * ( / ) ( * ) = /
K(z,y)/(y)<*y.
Furthermore, to K there corresponds the adjoint K* given by: K*(f)(x)=
K(: K(x,y)f(y)dy.
[ J\a,b]
Taking into account that the scalar product in Lc[a,b] is given by (f,9) = /
/ ( *f(x)g(x)dx
J[a,b]
we get (K(f),g)=
I
{ I
J[a,b]
= I
{ f
J[a,b] i,6]
K(x, K(x,y)f(y)dy}g(x)dx
J[a,b]
K(x, K(x,y)g(x)dx}f(y)dy
J[a,b]
= (f,K*(g))->(K(f),g)
=
(f,K*(g)).
Q T h e previous equation uniquely determines the adjoint transformation K*. In fact, if there exists another transformation M such that (K(f),g) = (/, M(#)) , for all / , g € Lc[a, b] =» (/, (K* - M){g)) = 0 , V/, 6 Lc[a, b] => K* = M. Q W e have:
\\K\\<([
\K(x,y)\2dxdy)k>.
I J[a,b] J[a,b)
PROOF. Let us choose / such that ||/|| = 1, then \K(f)(x)\2
K(x,y)f(y)dy\2
= | /
\K{x,y)\2dy
< f
J[a,b]
J[a,b]
f
\f(y)\2dy
J[a,b]
\K{x,y)\2dy.
( J[a,b]
Therefore, \\K(f)(x)f
= /
\K(f)(x)\2dx
J[a,b]
< f
f
J[a,b] J[a,b]
143
\K(x,y)\2dxdy
and write ||tf|| = /.u.6.{||*(/)(x)|||||/|| = 1} < ( /
/
mx,y)\2dxdy)i.
J[a,b) J[a,b]
□ | |A continuous kernel K ( z , y ) defines a compact transformation. | |The integral transformation K is called symmetric if for all the elements / and g of £ c [ a , b] one has
(KV),g) = (f,K(g)). (Thus K is symmetric iff K = K*.) | |A real kernel K(x, y) is called symmetric if K(x, y) = K(y, x), for all x, y such that a < x < ba<x
K(s,y) = K(y,aO. Q T h e integral transformation K is symmetric iff it has a symmetric kernel. Q ( a ) The eigenvectors corresponding to different eigenvalues of a symmetric integral transformation K , are orthogonal ones. (b) The number of different non-zero eigenvalues of a symmetric integral transforma tion K is numerable. For each non-zero eigenvalue there is at most a finite number of linearly independent eigenvalues. (c) Let K(:r,y) be a separable kernel, namely K ( z , y ) = E K n X n ^ i ^ ' W ^ W » where cij = Cji and hi(x) are continuous functions on [a, b]. Let K be also symmetric. Then, there is a set of orthonormal vectors fi(x), • • •, fm(x) G LG[a, b] and non-zero real scalars, Ai, ■ • •, Am , such that
K(fi)(x) = \ifi(x),i
=
l,---,m.
If also g G L°[a, b] and it is _!_/,- for all i, then K(g) = 0. The scalars A* are the non zero eigenvalues of K and there is a finite number of linearly independent eigenvectors corresponding to each eigenvalue. (d) Let fi(x), i = 1, • • •, m , be a basis of orthonormal eigenvectors of a symmetric integral operator K corresponding to non-zero eigenvalues Aj , i = 1, • • •, m. If K has no more non-zero eigenvalues, then
K(*,y)=
Y,
X
jfj(*)fj(y)-
l<j<m
(e) The symmetric kernel K ( z , y ) is semidefinite (namely (K(f),f) £ c [ a , 6] ) iff their eigenvalues are non-negative. 144
■ / )
> 0 , Vf G
(f) If K(x,y) is a symmetric, positive and semi-definite, then: K(x,x)X a < x < b. Furthermore,
K(x,y)=
> 0 , for
X
jfj(x)fj(v)
Y, l<j<m
and the series converge absolutely and uniformly for a < x < b, a < y < b. DEFINITION 2.30 - The unity function of Heaviside H(x) is the following piecewise continuous function: (l, z>0'
H(x)
[0,
x <0
THEOREM 2.38 - For the derivative of H(x) one has H\x) PROOF. One has: /
H'(x)<j>(x)dx = - f
H(x)
i[-oo,oo]
J[—oo,oo]
= - /
= S(x).
4>'{x)dx =
^[0,00]
Therefore, by comparison with /r ^ ^i 8{x)<j){x)dx = <j>(0) , we see that the theorem holds. □ THEOREM 2.39 - Let f be a piecewise continuous function having steps of height a i , . . . , an , at the points xi, • • •, xm respectively. Then, the function g(x) = f(x)-
^2
akH(x-xk)
l
is continuous. Then, we can define the f(x) = g(x)+
distribution: ^2
akH{x-xk).
\
EXAMPLE 2.24 - (EXAMPLES OF WEAK SOLUTIONS). l)(DISTRIBUTIONAL (OR WEAK) SOLUTIONS OF WAVE EQUATION). The function H(x) allows us to express the distributional solutions of the following equation: Lu = utt — uxx — 0. A solution of this equation is u(x,t) = f(x - t) where / : R -» R is any function of class C2. We can see that a distributional solution of the above equation is the following:
u(x,t) =
H(x-t). 145
In fact, as L* = L , we get < u, L*(<j>) > = Jx>t((/>tt -
— u\^[2v)dxdtvdt = I
JD
n.[(vut — uvt)dt -f u gradxv — v gva,dxu]dcr
JdD
= / [v(dq.u) — u(dq.v)]dcr JdD where dq.dt = n.dt, dq.dxk = —n.dxk , 1
= /
[v(dq.u) - u(dq.v)]dcr.
JdD
Then, one has: < u,L*((f)) >= / /
J Jx>t
(j>(uu — uxx)dxdt
+ /
Jx=t
(dq.(f))ds.
As dq\x=t\\ line * = *,=► (dqj) = (ds.f) =*■ Jx=t(dq.
JL
u((j)tt - <j)xx)dxdt u(<j)tt - (j)xx)dxdt + / /
=
u((j)tt - <j)xx)dxdt
J JA+
= j {[u]±(dq.)-
0 = dq.n = (n.dt)2 - (n.dx)2 => n.dt = ±n.dx. Therefore, dq is tangent to 7 iff 7 belongs to the family of curves x ± t = const. These are the characteristic lines of the wave equation. Now, if 7 is characteristic, then dq = kds, k = const, and we can write: 0 = f {M±(dq.4>) {[u}±(dq4)-^(dq.u)}±}ds. By considering [(ds.u)]± = ds.[u}± it follows that 0= [
{ds.(
As <j> is zero outside a finite region of 7 =>• (j>[u}± = 0. Thus, we get
0 = f (j>(ds\u\±)ds. As <j> is an arbitrary test function, we have ds.[u]± = 0 =>• [u]± = const. U 2)(DISTRIBUTIONAL SOLUTIONS OF LAPLACE EQUATION). One can prove that the equation V 2 u = 0 has no weak solutions with simple discontinuities in u and its first derivatives. In fact, any weak solution of Laplace equation is a C°° solution. [This is a general behaviour for elliptic PDEs.] The explicit calculation can be made following a way similar to the previous calculation and by utilizing the results reported in tab.2.3.] (D) - G R E E N F U N C T I O N S FOR LINEAR DIFFERENTIAL OPERA TORS. Here we will show that to any singular solution of an affine PDE we can associate a kernel, that we will call generalized Green kernel of the singular solution. REMARK 2.32 - In general, a Green function G is not uniquely determined. In fact, any solution u of the associated linear equation, K.u = 0 , identifies kernels of the type u <S> P , V/? G CQ°(F)' , by means of the following commutative diagram: C 0 o o (E , [x] J P) ,
^
CS°(E'y (g) C 0 °°(F)'
^
C°°(E)®CS°(Fy
T C00(E){^CS0(F)1
Ti
T
T
0
0 147
More precisely: , ( u ® /?)(#*(«)) = 0 , Va G C§°(F') , V/ € C$°(.F). In fact, one has: f(u
® P){K*(a))
=
K*{a) >
= /?(/)./
[
JM
JM
as tf(u) - 0. Then, we also have: 1 ® X ( G + u
JV°°{E'y
( g ) A° ( M )[x] J ^ ° ° ( F ) * ( g ) A° n (M).
More precisely one has: f
G(a®f)=
.
2) We have the following iocai representation:
Giattft^Y"
Y, ^
/
guxuGf\x,x'Xai.clj)(x)(dfi:f'){x')d^x)d^x')
|7|,|/?|<«x>*/(7xt/
where Gf 7 i are the local components of G_, and guxU Is a partition of unity subor dinate to the covering \U xU] ofMxM 3) If G_ is identified with a section of (E'\x}Fy on M x M then G is identified with local functions G\ on M x M that are called Green functions. (For abuse of notation we shall also write G_= G and we will say that G is a Green function.) THEOREM 2.41 -IfG is a Green function of the linear differential operator of order k, K. : C°°(E) —* C°°(F) , it must satisfy the following local equations: Yl ^(xXd^.GDix^x1) | 7 |<*
(2.77)
=
8l8{x,x').
PROOF. In fact, in local coordinates we must have: 0 = E /
u
JUxU
SUXU
[G?i(x,x')(dt.K*(a)i){x){du.r)(x>)
£
M,|«|<*
- ai(*)/'(a:')]^(*)^(*') • 148
Now, if G is a Green function, the above expression can be written: 0
= E v
/
JUxU
9uMGi{x,x')K*{a)i{x)r{x')
-
^(z)/V)<^(*,x')]dp(x)dp(x').
As this expression must hold for any / we can write: Gi(x,x')K*(a)i(x)
=
aj(x)6iS(x,x').
Taking into account that K*(a)i = Xj7|
Gj(x, x^Kf^x^d^.a^x)
we can also write
= a3{x)8{8(x,
x') .
From definition of adjoint of K and taking into account that the above equation holds for any a we get equations (2.77). □ REMARK 2.33 - Of course, the Green functions are not, in general, uniquely deter mined. In fact, if G\ are the local components of a Green function G , ^ ' ( * y ) = G ? ( z ^ ) W(z)<7i(*'), where Kpj{x){dx^){x)
£
=0
|7|<*
and gi are local arbitrary functions on M , are local components of Green functions oiK. THEOREM 2.42 - (FUNDAMENTAL SOLUTIONS ( = GREEN FUNCTIONS) OF LINEAR ORDINARY DIFFERENTIAL OPERATORS). 1) Set L a dn-* dn~kx x
*= E ^^- 0
Define f u n d a m e n t a l s o l u t i o n any distributional solution E of the following equa tion: (2.78)
LSE=
J2
a
*(*)-^;E
=
t(x-t)-
0
The general fundamental solution of Lx can be written in the form: (2.79)
E = F(x,t)+
E l
149
ck(t)uk(x),
where: (a) Uk{x) are linearly independent solutions of Lxu — 0; (b) F(x,t) is a particular solution of (2.78). This can be written in the following form: (2.80)
F(x,t)
- x) + vt(x)H(x
= u(x)H(t
- t),
where u{x) is a fixed arbitrary solution of Lxu = 0; vt(x) is another solution of Lxu = 0 that satishes the following initial conditions:
vt(t) = u(t) «{(*) = u'(t) \
(n-2)
(t) = „C»"^(t)
(n-1)
W
.f(n-l)
(*) + a0(tf)
2) Any fundamental solution of Lx can be identified with a weak solution, i.e., regular distribution, (=distribution that can be identi£ed with a locally integrable function F(x,t): Ft = JF(x,i)
(2.82)
d2a
u(x) =
XOL
= 0
+ P , a, P e R.
As a and ft are constants we can write: u(x) = xa(t) + /?(t). For u(x) we can take the particular solution u(x) = x - t. Then, we have the following initial conditions: u(t) = 0 , v't(t) = u'(t) + 1 = 2. Then, from (2.80) we get the following particular solution of (2.81): u(t) = 0 = ta + p, u'(t) = 2 = a =* /3 = -2t, 150
a = 2.
Therefore, we have the following solution: vt(x) = 2x-2t■2t = 2(x - t). Then, by using (2.80) we get F(x,t)
= (x-
t)H(t -x)
+ 2{x - t)H(x - t)
= (x-
t)[H(t -x)
+ 2H(x - t)] = (x-
t)[l + H{x - t)} .
Therefore, we get E(x,t)
+ xa{t) + P(t) = (x-
= F(x,t) = {x-
t)H(x - t) + x(a(t) + 1) + /3(t) - t
t)H(x - t) + xa(t) + fi(t) = G{x, t).
D THEOREM 2.43 - The problem of finding the Green kernel for a differential operator K can be reduced to the problem of finding the Green kernel of a Hermitian operator. PROOF. Let K be a differential operator. Let H = KK+. So H is a Hermitian operator. Let GH its Green kernel: H (g) 1(GH) = 1 & # ( < ? # ) = ID. Then, we can say that G = 1 ® J C + ( ( ? H ) is a Green kernel for K. In fact, we get: 1(g) K(G) = 1
= DA-
1) (CLASSIFICATION OF POINTS A G C DEPENDING ON THE FACT THAT A - XI IS REGULAR OR SINGULAR). (a) A regular value (or regular point) of A is a value A G C such that A — XI is regular. The set of regular values of A is called resolvent of A: 11(A). (b) The s p e c t r u m of A: Sp(A) = C/11(A). (Thus X G Sp(A) iff A-XI is singular.) 2) (CLASSIFICATION OF THE POINTS OF THE SPECTRUM DEPENDING ON THE WAY THAT OPERATOR A - XI IS SINGULAR). (a) kev(A-XI) ^ {0}, A is called an eigenvalue of A. The set of eigenvalues is called point spectrum of A: Sp(A)p. [The set of eigenvectors corresponding to the same eigenvalue is a linear manifold, called eigenmanifold of A. The dimension of this manifold is the multiplicity of X .] (b) If ker(A - XI) = {0} => (A - A/)" 1 is unlimited, im(A - XI) ^ H,
im(A - XI) = H
X belongs to the continuous spectrum of A: 151
Sp(A)c.
(c) If ker(A — XI) = {0},im(A — XI) ^ 7{,X belongs to the residual s p e c t r u m of A: Sp(A)r. The closed linear manifold (im(A — XI))1- has positive dimension. This dimension is called the deficiency of A. 3) (PROPERTY OF THE SPECTRUM OF OPERATOR). (i) If X G Sp(A)r , deficiency (A) = m => A G Sp(A*)p , multiplicity(X) = m. (ii) If A is symmetric => Sp{A)p C R, Sp(A)c C R. (iii) If A is selfadjoint => Sp(A) C R, Sp(A)r =0- Furthermore, one has: (a) A G 11(A) & im(A - XI) = H; (b) A G Sp(A)p & im(A - AI) + H\ (c) A G Sp(A)c <* im(A -XI)^H, but im(A - A I) = U. 4) (Resolution of t h e equation A(u) = f by means of the s p e c t r u m of A). Let us assume that Sp(A)p has the corresponding eigenvectors that form a basis for all the space. Then, we have the following representation of the general solution of
A(u) = f: U
= (52 T~Vn) + M^) , An
n
where an are Fourier-coefficients off in the basis of eigenvectors {vn}. PROOF. Set / = ^2n anvn,u = ^2n bnvn. Determine bn in such a way to satisfy the equation. We get
Au
( ) = 52 b"A(vn) = 52 hnxrivn = 52anVn ^ 52(bnXn ~ an^Vn = ° ^bn n
n
n
=
T~-
n
n 5) (Spectral representation of a function / ( A ) of an operator A).
/(A)(tO = 5> n /(A„K. n
PROOF. In fact,
f(A)(u) = f(A){^anvn) f(A)(u) = f(A)C£anVn) n
a A V = J2 }^a = -f(nf(A)(v )( n) n) n
«^a « /nf{\ ( A nn)v Kn-.
=E = n
u 6) In particular, the inverse (A — A / ) - 1 is given by: (A - \ir\u)
= £(-^L_>
n
, VA ? \ n e
SP(A)P.
n
Of course, X = Xn is admissible if an = 0 <&< vn,f >= 0. 7) (Resolution of t h e equation (A — X)(u) = / by means of the s p e c t r u m of A). 152
(a) If A G 'fc(A), A G Sp(A)c => there is a unique solution: U = [/i-Al)
-U)
=
2^{-r——)Vn n
if f — S n anVn , with {vn} eigenvectors of A. (b) If A G Sp(A) p => the general solution is:
=
ker E(Y^rrK + ^-A/) .. A - A n
iff A = An , and an = 0 <£4>< v n , / > = 0. EXAMPLE 2.26 - 1) An ordinary differential operator has not residual spectrum. 2) For selfadjoint ordinary differential operators, the eigenvectors generate the do mains of the operators. 3) A1 = ji\Dx,D1 = {x G £{2c)(0,l)\x(t) absolutely continuous, x G £ 2 c ) ( 0 , l ) } . We get: kev(A1 -XI) = {x = CeXt\\/\ G C => 5p(A) = Sp(A) p = C } . 4) A 2 = ^ | D 2 , £ > 2 = { X G £>I |*(0) = 0 } . We get:
ker(A 2 - XI) = {0} =» Sp(A)p = 0. The affine equation (A 2 — XI)(x) = f has a unique solution for fixed f. In fact, we can build the Green function G that satisfies the following system: ^-G(t,r) at
- XG(t,r)
=
S(t-r),0
G(t,r)\t=0=0.
We get:
We get:
G(t,T) =
e*t-S)H(t-0-
Therefore, the affine equation admits the unique solution x(t)=
[ G{t,r)f(r)dr J[o,i]
= eXt f J[o,t]
e~Xrf(r)dr.
The operator (A2 - A / ) - 1 is limited => Sp(A2) = 0 . 5) A 3 = ft\D3,D3 = {xe D1\x(0) = x(l)}. We get: ker(A 3 - XI) = {CeXt, X = 2ivni} =» ker(A 3 - XI) = {0} <* A ^ 2imi. 153
The affine equation (A 3 - \I)(x) = f has a unique solution for fixed f. In fact, we can build the Green function G that satisfies the following system: ^ G ( t , r ) - AG(t,r) = 8(t - r), 0 < t,r < 1 at G(0,r) = G ( l , r ) . We get G(t,r) = J L - ^ ' f f C r -t)+
e
_A_1
e^gft - r).
Therefore, the unique solution is the folllowing: x(t)=
/ J[o,i]
G(t,r)f(r)dr
The operator (A 3 - A / ) - 1 is limited =» 5p(A 3 ) = S ^ A - j ^ = {An = 2n?rz} = Z. 6) A 4 s ^ M 4
= {afG A | * ( 0 ) - s ( l ) = 0}. We get: ker(A 4 - XI) = {0} =► Sp(A)p
=0.
The affine equation (A4 — A/)(x) = / has the unique solution that satisfies the condition in x = 0. x(t) = ext I e-Xrf(r)dr. J[o,t] The condition at x = 1 can be satisfied iff (2.83)(consistency condition)
e~Xrf(r)dr,
0= / 7[0,1]
This is a condition on f , that, therefore, cannot be arbitrary one. Thus, the range of A 4 — XI contains the functions / ( r ) that are _Le - A r . If f satisfies the consistency condition the solution of the affine equation is the same as example 4 =>- (A4 — A / ) - 1 is limited => any value of X £ Sp(A±)r. 7) Let R C R2,(x,y), be the rectangular domain R = [0,a] X [0,6]. Consider the operator: L = -V2\D,D={u e C2(R)\u\dR = 0 } . We get
Sp(L)p = {\mtn = (^f+(^-)\m,n The orthonormalized
=
l,2,...}.
eigenfunctions (form a complete system) are:
. um,n(x,y)
N
/ 4 . mirx. . .niry. sm( ) ssi inn( --— = yW — —sm( r - ),ra,n ),m,n == 1,2, 1,2,. V 0.0 CLO V
a /7.
154
0 A)
PROOF. Let us consider the eigenvalue problem: ( - V 2 u = Xu, x
eR
u(0,y) = u(a,y) = 0 , 0 < y < b > u(x, 0) = u(x, b) =
0,0<x
and integrate with the method of the separation of variables:
u(x,y) = X(x)Y(y) => ^ = -^
- \
u X_
~x
= - / i = const >, {X(0) = X(a) = 0 , 0 < x < a} , — - A = - / / = const, y ( 0 ) = y(6) = 0,0 < y < b
,rmr 2 „ , N /2 . ,mirx^ H™ = ( ) ,Xm(x) = A/-sin( ),ra = 1,2,...; a V o, a and therefore . . . . □ 8) Let R C R 2 , (r, 0) , be the disc i? of unitary radius and center 0. Let us consider the following operator: L = -V2\D,D=
{u e C2{R)\u\aR
= 0}.
We get Sp(L)p = {AB,» = [/#°] 2 ,n = 0 , ± 1 , ± 2 , . . . .,fc = 1 , 2 , . . . } wiiere /?£ are t i e positive roots of Jn(y/X). Furthermore, AB)jt = A_ n ^. The corre sponding' orthonormalized eigenfunctions (form a complete system) are: u„,k(r,0) ■
ein9jMn)r) V5FJ»(^B)) '
PROOF. We must consider the eigenvalue system: ( - -(dr(r(dr.u))) < r
- \(d0d0.u) rz
\u(l,6)
<0
= 0 , -7T
= Xu , r < 1
n 155
9) Let i ? c R 3 , (r, 0, >) , be the sphere of center 0 and unitary radius. Let us consider the following operator: L = - V 2 | D , L > = {u e C2(R)\u\dR
= 0}.
We get 5p(L) p = {Anjfc = [ ^ n + i ) ] 2 , n = 0,l,2,....,fc = l , 2 , . . . . } where / ? ^ are the positive roots of J n + i ( \ / A ) . The corresponding eigenfunctions (form a complete system) are:
orthonormalized
um,„,t(r,M) = ;J„+j(0lB+iMrBm(*,*)PROOF. We must consider the eigenvalue system: 2 - ■^(dr(r ^r{r2{dr.u))) + -^S{u) ±S(u) = \u ,, r < 1 (dr.u))) +
.
5(u) EE -(30(sin0(90.u))) - -^—(d<j>d<j>.u) We integrate the system by putting u = J R(u)l r (0,0). We get - —(r'-r-)-//K+Ar'i< = 0
15(F) = ^y
)
From the second we get: /j, = n(n -f 1) , n = 0,1, 2 , . . . y = y„m(e, 4>) = PW(COB#) C ™* , H < n and in combination with the first one, by putting z = ry/\, Z = zR, we get:
{ R(l) = 0 , Z(V\) = 0,finite solution inO. J The above equation is the Bessel equation of order n + | . The eigenvalues are deter mined by J n + i ( \ / A ) = 0,n = 0 , 1 , 2 , . . . . □ THEOREM 2.45 - (GREEN FUNCTIONS EXPRESSED BY MEANS OF EIGEN FUNCTIONS). Let Kbea Hermitian operator. Let ^ < n \ & * ( n ) , be the eigenfunction solutions of the following eigenvalue equations: £
K7\x)(dT4>i(n))(x)
= KK")(x); J2 Kri(x)(d1.
= \n
The eigenvalues Xn are real and the same in both equations, and one has: (f)i*^n' = >i(n). Furthermore, the functions <j>^n^ can he assumed orthonormal ones:
f
= 8nTn8{.
JM
Then, we can write the Green function of K in the following way:
(2.84)
^,*("V)^(n)(*)-
G{(x,x') = £ n
PROOF. In fact, by using the completness condition, we get:
> —
n
= ^4>rn\x')^n\x)
Kj\x)(dx,^^)(x)
\y\
= 6?6(x,x').
n
Therefore, we can conclude that equation (2.84) holds. ^
□
REMARK 2.34- ( G R E E N F U N C T I O N S A N D B O U N D A R Y P R O B
LEMS). Let K : JVk(E) —> F be a morphism of vector fiber bundle on a manifold, M , of dimension n , such that it defines a linear differential operator of order &, K. : C°°{E) -► C°°(F). Let A C M be a domain of M and let dA be its boundary. Then, define linear boundary conditions a vector subbundle B C JVk{E)\dA. B is locally defined by the following equations:
U'M = J2 4 ( V w
+ ■■■ + A?')ai-akvil...a>(*) = o
l<s
where &S>>J : M -* R are numerical functions that fully define the connected compo nent Y3 oidA = Y\ (J . . . |J Yp , ^ . . . ^ ( s ) are numerical functions on JVk{E)\ys , and Aare numerical functionsLS on Ys. For any linear boundary condition B we identify a subspace $ C C°°(£) defined by: $ E { 5 G C°°(E)\Dks\dA : dA -* # } • Thus, we can identify a linear operator L : —► C°°(F) defined by the following commutative diagram: $ L> C°°(F)
i
II ->
C°°(E)
C°°(F)
Any section 5 G $ satisfies the following local equations: U'ls}^
J2
A?')si\Y,+...
A?t)ai-e»(dxai...dxai,.si)\Y.=0.
+ 157
^ M THEOREM 2.46 - (GREEN FUNCTIONS AND BOUNDARY VALUES FOR ODEs). Let us consider the differential operator L identified by the following operator of order k {K.yy = Y, d°yi{a)'a ^x ^h \
and the linear boundary
U'[y] =
conditions:
J2
+ #0y''<0>(&), a,0 € R.
^y^ia)
l<j<m,|or|
1) If the linear boundary problem L.y = 0 has trivial solutions only, then L has a Green function only that satisfies the following boundary values problem: Y, K7j(x)(dx„.Gi){x,x') hr|<*
= 0 ; UT[G] = 0.
Such a function satisfies the following conditions: (a) Gxu(x, x') is continuous and has continuous derivatives with respect to x until the (k — 2)-th order for all the values of x and x' in the interval [a, b]. (b) For any x' G (a, b) the functionsIS Glu(x,x') have uniformly continuous derivatives of order k , with respect to x in each of the semi-intervals [a, x') and (V, b] and the derivatives of order k — 1 satisfy the condition:
G K x ' + . x ' ) ^ - " - G t ( * ' - I')**' 1 * = 1/pUx') if x = x'. Furthermore, for any continuous function f on [a, 6] there is a solution of the following problem to the boundary values: L.y = f,or
{(K.yy
= P , Ur]y] = 0}
that can be expressed by the following formula: yi(x)=
f
Giixtx'tfWdx'.
J[a,b]
If the operator L has the Green function G\{x, x'), Green function the following function: G\{x,x'). 158
the adjoint operator L* has as
In particular, if L is selfadjoint, L = L* , then G\{x,x') = G{(x,x') , namely, the Green function is, in this case, a hermitian kernel. 2) If the boundary value problem L.y = 0 has nontrivial solutions, namely there exist m linearly independent solutions of the problem L.y = 0 , then a generalized Green function G\(x,x') exists with the properties (a) and (6) of an ordinary Green function, satisfies the boundary conditions as a function of x if a < x' < b, and it is a solution of the equation
pjk(x'wk(x).
(K.yy = - £ l
Here, \1/k}1
Gi(x,x']G\(x,x')f\x')dn(x')
[
'Ml is a solution of the boundary problem L.y = / if the function f is continuous and satisfies the consistency resolubility criterion, namely f is orthogonal to all uk. Finally, if G0 is a generalized Green function of L , then any other generalized Green function can be represented in the form: = GoJi(x,x')+
Gi(x,x')
«£(*)#(*').
J2 l
where {^k}1
'
=
Ix^^Jx^
+ q V
^
i
a < x < h
and boundary conditions y(a) = y(b) = 0 has the form: G(x,x')
=
Cy1(x)y2(x'),
if
x < x
yi(x')y2(x),
if
x > x
Here yi and y2 are arbitrary independent solutions of the equation K.y = 0 that satisfy the following conditions: yi(a) = 0,y2(&) =0;C = [p^x^W^x')]-1 , where W is the Wronskian of y\ and y2. We can prove that C is independent of x'. 159
2) Let us consider the following system: d2u _ = /,M(0)
(2.85)
= u(l)
= 0,
where / is an integrable function with compact support. Then, the solution of (2.85) can be written in the following way: (2.86)
u(x)=
[(x-t)H(x-t)-x(l- t)]f(t)dt.
I J[o,i)
3) (FUNDAMENTAL CAUSAL SOLUTION FOR THE INITIAL VALUE PROB LEM). Let us define such a fundamental solution that satisfies the following system:
Jn — k
LzG{x,t)
=
£)
ak(x)—zirG(x,t)
=
6(x-t)
0
G(0, t) = — G(x, <)U=o = 0 , . . . , - — - G ( x , t) = U = 0 = 0. dx dn~kx
The solution of such a problem is the following: G(x, t) = vt(x)H(x — t) , where vt(x) is a solution of Lxu = 0 , such that it satisfies the initial conditions: vt(t) = v't(t) = (n-2). (t) = 0, v\n (t) = ^-77). Then, the initial value problem: v Lxu = / , ti(0) = ti'(0) = . . . . = u^Xo)
=0
admits the following solution: u(x)=
f
vt(x)f(t)dt
J[0,z]
with vt(x) as above. 4) (IMPULSIVE ANSWER IN ELECTRIC SYSTEMS). As an application of the above example, let us consider the case n = 2. (2.87)
Jxu=
T
d2~k
ak(x)—^
=f(t),t>
0,u(0)=«'(0) = 0.
0<Jfc<2
Then, the Green function satisfies the following system: LxG(x,t)
=
6(x-t)
G(x,t) = 0 , forx < t (2.88)
G(0,t) = 0 , forz >t > . dx
G(M)L=o = 0 160
Then, we have for x > t, G(x,i) = vt(x)H(x written
- t), and the solution of (2.87) can be
(2.89)
G(x,t)f(t)dt.
u(x) = I J[0,x]
I |Note that we can also express this solution by means of a step answer Z(x,t) , namely we consider a weak solution Z(x,t) that satisfies the following distributional system:
LxZ{x,t) (2.90)
=
H(x-t)
Z(0, t) = —Z(x,t)\x=0
=0Jovx>t
= 0 , forx < t
Z(x,t)
In fact, as S(x — t) = (dx.H(x — t)) — —(dt.H(x — t)) , it follows that by derivation of (2.90) with respect to t we get: Lx(dt.Z) (dt.Z)(0,t) (dt.Z)(x,t)
=
-6(x-ty,
= (dt.-^Z)(x,t)\x=0 ax = 0,forx
= 0 , forz > t
By comparison with (2.88) we have that G(x,i) = -(dt.Z)(x,t).
Therefore, by using
(2.89) we get u(x)
as Z(t,t)
= -
f (dt.Z)f(t)dt J[0,x)
= ( Z(x,t)f(t)dt J[0,x]
- \Z[x, 0 / ( O l £ o
=0 u(x) = Z ( s , 0 ) / ( 0 ) + / J[0,x]
Z(x,t)f(t)dt.
Of course, this is equivalent to (2.89). 5) (HOMOGENEOUS BOUNDARY VALUE PROBLEM). Let us consider the op erator: L E - ( ^
+ ^
2
) , ^ [ 0 , 1 ] , tz(O) = «'(1)
= 0.
The corresponding Green function is the following: G(x, t) = y ' ;
sinkxcosk(l-t) } ; A; cos A;
x , sin kt cos k(l - x) H(x-t). -H(t - x) + v y A; cos A; 161
J rT/i
6)1 ^
I (STEADY STATE DIFFUSION TEMPERATURE IN ROD OF UNITARY
LENGTH). The system is described by the following equation:
-±(Hx)^)
(2.91)
= f(x),e(o) = e(i) = o,
where k(x) = thermal conductivity, 0(x) = temperature, f(x) = heat density gener ated by applying heat sources along the rod. We get: 1 J(w2yw1)
G(x,t)
[w1(x)w2(t)H(t
-x)
+ w1(t)w2(x)H(x
- t)]
with J(w2,w1 )) = / TT\dt7[o,i] *(*) We have: 0(x)=
f J[o,i]
G(x,i)f(t)dt.
7) (STEADY STATE TEMPERATURE DIFFUSION IN CYLINDRICAL SUR FACE). The system is described by the following equations:
£(*?)+*•=/(*) x e [a, b], 6(a) = 0(b) = 0 [ with
a > 0, (in order to avoid the singularity at x = 0 ) J
In this case, the associated linear equation is the Bessel equation: j^(xj^) + (x — ^r)u = 0 , with v = 0. So the fundamental integrals are expressed by means of cylindrical functions. 8) (TRANSVERSE FORCED VIBRATIONS OF STRESSED STRING: STEADY STATE). The system is described by the following system: u + k2u = -f(x),
0 < x < I, u(0) = u ( 0 = 0
where / is the length of the string. Its solution is: u(x) = I J[o,i] with G(x,t)=
G{x,t)f(t)dt.
( sinHsinfc(Z — x) k sin kl ' I sin kx sin k{l — t) k sin kl ' 162
for
0 < * < x;
for
x
9) (NON-HOMOGENEOUS BOUNDARY VALUE PROBLEM). Let us consider the following system: f L.u = - — b ( * ) £ ] + «(*)•" = / , x G [0,1] 1 J
\ B1(u) = a , B2(u) = b
where Bi(u) = a involves only values at x = 0 and B2{u) — b involves values only at x = 1. Then, its solution is the following: (2.92)
u=
u1+u2,
with (2.93)
u1(x)=
I
G(x,t)f(t)dt;
J[o,i)
and (2.94)
u2(x) = - p ( l ) { u ' ( l ) G ( s , 1) + u(l)(dt.G{x, + p(0){u'(0)G(x,0)
+
t))\t=1}
u(0)(dt.G(x,t))\t=o}
where G(x,t) = — -[w1(x)w2(t)H(t J(w2,w1)
-x)
+ w1(t)w2(x)H(x
- t)]
with: wi(x) = civ^x)
+ c2v2(x),
such that Bi{w\) = 0,
W2(x) = divi(x)
+ d2v2(x),
such that B2(w2) = 0,
where Vi(x) and v2(x) are two linearly independent solutions of the homogeneous equation: Lxu = 0 , J(w2ywi)
=
-p(t)W{wuw2)
with W(w\,w2) the Wronskian of the couple (101,102). PROOF. First, let us find a solution of the type u = u\ -\- u2 such that u\ satisfies the system with the homogeneous boundary conditions (namely a = b = 0), and u2 is a solution of the problem: L.u = 0 , x e [0,1] Bx{u) = a , B2(u) = b 163
We can write ui(x) = L ^ G(x,t)f(t)dt as said above. Furthermore, in order to find u2 , consider the distributional extension of L. Taking into account that L is formally self-adjoint, we get: (Lu,v) = (u,Lv)=
I u[-(pv')' «/[o,i]
+ qv]dx=
/ v[-(pu')' -AM]
+ qu]dx -p(uv'
-vu%.
Then, we have the following distributional representation of L: Lu = f+ p(\)[u(\)6'(x
- 1) + u'(l)«(* - 1)] - p(0)[u(0)«'(*) + «'(0)«(»)]
where u(0),u'(0),ii(l),u'(l) are chosen in order to satisfy the non-homogeneous boundary conditions. Then, we can write: Lu2 = p(l)[u(l)S'(x
- 1) + u'(l)6(x
- 1)] - p(0)[u(0)S\x)
+
u\0)S(x)].
Therefore, taking into account that LxG(x,t)
= -S'(x),Lx(dt.G(x,t))\t=i
= -S(x,t),Lx(dt.G(x,t))\t=0
= -S'(x
- 1)
we can write (2.92). 10) (MODIFIED GREEN FUNCTIONS). Let us consider the following system: (2 95)
Uu
=
□
f,xe[a,b]
{B1(u) = B2(u) = 0 Assume that the linear operator L , restricted to the submanifold defined by the boundary conditions, is not injective, namely the equation Lu = 0 also has nontrivial solutions). As a consequence, the inverse mapping L_1 is not univalued, hence does not exist a Green function. On the other hand, under the condition that the solutions ui(x) of the associated linear system: Lu = 0 , x e [a, b]; B^u)
= B2(u) = 0
satisfies the consistency condition: /, ft, u\dx = 1, one can find a modified Green function GM such that the solution of (2.95) can be written in the following: (2.96)
u(x)=
f
C M ( f , x ) / K K + CUl(x),if /
J[*M
/ ( 0 « i ( 0 * = 0.
J[a,b]
The GM satisfies the system: (2.97)
LxGM(x,0
= S(x - 0 - M*)MO 164
, Bx{Gu)
= B2(GM)
= 0.
This system has a solution as J[ab][S(x -£)u1(x)ui(C)]ui(x)dx = 0. The construc tion of GM is similar to that of the ordinary Green function, but is not uniquely determined as we can add Cui(x) to a modified Green function. Furthermore, GM will be symmetric, if the following condition is verified (2.98)
/
GM(^X)UI(X)(1X
= 0.
J[a,b] EXAMPLE 2.28 -
-u = f(x), x e [o,I]
(2.99)
ti(0) = ti(0 = 0
As the associated linear system admits a nontrivial solution u = const, we cannot build the ordinary Green function. But the modified Green function must satisfy the following system:
■^(.,0-«.-0-
(2.100)
-J-GM\X=O
= 0
= -J-GM\X=I
and admits solution as JL n[6(x — £) — j]dx = 0. In fact, one has A + Bx + -— for
0< x
C + Dx + —- for
{ < x
GM(€,X)
The boundary conditions give B = 0,-D = —1. The continuity at x = £ implies A + (£ 2 /2/) = C - { + (£2/2Z) => C = A + f. The step condition on £GM\x=z gives 1 — (£//) + (£//) = 1 =>> it is automatically satisfied. Therefore, we get: 2
2
G (x, Z)==(A+ (A+?L)H(t -)H(( - -*)x)+ + + -)H[x GMM(x,0 (A (A + (+- ix -+x^)H(x - 0--1). As there is an arbitrary constant A , we can give a more elegant expression to GM(X>0 by requiring that it should be symmetric (symmetric modified Green function). We get: 2
r 2 4- P2
I
x2 -\-£2
GMS(x,0 = ( | - * + l-±«-)2ftf-*) + (- -x + ±-Z5-)H{x-t). Furthermore, from the equation for GM(X,£) ^ f 2
dGM d2X
(*,6)
we get:
d = 6(x - 6) - y , ^ G M | . = O = ^M\*=I
= 0,
(x,£2) = Kx - 6) - y > T-^MU=O = -T-£MU=/ = o. 165
By combining these equations in the usual way, we get: GW(6,6)-[o,i] If we impose the condition: Jj 0 n G M ( ^ , £)dx — 0 , V£ , then GM{%-> 0 becomes sym metric. The above condition gives 1 I2
£2
(E) - I N T E G R A L E Q U A T I O N S A N D G R E E N F U N C T I O N S . DEFINITION 2.31 - Equations where the unknown function appears under the sign of integration are called integral equations. In the following table we resume some useful classifications of integral equations. TAB.2.5 - T y p e s of integral equations Non-homogeneous Fredholm equation: f(x) = y(x) -f- J, Homogeneous Fredholm equation: y(x) = f, „ K(x,
fc,
K(x,z)y(z)dz
z)y(z)dz
PARTICULAR TYPES OF FREDHOLM EQUATIONS: K(x,z)
= ~K{x,z)H{x
- z)
Non-homogeneous Volterra equation: f(x) = y(x) + L
,
Homogeneous Volterra equation: 0 = y(x) + /r
z)y(z)dz
i K(x,
K(x,z)y(z)dz
Transpose integral equation of:
= (hK*U>)\K*{il>)
= jWMK{z,x)y{z)dz
THEOREM 2.47 - 1) The Fredholm equation of second type (2.101)
>-K(
K{x,z)<j>{z)dz
J[a,b]
has a unique solution given by the uniformly convergent series: (2.102)(Neumann series)
<j>(x) = f(x) +
^
XrnKTn(f),
Km
where Km(f)
= /
Km(x, s)>(s)ds, Km{x,
s)
J[a,b]
= / Kr(x, t)Km-r(t, J[a,b] K2(x,s)=
f J[a,b]
K{x,t)K(t,s)dt 166
s)dt, r < m 5 m > 2,
where (a) / is square
summable;
b
( ) /[.,»] /[.,6] K(x,t)2dxdt = B2 < oo ; |A|B < 1. 2) A necessary condition that (2.101) has a solution is that the function f is orthog onal to any solution \j) of the associated transpose homogeneous equation. 3) (The Fredholm alternative). (a) If the homogeneous equations (2.103)
<j> - \K(>) = 0 , t/> - \K*(*P) = 0
have only trivial solutions <j) = ip = 0 , then the non-homogeneous (2.104)
4>-\K{
equations
=g
have unique solutions
and *l>i,'-,il>k then the number of these solutions, that are linearly independent, each equation. In such a case the non-homogeneousms eq equation
is the same for
4>-\K(
ipi,(ipi,f)
= 0. Similarly , the other
V, - \K\i>) = g will have a solution iff (
5) (Hilbert-Schmidt). Any function f that can be expressed in the form (2.105)
(K(x,t),g(t))
=
f(x),
where g is a square summable function and K is an integral operator with symmetric kernel K(xyt) , has a representation absolutely and uniformly convergent:
(2.106)
/(«)= J2 (*./)*= £
lK
Kx
^M*). *
where (f>i are eigenfunctions of K. ^ THEOREM 2.48 - (EQUIVALENCE OF INTEGRAL AND DIFFERENTIAL EQUATIONS). 1) Let us consider the following boundary value problem: Lu + Xpu = —f , x G [0,1] £
(2.107)
= -:ir[p(*):d + ?(*)
+ homogeneous boundary
conditions
p > 0, A = const, f = piecewise continuous function in [0,1] If the Green function G(x,t) exists for the operator L, and the given boundary conditions, then the solution of (2.107) can be expressed in the following form: (2.108)
u(x)=
f
G(x,t)p(t)u(t)dt
+ g(x),g(x)
= - [
■/[0,1]
G{x,t)f{t)dt.
7(0,1]
Hence, the integral equation (2.108) is equivalent to the differential equation (2.107). 2) (a) To the homogeneous equation (2.109)
Lu -f Xpu = 0 -f- homogeneous boundary
conditions
there corresponds the homogeneous integral equation: (2.110)
u(x)
=A/ J[o,i]
G{x,t)p{t)u(t)dt.
(b) This last equation can be written in the more convenient form: z(x) = A / J[o,i] 168
K{x,t)z{t)dt
after
substituting
(2.111)
z{x) = u(x)y/p(x), K(x,t) = G(x,t)y/p(x)p(t).
Equation (2.111) has the symmetric kernel, as L is self adjoint. 3) (CONCLUSIONS). (a) If for a fixed A , any solution of the linear equation (2.109) is identically zero, (\ is not eigenvalue of (2.109)); then the affine differential equation (2.107) has a unique solution for any choice of f). (b) (Theorem of the alternative). If for some A = A; , the linear equation (2.109) has nontrivial solutions, m , (A; is an eigenvalue of (2.109) corresponding to the eigenfunction U{), the solution of the affine equation (2.107) for A = A; exists iff Jfo ll Puifdx = 0 for any sequences {A,-} with the associated eigenfunctions {u^ , that form an infinite set of orthogonal functions that satisfy the following conditions: f
puiUhdx = 0 , i =£ k , /
J[0,1]
pui2dx = 1
./[0,1]
If we can represent g(x) with a piecewise continuous function
= I
G(x,t)(j)(t)dt
J[o,i]
then g(x) can be developed in form of eigenfunctions: V(x)
=
5 2 cnU>n(x) , cn = /
i<1^oo
-AM
gpundx
that absolutely and uniformly converges. EXAMPLE 2.29 1) (FORCED VIBRATIONS OF STRING, WITH FIXED ENDS, UNDER AP PLIED PRESSURE f(x,t),x = space, t = time) The system is described by the following: Tuxx
= pun - f(x,t),
u(0,t) = u(l,t) — 0
where T = tension of the string, p = mass density. For simplicity we put: t = p — l,F(x)e~lut = / ( z , t ) . Then, we can write the system in the following way: (2.112)
uxx - utt = -F(x)e~iu,t,
u(0,t) = u(l,t) = 0.
Try to find solutions of the type u(x,t) = X(x)e~iut. (2.113)
L(u).X
= X + u2X = -F(x), 169
From (2.112) we get:
X(0) = X(l) = 0.
The operator L , with these boundary conditions, is selfadjoint. If the associated linear equation (2.114)
L(u>).Z = Q
has a nontrivial solution Z^{x) , then from the above two equations (2.113) and (2.114) we get: j[Ql](Z„X-XZu)dx
=
J[onZuFdx,
. '
II
II
0 = {Z„X Then, in order to solve (2.112) it is necessary that / ZuFdx J[o,i)
xZu)\[.
= 0.
This is a condition on Z^ that can be very restrictive if Z^ ^ 0. On the other hand (2.114) has a nontrivial solution when w is one of the natural frequencies of the system, namely: L(u>).Z = '£+u2Z = 0, Z(0) = Z(X) = 0.
(2.115)
By integrating this system we get that the natural frequencies (eigenvalues) are un = ™ , with the corresponding eigenfunctions Zn(x) = C s i n ( y a : ) . Hence, when LO coincides with a natural frequency of the system (resonance situation) the solution of Z is just Zn(x). In this case, the afHne equation admits a solution iff: (2.116)
0 = / ZnFdx= J[o,i]
f J[o,i]
sm(^x)Fdx. «
This means that if condition (2.116) is not verified the system has no vibrations with frequencies un. Now, let us integrate (2.114) by series: (2.117)
«(*,<) =
T
ak(t)sm(^x)),ak(t) = j f
l<Jt
u(x,t)sinA)dx.
' J[°,'}
'
'
We get IFu
ak
C
^=T^ - ± \
-Kh
c - " - B i n ( — (t-r))dr,k e-""sm(-(t-T))dT,k
= l,2,... l,2,...: =
(a) If u; is not a natural frequency: l
*w = 2a* ir~eL
Iak2-u,2j
K
9)
170
ak-uj
k ak + u] ', «*
= I-f.
(b) If u = ^p-, namely it is a natural frequency the result for
smut
iut
Therefore, if a; coincides with a natural frequency, (2.117) will have a term that increases with the time (resonance phenomenon), except if ^n
0<&
J[o,q
sm(^x)Fdx
/
= 0.
If this last circumstance is verified, the nth-term in the series does not contribute, and the solution does not increase in the time, (namely the phenomenom of the resonance does not appear). Finally, note that if u does not coincide with one of the natural frequencies (namely, we are not in resonance condition) L(LJ) is an injective operator and hence admits a Green function G(x, £). Then, the solution of (2.113) can be written in the following form: X(x) = f
G(x,0^(0«
where is the the Green Green function function that that satisfies satisfies the the following following system: where G(a\£) G(x,£) is system: G + u2G = 8(x - 0 , G ( 0 , 0 - G(/, 0 = 0. Therefore, the solution of (2.112) becomes Therefore, the solution of (2.112) becomes u(x,t) =
X(x)e~iu;t
that shows that the string vibrates with imposed frequency u>. 2)(BENDING OF COLUMN OF LENGTH 1 WITH AXIAL FORCE FORCE APPLIED APPLIED TO TO THE ENDS). The system is described by the following: THE ENDS). The system is described by the following: (2.118) -u-Xu = / ( * ) , x e [0, I], u(0) = u(l) = 0. (2.118) -u-\u = f(x),x e [0,/], u(0) = u(l) = 0. For the corresponding linear system one has: For the corresponding linear system one has: -u - \u = 0 , x e [0,1} , u(0) = «(/) = 0 (2.119) (2.119) -u - \u = 0 , x G [0,1} , u(0) = u(l) = 0 there are nontrivial solutions iff A is an eigenvalue of — ^ y > namely A belongs to the point s p e c t r u m of — ^ y . This is given by: \ n = (—-) 2 ,with the corresponding eigenfunctions 171
<j>n(x) = y y s i n ( — x ) .
The sequence {(j>n(x)} is an orthonormal complete system and can be used to give a (spectral) representation of a solution of (2.118). In fact, by multiplying the differential equation (2.118) for <j)n{x) and by integrating from 0 and / , we get: — Xu \unn = u unn==\n >= J j / V / J[0ii] I
\ -- l usin(-—x)dx usm(-—x)dx V / J[o,t\ «
fn=
[2 f = J-j
irn f(x)sm(—x)dx.
After integration by parts and by using the boundary conditions: [(™) 2 — A] = / n , n = 1,2,... we get _ fn hence
«»(*) = E ( # 3 1 = E l
V
'
J
l
V
'
J
(^yrrx^TxH0f^^Tx)dx]* / l°' Z J
Assume that we apply an axial force P to the ends of the column. Then, the resulting lateral bending is u(x) , solution of (2.118) with A = P/EI, where El = physical constant of the column, called bending rigidity. If / = 0 => u(x) = 0 except if P is such that A = P/EI = ( ™ ) 2 , then the bending results u(x) = Asin(™a;), where A is an arbitrary constant. The corresponding eigenfunctions
si^^f-x)
l n EI
are called bending modes and the relative loads Pn = ^ are called bending loads. The corresponding minimum value Pi = Pcr is called critical bending load. Note that Pcr —► 00 as / —► 0 , and Pcr —> 0 as / —► 00. ^ ^ THEOREM 2.49 - (MODIFIED GREEN FUNCTIONS IN EIGENVAL UES BOUNDARY PROBLEMS). Let us consider the following problem: (2.120)
Ls> - \<j) = 0 , a < x < b , Ba(<j>) = Bb(<j>) = 0.
This problem admits the following modified Green function: (2.121)
G„(x,t\\1)=
lim G M ( z , £ | A x ) =
A—^Ai
T
^
2
f ra(0 ,
Ar, — A i
wnere Ai is an eigenvaiue of Xa and <j>n are eigenf unctions. Furthermore, the sequence {
f
j s{x )s(0\GM\2dxd£<
J[a,b) J[a,b]
172
00.
( G ) - O D E s OF S E C O N D O R D E R W I T H S I N G U L A R P O I N T S O N T H E BOUNDARY A N D GREEN FUNCTIONS). DEFINITION 2.32 - (CLASSIFICATION OF SINGULAR POINTS). Let us consider systems of the type: (2.122) L3u -- Xu = Lu -- Xu = 0 , x G [a, b] L = - -\p(X)-]+q(X) s s > 0 ,A == const
Ls =
\Z}LetH= {u : [a, b] —* C | Jr
61
s I u\2dx <
OQ}.
The Schwarz inequality implies the
existence of I suvdx J[a,b] and | / suvdx\<[[ s\u\2dx]1/2[[ J[a,b] J[a,b] J[a,b) Thus, Ti is a Hilbert space with interior product < u, v >s=
s\v\2dx]^2.
I s uvdx J[a,b]
and norm \\u\\.=1J2=[[
s\u\2dx]V2.
J[a,b] Then, H is called the space of finite norm s on (a, b). | | For any differentiate function u and v we have: vLs(u) - uLs(v) = -—-[p(uvf s ax |
- u'v)],a < x < b.
| For any a 0 , b0 such that a < ao < bQ < b we get /
(2.123)
s[vLs(u) - uL3(v)]dx = /
^[a 0 ,6o]
[vL(u) -
uL(v)]dx
J[aoM
= p(b0)W(u,v;
bo) - p(a0)W(u,
v; a 0 ),
where W(u, v; x) = (uv' — u'v) is the Wronskian of u and v. | | In order to extend this formula to the interval (a, b) we must require that the terms of the type f< b , svLs{u)dx have finite values. Define the following submanifold D C H: (u : [a, 6] -*C\u D = I u'absolutely \ w, Ls(u)
\
continuous of finite norm s on 173
> CH. (a, b) )
Then , if u , v G D ^ < La(u),v
>9=< u,L3(v)
>s exists and we can write (2.123)
as follows: < Ls(u),v
>s=< u,Ls(v)
lim
>s=
\p(b0)W(u,v]
b0) - p(a0)W(u,
v; a0)].
ao—►dj&o—*■&
As the two limits can be taken separately, we have that both the following limits lim p(b0)W(u,v]b0),
lim p(a0)W(u,
6 0 —►&
v',a0)
a0-+a
exist. Denote such limits p(b)W(u,v\ b),p(a)W(u,v', a) respectively. [Z\Let A G C , let
—\p(x)W(^;x)\
and 2i(im(A)) / ./[a ,6] /[a,6]
s\<j>\2dx = p{bQ)W{(j>, fc b0) - p{a0)W{
if <> / G D one has: (2.124)
2t"(im(A)) / s\<j)\2dx = p(b)W(>,fc b) - p(a)W(>,& a). J[a,b]
| | (Weyl theorem). Let a be a regular point and b a singular point of the equation (2.122). We get: (a) If for some value ofX any solution of (2.122) is of finite norm s on (a, b) then for any other value of A , any solution is also of finite norm s on (a, b). (b) For any A with im(A) ^ 0 , there exists at least a solution of finite norm s on (a, b). Then we can classify the singular points in the following way: (a) limit-circle-type: If all the solutions u are of finite norm s , namely I s\u\2dx < oo , VA. J[a,b] (b) limit-point-type; For im(A) ^ 0 there is exactly one solution (up to multiplica tive constants) of finite norm s. In these cases we build the Green functions for intervals of regularity and take the limit versus the singular points. EXAMPLE 2.30 - 1) (2.125)
-u - Xu = 0 , 0 < x < oo. 174
In this case s(x) = p(x) = 1. We get: 0 = regular point; oo = singular point. If A = 0 the general solution u(x) = Ax + B. As no nontrivial solution is in £3 (0> °°) » and taking into account that: (i) if im(A) ^ 0 , the solution ex^Xx is the unique of finite norm; (ii) if im(A) = 0 , 3ft(A) > 0 =>> no solution is of finite norm; (iii) if im(A) = 0,3ft(A)<0=> only one solution is of finite norm; conclude that we are in the case limit-point at x = 00. (b) Equation (2.125), — 00 < x < 00. The points ±00 are both of limit-point type. 2)(BESSEL EQUATION OF ORDER 0 WITH PARAMETER A). (a) (2.126)
—(xu1)' — Xxu = 0, a < x < b, b > 0, b < 00, s(x) = x,p(x) = x.
As p(0) = 0 , the point x = 0 is a singular point. This result is of limit-circle type. In fact, if A = 0 , the functions Ui(x) = l,u2(x) = logx , are independent solutions of the equation, as
/
,„;&
J[a,b]
,«?*<«,
J[a,b]
This agrees with the fact that the general solution, VA , is u(x) — AJo(xyX) BYo(xVX) that is of finite norm s.
-f
(b) Equation (2.126) , —00 < x < o o , a < x < o o , a > 0 . The singular point is x = 00 and its result is of limit-point type. In fact, J) 00, Jr 6, xu\dx = 00. Furthermore, (i) if A ^ [0, 00) , the solution HQ (x\/\)
61
xu\dx = is unique
and is of finite norm 5; if A G [0, 00), there are not solutions of finite norm s. 3)(LEGENDRE EQUATION). - [ ( l - x ) V ] ' + \u = 0 , - 1 < x < l,s(x)
= l,p(z) = 1
-x2.
As p(l) = p(—1) = 0 , we have that ± 1 are singular points. These result in limitcircle type. In fact, for A = 0 there are two independent solutions: ui{x) = 1, u2(x) = log(l + x)-
log(l - x).
On the other hand / |ui| 2 dx < 00, / |wi|2c?x < 00, / \u2\2dx < 00, / \u2\2dx < 00. J[-i,t] J[i,i] J[-i,t\ «Au] 175
THEOREM 2.50 - (GREEN FUNCTIONS FOR ODEs WITH ONE SINGULAR POINT). 1) Let us assume that the singular point b is singular. The Green function must satisfy the following system: (2.127) 7
7
LG - XsG = 6(x - £),*,£ € [a,6],L = - 3 - ^ ) 7 - ] + (*) LG - XsG = 6(x - £),*,£ € [a, b], L = _ _ [ p ( * ) J i ] + q(x) £ a ( G ) = «2^U=:a - a i P ( a ) - T - | * = a = 0, afi, a:2 G R , n o t botL zero; Ba(G) = a2G\x=a - a i P ( a ) - T - | * = a = 0,afi,a 2 G R , n o t both zero; ]im (BhJG) = 0iG\T=hn \im(Bbo(G) = PiG\x=bo
+ B2v(bn) — L=b«U0i*02 € R , n o t both zero,6 0 < 6. +p2p{bo)-r-\x=bQ),Pi,P2 G R , n o t both zero,&0 < 6.
The Green function for the regular problem on (a, &o) is: G = A[4(x, A)u(£, \)H((
-x)
+ tf«, A)u(s, A)ff (s - 0 ]
where (f> and tp are independent solutions of (2.127) that satisfy the initial at the regular point a:
conditions
(j)(a, A) = -a2 , ^(a, A) = —±- , ^(a, A) = a x , ^ ( a , A) = — ~ . p(a) p(a) Any solution of (2.127) can be written in the form u = (fr + mtp , up to constants, where m =
h
hi/>(b0,\)+p(b0)il>(bo,\)
multiplicative
ft , A =
—-.
fa
As G satisfies (2.127) we have the step conditions: As G satisfies (2.127) we have the step conditions: dG.
^ I * = * - = - 4 1T = A W ^ , U ; 0 dG.
W(1>,
6 = -(«?+a?)
' tf(x, A) W e , A) + mrKt, A)]#(£ - z)
+ V(C, AJL*C«»A) + ">tf(*, A)jff (* - 0
wiere m = m(/i, 6„, A). [The functions <£ and i/> are integer functions of A , instead m is a meromorphic function of A (namely the singularities of m at Bnite are poles) [159].] 176
2) (Case b = limit-point-type,
im(A) ^ 0). In this case lim ra(&o>^, A) = m&(A) =
iimii point of m. Furthermore,
lim (u = > + mV>) = u&(a:,A) = limit point of u bo—*b
(unique solution of finite norm s). Therefore, lim G(a;,£, A) = G(x,£,\)
is uniquely
bo—>b
determined, are the unique solution of the system: LG - XsG = 8{x - i), x,£ e [a,b] ) d , , .du, .N Ba(G) = 0 , /
2 *\G\ dx < oo.
J[a,b]
3) In order to build G for all A , with im(A) ^ 0 , we can use the condition:
i~JrG(X,(,X)dX
6(x-t) s(x)
where T is a large circle in the complex plane. Therefore, this integral reduces to the calculus of the sum of residues (corresponding to the poles of m&(A) and related to the point-spectrum) plus an integral on a part of the real axis (corresponding the cut of the branching ofrrib(\) and related to the continuous spectrum). We get: (2.128)
^ - J
G{x,t,\)d\
= -Yl4>n(x)*n(t)-
f
t'WMMv-
If there is only the point-spectrum, um we can prove that the eigenfunctions orthonormal complete set of weight s. EXAMPLE 2.31 1)(BESSEL EQUATION OF ORDER v WITH PARAMETER). -(xu'y H
(2.129)
u - Xxu = 0 , 0 < x
form an
G R+.
Now we have s(x) = x,p(x) = x. I) The point x = 1 is regular; the point x = 0 is singular: v > 1 limit-point type, v < 1 limit-circle type. II) (CASE v > 1). We study the boundary value problem: (2.130)
-(xu'y
v2 f + —u - Xsu = 0 , 0 < x < 1, i/(l) = 0, / x
x\
«/[o,i]
We have the following. (a) The set of eigenfunctions of (2.130) forms a complete orthonormal set of weight s.
177
(b) The Green function is the following: (2.131)
G =
^-^[J^x^Z^VX^^ VX)#o -x) + Jv(iV\)Z¥{xy/\)H{x - 01 •
2 J I / ( V A)
(c) The normalized eigenfunctions are the following: >„(x) = . JvWAn)
J^X^/Xn)
where y/X^, are the roots of Ju{x). (d)(FOURIER-BESSEL REPRESENTATION FOR ARBITRARY FUNCTION).
(2.132)
/ ( 0 = 2 Y, f w o 2 / l
f(*)(yfi)U*yfa)dx.
Observe that this formula holds also for v > — 1. (See the case singular point of limit-circle type). PROOF. I) If A = 0 we have two independent solutions: u\(x) = xr,U2(x) = x~v. One has: /
sluxpcfo < oo, /
J[o,i]
s\u2?dx = 00,1/ > 1; /
J[o,i]
s\u2\2dx
< 00,1/ < 1.
J[o,i]
II)(a) The system (2.132) can be transformed in the integral equation:
4>{x) = \[
G(x,(,Q)s(04>(0d(.
J[0,1]
Set It = \ , 0 ( i ) = 4>{x)yfs , K(x,0 = G(x, £,
\)y/s(x)8(£).
We have J[0,1] 2
As L j , J| 0 j , |if(z,f)|
-x) + Jv(ty/\)Z„(xy/\)H(x 178
- 0]
where W(Jv,Zv\£y/X)Ay/\
= - | . On the other hand, W(Ju,Zv;x)
= -2-^r
1
=>
II)(c) The non-normalized eigenfunctions are Jv{x\f\n). In order to build the nor malized eigenfunctions let us study the analytical properties of G(x,£, A). Note that Zv{xy/\) is an integer function of A. Ju(xy/X) is an analytical function, except for a cut on the positive real half axis. These branching points disappear from the quotient j f^/x) • Therefore, the only singularities of (2.132) are simple poles, the zeros An of Jv{yJX) 7 that belong to the real axis. The calculus of residues of these gives (2.133)
= - .
Rx=Xn
*
„2Uxy/*n)MtVK).
Therefore, we have 6{x - 0
S(x - 0
^T\RIIWK¥M-VK)MWK)-
II)(d) It is a direct consequence of the above formulas. 2)(MELLIN TRANSFORMS). (a) Let us consider the following system: -(xu)'
□
-A- = 0,0
Now we have s(x) = l/x,p(x) = x. I) The points x — 0 and x = oo are singular of limit-point type. II) The Green function for A 0 [0, oo) is the following:
G{x L A) =
^
2b\[x~wxtiWXHte ~x)+r,vv^(x
- o].
III) Spectral representation of 6(x — £): xS(x - 0 = J - /
x~iviivdv
, 0 < x, i < oo .
27T J [ _ O O , O O ]
IV) One has the following integral representation: (2.134)(inverse Mellin transform)
/(£) = — /
£iuF(v)dv,
where (2.135 )(Mellin transform)
f F{y) = /
J[0,oo]
179
f(x) _•xv - ^X x dx .
V) £ RELATION BETWEEN MELLIN TRANSFORM AND EXPONENTIAL FORM OF THE FOURIER TRANSFORM. The transformation y = logx produces (2.134) and (2.135) in the exponential form:
Z7r
J\-oo,oo] J[-O0,0o]
J\-oo,oo] J[-00,00]
In fact, the above change of variables transforms the above system in the following one: — y — Xy = 0 , —00 < y < 00. (b) ( S I N E MELLIN T R A N S F O R M ) . Let us consider the following system: -(xu1)'
- A - = 0 , 0 < x < l,tx(l) = 0. x
Now we have s(x) = l/x^p^x) = x. I) The point x = 0 is singular of limit-point type; the point x = 1 is regular one. II) The Green function is the following: (2.136) - x) + £ " V A ( * V A - x~^x)H{x
(*, e, A) = - i - [ a r V * ( £ V * _ CWX)H(£ 2y A
- £)].
III) Spectral representation of 8(x — £): (2.137)
x£(x-0 = - /
[sin(i/logaO][sin(i/logO]
* J[0,oo]
< z,£ < 00 .
IV)(Inverse sine Mellin transform)
(2.138)
/(0 = - /
[sin(i/logx)]F(i/)di/,
^ y[o,oo]
where (2.139)(sine Mellin transform)
F(v) = f «/[o,i]
^-[sm(ulogx)]dx. x
IV) The transformation y = logx produces (2.138) and (2.139) in the form of sine Fourier transform: (2.140)
f(x) = ( - ) 1 / 2 / T1"
F(i/)sin(i/aOdi/,
J[0,oo]
with (2.141)
F(i/) = ( - ) 1 / 2 / ^
^[0,00]
180
/(s)sin(i/a;)dx.
(c) ( C O S I N E MELLIN T R A N S F O R M ) . Let us consider the following system: - A - = 0 , 0<x x
-(xu'y
< l , u ( l ) = 0.
By using considerations similar to previous ones, we get the cosine Mellin transform. 3)(HERMITE EQUATION). (2.142)
— u + x2u — Xu = 0 , —oo < x < oo.
In this case s(x) = p(x) = 1. I) Set u(x) = zex i2. Then, the above equation becomes: (2.143)
—z - 2xz - z - Xz = 0 , - o o < x < oo.
The singular points ±oo are both of limit-point type. In fact, for A = — 1 , the functions z\ = 1 , z
= e*2/2 , u2{x) = ex2'2
f e~t2dt J[0,x]
are independent solutions of (2.142). Furthermore, Ui(x) is of finite norm in (—oo, /) and in (/, oo), for any /. II) The set of eigenfunctions of (2.142) forms a complete set. 4)(BESSEL EQUATION OF ORDER 0 AND WITH PARAMETER A e [0,oo)). Let us consider the following system: —(xu)f — Xxu = 0 , 0 < x < oo. I) The points 0 and oo are singular points, x = 0 is of limit-circle type and x = oo is of limit-point type. II) The Green function for A ^ [0, oo) is the following: (1 (2.144) G(x,t,\) =^[Jo(s>/A)2r Yiuxv^H^av^HU-^+Joiwm^^vm^-o}0 WA)2r(e-z)
III) The spectral representation of 8 is the following:
(2.145)
6<<X x
~® = I
fxJ0(x^)J0Ufi)df,.
J[o,oo] 181
IV) One has the following representation: (2.146)(Hankel transform)
F(fi) = /
xJ0(xfi)f(x)dx,
J[0,oo]
and (2.147 )(inverse Hankel transform)
f(x) = /
fiJ0(xfi)F((j,)d/i.
J[0,oo]
5)(BESSEL EQUATION OF ORDER 0 AND WITH PARAMETER A e (a,oo)). Let us consider the following system: (2.148)
-(xu'Y
- Xxu = 0,a < x < oo,u(a) = 0.
I) The point x = oo is of the limit-point type. II) The Green function for A 0 [0, oo) is the following:
(2149)
v-^sfcm
Zo(xy/X)H^\iy/X)H{^x) [+ZQ((y/X)H^\xy/X)H(x-0
III) The spectral representation of 6 is the following: (2.150)
S(x-0 ^ L z i )
=
f /
Z0(xiA)Zo(tii) Jo(aV)
/[a.oo]
+
d\i.
N
o(aV)
IV) One has the following representation: (2.151 )(Weber transform)
F(fi) = f J [a,oo]
xZQ(xn)f{x)dx,
and /(*) = / — ^ E l ^ — ^ ^ . 7[o,oo] JQM + NQM
(2.152)(inverse Weber transform)
6)(BESSEL EQUATION OF ORDER u AND WITH PARAMETER A e [0,oo)). Let us consider the following system: 2
(2.153)
-(xu'Y + {—)
- Xxu = 0 , 0 < x < oo, u2 6 R+.
X
I) The singular points x = oo (limit-point type), and x = 0 (limit-point type for 1/ > 1 , limit-circle type for v < 1). 182
II) The Green function is the following: (2.154) G(x,f,A) =
y[J,(xv/A)ff(1'(^A)F(e-x)+J,(^A)F(1)(xv/A)ff(x-0].
III) 8 admits the following spectral representation: (2.155)
6(x-Q "V" W = /
pJv(xp)Jv(£ii)dix.
X
III) One has the following representation: Fu(fi) = /
(2.156)(Hankel transform of order v)
7[0,oo]
xJv{xii)f{x)dx,
and (2.157)(inverse Hankel transform of order v) f{x) = /
^Ju{xji)Fv{^)dii.
«/[0,oo]
THEOREM 2.51 - (AFFINE EQUATIONS AND SINGULAR POINTS). Let us con sider the following system: Lsu — Xu = f , x G [a, b] lr
T-
,
d .
du
x
Ls = -L, L = -fa\P\ )fa\ + Q\x) s > 0, A = const., a = regular, b = singular s > 0, A = const., a = regular, b = singular, f is of finite norm s in (a, &), im( A) / 0 f is of finite norm s in (a, 6), im( A) ^ 0
(2.158)
Assume the following boundary (a) (regular point):
conditions. AC1
Ba(G) = a2G\x=a
- aip(a) — \x=a = 0 , oti,a2 G K,not
both zero;
(b) (singular point): Assume that the solutions should be of finite norm s. 1) (LIMIT-POINT TYPE CASE). There exists a unique solution of (2.158) given by the following: u(x) = I
G{x,Z,\)s(Z)f{Z)dZ.
J[a,b)
2) (LIMIT-CIRCLE TYPE CASE). The Green function can be written in the fol lowing form: (2.159)
G(x,£, A) = >(*, A)v(£, A)#(£ - x) + >(£, \)v(x, \)H(x 183
- 0
where %j) is the nontrivial solution of the associated linear system that satisfies the boundary condition Ba(ip) = 0 and v is a solution of finite norm s on (a, b) linearly independent of u such that (2.160)
lim p(b0)W(v,v;
b0) = 0.
bo—*b
For any function v(x,\) that satisfies (2.160) we have a different Green Furthermore, the unique solution of (2.158) is the following: u{x) = f
function.
G(x,^\)s(Of(Odt
J[a,b]
= v(X, A) /
<£, A M O / ( O # + # * , A) /
V(f,
xnomw-
(F) E X A M P L E S OF G R E E N F U N C T I O N S F O R P D E s . I ^ I REMARK 2.35 - (LAPLACE TRANSFORM AND LINEAR PDEs). A method that allows us to solve the integration problem of linear PDEs is that of the Laplace transform. Let us give, here, a sketch. l)DEFINITION 2.33 - a) Let F{t) be a R or C-valued function defined on a curve I of the complex plane: F : [a, b] —> K , then the Laplace transform of F is given by the following:
f(x) = Cx[F} =
Je-xtF(t)dt.
b) In particular, if I = [0, oo) C R , we have: (2.161 )(strict transform)
f(x) = CX[F] = f
e~xtF(t)dt.
J[0,oo)
c) If / = ( — o o , o o ) c R , we have the following: (2.162)(two-sided transform)
f(x) = CX[F] = f J { — oo,oo)
2)(EXAMPLES). a) F = 1,
f(x) =C (x)=£ X[F] = If x[F]=
e~xtdt = - - - lim <
l.oo) J[o,<
As
X
X t->oo
\e-**\ = e - ( R ( ^
. , , 1f plane ,
*(*) > 0, Cx[l] = 1x
I *(a?) < 0, 184
£x[l]
is divergent
e~xtF(t)dt.
b)(Gamma function). e-yyr-1dy
r(r) = /
, »(r) > 0.
Set t = xt, x > 0; we get: r ( r ) = xr f
e'"ttr-1dt
Cxif-1]
=>^=
, R(r) > 0.
xT
J[0,oo)
[This formula holds also for i G C and 9ft(aj) > 0]. 3) THEOREM 2.52 - One has the following properties for the Laplace transform: a) If the Laplace integral converges in a point XQ E C , it converges also for $t(x) > »(*o). b) If the Laplace integral is absolutely convergent for x — x0 , namely e-xt\F(t)\dt
( J[0,oo)
is convergent, it is also absolutely convergent for 9ft(x) > 3ft(oJo)c) If the Laplace integral converges to a point x0 G C , it uniformly converges in any regular domain /D(x0lrj). d) £X[F'] = xCx[F] - F0,Fo = Bm F{t). e) JCXI-F] is an analytical function of x , regular at least in the convergence half plane and such that £^Cx[F] = (-l)nCx[t"F},n = l,2,.... f) Any Laplace transform is limited in any angular domain V(XQ^T]) , where XQ is any point of convergence, and goes to zero if x —► oo. g) (Faltung theorem). Set R(t) = f
F(r)G(t
- r)dr = F(t) * G(t).
J[0,oo)
We have: CX[F * G] = CX[F].CX[G). h) (Riemann inversion formula). One has the following formula of inversion of the strict and bilater Laplace transforms:
F(t) = - L / Z7TI
e**f(x)dx. J[Z-ioo,Z+ioo]
185
4)(EXAMPLES). a) Cx[eht] = Cx.h[l]
= ^
, *(*) > X(h).
b) x Cx [const] = zrr—9 1 + xL > ®( ) > °-
c)
Cx[smt] = — — Tz , »(x)>0. 1+ x d)(Laplace transform of distribution): Let <j> G CQ°(M)' = { space of distribu tions on the manifold M = R n } , CQ°(M) = {/ : M -> R|supp((^>) = compact }. Then, we have: For example: (i) £ , [ # ] = < # ( z ) , e — > = J [ 0 o o ) e-*
= 7"
(ii) £,[*] =< *(*), c - " >= (c-")U=o - 1. e)(Heat equation). uxx -ut
= 0] u(0, t) = 0 , t > 0
u(a:,0) = / ( z ) , a; > 0 In order to integrate, we can apply the separation of variables method: u(x,t) X(x)T(t). The equation becomes:
=
X T — = - = const = - / i 2 =» Jf + y?X = 0 , T + /i 2 T = 0 ^ X = C(/x) sin(//x), T = e-" 2 < u(x,t\fj.) = e-^
t
C(fi)sm(/ix).
The system also admits the following solution: u(x,t) = I
e _/x
u(x,t\fj,)dfj, = I
J[0,oo)
t
C(fJ,)s'm(fj,x)dfi,
J[0,oo)
where C(/z) is a suitable function such that u(x,t) satisfies the boundary conditions. The first condition imposes that sin(//0) = 0 , that is automatically satisfied. The second one gives f(x) = L , C(fj,)sm(fj,x)dfi. This means that
c(/i) = - / *
fiQMrtW
J[0,oo)
u{x,t) = -
/
^ «/[0,oo)
186
e _ / i 2 < sm(fix)dfi
/ /[0,oo)
/(£)sin(//£)c?f .
We can also write: v 77™ Jro.oo^ V ^[0,oo)
This means that the Green function of the problem can be written as follows: G(x,t,xo,to)
1 y/*t(l
(*-*o)2 e «('-'o> , t >tQ. - t0)
f)(String equation). ( uxx - a utt = 0 < 0 < x < I : u(x, 0) = 0; ut(x, 0) = 0 U > 0 : u(0,t) = 0,u(M) = F(i)
J
Let us produce the Laplace transform of w(x,t) with respect to the time coordinate: C = // C (( xs ,, 00 = = £z[u] £$[u] =
l e~* u(x,t)dt. e~^u(x,t)dt.
J[Q,oo)
Taking; into account the properties on the Laplace transform, we get: Taking into account the properties on the Laplace transform, we get: Cxx ~ Oi2[i2Q - {tx(s,0) - uxt(x, 0)] = 0. Cxx - <*2[£2C - £*(*,0) - M a r , 0)] = 0. This is an ordinary equation in CC^IO » where £ is a parameter. Taking into account the boundary conditions, the above equation becomes:
C « - <*2£2C = oThe general solution is the following: C(x\0 = A ( 0 s i n h ( a ^ ) + B(Q c o s h ( a ^ ) . There A and B must be determined in such a way that
C(0|0 = £«[«(<>,*)] = 0, c(/|0 = c([u(i,t)] = Ce[F\. We have ssinh(o:£/) inhfam
sinh(a^) smhtatt) 1 u(x,t) u(x,<) = = ££-1{(}= [C]= /f J[0,OD)
187
f e*e^C(x\Od(. C(*IO#-
THEOREM 2.53 - 1) (GREEN FUNCTIONS FOR ELLIPTIC BOUNDARY PROB LEMS). Let
(K.yY = £
a>a{x)(DV)
\a\
be an elliptic operator and let Bi[y] = 0 be a linear boundary condition. If the coefficients a\a are smooth ones and L.y = 0 has trivial solutions only, there exists a Green function that satisfies the boundary conditions Bj[G] = 0. Furthermore, the corresponding problem L.y = f admits a solution that can be represented in the following way:
y'{x) = J
Gfax'tfix'Wx').
The eigenvalue boundary problem K.y = \y is equivalent to the integral yj(x) = X [
equation
Gfax'Wixyrtx')
JA
to which we can apply the Fredholm theory. Here, the Green function of the adjoint problem is G^x^x'). It follows, in particular, that the number of eigenvalues is nu merable at most, and there are not limit-points at the finite; the adjoint problem has complex-conjugate eigenvalues with the same multipHcity. The Green function G\(x, x') for an operator of the second order K with coefficients in a domain A with boundary dA , allows us to write the solution of the following system: K-V - / = 0, on
A , y\dA = >
in the form yj(x)=
[ Gifax'tfWrtx')* )<***(*')
JA
(dux..Gi(x,x'))
f JdA
If the associated linear system has nontrivial solutions we can determine a modified Green function exactly in the same way as made for ODEs. EXAMPLE 2.32 - Laplace operator. One has: T(n/2) |z-z/|2-n+70,:r') 2 W 2 ( n - 2)
G(x,x')
=
G(x,x')
= —\n\x-x'\+y(x,x')
if
if
n>2
n =2
where j(x,x*) is a harmonic function, (see section 3.3), in the domain such as to satisfy the boundary conditions. 188
2)(GREEN FUNCTIONS FOR PARABOLIC BOUNDARY PROBLEMS). Let L be a parabolic differential operator of order k identified by the following:
£
(K.y)i = (dt.yf)-
a ^ K ^ W )
plus homogeneous boundary conditions: yJ(x,0) = 0]Bj[y] = 0 , where Bj are boundary operators with coefficients defined for x G dA and t > 0. The Green functions of L are functions G\(t,x,t'x') such that for (t',x'),t > t' and x' G A satisfy i?/[(r] = 0 beside the equations (dt.Gi)(t,x,t'x'))
aia(t,x)(Dxa.GW,x,t'x')
- Y,
=
6J6(t,x,t'xf).
\a\
For operators with smooth coefficients and normal boundary conditions, there exists a unique solution of K.y — 0 , and a Green function exists. Furthermore, the cor responding affine problem K.y — f = 0 that satisfies the same boundary conditions and initial condition y(0,x) =
dt1 ( GJi(t,xJt',x')fi(t',x')dfi(x')
I J[a,b]
+ f
JA
Gj(*,x,0,x^V)^')-
JA
EXAMPLE 2.33 - (Heat equation: Infinite rod without sources). consider the following problem with boundary conditions:
Let us
Ut — uxx — 0 , —oo < x < oo,£ > 0 u(x,0) = f(x) Q T h e fundamental causal solution is the following: G(M;s0,to) =
7
/ ) y/4ir(t-t0)
e-i*-*o)
W-to)
,t>to,
□ The solut ion is the following: u(x,t)=
f J(-00,00)
V47r£
—^=e-(x-x^2/4tf(xQ)dx0.
If f(x) is limited in (—00,00) then the above integral converges and it is C°° for t > to and for any x. I I In particular: (a) If f{x) = 8(x—£) => u(a;,£) = } e~( g ~^ / 4 t , is the causal fundamental solution corresponding to a unitary source at (£,0). 189
(b) If /(*) = -S'(x) =► u(z,t) = ^|=e-2/4t. 3)(GREEN FUNCTIONS FOR HYPERBOLIC BOUNDARY PROBLEMS). Let M be a hyperbolic manifold, that is a metric that in suitable coordinate systems has the diagonal form (1, - 1 , . . . , - 1 ) defined on M . Let K. : C°°(E) -> C°°{F) be a linear differential operator of order k. Then, K admits two Green functions G+i(x,x'),G-i(x,x') such that
/ G+i^x'Wix'^x')
(resp./ G H ( s , * 0 / V ) ^ ( * ' ) ) JM
JM
has support in the future (resp. past) of supp(/). Then, the p r o p a g a t o r G\(x,x')
=
G+\{x,x>)-G-\(x,x>)
satisfies the following boundary problem (Cauchy problem):
£ K7j(x)(dtn ■Gi)(x
x') = 0
M<* (2.163)
G'i(x ,z')\x<>=
=x<»
=0
(dx'0 ■G{)U=z<" = \6{6(x X )U°=x 0 / Furthermore, any distributional solution v of the affine equation K.u — f = 0 can be written as follows: V*(x)=
f JM
Gi(x,x')f\x')d/A(x').
(G) - GEOMETRIC GREEN KERNELS FOR PDEs. All the above considerations can be generalized also to non-linear PDEs, by intro ducing the concept of GREEN KERNELS FOR PDEs. (See also refs.[73,lll]). £
<^ THEOREM 2.54- (GREEN FUNCTIONS AND SINGULAR BOUND
ARY PROBLEMS) 1) Let K : C°°(E) -> C°°(F) be a linear differential operator of order k. Let Ek = kerfK C JVk{E) be an affine equation, where f G C°°(F). Assume that R C JVk+s(E) is an integral manifold of dimension n, 7rk+s\R : R —► M a proper application, and uj^k^3\R) = 0 , where Lj^k+3\R) is the characteristic of StiefelWithney [80] of R. Then, we can associate to R a distribution F[R] on E, F[R] e (CS°(E')',E' = £*
as follows: v = Gj , where G is the Green kernel ofK , namely G is the kernel G G CS°(E'\x]Fy
£
distributive
C™(E[^]F'y
such that (K®1)(G) where K is the distributional
= (1®K)(G)
extension of K,
= £>
and
D G C 0 °°(F[x]F')' is the Dirac kernel of F , namely D ( / ® a) = /
< / , a > , V/ G C 0 °°(F), a G ^ ( F ' ) .
2) For any singular solution R of an affine PDE Ek = kevfK C JVk(E), tnat satisfies the boundary condition, i.e., dR = Ri (J R2 , where Ri and R2 , are such that: (i) 7Tfc+s|.R : R —> M is a proper (ii) Wl <* +a >(fl) = 0; identifies a distributive kernel
application;
G[R]eCS°(E?\x\F')1. More precisely, let F[R] be the distribution associated to R by means of the above theorem. Then, G[R] G CS°(E'{x}F'y
is
given
b
Y
G[R](a®
f
tne
following: <*,f>.
JM
Define G[R] the generalized Green kernel of the singular solution R C Ek+3 that satisfies the boundary condition dR = R\ (JR23) In particular, if R is the singular solution corresponding to the Green kernel G of K , namely F[R] = Gf , then the corresponding generalized Green kernel is defined by the following:
G[R](a®
<
JM
In this case we say that R is the Green singular solution of the boundary dR =
Ri(jR2. 191
problem
4) In particular, if L is a singular solution corresponding to the Green function G\(x,x') of K , the corresponding generalized Green function is given by the follow ing: G[L](a®cf>) = /
Gi(x,x,)aj(x)fi(x')dti{x)dfi(xl)
JM
f
<j>t{x')P{x')dix{x').
JM
Then, we call L the Green solution of the boundary problem. 5) Let Ek = kevxK c JVk(W) be a PDE given as kernel of a differential operator of order k: K : JVk(W) -* K , with respect to a section C°°x • M -» K of the fiber bundle 7r : K —► M. Then, for any section s G C°°(W), solution of Ek , and j[%] = dx , where x is a deformation of x , we can associate to Ek an affine equation Ek[s] = kerj[x]J[s] C JVk(s*vTW), where J[s] : C°°{s*vTW) -* C°°{X*vTK) is a linear apphcation. More precisely J[s] is the linearized of K at the section s. Define Ek[s] Jacobi equation of Ek at the solution s. Furthermore, define propagator of Ek at the section s the propagator of Ek[s]. 6) Assume that Ek = kerfK C JVk(E) is a PDE as given in the above theorem. Then, the propagator G[s] identifies an integral manifold (quantum cobordj R, such that G[s] satisfies to the boundary condition Ri |Ji^2 » then OR = R\{JR2The set of such manifolds R is called quantum situs of Ek and denoted by Q,(Ek). PROOF. See refs.[73,109]. □ ( H ) - G R E E N F O R M U L A A N D C A R T A N D I S T R I B U T I O N OF P D E s . In this section we will consider a generalization of the Green formula to non-linear PDEs. Let us resume the characterization of PDEs by means of Cartan distribution. CARTAN DISTRIBUTION, CARTAN FORMS A N D CONSERVATION LAWS OF P D E s . Let X = (M, C(M)) be an object of the category of differential equations [60,110,150], namely, M is a smooth manifold and C{M) is an involutive distribution (Cartan distribution) of finite dimension n (Cartan dimension of X).1 If M is of finite dimension, then the equation is called holonomic or maximally overdetermined. The Cartan dimension coincides with the number of independent variables. Let (x^^u1) , I < p
192
where d^ is a local basis (standard basis) for the Cartan vector fields. The involutiveness of C{M) requires that dfi.A), = dv.A1^ , / i , i / = l , . . . , n , i e J . An n-dimensional smooth submanifold V C M is integral iff its local representation V = {x,u\ul
= s\x),i
e 1}
satisfies the following contact equations: (dx^.s1) = A J , 0 , s ) , fi, u = l , . . . , n , t G I. An alternative way to characterizate an n-dimensional integral submanifold V C X is to require that the following equations should be satisfied: ( ^ A i - < / > ) | u = s ( x ) = (d/i-<£)|ti=a(z)jA* =
l,...,n.
for any smooth function > on an open set U where the chart is defined. Any vector field v on M has a unique local representation v=
\_]
v^jx,u)dn
/]v%(x,u)duj
+
l
i£l
where v^^v1 are smooth functions on U. Any l-form u £ Q}(M) has the unique local representation l
iel
where
A /l(x,u)dx't ,t6/. ,iel. Aj l (x,u)(far' i
Su^du'£u* = d u * - ] T
l
l
and ijo^.uoi are smooth functions on [7. Furthermore, if <> / : M —> R is a smooth function on M , then the differential d<j) of ^ has the following local representation: d
iel iel
Let / : X —> Y be a morphism between two objects of the category of differential equations, hence / is a smooth application / : M —* N that preserves the Cartan distributions of X and Y respectively. We say that / is a Lie application. Let 193
(a;**, w*), 1 < \i < n,iI e / , (y^, v*), 1 < \i < m, i'■ e J , be local coordinates in M and TV respectively. Let 0,, = dx^ + ^ Afa, iei
u)dui , 1 < n < n
Y.Kiv^)^^<^<m
dp = dVvL +
be the corresponding local expression of the standard basis of C(M) and C(N) re spectively. Then, the local expression of / is given by the following functions: o / = Yp(x, u), vj o / = Vj(x,
/
u)
such that they satisfy the following equations: (0„.V')-
Y,
Bi(Y,V)(dtl.Y")
=
0,l
l
Let Cie(C(M))
be the set of all Lie vector fields on M: v G Cie(C(M))
Then, Cie(C(M))
<* [v,u] G C°°(C(M)),
is a subalgebra of C°°{T(M))
Vu G C°°(C(M)).
and C°°(C(M)) is its ideal. Let
= Cie\Cie{C{M))/C(X>{C{M))
Sym(C(M))
be the algebra of the infinitesimal symmetries of X = (M1C(M)). expression of a Lie vector field is the following: v =
\_]
+
v^jx,y^dp
l
The local
/JV\X,u)duj iei
such that (dfl.vi)-J2(duj.Aill)v^
= 0^
= 1,...,n,i
EL
where dp = dxp + ^
^ ( x , u)dui , /i = 1 , . . . , n
is a standard basis of the Cartan distribution C(M). If <j)t is a 1-parameter group of Lie transformations of X = (M, C(M)), then v = d<j) G Cie(C(M)). A Cartan form of X is a g-formu; G ft«(M) such that ^ ( a ) ^ , . . . , vq) = 0,Va G iW>; G C°°(C(M)). Let C W ( M ) be the linear space of all the Cartan forms on X,q = 0 , 1 , . . . . Set 194
C£l°(M) = 0. Note that, CW(M) = fl«(M), q > n = Cartan dimension of X. If V is an integral manifold, u\y = i*u = 0 , for any Cartan form UJ , where i : V —► M is the canonical immersion. If X is finite dimensional, this property characterizes the Cartan forms. The involutiveness of the Cartan distribution implies that the exterior differential defines a linear application d : CQ,q(M) —► CQq+1(M),q = 0,1, A ^-current (or current of dimension q) is a g-form w G Q,q(M) such that du G 0 9 + 1 ( M ) . Let Curr 9 (C(M)) be the linear space of the currents of dimension q of X. Exact forms and Cartan forms are current forms too; thus these are called trivial currents. The space of the conservation laws (of dimension q) of X is the following:
^(CW). c n g%^? ( i 0 ..-o.i.... where d^CW+^M)
ft9(M)
={ue
: dw G C W + 1 ( M ) } .
As d(u;|y) = (du)\v for any submanifold V of M , we can consider the conservation law as a non trivially closed form on integral submanifolds. One has: Cons\C(M)) C
0
C ° ° ( M , R ) : df G
= {fe
^(C(M)).
C f t n ( M
^
n
_
1 ( M )
C£l\M)},
,
Cons 9 (C(M)) = 0 , g = n + l , n + 2 , . . . . Any g-form a; G ft9(M) has the unique local representation
w
= fc+r=g E (i)jk EE(fi)w (o.(^( fa, ) tA (^) r r
where (z*) = i\...ik G / * , ( / i ) r = /ii . . . / i r G ( 1 , . . . ,m) r ,a;( i ) fc ; (//) r are smooth functions on U C M skew-symmetric in the indexes i i , • • • , i * , and / i i , . . . , fir re spectively; (£u')* = 6uh A . . . A S^^dx")1, = dx" 1 A . . . A dx"*. Furthermore, any -form CJ G 0 9 ( M ) has the unique representation: u =
^2
UJ
tn.:tiq(x>u)dxtil
A
•••A
dxtlq
mod
Cnq(M).
One has: du = du mod
Cnq(M)
where du>=
]T
(%o- w /*i...M,]) dx/io A . - . A d a : ^ mod C Q ? ( M ) . 195
The brackets [...] denote skew-symmetry of the indexes ft0,...,fi9. £
Of =
I n particular,
(d„./)
l
dw = 0 , Vu; E 0 n ( M ) . One has the following representations: Cons°(C(M))
C ° ° ( M , R ) : df = 0 } ,
= {fe
(a; E fi*(M) : du = 0}
«- 9 ( W ) = { U ^ W ^ ( M ) } - « = 0.1' • • ■"» - !• Let a; E Currq(C(M)), V c M a n integral manifold. The restriction a>|y is an exact g-form on the n-dimensional smooth manifold V:
f
u\v=
f d(u>\v)= JD
JdD
[ (du)\v = 0 JD
by means of Stokes theorem, for any compact domain D C V with boundary 3D step-smooth. If / : M —> N is a Lie application between differential equations X = (M,C(M)) and Y = (N,C(N)), then the induced application / * : W(N) -+ fl9(M),q = 0 , 1 , . . . transforms Cartan forms in Cartan forms, hence we have the following induced application: / * : Consq(C(M))
-► Consq{C{M)),
q = 0,1,... .
The Lie derivative with respect to the Lie vector fields v E Cie(C(M)), and infinites imal symmetries v E Sym(C(M)), induces the following applications: Cv : Cttq(M)
-► CW(M),
q
q = 0,1,... q
-> Cons {C(M)),
Cv : Cons (C(M))
g = 0,1,... .
REMARK 2.36 - (SPECTRAL SEQUENCES FOR PDEs). A g-form is p - C a r t a n on X =
(M,C(M))
q
if it is a g-form u E tt (M) such that LO(VU . . . , u g ) = 0 when at least q - p + 1 of the fields v i , . . . , vg E C°°(TM) are Cartan ones. The linear space of the g-forms of p-Cartan on M is denoted with CpQq(M). One has: C°W(M)
=
W(M)
C^^M) = p
CW(M)
9
C O (M) = 0, Cq~nQq(M) p
q
C Q (M) p
d : C W(M)
if
p>g
= CP+1W(M), p
D
if
q
C ^n (M) p
-» C O g + 1 ( M ) . 196
<7>n = Cartan dimension of
X
The de Rham complex: 0 -+ R -> Q°(M) -> Q1(M) -► . . . of the differential equation X = (M, C(M)) has the following filtration: C°nq(M)
D C2W(M)
D C^iM)
D . . . . D C9W(M)
D0
compatible with the exterior differentiation. As a consequence we have associated a spectral sequence: {E™(M),dJ'«}. The operations c?u>, V\LO,£VU have the following properties on the spaces CpQ,g(M): d:Cpnq(M)^CpW+\M) v\ : CpQ,q(M) -► CP-1^-1^), v\ : Cpnq(M)
-> Cpnq-\M),v p 1 q
f £„ : C W ( M ) -► C ~ n (M)v
HJ : £ ™ ( M ) -> E r [v] e Sym(C(M)),
J
e C°°(C(M))
.
|
e C°°(TM)
1 Cv : C W ( M ) -> C W ( M ) , v e Cie(C(M)) lj9
|
v e C°°{TM)
J
(M)
p, q = 0,1, • • •, r = 0,1, • •
9
'' (M) -» E™(M) f £[v] : E™
1
\ [v] G i 5Syrr ym(C(M)),p,9 = 0,l,... J One has the following formula:
£ H N = di(MJM) + HJ(diH)The linear application: <*! : JE?'ff(M) -> E j ' g ( M ) is called characteristic when = n — 1, and variational or Euler-Lagrange when q — n, REMARK 2.37 - (REDUCTIONS OF PDEs). Y = (N,C(N)) is a sub-equation of X = (M, C{M)) if AT is a submanifold of M and C(N) = TNn C(M)\N , namely the application Y —> X is a Lie immersion. Furthermore, if the Cart an dimension of Y is equal to the Cartan dimension of X , then Y is called a reduction of X. In this case any submanifold of Y is an integral manifold of X , and vice versa, any integral submanifold of X , that is in M , is an integral submanifold of Y. Let Y be 197
a sub-differential equation of X. Then, for any point a G N there exists a standard chart V C M with coordinates (x M ,u x , yu, v J ), 1 < fi < m — Cartan dimension of N,l
df, = 8x^ + ^2
A%
n(xi w> 2/' v ) ^ i + XI B»(x'u> y> v)dvjiV
d„ EE duj, + ^
C ^ O , « , y, v)3wi + ^
= 1, • • •, m,
# £ 0 , w, y, v)dvj, v = 1 , . . . , n,
such that wiV f l F = {x,u,y,v on U = N PI V, {x^lcr, W 1 |L/} 1<: <
: y" = 0,v J = 0,1/ = 1 , . . . , n , j G J } are coordinates on £7 and
^ | t / = da^ + Y ^ a ^ r c , ! / ) ^ ^ , 1 < \x < m , with a^(:z, u) = A^x,
w, 0, 0)
is a basis of Cartan fields for Y. Let JJV be an ideal that defines N , i.e., the set of all the functions / G C°°(M, R ) such that f\N = 0. Then, a vector field v G C°°(TN) iff v : IN —> J N namely (V./)|N=0
if
/U
= 0.
Furthermore, F = (TV, C(JV)) is a reduction of X = (M, C(M)) iff v : J N -> ZJV for any Cartan vector field v G C°°(C(M)). Now, we are ready to state the following. THEOREM 2.55 - (GREEN FORMULA FOR PDEs). 1) Let Y = (N,C(N)) application: <,>. Sym{C{N))
be a reduction of X = ( M , C ( M ) ) . One has the following
x E>"(C(N))
-> Er1>9(C(N)),([v]M)
A similar expression holds for X. 2) (GREEN FORMULA). One has the following duality:
198
[V]JU*[LJ]>
->< M , M > = M J M -
for all [v] G Sym(C(M)\N) application:
and [u] G E{,q(N),p v : Sym(C(M)\N)
v* : E™(C(N))
-> -
> 1 , where u is the canonical Sym(C(N)\)
Ef''(C(M)U).
3) (GREEN FORMULA IN COORDINATES). Let us suppose that realized as reduction of a trivial diflFerential equation, i.e., any submanifold of M is integral one, where m is the Cartan dimension of any smooth function > G C°°(N, R ) a and tp G C°°(iV, R ) s there function h G C°°(N, R ) s such that one has the following equations:
{F = 0} is m-dimensional M. Then, for exists a smooth
E F . w t f , - E
1<<7<S
l
\
with
J W = E E( au, «- F
F*WC,=
E E(- 1 ) | A | ( a *-(w a t 0 «- F f f )i ; v )^ € < : 7 O O ( i V ' R )" a = 1'---'a-
1 < ( T < S fc
More precisely we take: |A| *"= £ (-i) ii (-i)wM(i,k,ridi(W(dk<Md"2+k+M-F')\N)>
where fi = 1 , . . . , m , and M(i, A;, //) is given in (2.76). EXAMPLE 2.34 - 1)(LAPLACE EQUATION): (Aw = 0). We get: = (wk) G KK,K = N m ,
a = s = l , x = (*") eKm,w
*"= £ ^(M),^« = £ d > , ^ ) = £^>V>eC~(JV,R) l
/x
M
/i" = (d^.(j))ip - >(
£(a*.M - *(£a*.tf) = £ W/.-M - Wo-*))If we take > = u(x),i/> = v(x) G C ° ° ( R m , R ) we recover the classical Green formula: (Au)v - u(Av) = V((Vti)u - u(Vt;)). 199
2)(SYMMETRIES, CONSERVATION LAWS AND GREEN FORMULA). If 0 is a symmetry, i.e., F*((j)) = 0 and ip is the characteristic of a conservation law, i.e., F*(tp) = 0 , then h = /i(^, VO 1S a conserved current (it can eventually be trivial) of the system {F = 0} , i.e., I C / X ^ V ^ ) = 0- ^ h e Green formula relates symmetries with conservation laws of the considered differential equation. 3)(LINEAR CASE). We get:
F°(x,w) = Y/aZk(x)w?,CT =
l,...,s
a.Jk
F*(
F*W« = £ (-ly^MVvC*^)), a = 1,..., a. h"=
Y, (-l)WM(i,k,^M4>a)(dU^al^+k+^\x))^
=
l,...,rn.
a,a,i,k
where
]hn{n*00tkC00(ApT*J'Dk(W))}.
Similarly we can define ftp(£oo) for a PDE Ek C JVk(W). connection on EQQ , identifies a bigradation on n r (£? 0 0 )
Then the canonical
nr(£oo) = 0ftp>«(Ei; p+q
where
ft™^
= C
00
( A ^ T * E 0 0 (g) A * H £ j . Since H Efc is flat, d has only (1,0) and
(0,1) components: (l,0)-component :6 : ftp'g(£oo) -►
ftp+1,g(^oo)
(0, l)-component :(-l) p <9 : ftp'9(£oo) -> ft''«+1 (£?«,) , (d 2 = 0) -> £2 = ^ 2 = 83 - dS = 0 200
We call {WE^ 6, d} the variational bicomplex of Ek. The flatness of u G C00(E00) can be expressed using the variation bicomplex of Ek by one of the following equivalent conditions: i)
«*fi+-,(£?00) = 0,
Sl+'^E*,) = 0
Q'^E^);
p>0
2) u^O^^Eoo) = 0,for some
q G Z(0, n - 1) = set of integers in [0, n - 1];
3) u ' f t 1 ' 0 ^ ) = 0; 4) rfu*/ = t * * a / , V / e C 0 0 ( £ 7 0 0 ; R ) . DEFINITION 2.34- T i e filtration FPQ^E^) = 0 p , > p ^ , # (^oo), is compatible with d and induces a spectral sequence {£*'*, c?r} that we cali C-spectral sequence aftfjbC JI>*(W). REMARK 2.38 - In the following table we resume important meanings of some terms of C-spectral sequence. In ref.[102] it is given a general method to find conservation laws for solutions of PDEs, Ek C JT>k(W), associated to symmetry (pseudo)groups of Ek. This method has been further developed in [77,78,104]. Note that such con servation laws could not be included in the space E^n~\ In fact, in E^n~x there are the conservation laws that are shared by all the solutions of Ek . REMARK 2.39 - Set
Cnm(Eoo) = {ue WiE^lD^s*^
= 0, Vs G C^iW^D^siM)
C £oo}.
One can see that, Cn^Eoo)
A ft'-^Eoo) = Cff(Eoo).
So Cn*(Eoo) is an ideal in Q*(Eoo). Then the C-spectral sequence {E*,m,dr} of Ek can be obtained also by considering SF^EQO) filtered by the ideal CSl*(Eoo) and its powers CWiE^p
> 0 : IT(Eoo) D C 0
As usually in Epq , p denotes the filtration index and p -f q stands for the degree. Furthermore, the complex {£lm(Eoo),d} induces the complex {Q'^Eoo), d} , where n*(J5oo) = n # ( E 0 0 ) / C n * ( E 0 0 ) . We shall denote the correspondng cohomologies by H'(Eoo) and Hm(Eoo) respectively. 201
TAB.2.6 - Meaning of some spectral terms of C-spectral sequence £;••
Observations
Meaning
£0,0
ODE
Ei'° = sp. mot ion constants
F»0,n-1
n = dim M
£,o,n-i _ S p c o n s e r v a t i o n laws
n = dim M
E^n = sp.Lagrangian densities
E0,n
{^'° <
LJ
>= 0}
Euler-Lagrange eq. of < u >G THEOREM 2.56 - 1)
{E^*,dr}
E^
converges to the de Rham cohomology algebra #*(£oo)-
2) For formally integrable PDE Ek C JVk(W) H\Ek) 3)
one has
<* H'iEov)
tf>q*W(Eoo),d0=d] E%'9 = 0 Eo,q
4) If E^ C JV°°(W)
^
if
q<0,
or
q>n;
S^Eoo).
is open then one has:
E™ = 0 , p > 0 , ^ 0 ;
E%«°*E%?,q
=
^ o o ^ >
0.
E™ = 0,2
H^E^),
(B'iEoo),
=
U™,
if if
p>0,g^n,
orp =
0,q>n;
q
if q>n J
5) If E^ = JV°°(W) => W(JV°°(W)) = H«(W). n (LERAY-SERRE SPECTRAL SEQUENCES OF PDEs). Let Ek C JVk(W) be a PDE on a fiber bundle TT : W —> M. The following theorems give a relation between the (co-)homology of Grassmannian bundles of integral planes I(Ek) of Ek (resp. Grassmannian of oriented integral planes I+(Ek) of Ek), and spectral sequences. In particular we prove that cohomology Leray-Serre spectral sequence associated to 202
the fibration I(Ek) —► Ek , (resp. I+(Ek) —► 22*) converges to the cohomology of I(Ek) (resp. I+(Ek)). Furthermore, we find conditions under which the Leray-Serre spectral sequence of a PDE converges to the same space of C-spectral sequence. (See also ref.[109].) THEOREM 2.57 - Let Ek C JVk(W) be a PDE on a fiber bundle TT:W -> M. Let G be an abelian group. There is a Grst quadrant spectral sequence {El # , dr} with E
p,q — Hp(Ek]
Hq(Ek]
G))
the homology ofEk with local coefficients in the homology ofFk , the fiber ofl(Ek) —» Ek , and converging to Hm(I(Ek); G). Furthermore, the spectral sequence is natural with respect to fiber preserving maps of fibrations. 2) Let G be an abelian group, there is a first quadrant spectral sequence {+El , dr} with +Elq ^ Hp(Ek\Hq(F£\G)), the homology of Ek with local coefficients in the homology of F^ , the fiber of I+(Ek) —» Ek and converging to Hm(I+(Ek); G). Furthermore, this spectral sequence is natural with respect to fiber- preserving maps of fibrations. PROOF. Points 1) and 2) are direct consequences of homology Leray-Serre spectral sequences applied to the fibrations I(Ek) —> Ek , and I+(Ek) —> Ek respectively. □ THEOREM 2.58 - 1) Let Rbea commutative ring with unit. There is a first quadrant spectral sequence of algebras {E*'*,dr} with E%'9 = Hp(Ek] Hq(Fk]R)) the cohomol ogy of Ek with local coefficients in the cohomology of Fk , the fiber of I{Ek) —> Ek and converging to Hm{I(Ek)\ R) as an algebra. Furthermore, this spectral sequence is natural with respect to fiber-preserving map of fibrations. 2) Let R be a commutative ring with unit. There is a £rst quadrant spectral sequence of algebras {+E^, dr) with +E\ ' 9 ^ Hv(Ek\ H*(F+; R)) the cohomology of Ek with local coefficients in the cohomology of F^~, and converging to Hm(I+(Ek)'<,R), as an algebra. Furthermore, this spectral sequence is natural with respect to fiberpreserving map of fibrations. PROOF. Points 1) and 2) are direct consequences of cohomology Leray-Serre spectral sequences applied to the fibrations I(Ek) —> Ek and I+(Ek) —► Ek respectively. □ DEFINITION 2.35 - We shall call the above spectral sequence associated to Ek C
JVk(W)
Leray-Serre spectral sequences of Ek- We call also (oriented) Leray-Serre fco-j homology ofEk the algebras to which Leray-Serre spectral sequences of Ek converge. We shall denote the spectral terms by the following symbols: (a) (non-oriented case) E;'(Ek),E:,.(Eky, (Eky, 203
(b) (oriented case)
,.w
+Ey(Ek),+Er.t.{Ek).
THEOREM 2.59 - 1) Assume that Hq(Fk] R) (resp. Hq(F+\ R)) is simple. Then for R = K = held, we have: E™(Ek)
= HP(Ek; K ) ( g ) H'(Fk; K ) ;
(resp+E™(Ek) 2) IfHq(Fk; then
- H*(Ek] K ) ( g ) fT'(F+; K)).
R) (resp. Hq(F+; G)) is simple and Ek and Fk (resp. F?) are connected, = JP>(Ek;Ry,E02>q(Ek =
E*°(Ek p
(resp+E 2>°(Ek)
H*(Fk;R); q
- H*(Ek]R);+l!%' (Ek)
*
Hq(F+;R)).
3) Ifl(Ek) is path-connected Hq(Fk] R); (resp. Hq(Fk+;R)) is simple, R = K =£eld and Fk (resp. F£) is totally non-homologous to 0 in I(Ek) (resp. I+(Ek)) with respect to K , then one has the following isomorphism of vector spaces: H%I(Ek);
K) S Hm(Ek; K ) (g) H'(Fk; K);
(resp.H-(I+(Ek)',
K) = H'(Ek;
K ) (g) Hm(F+] K)).
In ^hese cases E*>*(Ek) (resp. +E*>m(Ek)) collapses. 4) Under same hypotheses of point 3) and furthermore if Hq(Fk\ K ) = 0 , if q > 0 , or #*0F f c ;K) = K , ifg = 0 , (resp. ^ ( F + f c ; K ) = 0 , ifq>0, or Hq(F+k]K) =K , if g = o; then jy(J(^);K^JT#(ft;K); (resp.#*(I+(£ f c );K) 9* # * ( £ * ; K)). THEOREM 2.60 - If Ek C JVk(W) is a formally integrable PDE on the fiber bundle 7r : W - » M , dim M = n, dim W = n + m , such that: (i) I(Ek) is path-connected; (ii) Hq(Fk; R) is simple with R = R] (iii) Fk is totally non-homologous to 0 in I(Ek) with respect to R; (iv) H*(Fk;R) = 0, ifq>0, or Hq(Fk',R) = R , if q = 0. Then the cohomology Leray-Serre spectral sequence E*>*(Ek) of Ek and the C-spectral sequence of Ek converge to same space. PROOF. In fact the first converges to Hm(Ek\ R ) ^ H^E^)
and the second also to
#*(£oo). REMARK 2.40 - A similar theorem also holds for oriented case 204
□ +
E*^(Ek).
(^
Here let us m a k e some digressions on t h e "system of local coefficients" t h a t
interest t h e m e a n i n g of "simple space". D E F I N I T I O N 2.36 - 1) A c o o r d i n a t e b u n d l e B is aI COcollection (p:B^X,Y,GcX,Y,G
{Vjhej,^ AuHy^VAjzj^j
-.VjxY-* :VJXY->
ma where p is a surjective continuous)us mapping, tive con ^
{VJ}J^J
p-'iVj)) p-\V3)),
Vj,VjeJ € J
is an open set covering
of X ,
and (f>j are ~e hornhomeomorphisms. I T h e m a p p i n g
I
= >~x<£i,x : K ->
y , such t h a t 9kj(x)gji(x) gn(x) I
= gki(x),
x eV{nV
:j
HVk
= e , Vx G VJ
| T w o c o o r d i n a t e b u n d l e s # a n d B' are said t o b e e q u i v a l e n t i n t h e s t r i c t s e n s e
if t h e u n i o n of t h e two sets of c o o r d i n a t e functions is a set of c o o r d i n a t e functions of a b u n d l e w i t h some X , B, Y a n d G. I
| T h i s is a n equivalent relation. A f i b e r b u n d l e is a n equivalence class of coordi
nate bundles. I
| A b u n d l e m a p h : B —> B' is defined by h : B —► i ? ' such t h a t
(2.164) f /i : y x —► yx# ( h o m o m o r p h i s m ) 1 < _ >p I /i : X —► X ' (co] (continuous m a p ) \
# I
—* y
#' I
p'
(commutative diagram)
vi
The map <7fcj : ^ j H ^ _ 1 (V f c / ) —► G
mapping transformation
defined by 9kj{x)
=
^ Y
is continuous. O n e h a s t h e following p r o p e r t i e s :
(2-165)
□
.
9kj(x)gki(x) . 9ik(h(x))gkj(x)
= gki(x),x = gij(x),x
Let X C X ' . T h e n , we d e n o t e by £
x
6 V- H Vj n ^ _ 1 ( V ^ ) - i . , e Vj n h~\Vk' n V/)
= B'\x
, where B ' | x = (B = p , _ 1 p O , P =
p ' | s , X , Y, (t>j = <^(V/ PI X ) x y , G ) . T h e n , t h e inclusion B C B' is a b u n d l e m a p . L E M M A 2.1 - A bundle map h : B -* B' is uniquely
by condition determinedled by _1
L E M M A 2.2 - If h : X —► X ' is 1 — 1 a n d h a s a continuous inverse fo t h e n /i h a s a continuous inverse
h~x : B' ^> B and h~x is a map B' —► B. 205
(2.165). : X' —> X ,
DEFINITION 2.37 - Two coordinate bundles B and B' with X = X',Y = Y',G C G' are equivalent iff there exist continuous maps <jkj : Vj C\ V£ —► G, j G J, k G J' , such that (2.165) are satisfied. LEMMA 2.3 - Let B and B' be two coordinate bundles with X = X',Y = Y',G = G' and {Vj} = {Vj}. Then, B is equivalent to B' if there exist continuous functions Xj : Vj -> G, Vj G J, such that g'^x) = A J (x)- 1 ^ i (x)A l (a:), Vx G V- fl V,-. DEFINITION 2.38 - A coordinate bundle is called a product bundle if there is just one coordinate neighbourhood V = X and the group G consists of the identity element e alone: G = {e}. THEOREM 2.61 - If the group of a bundle consists of the identity element then the bundle is equivalent to a product bundle.
alone,
THEOREM 2.62 - (ENLARGING THE GROUP OF A BUNDLE). If H is a closed subgroup of the topological group G , any bundle B with group H can also be con sidered as a bundle with group G (G-image of B). DEFINITION 2.39 - 1) Let H and K be closed subgroups of a topological group G. Let B and B' be bundles with groups H and K respectively. We say that B,B are equivalent in G (or G-equivalent) if the G-images of B and B' are equivalent. 2) In particular, if K = {e} we say that the H-bundle B is G-equivalent t o the product bundle. THEOREM 2.63 - (G-EQUIVALENCE TO PRODUCT BUNDLE). Let B be a bun dle with group H and coordinate transformation {gji}. Let H be a subgroup of G. Then, B is G-equivalent to the product bundle iff there exist maps Xj : Vj —> G such that gji(x) = Xj(x)Xi(x)~1 ,Vr G Vi fl Vj.(This is equivalent to saying that its group = {e}). (If H = G we say that B is simple.) EXAMPLE 2.35 - Let B denote the twisted torus. The group H of B is a cyclic group of order 2. This bundle is not if-equivalent to the product bundle. But B is G-equivalent to the product bundle if G = full group of rotations of the circle Y. Thus, the twisted torus is not a product bundle, but it is equivalent to the product bundle in the full group of rotations. REMARK 2.41 - In general, is not very significant to consider equivalence of bundles in a larger group unless this group is also a group of homomorphisms of the common fiber. THEOREM 2.64 - (TRANSLATING A FIBER ALONG A CURVE ON THE BASE). 1) Let X be an arcwise connected space, and let B be a bundle over X with fiber Y and group G. Let c : I = [0,1] -» X be a curve in X from x0 = c(0) to xi = c(l). Let Yt = p _ 1 (c(t)). As one has the homeomorphism (j)j^x : Y —> Yx we can choose an admissible map h0 :Y —> F 0 - Let us regard Y as a bundle over a point {pt}. So h0 206
can be interpreted as a bundle map
Yx{pt}
H
Y0x{x0}
-+
{x0}
i
i
{pt}
Thus, c can be considered a homotopy ofh0,c:Ix{pt}-^X. The coveringhomotopy theorem provides a bundle map h : I x Y —> B such that h(0,y) = h0(y) and ph(t, y) = c(t). More precisely, one has Kt,y)
=
CB.
Then, we have ht : Y —► Yt which allows to define (2.166)
hth-1
:Y0-+Yt
that is a 1-parameter family of maps beginning with the identity and ending with a map YQ —► Y\. We call (2.166) a translation ofYo along c into Y\. 2) If the topology of the group G is totally disconnected, then the translation of fibers along curves is a unique operation. Then, we also have the following results: (a) The homotopic curves c\, C2 from XQ to xo define the same mapping c* : Y\ —> YQ , and (C1C2)* = c^cl. ip hoihomomorphism. (b) One has a mapping x • ni(X, x0) —> Aut(Y0) that is a group JS (c) x determined up to its equivalence class under inner automorphisms of G (different choices ofh0 : Y —* Yo). We call the characteristic class of t h e bundle B the equivalence class of x(d) Let X be arcwise connected and arcwise locally connected. Let B and B' be two bundles over X having the same group G which is totally disconnected. Then, B and B' are the associated bundles, i.e., associated to equivalent principal bundles, if x(B'). X(B) = (e) For a criterion of existence of bundles with prescribed x see ref. [136]. (f) If X is arcwise connected, arcwise locally connected, and simply connected, and if G is totally disconnected, then any bundle over X with group G is equivalent to the product bundle. DEFINITION 2.40 - 1) A bundle of coefficients means a bundle of groups where the fiber is an abelian group, written additively, and the group of the bundle is totally disconnected. (B,X,Y,G) r,G) where Y is the fiber, and G is the group. 207
2) The bundle of coefficients is called simple if it is a product bundle. | | Such a bundle is determined up to an equivalence by its characteristic homomorphism x '■ ni(X) ~* G. | | A bundle of coefficients is simple iff x(n"i(-X")) = {e}, i.e., each closed path oper ator as the identity. LEMMA 2.4 - Let E ^ B be a fiber bundle over B with fiber E. Let H°(E,R) be a free R-module. Let us assume that a basis {e;} is given by {e; = z*e^} , where e; G H°(E,R) and i : F —► E is the natural inclusion. Then, the system of local coefficients induced by F on B is simple. PROOF OF LEMMA 2.4 - Let us consider the characteristic map x : ?r1(JB, 60) —> Aut{F),X(l) ' F -+ F. Let X(T)* : H°(F,R) -> H°(F,R) be the induced mapping. We have X ( T ) * O 0 = e*. But, { e j is a basis for H°(F,R)) hence X(T)* = 1 => X(T) = idi?. Then, recalling the above results we conclude that the system of local coefficients is simple. □ LEMMA 2.5 - Let E -> B be a fiber bundle over B with fiber F. Let H°(F, R) be simple, i.e., there exist elements {vi},V{ G H°(F,R), that are simple s y s t e m of generators for the R-algebra H°(F,R), i.e., the monomials v11v22 • • -v^,{hi = 0,or l,77i > 0) form a basis for A. Let us assume that each V{ — i*et-, where e{ G H°(E,R), with i : F —> E the natural inclusion. Then, the system of local coefficients induced by F over B is simple. PROOF OF LEMMA 2.5 - In fact, under our hypotheses H°(F,R) results #-free; hence we can use the above Lemma. □ THEOREM 2.65 - Taice Ek = JVk(W) be path-connected. Let R = Z 2 . Then one has the following isomorphisms: (a) E™{JVk(W)) & H'(W; Z 2 )
E$'\JV*(W))^H'(W;Z\W;Z 2) 2) (c) E°2'%JVk(W))^H<(Fk;Z2[F ) k;Z2) (d) Furthermore, ifn :W —> M is A;-non-homologous to 0 , that is Fk is totally nonhomologous to 0 in h(W) = Ik(JVh(W)), then one has the following isomorphism of vector spaces: H*(I(W);
Z 2 ) * H*(W; Z 2 ) (g) H%Fk] Z 2 ) .
In this case the Leray-Serre spectral sequence E*>*(JVk(W)) 208
collapses.
e) Furthermore if Hq(Fk; Z 2 ) = 0 , if q > 0 , or Hq(Fk; Z 2 ) = Z 2 , if q = 0 one has the isomorphism: H*(I(W);Z2;Z )^H*(W-Z 2). 2; PROOF, (a) Let us note, first, that Hq(Fk\Z2) is simple. In fact we know [70] that the cohomology ring H*(Fk; Z 2 ) is isomorphic in dimension up to n to the ring Z2[o;j , • • • ,o;n ] of polynomials in the generator LJ\ . So, as Z 2 is a field, we get the following isomorphism: El'g( JV\W))
£ f P ( JV\W)-
Z 2 ) ( g ) JJ«(F fc ;;ZZ22). ).
Furthermore, as JVq(W) —► JVq~1{W),q following canonical isomorphisms:
> 1 , are affine bundles, we also have the
Hq(JVk(W)]
Z 2 ) ^ • • • = Hq(W;r ;ZZ2 )2 ) .
(2.167)
Z 2 ) ^ Hq{ JVk~1{W)-
Therefore, we get the isomorphisms (a). (b),(c),(d) and (e) can be similarly proved considering that Hq(Fk] Z 2 ) is simple and JVk(W), as well as Fk are connected, and taking into account isomorphisms and the above theorems on spectral sequences. (For more details see ref.[lll].) □ THEOREM 2.66 - Taice Ek = JVk(W) be path-connected. Take R = Q. Then one has the following isomorphisms: (a) + E ™ ( JVk{W)) * H*(W] Q) (g) Hq(F+; Q) (b) +
E%>°( JVk(W))
^ Hp(W; Q)
(c) +
£ ° ' 9 ( JVk(W))
£* Hq(F+; Q ) .
(d) Furthermore, if TT : W -^ M is fc-non-homologous to 0 , that is F^ is to tally non-homologous to 0 in I+k(W) = I+k(JVk(W)) , then one has the following isomorphism of vector spaces: H'(I+(W);
Q) Q) = H'(W;
Q) ® H'(F+;
Q).
In this case the Leray-Serre spectral sequence + £?*'*( JVk(W)) collapses. q q e) Furthermore ifH (F+] Q) = 0 , if q > 0 , or H (F+; Q) = Q , if q = 0 one has the isomorphism: H\I+(W);Q) Q) = 209
H'(W;Q)-
PROOF, (a) In this case Hq(Ff]Q) Q) is simple. In fact we know [70] that for the cohomology ring H'(F£\ Q) we have the following isomorphisms: (i) In all cases (except n = 2, m = 1, k = 2), up to n: H'(Ft;Q)^Q\Pl^\---,p1[m(h)},ioTn
|, for n = 2l + l
or H'(F+; Q) £ Q[pi (A:) , • ■ • ,Pi[i/2] ( *\ e<*>], for n = 2/ where p^
coincide with the rational Pontryagin classes of the tautological bundle,
while e ^ coincides with the Euler class. (ii) If n = 1, m = 1, k = 2 , one has H\F+; Q) = 0 , H2{F+; Q) £ Qe<*> 0 Q a . Now we can apply the above theorems on spectral sequences to get the following isomorphism: k +E™{JV +E™(jvk(w)) {W))
p k S * Hp(Jv (JVk(W) {W); Q)q(F+-CL) (g) H*{F+; Q )•. ]Q)(g)H
Then, taking into account the isomorphism induced by the affine structure JVq(W) —> JT>g~1(W), q > 1, we have the isomorphism (a). (b), (c), (d) and (e) are similarly proved. □ THEOREM 2.67 - 1) Take E1 = JV1(W) be a path-connected, Erst order PDE on the fiber bundle ir : W -* M,n = d i m M , dim 14^ = n + m. Take R = Z2 (or R = Q ) . Assume that Ei is a formally integrable PDE such that dime Chari(Ei)q > 0, q G Ei , and Chari(Ei)q does not lie in any hyperplane, where Chari(Ei)q is the manifold of complex characteristics of at the point q. Let ko > 0 be such that k g^\q) gl*\q)f|f|S$*(,,) , ^ ,W W #•>(,) = 9^\q) (r,) 0(g)vTt ^WlMq)
is 2-acyclic with respect to the Spencer S-cohomology for all the characteristic subspaces 77. Here g(q) C T * f f l ( g ) M ® vTVl>0(q)W is the symbol of E1 at q, +1
(k +1 g(*>() \q) C S*:+1 CT\ C l{q) T MQ< V < , )T\^l{q) ®M(£)vT w I nxAq) ^ W W
its k-th prolongation, and 77 is a characteristic subspace for all the system E\ at q , that is a subspace ofT*ni^M such that
9b)C\v®vT 9M = 9{q){\ri®vT ±Q. Klt \ s,W^W h MW» l(/^' TlAq)
r The vector spaces gf\q) defines families ^k) of vector spaces over Char^E^q. er Char o) ko+1) Furthermore £ p and £ are vector bundles over Chari(Ei)q for all i, 1 < i < n - 1 , then there is a number ki > k0 such that for all I > kt the embeddings:
I(EI+1)U
- I(JVl+\W))u,I+(El+1)u (#H-i)u "- I+(JV'+1(W))u,n (u) V)) l+ltl n,m+i 210
if
=q
induce an isomorphism of the corresponding cohomology algebras in dimension up to n. (See ref.[111].) Then we can conclude that under the above hypotheses;es F,. Fi+i(Ei) and F+t+^Ex), the fibers of I(Ei+i) -> El+1 , and I+(El+1) -> £7 /+1 respectively, are simple, so we have the following isomorphisms: (a) * H'(Ei;Z2) H'(E1;Z2)^H'(F,+1{E1);Za) z2
El'\El+l) (b)
^°(£/+1)^^(Si;Z2) (c) E°2'9(El+1)^H"(Fl+1(E1);Z2)E1);Z2) (a') +
E™(El+1)^H»(E1;Q)(g)H*(F+1(E1y,Ci) (F+^E^Q) Q
(b')
+E£°(El+1) = H>>(E1;Q) (c') +E°2-"(El+1)^H%F++1(E1);Q). 2) Furthermore, if Fi+i(Ei), (resp. F^^Ei)) is totally non-homologous to 0 in I(Ei+i) (resp. I+(Ei+i)) then one has the following isomorphism of vector spaces: H'(I(E,+1);Z2)2iH'(E1;Z2)®H'(kF,+1(E1y,Z2y,(Ft+1(E1);Z2y, (resp. H'(I+(El+1);
Q) & H'{E1; Q) ® H\F?+1(E<);
In these cases the Leray-Serre spectral sequences E',m(Ei+i), coiiapse. 3) Furthermore, if
Q)). (resp. + I2* ,# (IS/+i))
^ ( J P / + 1 ( E 1 ) ; Z 2 ) = 0,if 9 > 0 , o r ^ ( F / + 1 ( ^ ) ; Z 2 ) = Z 2 , if q = 0 (resp. H*(F+.^E^
Q) - 0 ) , if q > 0,or
H^F+^E,)-Q)
= Q,if 9 - 0)
then one has ine isomorphisms: H'(I(El+1);
Z2) Si H\EV,Z2);
(resp. H'(I+(El+1);
Q) 3 J T (J5 i; Q)).
4) Assume that W = MxW_, where M is an afRne n-dimensional manifold and W_ is an m-dimensional R-vector space. We have the isomorphism JVk(W) 2* M xW_k, 211
where W_k is an s-dimensional R-vector space. Then the corresponding cohomology Leray-Serre spectral sequence converges to Hm(W), (as well as the C-spectral sequence ones). 5)HEkC JVk(W) is a formally integrable PDE on the above bundle W = M x W_, such that Ek = M x Sjt, with 5& a H-vector subspace of W_k , then one has that the corresponding cohomology Leray-Serre spectral sequences converge to H*(Eoo) (as well as the C-spectral sequence ones). □ (ATIYAH-HIRZEBRUCH SPECTRAL SEQUENCES OF PDEs). Here we shall prove that there is an important spectral sequence associated to any PDE Ek that converges to the homology of Ek- In fact we have the following. THEOREM 2.68 - Let Ek C JVk(W) be a PDE on the fiber bundle TT : W -> M, d i m M = n, dim VK = n + m. Let us consider the following decreasing filtration • • • C F*+\Ek) with Fq(Ek) = Ekiq) spectral sequence
C F\Ek)
C • • • C F\Ek)
C JVk(W).
= irk+qfk((Ek)+q)
= Ek
To this filtration corresponds a
r
{Eit.(Ek),jr}\,d } that converges to H.(Ek).
Furthermore, if Ek is formally integrable then r
{E:t.(Ek)jr} d } collapses and =
H.{Ek)
fl-.^oo).
PROOF. Set X< = F*(Ek),
X = Ek,
+r Z p,q = im[i, Hp+q(X»,X» ) r
BrP,q = im[A Hp+q+1(X"-^\X")
Hp+q(X',X>>+%
-»
-> Hp+q(X>>,X>>+%
Z~q = im[j, Hp+9(X")^Hp+q(X",X"+1)], BZ
p = im[i. HP+q(X )
->
Hp+q(X)],
FPi9
= im[i„ Hp+q(X»)
-»
Hp+q(X)}.
Then, Z^q,B^q, Z£q and B™q, for fixed p and q are all subgroups of Hp+q{X'', and satisfy the following inclusion relations: 0 = Blp,q
C B2p,q C • • • C Brp,q C Br+1p,q
C • • • C 5°°p,
« c z ~ c ■ • • c z;+* c z;>f c • • • c zj if c ffP+?(xp, x?+1). 212
Xp+X)
Set E
Z
P,q/BP,Q'
=
P,q
One has the canonical isomorphism: r/r /yr+l rsj n r + 1 V,ql P,q ~ -Bp-ryq+r-l/
/ ryr -Bp-ryq+r-l-
One has the canonical differential: dr ' Epq —>
E^_rq+r_x
for all p, q , given by P,q'
P,q
~>
P,q'
P,q ~
B
p-r,q+r-l/Bp-r,q+r-l
II
~*
^p-r,q+r-lf
II
r
7? r ^P.g
Bp-r,q+r+l
J? r ^p-r.g+r-l
^L.
One has the following properties for dr that allow to associate to {Xq} the spectral sequence iE™>dr}-(a) kerd^^+VB;, (b) i m K : Erp+rtg_r+1 - ErpJ -
B^/B;tq
(c) im cT C ker dr , so d r o d r = 0 . So, for fixed r ^_^ jpr
jpr • • • —> ^ _ | _
r g
_
r + 1
—* £ / p j g
rpr —* r j
p
_
r q
^.
r
_
l
—> • • ■
is a chain complex. (d) kerd'/imd' )/(^V^,,) kercf/imcf = ( ^ 7 ^ , , {Z^/B^/iB^/B^) =
Z;?/B;X
= E;% ^ E:? = H{E:^CT) Z » = ^ ; , „ for r > p,B°°p,q=
\J T>\
One has an epimorphism i ^ g —> E^1 , for r > p, and £~, =lim£ p V 213
B'p,q.
One has the inclusion relations:
(2.168)
Hp+q(X)
D--DFp>q
D Fp-hq+1
D • • • D F - i , P + g - i = 0.
There is a natural isomorphism E™q = FPiq/Fp-1}q+1 , for all p,q. Thus the groups £°°p, g are the quotients of a filtration (2.168) of the graded R-module H.(X). Thus one has that the spectral sequence {Epq,dr} converges to the graded R-module H*(X). So , if we put
{E;tVdr}
= {E;iq,dr}
the theorem is proved. D DEFINITION 2.41 - We call the above spectral sequence associated to Ek C JVk(W) the Atiyah-Hirzebruch spectral sequence of Ek. □ (SPECTRAL SEQUENCES AND COBORDISM OF PDEs)[49,138,141,152]. Let us first consider some fundamental definitions and results on the cobordism of compact manifolds. DEFINITION 2.42 - 1) Two compact manifolds M 0 , M i are caiied cobordant, and we write MQ ~ Mi , if there is a compact manifold W such that dW = Mo X 0 (J Mi X 1. We caii W a cobordism from Mo to M i . 2) Two oriented manifolds (M;, 7/,), i = 0,1 , are cobordant if there is a compact oriented manifold (W, 6) and an oriented preserving ng diff( diffeomorphism (dW,0dW)
* (Mo x 0,7/ 0 )|J(Mi x 1,771).
PROPOSITION 2.13 - 1) For each dimension n, the cobordism (resp. oriented cobordism) is an equivalence relation. The set of cobordism classes, (resp. oriented cobordism classes) is denoted by £ln (resp.+£ln)] the cobordism class (resp. oriented cobordism class) of M is denoted by [M], (resp.+[M]). 2) The operation of disjoint union makes £ln and + O n into abelian groups. PROOF. 1) (a)(reflexivity). Let M be an n-dimensional compact manifold without boundary, then M cobords with itself. In fact, we can take W = M x i", / = [0,1] C R , t h e n d W ^ M x O l j M x 1. (b)(symmetry). If one has dW ^ M 0 x 0 |J M1 x 1 one also has dW = M 0 x 0 |J M a x 1. (c)(transitivity) U dW ^ M0 x 0[jM1 x l,dW = M x x 0{JM2 x 1, then we also have that dW" ^ d(W\JW) ^ M 0 x 0 | J M 2 x 1 ; so M 0 - M 2 . 2) First of all, diffeomorphic manifolds are cobordant. In fact if M 0 = M 2 then d(M x I) ^ M 0 x 0 |J M 0 x 1 9* M 0 x 0 | j M i x 1 so M 0 - M1 . Furthermore, the zero element of the group is [0]. Note that any n-dimensional manifold that is the boundary of some compact manifold is cobording w i t h 0 . In fact if V = dW, then 214
[M] \J[V] = [M\JV]. On the other hand M x I is an (n + 1)-dimensional manifold that cobord M with itself and so we can consider the manifold M x I\J W , we have: <9(M x J | J V) | J ( M x 1). So M |J V - M , therefore [M |J V] = [M]. The inverse of [M] is [M]. In fact, [M]|J[M] = [M\JM\ = [0] , as the disjoint union of a set with itself is empty! The inverse of [M, 77] is [M, —77]. □ THEOREM 2.69 - The operation of cartesian product of manifolds induces bilinear maps £li x £lj —> 0i + J - (resp.~*~£li x + fy —>+ ft,-+j) these pairings are associative and commutative a/3 = j3ay (resp. graded commu tative a/3 = ( - l ) * + J / f a ) . Thus the sequence Q,. = ( f t 0 , ^ i , ^ 2 , • • • ) , (resp+Q,. = (^Ho,4" fti,+ O2, • • •)), has the structure of a ring (resp. graded ring). This ring pos sesses a 2-sided identity element 1 £ ft0 • Furthermore as Mi x M2 is isomorphic, as manifold (resp. oriented manifold), to M2 x M i , (resp. (—l) m n M 2 x Mi), we have that Q. is a commutative ring. In the following table we list the cobordism groups of n-dimensional (oriented) man ifolds. REMARK 2.42 - In the following we shall characterize the cobordism in PDEs by means of some characteristic numbers and Leray-Serre cohomology of PDEs. Let us first recall some definitions and results on characteristic classes. Let 7r : W —> M be a (2-bundle over X. The set of characteristic classes of W is the Z 2 -graded sub A-module Kar*(W]A) C H*(X;A) given by Kar*(W;A) = im(fw), where f*w : H*(BG\A) —> H*(X\A) is the homomorphism induced by the classifying map fw : X -> BG. The elements x*(W) = / V ( x ) G Kar*(W;A) for some x* G H*(BG; A) are called characteristic classes of W. Real and integer characteristic classes are those which take values in i f * ( X ; R ) and H*(X;Z) or H*(X; Z2) respectively. For example, integer characteristic classes for the groups G = U(n), O(n), Sp(n) are respectively called Chern, Stiefel-Whitney and Pontrjagin and denoted by c;(X), Wi(X) and Pi(X) respectively [84,141]. One has the oneto-one correspondence Kar*(W;A) <-> H*{BG;A). So we can adopt the following identification Kar*(W] A) = H*(BG] A). Let G be a non-compact Lie group and let K be a maximal compact subgroup of K. One has the isomorphism H*(BG\ A) = H*(BK] A) as BG ~ BK (homotopically equivalent). So characteristic classes of Gbundles that admit reduction to K belong to Hm(BK\ A). The algebra H'(BG) has a basis {c?i, • • • ,dk} whose integrals over all cycles in BG of appropriate dimension are integer valued:
< dua >e z,di e H\BG),Ci e Hi(BG). As a consequence we have that:
215
I I The algebra H'(BG) has a multiplicative basis consisting of classes whose inte grals over all cycles of the base manifolds of arbitrary (^-bundles are integer valued. In fact, let [/] G [X,BG], and let > : D —> X be the smooth map representing a closed oriented g-dimensional submanifold D into X. Let (d{) be a basis of H*(BG). Let d\ = f*d{ G H*(X) be the corresponding characteristic class on X. Assume that di (as well as d\ ) has rank q. Then one has
f d'= d[ = f / fJi M == I / PU'di) Pifdi) == f /
JD in
JD JD
JD JD
d,
GZ.
Jfo
| | For any characteristic class x9(W) G Hq(X) of a fiber bundle IT : W —» X over X with structure group (2, the integral JD a , where a G X 9 ( ^ 0 a n d D is a closed g-differentiable submanifold of dimension q of X , is a topological invariant of the bundle (and D). In fact let a, a G X 9 ( ^ 0 5 s o that a — <* + ^/?, f° r some (q — 1)-differential form ft on X. So we have [ a= JD
[ a+
[ dfi=
[ a+
[
JD
JD
JD
JdD
P= [
a.
JD
In the following tables we resume some examples of characteristic classes for Gbundles over CW-complexes [138]. [ ^ ] EXAMPLE 2.36 - EXAMPLES OF CHARACTERISTIC CLASSES FOR GBUNDLES OVER CW-COMPLEX X. One has
H'{.Hm{BG)($A *H'{ H\BG\A)*t4) * R
1)G = Z H\BG)^K- =
R; H*(BG) =:0, 0,q>l
2) G = Z m , (m ^ 00). Classifying space = lens space. Hq(BG) =
0,q>0
3) G = Z 0 • • - n • • • 0 Z. Classifying space = T n = torus of dimension n. One has Hm(BG\ A) = exterior algebra in n-dimensional group 4) G = R* x T m . Classifying space = CP°° x • • -ro • • • x C P ° ° . One has F(5G;A) = R[t1,-.,tm], 216
UeH\BG)
5) G = U(m). Classifying space = Goo, m (C) = U p > 0 G m + p , m ( C ) . One has H\BG; 6) G = SU(m).
A) = R[ C l , • • •,c m ],
Classifying space = G+^m(C)
c, e
H2i(BG)
= U p >o G+m+Pim(C).
H'(BG; A) = R[c 2 , • • •, cm],
a e
One has
H2i(BG)
7) G = 0{m). Classifying space = G o ^ R ) = (J p >o G m + p , m ( R ) . One has H%BG;A) 8) G = SO(m).
= R[wu---,wm],
e
Wi
H'(BG)
Classifying space = G + oo, m (R) = | J p > 0 G + m + p , m ( R ) . One has | , R [ c 2 , - - - , c 2 ( „ - i ) , X n ] , m = 2n ^ H*(BG;A)=
i R [ c 2 , - - , c 2 n ] , m = 2n + l i c2i € tf4i0BG),Xn €
9) G = Sp(m).
H2n(BG)
Classifying space = Goo, m (H) = | J p > 0 G m + p , m ( H ) . One has H*(BG;A)
= R\Pl,---,pm],
Pi
e
H4i(BG)
EXAMPLE 2.37 - (Examples of integer characteristic classes for G-bundles) 1)(CHERN). G = U(n), A = Z, H'(BG; A) = Z[ C l , • • •, cn] a e H2i{BG- Z);
c(0 = i
*(£(+)»/) =
>.
k-\-j=i;0
cttftoft);
£ = £7(ra)-bundle, 77 — £/(n)-bundle c
x(0 = 0, i > m; ^(77) = 0, i > n;
<# ©»/) =
u;o(0 = l
fc+j'=z;0
£ = 0(ra)-bundle, ?/ = 0(n)-bundle
u»(f © f) = «'(0«'('7)» «»(0 = 1 + J ] MO 217
3)(P0NTRJAGIN). G = Sf{n),A (
Pi
£ H*\BG;Z);
\pi(i®n)= I
= Z,H'(BG;A) Po(0
J2
=
Z\pu---,pn].
= 1
\
Pk(OPi(n) I
k-\-j=i;0<.i<m+n
< £ = 5 p (m)-bundle, rj = 5 p (n)-bundle P*(C) = °>* >m]Pi(rj)
= 0,i
>
>n
K£ © rj) = P(0P(V),P(0 = 1 + 5 > ( 0 I I Let 7r : E —> X be a vector bundle of fiber dimension n > 0 . An orientation for 7r : E —> X is a function which assigns an orientation to each fiber Ex of E such that there exist a local coordinate system (U, h) with x € U and h : U X R n —> 7r - 1 (£/), so that for each fiber Fx> = 7r~ 1 (x / ) over U the homomorphism hxi : R n —► Fxt is orientation preserving. (Note that the space R n has a canonical orientation, corresponding to its canonical ordered basis.) □ (PROPERTIES OF THE ORIENTATION OF VECTOR BUNDLES). 1) Let 7r : E —* X be a vector bundle similar to in above definition. Then the following propositions are equivalent: (a) An orientation which is fixed on E ; (b) For any open coordinate UC X there exist n linear independent local sections Si, • • •, sn : U -> T T " 1 ^ ) ; (c) For each fiber Fx there is assigned a preferred generator ux G Hn(Fx, Fo)X] Z) such that there exists a neighbourhood U of x and a cohomology class u G i7 n (7r _1 ({7), ir~1(Uo); Z) SO that the restriction u\(Fx,Fo,x) G if n (l r x ,i'o > a ; ; Z) is equal to wx . 2) Let 7r : E —> X be an oriented n-plane bundle. We have the following : (a) H1(E,EQ\Z) z; = 0 for i < n , and Hn(E,E0',Z) contains one and only one co homology class u whose restriction u\(Ex, E0fX) G Hn(Ex, E0^x] Z) is equal to the preferred generator ux for every fiber Ex of E . (b) H*(E, EQ] Z) is a free H*(E; Z)-module on one generator u of degree n. (c)(Thom isomorphism) . One has the canonical isomorphism : Hk+n(E, E 0 ; Z) = H\X;Z).iZ). The Euler class of an oriented n-plane bundle IT : E —> X is the cohomology class e(E) G i ? n ( X ; Z) , which corresponds to the fundamental class u G Hn(E, E0] Z) via the following composition of homomorphisms: Hn(E,E0]Z) z) -I li Hn(E;Z) -> ;Z)
# Hn(X-Z) ||
n n HH \ (X;Z)
where j(w) = e ( £ ) . The map j_ is induced by the inclusion (E,0) 218
-> (E,E0)
.
□ (PROPERTIES OF THE EULER CLASS.) 1) If IE ' E —> E' is an orientation preserving bundle map over / M : M —*• M' , then e(E) = rMe{E<). 2) If 7r : E —> X is a trivial n-space, n > 0 , then e(i£) = 0 . 3) If the orientation of E is reversed, then the Euler class e(E) changes sign. 4) If the fiber dimension n is odd, then e(E) + e(E) = 0. 5) The natural homomorphism Hn(X; Z) —> Hn(X] Z 2 ) carries the Euler class e(E) to the topological Stiefel-Whitney class wn(E) . 6) e(E®E') = e(E)\Je(E') . 7) e ( £ x E') = e(E) x e(E') . 8) Let 7r : E —► X be a vector bundle for which 2e(E) / 0. Then, it follows that E cannot split as the Whitney sum of two oriented odd dimensional vector bundles. As an example, let M be a smooth compact manifold. Assume that the tangent bundle TM is oriented, and that e(TM) ^ 0. Then, TM cannot admit any odd dimensional sub-vector bundle. REMARK 2.43 - Characteristic classes can be expressed by means of connections. Recall that if n : P —* X is a principal G-bundle over X , a principal connection can be defined by means of the Eheresmann differential 1-form over P , UJ : P —» T*P(g) A(G), where A(G) is the Lie algebra of G. The corresponding curvature is a A(G)-Y3lued differential form on U C X : A = s*u : U C X -> T*X ® A(<2), F = 5*0 : [7 C X —> A2 X®^4(G f ) . Then, we can obtain characteristic classes for Gbundles on X by using such differential forms and the elements of the Weyl algebra. More precisely one has. * □ The Weyl algebra of G , W{G)m , is defined by:
W(G)* = 0W(G)« = 5(A(G)*)/G q>0
where S(A(G)*)/G is the Ad-invariant symmetric algebra of A(G)*. In other words, W(G) is the algebra generated by all scalar-valued, symmetric, multilinear forms ip G A(G)* 0 • • -q" - 0 A{G)* which are Ad-invariant, that is ^(gzg-1, • • • ,gzg~x) = ip(zU" • ,zq), Vzi e A(G), V# G G. W(G)* is isomorphic to the algebra of Adinvariant polynomials, P(A(G)) = 0 g > o P(G)q , where P{A{G))q is the space of G-invariant polynomials of degree q on A(G)(= G-invariant numerical functions, ho mogeneous of degree q , on A{G) ). More precisely one has the following isomorphism: W(G)q
^P(G)q-
where P(>)(v) = >(v, • • -q • • •, v) , Vv G A(G). The inverse isomorphism is given by P 1—> ^(p) > where ^(P)(*>i, • • •,v q ) = -a^.i^ll 219
£«1 . .
lq
.f --Q
if -iail...i,{i*-V'
P(v) =
is the representation of P in a basis {e;} of A(G), where a^...^ are symmetric coefficients, and v = Ceiiv\ = £^ej, (A = 1, • • •, q). This procedure does not depend on the choice of the basis (e^) . £
^
(REPRESENTATION OF CHARACTERISTIC CLASSES BY CONNEC
TIONS). One has a canonical map: (CHERN-WEYL HOMOMORPHISM) W{G)q -> Kar\X\
R ) , cf> » c^ G
Hq(X)
where c^ is the characteristic class defined by the following representative g-differential form:
a+(F)(X a*(F)(Xu---,X,) lt---,X9)= =
Yl Yl
sm<j>[F(X s&i4>[F(X ,Xilm )] il,X il),---,F(X i2m i2J] il,X il),---,F(X iim,X
iil
where (Xi, • • • ,X2 m ) is an arbitrary 2ra-tuple of tangent vectors at any point of X , and a is the permutation (ii'.'.'?™m)- In fact, the Ad-invariance of <j> implies that the scalar-valued form a^F) is well defined on the basis X. Furthermore, one can easily verify that da^F) = 0 and that another curvature connection F' determines a
* : A°dlX 0 £?• 0 JB x ...,-... x A°,,X 0 £* (g) £ -> A°dl+...+dqX given by ^ ( a i ®ai,---,aq®aq)
= aiA---Aaq
0 ip(au • • •, aq).
The local expression of
*(*i,---A)eC~(AS1+...+d?x) for
^GC00(A2iX(g)E*(g)E) 220
is as follows
*(»!.- ".*«) = £ a-x"".^«i£ A • • • A #,"; where the coefficients aa\...aqq are local numerical functions on X and 0 ^ ; are differ ential forms on X. 2) Let 7r : E —* X be a K-vector bundle over X with structure group G . One has the following. (a) ^ is a differential invariant iff \I/(0i, • • • ,0 g ) = \I>(<70i<7_1, • • • ,gOqg~l), where # : I/,- p | £/j —> G are the coordinate transformations of £ . This implies that the functions aa\'.'.' aqq are constants a^'.'.'.« G K . (b) If \I> is an invariant function then
<**(*„■••,*,)= £ ( - l ) d l + - + * - 1 * ( t f i , •••,!«»<,• ••,»,) where -j c?0; is the covariant exterior derivative associated to any connection ]:£?—> JV(E) on E. (c) Any connection ] : E —> JV(E) on J5 and any invariant function \I> identifies a closed differential form tf(ft) = tf(JV • - , • • • ,
£l):X^A°2qX
where 0 is the curvature of 1 :ft:X^A°X(g)£*(g)E. |
| The W e y l a l g e b r a of a K-vector bundle 7r : E —» X with structure group G is
T^(G; EY = 0 S*(£ (g) E*)/G . g>0
| | l)The de Rham cohomology class of a form # ( 0 ) = \I>(ft, • • -g • • •, 0 ) , when \I> E VT(G; J5)# , does not depend on the choice of the connection of E. 2) We have an algebra homomorphism (WEYL's HOMOMORPHISM) w : W(G\ E)m -► Hm(X] K ) , tf .-► [*(«)]. In the following we report some examples of characteristic classes expressed in terms of curvature of connections on vector fiber bundles with some structure group. 221
EXAMPLE 2.38 - (EXAMPLES OF CHARACTERISTIC CLASSES EXPRESSED BY MEANS OF CONNECTIONS ON K-VECTOR BUNDLES BY USING WEYL ALGEBRA)2 1)(REAL CHERN). G = U(n),K = C
e n A ■ A « JA ^ J T *>< ^ 7 ! g £*-••■'*-^ *A • •■ = det(l - ^ f" t )^ . >W= =( f e(few *>>(ft)= =( f c(fe§7i • •/ ; c"ft( ^ ); c(£) = det(1 •
C^
ft
Note that the determinant is defined by the same expression as the determinant of numerical expressions, but with the ordinary products replaced by exterior products. Terms that correspond to elements of W(G\ E) are the following: 2,r,ft
Chern character : ch(E) = tr(e
)
= closed nonhomog.difF.l-form
W(G;E)
Real k-th Chern character : ch(E)k = M ^ . i , ^ ) . REMARK 2.44 - If E = Fc = C (g) R F , where F is a R-vector bundle, then c2n+1(Fc)
= £>;(£) e
= 0]Pj(F)
H'(X);
j
2)(PONTRJAGIN). G = Sp(n),K
= R.
p (jB) P E) =
'*
A
A
ft
= (a^fe j2$Wfl E^-i"X g '&* "X A •*"*•• A^°S det(l -- 2S JLfl). X5*pW) ==**(! )
REMARK 2.45 - If E = Fc = C ®
R
F , where F is a R-vector bundle, then
P;(*0 = (-l) J C2i(F c ) G
tf4'(X).
The Pontrjagin classes of a locally afrlne manifold vanish; (in fact we have a linear connection with zero curvature). 3)(EULER CLASS) G = SO(n),K = R . (0 e(E) = {
if (-1)'
? = odd y£
(2) 2 «7r9g!
A•••A
et--i\U^l
ft^'-1
if
q = even
«,/?
If E=TX we say that the corresponding characteristic classes are of the manifold X. It is possible to give a representation of the Stiefel-Whitney classes by similar procedures outside the theory of the Weyl algebra. Then real characteristic classes are real images of integral ones.
222
Here 0 = curvature of Euclidean connection, and q = fiber dimension of E. REMARK 2.46 - If E has the structure group reducible to GL(q; C ) , then e(E) = cq(E) , where the Chern class cq(E) is calculated for the complexificated of E. I | The Euler-Poincare characteristic of X (or Euler number of X) is defined by
X(X)
= £ ( - ! ) * dimtf*(X).
2
THEOREM 2.70 - (GAUSS-BONNET THEOREM). 1) If X is a compact ori entable differentiable manifold, the Euler-Poincare characteristic is defined by the formula X(X)-
I
Jx
where e{TX) is expressed in terms of a Riemannian connection of the manifold. 2) The Euler class of a locally Euclidean manifold vanishes. Euclidean connection of zero curvature.)
(In fact we have a
3) If the differentiable manifold X has a Riemannian metric of constant sectional curvature k , one has that the Pontrjagin classes Pj(X) = 0 for j > 0. If, moreover, X is compact and orientable and has even dimension 2q, x(X) has the sign of kq and vanishes iff k = 0. | | Let X be a closed, possibly disconnected, smooth n-dimensional manifold. We have a map Hn(X-Z2)
^Z2;v^
v[X] =< v,fjLX >
where fix is the unique fundamental homology class of X: jix £ Hn(X) G Z 2 . v[X] is called the Kronecker index (or characteristic number) of the cohomology class of v belonging to Hn(X\ Z2). In the following we report some important examples of Kronecker indexes. EXAMPLE 2.39 - (EXAMPLES OF KRONECKER INDEXES OF COHOMOL OGY CLASSES ((= CHARACTERISTIC NUMBERS)). Denote the characteristic classes by u G Hn(M;
Z 2 ).
l)(ORIENTED MANIFOLDS). (A)(EULER NUMBER OF MANIFOLD M):v = e(TM),< 223
e(TM),/iM > = x(M).
(B)(STIEFEL-WHITNEY NUMBERS OF 0(n)-BUNDLE {TT : E -> M): Vn(EY»
v>i(E)r r Wl
r
*-..wn "[E]
= Stiefel-Whitney numbers of E (fi > • * *»rn) = non-negative integers [ ri + 2r 2 H
nrn = n
(C)(STIEFEL-WHITNEY NUMBERS OF MANIFOLD M): u>iri---w„rn[TM]. One has: w„[M] = x ( M ) m o d 2 . 2)(CHERN NUMBERS OF n-DIMENSIONAL COMPLEX MANIFOLD M): v = ax(TM)
• • -Cir(TM),I
= ( n , - - • , i r ) = partition of n
c/[M] = cZl • • • Cjr [M] = 7-th Chern number. Then, M has p(n) Chern numbers, where p(n) = number of distinct partitions of n. EXAMPLE 2.40 - (EXAMPLES OF CHERN NUMBERS). l)(P n (C):complex projective space). ch • • • cir[Pn(C)] = ("+ 1 ) • • • C^ 1 ) . 2)(Complex 1-dimensional manifold M).ci[M] = Euler characteristic = x(M). 3)(Complex 2-dimensional manifold M).c n [M],c 2 [M] = Euler characteristic^ x(M). I ^ ITHEOREM 2.71 - Let Ek C JV\W) be a k-order PDE on the fiber bun dle IT : W —► M, d i m M = n. Let (Ni,hi), i = 0 , 1 , be a couple of Cauchy data for the system Ek , defined on Ek+r- Then one has a canonical map
On the other hand, by means of the embedding N —> Ek+r we can represent such numbers as < h*Lj,fiN > , where u G # n _ 1 ( J ( £ f c + r ) ; Z 2 ) and fjtN G # n - i ( i V ; Z 2 ) is a fundamental cycle of N. This completes the proof. □ REMARK 2.47 - Taking into account that Leray-Serre spectral sequence converges to H*(I(Ek+r)', Z 2 ) , we can conclude that above theorem gives a relation between Leray-Serre spectral sequences of PDEs and cobordism in PDEs. ^ REMARK 2.48 - (HYPERGEOMETRIC FUNCTIONS ON (SINGULAR) SO LUTIONS OF PDEs). By using the last remark in section 1.4, and taking into ac count the Grassmann bundle I(Ek) of integral planes over a PDE Ek C JVk(W), we can define a generalized hypergeometric function directly on Ek , and, hence, by restriction on each (singular) solution V of Ek. In this sense the classical theory of hypergeometric functions [31,146] can be generalized over PDEs. 2.6 - T U N N E L E F F E C T S I N P D E s □
C O V E R I N G SPACES
Singular solutions of PDEs can be understood in the covering spaces framework. In fact, we shall see that singular solutions of PDEs identify coverings of the base manifolds. So, we shall give, here, some fundamental definitions and results on covering spaces, that implicitly will be useful to characterize singular solutions of PDEs. A locally trivial covering space is a locally trivial fibration n : W —» M such that all its fibers are discrete. The cardinality of a fiber Wp over p E M is called the multiplicity of the covering at point p. This number is locally constant and for M connected also globally constant. If the multiplicity is constant and equal t o n , we talk about an n-fold covering. Note that a locally covering map -K : W —> M is always locally homeomorphic, i.e. every q G W has an open neighbourhood V such that 7r(V) is open in M and TT defines a homeomorphism V = n(V). More generally a covering space is a fibration n : W —► M such that 7r is an open continuous map (images of open sets are open) and the fibers are discrete spaces. The points q G W at which the map 7r is not locally homeomorphic are called branching points. EXAMPLE 2.41 - 1) The map / : C -> C, f(z) = z2 is a double covering. The only branching point is 0. 2) The map / : C \ 0 -> C \ 0 (or S1 -> S1 ), f(z) = zn,n > 2 , gives an n-fold covering. 3) The map / : R —> S1,f(x) = eix , gives a covering with a countably infinite number of leaves. 4) The canonical projection Sn -> PKn is a 2-fold covering. 225
REMARK 2.49 - (PROPERTIES OF PATH LIFTINGS ON COVERING SPACES). l)(Existence and uniqueness of path liftings). If W is a covering space of M , then for every path 7 : [a, b] —> M in M and every q0 G W over 7(a) , there is one and only one lifting 7 of 7 starting at q0 , i.e. 7(a) = qo, it o 7 = 7. 2)(Lifting of homotopies over covering spaces). Let W be a covering space of M. Let B be another topological space, h : B x [0,1] —> M a continuous map, and ho : B —* W a, continuous lifting of h0 , i.e. the following diagram is commutative: BxO
H
W
A
M
i
i
B x [0,1]
0
Then the map h : i? x [0,1] —> W, (6, t) i-> 7&(t) , starting at /io(&), is continuous: the following diagram is commutative: .BxO
H
i
W
II
B x [0,1]
A
W
A
M
II
U
£ x [0,1]
3)(Monodromy lemma). Let W be a covering space of M and a, P : [0,1] —> M two paths in M which are homotopic with fixed end points, i.e. there is a homotopy h : [0,1] x [0,1] -> M , with h0 = a,hx = /3, ht(0) = a(0), ht(l) = a ( l ) , V^ G [0,1]. If a and ft are liftings of a and /? starting at the same point #0 , then they end at the same points as well: a ( l ) = /?(1)4)(Behaviour of the groups of homotopy relative t o covering spaces). Let -K : (W, qo) —> (M,po) be a covering map in the category of spaces with base point. Then the induced group homomorphism ir+ : Trn(W,qo) —* ^n(M^po) is an isomorphism for all n > 1 and a monomorphism for n = 1. Furthermore, if W is 0-connected and a locally trivial covering space with type fiber F , then the points of F are in a 1-1 correspondence with the cosets of the characteristic group G(W, qo) in 7Ti(M,po), where G(W,q0) = ^(^i(W,q0)) C 7Ti(Af,p0). 5) A loop a in (M,p 0 ) lifts to a loop a in (W,g 0 ) iff N € ^ ( W , ^ ) 6) If the characteristic subgroups of two covering spaces of (M, p0) are contained in one another, the covering space with the smaller group canonically covers the other space, and the following diagram (B,b0)
->
(W,q0)
(M,p0)
«-
(W,q0)
i
II 226
is commutative. REMARK 2.50 (LIFTABILITY CRITERION OF MAPS ON COVERING SPACES). 1) Let 7T : (W,q0) -> (M,p0) be a covering mapping. Let / : (B,6 0 ) -> (M,po) be a continuous map. In order that / should be liftable, i.e. there exists a unique map f : (B, b0) -» (W, q0) such that 7r O / = / , it is necessary that / : (JB, b0) -* (W, qo) such that -K O / = / , it is necessary that (2.169) (2.169)
fMB,b0))cG(W,qo).
f*(*i(BM)cG(W,qo).
□ n
S I N G U L A R I T I E S OF D I F F E R E N T I A B L E M A P S , S I N G U L A R I T I E S OF D I F F E R E N T I A B L E M A P S . results about singularities of Let us consider here some fundamental definitions and results about singularities of differentiable manifolds. (See also refs. [3,50,81] and references quoted in [3].) ipectively. DEFINITION 2.43 - Let M and N be manifolds of dimension m and n respectively. A point x G M is said to be a critical point (resp. regular point) of the smooth map f : M —* N if the rank of the derivative Df(x) : TXM —> Tf(x)N at point x is less than (resp. equal to ) m m ( d i m M , dimiV). A critical value (resp. regular value) of f is the image of a critical point (resp. regular point). Let us denote by £ ( / ) C M the set of critical points off and by / ( S ( / ) ) C N the set of critical values P L E 2.42- 1) M = S 2 , N = 2-dimensional plane, / : S2 -► N vertical EXAMPLE 2.42- 1) M = S 2 , N = 2-dimensional plane, / : S2 -► N vertical projection. The set of critical points is the equator and the set of critical values is 1 2S ) ( in L Athe G Rplane A N G IN.A N S I N G U L A R I T I E S ) . A symplectic structure on a man2 ) ( L A G R A N G I A N S I N G U L A R I T I E S ) . A symplectic structure on a man ifold V is a closed nondegenerate 2-form UJ on V. The dimension of a symplectic manifold is necessarily even. (Darboux's theorem.) All the symplectic structures on manifolds of a fixed dimension are locally equivalent. So in a neighbourhood of every point every symplectic structure can be expressed in appropriate coordi nates ( z a , ya), 1 < a < n , in the form u = dya A dxa. A submanifold N C V is said to be isotropic if U\N = 0. The dimension of an isotropic submanifold cannot be greater than n. The isotropic submanifolds of greatest possible dimension n are said to be Lagrangian. Let w : W —> M be a Lagrangian bundle, i.e., a 2ndimensional fiber bundle on an n-dimensional manifold X such that W is equipped with a symplectic structure u, and the fibers, Wx , are Lagrangian submani folds: u\wx = 0,dimVKx = n. A casustic is the set of critical values of a map (Lagrangian map) p = 7T\L : L —► X , where L is a Lagrangian submanifold of W (U>\L = 0,dimL = n). An example of Lagrangian bundle is T*X —> X , where T*X is endowed with the canonical symplectic form u = da, where a is the Liouville 1-form on T*X. 227
off.
3 ) ( L E G E N D R I A N S I N G U L A R I T I E S ) . A contact form is a 1-form x defined on a differentiate manifold V of ( 2 n + l ) dimensions such that x{p) A dx{pT ¥" ° > \/p e V. This implies that rank(dx) = 2 n everywhere, (i.e. dx is a presymplectic form on V). Thus the couple (V,x) is called a contact manifold. The annihilator of dx is 1-dimensional, and it is generated by the global vector field v such that v\dx = 0,?;Jx = 1, that is called characteristic vector field of the contact manifold (V,x)- ff the- orbits of v form a nice foliation (i.e. the space of its leaves V/v is a HausdorfT differentiate manifold, and the natural projection p : V —> V/v is a submersion), we have a symplectic reduction, (i.e., there exists a symplectic form LJ on V/v , such that p*u = dx)- Furthermore, if V is compact and if the orbits of v form a regular foliation (i.e. the leaves are the fibers of a submersion), then V is a principal circle bundle over the symplectic manifold V/v and \ is proportional to a connection form on V. A contact manifold (V, x) whose foliation is regular is called a regular contact manifold. Let V be a (2n + 1)-dimensional manifold, a contact structure (or contact distribution) on V is a field of hyperplanes ( = 2ndimensional tangent planes) B = {Bp} C TV,Bp = contact planes, satisfying the following condition of maximal non-integrability: there exists a contact form X , locally generating the given field of hyperplanes, (2.170)
< xO),<X(p),Bp>=0,peV,
(the 2-form dx is nondegenerate on every plane where equation (2.170) is satisfied). This is equivalent to saying that x is nondegenerate. More precisely, we say that a differential 1-form u £ H 2 (M) is nondegenerate if the following conditions hold:
0) E = \J
E,,
E p = ker(w(p)) C TpM
is a smooth distribution, codim(E) = 1. (We write E = ker(a>).) (ii) < M P ) I E P » VP € M, is a nondegenerate 2-form, i.e., the following implication hold: if X efcp,duj(X, Y) = 0,VY eftp=>X = 0. NOTE. A differential 1-forrh u is nondegenerate if the distribution E = ker(^) has no characteristic symmetries. The contact form generating a contact structure is defined only locally and only up to multiplication by a function different from 0. If the contact form associated to a contact structure B is always the same (for any open set) we say that B is a strictly contact distribution. (Since nondegenerate skew-symmetric bilinear forms exist only on even-dimensional spaces, a contact structure can exist only on odd-dimensional manifolds.) Let v : V -» TV be the characteristic vector field of 228
a contact manifold (V,x)- Then, as v\x = 1, the contact distribution B is supple mentary to the annihilator: TV = B © < v > . Furthermore, if (V, x) is a contact manifold, then ( B —> V, dxl B ) is a symplectic vector bundle on V". (Darboux's the orem.) All the contact structures on a manifold of a fixed dimension are locally diffeomorphic. So all the contact forms on a manifold, in suitable coordinates, take the form x — dz — yadxa. The set J1(Vr, l)p of all contact elements touching V at a given point p£ V is isomorphic with TPTp*V. In fact any element a £ JPTp*V identi fies up to a real number, a 1-form x(p) » a n d therefore a contact element B p as the annihilator of x(p)- The manifold of contact elements on V is the (2 6imV — 1)dimensional manifold given by ~PT*V = (J P eV JP^p*^- This manifold has a natural contact structure. More precisely, on J1(Vr, 1) we can define the following distribu tion: E = | J L e J 1 / V 1 x E L , E L = T(7r _ 1 )(L), where 7r is the canonical projection 7r : J1(Vr, 1) —*• V. Then, E is a contact distribution. Let (V, x) be a contact manifold of dimension 2n + 1. Let TV C V be an /i-dimensional manifold, h < 2 n , such that T7V C B . (The contact distribution B on V is not completely integrable, but it may have integral submanifolds of dimension h < 2n.) Then TN is an isotropic subbundle of B . (In fact let X, Y be vector fields on N , and therefore x(X) = x(X) = 0. Then [X, Y] £ TN, hence we also have x([-X", Y]) = 0. This implies dx{X, Y) = 0.) (From this we deduce that in fact h < n.) An integral manifold of a contact structure (V,x) is a submanifold N C V such that i*x = 0 , where z : N C V is the canon ical inclusion, or equivalently TpN C Bp , Vp £ iV. The dimension of any integral manifold is < \{2n -j- 1). Integral manifolds of greatest possible dimension n , are said to be Legendrian submanifolds of the contact manifold (V, x)- If X C V is a hypersurface of a contact manifold V, P T * X is a Legendrian submanifold of ]PT*V. Let 7r : W —► X be a Legendrian bundle, i.e., a (2n + 1)-dimensional fiber bundle W on an (n + 1)-dimensional manifold X such that VF is equipped with a contact structure (identified by a contact form x) while its fibers are Legendrian submanifolds (x|w x = 0,dimW x = n). A front is the image of a map (Legen drian map) p = 7T|L : L —> X , where L C W is a Legendrian submanifold of W" (X|L = 0,dimL = n). Singularitiers of p are called Legendrian singularities. A front is an n-dimensional submanifold of W, (eventually with singularities). An example of Legendrian bundle is J D ( M , R ) ^ T*M x R -* M x R. Every regular solution of JV(M, R ) is a Legendrian submanifold. If N is a Legendrian submanifold of a contact manifold (V, x) > then TiV is a Lagrangian subbundle of the symplectic vector bundle (B|w,c?xl B|JV)229
TAB.2.7 - Examples of contact transformations on (V, x) Definition
Name
<£*X = A^x
(j> : (x,u,p)
translation translation
(j> : (x,u,p)
translation
> : (x,u,p)
H-> (x + c,u,p),c
GR
n
*-> (x,u + c,p),c £ R Y-+ (x,u -f- h{x),p-\-
A, = l n
A, = l
(dx.h)) A* = l
h e c°°(R) scale tras.
A^ = evt
Legendre tras
<^ : (x,u,p)
A0 = l
»-»• (p,ti — pa;,— x)
A contact transformation of (V, B ) is any symmetry
f =~ E
(dp\f)dxi+
l
£
[{dxi.f)+pi(du.f)]dpi
+ lf-
£
Pi(dp\f)]du.
l<*
l
The set of contact vector fields on (V, x) is a Lie algebra with respect to the product [Xf,Xg] = X[fy9] , where [f,g] is the Lagrange bracket given by
[f,9]=Xf(g)-v(f)g = Y,
[(d*i'f)+Pi(du.f)](dp\g)
l
- [(dxi.g) + Pi{du.g)]{dp\f) 230
+ f(du.g) - g(du.f) .
So the set of all smooth functions on a strictly contact manifold is a Lie algebra with respect to the Lagrange bracket, i.e., the following conditions hold:
« (ii)
[/,*] = - [ * , / ] ; [Ai/i + \2f2,g] = Ai[/i,flf] + A 2 [/ 2 ,d;
(iii)
[[f,g],h] + [[g,h],f] + [[hJlg] = 0]
(iv)
[/, gh] = g[f, h) + h[f, g] + < / M - 0,
where fuf2J,g,he C°°(V),\U\2 ,A2 (G R. f2,f,g,heC°°(V) 4 ) ( S I N G U L A R S O L U T I O N S I N P D E s OF F I R S T O R D E R O N M A N I FOLDS). Let us denote by xi : JV(M, R ) —> T * J D ( M , R ) the canonical contact structure on JV{M, R ) . One has xi = ^ I ^ Z — pn*A,c?xi = — (pri)*u>, where A is the Liouville form on T * M , C J = d\ is the canonical form on T*M,z is a coordinate on R and 7fi : J£>(M,R) —► R , and pri : J£>(M,R) —> T*M are canonical projections. A Legendre submanifold of JV(M, R ) is an n-dimensional (ra = d i m M ) submanifold i : L C JV(M,R) such that z*xi = 0. A section u : M -> J£>(M,R) of TTI : JV(M, R ) —> M is of the form u = Df , for some numerical function / : M —► R iff w*Xi = 0. L can be represented, in a neighbourhood V of a point g G l a s the image of Df for some differentiate function / : M —> R , defined in a neighbourhood 17 = 7Ti(y) of p = 7Ti(^) G M , iff 7Ti|v : V —* M is a difFeomorphism, (rank(Z)(7ri|y)) = n). This is equivalent to saying that L is transverse to the fiber wi"1^). For any point q G L C JU(M, R ) of a Legendrian submanifold X C JV(M, R ) , there exists an open neighbourhood F c I , ? G 1^, such that pr\(V) C T*M is a Lagrangian submanifold of T*M. Conversely, for each connected Lagrangian submanifold L_ C T*M, there exists a Legendrian submanifold L C JV(M, R ) such that the map pri : L —> X is a covering. A PDE of first order on an n-dimensional manifold M is a PDE of first order on the trivial fiber bundle 7 r : M x R — » > M , i.e.,a subbundle E\ of JV(M, R ) —> M of dimension > 1 + ra. A singular solution of E\ is a Legendrian submanifold L such that L C E\. K singular point of the solution L is a point p G L where TTI \L ' L —> M is not a difFeomorphism (i.e. at p L is not transverse to the fiber 7r1~1(a;),a: = Ki(q) G Af). A regular solution of Et is a numerical function / : M —> R such that Df(M) C # i . Any solution of Ei identifies a Legendrian submanifold of T*M by means of the natural projection pr1 : JX>(M, R ) —> T*M. The converse is in general false. However, there is a class of first order PDEs on M , where this condition is verified. These are the PDEs of Hamiltonian-Jacobi type. More precisely, a P D E of Hamiltonian-Jacobi type on an n-dimensional manifold M , is a first order PDE on the fiber bundle ir : M x R —► M , identified by a submanifold C of the cotangent bundle T*M : ^ = C x R c JV(M.K) ^ T*M x R. 231
Locally it can be written as follows: FA(xQ, za) = 0, A = 1, • • •, r , where ( x a , z, z a ) is a fibered coordinate system on JV(M, R ) . C is called the characteristic manifold of the system. A regular solution of such a system is a numerical function / : M —► R such that df(M) C C. Let 5 be a section of T*M —> M. Then 5 identifies a solution ofEi=CxRiff (2.171)
s:M->C
and
s*\ = df,
where A is the canonical Liouville form on T*M. In order that condition (2.171) should be satisfied it is necessary that S*UJ — 0 , where u — dX. A singular solution of an Hamiltonian-Jacobi type PDE E1 = C X R C JV(M, R ) is identified by a Lagrangian submanifold L of C C T*M. A necessary condition that such solution exists is that d i m C > n = dimM. Furthermore, L is locally defined by means of a section s : M —> T*M , (and therefore it is defined by a function / : M —> R such that df = s), iff 7r|^ : L —> M is a diffeomorphism. (In this case the solution L is regular). A necessary condition for L_ to be defined by a cross section is that L be transversal to the vertical foliation vT(T*M). If L = s(M), where s is a section of T*M over M , then we have the following isomorphism T(T*M)\L = V T ( T * M ) | L © T L and U T ( T * M ) | L and TL are transversal Lagrangian subbundles of T(T*M). Maslov characteristic classes are obstructions to the transversality of two Lagrangian subbundles. So Maslov classes are the obstruction to represent L as the image of some section s of T*M —> M [147]. THEOREM 2.72 - 1) (A) Let M and N be Cr manifolds, r > 1 , without bound aries of dimension m and n respectively. Ify£ f(M) C N is a regular value of a Cr map f : M -* N , then f~1(y) is a Cr submanifold of M. (B) Let M and N be Cr manifolds with boundaries, of dimension m and n respec tively. Ify^N — dN is a regular value for both f and f\dM , then / _ 1 ( y ) is a neat r C submanifold of M, that is df~x(y) = f~l{y) fl DM and / - 1 ( ? / ) 1S covered by charts (>, U) of M such that / - 1 ( y ) fl U = ( ^ ( R 7 7 1 ) . 2) (A) Let M and N be Cr manifolds without boundaries, of dimension m and n respectively. Let f : M —> N be a Cr map, transverse to a Cr submanifold A of N without boundary, that is Tf{x)A®Tf(TxM) = Tf{x)N, Vx e M. Then f'^A) is r _1 a C submanifold of M. Furthermore, codim(/ (A)) = codim(A). (B) Let M and N be Cr manifolds with boundaries, of dimension m and n respec tively. Let f : M -> N be a Cr map, transverse to a Cr submanifold A of N , such that either (i) dA C ON and f\dM is transverse to A; or (ii) A C N — dN, f and f\dM are transverse to both A and DA. Then f~\A) is a Cr submanifold and df-^A) = f-\dA). 232
3) (A) Let M be a compact Hausdorff Cr n-dimensional manifold, 2 < r < oo. Then there is a Cr embedding of M in R 2 n + 1 . (B) Let M be a compact Hausdorff Cr n-dimensional manifold, r > 1. Then there is a neat Cr embedding into a halfspace of R 2 n + 1 . (A neat embedding is one whose image is a neat submanifold.) (C) Let M be a compact manifold without boundary. Then M is diffeomorphic to a Cw submanifold of Euclidean space. 4) (Bertini-Morse-Sard's theorem). The measure of the set of critical values / ( E ( / ) ) of any Cr map f : M —► N, d i m M = ra,dimiV = n , such that r > max {0,ra — n] , has measure zero, that is for every chart ((j),U) of N , the set
M1 hi
A
Ni
-» h
N2
|
M2
|
h2
2) Let C°°(M, C°°{M,N)N) be the set of all smooth maps from M to N. Let us consider Diff(M) x Diff(N) the direct product of groups of diffeomorphisms of M and N :Diff(JSi acts on C°°(M, N) in the following way: (h, (/i, k).f = respectively. Diff(M)xDiff(N) e e kofoh~\he Diff(M),k G Diff(N),f G C°°(M,N). This is a group action, in M),k e Dij fact one has: (hi.h22i2,hh).f ,kik22).f = (fa, (hi,ki).((h ,k ).f). (This action is said to be leftfa). 22 22 right (the actionn of Diff(M) is said to be right and the action of Diff(N) to be 01 uijjyivi) left.) Two maps fuuf22 G C°°(M,N) are differentiably equivalent iff they belong EC°°(1 to the same orbit of the left-right action. 3) A map f G C°°(M,N) ,N) is said to be differentiably stable (or more precisely left-right differentiably stable, or briefly simply stable) if if
(Diff{M)
x Diff(N))(f)
C C°°(M,N)
is open. 4) Two smooth map-germs, fx,gx,x x G M,f,g G C°°(M,N), are said to be (leftright) differentially equivalent if there are germs of diffeomorphisms of the source, 233
hx , and target space, ky , such that fx = kgh-i(x)
o gh-i(x) o hx
.
The equivalence class of a germ at a critical point x G M is said to be a singularity. 5) A smooth map-germ fx,x G M , / G C°°(M,N), at a point x G M , is said to be (left-right, different iably) stable if for a sufficiently small neighbourhood U of x there is a neighbourhood E of the map f G C°°(M, N) such that for any map f in E there is a point x G M such that the germ fx is equivalent to the germ fx. EXAMPLE 2.43 - 1) (Morse theory), (a) The stable maps M -> R ( d i m M = n), where M is a closed manifold M , form an everywhere dense set in C°°(M, TV"). (b) For a map / to be stable it is necessary and sufficient that the following two conditions be satisfied: (i) The map / is stable at each point (in other words all the critical points p G M of the function are nondegenerate (D2f(p) ^ 0.) (ii) All the critical values of the function / are distinct. (c) A map / : M —► R is stable at a point XQ iff there are neighbourhoods of XQ G M and y0 = /(^o) G R in which coordinates x 1 , • • • , £ m , y can be chosen so that the map can be written in one of the following m + 2 forms: (i) y = x1; {n)y = (x1)2 + ... + {xk)2-(xk+1)2 (sro)2,(* = 0,l,--.,m). 2) (Whitney) Every smooth map of a compact two-dimensional manifold to a twodimensional manifold can be approximated arbitrarily closed (for any number of derivatives) by a stable map. 3) (Whitney's theorem). A map of a two-dimensional manifold to a two-dimensional manifold is stable at a point iff the map can be described with respect to local coor dinates ( x 1 , ^ 2 ) in the source and (y 1 ,?/ 2 ) in the target in one of the three terms: (i) y1 = x1 ,y2 = x2 (regular point); (ii)y1 = (xi)2,y2 = x2(fold)(hi) y1 = (x1)3 +x1x2,y2 = x2 (Whitney cusp). DEFINITION 2.45 - Let f : M -* N be a smooth map, dim M = m, dim N = n. The point x G M is said to be a point of class S* for / , if dim(ker(D/(x))) = i. All the points of class S* for / form a subset of M , called the set S l for f and denoted by £ ' ( / ) . EXAMPLE 2.44 - M = K2,N = R 2 , / = (/* = ( z 1 ) 3 + * V , / 2 = x2). All the critical points are of class E 1 , while the non critical points are of class S° , (Whitney cusp). The singularity at (x1 = 0,x 2 = 0) of the map g = / | S i ( / ) : E 2 ( / ) -> R 2 is called the cusp of the map / . 234
DEFINITION 2.46 - Let f : M -+ N be a smooth map, d i m M = m, dim TV = n. Let x € M be a point of M such that rank(D/(z)) = r. We call coranks of f at x the differences m — r and n — r. THEOREM 2.73 - 1) The coranks are related to the dimension of the kernel i of Df(x) by the formulas: m — r = i,
n — r = n — m-\-i.
2) (Corank product formula). Let f : M -+ N be a smooth map such that the sets E*(/) are smooth submanifolds of source space. The codimension of the manifold is moreover equal to the product of the coranks: d i m M - d i m E l ( / ) = (m - r).(n - r). (If this number is negative, then the set is empty.) DEFINITION 2.47 - (Secondary singularities). Set
E<'i'i»>(/) = E i '(/)E*''(/). For any set of natural numbers I = (z1? • • • ,ik) the set S 7 ( / ) is defined as follows. Let S/(/) = S ( ' i . - . u ) ( / ) C M be a smooth manifold.
inductively
Then E(il,-,u,u+1)(/) =
EH+1(/|E/(/))
is the set of points where the kernel of the restriction of f to S J ( / ) has dimension ih+iREMARK 2.51 - According to the definition the manifolds M D E^Cf) D E ^ ' ^ C f ) D E ( i l ' ' 2 ' i a ) ( / ) D ■ ■ ■ are embedded one inside the other. Therefore, the kernels of the differentials of the restriction of / to these embedded submanifolds are also embedded one inside the other. Thus, the sequence of numbers z1? i2, • • • comprising the inedx / must be nonincreasing: m > i\ > %2 > iz > * • • > 0. If even one of these inequalities is not satisfied then the set E J is empty. The set E 7 ( / ) need not be a manifold. However, there is the following important result that gives a criterion to recognize when E (/) is a manifold. 235
THEOREM 2.74 - (Bordman)[12] Let M and N be manifolds having dimensions m and n respectively. For each sequence I = (z'i, • • • , z'*) of integers there exists a submanifold, not necessarily closed, E 7 C JV°°(M, N) such that the following holds: 1) E 7 =0 unless (a) (2.172)
(6) (c)
t'i > i2 > • • • > ik-i > h > 0; m^z'^ra-n; if
Z'I = m — n, then
z\ = i
2) E 7 bas codimension vi, where i// is defined, for any sequence of integers I = (ij, ■ • •, ik) with z'i > z*2 > • • • > zjb-i > z'fc > 0 (we need consider only this case by (2.172)), by I/J = (n - m + I'l^nia-tfc - (z'i - i2)^i2i3-ik
- {h ~ h)fJ-i3i4-ik
(**-i -
h)^ik
where /J,J is the number of sequences of integers (ji, • — ,jk) that satisfy (a) j i >j2>"' >jk; (b) ir > j r > 0, for all r ( l < r < k), and j > 0. bid, ofJVk(M, \N). 3) E 7 = TToo^-^E^) , where E 7 is a submanifold N). The set E 7 is empty unless I satisfies (2.172). 4) If f : M -► N is a map such that D°°f : M -> JVCG{M,N)N) h is transverse to E 7 , (or equivalent^ Dk f : M -> JVk{M,N),N) is transverse to Ef. , then E 7 ( / ) = (£>°°/)-i(I>°°/(M) fl E 7 ) = (Dkf)-1(Dkf(M)°f(M) n D E 7 ) is a submanifold of M baving codimension vj. 5) I f / , i denotes the extended sequence (z'i, z2, • • •,ifc, J ) , we bave E 7 >'(/) = E ' " ( / | E , ( / ) ) . Also, when / 6) Any map g : M -+ N submanifolds
= 0 , E ' ( / ) = {p G M | dimker(Z>/(p)) = j } . / : M —> iV may be approximated in the fine C°° sense by a map whose oo-derivative D°°g : M -> JV°°(M,N) is transverse to all the E7.
REMARK 2.52 - For any r > 0 and for a given map / : M —► N , transverse to each E 7 , where the length of I is r we have the following stratifications: (a)
JVr(M,N)=
(J
E7
/=(n,-,*r)
(b)
M=
|J I=(il,-,«"r)
236
E7(/).
In other words, JVr(M,N),N) , (resp. M) M ) , is the disjoint union of finitely many submanifolds E 7 (resp. E 7 ( / ) ), where I runs on the sequence of length r. REMARK 2.53 - 1) E 7 ( / x id*.) = E 7 ( / ) x R. 2) Let / : M x R* —► N x R* be a level-preserving map, then E 7 ( / ) n ( M x<) = E 7 ( / t ) , for each I , Vt G R*. From above we obtain a general procedure for making any map transverse by adding extra coordinates. In fact, let / : M —> N be any map. Then, for sufficiently huge k , we can take a "homotopy" ft : M —* N, t G R* , with / 0 = / , such that the map M x R ^ J£> r (M,7V),r > 0 , given by (p,t) t-> (Drft)(p) , is locally a projection. This map is certainly transverse to any submanifold of JT>r(M,N). Of course, if we want the transversality condition to be satisfied only for particular submanifolds, the number k has to be reduced. EXAMPLE 2.45 - 1) Let X and Y be C°° manifolds of dimensions n and m respec tively. Set
Ex's
U ( P) g)exxy
^
^\Ptq)cJV(X,Y)
(J L ( T p X , T g F ) , i = 0 , 1 , - - . , s = min(n,m) (P,g)exxY
where E i ' ( M ) = {u e JV(X,Y)\u \u = Df(p)J(p) (P) = g,rank(P/(p)) = * - » } . E i l are the orbits of the natural action of the group Diff(X) X) X Diff(Y) f(Y) on JV(X, and codim(E l ) = (n — s + i)(m — 5 + z).
Y)
One has ( W h i t n e y - T h o r n stratification) a
JV(X,Y)={J'Z1i. i=0
One has:
as1i = si-Ei = |Jsi.
Then, let / : X -> y be a C 1 map. Then one has (Z>/)- 1 (Ei") = S j ( / ) C X. □ If / : X -> y is C*-smooth for ifc > 2 and if the map Df : X -> J D ( X , y ) is transversal to E i ' then E ' ( / ) is a C* -1 -submanifold of codimension (n — s + i)(m — 237
s + i) in X. (Recall codim [TgSi*] , for | | If E ' ( / ) = 0 , | | If | J i > 0 E i ' ( / ) of the relation
that the transversality condition means codim [(Z)/) _ 1 (T g Ei 1 )] = all q G Ei* and for all p G X such that f(p) = q.) for t > 0 , then the map / is regular. = -X"? then / is totally degenerate. In this case / is a solution
I J E / C JV(X,Y). i>0
| | If dim Y > dim X , then the regular maps / : X —* Y are immersions defined by rank(/) = n. | | If dim Y < dim X , then the regular maps / : X —► F are submersions defined by rank(/) = m. | | A fc-mersion, i.e., a C 1 map f : X —> Y such that rank(.D/(p)) > k , Vp G X , is a solution of a differential relation (A>mersion relation) Ik C JV(X, Y) such
that X* = Ux 5 -**V. xX Diff(Y] | | Every open subset in JV(X, Y) which is invariant under Diff(X) Diff(X) Diff(Y) equals the fc-mersion relation Tk for some k — 0,1, • • •. 2) A C2 map / : X —► F is said to fold along a submanifold l o C l if: (a) / i s regular on X \ XQ : (b) the map f\x0 '• X0 —> F is an immersion; (c) the derivative Df : X -> J 2 ? ( X , y ) is transversal to E i 1 C JV{JV(X,Y);
(d)E\f)=X0. I | A C 2 map / : X —► F folds along a submanifold X 0 C X if it satisfies an open relation F2 C JT>2(X, Y) which is invariant under Diff(Y) f(Y) as well as under the diffeomorphisms of the pair (X,Xo). Furthermore, for d i m X = d i m F = n , local coordinates (x 1 ,---,^ 7 1 ) near each point p G X 0 and some coordinates in Y near / ( p ) G Y exist such that the map / becomes /:(x1).--,x")^((x1)2,x2,-..,x") for Xo given by x 1 = 0. 3) A map between equidimensional manifolds, / : X —> Y, is said to ramify along a codimension 2 submanifold X 0 C X if in suitable local coordinates ( V , • • •, x n ) near each point p £ l 0 and for some coordinates in Y near / ( p ) the map / becomes /:(^,...,^)^(SR(^)^(^),x3,.-.,^) for z = x1 + \/—Tz 2 and for some integer s > 1. (This 3 may be different for different components of XQ.) 238
k 4) The action of the group Diff(X)(X)i x Diff(Y) f(Y) on JV (X,Y) '(X,Y may have infinitely many orbits for k > 2. In fact, the number of orbits is infinite for k > 2 and d i m X > 2 unless k = 2 and d i m F = 1. I I Any union of such orbits gives an invariant relation Rk C JVh(X, Y).
^ Finally, we shall consider some concepts on the Morse functions and to see as they can be related to the procedure of recognizing the topology of manifolds. REMARK 2.54 - A critical point of a numerical function / : X -> R on an n-dimensional manifold X belongs to (d/) _ 1 (Z*) C X , where Z* C T*X is the ndimensional submanifold of zeros. A critical point p of / is non-degenerate if df is transverse to Z* at p; this is equivalent to saying that the Hessian H(f)(p) E L(TpX) is non-degenerate. If all critical points of / are non-degenarate, / is called a Morse function. The index of a non-degenarate critical point p of / : X —> R is the index of H(f)(p) i(p) tthat is the largest possible dimension of a subspace of TpX on which H(f)(p) is negative definite. If p E X is a non-degenerate critical point of / : X —> R with index k , then there is a local coordinate system in a neighbourhood U of p such that
f(x) = f(p) - J2 (**')2 + E
(x')Wx£U.
l<j
l
We call a Morse function / : X —> [a, b] admissible if:
(i)dX =
r\
f-\a)Uf-1(b);
(ii) a and b are regular values. DEFINITION 2.48 - 1) A point is called regular for the function f on X if there is an open neighbourhood U on this point such that U is homeomorphic to / _ 1 ( a ) x / , (where I = [0,1] C R and a f(x)). 2) The point x E X is called the bifurcation point of the function f if x is not regular for this function. EXAMPLE 2.46 - If X = M is a smooth manifold and / is a smooth function on M , then any point that is regular for / , in the sense of the theory of smooth mappings, is also regular in the sense of the above definition. If x E M is nondegenerate cri tical point for the smooth function / , then x is a point of bifurcation. At the same time, if £ E M is' a degenerate critical point of / , then it must not be a point of bifurcation. DEFINITION 2.49 - The k-th t y p e number of a Morse function f : M -> R is the number vk = vk(f) of critical points of index k,0 < k < n = d i m M . We say / has type (i/ 0 ,---,^n). THEOREM 2.75 - 1) A compact manifold has an admissible Morse function try cccomponents. prescribed constant values on boundary 239
taking
2) Let f : M -> [a, b] be a Cr+1 map on a compact d-manifold, 1 < r < w. Assume that f has no critical points and f(dM) = {a, b}. Then, there is a Cr diffeomorphism F : / _ 1 ( a ) x [a, b] —► M so that the diagram 4
f-\a)x[a,b] I [a,b]
=
M if [a,b]
commutes. In particular, all level surfaces of f are diffeomorphic. 3) Let M be a compact manifold and assume that dM — A U B , where A and B are disjoint closed sets. Assume that there exists a C2 map f : M —> R without critical points such that f(A) = 0,/(J9) = 1. Then M is diffeomorphic to both A x I and Bxl. 4) Let M be a compact n-dimensional manifold without boundary, admitting a Morse function f : M —► R with only 2 critical points. Then M is homeomorphic to the n-sphere Sn. 5) Let M be a compact manifold and f : M —> [a, 6] an admissible Morse function. Assume that f has a unique critical point z , of index k. Then there exists a k-cell (i.e. the image of an embedding Dk C M)ek cM-f~\b) such that eknf~1(a) = dek , _1 k and there is a deformation retraction of M onto / ( a ) U e . 6) Let f : M —> [a, 6] be an admissible Morse function having a unique critical point z , of index k. Then there exists an(n — k)-cell e"~k C M — / _ 1 ( a ) such that e"~k fl / - 1 ( 6 ) = de"~k , and there is a deformation retraction of M onto f~x(b) U e£~fc. Moreover e™~k can be chosen so that ek (of point 1) meets e™~k only at z , and transversally. (We speak of these cells ek and e"~k as dual to each other.) 7) Let f : M —► [a, 6] be an admissible Morse function of type ( i / 0 , " ' , i / n ) on a compact manifold M. Assume f has just one critical value c,a < c < b. Then there are disjoint k-cells ek C M - / - 1 ( 6 ) , 1 < i < vk, k = 0, • • • ,ra , such that ek = nf"1^) = dek and there is a deformation retraction of M onto / _ 1 ( a ) U { U^* e*}. PROOF. See ref.[50]. □ Let us now give the fundamental theorem that describe quantum tunnel effects in PDEs. g I g [THEOREM 2.76 - (TOPOLOGY TRANSITIONS AS QUANTUM TUN NEL EFFECTS IN PDEs). Let Ek C JVk(W) be a k-order PDE on the fiber bundle TT : W -* M , d i m M = n. Let AQ and Ai be Cauchy hypersurfaces data of Ek. Let us assume that there are closed domains N{ C A,-, t = 0,1 , such that there exists a (singular,) quantum cobordism L G toa(Ek) between N0 and Nx: dL = N0 xOUNx x 1. Then there exists an admissible Morse function f : L —> [a, b] such that: 240
(A) (Simple quantum tunnel effect). If f has a critical point q of index k , then there exists a k-cell ek C L — Ni and an (n — k)-cell e*n~k C L — No such that: (i) ekf]N0
= dek;
(ii) e ^ - ^ n J V j =de*n~k(iii) there is a deformation retraction of L onto NQ Ue fc ; (iv) there is a deformation retraction of L onto N\ U e*n~k\ (v) e* n - f c ne f c =q;
e*n~k(\\ ek.
(B) (Multi quantum tunnel effect). If f is of type (i/ 0 , • • •, ^n) » where v^ denotes the number of critical points with index k , such that / has only one critical values c,a < c < b, then there are disjoint k-cells ek C L \ N\ , and disjoint (n — k)-cells (e*)"~k C L\N0 , 1 < i < vk,k = 0 , - - - , n , such that: (i)eknN0
(ii)
= dek;
e^nN^de+r';
(iii) there is a deformation retraction of L onto No |J { Utjjfc (e*)f }; (iv) there is a deformation retraction of L onto N\ |J { U^jt (e*)"~ }; W ( e . ) r ' n e f = ft; ( e O r ' ^ c ? (C) ( N o topology transition). I f / has no critical point then L = N0 x I, where /EE[0,1]. PROOF. The proof can be conducted by considering the above results on the Morse functions. For details see ref.[lll]. □ 2.7 - C O B O R D I S M G R O U P S I N P D E s In this section we characterize quantum cobordisms and integral cobordisms in PDEs by means of subgroups of usual cobordism groups. More precisely, we prove that inte gral cobordism groups can be expressed as extensions of quantum cobordism groups and the latter are extensions of subgroups of usual cobordism groups. Furthermore, a complete (co)homological characterization of integral cobordism and quantum cobor dism is given. Applications to particular important classes of PDEs are considered. Finally, we give a complete characterization of integral and quantum cobordism by means of some suitable characteristic numbers. As an application, we relate integral cobordism to the term Ex,n~ , of the C-spectral sequence, that represents the space of conservation laws for PDEs. This gives, also, a general method to associate in a natural way a Hopf algebra to E^71- . This is useful in order to characterize PDEs by means of the associated algebraic structures. (A) D I F F E R E N T I A L E Q U A T I O N S OF S U B M A N I F O L D S . In this section we shall consider some further fundamental definitions and results on the geometry of PDEs that will be used in the following. (See also refs.[60,72,73,109] 241
for related subjects.) NOTATION. P denotes the projectivization functor. R P , (resp. C P ) denotes the real (resp. complex) projective space. If H is a subgroup of G we write H
EE | J Jk(W)p Pew
,
with
Jk(W)p
EE {[N]kp}
where [N]k is the set of all submanifolds ofW of dimension n , that have in p a contact of order k. We call Jk(W) the space of k-jets of n- dimensional submanifolds ofW. One has the natural projections 7rfc,a : Jn(W) -> «7£(W), s < n. For any n-dimensional submanifold N C W one has an embedding Jkn(W),
jk:N-+
The submanifold N^
= jk(N)
[N]kp.
jk:p^
C J„(W) is called the k-jet extension of N.
TAB.2.8 - PARTICULAR CASES OF J*{W) Definition
Properties
rn(w) = w
Jl(W)p * Gn,m+n(TpW) J\{W)p^VTpW
Jl(W) J\{W)
JLiiw), =
JU(w)
IPT;W
Let II0(VK) denote the pseudogroup of local diffeomorphisms of the manifold W. Then, we have the following natural action n ° ( W ) x Jk(W)
-> Jk{W\
(*, [N]kn) ~
We denote by ^ : Jk{W) -> Jk(W) the action on Jk(W) and call <j>^ the k-th prolongation of
=
OTTjfc^,
mN)]l(py induced by
k > S
and
(*o^)<*> = ^*> o^*),(td) ( t ) = i , v^,> e n°(woLet II*( W) C J2>*(W, W) be the subbundle of JVk(W, W) of lb-jet derivative of local diffeomorphisms W —* W. We put
nk{W)M) = {[Menk(w)\t(a) = b}. 242
One has a natural pairing
nk(w)ibtC)
x nk(w\a,b)
(Mf,[
- n*(w%, c) ,
that defines a structure of Lie groups on Uk(W)a epimorphism of Lie groups
i -> n f c (w) a -> n * - 1 ^ -> — ► n
1
= n f c (W) ( a ) a ) . One has the natural
^ = G L ^ W ) -► n°(wo« = 1, * > 1.
If k > 2 one has the following exact sequence 1 _> Uk+q'k(W)a
- n f c ( ^ ) a -> 1.
-+ Iik+q(W)a
This defines n A : + ? ' f c (l^) a as the kernel of the bundle ILk+i(W)a the diffeomorphism
-> n*(W)a. One has
5fc+i(T;^)(g)TaW
Ilk+q>k(W)a= 0 l
The group ILk(W)a acts on the space Jk(W)a in a natural way : [<£]*([iV]*) = [
*M-I(«)
c 4(W)a, vq = [N]*-1 e J*(W0„**-!(«) = «•
A stationary subgroup in n * , f c - 1 ( W ) a of the element u £ 71"^ jt—1(^) u n d e r such action, fc > 2 , is (Ann(T a iV)) 0 Sk'\T;W)
(g) T a T7 0
S*(Tfl*W) (g) TaiV
where (Ann(T a iV)) C T*W is the annihilator of TaN. Therefore, the fibers *M-i(«)>
*>
2
are homogeneous spaces with respect to the action of the connected abelian group n M - i ( ^ ) a a n d thus carry an affine structure with the associated vector sapce Sk(T:N)
( g ) ua,
va =
TaW/TaN.
The prolongations >^ of any local diffeomorphism <j> : W —> W , for fc > 2 , preserves the affine structure described above. Jet bundles 7Tk,k-i > Jn(W) ~* Jn~X(W) are affine for k > 2. Here fiber ^"^i_i(^) over the point q = [iV]J_1 6 Jn(W)a are affine spaces with Sk(T^N)
Jn(W) ~~* Jn(W) °f the l ° c a l diffeomorphism (j> G IL°(W) are affine authomorphisms for k > 2 , and are linear collineations of Grassmannians Gnym+n(TaW) , for k = 1. REMARK 2.55 - If M = R n + m = K3 , we use the following notations [102]: Lk = n f c (R 5 ) ( 0 , 0 ) ,
Lj+^=nfc+^(Rs)0. ■
THEOREM 2.77 - (CARTAN DISTRIBUTION). One has a canonical on Jk(W)
distribution
(Cartan distributionj, defined by
E * ( W ) EE
E * ( t t % E*(W)g = S T T * , * - ^ ) - 1 ^ ) C Tg J*(T*0
|J geJ*(w)
where Lq C T7rjfe ^n (W) • - ^
ore
_1
fc_1(g)^n
1S tne
(^)
subspace uniquely identified by q = [IV] J G
precisely AT^-1)
L - T ^q
-LTTkik^1^q)iy
—
For any w G 71-j^j ^(g), E * ( W ) g can be represented in the following split way K(W)q
- T^-^q)
0 L
U
- Sk(T:N)
®va^LUlq
= Kkt-iiq)
G J * _ 1 ( W).
The n-dimensional submanifolds V of the form V = N^ = jk(N) C «7*(W), are the unique n-dimensional integral manifolds of E n (VK), such that 7Tk,o : V —> W is an embedding. THEOREM 2.78 - (DUAL DESCRIPTION OF CARTAN DISTRIBUTION). The Cartan distribution of Jk(W) coincides with the zeros of the differential 1-form Uf
=< f,Xk
>e 9,\jkn{W)),
v/ € c°>2)
where
"k =
U
M*)^T«Kk_Hq)Jkn-\W)/Lq
"*(«)»
and
x*en1(j*(W))0coo(i/t) is the section on Jk(W) TqJk(W)
defined by the following - Tnktk_1(q)Jk-\W)
->
composition T^k_^q)Jk-\W)/Lq.
In fact 1Ekn{W)q = ker(x*(g)). We call Cartan forms the differential 1-forms on J n(W), Uf, for any f G C°°(i/J). One has the following short exact sequences 0 - Sk-\T;N)
® i/fl -> vk{q) -> 1 / ^ ( 5 ) -> 0 244
and
o - vt-M - *:(«) - sk-\TaN)
There exists a canonical S f c - 1 (T*iV)® v-valued differential 2-form on the Cartan distribution on J*(W). (methasymplectic structure on Jn(W)): nk:Jkn(W)^A2(Kkn(Wy)(g)vk. More precisely,
nk(g)(f)(x,Y) =
£or
W section f G C00^^) J*(W) one has
W<W(A)) = (*)■»
C C°°(i/J)). Then, for any
f first prolongation of = | ^ = {, e 5i(r;iV) 0 ^
g
^
^
with gx = ker(A) = { 7 e 5 * - 1 ( T ; j V ) 0 i / . | < A, 7 > = 0 } . DEFINITION 2.51 - We say that vectors X,Y «*(«)(A)(A-,Y) = 0 , VA e
G E * ( W ) , are in involution if S^T.jyOgK-
A subspace P C lEn(VT)g is called isotropic if any vectors X,Y G P are in involution. We say that a subspace P C E n ( W ) g is a maximal isotropic subspace if P is not a proper subspace of any other isotropic subspace. THEOREM 2.79 - (STRUCTURE OF MAXIMAL ISOTROPIC SUBSPACES). Any maximal isotropic subspace P C Mn(W)q has the form P={<x^0>\xe
Ann{U) C TaN,0 G SkU(g)va
C S*(T fl *i\r)® ^ }
where 17 = Ann(T(7Tk,0)(P))
C Ta*7V.
Now, iet P C E * ( W ) g be an isotropic subspace for which the mapping T(iTk,o) ' P —> TaN is an isomorphism. Then P is a maximal isotropic subspace and P = Lu for some u G 71"^ k(q). 245
PROPOSITION 2.14 - Let N C W be an n-dimensional No C N be a submanifold in N. Set N^k)(N)
€ Nik~'\Lq
= {q e JZ(W)\*klk-i{q)
submanifold ofW
D
and let
T ^ ^ N ^ }
where N(0k~V = {[N]ka-*\a € No] C
J^W).
Then the tangent planes to NQ (N) coincide with the maximal involutive subspaces described in the previous theorem. Therefore, NQ (N) is a maximal integral manifold of the Cartan distribution. REMARK 2.56 - Let us assume that there exists a fiber bundle structure a : W —> M , d i m M = n, then we get the natural embeddings JVk(W)
^ Jk(W)
^
Jk(W),
k >0
and the following commutative diagram Jk(W)
->
Jk(W)
Here JT> (W) is the fc-jet derivative space for section of a and Jk(W) sponding fc-jet space [96]. For the methasymplectic structure one has
is the corre
Slk(q) e A2(K(Wyq) (g) Sk-\Tb*M) 0 vTaW with a = 7Tk,o(q) € W, b = 7Tk(q) E M. If a is a trivial bundle a : W E M x F - 4 M , then one has J*(W) =
Jk(M,F)
and
«*(«) G A2(E*(W0;) 0 ^ ( T J M ) 0T f F,
Va = (6,/). ■
DEFINITION 2.52 - A P D E of order k of submanifolds of dimension n of the (m + n)-dimensional manifold W (resp. of sections of a fiber bundle a : W —» MJ is a smooth submanifold Ek C J*(W)
(resp. Ek C J*(W)).
A prolongation of order I > 0 of Ek C J*(W) is defined by : (Ek)+l
Jln(Ek)nJk+l{W).
= 246
In general (Ek)+i is not a smooth submanifold in J*+l(W). The system Ek is called formally integrable if all prolongations (Ek)+i,l > 0 , are smooth submanifolds and projections Kk+i+i,k+i ' (Ek)+(i+i) -+ (Ek)+i,
I = 0,1,...
are smooth bundles. The symbol of Ek at q = [iV]J £ Ek is defined by gk{q) = TqEk H T . T T - U ® C S\T:N)
( g ) va
with q = Kk,k-i(q),a = 7rk(q). If all prolongations (Ek)+i,0 submanifolds, then their symbols
< l < lo , are smooth
9k+l(q)cSh+'(T:N)(g)ua at the point u £ (Ek)+i,Kk+i,k(u) — Q £ Ek , are the 1-th prolongations of t h e symbol gk(q) at q € Ek. One has
%*+K«)) c T;N (g) $*+,_,(«), / = i, 2,... where 6 is the S-Spencer
operator:
8 : Ar(T:N) 0 5'(T;tf) 0 V . - » Ar+1(Ta*iV) 0 S^-^N)
(g) i/B.
Then one has gk+i(q) = Tu((Ek)+i)
DT ^ T T " ^ ^ . ^ ? ! ) ) ,
if(Ek)-\-i are smooth submanifolds in J„+l(W). has the 6-Spencer complex:
u = 7Tjfe+z,H-i-i(u)
Therefore, at each point q £ Ek one
0 - gk+i(q) MT;N) (g) gk+i-i(q) - • •. - Ar+1(Ta*iV) (g) gk+i-r-i(q) • •• A A " ( T ; A O 60 *+,-„(?) ^ o where gk+t(q) = Sk+t(T*N) ® i/a if t < 0 is defined. The cohomology of this complex at the term A'(T*JV) ®gk+j(q) is denoted by H^\Ek)q and called S p e n c e r 6 cohomology of Ek at q £ Ek. We shall say that Ek is r-acyclic if Hj>l(Ek)q = 0 , for all 0 0,q£Ek. THEOREM 2.80 - Let Ek C J%(W) be a 2-acyclic PDE such that 7rk+i,k : (Ek)+i -> Ek,7rk>o : Ek —► M 247
are smooth bundles. Then Ek is a formally integrable system. DEFINITION 2.53 - The Cartan vector space of Ek C J£(W) at q is (Ek)q
=
Vk(W)qnTqEk.
We say that q G Ek is a regular point if in some neighbourhood U C Ek of this point the function q' »-> dim(Ejt) g ' is constant, Vg' G U. Otherwise, the point q G Ek is called singular. If all points q G Ek are regular then
E* = (J (E*)g q€Ek
is a distribution on Ek called Cartan distribution of Ek. A Cartan connection on Ek is an n-dimensional sub-distribution H C E& such that T(7r M _i)(ir,) = I , , V« G Ek. Let us assume that (Ek)+i -> Ek is a smooth subbundle of J*+1{W) -> J*(W). Then any section H : Ek —> (Ek)+i is called a Bott connection. We call curvature of the Cartan connection H on Ek C t7*(W) the held of geometric objects nB:Ek
- A 2 ( H * ) 0 [5*-1(TBJV)0V:Mnn(fft_1)]* S< A 2 ( T ' J V ) 0 [ 5 * - 1 ( T a J V ) 0 v : / A n n ( O T _ 1 ) ] *
defined by restriction of the methasymplectic structure on H. [Note that we can con sider the quotient [Sk~1(TaN) (g) u*/Ann(gk-i)] , in the above expression of ftg — m a p , as if A G 5* _ 1 (T a iV) (g) i/* is such that belongs to Ann(gk-i(7Tk,k-i(q))),q G -Efc,fl"fc,o(#) = a , then one has ft H ( # ) M — 0]PROPOSITION 2.15 - A Cartan connection H is a Bott one iff 0 H = 0. PROPOSITION 2.16 - A Cartan connection H gives a splitting of the Cartan distri bution over Ek
Efc^<7fc0H. Two Cartan connections H , H ' on Ek identify a field of geometric objects A on Ek called soldering form A = A H> H : Ek -> H* 0
, k , A(g) € T; JV 0
^(g)
One has f (Bianchi identity) 6ft JJ = 0 ftp* = 0 H + 6A; { _ \ft H (
Hk-^(Ek)q
We call such 6-cohomology class of O J J ^ ) the Weyl tensor of Ek at q G Ek : Wk(q) = [finWl- Then, there exists a point u G (Ek)+i over q e Ek iffWk(q) = 0. Assume that gk+i is a vector bundle over Ek C Jn(W). Then if the Weyl tensor Wk vanishes the projection 7Tk+i,k : (Ek)+i —► Ek is a smooth afhne bundle. If gk+i are vector bundles over Ek C J„(W) and Wk+i = 0, / > 0 , then Ek is formally integrable. If the system Ek C J*(W) is of finite type, i.e., gk+i(q) = 0 , Vg G £*, / > /o , then T^jt+/ = 0,0 < / < /o ? is a sufficient condition for integrability PROOF. In fact in such conditions a unique point u G ^k+i k+i - i ( # ) > over g G (Ek)+(i0-i) defines a subspace L u C Tu[(Ek)+(i0-i)] and hence we get a distribution L : u H-> Lu on (Ek)+(i0-i). This distribution is integrable iff Wk+i0 = 0 (Frobenius theorem). □ DEFINITION 2.54 - Let Ek C J*(W) be a PDE. A regular solution of Ek is a smooth submanifold N C W (resp. section s : M —» W) such that N^ C Ek (resp. jk(s)(M) C Ek). [Such solutions are integral manifolds of the Cartan distribution Efc of Ek that can be projected on W (resp. M) without singularities.] A singular solution of Ek is an n-dimensional integral manifold, N, of the Cartan distribution Ejt of Ek, such that the set S(iV) of the points q G N where ker(D(TTk,o)(q)) / 0 is nowhere dense in N. Singular points of such solutions are the points of E(iV). We will denote by Sol(Ek) the set of solutions of EkPROPOSITION 2.17 - Given a Cartan connection H on Ek , for any regular solution, ]y(fc) c Ek , we identify a section HVeC°°(T*iV(g)ff0
called covariant differential of H at the solution N. Furthermore, for any vector field X : N -> TN we get a section nVXeC°°(gk\NW). PROOF. In fact N identifies another Cartan connection on N^k\TN^ fore the soldering form HV(?)
<E T:N (g) 9k{a),
, and there
V G [N)ka G tf <*> C Ek.
□ DEFINITION 2.55 - Let Ek C J*(W) be a PDE. A s y m m e t r y of £* is a locai diffeom orphism (j):W->W such that
of transformations on Jk(W) corresponding to the flow <j>t associated to X on W. In particular, if Ek C Jk(W), where a : W —> M is a fiber bundle , a local authomorphism of a , defined by the following commutative digram
w -£ w a l
M
j or
-►
M
is a symmetry of Ek if (j)^k\Ek) C Ek. Furthermore, a project able vector field on W, X G C°°(TW), defined by the following commutative diagram W
^
TW
M
^ x
TM
where X G C°°(TM), is an infinitesimal symmetry of Ek if X^ Let Ek C J*(W) be a PDE. Then the linear PDE Rk C Jk(TW) Rk = {[X]£,X G C ~ ( T W O | X < % ) G TqEk,*k(q)
is tangent to Ek. defined by = a}
is called the infinitesimal Lie equation of Ek- The set of regular solutions of Rk is the set of infinitesimal symmetries of Ek- If there exists a fiber bundle structure a:W -► M andEkC Jk{W) then one has Rk = {[XtX
G C°°(TW)\X^(q)
G TqEk,*k(q)
= a}.
The set of regular solutions of Rk is the set of infinitesiml symmetries of Ek. THEOREM 2.81 - The pseudogroup G of symmetries of Ek is the set of solutions of a Lie equation 1Zk C Uk(W) such that Jk(G) C Kk , where Jk(G) is the kprolongation of the groupoid associated to G. The equality holds ifTZk is completely integrable. The linearized equation Rk ofJlk is the infinitesimal Lie equation of Ek. (B) Q U A N T U M A N D I N T E G R A L C O B O R D I S M I N P D E s . In this section we define quantum cobordism groups and integral cobordism groups and relate them to the usual cobordism groups. These results are the extension of those given in refs.[108,lll]. Here we completely solve the problem to determine the integral cobordism group and the quantum cobordism group of any PDE. Let R C Jk(W) be an integral manifold, d i m # = p,p < n — 1. We denote by S(-R) C R the set of all singular points of the mapping 7^0 ' R —> W , and Hi(R) = {qe R\dimkev(7rkf0\R)^q 250
= 1} C £ ( # ) .
Set L 0 , g = ker(?r M !#)*, C TqR. Then, one has (2-173)
£o,gCS*(Sg)(g)i/fl1
for some subspace Eq C L*. We will consider only the minimal subspace Eq with the property (2.173). DEFINITION 2.56 - An integral manifold R C J*(W) will be called admissible if the following properties hold. (i) T,(R) C R has no open subsets and has no frozen singularities, i.e., for any q e E(i2), Loiq is a degenerate subspace in Sk(Eq) (g) va , with respect to the exterior 2-form. £l(q)(\) G C°°(A 2 (E^(T^)*))[73]. Recall that kerftfa)(A) = {0 e Sk(T;N)(g)va\86
e T f l * t f ® *} * g™
where g\ is a symbol space of tensor A € S^foN) gx =
{7eSk-1(T:N)^)ua\<\,7>=0}.
[Hecaii [73] that there are no smooth (p+1)-dimensional integral manifolds
containing
integral submanifolds of dimension p passing through frozen singularities.] (ii) There is a vector bundle e : E —► R such that the fibers Eq D Eq for any point q G R, and Eq C L*, dim Eq < I. (iii) The family L0 : q i-> L0}q over £(-R) can be prolonged to some subbundle
L0
cW®v.
DEFINITION 2.57 - Let Ek C J*( W), k > 0 , be a k-order PDE, dim W = n + m. Let N{ <—> Ek , i = 1,2 , be two s-dimensional compact smooth closed admissible integral manifolds. Then we say that they are i£fc-cobordant if there exists an (s + 1)dimensional compact smooth manifold V , also integral, such that dV = Ni |JiV 2 . Then we write Nx ~Ek N2.3 DEFINITION 2.58 - Let X be a difRety [152], i.e., an object in the category of differential equations of dimension n. (For example X = EQQ —> M, d i m M = n.) Let 3
More precisely, we can say t h a t if /;:P t —►#*, t = l , 2 , are C°° mappings t h a t represent s-dimensional
integral manifolds Niy i = l , 2 , respectively, then Nx~EkN2<&3 is an (s+l)-dimensional smooth manifold with dR=PiUP2,
a C°° mapping f-.R^Ek
such t h a t i?
*=1,2, f(R)=V
C £ * is an ( s + 1 ) -
dimensional integral smooth submanifold of E fc . Furthermore, note t h a t if N=dV
is nonorientable, V
f\Pi=fi,
cannot be simply connected. In fact, a compact nonorientable n-manifold without boundary cannot be embedded in a simply connected (n+l)-manifold [50].
251
N{ <-^ X , i = 1,2 , be two s-dimensional compact smooth closed admissible integral manifolds. Then we say that they are X-cobordant if there exists an (s -f 1)dimensional compact smooth integral manifold 7 ^ 1 such that dV = Ni [j iV2. Then we write iVi ~ x ^ 2 CONVENTION. The empty set 0 will be regarded as an s-dimensional smooth compact admissible integral manifold for all s > 0. LEMMA 2.6 - ~Ek ( resp. ~x ) Is an equivalence relation. We write
ftf* (resp. fif ) for the set of all Ek-cobordisms (resp. X-cobordisms) classes [N]Ek (resp. [N]x ) of closed s-dimensional compact smooth admissible integral submanifolds of Ek, (resp. X), 0 < s < n — 1. The operation of taking disjoint union (J defines a sum + on Clfk ( resp. £1*) such that Qfk ( resp. £1*) becomes an abelian group, n — s > 0. The class [0]Ek (resp. [0]x) defines the zero element. For k = 0 one has Of0 = QS(E0) , where E0 C J°(W) = W. DEFINITION 2.59 - We call Of * , ( resp. £1*), the integral s-cobordism group of Eki(resp.X). THEOREM 2.82 - If N — dV , where N is an s-dimensional admissible integral submanifold of Ek and V is an (s -f 1)-dimensional integral submanifold of Ek , then WE, = [0]sk , i.e., N cobords with 0 . PROOF. The proof is similar to that for ordinary cobordism. □ THEOREM 2.83 - In Of* one has that the inverse of[N]Ek is just [iV]^. PROOF. Let us calculate [N]Ek + [N]Ek. We can have two cases: (a) [N]Ek = [0]Ek • Then [N]Ek + [N]Eh = [0]sk = 0. (b) There exists a non-empty s-dimensional integral submanifold N0 that cobords with N by means of an (s -f l)-dimensional integral manifold V C Ek- (This is possible as we consider only admissible integral manifolds.) Then [N]Ek + [N)Ek = [N]Ek + [N0]Ek = [ i V U ^ o ] ^ = [dV\Ek = [0}Ek =0. D THEOREM 2.84 - There exists a natural action of the symmetry group G of Ek on Qfk by means of isomorphisms. Furthermore, with respect to the reduced equation Ek/G one has the following short exact sequence l^G->G-+
Aut(ttfk/G)
- 1.
PROOF. Let > be a symmetry for Ek C Jn(W), i.e., a Lie diffeomorphism of J*(W) such that
as diffeomorphic manifolds have diffeomorphic boundaries [48]. Hence,
=
Furthermore, as M[Ni]Ek
+ [iV 2 ]^) = MlNi\jN2]Ek)
=
[t(Ni)\J
=[ W k + [ W k = 4>*[Ni]Ek + 4>*[N2\Ek we get that >* is a group homomorphism. Furthermore, taking into account also that ker(0*) = {0} , and that >* is surely surjective we get that
j . : [N]Ek .-> [N].
The morphism j 3 is not, in general, injective. COROLLARY 2.2 - If two s-dimensional admissible integral submanifolds TV, Nf C Ek belong to the same integral cobordism class N' G [N]Elt , then their StiefelWhitney characteristic numbers are equal. The converse is, in general, a false state ment. COROLLARY 2.3 - If two s-dimensional admissible integral submanifolds N, N' C Ek are diffeomorphic, then they are not necessarily integral cobordant. COROLLARY 2.4 - If two s-dimensional admissible integral submanifolds N, N' C Ek are homotopic, they are not necessarily integral cobordant. DEFINITION 2.60 - An (s + l)-quantum cobord of a PDE Ek C J*(W), k>0, c is an (s + 1)-dimensional smooth integral manifold V — ► Jn(W) such that dV is an s-dimensional admissible integral submanifolds of Ek. The set of (s + 1)-quantum cobords of Ek is denoted by£l(Ek)s+i. An n-quantum cobord is simply called quan t u m cobord. Furthermore, we call 0(Eoo)n = &(Ek) quantum situs of Ek. The classic limit of£l(Ek)3+i is the subset £l(Ek)9+i,c C Sl(Ek)3+i of (s + l)-quantum cobords contained in Ek. In particular, ft(£oo )n,c = Sol(Ek) is the set of solutions of Ek. 253
THEOREM 2.86 - The (s + l)-quantum cobordism, (in particular quantum cobor dism), is an equivalence relation in the set of s-dimensional integral submanifolds of Ek (in particular in the set of hypersurface Cauchy data on Ek). The set of squantum cobordism classes is denoted by £ls(Ek). The operation of disjoint union makes £ls(Ek) into an abelian group. DEFINITION 2.61 - We call Sl3(Ek) the s-quantum cobordism group of Ek. (In particular On_1(£'fc) is the q u a n t u m cobordism group of Ek.) PROPOSITION 2.18 - One has a natural surjective mapping a : ft(E*)a+i -> ^s{Ek\
L *-* [N]^
where [N]-g- is an equivalence class in Q,s(Ek) such that L cobords some elements of THEOREM 2.87 - The classic limit Q(Ek)8+i,c C tt(Ek)3+i identifies by means of the map cr a subgroup Cl(Ek)c (classic limit of the s-quantum cobordism group of Ek). The fiber Q,(Ek)s+i,[N]
on
of classic solutions (£l(Ek)3+i
[-W] # " £ ^s(^k) C)\N]
is the quantum fluctuation of the set
In particular, if(£l(Ek)3+i k
. . . a point, i.e., there is a unique ' (s -\-1)-dimensional a point, i.e., there is a unique (s -\-1)-dimensional cobords any two s-dimensional integral manifolds the quantum fluctuation of L. Q,(Ek)s+i THEOREM 2.88 - Let us introduce in £l(Ek)3+i V~V'<*V,V
eCl(Ek)a+lt[N]_,
One has the following bijective
C)\N]
IS
reduced to
' * L of Ek that integral submanifold integral submanifold L of Ek that iS of [N]-p-, then (Q,(Ek)3+i)\N] the following equivalence relation the following equivalence relation
for some
{N]^
e
ns(Ek).
mapping
n(Ek)3+1/~
=
n3(Ek)
that identifies a structure of abelian group on £l(Ek)3+i/ THEOREM 2.89 - One has the following
~ .
identiEcation
n(£*) s +i, c /~
=n?k.
^ J THEOREM 2.90 - (EXTENSION THEOREM FOR INTEGRAL AND QUAN TUM COBORDISM GROUPS). The integral cobordism groups ftf *, 0 < s < n , are extensions of the corresponding quantum cobordism groups Q,(Ek)3,0 < s < n. One has the following exact commu254
tative diagrams 0
i
Ks(Ek)
I 0 _
Kf>
-
ftf*
^
ft.(J5fc)
-
0
I 4 o for 0 < s < n — 1. So ftf* 6 H2(Sl.(Ek),K?*) fis(£*)
3 ti omzffomz(iT2(ft.(SO.Z),^f*)
G JT 2 (ft.(£! t )> * . ( * * ) ) =
J ffom z (^2(n s (£ f c ),Z) I K s (£ f c ))-
PROOF. In fact we have the following commutative diagram 0
II K.(E K.{Ek)k)
i 0
->
K?*
nf*
n.(jB*) 9.a
where
[N]Ek enfi<\N = dv,foi K?> =
some
(5 4- l)-dimensional integral submanifold
I V C Jkn{W) and Ks{Ek)
= {[N]-^- e £ls(Ek)\N
= dV,for some (5 + 1)-dimensional manifold
V).
Moreover, we put Qs(Ek)
flf*
= Sla(Ek)/K3(Ek),
= Qf-
IKf".
It is easy to see that the map is : [N]Ek •-»• [N]-g- is surjective.
D
DEFINITION 2.62 - We call Of* reduced s-integral cobordism group of Ek , and Q,s(Ek) reduced s-quantum cobordism group of Ek. Furthermore, we say 255
that Ek is s-integral cobording reducible, (resp. s-quantum cobording re ducible), ifH2(ns(Ek),K?*)KEk = 0 , (resp. H2(n3(Ek),K^), * f f c ) = 0). ' COROLLARY 2.5 - The reduced s-integral cobordism group of Ek is isomorphic to the corresponding s-quantum cobordism group: Qfk =£ls(Ek),0<s )<s
THEOREM 2.91 - (STRUCTURE OF THE REDUCED QUANTUM COBORDISM GROUPS). The reduced s-quantum cobordism groups of Ek, Q,s(Ek),0 < s < n — 1 , are abelian torsion finite groups of the form
Q3(£A)^Z20--p--0Z2. Furthermore, Stiefel-Whitney cisely, we have:
numbers completely
characterize £ls(Ek).
More pre
([N] e ns Q,s(Ek) = < 3 X = s-dimensional integral submanifold of
Ek
{ w[X] = w[N] PROOF. We shall use the following lemmas. LEMMA 2.7 - (PONTRJAGIN-THOM). A closed n-dimensional manifold V, be longing to the category of smooth differentiate manifolds is cobordant in this cate gory iff the Stiefel-Whitneyley nu numbers
wh[V],---,wia[V] are all zero, where ii+...-\-i3 = n is any partition ofn. [Recall that thee Stie. Stiefel-Whitney cohomology classes Wi G Hl(V;Z2) and the Stiefel-Whitney ney inumbers are obtained by means of the canonical integration homomorphism: [V] : Hl(V\ Z 2 ) —► Z 2 .] PROOF OF LEMMA 2.7 - Let M be an n-dimensional manifold. Let r : M -+ Gn,N = B0n be the classifying mapping for the tangent bundle TM, where M C R N , and N —► oo. Let u G Hm(BOn;Z2) bebea a characteristic class mod2. We set (jj(N) = T*UJ. The stable characteristic classes u G H*(BOn) are defined bymeans of the restriction LO = X*UJ,
Lterf(BOn+1'n+l)» l
A : £ O r \:B0n-+BOn+1.
Similarly we can introduce the notions of stable characteristic classes for BSOn,BUn,BS>BSp n. Pn. 256
Let M = dV. Then, one has w(M) = r^u the immersion M —> V. We get TF |M = j*TF = TM 0
1,
= T^A*U7,
W (M)
G7(V) = r^tJ. Let j denote
= TM* A*cJ = j * r ^ w .
As j*[M] = 0 , we get < j*r£u;, [M] > = < r M *cJ, j*[M] > = 0. D LEMMA 2.8 - (PONTRJAGIN-THOM). A closed n-dimensional manifold, belonging to the category of oriented differentiable manifolds is cobordant in this category iff both its Stiefel-Whitney number and its Pontrjagin number are zero. [Recall that the Pontrjagin numbers are defined only if the dimension n = k4.] PROOF OF LEMMA 2.8 - The proof in the oriented case is similar to the above one, by substituting the Z 2 -homologies with the Q-homologies and taking into account that in orientable case the equality j*[M] = 0 in Hn(V) is true in rational homology.
□ LEMMA 2.9 - (STRUCTURE OF THE COBORDISM GROUPS Sln AND +O n ). The cobordism group £ln is a finite abelian torsion group of the form:
fi„ = z 2 0 - p - - 0 z 2 where p is the number of non-dyadic partitions of n. (A partition ( i i , . . . , ir) of n is non dyadic if none of the ip are of the form 2s — 1.) Two smooth closed ndimensional manifolds belong to the same cobordism class iff all their corresponding Stiefel-Whitney numbers are equal. Furthermore, + O n is a finitely generated abelian group of the form
+
«n^Z0...0Z0Z 2 ©...0Z 2
where infinite cyclic summands occur only ifn = 0 (mod 4). Two smooth closed oriented n-dimensional manifolds belong to the same cobordism class iff all their corresponding Stiefel-Whitney and Pontrjagin numbers are equal. PROOF OF LEMMA 2.9 - The first part of the theorem follows from the above considerations on the group and from the Thom-Pontrjagin theorem. In fact, if [N] = [ 0 ] , all the Stiefel-Whitney numbers of N axe zero. Furthermore, if [TV] ^ [ 0 ] , then there exists a nonempty n-dimensional manifold N0 G [N] => 3 (n + 1)-dimensional manifold V such that dV = N0\JN. Hence, we get [JV0 U -^1 = idV] = [0] = °Therefore, for all the Stiefel-Whitney class w we should have 0 = w[N0\JN] = w[N0] + w[N]. Taking into account that w[N0],w[N] G Z 2 , we conclude that V cobords N0 with N if N0 has the same Stiefel-Whitney numbers of N. The second part of the lemma can be similarly proved. □ 257
Now, theorem is a direct consequence of above theorem, taking into account that £ls(Ek) is a subgroup of the corresponding cobordism group Qs :
fl,(£t)
,r>p.
Moreover, K3(Ek) = nker(w[—]) , where w[—] : Q,s(Ek) —»• Z2 are the mappings defined by means of the Stiefel-Whitney characteristic classes; the intersection is made on all the kernel of these maps. Finally, one has
J . M ^ = JAN'}^ #■ w[N]W = Mtf'bv Therefore, £l3(Ek) = im(j3) is completely characterized by means of Stiefel-Whitney numbers. □ THEOREM 2.92 - (STRUCTURE OF THE QUANTUM COBORDISM GROUPS). £l9(Ek) is an extension of a Unite abelian torsion group of the form
One has the following exact commutative iive dh diagram 0
i K.(Ek)
I 0
-»
-
K?>
Slf-
h
Qs(Ek)
->
I
z2©---P---ez2 1
0 So we can write Qa(Ek) e E\Z2
0....... 0
- Homz(H2(Z2 =
0
0
z2>
••>••• 0
K.(Ek)) Z 2 , Z);
Homz( Homz(Z2(g)Z2;Ks(Ek))
»e{l,...,r}
where r = r(p). One has rank(ft s (£ A )) = rankiaak(K,(Ek)). We can write K.(Ek)
= {[N\Ejw[N]■N}: = 0}. 258
Ka{Ek))
0
PROOF. It is a direct consequence of the above results. Note that one has
^(Z2©-y0Z2,Z)-Z20Z20-v.-0Z2(g)Z2. z
z
This can be seen by considering that for any finite cyclic group G of order n one has H0(G, Z) = Z; H2s+1(G,
Z) = Z n ; H2s(G, Z) = 0 = Ha(G, Z), s > 0.
Furthermore, one uses the Kunneth theorem for groups, that allows to write the unnatural isomorphism
^(G10G2)Z)ai 0
HP((ff,(G„Z)0frJ(G2,Z)
P+g=s
+
Z z
0
z
Tor ( Tor (Hp(GuZ),Hq(G2,Z))
p+q=s-l I
for any two groups G\ and G2 , and one considers that Torz(A, B) = 0 for projective, (e.g, free) Z-module A (or 5 ) . Furthermore, recall that for an arbitrary abelian group G one can define rank as follows: rank(G) = sup{rank(i ? )}^ e: F(G) where T(G) is the set of free subgroups of G. Furthermore, rank(F) = cardinality of a base. □ COROLLARY 2.6 - If Ek is s-integrable reducible, (resp. s-quantum reducible), one has the isomorphism: nEk
^ KEk 0
n3(Ek^
(resp.
ns(Ek) * Ks(Ek) ©
n,(Ek)).
THEOREM 2.93 - (COHOMOLOGY STRUCTURE OF Of* AND Qa(Ek)). has the following isomorphisms nf^H2(Qs(Ek),fs)(us)J ) a)(ua) where
;;
2 O s (E f c )9 Sl,(Et)S*H (Z2®---@Z2,h,)(v.)
2 u3 eE # ( 0 H2(na(Ek),H2(Qs(Ek),Z))
«,eff 2 (z 2 0-0z 2 ,if 2 (z 2 ®...0z 2 ,z)) and fs and hs are uniquely determined f. : H2(Sl.(Ek),Z)
^ K?>
;
mappings hs : H2(Z2 his:H2(Z2($---($)Z2,Z)->K3(Ek).
259
One
PROOF. We shall use the following lemma. LEMMA 2.10 - For any extension of abelian groups v G H2(G,A)
= HomziHomz(H2(G,Z);A)
there exists a universal cohomology class u G H2(G, H2{G, Z)) and a unique mapping f : H2{G, Z) -> A , such that v = H2(G,j)(u). PROOF OF LEMMA 2.10 - This lemma is a direct consequence of the following. □ LEMMA 2.11 - (YONEDA)[81]. Let C be a category and A G 06(C), and let h>A • C —> S = category of sets, be the covariant functor represented by A , i.e., ha = Homc(A, —). Let UA G h,A(A) be the identity map A —> A. Let T : C —» S be an arbitrary covariant functor. For any v G T(A) , there is a unique natural trans formation <j> : HA —► T such that )(UA) = v. Then, if T is the category of functors C —» S , one has Hom?r(hA,T) = T(A), i.e., HA is "freely generated" by UAThen from the above considerations we get the proof of theorem. □ EXAMPLE 2.47 - In order to consider some examples of reduced s-quantum cobordism groups, let us first consider some examples of ordinary cobordism groups. 1) Any smooth closed compact n-dimensional manifold N always cobords with an odd number of copies of itself: (2.174)
i\T~iV
N~N\J---2*1---\jN.
Furthermore, any smooth closed compact n-dimensional manifold N cobords with an even number of copies of itself N ~ N \J • • -2a • • • (J N iff N G [ 0 ] . ■ 2) In the category of compact smooth 1-dimensional manifolds fti = 0 . In fact, any possible smooth 1-dimensional closed compact manifold can be obtained as disjoint union of copies of S1. Now, we can have manifolds like the following:
JV = 5 1 [ J . . . 2 3 + 1 . - . l j 5 1 , s > 0 , i V o = 5 i y - - . 2 3 - . - U 5 1 , 5 > l . [Of course in the category of singular 1-dimensional closed manifolds the situation should be different as, for example, we should consider also manifolds like
(S\*)\J(S\*)/{*}{J{*}.} From the above example we get that manifolds like N belong to the same cobordism class of S1. Furthermore, manifolds like N0 cobords with 0 . On the other hand S1 G [0], as S 1 = 3D2 , where D2 is the 2-dimensional disk. Therefore fti = 0. ■ 260
3) One has the following Q 2 = Z 2 . In fact, it is possible to prove (Rohlin) that any 2-dimensional closed compact smooth manifold is or RP 2 +handles or if 2 -fhandles, where K2 is the Klein bottle. Now, as xO&P2) = 1 it follows that R P 2 g [ 0 ] G 0 2 , hence 0 2 ^ 0. On the other hand K2 = dV, where V is a suitable strip, hence K2 e [ 0 ] e H 2 . Then, we can conclude that tt2 = Z 2 . ■ 4) In the following we give some examples of calculated cobordism groups. ft0 = Z 2
; fti ^ 0
0 2 2* Z 2
;
O4 = Z
0Z
2
03 = 0 2
;
+
Q S ^ 0,5 = 1,2,3,6,7
and
s > 11
+
+ a 5 ^ Z , 5 = 0,4 ; ft a ^ Z 2 , s = 5 , l l + + n 8 ^ z 0 z ; n9^z20z. ■
5) Taking into account, now, that £ls(Ek) are subgroups of £l3 we have the following. 6,00*) = 0 , i f s = 1,3; Os(Efc)-0,or
n a (E f c ) = Z 2 ,if
5 = 0,2;
O 4 (£*) = 0,or
n 4 ( ^ ) = Z 2 ,or
ft4(^*)
= Z20Z2.
Of course, when there are more that one possibilities it is necessary to look more to the structure of the particular PDE in order to decide about. ■ In order to characterize reduced quantum cobordisms and their classic limits by means of subgroups of suitable homology groups, let us consider some useful definitions and results on the ordinary cobordism groups. DEFINITION 2.63 - Let B be a closed differential connected manifold and let f = {p : E —► B,F = R n } be a vector bundle over B with fiber R n and structure group G = O(n), S 0 ( n ) , U(n)y.... Let E —► B be the subbundle of£ defined by the vectors in the fibers with length < 1. The fiber F' of E is F' = Dn C R n . The boundary dE is a fiber bundle with fiber S n _ 1 . The Thorn complex of the vector bundle £ is the quotient complex M(£) = E/dE , where dE is reduced to a point. [So M(£) is the compactified to a point of E : M(£) = E(J{°°}-] LEMMA 2.12 - One has the natural isomorphisms: > : Hi(B; A) - Hn+i(M(t)',;A) A), > : H\B;
A) -> Hn+i(M(0\
A)
z i-> <j>(z) = p*z(mod dE), i > 0, n = dim F where A = Z 2 if G = 0 ( n ) , A = Z, Q, Zp if G = SO(n),.... D& ° DB 5 where Dx are the following Poincare duality DB
More precisely
operators:
m q g
(B),dimB :Hq(B) -► H - (B), d i m B = m,
DE :Hm'\E)HE) * Hm~«{B)
- Hn+m_{rn_q)(E,dE) dE) S J I g + B ( M ( 0 ) , 9 > 0. 261
One has a fundamental class in the cohomology of Thorn of £, i.e., 0(1) G Hn(M(£)). Furthermore, the following identifications hold:
M(E)\B ',= {*} M(0\B
M(Z)/B = ^ M(0/B
where B is identified with a submanifold of M(£) by means of the zero section. DEFINITION 2.64 - We call class u{ G # * ( £ ; Z 2 ) an element 0*4(0(1)), where
tfn+*(M(0;
Z 2 ), and
aj
are Steenrod squares [133]
4:Jf n (M(f);Z)-.fr n+i (M(0;Z 2 ). PROPOSITION 2.19 - T i e group 0 ( n ) contains a subgroup of diagonal D(n) C O(n) JiJce r±l 0 0 0 ""II 0 ±± 11 00 0
I •
L L 00
•
•
00
00
matrices
• I'
±1J ±1J
One has D(n) = Z2 x ••• x Z 2 . Furthermore, one has a canonical mapping between classifying spaces BD(n) ^ RP°° x • • -3 • • • x R P ~ -U BO{n) and the induced cohomology mapping , i* : H*(BO(n)] Z 2 ) —► H*(BD(n); Z 2 ). One can see that i* is a monomorphism and that im(i*) is the set of symmetric polynomials in Xit"-->Xn , where 0 ^ Xi £ H1 (HP-*3] Z2). Moreover, the Stiefel-Whitney classes are elementary symmetric polynomials **Og) =
^
Xii-Xiq-
t!<...
The mapping j : BSO(n)
—> BO{n) induces an
j * : H\BO{n)-Z2)
-+
epimorphism H\BSO(n)-Z2).
Furthermore, ker(j') is generated, as ideal, by the element u\ G H1(BO(n)] Z 2 ). Now, let M(£) be the Thorn complex of the universal bundle £ on BO(n). Let f : BO(n) —► M(f) be tiie natural embedding. The Then, for the induced mapping f : 262
if*(M(£); Z 2 ) —> H*{BO{n)\ Z2) we get that / * is a monomorphism and i m ( / # ) is the set of polynomials in a;,- divisible by un G Hn(BO(n)\ Z2) ," where z*u;n = xi -XnFurthermore, / # ^ ( 1 ) = Un, f
(j>(<jJi) = Slq(un)
= UiUn.
In general,
r R P N , fiber F = R , is like the normal bundle of R P N into R P N + 1 . The corresponding bundle E is of fiber D1 = I is a Mobius strip. The corresponding boundary dE is a sphere SN , covering R P N . So the Thorn complex is given by M ( 0 = M 0 ( 1 ) = £/<9£ = R P N + 1 D R P N = B. m EXAMPLE 2.51 - For G = 5 0 ( 2 ) similarly one has M 5 0 ( 2 ) = MU(1) = C P N + 1 D C P N = B,N,N- -* 00.
-
EXAMPLE 2.52 - The fundamental class is a base element of the groups: u = >(l) G F 1 ( 5 1 ; Z ) , for M 5 0 ( l ) = S1',u = >(l) e i f ^ R P 0 0 ; Z 2 ) , for M 0 ( 1 ) - R P ° ° ; u = <j)(l) e i f 2 ( C P ° ° ; Z 2 ) , for M 5 0 ( 2 ) = C P ° ° . These spaces are Eilenberg-MacLane complexes [133] of the type K(G, n) , for n = 1,2; G = Z, Z2; the element u = <^(1) coincides with the fundamental element of the complex K(G, n). ■ LEMMA 2.13 - The Thorn complexes M(£) are simply connected for n > 1. Their homotopy groups are reported in the following table. TAB.2.9 - H o m o t o p y groups of M(£) Conditions ^•(M(0) 0 1 < j < n j = n, non-orient able fiber bundle z2 j = n, orient able fiber bundle z PROOF OF LEMMA 2.13 - The cell-decomposition of M(£) is obtained from that of B by means of the multiplication of one cell (fiber). B D cr* 1—> ^(cr*) = p_1(<7*) = 0 a n+z F u r thermore, there exists a O-dimensional cell a C M(£) , obtained by reduc tion of dE to a point. Thus, TTJ(M(£)) = 0 , for j < n , as cells do not exist in these dimensions. Let us assume that in B there exists only one O-dimensional cell, 263
(if B is connected, we can reduce the situation to this case). Then, in M(£) there exists only one n-dimensional cell, (i.e., the fiber over a point). Thus 7r n (M(£)) is cyclic. If the fiber bundle is not orientable, in the basis B there exists a loop (that can be assimiled to a cell a1) that inverts the orientation of the fiber. Its recipro cal image p _ 1 (crj) = ^a1) = an+1 is a cell in M(£) such that dan+1 = 2an. If the fiber bundle is orientable, the boundaries of all the cells p - 1 (crj) in the complex M(£) are zero. Then, the cycle [an] is of infinite order. So taking into account that Hn(M(()) = 7r n (M(f)) we complete the proof. □ THEOREM 2.94 - The cobordism groups are canonically isomorphic to the stable homotopy groups. See the following table. TAB.2.10 - Cobordism gs.vs.isomorphic stable homotopy gs. Cobordism group Stable homotopy group 7r n + 3 (MO(n)) fts wn+a(MSO{n)) + fts nn+s(MU(n/2)) n.uu n n+s(MSU(n/2)) n» p 7r n + a (M5p(n/4)) ft? PROOF. Let us consider a closed s-dimensional manifold M C R n + S , where s < n — 1. All the immersions M C R n + S are isotopic and the normal bundle of M in R n + S does not depend on the immersion. Let us denote v this normal bundle. Let us M -+ BO(n)
T
v
T
-
i
denote the relation with the universal bundle of fiber R n . The image of the fiber bun dle v covers E. Prolong this application to all the complementary of the neighbour hood, in such a way that all this complementary should be mapped in a cell a0 G M(f) obtained by contraction of dE. So we get the application / : Sn+S —> M(f). This mapping is ^-regular on the submanifold BO(n) C M(f) and f~1(BO(n)) = M. The notion of t-regularity along BO(n) C M(f) means that in any point x G / _ 1 ( 5 0 ( n ) ) the image of the tangent space TxSn+s by means of the linear mapping Df(x) is trasversal to the tangent plane Tf(x)BO(n) C T/(x)M(£) : T/(l)M(£) ^ n+s Df(x)(TxS ) 0 Tf(x)BO(n). Let us now consider the cobord V of dimension 5 + 1 such that: (i) dV = Ml(jM2, (ii) V C R n + S x J, (iii) Mx C R n + S x {0}, (iv) n+S M2 C R x {1}, (v) V meets transversally the boundary. By respecting the previous construction for the bundle v normal to V C R n + S X / , we get a homotopy Sn+S X / -» M(f). Then we have built the homomorphism fia -► irn+s(MO(n)),s
prove that the above correspondence is an isomorphism. Let a G 7rn+s(MO(n)) , be represented by a mapping / : Sn+S —► MO(n). After an eventual little defor mation, we can assume that / is ^-regular along the submanifold BO(n) C MO(n). The reciprocal image / _ 1 ( 5 0 ( n ) ) = M is a non-singular differential submanifold M C R n + S C S n + S . The image by means of Df of n-plane normal to M in R n + S is trasversal to BO{n). We can make this image normal to BO{n) everywhere along BO(n) by using an elementary deformation of the mapping; we can also fully reduce the complementary of the neighbourhood of the manifold M in Sn+S to a point a0 obtained by contraction of dE in MO(n). So the theorem is proved for £ls. For + f t s the proof can be similarly deduced. □ DEFINITION 2.65 - A A;-cycle of M is a couple (N,f) where N is a k-dimensional closed (orientable) manifold and f : N —> M is a differentiable mapping. A period of the k-form W O D M , on the orientable cycle (TV, / ) is the integral
JN
We call (fc + 1)-strip ofM a couple (V, F) where V is a (k +1)-dimensionalml (orien (oriented) lie ma manifold with boundary dV = N and F : V —> M is a differentiate mapping. REMARK 2.57 - For any orientable cycle (JV, / ) , dim iV = k , the period of an exact form u = da is zero: r
/„ r u, = o. In fact, [/*„=[ JN
f*da JN
= f d(f*a) = f JN
f*a = 0,
as
ON = 0.
JSN
Furthermore, if the orientable cycle (N, f) is the boundary of a strip (V, F), i.e., N = dV, F\N = f , then the period of a closed fc-form on this cycle is zero: fN f*u = 0. In fact, if 9(V, F) = (iV, / ) and du = 0 we have
/ f*u>= f d(F*u) = f F*(du>) = 0. JN
JV
JV
Moreover, if the period of a closed form UJ on all orientable form u is exact. Finally a fc-cycle (N,f) is the boundary of for all their periods on all the closed A;-forms are zero. These of the de R h a m t h e o r e m that says that for any manifold nondegenerate bilinear mapping HP(M- R) x Hp(M] R) — R. 265
cycles are zero then the a (k + l)-strip (V,F) if results are the meaning M one has a canonical
Then, the associated homomorphisms HP(M- R ) -+ Hp{M- R)*,
# P ( M ; R ) -> # P ( M ; R)*
are injective, In particular, if Hp(M] R ) , and hence also HP(M] R ) , is finite dimen sional, (e.g., if M is a finite CW-complex), then the above homomorphisms become isomorphisms. REMARK 2.58 - Let M be a compact symmetric space of a connected compact Lie group G. Then: (a) any invariant differential form on M is closed; (b) any closed differential form on M is cohomologous to an invariant form; (c) a nonzero invariant differential form is never cohomologous to zero. ■ EXAMPLE 2.53 - (TORUS) : Tn = R n / r , where T is a lattice with integer numbers in R n , generated by n linearly independent vectors. The torus is a compact abelian Lie group. Let x 1 ,...,a; n be Euclidean coordinates in R n . Then, all the form dxH A ... A dx%k are invariant (for translations) on R n . So these forms define the invariant forms on Tn. Therefore, a form u = oJilmmmikdx%1 A • • -s A dx%k is invariant on Tn iff u>xi...zfc(£ + y) — k^i—1*0*0 5 l-e-i a;»i...»fc = const- So any invariant form on Tn is a linear combination with constant coefficients of exterior products of the forms dx1 ,...,dxn. As a consequence the cohomology ring H*(Tn) is an exterior algebra A(ei,..., e n ) with generators ej,..., e n of degree 1. Here e, is the cohomology class of dxl. m DEFINITION 2.66 - A group of cycles (JV, / ) of an n-dimensional manifold M is the set of formal sums X),-(ATj,/,-) , where (N{,fi) are cycles of M. The quotient of this group by the cycles equivalent to zero, i.e., the boundaries gives the bordism groups Q,S(M). We define relative bordisms QS(X,Y) , for any pair of manifolds (X, y ) , y C X. Similarly we define the bordisms + ^ a ( X ) , and oriented bordisms + 1 L ( X , y ) , for oriented pair of cycles Y C X. PROPOSITION 2.20 - One has:
a.(*)£ft.
;
+
£L(*) = + «*
For bordisms, the theorem of invariance of homotopy is valid. Furthermore, for any CW-pair (X,Y),Y ,Y C X , one has the isomorphisms : Qs(X,Y)^ns(X/Y), = ns(X/Y).
s>0.
REMARK 2.59 - One has a natural group-homomorphism &(JQ-jy.(.X-;Z2). 266
This is an isomorphism for 3 = 1. Note that for contractible manifolds, H3(X) = 0 , for s > 0 , but 0 S ( X ) cannot be trivial for any s > 0. So, in general, Qa(X) ^£H.HS(X). THEOREM 2.95 - A cycle x G Ha(M\ Z 2 ), d i m M = n + s, is realized by means of a closed s-dimensional submanifold N C M iff there exists a mapping f : M —> MO(n) such that /*w = Dz , where u G F ( M O ( n ) ; Z 2 ) is a fundamental class and D : HS(M] Z 2 ) -> Hn(M; Z 2 ) is tiie Poincare duality operator.4^ Let M be an (n + s)-dimensional oriented manifold. A cycle x G HS(M; Z) is real ized by means of a closed oriented submanifold N C M iff there exists a mapping f : M -+ MSO(n) >(n) such that f*u = Dx. A cycle x G H3(M\Z) f;Z) is realized by means of a closed oriented submanifold N C M of trivial normal bundle (i.e., de fined by means of a family of nonsingular equations if>i = 0, • • •, V>fc = 0 in M) iff there exists a mapping f : M -> Me = Sn such that f*u = Dx. (Similar the orems hold in the cases of realizations of cycles by means of submanifoldsis with normal bundles endowed with structural groups U(n/2), SU(n/2), etc. A mapping M -> MU(n/2),M),M- -> MSU{n/2),M,M- -► M 5 p ( n / 4 ) generates such restrictions.) In some cases the complexes MO(s), MSO(s) are Eilenberg-MacLane complexes of type K(G,n). (The following table resume such cases.) TAB.2.11 - MO(s)
and MSO(s)
K(G, n)-complexes
MO(l) = RP°° = X(Z 2 ,l)
7T;=0,j
1
Af 50(1) = Me =* S ^ K(Z, 1)
7Tj=0J>l
MSO(2) =
7Tj=0,j^2
CP°°^K(Z,2)
>1
Here the element >(l) = u G Hn{MG) coincides with the fundamental class of the complex if (G, n). PROOF. Let us prove these theorems for G = 0(n). Let N C M be a submanifold. The normal bundle defines the mapping M
-A
MO{n)
->
BO(n)
U N
U
the complement of the neighbourhood of N in M fully reduces to a point cr° by means of the contraction of dE in the construction of M(£). Then we get f*u = D[N], On the other hand, if we assign a mapping / : M —> MO(n) t-regular along BO(n) C \BO(n)) is such that f*u = D[N]. MO(n), the reciprocal image of N = ^(BO^n)) □ 4
D is generated by means of the de Rham theorem on the duality between the singular homology
space HP(X) and the singular cohomology space HP(X).
267
THEOREM 2.96 - Any cycle x G Hn(M; Z 2 ), dim M = n + 1 , can be realized with a closed submanifold. Furthermore, any cycle x G Hn(M; Z), n + 1 < dim M < n + 2 , can be realized with an orientable closed submanifold. If s < n/2 , for any cycle x G HS(M] Z), dim M = n , there exists a A ^ 0 such that the cycle Xx is represented by an s-dimensional submanifold N C M. THEOREM 2.97 - For any cycle x G HS(M;Z) there exists an A ^ 0 such that Xx is the image of an s-dimensional manifold M, ) : M —> X, <j)*[M] = x. One has the natural epimorphism Of °(X, Y)
=
o ^ forn
= 2n + 1;
O f - / ^ = free abelian group for n = 2k.
THEOREM 2.99 - The graded group Q£°°/u~ has a natural ring structure, making it into a polynomial ring Z[Y2,Y4,Y6,...] with one generator in each even dimension: QOOO/U^ ^ Z[Y2,Y4,YG,...]. (More generally, one could use any subgroup G of 0 ^ instead ofUoo-) The following seems to be particularlyly int interesting: 1 C SPoo C Stfoo C t / o o C SO^ C 0oo. Note that
2?~ / 0 -=ft.,
si?~iso~=+si. 268
EXAMPLE 2.54 - To any sphere an Ooo/Uoo-structure S and S6 possess quasi-complex structures.
can be given although only ■
EXAMPLE 2.55 - V?00'1 = QL?°° • An Ooo-structure on V is a trivialization of the tangent O^-bundle of V (the stable tangent bundle). Manifolds which admit such a structure are called 7r-manifolds. One has the isomorphism
n?~ = *n+m(sm) with m large. THEOREM 2.100 - (THOM). One has the following
■ isomorphism
Q * ^ IT .{MX) where MX is the Thorn space of X , i.e., MX = TX |J{°°}. EXAMPLE 2.56 -
n?~^z2[y2,r4,y6,...] &°°^Z[Y2,Y4,Y6,...]
of°-/j^z[r4,r8,...] ■
DEFINITION 2.68 - A singular X-manifold in the space Y is a continuous map (singular simplex) / : M —► Y , where M is a closed X -manifold. Two singular X-manifolds (M, / ) , ( M ' , / ' ) in Y are called X-cobordant if there is a pair (W,g) such that W is a compact X-manifold with boundary dW = M | J ( — M ' ) , ((—M') in the sense of negative in the cobordism group) and g is a continuous map g : W —* Y such that g\M = / , # | M ' = / ' • THEOREM 2.101 - For the group £1*(T) of X-cobordism classes of singular ndimensional X-manifolds in Y one has the following isomorphism : QZ(Y)
* MXn(Y)
S 7rn(MX A Y+)
where Y+ =Y\J{oo} = Y/0. REMARK 2.60 - A spectrum is a sequence of spaces {En} , with base point, to gether with weak equivalences en : SEn —> En+\ or adjointly e'n : En —+ £lEn+i , where 5 is the suspension functor, and fi is the loop functor. The generalized cohomology associated to {-E'n} is denoted by hm(X) and defined by hn(X) = [X,En] for a space X. The generalized homology theory associated to {En} is denoted by hm(X) and defined by hn(X) = -irn(En AX). The coefficients of the generalized theories determined by {En} are groups: /i*(*) = /*•(*) = TT.(E). ■ COROLLARY 2.7 - One has the following isomorphism
Sg(Y) - hn(Y+) 269
where / i # ( F + ) is the homology induced by the spectrum MX. COROLLARY 2.8 - If Y is any space like in the above theorem, then one has a spectral sequence {E^q,dr} with E2vq = Hp(Y\ hq{*)) and converging to h.(Y). PROOF OF COROLLARY 2.8 - It is a direct consequence of the above theorem taking into account that MX is a spectrum. □ COROLLARY 2.9 - Furthermore, there is a spectral sequence {E^q , dr] with h'(Y). EP,Q ^ H?(Y,h
QP(X)= 0
#r(*;Z2)(g)fts. Z2
r+s=p
In particular, as !} 0 — Z 2 and ^
= 0 , we get
QL1(X)*H1(X;Z2). ; Z 2 ) 2) For the relative cobordism one has the following Sla(X,Y)^Hs(X,Y;MO).
isomorphism:
MO).
Furthermore, if (X, Y) is a CW-pair one also has the following
Q,(X,Y)*
0
isomorphisms:
Hr(X,Y;Z2)®Qa Z2
r+s=p
and the natural evaluation homomorphism e : Q3(X, Y) —► HS(X, Y\ Z 2 ) which sends the class represented by f : (V,dV) -> (X,Y) into f+[V,dV] is an epimorphism. In particular, one has: Q1(X,Y)^H1(X,Y;Z2). Y;Z2). If (X, Y) is a finite CW-complex one has:
Qp(X/Y)^
0
tfr(X/F;Z2)(g)fts,
pjtQ.
Z2
r+s=p
In particular, one has n1(X,Y)^H1(X/Y;Z2).'/Y;Z2). COROLLARY 2.10 - For each x G Hm(X, F ; Z 2 ) and partition u of m-nonei one has a generalized Stiefel-Whitney number which is defined for a map f : (V, dV) -> 270
(X,Y),6imV limV = n , by {wu(TX)\Jf*(x)}[V,dV]. ,dV] Since the class x ®wu form a base of H*((X/Y) x i ? 0 , Z2)7 the associated numbers give a complete set of invariants. It is important to note that we can characterize manifolds on which are defined PDEs as manifolds with X-structure in the sense of J.Milnor. In fact we have the following. THEOREM 2.103 - Any PDE Ek C J*(W) identifies an X-structure on W , where X is a homogeneous space. PROOF. We have necessitate to introduce some definitions and lemmas. DEFINITION 2.69 - A super-bundle of geometric objects [101,102] is a 3-plet S = (V,B',B), where (i) V = (P, X, irP) is a fiber bundle over X ( t o t a l b u n d l e ) , (ii) B = (B, X, TTB) is a fiber bundle over X (basic b u n d l e ) , (iii) B is a covariant functor B : C(B) —> C(V), where C(B) (resp. C(V)) is the category whose objects are open subbundles ofB (resp. open subundles ofV) and whose morphisms are the local fiber bundle authomorphisms between these objects; (if B is a principal fiber bundle then one requires that the morphisms ofC(B) are local principal fiber bundles authomor phisms), such that (a) ifB\u £ Ob(C(B)) => B(B\V) = irp\U) <E Ob{C{V)), (b) if f e Hom(C(B)), with f = (fBJx) : B\u E B i z->- B\ t v^.,B(f) . B i Hom(C(V)), and satisfies (c) TrpoB(f) = fX07rB; (d))ifB\ueOb(C(B)),UcU' ifB\v e Ob(C(B)),Uc U' => B(/)L-. B(j%-1(t//) = = B(/|B(f\|„, B{u,). (yo B A r e d u c e d Lie super-bundle of geometric objects of order k over a manifold X [104] is a super-bundle of geometric objects S =■ (V,B;B) (V,B;B , such that: (i) B depends only on the sub-category CB(X) C C(X), image of the natural projection functor R : C(B) —► C(X)\ (ii) The s-isotropy pseudogroup Gs associated to any section s of V : Gs = {f = ( / P , fx) e GP\fp osof-1^ f*s = s}cGP is a Lie pseudogroup of order k on X , where GP = = B(Hom(C(B)))
C
Hom(C{V)). Hom{C(V)).
LEMMA 2.14 - A reduced Lie super bun die of geometric objects of order k on X identifies a natural action of Ilk (= Lie equation defining G3) on P j k ' Hk * x P —► P with the inverse y^1 : P Xx Hk —>P such that the following diagrams commute K KkXxP kxxP pri I K nkk
nKkXxK kxxnkxxP kxxp
^^ -» -* idnk
y-lk
id*R.kX7k |
nnkkxxxPxP
P i n Xx
Ik
271
> > > >
Kk Kk*xP xx P I 7*
Xx
(id^kon,idp)
>
P
7ikxxp
II
I 7,
P
P
Furthermore, a natural associative action ofC°°(7Zk) on C°°{P) is defined by means of the following commutative diagram ^
1lkxxP
P
(/*,-) T
T /*(•)
X
4f-1
X
Moreover, any solution p ofTZk can be lifted on P in a fiber bundle difFeomorphism (p, p), such that the following diagram (Dk
poK,idP)
p
x
ik
> nkxxp
—^L—
nk
A
p
h
x
x is commutative. On the other hand, a k-order Lie equation 71k C 11*(X) on X identifies a reduced Lie super-bundle of geometric objects of order k on X with isotropy equation 7Zk. Furthermore, a natural epimorphism $ : II* (X) —> P and section s of P exist such that 7Zk = ker s $; namely the following sequence 0 -> Tlk ->
U\X); sopk
is exact. PROOF OF LEMMA 2.14 - In fact 7Jk is given by jk(Dkf(x),s(x)) = (B(/) 050 f~1)(f(x)). On the other hand, given 7Zk C ILk(X) we can canonically obtain a reduced Lie superbundle of geometric objects of order k given by: (a) basic bundle
B= (J BX,
Bx=nknpi\x\
xex where pk : Uk(X) —> X is the target projection of II*(X). bundle with structure group
e s ^ n ^ i ) 272
B is a principal fiber
where pk0 = (pkjpk) : Uk(X) -► X X X , where p* : n * ( X ) -> X is the source projection of II fc (X). (b) total bundle
P= (J xex
Px,Px=p-\x)/G
where P is a bundle of homogeneous spaces with typical fiber F = p^ 0 (x,a;)/G. (c) covariant functor B : C(B) -* C(P) given by: (i) B(B\V) = P\v; (ii) (note that Hom(C(B)) = 0 = set of invertible sections of Hk = {fk} ),
B(fk)([Dkg(p)}) = [Dk(f o 5 o f-x)(f(p))]Furthermore, one can see that C°°(Kk) = {fe where s is a by means of epimorphism fk\s) > V/fc
Hom(C(B))\fk(s)
= s}
section of P , identified by means of the image in P of lZk H p*" 1 ^) the natural projection $ : p^ (x) —> P. Finally we can construct an $ : II fc (X) —> P that extends the previous $ by defining $ o fk = ^ C°°(n f c (X)). Furthermore, one can see that fk G C°°(1lk) iff / * ( » = □
5.
LEMMA 2.15 - For the linearized Rk of the Lie equation llk C Uk(W) of Ek C Jk(W) we can write Rk = kev(Cs) where Cs : JVk{TW) -> s*vTP is the Lie derivative associated to s [93], where irp : P ^ W is the total bundle associated to
nk. LEMMA 2.16 - Let Kk C ILk(W) be the Lie equation of a PDE Ek C J%(W). Then 7Zk is formally integrable iff its defining section s:W-^ P verifies dim(s*Pi) analytic integrability conditions that constitute a natural system £i(s|c) = k e r c l c
JV(P)
where: (a) irp : P —> W <— B : ITB is the superbundle structure associated to 7lk] (b)
P, =A°1(W)^vTP/6(N1),NNi),m 1
E ^ ^ f W ) ) )
in the following exact sequence of vector bundles over W:
0^Mk+1-^
S°k+1 W(g)TW 273
$(*)))
>S°W(g)vTP
where Mk is the symbol of P*; (c) c is a suitable section c : P —> P i ; (d) I is the affine natural epimorphism I : JV(P) —► Pi over P given by /() = pr(q -a),VqeVg€ JV JV{P) where pr is the natural projection T*W ® vTP -► Pi and a = $ ( 1 ) (/*+i(*)) , where fk G C°°(Uk(W)), is such that $ ( / * ( » ) = wli0(q) G P. [The natural section locally depends on a finite number of constants called structure constants.] Furthermore, Bi(s\c) C JV(P) is analytic and formally integrable iff the section c is a solution of a differential equation J(c) C J£>(Pi), (Jacobi conditions). PROOF OF LEMMA 2.16 - Let 1lk be formally integrable with a 2-acyclic symbol Mfc. Set P i = i m ^ 1 ) ) C JV{P). As P i coincides with the kernel of / it is a fibered submanifold of JV(P), so we have the following commutative exact diagram of natural affine bundles over W 0
->
Ni
->
T*W(g)<;TP
-+
Pi
->
0
II 0
->
Pi
1
-►
P
-i
JV(P)
I
=
P
Pi
ITO
-* 0
P
where 0 : P —* Pi is the zero section. We also have the following commutative and exact diagram of affine bundles r 00 -» -» M Mk+1 -> Sj! W®TW r * + 1 -> S j ! +1 +1W®TW
o o -> -> n nk+1 k+1
-> ->
oo -» -»
--
ft ftAA
k n nk+\w) +\w) II fc nn*(P7) (P7)
ffiCoTC*'1)))
> TW
> TW
———► ———► ► ►
JV{P) JV{P) ii p p
-^ Pj Pj IIII -i Pj -i Pi
-^
-► 0
-► 0
-- o o
(Note that the upper horizontal fines in the above two diagrams denote the sequence of vector bundles corresponding to the affine ones that are in vertical correspondence and separated by a point.) As a consequence we have an exact sequence k
0 - + f t * + 1 - > 7 ^ Z Z Z : r f ( 5 * P Pi)i). o Now, for any fk+1 G C 0 0 ^ * * 1 ^ ) ) over fk G C°°(7lk) we have kofk
= r(fk+1(Ds)
- Ds) = fk(I o Ds) 274
I(Ds).
Therefore k o fk = 0
iff
fk(I o Ds) = I o Ds,
whenever
fk(s) = s.
The above condition is satisfied iff a natural section c : P —» Pi exists such that IoDs = cos. As the symbol Mk of Ilk is 2-acyclic, we have the following commutative diagram in which the upper row is an exact sequence of natural vector bundles over P: 00 -> ^ ( g ) v T P -> P22 -> -> N N22 -> -> 5 S%W®vTP -> TWfgjP! r W r ® P i -> -> P -» 00
0 -> P 2 i P P
->
2 JX> (P) J£> 2 (P)
->
J2>(Pi) JP(Pi)
= =
1 P P
= =
P P
1
where N2 = im(o2(vT($W))),P2 ) , P 2 ==A ° W A°2W(g)vTP/8(A01W(g)N1). We shall proceed by steps: (a) We are able to construct a natural morphism J : J£>(Pi) -> P 2 ; (b) The restriction of J o J£>(c) : JX>(P) -> P 2 to Pi(s|c) is the curvature map k of P ^ s l c ) ; (c) The condition for the surjectivity of Bi(s\c)+i —► Pi(s|c) by means of the exact sequence B1(s\c)+1^B1(s\c)±P2
c)^P2
is given by J(c): h o Ds = J o JV(c) oDs = 0 that, for fixed 5 , gives a condition on c. □ Then theorem follows from the above considerations by considering 7£& as the Lie equation of Ek. D REMARK 2.61 - By means of the bove theorems, we see that we can consider Xmanifolds, (in the sense of Milnor), where the X-structure is defined by means of differential equations, and for such class of manifolds we can consider cobordism groups ftf or O f (Y). Then, by using the above, we can calculate these groups by means of homotopy groups and homology groups. ■ The following important theorem allows us to characterize reduced s-quantum cobor dism groups as subgroups of homological groups. THEOREM 2.104 - (HOMOLOGICAL STRUCTURE OF THE REDUCED QUAN TUM GROUPS). One has the following: + tis(Ek)
275
PROOF. In fact one has the following short exact sequence 0 _ ker(^) -v Sl.(Ek)Qs(Ek)hg°(J*(W)) where
([N]^ens(Ek) ker(/ 5 ) = < N = dV,for some (s + l)-dimensional submanifold V C Jkn(W) Now, we can recognize a natural isomorphism Ks(Ek) = ker(/ s ). In fact any smooth (s + 1)-dimensional manifold V such that N = dV,N C Ek , can be embedded in J*(W) if dim(J*(W)) > 2(s + 1) + 1 [50]. But this condition is always verified if n > 1 and m > 1. These last conditions are always verified in our paper! We then get also the following isomorphism : £ls(Ek)/ker(ls) = Q,s(Ek). Now, taking into account Corollary 2.7 we also get the isomorphism Q?(J%(W)) = hs{J^{W)+). As a consequence we have the following short exact sequence 0 -► Qt(Ek)
-* • M ha(J*(W)+)
and therefore the proof is obtained. <=> THEOREM 2.105 - (QUANTUM COBORDISM GROUPS AND RELATIVE
□
COBORDISM GROUPS). Let Ek C J*(W) be a PDE. The relations between quan tum cobordism groups of Ek and relative cobordism groups are given by the following commutative diagrams 0
I 0^ o ^ o^
K.(EI k) I K , ( J * ( W )k,)^ ) K.(j*(w),E
-> tta(E ) -► Qa^H*s(*;MO) II k II T -» a.(E n,(£kt)) -_> fi,(4'W,^) a u i w . ^ o ^=^ 5J .n(W -» ^ )., ^^j;M MO O ))
I 0 with 0 < s < n - 1. Furthermore, if(J*(W),Ek) commutative diagrams
I Ks(Ek) iI o-> 0 ^ K.(j*(w),E K.(J*(W),Ek)k) I ^ 0-»
-
a,(Ek) II II -* fts(£*) -- ft,(E t)
0
276
is a CW-pair, we get the following
ft, -f T ns(j*(W),£0 Q.(J*(W),£*) Ih ID ®P+,= ^ (H ^ pW , £*; zk2;Z ) 2®z @SP+1=a (JH(W),E )®2Z2ft. nq
As a consequence, we get the following canonical ti3(Ek)
isomorphism
* Sl3(Ek)/K3(J*(W),
Ek).
PROOF. Taking into account Theorem 2.104 and the fact that if dV = N0(N0(jNu with NQ,NI C Ek , (integral submanifolds), we can embed V into J*(W), (see the proof of the above theorem). Hence, we get easily the proof. □ REMARK 2.62 - The above theorem proves that to refer £l3(Ek) to relative cobor dism groups 0 3 ( J^{W)^EkE) k) does not increase the information on Q,3(Ek) , with re spect to referring to O s . There are important classes of differential relations where it is possible to give some further general informations of the structure of integral and quantum cobordism groups. For this, let us give the following definition that generalizes previous one given by Gromov [44] for holonomic situation. DEFINITION 2.70 - A PDE Ek C J*(W) satisfies the (s)-homotopy principle, (or Ek is of (s)-h-type) , if for any compact smooth (s + l)-dimensionalial sub submanifold V C Ek , 0 < s + 1 < n , such that N = dV is an admissible integral s-dimensional submanifold, there exists an (s + 1)-dimensional integral submanifold X of Ek with dX = N, X ~N V (X homotopic to V with relation to N in the class of (s + 1)dimensional smooth submanifolds of Ek). THEOREM 2.106 - If Ek is a PDE that satisfies the (s)-h-principle then
nfk
0
Hp(Ek]z2)®z2nq.
P+q=s
In particular, for s = 1 one has
^lfk
0-ker( 7 ,)-ftf*^ft,(£*) where j 3 is given by j in Q3(Ek). One has
3
: [N]Ek *-> [N]Ek, where [N]sk is the equivalence class of N
ker( 7 s ) = {[N]Ek e nfk\N
= dV,V C Ek,dimV
= s + l}.
On the other hand, from our assumption there must exist an integral manifold X such that X ~N V, X C Ek, dX = N , and d i m X = s + 1. So we have 7, : [N]Ek = [N]Eh = 0. 277
Hence, ker(7 s ) = 0 , and the homomorphism j s is injective. Then, Of* must be a subgroup of Of *. In particular, if s = 1 one has O 0 = Z 2 , and Qi = 0. Hence, Q1(Ek)^H1(Ek]Z2). ;Z 2 ). □ COROLLARY 2.11 - If Ek is contractible to a point one has £lfk<(ls,
s>0.
PROOF. In fact, from the above theorem we get £lfk
S>z2 ft*
= Z 2 (g>Z2 O a
^o, as Hp(Ek; Z 2 ) - 0 for p > 0 , and iJ 0 (£ f c ; Z 2 ) ^ Z 2 . □ EXAMPLE 2.57 - If Ek C J*(W) satisfies the e-principle [30] it also satisfies the (n — l)-h-principle. So the example given in ref.[110] about differential relations of immersions, Lagrangian immersions, and Legendrian immersions fit the above theorem. ■ The above considerations can also be simulated to obtain more informations on the quantum cobordism. More precisely, we can give the following. DEFINITION 2.71 - A PDE Ek C Jn(W) satisfies the quantum (s)-homotopy principle, (or Ek is of q(s)-h-type), if for any compact smooth (s + 1)-dimensional submanifold V C J*(W), 0 < 5 + 1 < n , such that N = dV is an admissible integral s-dimensional smooth submanifold of Ek , there exists an integral (5 +1)-dimensional submanifold X C Jn(W), with dX = N,X ~N V, (X homotopic to V with relation to N in the class of (s + 1)-dimensional smooth submanifolds of J*(W)). THEOREM 2.107 - If Ek is a PDE that satisfies the q(s)-h-principle then one has
(i ttas(EO (Ek)=szZ2J00. . .- p, .- .0- Z0 ,z<2 < i f(l]1,. PROOF. We shall prove that the homomorphism j s : Q,9(Ek) —» O s is injective. Indeed, let us assume that [N]-g- E Ks(Ek). Then, there exists an (s-fl)-dimensional compact smooth manifold V such that dV = N. We know (see proof in Theorem 2.104) that we can embed V into J„(W) to a manifold Y with dY = N. Furthermore, as Ek satisfies the q(s)-h-principle, we have Y ~N X , where X C Jn(W) and it is an integral submanifold of dimension 6 + 1. Therefore, [N]-^ = [ 0 ] ^ - = 0. Namely, Ks(Ek) = 0. " " □ COROLLARY 2.12 - If Ek satisfies the q(s)-h-principle, Of* is an extension of an abelian finite torsion group of the form Z 2 0 • • -p • • • 0 Z 2 , i.e., one has the following short exact sequence:
o-».firf'-ftf»->z2®...,...®z2-o. 278
So we can write 2
^ G i f (2(z Z 22®... 0 - .p....®z Z ;^) p . . . 0 ftf*e.ff 2;/e)2 - F Hom o m zz(H ( ^2(Z 0 Z Z2 2;;ZZ); ) ; tff*) ^) S* 2 (2 Z m 2 0 .. -. .>. . .... m ^ S
0 ^ gG{l,...,r} «e{i,...,r}
Horn F o mtfom ) Z 2 2;;Xf*). Kf'). 2(g)Z z ( Zz(Z 2(^
EXAMPLE 2.58 - In ref.[109] we have considered PDEs over "regular" fiber bundles. Recall that we have called regular fiber bundle one TT : W —> M such that if it admits a cross-section s , defined on a closed subset I c M , then there exist sections, defined on an open neighbourhood of X in M, that extend s. There, it is also proved that for Cauchy hypersurfaces in such PDEs, Ek C JVh(W), the corresponding statistical set £l(Ni,N2) is nonempty. This means, with the language of the cobordism, that in such cases n n _ i ( £ , ^ ) < Z 2 . Therefore, we can have ftn_i(i£fc) = Z 2 , or Q,n-i(Ek) = 0. ■ EXAMPLE 2.59 - Let us consider the d'Alembert equation (2.175)(d'A)
F = uuxy - uxuy = 0
in the open subset C 2 = u _ 1 ( R \ 0 ) C JX> 2 (R 2 ,R), R where (d'A) defines a subbundle of J D 2 ( R 2 , R ) —> R 2 . (For a geometric study of the set of solutions of (d'A) see ref.[113].) Of course, we can apply the (l)-h-principle to J P 2 ( R 2 ,,R R)) . So we have Hi (d'A) < fii = 0
=> Hi (d'A) = 0.
Hence, from Theorem 2.90 we get that ti[d'A) = 0. This means that K[d'A) = £l[d'A\ i.e., Q[d'A) -^n1(d'A)isthe zero homomorphism. ■ EXAMPLE 2.60 - It is, often, workable to use PDEs reduced with respect to their symmetry groups. For example, let Ek C JVk(R,R) be a fc-order linear ordinary differential equation
(2.176)
_0 J2 a*-i(*)y = 0. Yl «*-*(*)y(* *-° o.
0
Then, for any point q E Ek, (initial condition), passes only one solution, (integral curve). So we get Sol(Ekk))cc = /R £ Ekk/K where R acts on Ek by means of the following action map f c , ( A , 9 ) H 7 ? (DA -7 c: R Rxx^E- tf E ->^i,fA,o)^T (A)
279
where 7g(A) is the value at A of the unique integral curve passing through the initial condition q. Note that Ek is a linear submanifold of JVk(R, R ) = R* + 2 of dimension k + 1. So one has the following identification +1 Ek = £* ^ R* R w ,,
Sol(E s^ R *K +T17/ R s^ R*. k) So/(£*)
As a consequence, we get, after the identification of initial conditions by means of the symmetry group G = GL(R fc ) of Ek , the following isomorphism O 0 fc/ = Z 2 . So the homomorphism jo in Theorem 2.90 is now an isomorphism : jo : Q,0h = Z 2 = ^oOf course, one has also Q,0(Ek/G) = Z 2 . Note that in this case on Ek we can apply the q(0)-h-principle. So we should have Q,0(Ek) < ^o - Z 2 . On the other hand the following sequence no(-Ejk) —* Q>o(Ek/G) —► 0 must be exact. Hence, we also have fto(-^fe) — ^o — Z 2 . One has the following exact commutative diagram: n0
_» ->
h JK? ^*
-> -►
k o? ft**
1 ftffc/G
->
7o Z2
_> -► f0
II ^ z2 ■
LEMMA 2.17 - If Ek C J*(W) is a P D E of qfsj-h-type, then it is aiso of for 0 < r < s.
q(r)-h-type,
THEOREM 2.108 - IfW is s-connected and any closed compact s-dimensional smooth manifold can be embedded into W, up to bordisms, then one has the following iso morphism 0&S tig
=
iJ^oSg -.
PROOF. In fact, if N0 and Ni are two s-dimensional integral manifolds of J^°(W) such that there exists an (s-f 1)-dimensional smooth manifold V with dV = N0 (J Ni , then we can embed V into J£°(W) onto an s-dimensional smooth submanifold X C J™(W) with dX = N0 (jNt. Then, taking into account that 7^,0 : J™(W) -> W, is an affine bundle and, hence 71-00,0 is a homotopy equivalence, we can deform any sdimensional submanifold of J£°(W) to integral one. In other words J%°(W) satisfies the (s)-h-principle. Therefore, the homomorphism j s : QS(J^°(W)) = ft5n ( ' —* fts is injective. On the other hand, as any smooth s-dimensional manifold can be embedded into W, hence it determines an integral manifold of J^(W). So we see that j 3 is an epimorphism, hence an isomorphism too. □ THEOREM 2.109 - Let Ek C J*(W) the form
be a PDE. Then fts(£oo) is a finite group of
n 3 (£oo) = Z 2 0 " y - 0 Z 2 < f i „ O < K n , (i.e., Ka(Eoo) = 0). 280
PROOF. It follows directly from the above considerations that E^ satisfies the q(s)h-principle; then from Theorem 2.106 follows that ^ls{E(yo) < ^sD THEOREM 2.110 - Let Ek C J*(W) be a PDE. Then ftf ~ is an abehan group such that one has a short exact sequence
o->jrf--nf~-z o->jrf--nf~-z -o 2 ffi-2 0-> ...ffiz > ...0z22-o with
V = (s + 1)-dimensional integral submanifold of
J^(W)
So we can write 2 ...0z2> ftf-eff (z2®..>...®z ji:f-) 2>ji:f-) J S ( Z 2 ® . - > -2^-. . ®>Z--^Z ,iirf-). 2 > Z2),Z),iff~). = J T o m z ( f rffomz(^(Z
PROOF. It follows from Theorem 2.92 and the above theorem. □ In order to characterize more integral and quantum cobordism groups, we shall em phasize the fact that on such cobordism manifolds there are characteristic vector fields. This allows us to relate the cobordism in PDEs to the cobordism with vectors [138]. More precisely, we have the following important theorem. ^ THEOREM 2.111 - (CHARACTERISTIC NUMBERS FOR CLASSES IN IN TEGRAL AND QUANTUM COBORDISM GROUPS). If N0 and A^ are two sdimensional admissible integral submanifolds of Ek and NQ[JNI = dV , for some integral submanifold of Ek, (or J*(W)), then one has x(N0) = x(N1),
w[N0] = w[N1].
In particular, x(&V) = 0- Furthermore, diagram
one has the following exact 0
I 0
-> K]
T 0 -* K](Ek) 0 -*
K\E»
-> -
ft.(Sk) 7. T ftf*
281
i -» -
nj I il O.
T
I
#f*
-> o
T o
commutative
where Hj (resp.+Q,]) are the Reinhart cobordism groups, (resp. Reinhart ori ented cobordism groups), by taking into account the existence of a vector field v (Reinhart vector field), on any manifold V, dV = N0 (J Ni , such that v is interior normal on No and exterior normal on Ni. PROOF. We shall use the following lemmas. LEMMA 2.18 - [50] Let (X,A) be a pair and F a field. The homological Euler characteristic of(X,A) is
t'{X,A)=
(-^)k^(X,A;F)
Y, 0
where \\kk(X,A;F) (X,A;F)
=
6imFH FH k(X,A;F). dim k(X,A;F).
If Ak < oo these are called the B e t t i numbers of(X,A). When X is a compact manifold and A is a compact submanifold then £'(X, A) is finite and is independent of the field F. Furthermore, if f : M —> [a, b] is an admissible Morse function on a compact manifold M , of type (v$, • • •, vn)» then one has
J2 (-l)*+nV*> Y, (-l)'+m&. 0<m
0
£(-i)*"*= ^ (-lM^mr'ta)) 0
0
where f3k = dimF Hk(M, f'1 (a); F). In particular, if / _ 1 ( a ) = 0 one has
£ (-1)*!* = J2 ( " ^ = t'(M). 0
0
If f~\a) = f-*(b) = 0 , i.e. DM = 0 , and d i m M = 2s + 1, then one has f'(M) = 0. In general, if dM =0 we have X'(M) = x ( M ) . Finally, one also has "h > hLEMMA 2.19 - If M e [0] e Sln , i.e., M = dV, where V is an (n + 1)-dimensional manifold, then the Euler-Poincare characteristic of M is even: X{M) = 2m. PROOF OF LEMMA 2.19 - Let n = 2s + 1. Then, from the above theorem, we have X(M) = 0. Let n = 2s. Let us consider W = V \JM V. (W is the manifold obtained by gluing two copies of V along the submanifold M [50]). Now, taking into account that X(X U L Y) = x(X)+x(Y)-X(L), X(L) if L = X f] Y , we get 0 = X{W) = 2X{V)-X{M).
■2x0
□
282
LEMMA 2.20 - If two s-dimensional compact smooth closed manifolds iV0,iVi are cobordant, then their Euler characteristic belong to the same congruence class in Z2. PROOF OF LEMMA 2.20 - Let N0 \J ^ = dV. Then, 2m = X(dV) = x ( ^ o ) + x ( ^ i ) -
□ LEMMA 2.21 - If M = dV one has: If
d i m M = 25 + l ^ x ( ^ ) = 0;
If
d i m M = 2s =* X(Y) =
\x(M).
REMARK 2.63 - x ( ^ 0 i s a n example of non-stable characteristic class. The StiefelWhitney classes wq G i f 9 ( M ; Z2) with all polynomials in wq of dimension n , and the Pontrjagin classes pq G H*q(M\ Q) , with all polynomials in pq of dimension n , (for n — 4fc), are the full family of stable characteristic numbers for Qn and ~^£ln. ■ LEMMA 2.22 - (REINHART) N' G [iV]T G Hj , (resp. N' e [iV,r?]T G +ftjj, iff ney (resp. Stiefel-Whitney, N' and N have the same Stiefel-Whitney tney, Pontrjagin) and Euler numbers, (resp. (a)(n ^ 4k + 1), the same Euler numbers; (h)(n = 4k + 1), the manifold M with DM = V(J(—V) has even Euler number. [This only depends on V and V and not on the choice of M].) Furthermore, the following\g con commutative diagram, where the horizontal lines are exact, relate the groups ft] and +OJ with Os and +QS respectively. 0
0
->
->
-►
K]
TT
+#J
it]
T
-► +ftj
->
->
^Ms
T
+ft s
->
0
->
0
Here, i^Jfc+i = 0 , and ifj fc is free cyclic. The generator is the class of the sphere S2k. Moreover, + ^ 4 A . _ 1 = 0 , and *Klk+1 is cyclic of order 2, and "^ifjfc is free cyclic. In each case, the generator is the class of the sphere. One has
+ftl*+*J0+n.. Now, let us return to the proof of our theorem. If No (J Ni = dV , where No, Ni , and V are integral manifolds of Ek, (or J*(W)), there must exist a Cartan vector field v tangent to V that is characteristic for NQ[JNI J ^ i ,, i.e., is of Reinhart type. Then, we can apply Reinhart's theorem that requires just x(AT0) = x(^i)> other than iy[JV0] = [Nx]. D COROLLARY 2.13 - If Ek C J*(W) is a PDE, then K^
= {[N]Ek\w[N}
= x(N)
= 0}.
PROOF OF COROLLARY 2.13 - It follows directly from the commutative diagram in the above theorem. □ 283
EXAMPLE 2.61 - Let us consider again d'Alembert equation. Any closed 1-dimensional integral manifold N of (d'A) is of the type
N \J.-\JNSa N == NNQQ\J'-.[jN where N{ is any closed integral curve in (d'A) obtained by means of a smooth mapping / , : £ ! - > JP2(R2,R),
/*u, a = 0
where u; a ,0 < u>a < 3 , are the differential 1-forms on J£> 2 (R 2 ,R) generating the Cart an distribution of (d'A). More precisely, UJQ = duuxy + uduxy — duxuy — uxduy ^ u>i = du — uxdx — Uydy
{<*>«} = { u
2
= dux - uxxdx -
[ CJ3 = dUy — UyXdx
—
uxydy Uyydy
Then, the necessary condition that
N e [N']id,A) where
N' = K\J---\jN'r is another closed integral 1-dimensional submanifold of (d'A) , is that w[N] = w[N'],
X(N)
=
x(N').
On the other hand, one has w[N] = w[N'} = X(N) = x(N')
= 0.
So there are no obstructions of cobord-type to obtain integral manifolds in (d'A) cobording N with N'. Furthermore, as all the closed 1-dimensional integral manifolds of (d'A) satisfy w[N] = w[Nl] = X(N) = x(N') = 0 then
K[d'A) = Sl[d'A). This agree with the results of Example 2.59. 284
The conditions contained in Theorem 2.111 are also sufficient to characterize quantum cobordism in some particularly important classes of PDEs. In fact we have the following theorem. THEOREM 2.112 - (CHARACTERISTIC NUMBERS IDENTIFYING CLASSES IN QUANTUM COBORDISM GROUPS). If a PDE Ek C J*(W) satisfies the q(s)h-principle, then two s-dimensional admissible integral submanifolds No,Ni quantum cobord, i.e., Ni G [No]-^-, iff they have the same Stiefel-Whitney numbers and Euler number. PROOF. If V C Ek is an integral manifold such that dV = X 0 | j ^ i - T h e n , ^ o and Xi must necessarily have the same Stiefel-Whitney numbers and Euler number. Conversely , if XQ and X\ are two admissible s-dimensional integral manifolds having the same Stiefel-Whitney numbers and Euler number, then there exists an (s+1)dimensional manifold V such that dV = Xo |J X\ and having a Reinhart vector field. On the other hand, we can imbed V into J^iW) to an (s+l)-dimensional manifold N and, (taking into account that Ek is of q(s)-h-type), to deform N to integral one Y, with dY = XQ |J X\. Then, there also exists a Reinhart vector field on Y which is also a Cartan vector field. □ THEOREM 2.113 - Let Ek C J*(W) be a PDE. If Ek admits an s-dimensional connected closed compact integral manifold X that integral (or quantum) cobords with Ni |J • • • |J Np = N , where N{ , i = 1 , . . . ,p , are some other s-dimensional connected closed compact integral manifolds of Ek, dV = X |J N , then one of the following conditions must be verified: If
(w[X] = X(X)
= 0)
aw[N1] =
...=w[N2r]
w[N2r+1] = ... = w[Np] and
= l = x[N1] = ... = x[N2r] = 0 = X[N2r+i} = ... =
1
x[NP})
If (w[X] = X(X) = 1) If
{w[X] = X(X)
= l)
wlNJ = ... = w[N2r+1] = 1 = X[N!] = . . . = x[^2r+i] 1 ^[iV 2 r + 2 ] - . . . - w[Np] = 0 = x[JV-2r+2] = . . . =
x
[^] J '
In both cases V will be an integral manifold of dimension 5 + 1 with p singular points. The above conditions are also sufficient for the quantum cobording case, if Ek is of q(s)-h-type. PROOF. In fact, in order that an integral cobording class [X]sk , or quantum cobor ding class [ X ] ^ - , should be represented in the form [X]Ek = Wi]Ek + • • • + [Np]Ek , 285
or [X\j^ = [Ni]^- + . . . + [Np]^ where N{ , i = 1 , . . . , p , are given as in theorem, it is necessary that (a) or (b) be verified, depending on the characteristic numbers of X. Furthermore, if Ek is of q(s)-h-type, conditions (a), (b) are also sufficient in quantum cobordism case, as we can apply the above theorem. □ DEFINITION 2.72 - If toa(Ek) = 0 we say that Ek is reduced-q(s)-cobording free. Furthermore, if£ls(Ek) = 0 we say that Ek is q(s)-cobording free. PROPOSITION 2.21 - If Ek is reduced-q(s)-cobording free we have
ns(Ek)^Ks(Ek). This is equivalent to saying that all the classes [N]j=r- E Qs(Ek), have zero StiefelWhitney numbers. IfEk is also of q(s)-h-type, we have £ls(Ek) = 0. So in this case Ek results of q(s)-cobording are also free. Hence, £lfk = Kfk. So we have the following implication: reduced q(s)-cobording free + q(s)-h-type => q(s)-cobording
free.
PROPOSITION 2.22 - If Ek is q(s)-cobording free we have
Of*-iff*. This is equivalent to saying that all the classes [N]gk G Qfk,
have zero Stiefel-
Whitney numbers and Euler numbers. Let us give, now, a full characterization of integral and quantum cobordism groups by means of suitable characteristic numbers. DEFINITION 2.73 - 1) We define space of characteristic q-forms on EkCJZ(W),q
=
l,2,-..
the following ChW(Ek)
= {pe
Set Chn°(Ek)
= 0.
W(Ek)\(3((u-'',
Cg)(p) = 0, dip) e Char(Ek)p
, Vp e
Ek}.
2) We deEne space of Cartan g-forms on Ek C «/*( W), q = 1,2, • • • the following
cw(Ek) = {0e WiEkMh, • • •, C,)(P) = o, Up) e (E*), vP e Ek}. Set CQ?(Ek) = 0. 3) We define space of p-characteristic g-forms on Ek C J*(W),q following
ChpW(Ek) =
= 1,2, ••• the
f/?€nff(Eft)|/3(Ci,---,Cg) = o [ if at least q - p + 1 of the fields d , • • •, (q are characteristic characteristic 286
4) We define space of p-Cartan g-forms on Ek C Jn(W), q = 1,2, • • • the following
cft«(ft) S (^ f t W I / J ( C l '- , c , )
=0
1
[ if a£ ieast q — p -f 1 of the fieids d , • • •, ( g are Cartan J
PROPOSITION 2.23 - If the fiber dimension of Char(Ek)p ChW(Ek)
= W(Ek),
is s one has
q > s.
PROOF. In fact, the maximum number of linearly independent characteristic vector fields is s. So, if a e £lq(Ek), q > s , then a ( C \ • • •, (q) = 0 , for all characteristic vector fields Q. □ PROPOSITION 2.24 - If the fiber dimension of E* is r one has CW(Ek)
= W(Ek),
q>r.
PROPOSITION 2.25 - If k = oo one has: = Cfl*(JE7oo)
ChW(Ek) Ch*W(Ek)
=
C'WiEoo)
CW(Eoo) = WiEoo) = ChW(Ek),
q > n.
PROOF. In fact, for k = oo one has Char(Ek) = EQQ , and r = s = n. □ THEOREM 2.114 - a 6 ChQ,q{Ek), iff a\v = 0 , for all the characteristic integral manifolds of Ek. PROOF. If a is a characteristic g-form it follows that a\y = 0 for any characteristic integral manifold V C Ek. Conversely, let us assume that a\y = 0 on all the charac teristic integral manifolds of Ek. Then, as Char(Ek) is an involutive distribution and Ek is of finite dimension, it follows that for any point p G Ek passes a unique maximal charactersitic integral manifold N of Char(Ek). Then, all the possible g-dimensional characteristic integral planes for p are contained in GqiS(TpN), where s = dim TpN. Hence, under our assumptions it follows that /? is characteristic. □ COROLLARY 2.14 - If E^ C J%(W), then Char^) = Eoo , and CM2»(£oo) = C^lq{E00). Furthermore, even if for any p 6 E^ , one has an infinity number of maximal integral manifolds (of dimension n) passing for p, one has that all these integral manifolds have at p the same tangent space (Eoo) p . Hence, a differential q-form on E^ is Cartan iff it is zero on all the integral manifolds of E^. THEOREM 2.115 - One has the following natural differential complex:
(2.177) ( ) 2
177
0 -> Ch&fEk) Ch9}(Ek) - i ChQ?(E ChQ?(Ek)k) - i • • •• s +1 -> (Ek)k) -A C ^ *8+\E (kE) t ) --ii -> Ch£l Ch£ls(E - i ChSl 4
d
287
r
Chttr(E(Ek)k) -A A 00 >> Chtt
where s = fiber dimension ofChar(Ek), and r = dimE* , with k < oo. In particular, ifk = oo we can write the above complex by putting Ch0,q(Eoo) = CCtq(Eoo). PROOF. Let us consider the exterior differential d : W(Ek) -► W+1(Ek), and q q restrict d to ChQ, (Ek). Then, for any a G ChQ, (Ek) and & G Char(Ek), we get
A*(Ci,---,Cg) = - 4 r E 9
(-I)VG,---,CA,••-,(*)
0
+ ^ A
d : ChpQq(Ek)
In particular, for k = oo we can write d : C*W(Eoo) -►
C'W+^Eoo).
COROLLARY 2.16 - One has the following filtration compatible with the exterior differential: Ch°n(Ek) q
= nq(Ek)
D Ch W(Ek)
D CtfWiEk)
= ChW(Ek)
D Ch2ttq(Ek)
D •• •
D0
for k < oo. As a consequence we have associated a spectral sequence (characteristic spectral sequence of Ek)
{E™(Ek),d*>*}. In particular, if E^ is the infinity prolongation of a PDE Ek C Jn(W) above spectral sequence applied to EQQ coincides with the C-spectral sequence of Ek previously considered. I I Of particular importance is the following spectral term: E°«(E 1
l
)=
h>
WiEdnd-iChSl'+ijEt) <mi-\Ek)<&ChSli(Ek)
that for k = oo can also be written Eo,q(E 1
s *•
k>
WjE^nd-JCW+^Ek) d[lt-i(Ek)®C(tt(Ek) ' 288
PROPOSITION 2.26 - Set Q.q{Ek) = nq(Ek)/ChQ^(Ek),
k
Then, one has the following differential complex associated to Ek (liar de R h a m complex of Ek): 0 - fi°(Et) - i St\Ek)
- i Cl2(Ek) - i
►
n«(£4)-i----ft*(s*)-io. We call bar de R h a m cohomology of Ek the corresponding homology One has the following canonical isomorphism: El>\Ek)
2 H*(Ek) ,
Hq{Ek).
k
PROOF. Let us explicitly prove only the above isomorphism.
_ kev(d : W(Ek) -» W+1(Ek)) d(^(Ek))
B"(E H m k) =
_
Ker
V " • ChQi(Ek) ^ 1, Qi+HEk)
ChQi+l(Ek)J x
d^-1(Ek)^Ch^{Ek) = = El>\E E°^(Ekk)
□ DEFINITION 2.74 - Let £* C J*(W) be a PDE. We call bar singular chain com plex of Ek the chain complex {Cp(Ek;K\B} where Cp(Ek]IL) is the vector space of formal linear combinations, with coefficients in R, Yl ^i°i -> w^ere C{ is a singular p-chain f : Ap —> Ek that extends on a neigh bourhood U C R p + 1 , such that f onU is differentiate and Tf(Ap) C E fc . Let {Cp(Ek;K)
= Hom^i Homn(Cp(Ek]K),K)J}
be the corresponding dual complex and Hp(Ek]'R.) (bar singular cohomology of Ek).5
the associated homology spaces
Similar definitions can be done with coefficients into an abelian group G. For example, other than G = R , it is important to take G = Z , Z 2 .
289
THEOREM 2.116 - (BAR DE RHAM THEOREM FOR PDEs). One has a natural bilinear mapping p < ,, >>:: C Cpp(E R < {Ek]k;K)K) xx C C ^(E*k;R) ; Kj -> -» K
such that <: J8a,c> a , c > + ( - l ) pp << a<*,dc , d c >>== 0.
(2.178)(bar Stokes formula) One has the canonical
isomorphism
H"(E ;R)— ~ / S T o r n ( ^/ V(—E* ■t '; R )/>, R )/ == #—j„Fz(^v£—j c*" -t;'j R)*. - k~ / c );±i) — ~ — x * , \ —RJ Lp(£,k;n-),n.) /z'(,.&* = J—nomB.(Jn xi; One has the following nondegenerate
mapping
<:,, >>:: U fl,(JB*; X B"(E / * ' ( #k;* ; «R. )) -► -> R. K p{Ek\\i.)R ) x Hence one has the following short exact sequence 0^H ^HJE:R)-*H>>(E p(E;R)^H"(Ek;Ry.k:RY.
C?
This
means that if c is a closed bar singular p-chain (dc = 0) of Ek, c is the
boundary means that if c is a closed bar singular1 p-chain (dc = 0) of Ek, c is the boundary of a singular (p + l)-chain c' of Ek (Be = c) , iff < c, a > = 0, for all the 8-closed bar singular p-cochains a of Ek. Furthermore, if a is a 8-closed bar singular p-cochain of Ek, a is 8-exact, (a = 8/3) iff < c,a > = 0, for all the B-closed bar singular c of k. deduced by simulating standard one for ordinary manifolds PROOF.p-chains The proof canEbe PROOF. The proof can be deduced by simulating standard one for ordinary manifolds and ordinary singular (co)homology [141, 157]. Let us explicitly prove only that Bp(Ekise :t R ) = (Hp(Ek;K))*. ientIn fact, as Cp(Ek : R ) is a free complex over R we can use the universal coefficient theorem in cohomology [49] and say that there is the following unnatural isomorphism of R-vector spaces: H*(E #nomji{n o mRR(H ( #p^(E R)). (Ekk;; R ) ^*± Hom Ext^H^iE^ p (k]£ * ; R ) , R i t ); 0^y ^ Exi^ti^E,; uxt^Jip-iW, «•;;• p k]«,,, As R is an injective R-module, one has Extk. Ext^Hp-^Ek] (H,-! (Ek;RR)) == 0. THEOREM 2.117 - One has the following canonical isomorphism: S'(E F " (XStf«,;K. ;R)^H"(E F■).P« (' .E&0«0>; 0 0 ; R ) ^= 00 PROOF. Let us consider the following homomorphism of R-vector spaces p j , : n«*(£«,) ' ( ^ o■^OO; o ) -► -> C'iEco —r ^C (Soo V-^OO :' R )/ i V
H a'w" t.); -= ^y a ''(V / / u«,) = ^y " a'Y L J '- ^ipH,ipH(c L - J ^ ^ p r J V ^ -= y ^ /; — W / u":i * ^ ; W
u
u
,i-
,i•
290
JJui u: A,-
i,
JJ A A PP
where JAP u*u are the standard Riemann integrals, and ax G R. Then, j p passes to quotient giving the following homomorphism j ; : 5 ' ( E o o ) -► 5 ' ( E o o ; R ) =
Hom^H^E^K^K).
Let us see that j * are isomorphisms. Let us first prove that j * are injective. Assume that there exist 0 ^ [a] G ker(j*). Therefore, we have j a = j;[a][c] = 0 , V[c] G £ , ( £ « , : R ) . From the bar de Rham theorem for PDEs, we see that a should be £-exact, in contradiction with the assumption that [a] / 0 G Hp(EOQ). Therefore, j * are injective homomorphisms, p > 0. Let us, now, prove that j * are surjective. This proof is more complex. In fact, we shall refer to the technique of sheaves. In fact, the homomorphisms jp can be defined for arbitrary open sets in E^ , and yield presheaf homomorphisms
(p > 0)
{W(U);Pu,v}±{Cr(U;Ry,pu,v},
which commute, by the bar Stokes formula for PDEs, with the bar coboundary homomorphisms
{Q"(U); Pu,v} MW+1(U; R); pu,v},
(p > 0)
{&(U); Pu,v} MCP+1(U; R); Pu,v},
(p > 0).
and Thus, the induced homomorphisms of the associated sheaves form a commutative diagram
(2.179) 0->
|| n
lio -> C°(Eoo;R)
_ iii -> ^(^oo;R)
I h -> C2(£oo;R)
-+.-.
where 1Z is the sheaf of real functions on E^. Let us give, now, the following lemma. LEMMA 2.23 - Let {Su] PU,v} be a presheaf on a manifold M such that whenever the open set U is expressed as union | J a ^ a of open sets in M , then whenever there is an element fa G Sua for each a such that puar\Up,Uolfa = PuanUp,uaf/3 f°r ^ a and (3, then there exists f G Su such that fa = puauf for each a. Let (SM)o = {seSM
: PmMs)
= °>
291
for
^rne
Af}.
Then, the sequence 0 -► (SM)o -► SM lT(S)
-> 0
is exact. Let us now consider the following commutative diagram of cochain complexes with exact rows:
o 0->
-
C«(Eoo;R)o
-*
ft^oo) n^E^)
i
i i.
_
C # (Eoo;R)
-i
r(Ag(^QO)) rCAgpSoo))
-o
r(C # (Eoo;R))
-+0
i1 33
where T(X) denotes the space of sections of the sheaf X_, X_> and C^oojRJosiaeC^oojR)
|
pu^,Eooo (s) = 00yWu , V «ee E E^} o W = oo}
Bpp{E Bpp{E The cochain map T induces the isomorphisms H (Eoo) (Eoo;1l). Furthermore, OQ) = H OQ\%). PP p B {E 2 induces the isomorphisms H (E(X> 00; \ R ) = B (EOQ; 11). In fact, the lower short exact sequence in the above commutative diagram induces the following long exact sequence q >H B^iEoo-ll) -\E^n)
# JI*(
-* ■ •■
Thus, if we prove that (2.180) 2.180
^ ( C * ( ^ o o ; R ) 0 ) = 0,Vg ff*(C#(£oo;R)o)
it follows that there are canonical isomorphisms
^5H£oo;R)-# ( ^ o o ; R ) - ^ 99((£oo;^). ^oo;^). The proof of (2.180) goes as follows. It is trivially satisfied for q < 0 since in this are all zero. The R-vector range the modules of the cochain complex C9(EQO\R)Q 0 space C*(£? 00 ;R)o is also zero since the presheaf {(7 ({7;R); pu,v} *s complete, i.e., it satisfies the conditions of the above lemma and also the following condition is satisfied: ^ Whenever / and g in C°(*7;R) are such that pua,uf = Pua,U9 for all a , then
T^g. u > 1. Let U = {Ui} be Thus ##°(C°(£oo;R)o) ( C ° ( £ o o ; R ) o ) = 0. It remains to prove (2.180) for q > an arbitrary open cover of EQQ. Let C^EQQ] R ) be the cochain complex consisting of R-vector spaces C[((E00]'R.) of bar singular cochains a , defined only on those bar singular p-simpleces whose ranges lie in elements of U. Each element of Cp(EOQ QO;'R)
292
determines an element of C^E^K) R by means of suitable restriction. Then the homomorphisms ju : C p (£oo;R) -+ C^E^K) ;R) yield a surjective cochain map
ju : C'iE^R)
-^ C'ui C^E^R).
The kernels of the homomorphisms ju form a cochain complex Ku such that (2.181)
0 -> Ku -
C # (Eoo;R) - C ^ E o o j R ) -> 0
is an exact sequence of cochain complexes. We can prove that ju induces isomor phisms of the cohomology spaces. The proof can be conducted by simulating one for the ordinary singular cohomology; (see e.g., ref.[157]). It follows from the long exact cohomology sequence for (2.181) that (2.182)
Hq(Ku)
=
0,\/q.
So, now, let q > 1 and let / G Cq{EOQ\ R ) 0 such that Sf = 0. Then, by definition of Cq{EOQ\ R ) 0 , there is an open cover U of EQQ consisting of sufficiently small open sets that / G Ku. It follows from (2.182) that there exists g G Ku~x C Cq-1{EOQ\ R ) 0 such that dg = / , that proves (2.180). Finally, in order to prove that 3 induces isomorphism on cohomology we shall use the following lemmas. LEMMA 2.24 - Let 7i and 7i be cohomology theories on a manifold M with coef ficients in sheaves of K-modules over M, where K, is a fixed principal ideal domain (e.g., K = TL). Then, there exists a unique isomorphism 7i —> 7i. LEMMA 2.25 - Assume that H is a cohomology theory for M with coefficients in sheaves of K-modules over M. Let (2.183)
0 -> S -► Co -► d
be a fine resolution of the sheaf S.
-> C2 -> • • •
6
An exact sheaf sequence (2.184)
0-Q-+A-+Co~+C1-+C2-^---
is called a r e s o l u t i o n of the sheaf A. T h e resolution (2.184) is called fine (resp. t o r s i o n l e s s ) if each of the sheaves C% is fine (resp. torsionless). Recall t h a t a sheaf S over M is said to be fine if for each locally finite cover {£/,-} of M by open sets there exists for each » an endomorphism /,• of S such t h a t : (a) supp(Z,-)C£/,-; (b) Y2- U=id. Here, by supp(/,-) (the support of /,•) we mean the closure of the set of points in M for which li\Sm
is nonzero. We shall call {/,} a p a r t i t i o n o f u n i t y for S subordinate to
the cover {£/,-} of M. Furthermore, a sheaf of K-modules is said to be t o r s i o n l e s s if each stalk X is a torsionless ^-module, i.e., there is no nonzero element x£X Ae« such t h a t Ax=0.
293
for which there exists a nonzero element
Then, there are canonical
isomorphisms
(2.185)
H«{M,S) ,S) £ H*(T(C*)), Vg.
Then, 3 induces isomorphisms on cohomology as an application of above lemmas to the homomorphism (2.179) of fine torsionless resolutions of 1Z. Thus, from the uniqueness of the isomorphism between sheaf cohomology theories, 3 induces the identity isomorphism of Bp(EOQ] 11). It follows that j * is a canonical isomorphism for each integer p. D REMARK 2.64 - 1) Similar to the classical case, we can also define the relative (co)homology spaces Bp(Ek,X\R) and Bp(Ek,X;R), where X C Ek is a bar sin gular chain. 2) One has the following exact sequence: > BP(X;R)
-► Bp{Ek-R) ;R)
-> Sp(Ek,X;R);R)
-> B^X-.R)
-* • • •
; R ) "+ # o ( £ * , * ; R ) -► 0 . 5 0 ( X ; R ) -► tf0(£*;R) 3) One has the following isomorphisms: Bp(Ek,*;R)*Bp(Ek;R),p(-Et;R) :
p>0
So(Ek,*-R) R: = 0 if Ek is arcwise connected. DEFINITION 2.75 - 1) A (^-singular p-dimensional integral manifold of Ek C «/*(W), is a bar singular p-chain V with p < n, and G an abelian group, such that VcEk.Ek Dax is aa bar 2) A G-singular p-dimensional quantum manifold of Ek C Jn(W) 1S singular p-chain V C J„{W), with p < n, and G an abelian group, such that dV C Ek. REMARK 2.65 - Smooth p-dimensional integral manifolds and smooth p-dimensional quantum manifolds of Ek C Jn{W), are particular cases of the above singular ones respectively. Let us denote G 0 ^ * and GQipyS(Ek) the corresponding cobordism groups in the singular case. Let us denote also by G[N] SE and G[N]^- the equivalence classes in these groups respectively. ( p In the following, for simplicity, we will only consider the case G = R, and we will omit the apex G in the above symbols. THEOREM 2.118 - Let us assume that Ek C J*(W) is a formally integrable PDE. 1) As KQO • E<x> -+ Ek is surjective, one has the following short exact sequence of • E<x> -* Ek is surjective, one has the following short exact sequence of chain KQO complexes:
a(£oo;R.)-C.(£*;R)-0 £•(£«»; R ) - £ • ( £ * ; R)«-0 294
These induce the following homomorphisms Hp(Eoo',R)
of vector spaces:
—> Hp(Ek'iTL)
ff'0Eoo;R)<-ff|,(Et;R) 2) One has the following
isomorphisms: Slf>*Hp(Ek]R),
fc
£lp>s(Ek)^Hp(J*(W),Ek]R) THEOREM 2.119 - 1) One has the following exact sequences of vector spaces:
n*i M - n ^ - n«-i..(^) - fini2,s
- «*i - Qt 2) Therefore, one has unnatural
- *M£*) - c splittings:
^^^f^^, n&(w° = n^i x np,.(Et)
rai hoi 3) One has a natural homomorphism ^oo,**
:
Mp,a
-»
U
p,s
DEFINITION 2.76 - 1) We call singular integral characteristic numbers of a p-dimensional d-closed singular integral manifold N C Ek C Jn(W) the numbers i[N]=
d-closed
q[N]=
THEOREM 2.120 - 1) N' G [N]%h & N' and N have equal singular integral
characteristic numbers: i[N'] = i[N]. [N]t & N' and N have equal singular quantum characteristic 2) N' G [-M]^q[N'} = q[N]. 295
numbers:
PROOF. It follows from the bar de Rham theorem that one has the following short exact sequences: 0->Q*-»#'(£*; R)' 0 -> n,,,(Et)
- B>(JZ(W),Et;Ry ;R)* .
a THEOREM 2.121 - (RELATION BETWEEN SINGULAR INTEGRAL COBORDISM GROUPS AND HOMOLOGY). One has the following exact commutative diagram: 0
0-JCfl,(£t;R)-*ft*i-
1 Hp(Ek;R) I
^0
H,(Ek;K) where KHp(Ek;R)
= {[N]3Ek\N = dV, V = singular p-chain in Ek}
= WYEJ < [*]][#]%> >= 0,V[a] € H*{Ek;R} . We caii s[N] =<■ H I I ^ ] ^ >=singular characteristic numbers of[N]3Ek. THEOREM 2.122 - (RELATION BETWEEN SINGULAR QUANTUM COBORDISM GROUPS AND HOMOLOGY). One has the following exact commutative diagram: 0
I 0-^KHp(J*(W),Ek;R)^£lPi3(Ek)->♦ ft„,s(£*)
Hp(J*(W),Ek;R)
-> 0
1 Hp(J*(W),Ek;R) where KHP(J*(W),
Ek-, R) = {[N]^-\N
= dV,V=
singular p-chain in
J*(W)}
= { [ ^ i y < [ « ] | [ A % > = 0, V[a] e H>(J*(W),Ek;R} . We call sq[N] =< [a]\[N]^- >= singular c h a r a c t e r i s t i c n u m b e r s of[N]^-. THEOREM 2.123 - (RELATION BETWEEN INTEGRAL COBORDISM GROUPS AND SINGULAR INTEGRAL COBORDISM GROUPS). The integral cobordism group Q,pk, 0 < p < n — 1, is an extension of a subgroup Clpks of the singular integral cobordism group £lpks. PROOF. In fact, one has a canonical group-homomorphism jp : Q,^k —> ft^* , that generates the following exact commutative diagram: 0
i 00
i,\ --
i ft£* ftf» ftf» 296
-> ->
ff,(£*;R)-0 H p(E k;R)->0 ff.^Itt-O
where K^s = kei(jp) and (if* = n^/K^. Furthermore, Kf* can be characterized by means of characteristic numbers. In fact we get
K% = {WBk\3 (p + l)-dimensional singular integral submanifold V C Ek, with dV = N} = {[N]SE \i[N] = 0 for all singular integral characteristic numbers} .
□ THEOREM 2.124 - (RELATION BETWEEN QUANTUM COBORDISM GROUPS AND SINGULAR QUANTUM COBORDISM GROUPS). The quantum cobordism group £lp(Ek), 0 < p < n — 1 , is an extension of a subgroup Q,Pi3(Ek) of the singular quantum cobordism group Q,Py3(Ek). PROOF. In fact, one has a canonical group homomorphism jp : Q,p(Ek) —> Q,Pi3(Ek), hence one has the following exact commutative-diagram: 0 -* -»
i nPiS(Ek)t ) n,,.(E
^ 0 0 ^
'-> '-
Sl a,,.(Ek) Pt.(Ek)
-> -»
0 -> K,,.(JS KPi8(Ek) t )-> -> Q,(E np(Ek)k) 0-»
0
;K)^0 5 , ( J * (HW ) , £ ; 4 ;kR )-0 p(J*(W),E
where KPiS(Ek)
= {[N]^-\q[N] = 0 for all singular quantum characteristic numbers}.
□ DEFINITION 2.77 - Set
W(Ehk)nd-\car+\E )nd-\CW+1(Ehk)) )) Gr{E ~ diip- (EEk) e {cnp(Ek) n d-^(CQp+l(Ek))}
r(JP = T(w v,P= { k) [
k)
l
~ dQ.r-\EEk)
0 {CQ?(Ek) fl
d-^CQp+^E,))}
REMARK 2.66 - For k = oo one has REMARK 2.66 - For k = oo one has X^EooY * ^ ( E o o ) * £ 9 ( £ o o ) . THEOREM 2.125 - Let us assume that l(Ek)p
/ 0. One has a natural group homo
morphism:
j,:
nf
[N]Ek - jP([N]Ek),
^(i(Ekyy j,(MsJ([a]) = / < * = < [JV]Ek, [a] > . 297
We call i[N] =< [iV]£?»,[<*] > integral characteristic numbers of N for all [a] G I(Ek)p. Then a necessary condition that N' G [N]sk is the following (2.186)
i[N'] = i[N], V[a] G J(£*)*\
The above condition is also sufficient for k = oo in order to identify 2 belonging to the same singular integral cobordism classes of ftp™• In fact, the following exact commutative
elements one has
diagram: 0
i 0-
H^oo
^
0 * ~ = #,(£«,; R)
(I(E^)py
-
^(JSJoojR)*
^0
PROOF. Let us assume that there is a 0 ^ [N]Ek £ ker(j p ). This is equivalent to saying that (2.187)
f a=<
[N]Eh,[a] >= 0 , V[a] G J(£7 fc ) p .
Now, let us prove the following characterization of ker(j p ). [ (a) N is non-orient able
ker(jp) = {[N)Ek} =
f AT is orientable and boundary of admissible "1
w .integral manifold
contained in &k ^ integral manifold contained in Ek ) In fact, let N C Ek be an orientable p-dimensional compact closed integral submanifold of Ek , then for the Poincare duality theorem, one has H*(N) ^ HP(N; R ) ^ HP(N; R ) ^ HP~P(N- R ) = tf °(iV; R ) ^ # 0 (iV; R ) = R r where r is the number of connected components of N. Then, one has
L
a = ans1 + ■ • • + aqs\\/0
^ [a] = (au • • -, aq) G # P (./V) = R 9
(s 1 , • • • , s r ) = [iV] G iP(AT;R) £ R r
where HP(N) is the canonical image of X{Ek)p into HP(N) condition (2.187) implies, in particular, that [a] = ( l , 0 , - - - , 0 ) = > s 1 = 0
[a] = ( 0 , . - . , 0 , l ) = » a « = 0 . 298
and hence q < r. So,
So, condition (2.187) implies that
[]V] = ( o , - v - , o , s ' + 1 , - , / ) e R r On the other hand, [JV] € HP(N; R ) must coincide with the image [N] ® 1 of the fundamental class [N] 6 Hp(N]Z) by means of the canonical homomorphism Hp(N; Z) -> HP(N; Z) ® z R ^ £ , ( # ; R ) . Taking into account that [iV] = ( l , - . . r . - . , l ) 6 Z r we see that if
[JV] = (0,...,---,0,«' + V--,O it cannot coincide with [N]
0 ? [N]Bt € kertf,), with N orientable, is absurd. On the other hand, if N is not orientable one has H0(N; Z) = Z r and Hp(N; Z) = 0. So, # 0 (iV; R ) = HoiN; Z) ® z R S R r and Jf p (tf; R ) ^ jy p ( tf; Z)
JL 0 -► Kfk
-►
ft^*
-* J'P \
ftf* 1
-► 0
(2(£*)T 7
One could see that the Poincare duality works for non-orientable manifolds on Z 2 :
Hp~q(N;Z2),
Hq(N;Z2)^
dim N=p. But these (co)homology spaces are not related to Hq(N;H) and Hq(N;IL)
respectively.
299
Therefore, we can write
Kf* = {[N]Ek\ < [a},[N]Ek > = 0 , V [ a ] G l ( f t ) p }
N' e [N]Ek eiip" # [ <*=[<*, vi«] e J{Eky JN'
JN
DEFINITION 2.78 - Set Qkn{wy=i{jkn{w)y. COROLLARY 2.18 - Let us assume that Qkn{W)p
^ 0. One has a natural
group
homomorphism
u ■■ aJEk) ->(<2* (WOT ]p: n,(Ek) ->{QHwyy JP([^1IT)(N) = / a=<[N]^,[c}> a We call ofJV] = < [iVl-s-, [a] > quantum characteristic numbers of N , for all
UmrdiM) = JN =< M ^ W >
[a] e QKn(Wy. Then, a necessary condition that TV' € [iVJ^- is that We call q[N] = < [N]-^, [a] > quantum characteristic numbers of N , for all [a] e Qn(W)p. Then, a necessary condition that N' £ [N}-^ is that (2.188) q[N'] = q[N],W[<*]tQn(Wy. From the above theorem we also get the following important criterion. ^ THEOREM 2.126 - (CRITERION FOR THE CONDITION (2.186) TO BE SUFFICIENT). Let us assume that Ek C Jk(W)
is such that all its p-dimensional ad
missible compact closed integral submanifolds are orientable and J(Ek)p
^ 0. Then,
ker(jp) = 0, i.e., p N' E N' e [N] [N]EkEk & *>[<*=[<*, [ a = [ a , V[a] V[a] G G I(E I(Ek)y. .
JN
JN'
In particular, for k = oo, one has p
p,s
~
asI(E00)P^S"(E00). (£<*>)• PROOF. The proof is a direct consequence of what was considered in the proof of the above theorem. □ REMARK 2.67- Let us emphasize that we can have l(Ek)p ^ 0 even if Ek is p- homologically trivial, i.e., Hp(Ek]K) = 0. This, for example, happens if Ek is contractible to a point. 2
COROLLARY 2.19 - Under the same hypotheses of the above theorem one has
^ 6 WET*
JN'
<*=/«, JN
300
M«] G 2„
W
REMARK 2.68 - In the above criterion 0^* (resp. Q,p(Ek)) does not necessarily coincides with the oriented version of the integral (resp. quantum) cobordism groups. In fact, the Mobius band is an example of nonorientable manifold B with dB = S1 , that, instead, is an orient able manifold. REMARK 2.69 - The oriented version of integral and quantum cobordism can be similarly obtained by substituting the group Qs with + 0 S . We will not go in to details. ( C ) C O B O R D I S M A N D C O N S E R V A T I O N LAWS OF P D E s In this section, as an application, we relate integral cobordism to the spectral term E^71of the C-spectral sequence, that represents the space of conservation laws of PDEs, in such a way to represent the space of conservations laws of a PDE into an Hopf algebra. DEFINITION 2.79 - We define c o n s e r v a t i o n law of a PDE Ek C J*(W), any differential (n — l)-form f3 belonging to the following quotient space: =
( k) Cons{E k) _
n"-1(E00)n
2 -2{Eca) cnn-l{EooWdnn - ca-i(£00)e^"(^oo)
where £lq(E'oo), q = 0 , 1 , 2 , . . . , is the space of differential q-forms on EQQ ,
cwCBoo) = {/*en»(£oo)
| 0(Ci,...,C,) = o,Ci(p)eE oo> v P eE oo }
= space of all Cart an q- forms on
EQO, 5 = 1,2,...
and CO°(E o o ) = 0
;
Cft^JEoo) = n^Eoo),
for
q > n^-^E^)
= 0.
Thus a conservation law is an (n—l)-form on Eoo non-trivially closed on the (singular) solutions of Ek. The space of conservation laws of Ek can be identified with the spectral term Ex' of the C-spectral sequence associated to Ek. One can see that locally we can write
Cons{Ek)
{ue£ln-1(Eoo)\du
= 0}
~ {w = * | « € n - » ( ^ } }
where
du=
Yl
(dU"Vi...Mn-1])
with =
Y,
ojltl...fln_l(xl,,yi)dxi'1
A---Adx>1"-lmodCCln-1(E00)
/il,...,/i„_l
301
and dp = dxtli-y^2Attx(x,y)dyi, )dyi, \ifi = l , . . . , n basis Cartan fields of Eoo , where {x^^y^iK^kjei are adapted coordinates to E 0 THEOREM 2.127 - One has the canonical isomorphism:
I(£oo) n - 1 = ConsiEoo). So that integral numbers of E^ can be considered as conserved charges of E*. THEOREM 2.128 - One has the following monomorphism of vector spaces j : E0^1
(2.189)
-
R fi «
Then E®,n * can be identified with a subspace of R "- 1 , where 0 11 1 1 E0'"€ R |30|30 G 25J'"" , ,
PROOF. In fact, to any conservation law ($ : J^o© —> A°_ 1 (J5 oc ) we can associate a function
j(jB) = * : i £ r , - > R ,
This definition makes sense as it does not depend on the representative used for [NIEOO . In fact, if ^ is a conservation law, then W G 0(Eoo) c , with dV = N0 (J AT2 , we have
(/ pp\\dVd =V = [ dp\ dp\vv = 0=> f P\ P\NoNo== JdV JdV
JV
JNc JNo
f 0\Nl. JN, JNI
Furthermore, the mapping j is injective. Indeed one has P G E*'"-1 (2.190)
N=0 ker(j) = { JN for all (n — l)-dimensional integral submanifolds of Eno
So ker(j) fits in the zero-class [0] G Cons(Ek). REMARK 2.70 - Note that one has the following short exact sequence
0->R°»"..^R"fe 302
□
where 2* is the mapping i* : <j> \-+ <j>oi, V> G R defined in the following commutative diagram: R
«.<*)
T ftfr,
=
R
->
T n?~ n-1,
n 1
-° -* , and i is the canonical mapping
L
So any function on ft„-i s c a n D e identified with a function on O-^-i • EXAMPLE 2.62 - Let us consider Ek = J£>*(R,R). Therefore E^ = J£>°°(R,R). Then, from Theorem 2.108 we get Qf~ = ft** Offc ^ ft O00 = ^ Z2 Q*~
Rfin ?°° o°° ^ ( R ) zZ *2 ^ R 2 .
=>
On the other hand the Cartan distribution E ^ corresponding to the infinity pro longation ^oo of Ek is a 1-dimensional distribution on JV^(W), endowed with coordinates (x,y,y(^),i G N , generated by the following vector field dx = dx -j-
E i 6 N 2/ ( i ) ^(o- T h e n . (i) Cons(E = E*' {f(x,y^)\(d = 0} SS Con5(£*) E?'00 <* ~ {/(s,y )|(S,./) S R. k) x.f)
Therefore, j is the canonical monomorphism R —► R 2 . ■ EXAMPLE 2.63 - Let us consider equation Ek/G as given in Example 2.60, where O0 =7i2. Thus, we get the following exact sequence 2
00^E^°(E -> E°'°(E k/G)^K k/G) . -
R2
So, E-L' is a subspace of R 2 , i.e., 0, R or R 2 . ■ EXAMPLE 2.64 - If Ek C J*(W) is a q(n-l)-cobording free PDE, one has that E0/ KEk
is a subspace o f R "- 1 . ■ able to represent E,,n by means of a Hop: By means of Theorem 2.128 we are able to represent E^71by means of a Hopf algebra. In the following O can be considered indifferently as one of the previously considered "cobordism groups". denote by Kft the free K-moduie generated by Q,. Then, KO has LEMMA 2.26 - Denote by Kft the free K-module generated by ft. Then, Kft has a natural structure of K-bialgebra (group K-bialgebraJ. (Here K = R, C) PROOF OF LEMMA 2.26 - In fact define the following multiplication on the free K-module Kft: hh ((^2^ aaxx)(^2 yV)= =J2( J2( YlYl aa**hhv)v)z'z' xx)(^2 vy) xGft yen zen xy=z Then, Kft becomes a ring. The map rjKQ : K -> K f t ,
303
7yKft(A) = a l
where 1 is the unit in 12, making KQ a K-algebra. Furthermore, if we define K-linear maps A : KH -> KO (g) Kft , A(s) = 5 0 5 K
and e:KO^K,
e(s) = 1
then (KO, A, e) becomes a K-coalgebra. □ LEMMA 2.27 - The dual linear space (KO)* of KO can be identified with the set
Rn = Map(n, K) where the dual K-algebra structure of KO is given by
■(f + 9K») = f(s) + g(s)
(fg)(s) = f(s)g(s) < (/*)(*)
1I
{ (af)(s) il,aa <E 6 K JJ (af)(s) = af(s) af(s) , Vf,g Vf, g e6 Map(Q,K),s M a p ( ^ , K ) , 3 G ft, LEMMA 2.28 - A = Map(H, K ) has a natural structure of K-bialgebra (//, 77, A, e), with
(a)
A.:A0A-»A, K
(6)
17: K -> A ,
(c)
A:A-A(g)A,
//(/(g)?) = /•;
77(A)(3) = A , Vs e fi; A(/)(*,y) = /(*y);
K
(d)
e:A-^K,
e(/) = / ( l ) .
LEMMA 2.29 - KQ has a natural structure of K-Hopf PROOF OF LEMMA 2.29 - Define the K-linear map 5 : Kft -► K f t ,
algebra.
S(x) = x'1 , Vx G ft.
Then, (1*5)(#) = zS^x) = x x " 1 = 1 = e(x)l = rjoe(x),x E ft and 5 is the antipode of Kft so that Kft becomes a K-Hopf algebra. □ LEMMA 2.30 - A = Map(ft,K) has a natural structure of K-Hopf algebra. PROOF OF LEMMA 2.30 - In fact one can define the antipode
s(f)(x) =
f(x-1),\/feA,xen.
It satisfies the equalities: /i(l (g) S) A = fj,(S ® 1) A = 77 o e. □ n_1 THEOREM 2.129 - The space of conservation iaws E ° ' of a P D E identihes in a natural way a K-Hopf algebra. 304
PROOF. It is an immediate consequence of Theorem 2.128 and the above lemmas, and taking into account the following commutative diagram
R a -~ x R ° - .
Rfi»~
-
t j£0,n-l
X
T £>0,n-l
_+
<
£-0,n-l
>
where < E ° ' n - 1 > is the Hopf subalgebra of R""^ 1 generated by E ° ' n _ 1 . We denote by fa the image of the conservation law a G E j ' n _ 1 into R^"^ 1 . So in < £°> n _ 1 > we have the following product
< E0-"-1 > x < E0'"-1 >-+< E0'"-1 >,
(fa, f„) „
fa.f„.
Furthermore, we can explicitly write rjiK-^KE0'"-1 0 1
A :< E^
>, >^<
77(A)(5) = A 0
E '"-1
> (g) < E0'"-1
>,
A(/)(z,y) =
f(xy)
K
c:<£7°»n-1>->K,€(/) = /(l) S : < E0'71-1 > - > < E0'"-1
>,£(/)(*) =
fix'1).
So the proof is complete. □ DEFINITION 2.80 - If < E 0 ^ - 1 > ^ R f t »~ , we say that Ek is wholly Hopfcobording. THEOREM 2.130 - If ftf^ is trivial, then Ek is wholly Hopf-cobording. Further more, in such cases one has E^ = R. PROOF. In fact in such cases coker(j) = K^-i/E0^1 = 0. □ EXAMPLE 2.65- If E^ = J^°(W), with n = 2 , 4 , then Ek is wholly Hopfcobording. In fact, in such cases, we have ftn!fi — ^ n - i = 0 ■
305
3 - MECHANICS
3.1 - S T R U C T U R E OF G A L I L E A N S P A C E - T I M E In the last 30 years many literature has been produced on the geometry of Mechanics. Let us quote the following excellent fundamental books by Abrham & Marsden [2], Libermann Sz Marie [64] and Misner, Thorne & Wheeler [85]. Mechanics assumes a particular simple formulation if it is formulated with respect to some space-time manifold. In classical mechanics, the space-time interested is the so-called Galilean space-time. In fact, in this way it is possible to naturally recognize absolute objects and others that, instead, depend on frames. Thus, scope of this section is to give some fundamental axioms for the Galilean space-time structure, and to describe in this framework the motion of bodies and frames. (See also ref.[100].) DEFINITION 3.1 - The Galilean space-time structure is defined by the couple (S,g) where (a) Q is the following structure (fiber bundle space-time) -* T}
G = {T:M
with M = ^-dimensional affine manifold (space-time); the corresponding afRne structure is the following: (M, M, a ) ; (b) T = 1-dimensional affine space (time); the corresponding affine structure is the following: (T,T,/?); (c) r = surjective affine mapping, of constant rank 1, such that to each point p G M associates its time r(p) G T. Put S = ker(r) G M, where r_ = Dr; D is the symbol of derivative. Furthermore, g : M - vS°2(M) = M x S$(S),
g(p) = (j>,g),
define Vp e M,
where g_ is a Euclidean structure on S. g is called vertical metric field. REMARK 3.1 - In the following we will identify T with R, namely we will assume that an origin for times, and a time-measure unity, have been chosen. In this way we will recognize on the space-time a canonical form a = dr:M
-> T*M = M x M*.
An adapted coordinate s y s t e m on M is a system of coordinates
{xa} =
{x°,x\x2,x3} 307
such that dx = cr, hence dxk(p) G vTM 2* M x S, fc G (1,2,3). In other words, the coordinate lines xQjP that pass for p € M are valued in M r ( p ) = r " 1 ^ ) C M only for A; = (1,2,3). REMARK 3.2 - An event is, by definition, a point of the space-time M. The events that have the same time Mt = r _ 1 ( t ) C M , t G T, identify a 3-dimensional affine space Mt. In fact, as the mapping r has constant rank 1, we have dimMt = d i m M - d i m T = 3,
Vt G T.
As the time mapping: T : M - > R
is affine, its derivative does not depend on the events. Thus, we can write r = Dr(p), Vp G M. Then, for any two points p and p' on Mt we have r(u = p — p ; ) = Dr(p)(v)
= r(p') — r(p) = 0.
Therefore, Mt is an affine space with associated vector space S. DEFINITION 3.2 - A motion is a section of Q, i.e., a mapping m : T -> M such that r o m = idr- The velocity m of a motion m : T —► M is the Brst derivative of m, i.e., m = Dm. REMARK 3.3 - Recall that V* G T, Dm{t) G L(TtT; Tm(t)M)
¥ L(R; M ) ^ M,
namely Dm(t) is identified with the image of the derivative of m for 1 G R. 1 G R : Dm(t)(l)
= m(t) G M .
Thus, the application m is defined by the following: m(t) = (m(t),m(t))
6MxM
= TM,Vt
G T.
It is important to note that m takes always values into an affine subspace JV(M) TM. More precisely we get: m:T-+
JV(M) 308
= M x I C TM,
of
where lE{t)eM|
™ id*. \
M IT R
namely Dm(t)
K = TtK
► T TO(t) Af = M idn \
|
Dr(m(t))=r *
R = TtR As a consequence, we get:
^t\Mt = « 4
r
PROPOSITION 3.1 - With respect to a frame we have the following
splitting:
PROPOSITION 3.1 - With respect to a frame we have the following
splitting:
where 5w, = M
~ , with ~ the equivalence relation m M denned by the following:
where S^p = Mj ~ , with ~ the equivalence relation in M defined by the following: p~p'
&p' = x/>(t,P), 309
t = Tip').
In other words, S^ is the set of flow-Hnes ofip. REMARK 3.4 - A particularly important category of frames is that of inertial frames. For these, the flow-lines are parallel lines, namely they have constant veloc ities: ift = const. Emphasize that ip(p) = JDi ^ ( r ( p ) , p ) . As DMT(P),■(p),p) = P) =
DII>PP(T(P)) (T(P)) DT/>
it follows that tj>(p) G JV{M). In fact, tpp : T -> M is a motion. DEFINITION 3.5 - 1) For any vector field X : M —► TM on the Galilean space-time we can define its absolute differential: D
M
-%
vx |
T*M®T{TM) i idT* M®r=r
T*M®TM<^T*M®X*vTM)X*vTM
-►
T*M®vT(TM)
where X*vT(TM) (J X*vT(TM) = (J
(TM) vTvT (TM) x{p) x(p)
p£M U -= U PeM
VT VT X(P)(MM
MP)(
X M M X )) -=
M U TT*(P) U *(P)M =~ peM
(\ jJMM
== MMxM x M
p£M
TM == ™
then, we have X*vT(TM) ^ TM. TM. X*vT(TM) 2) The covariant derivative of X with respect to another vector field Y is the following:
VYYXX = = Y\VX:M Y\VX :M
-+TM, ^TM,
where J is the symbol of contraction between linear forms on M and vectors of M .
J :: M* M* xx M M -+ -+ R (a,v) — (a,v) i-> i ►v\a v\a == a(v). a(v). PROPOSITION 3.2 - In coordinates we have: I
V X = \{dxaXp) VYX
+ T^X^dx"
a
= Y [(dxaXP)
310
+
Tj^X^dxp.
I
DEFINITION 3.6 - 1) The acceleration rh of the motion m : T -* M is the covariant derivative of rh with respect to rh. rh WrnTTl. rh = = Vrnrii.
We shall also use the following
notation: 6rh dm
m m~
Vm Vm
~ ~8t ~ IT'
2) The acceleration of a frame xj) is the covariant derivative of ip with respect to
i>: > = v ^ . THEOREM 3.1 - One has the following formulas: V# = V(j Vex = 0,
T = 0,
where T is the canonical torsion of the canonical connection T defined by: T(X, Y) = VXY
- V y X - [X, Y]
for any vector field X and Y on M. The bracket [X, Y] is called Lie bracket. for any numerical function f : M —► R we get: [X,Y]-f •f = =
Thus,
X-(Y-f)-Y-(X-f).
x
We have used the fact that any vector field is equivalent to a mapping XQ(dxaf),
X:f^X-f=
Xadxa
is the representation in coordinates of X. Furthermore, we have:
[X,Y\=£XY. PROOF. It is a direct consequence of the definitions of V,^,cr. (For detailed proofs see ref.[100].) □ THEOREM 3.2 - In coordinates one has the following expressions for the connection coefficients: TaZ ofV:
(3.1)
r j . = [H,s]£ S J ,[H,s] = -[(dxkgis)
311
+ (dxig3k) -
(dxsgki)]
The symbols [ki,s] are called Christoffel symbols. One has the following proper ties: (3.2)
pO _ pO i a / ? — i 3a
_ . pfc — un ; ± ^ a — i
a/?;
r
fe — pfc . *. ± ,-j
Jt1
where T is the canonical connection defined on the cotangent space T*M. precisely one has: f : T(T*M) -> vT(T*M).
More
PROOF. It follows from direct calculations in coordinates of the following equations V# = 0, V<7 = 0 and T = 0. □ DEFINITION 3.7 - A Galilean transformation is a diffeomorphism f : M -> M that preserves the Galilean space-time structure. More precisely we have the following: (a) / is a fiber transformation ofQ, i.e., one has the following commutative diagram: TM = MxM
nf)MfJ) T TM = M xM
-*
M
rp
A
/T -► M
ST
-^
T
P_
r r
pr
T
T <-
TT
= T x T T(fT)=(fTJT) E T X T
(b) / | s £ 0 ( S ) , (f is called the associated linear Galilean transformation). ( c ) / T ~ Z'^T ( / T is a rigid transformation of T). The set of Galilean transformations is a group: the Galilean group G. The set of linear Galilean transformations is a group: the linear Galilean group LG. PROPOSITION 3.3 - For any coordinate system {xa} one has the following morphisms: LG C GL(4; R ) G ^ LG x R 4 C A(4) = GL(4- R ) x R 4 . REMARK 3.5 - 1) For any adapted coordinates system {xa} one has the following isomorphisms:
(3.3)
L G ^ LG(4),
where LG(4) is the group of 4 x 4 matrices of the type (3.4)
o o o"
1 ~h} h2
(B{)
h3 312
with h = (h\h\h3)
e R 3 and (Bf) G 0(3). G ^ LG(4) x R 4 C A(4) = GL(4) x R 4 .
More precisely, one has: f" = xaof
= A ^ + ba,
V/ G G, (ba) e R 4 , (A%) e £ G ( 4 ) .
2) If the Galilean space-time is oriented, namely if we consider the structure (Q, g, rj), with 77 a constant section of the fiber bundle 7r' : vA®M —► M, then condition (6) in the above definition is substituted by the following one: (6)
/ I s 6 SO(S),
and G (resp. LG) is substituted by the following group: SG = special Galilean group (resp. SLG = linear special Galilean group). Furthermore, for any adapetd coordinates system, we have the following isomorphisms: (a) l
(b )
SLG = M(4) = group of Euclidean rigid motions, 5G^M(4)xR4.
One can prove that LG(4) (resp. M(4)) is the structure group of the principal fiber bundle of the linear orthogonal frames (resp. oriented linear orthogonal frames) adapted on M [101,102]. PROPOSITION 3.4 - Ifip is a frame one has the following isomorphism:1 M
x I = JV(M)
= vTM
E M X S ,
(p, v) ^
(p, vA
= v -
tp),
where ^ is the free part of the velocity of the frame; and its inverse application is the following: (p, v) ^>(p,v + tp) DEFINITION 3.8 JV2(M)
C
TTM,
where JV2(M) 1
A frame identifies a connection on the fiber bundle space-time T:M—>T, i.e., a splitting TM*
vTM®<^>.
313
is the space of second derivative of motions. JV2(M) identified by means of the following
is the subspace ace oi ofTTM 1.
equations:
x°=0 x = x = 1 X
=
X
One has: JV2{M)^M
xIxS
REMARK 3.6 - The acceleration of a motion m : T -> M is an application m:T
^
vTM,
defined by the following commutative diagram:
T D2m
1
WxlxS
=
T
->
MxS
II
i
II
JV2(M)
r|
vTM
n TM
n
T
TTM
—►
vTTM
(a) r is the canonical connection on the affine space-time. (b) T| is the restriction of V on JV2(M). (c) JV2(M) C TTM is the canonical inclusion given by: (p,u,w) \-> (p,w,w,iy). (d) v T M C T M is the canonical inclusion given by: (p,w) y-> (p,iu). (e) vTTM —» T M is the canonical projection given by: (p, u,tu) H-> (p,w). PROPOSITION 3.5 - The free part of the acceleration coincides with the the free part of the derivative of the free part of the velocity. PROOF. In fact, we have m(t) = T\[D2m(t)] = r|[m(t),m(t),m(t)] = (m(t),m(t)). Therefore, the free part of m(i) is just rh(t). In particular, we get: D2m = D(Dm) = D(m,m) 314
= (Dm, Dm)
where: Dm = (m, ra) : T -> JV(M) ^ M x I; thus m:T T ^ M and m : T -> I is the free part of the velocity. In the following we will write: D 2 m = (m,m,m,m)
: T -> JV2(M)
C TTM
2
T| o D m = (ra,m) : T -» u T M ^ M x S. So ra = D m D THEOREM 3.3 - 1) An adapted basis on M is a basis { e a ) 0 < a < 3 , such that: eo G I,
and
ek G S.
1) With respect to an adapted basis {e a } 0 (t) = e0 +rh
representation
(t)ek.
2) With respect to an adapted basis we have the following representation of the free part of the acceleration: m(t) = mk(t)ek. 3) If the adapted basis {e a } is induced by an adapted system of coordinates {^ a }o
ea =
dxa{p),
by means of the identification TPM = M , we get the following representation of the free part of the velocity: (3.5)
rh(t) = dx0(m(t))
+
ihkdxk(m(t))
and the following representation of the free part of acceleration: (3L6) m(t) = [T* 0 (m(t)) + 2Tk0j(m(t))mi(t) + ^ . ( r a ^ K ^ m ' ( * ) + mk (t)]dx
k(m(t)).
PROOF. With respect to an adapted coordinate system, we have the following rep resentation of T: X O T = X
x o r =x sa o r = o I 0
315
A vector (v, w) £ T{PfU)TM ^ TPM © T U M. The natural basis on T(PfU)TM by the adapted coordinate system {xa} on M is the following: {dxa,dxa}.
induced Then,
we get: (v, w) — vadxa
+ w^dxy
I > , u>) = vaT(dxa)
+ w 7 difc = / ^
o vdx1 + u;Tdd:7
= (vav6rz6 + w^)diy.
n
£
THEOREM 3.4 - (EXPRESSION OF THE VELOCITY OF AN OBSERVED
MOTION PARAMETRIZED BY MEANS OF THE FUNCTION LENGTH OF CURVE). If an observed motion m^ : R —> S^ is parametrized function: (3.7)
s(t) = f
Jgiji^xJ^dt1,
V
J[o,t]
by means of the following
then one has the following commutative
diagram:
R
II
R
->
R
Thus the velocity of rh^ is unitary: \m$\ = 1; and one has: rhjj = srh^ o s. Furthermore, if we put m^ = v and m^ = T , we can write the following formulas: v = V = sT 51 o O s5 (3.8)
*=
y&jx***
PROOF. By derivation of the compose application m^ = rh^ o s we get m^(i) — T(m^,) s ( ( )(i(t)). Furthermore, taking into account that s(t) G TS^H = R w e can represent s(t) in the canonical basis 1 G R and write s(t) = s(t) • 1. Now, observing that T(ih$)t is a linear application, we get: (3.9).
m^(t) = i(t)T(m^) a (t)(l) = s(t) • ra^W. 316
From (3.8) we get s(t) = y/gijxi(t)xi(t)
= |m*(t)|.
Finally, from (3.9) we complete the proof. In fact, we get:
l*M*)l = MWIROI hence \m^(t)\ = 1.
□
PROPOSITION 3.6 - With respect to an adapted coordinate system {xaa}, we can PROPOSITION 3.6 - With respect to an adapted coordinate system {x }, we can write T : R —> TS^, in the following form: T = Tk
osdxkom^
where Tk : R -» R is defined by the following: g o m^,(T o 5,dxi o m^) = T o s ^ o m^ such that {9a:,-} is the basis on the tangent space of S^: dx{ : S$ —> TS^, by {xa}. We get: Tk = — £ : R - + R as , dmk, dm*,, ds
identihed
,
PROPOSITION 3.7 - (ACCELERATION OF THE OBSERVED MOTION IN
CURVILINEAR COORDINATES).
TS^, a = V \7vv : R —* TS^ a
m x m — [™\i, [™v> ++^V'^V'H — " " i ^ ^ n it* °° m4>]d 4>]djxj°° m^^ 2 2 l m^dxj o m^ = [s'TJ 05 + W (^)2-i— ° H (i) T o sT* 0 5 ^ 0 m^Jdz,
REMARK 3.7 - (GENERALIZED FRENET FORMULAS). Let us use the invariant length of curve s(t) = / s(t) = ds = J ggaapx pxllxidt xidt J[t0,t] Jt0,t) 317
to parametrize a curve x* = x*(t) of a Riemannian manifold (M,g). So, we can write x{ = x*(s). Then, the unit vector T tangent to the curve, can be written
T =
T\t)dxi(t)
with Tl =
1 y/gij&x'
y/gijxix*
dxx dt
By covariant derivation of the following expression: gijT'T* = l we get
0 = guT Therefore, the following vector field, ^-dxj normal vector as follows:
6Ti 8s '
is _L T along the curve. Define principal
(3.10)(I Generalized Frenet Formula) K OS
\
where K is the curvature of the curve. Hence, 8T 8Ti *
=9ij
8s 8s
If the Riemann manifold M has dimension 3, it is useful to define another unit vector field, B , along the curve, that is J_ two of the above ones. Thus, ( T , N , B) is an orthonormal basis for TpM. In fact, we can choose B such that
(3.11 )(II Generalized Frenet Formula)
I
™ U N
~~
I
where r is the invariant called torsion of t h e curve.and it is given by the following local formula:
r = e i '*TN Then, we get the following. 318
—
THEOREM 3.5 - (FRENET FORMULAS). For a curve in a 3-dimensional manifold M, one has the following formulas:
Riemann
8T = kN 8s ST = TB- kT 8s 8B = -TN 8s
(3.12) \ 1
where r = torsion, and a = ^ = torsion radius. The osculating plane to the curve at a point P is that containing T and N. The normal plane is that containing B and N. The rectifying plane is that containing T and B. PROOF. In fact, as T _L N => # j T ' N J ' = 0. By covariant derivation, we get: ■ 8W
8T\-
• 8Nj
n
■ ■
gijTt—+gijKNtW=0
gijTl—
KgijTlTJ=0
+
■ 8W Therefore B = ^ ( ^ + «T) is J_ T. From relation gijWW covariant derivation, we get ■ 8Nj
9ljNl
~8s~
=
°^
■ 8Nj
9ijNt{
+
~8s~
= 1, by means of the
" TJ) = °"
Therefore, we have: B I N . Then, we can write: B:' =
eijkTjNk.
By covariant derivation of this last relation, we get: l
_8B_
8s
=
JTj 8s
eiJk^j_Nk
+
eijkTj
8Nk 8s
= KeijkNjNk
+ e^T,
= K€ijkNjNk
+ eijkTj[rNk 319
-
KTk].
As etjfc is skew-symmetric, it follows: ^i
rJJkT Vt vt = Tt TjBk TjBk
7~s77 = T e
As ( T , N , B) is an orthonormal basis for TpM, we get
-sT~TBiTHEOREM 3.6 - We have the following representation of the acceleration:
□
a = sT + (i)2/cN
(3.13)
PROOF. By using Frenet formulas, we have: a = (sTj o s)dxj o m^ + O 0 2 [ - j - + T o sT* o s l ^ o m^dx,- o m^, = s T + (s)2[—
+ T l o 5 — r ^ f c o m ^ d x ; o m^
= 5T + (i)2ifeN. D THEOREM 3.7 - (CORIOLIS THEOREM). The acceleration aa of a motion can be expressed in terms of relative acceleration a r , with respect to a frame ip in the following way: «a = o,r + a r -f- a c , where a r is the acceleration of the frame (draging acceleration), and ac is an additive term, called Coriolis acceleration or deviation acceleration. PROOF. With respect to a coordinate system {xa} adapted to a frame ip, (i.e., dxQ = >), we have ^ = aT = T^0dxk. Therefore, from (3.8) we have: aa - ar - ar = 2T*ividxk = ad. D DEFINITION 3.9 - (RIGID MOTIONS). 1) We define motion of a continuum s y s t e m a 1-parameter group of transformations of the space-time: » : T x M -> M. 320
2) A motion ( / > : T x M — > M o f a continuum system is said to be rigid if VA E T,
(a)
(f>\ is an affine
W
9x=9
(c)
i]\=r)
transformation
THEOREM 3.8 - An affine motion preserving the orientation is rigid iff for anyp,p' E Mt, the distance
= V^(T(*A)(s),Tfa A )(s)) = y/>*xg(s,s) + Rx(s) = y/g(s,s)
= d(p,p').
Here, R\(s) is an infinitesimal of order superior to <^#(s,s), as s —> 0. As we have assumed that each mapping
il>t+\ o
THEOREM 3.9 - If a frame ip is compatible with respect to a motion >, one has a 1-parameter group of transformations on the observed space Sif, : (j>^ : T x S^ —► S^ defined by >I>A\PU) = [^A(P)]V-
321
In other words one has the following commutative
idTxil>/
diagram:
TxM
-i M
i T x Sfj,
i 4> —> Sff,
PROOF. In fact, if tp is compatible with > the definition of the mapping <^ does not depend on the representative used. In fact, if p' G [p]^, namely p' = rl>t{p), f ° r some t G T, we get:
^A(P')-
W e have:
*Pt+\(
->
M
that defines a curve in S$ passing through [p]^ in correspondence of A = 0. If p' G \p}^ this happens also for the curve 4>p'^ : T - > 5 ^ given by [p]^ for A = 0. The condition that two curves
-*
S2°(SV)
M x S* O S*
->
^xS*0S*
T M
->
T S^
II (idM,9)=Z
II &1>=(idSff>,g)
So, we have:
<^)AgV = SV" PROOF. We have:
#£ p 0>A g*(lw) = = S5(^,A) ^2(0V,A) O O ^O O <£V,A(MV) ^,A(lPJv) > Ag*([pU) = ^(^,A)(g*W*,A(M*))) = ([p]^,S2(vT(^ (\pU,S°2(vT(
== ((lw>#) (\PU>9) [PW) = = g^(lw)g^([pU). ^(\PU)=
□ 322
REMARK 3.11 - Under the same hypotheses of the above theorem, if 0 is a rigid motion, then (f)^ preserves the orientation of S^. DEFINITION 3.11 - A rigid b o d y is a continuum system such that its admissible flows are rigid. THEOREM 3.11 - A rigid body can be identified with a 3-dimensional Euclidean space, B. In the following we will consider a rigid body from this point of view, i.e., as belonging, at any instant, to the space S^. PROOF. Let < / > : T x M — > M b e a rigid motion. Denote by S^ the corresponding space of flow-lines. If the motion rigid is regular, S^ is a 3-dimensional Riemann manifold. Furthermore, as <j> is rigid, one has the identification, at each instant t £ T, of S<j, with Mt. As Mt is a Euclidean 3-dimensional manifold, it follows that S^ is also a 3-dimensional Euclidean manifold. Furthermore, taking into account that the motion of a rigid body must also be rigid, if
S*
M
||
Tx5
(t,\p]+)
.->
|| 0
=
M^P) |
TxS+,
(M^(*,P)]*0
where ^ is the frame associated to >. Thus, jt : S
ii /:
Tx5
ii 0
-
Srp
For any t E T,ft : S
* = YJ l
323
y ek
i '
Observe that yf £ R are 9 numbers, but the conditions of orthonormality add 3 + 3 = 6 further conditions. So we have 9 — 6 = 3 numbers to add to the previous 3; thus, we necessitate 6 numbers in order to identify an oriented rigid body. □ REMARK 3.12 - A point p £ 5^ of a rigid body is identified by the following expression written in the space of the free vectors S:
(P-0)(t)
= (Sl-0)(t)+
X) **«*(*). l
where {£*} are three numbers that do not depend on the time. DEFINITION 3.12 - (a) The displacement of a continuum body is a mapping u : T x M -> TM,u(\,p)
= (p,u A (p)),
where u\(p) = p' — p £ M , and p £ M r ( p ), and such that p' = <j>\{p), with <j)\ the motion that generates the displacement. (b) A rigid displacement is a displacement such that it preserves the distance between equal-time events and the spatial orientation of the Euclidean ^-dimensional manifold Mt,Vt £ T. PROPOSITION 3.8 - (a) A motion is rigid if any displacement is also rigid. (b) With respect to an inertial frame, a displacement w : T x M - > TM is represented by an application u^ : T x T x S^ —> TS^. One has the following commutative diagram: T x M A TM
I n+n
II TxTxSrp
-U0
TS^
(c) With respect to a frame, a rigid displacement is defined by the displacements of 3 non-aligned points. Therefore, it is identified by 9 — 3 = 6 ( 9 = components of the displacements vectors, 3 = rigidity conditions ) . (d) A rigid displacement does not change the geometrical dimension of a figure and its orientation. EXAMPLE 3.1 - (Examples of rigid displacements). 1)(SPATIAL TRANSLATION). It is represented by a vector u £ S. Thus, the set of translations can be identified with S. 2)(SPATIAL ROTATION). It is the case where there exists a fixed line a (rotation axis). Then, any point belonging to a plane _l_a describes the same angle <j> (rotation angle). We call rotation vector the vector r = (j>u, where u is the unit vector identified by a. A rotation is identified by 5 parameters. 3)(SPHERICAL DISPLACEMENT). In this case there is a fixed point C, called center. 324
I I (Euler Theorem). Any spheric displacement is of rotation one, with rotation axis passing through C. ^ THEOREM 3.13 - FUNDAMENTAL RELATION IN THE KINEMATICS OF RIGID BODY). Let v p , ^ G S b e the velocities of two points P and Q of a rigid bodythat moves with respect to an inertia! frame. Then, one has the following relation:
(3.15)
Vp = VQ + U) X ftP
where UJ is the spin, (or angular velocity) of the flow (See section 4.1). to does not depend on the position. PROOF. The spatial components of a rigid flow can be written as follows:
>k(\) = yk(\) +
k„0 k Ake+A x'
with
/l 1 0 0 0 \
u?) =
A
( A i)
°\
Ul
/
where (A*) G 5 0 ( 3 ) , A £ T. So, by derivation with respect to A we get:
vk = Ak = yk+ Ak?j + Akx° Then, taking into account that the matrix {AkA is expressed by means of three pa rameters (e.g., Euler angles), we see that {A)) can also be expressed by means of these parameters. Then, for two different elements P and Q of a rigid body, we get vkP = yk + Ak(p vkQ=yk
+ Akx° AkeQ+Akx°
+
vkP-vkQ=Ak(eP-eQ) Furthermore, we can also write (3.16)
vkP - vkQ = 325
rfxiq,
where k\ (nj)
0
_
0
,.,2
and XPQ are the transformed of £p — £Q by means of the matrix (A*). Of course, expression (3.16) is equivalent to vp — VQ = LJ X COROLLARY 3.1 - (Poisson formulas). e6fcf c==uwxx eefcf ,le ,
(3.17)
COROLLARY 3.2 - If the motion of one body is referred to an inertia! frame with base point O, and to a rigid frame with base point SI, one has the following formulas: Va = Vr + VT — Vr + VQ + CO X £IP
aa = ar + aT + a c ,
ac — 2u x v r , aT = VQ + u x £1P - a; 2 QP
where Q is the point on the instantaneous axis of rotation identified by P. EXAMPLE 3.2 - (Examples of instantaneous distributions of velocities in rigid motion). l)(TRANSLATION). In this case one has VP = T eS. This is verified iff to = 0. 2)(ROTATION). There exists a line a (instantaneous axis of rotation) such that vp = 0, VP G a. This condition is verified iff there is a point fi with VQ = 0. 3)(INSTANTANEOUS PLANE MOTION). Any velocity vP is parallel to the same plane a. This happens iff vP -co = 0, for any point P. The center of instantaneous rotation At is the point intersection of a with the instantaneous axis of rotation. THEOREM 3.14 - One has the following canonical decomposition:
(3.18)
vp = r +
UJ
x AtP
where At is the instantaneous center of rotation in the plane a±r passing P, and r is a translation parallel to u>. PROOF. Start from the relation: V P
= vn + a; X Q P => vv • u =VQ vn -U> • 326
=> T = Vv 'UJ-r—r.
through
As r is a vector that does not depend on P, it represents a translation. Set Vp1- = Vp — r. Then, vp is a rotation. In fact, we must prove that there is a line r having the points with zero velocity with respect to r. Now, let a be a plane through P±u>. Then, on the line s C cr, passing for P, and -Lv^-1, there is a unique point At such that: 1
1
X
L 00 = J ^ -++Wu Xx 7PA M ,t ^=^?;„" v^ X = 7;,! VAt ^=TVp Vp -= = —LJ — u;X xPA*P A =$>1-Vp= UJ =w t =4
x A+P. AtP.
Now, let O 6 r. We have Vo VQ + +UJ QV => =£> Vo ^o = ^r? w xX QV vo
= VQ + u x QA 0^4ttwcj x =
vo — VQ
+ U
x HAt
= VvAAtt ;; = ±X
vvoo
= =
v0-r
= vAAt.± =
v0 -r
=
= =0
vQ±.
This proves that Vp1- is a rotation. Note also that for physical dimensions we put also: _
Vp -LJ
n THEOREM 3.15 - (INSTANTANEOUS DISTRIBUTION OF THE ACCELERA TION IN RIGID MOTION). One has the following formula: CLp = VVpVp iTxSrf;^
TSrp.
Furthermore, we get (3.19)
ap = (v'r +
Tj^v^dxj
nth Vp = Vf2
-ho; x O P
Vp = VQ
+ LJ X O P -u> - 2QP
327
EXAMPLE 3.3 - (Examples of rigid motions). 1) (TRANSLATION). The flow-hnes are straight lines. 2)(R0TATI0N). There is a fixed line a, (rotation axis). The flow-hnes are circles with centers belonging to a. For an element of the rigid body distant R from a one has the following formulas:
s=0R \vp\ = \s\ = \R0\
(3.20)
M =9
For the acceleration one has the following: (3.21)
CLT
= R0y
aw = R0
3)(SPHERICAL MOTION). In this case there is a fixed point ft. The surfaces de scribed, (in the spaces of the inertial frame, and body respectively), by the motion of the instantaneous axis of rotation are called Poinsot cones. 2 The orientation of the body is made by means of the Euler angles (<^>,z/>,0). More precisely, if (O, e^) and (£7, ejt) are affine frames in S$, where (e/t) and (e^) are respec tively equioriented orthonormal bases in S, the first fixed, i.e., joint with the inertial frame, and the second fixed joint with the rigid body, then one has:
^ = ~Ne1 0 = e^e~3 where N is the unitary vector identified by the intersection line of the planes (ei, e 2 ) and (e!,e 2 ), and oriented in such a way that (e 3 ,€3,iV) is a basis for S with the We say that the body cone (fixed in the body frame), rolls without slipping on the space cone. It is to be emphasized that if two rigid surfaces with one moving on the other having at least a contact of first order we can talk of slipping velocity in the contact points as the draging velocity, in the relative motion, of these points. Furthermore, if there are contact points where the slipping velocities are zero, then the instantaneous rotation axis at passes through these points. So we say that the surfaces roll one on the other without slipping. Moreover, we say that the motion is a pure rolling if the instantaneous rotation axis at belongs to the instantaneous common tangent plane nt. We say that the motion is pivoting one if at ±nt.
328
same orientation of (e*). The line passing for SI and with direction N is called line of nodes. Let (xk) = (x,y,z) be the coordinates associated to the inertial frame (space coordinates), and let (£*) = (£,*?, C) D e coordinates associated to the frame attached to the body (body coordinates). One has the following relation:
xkk = A)e, A)e, where A; is the matrix change of basis in S, defined by the following relation: Aj A*-
k
s
Da Cr Bj
T
31
3
A2
= A3 1
with D
C =
B=
cos (j) sin <j) 0 — sin (j) cos <j> 0 0 0 1 . 1 0 0 1 0 cos# sin0 0 — sin 6 cos 6 cos ip sin ^ 0 — sin ip cos ip 0 0 0 1
where D = rotation around z-axis, C = rotation around JV, and B = rotation around (-axis. So, we have:
cos if> cos
D-* =
cos (j) — sin ^ 0 sin (j) cos ^ 0 0 0 1
c-x =
1 0 0 cos 6 0 sin 0
B~' =
cos ip sin ip 0
0 — sin 0 cos 0
— sin V> 0 cos t/> 0 0 1
329
and A'1 cos
— cos <j> sin ^ — sin
As a consequence, o n e h a s t h e following expression of t h e a n g u l a r velocity:
UJ = j>ez +0N + ^ e 3 . T h e expressions of a; in t h e bases e* a n d e/t respectively are t h e following: UJ = (0cos(j)
-\-ipsmOsin<^)ei
+ (0 sin (j) — ip sin 0 cos 0)e2 + (> + ?/> cos 0 ) e 3 UJ = (
+ ((j)cos6
P R O O F . Let us, first, prove t h e r e p r e s e n t a t i o n of a; w i t h respect t o e^. We have: UJ = ujxej^uj3 1
UJ
=
UJ
= UJ • ej,
• ei = ON • ei + tp( • ely
( - ei = x1 = A\ = sin<^sin0 = 0 cos <j> -f ijj sin 0 sin <^>, 2
u; = a; • e 2 = 0-/V • e 2 -f ^C ' e2> £ • e 2 = # 2 = A3 = — sin 0 cos ^ = 0sm
UJ
=
UJ
- e^ = ip cos 6 + (f).
T h e r e p r e s e n t a t i o n of u; in t h e basis e* can similarly b e proved. More precisely, we have: u)k =
UJ
• ejt
a; =
CJ
• £ = <^e3 • ei + 0 cos tjj = <j> sin 0 sin ^ -f 0 cos ^ ,
e 3 • ei = x 3 = A\ =
s'mOs'mip.
UJ = UJ • 77 = 0 e 3 • e2 — 0sinxjj = <j>cosip sinO — Osimp, e$ • e2 = x3 = A% = cos ^ sin 0. u>3 = a; • £ = $ cos 0 + tp.
D 330
REMARK 3.13 - (PRECESSIONS). 1) A rigid spherical motion is a precession if the instantaneous rotation axis is in the same plane of two other lines p and / through the center ft. We call p precession axis if it is fixed in the inertial frame. Furthermore, we call / figure axis if it is fixed in the rigid body-frame. 2) A direct precession has ayUy < 7r/2, where up and CJ/ are the components of LJ along p and / respectively. Otherwise, we say that the precession is retrograd. 3) A regular precession has |u;^| = constant, or \up\ = constant, i.e., \u\ = constant. 4) One has the following properties: (i) In a precession the Poinsot cones are of revolution iff p 4 = constant. (ii) In particular, regular precession Poinsot cones are of revolution. (iii) In a precession / describes a cone of revolution with axis = p. This is called precession cone. 5)(PLANE MOTION). In this case, the flow-lines are plane-curves belonging to planes parallel to a same plane a. Then, the instantaneous centre of rotation At describes in a, with respect to the inertial frame, a curve called base, and, with respect to the rigid body-frame, another curve, called roulette. These curves are called polar curves. They are tangent, at any instant, at the point At. 3.2 - O N E - B O D Y D Y N A M I C S Let n be an integer: n G N . DEFINITION 3.13 - A constraint of order 0 < n < 2 on the Galilean M is a submanifold of JVn(M), where JV°(M)
= M
JV\M)
= JV(M)
2
JV (M)
=M
space-time
xl
=M x I x S
where 1 = {v eM\
>= 1},
S = kerr C M.
In particular, a constraint of order 0 is a subbundle of Q\ this is called timeindependent if it is diffeomorphic toT x Y, where Y is an m-dimensional manifold, 1 < m < 3; otherwise it is called time-dependent constraint. DEFINITION 3.14 - A N e w t o n i a n mechanical s y s t e m is defined by the following:
NMS = (g,N(Q)), where 331
(a) Q is the fiber-bundle space-time. (b) N(Q) C JV2(M) is a ODE of second order on Q, called N e w t o n equation, that is defined by means of the following differential operator: Af = T - fxT : JV2{M)
(3.22)(Newton operator)
-> vTM,
where T : JV2(M)
-> vTM,
is the operator force, /x £ R, is called mass, and Y is the canonical connection on M. Set:3 JV2(M).
N{Q) = kerAT C
We call dynamic motion a section of 6, m : T —► M, such that D2m : T -> N(G) C
JV2(M).
THEOREM 3.16 - The following propositions are equivalent: (a) m is a dynamic motion ; (b) Af o D2m = 0; (c) F — firh = 0, with F = T o D2m. In adapted coordinates we have: / / ( r j 0 o m + 2TJ0j ommj
+ T)k o m rhjmk + m') =
F\
PROOF. The proof is obtained by a direct calculation. Let K be a trivial vector fiber bundle of geometric objects on M: K = M x K. DEFINITION 3.15 - A N e w t o n i a n physical entity / is a mapping f : JV2(M)
-► K
fibered on M. In other words, one has the following commutative M
£
T JV2(M) T
□
diagram:
M
T -£
K
^
T
The operator force can be considered coming from a connection on the space-time, i.e., connection on the vector bundle TM-+M, by means of the following commutative diagram: TTM U JV2(M)
-* -+
vTTM i vTM
In this way the concept of force assumes a full geometric meaning.
332
Furthermore, f is reducible to the A;-order, 0 < k < 2, if the following diagram is commutative, for a suitable derivative operator f : JVk(M) —*■ K : JV2{M)
-£
K
I
P2,k
T
JVk(M)
/
JVk(M)
^
where p2,fc is the canonical projection. REMARK 3.14 - The evaluation of a physical entity / at the motion m is the section f.m = fo D2m : T -► K of 7TR : K —> T. If / is reducible to / , at the order k, then f.m = / o Dkm : T —► IK. In fact, one has the following commutative diagram: 2 D D2m m
T T II 2 jv {g)
= = -^
I
T T II K
fm fm
||
JVk{Q) -£ K Dkm
|
|
T
=
fm
T
REMARK 3.15 - By means of a frame x/> we can define the observed K ^ of a fiber bundle of geometric objects (K, M, 7r; B K ) setting K^, = B K ( S ^ ) where S^ = Mj ~ is the 3-dimensional manifold induced by t/> on M. In this way, to any Newtonian physical entity / : JV2{M) - > K w e can associate the corresponding observed entity
/*: fa = ^ o / : J£>2(M) -4 K^, where n^ : K —> Ky, is the canonical projection. Therefore, for any motion m, one has: 2 f^ • m == f^ f^oo Z} D22m ra = = 7ty o // ooZ} Z}2ra ra : :TT — — ►> K^,. K^,
The following diagram is commutative: JV2(M)
-^->
K^
II 2
D m
JP 2(M) JV (M) T T T
II X ^ ^
K T /-m T T
333
3
K^
S S
T T
T
/*•»»*
DEFINITION 3.16 - Let a numerical function T : JV(M) -> R be given on JV(M). Define Legendre transformation, (associated to T), the following fiber morphism on M: aa(T) ( T ) : JV(M) -► vT*M vT*M given by composition: vdT
JV(M) JV(M) uT*M vT*M
► vT*(JV(M)) ► vT*(JV(M)) M = M
^ M x I x S* ^ M x I x S* x S* x S*
One has One has
°"CO(p> w) = (7r o vdT(p, u)), °"CO(p> w) = (7r o vdT(p, u)), where t>d is the symbol of vertical differentiation with respect to the projection JV(M) -> M. PROPOSITION 3.9 - One has the following: (a) IfX is a held of velocities on M, the differential 1-form a, obtained by means of a ( T ) , that corresponds to X is the following: a = -
a = (b) IfT
la (di(di kT)oXdx . kT)oXdx
is the kinetic energy T(j>,v) =
7>M(P)(VA,VA),
then, cr(T) defines an isomorphism: (j(T) : JV(M)
=> vT*M
^MxS.
In this way the Legendre transformation induces a canonical fiber isomorphism
vT{JV(M)) vT{a{T)) vT(vT*M)
► |
vT*{JV*{M)) ||
-♦ 334
vT*(JV(M))
One has: 5(T)(p, u, v) = (p, ti, I)
C(g) = kerCc where C =
a(T)oAf
is a derivative operator of the second order called Legendre operator. The physical entity f = v(T) O T : JV2(M)
->
vT*JV(M)
is called L e g e n d r e force. (c) In adapted coordinates Legendre equation C{Q) is as follows: (d2XiXs • T) o m{[/i(rj 0 o m + 2 1 ^ o m m-7 + T)k o m rhjmk + m*)] - F{} = 0. As 1 T
.
^«
.
~j
= 2 ^ 0 ^ ' " ^ )(^ J ~ ^ )'
where ?;,- and ih are respectively the liftings of gn and tbl where ( ^ and -0 are respectively the liftings of gij and tpl (dxidx3 • T ) = figi3. (dxidx3 • T ) = figi3. As a consequence, we get: As a consequence, we get: gik o mfji[Tl00 o m + 2TlQj o m rnJ + T)e o m m3rne gik o mfj,[Tl00 o m + 2Tl0j o m m? + T*e ommJrhe
on JV(M). We have: on JT>(M). We have:
+ rh%] — Fk = 0, + rh%] — Fk = 0,
where Fk = gikF1; C{Q) represents the covariant expression of Newton equation. DEFINITION 3.17 - One has the following useful definitions: (a) A conservative force is a force T : JV2(M) —► vT*M such that there exists a function f : M —> R such that gives the following commutative diagram: JV2(G)
£
i '9
P2,0 |
M
-> -vdf
where 'g is the canonical
vTM
isomorphism. 335
vT*M
(b) The conservative force is called time-independent if (3.23)
fy/
= 0,
where d^f is the time-derivative with respect to a frame if). One has:
(3.24)
d+f = j>\Df.
Equation (3.23), in a coordinate system adapted to the frame, is written in the following way: drpf = (dx0 • / ) . REMARK 3.16 - For a conservative system we can introduce the following numerical function on JV(Q) (Lagrangian): L = T-f:
JV{G) -> R.
Then, by means of the variational calculus (see section 4.8) we get the Euler-Lagrange equation, S[m] • o = 0, that, in adapted coordinates, has the following form: ^(dxk.L)-(dxk.L)
(3.25)(Lagrange equation)
= Q.
This equation, written in coordinates adapted to a frame, is equivalent to New 5 ton equation. In fact, taking into account that 1
* = gW1
■ « x■ ;
'
we get l 3 3 (dx (dxkk ■ • L) L) == -fj,(dx -n(dxkk •■gij)x gij)x'i x - - (dx (dx / ) f) k k• ■
= -^\k9sj
+ f k f t j x ' i ' ' - (dxk ■ f)
l (dxk ■ -L)L) ==pgikxpg , ikx',
-r(dx — (dxkk ■ • L) L) == /igi u,gkxiklx' ++ atdxr-QikWi' fi(dxr.gik)xrxl Ai[-f J-.-i1V "^" ++ x*] u(-r «.,* *'l == F* J* t i n[T + xi] == F*. Ft. /iFjii'V + x*] jix xi
D Note that from Vxg=0 it follows that
(dxa.gij)=-grjrra{-girTraj.
336
REMARK 3.17 - From the variational calculus (see section 4.8), we get that EulerLagrange equation is equivalent to Hamilton equation: 5
m*(£JQ) = 0,
where O = dO,V£ e
C°°{vTJV(M)),
0 = 0Apo*r)o : JV(M)
-> T* JV{M)
= 1-form of Cartan rjo = volume 1-form on 0 : JV(M)
T.
-► T * J P ( M ) ( g ) p I > 0 r A f
< % ) , £ > = L( 9 )T(po)(0 +
-+
UibU
>)
T*JV(M)®pl0vTM.
< "i(tf), f > = T(p 1|0 )(0 - T(M) o T(p0)(O. In adapted coordinates we get: u>i = —x3dx° ® dxj + Sjdx1 ® dxj 0 = (dxj • L)dxj - Hdx°,H j
0 = Pjdx
= (dxj • L)xj -L
= Hamiltonian.
- Hdx° = 0,Pj = (dxj • L).
Therefore, Hamilton equation becomes: (dxj • H) o m = — pj (dp3 - H) o rh = rh3
where pj = d(pj o rh). REMARK 3.18 - (POISSON ALGEBRA). We have the following important vector fields defined on JV(M) : (a) Locally Hamiltonian vector fields:
c^n = o. 5
Let W be a vector space of dimension n and u£W*®W, /?GA° (W), then we set uA/?=(a®£)A£=
oA(eJ/?).
337
(b) Hamiltonian vector fields: (\Q = df. As
o = c
(locally).
(c) The space of observables V is the space of 0-forms / on JV(M)
such that:
i\Q = df
m=#
for a suitable vector field £ : JV -> TJV.
In V we recognize a Lie algebra (Poisson
algebra):
{p,(,)h where the bracket is defined by the following:
(/<,/;) = &J4f; = &J€iJnIn fact, one has: (/i,/a) = - ( / * , A) ((/i,/2),/3) + ((/2,/3),/i) + ((/3,/i),/2) = 0
(Jacobi identity)
(d) If df = £J0, we have the following representation in adapted coordinates:
I
£ == -(dp -(dp3 3' ■■f)dxj f)dxj ++(dxj (dxj•■f)dp> fW
I
33 ■■g)dxj -(dp g)dxj ++(Ox, (dxj ■■g)dp> g)dp3 v■q==-(dp
"(£,>?) "«,>/) = = (/,ff) (/,*)
(dxrf)(dpi-g)-(djP-f)(dx = (dxj ■ /)(dpi ■ g) - (dp3 ■ f)(dx)rg)■ g)
(e) If it : JV(M)t —► JV(M) is the canonical inclusion, Vt G T, and at is the canonical 1-form on T*Mt (Liouville form), then we have 6 zt*0 i* a(T)*at tQ = cr(T)*a 6
at:T*Mt-+T*T*Mt',
a t (/?)=T*0r)(/?),7r:T*M t ->M t
338
.
with a(T)' a(T)'== 7roa(T)o w o a(T) o Jju where jJtt : JV(M)t where
- * T(M) T(M) is the canonical inclusion and 7 TT T*M- * - *T*M* T*Mis the -> f : :T*M t isthe
canonical :anonical projection. One has the following; following commutative diagram: RxvT*M
->
vT*M
iL £-
JV(M)t t J2>(M) i ^ee R T*JV(M)t
<<-
T*M T*Mf
*w T JV(M) J^(Af) ©i T*JV(M)
|| . -> r*(t«)
^ ^
T*Mtt
A *T*(
T*T*M T*T*Mt || T*T*M T*T*M,t
(f) As da datt is the standard symplectic form on T*M T*M*t ,,77 the 2-form i*£l = ut defines a symplectic structure on JV(M)t.
The space
C^(JV(M) C°°(J2>(M) t,K) t ,R) of the numerical functions on JT>(M)t is a Lie algebra with respect to the Poisson bracket, denned defined by bv means of u*. wt(g) The mapping V -> C°°(J£>(M) ,R) that associates to the 0-form / e C°°(JP(M) tt,R) G V its restriction on JV{Q) JT)(G}*. isan anhomomorphism homomornhismof ofLie Liealgebras. alerebras. t, is (h) There exists a unique vector field ( on JV{Q) JV(Q) identified identified by bythe thefollowing following condiconditions:
I
(\Q (\n == 0o
II
< CPoVo > = 1
Then, £ is called Euler vector field, and it has the following representation in adapted coordinates:
(3.26; (3.26) (3-26)
(( = dx0 + (dp> • H)dxj - (dxj • H)dp>
(i) A motion m is dynamic iff: ( om = Dm, On T*Mt, (dim(T*Mt)=6), there exists a canonical symplectic structure: a=dxlAdii. This can be obtained as the differential,
namely iff the following diagram TJV(M)
°^
T
<
<-
JV(M) is commutative. (1) A function / : JV(M)
m
T
II
T
-> RR belongs -► belongs to to VV iff
C •- / == o. < PROOF. In fact, f eV=>3( 3< such that (Jft CJft = df. From (3.26) we get: f)dxj ++ { ({(dxj CJft = (dpj • f)dPj + (dxj■j •■ f)dx* t o ; • H)(dj? • f) - (dpj • H)(dxj
• /)}^°
hence (&r„ • / ) = (0*> • HW
• f){dj? ■ H){dXj ■ f)
that proves £ •• /f == (). 0. The The converse converse can can be be easily easily proved proved conversely. conversely.
O
(m) In particular, H £ V iff in adapted coordinates one has: (m) In particular, H € V iff in adapted coordinates one has: (dx0 -H) = 0, i.e., the Hamiltonian is a first integral of the motion. One has i.e., the Hamiltonian is a first integral of the motion. One has
£njft == dH, 6 J == -(dp* • i O d z j
+ (^i • #)
Then, for any / £ V we get
(dx0-f)
= (HJ)
DEFINITION 3.18 - (DYNAMIC SYMMETRIES OF ONE-BODY). (a) A dynamic s y m m e t r y is a fiber-transformation of Q that induces a transfor mation of the dymanic equation into itself Therefore, any dynamic symmetry is an 340
element of G, hence the group of dynamic symmetries G is a subgroup of G: G C G. The following diagram resumes the situation.
(-A0 4 TTM I TM 4 M
D
>
{M) I
>
JV2(M)
JV\f)
JV2(M)
i D
JV(f)
JV(M)
i =
C
i >
JV(M)
>
M ir
-1 T
>
T
i C
i
f
M
TTM TM
i =
M
ST
(b) A dynamic motion is ( / T , /)-symmetric, ( / T , / ) £ G if: f onto f^1
= m.
The symmetry group DUD of a motion motic is denoted by Gm and called the m-isotropy g r o u p : Gm C G. (c) A state D2m is (/^, f)-symmetrictrie if: JV2{fT,f)oD2mof-l=D2m. PROPOSITION 3.10 - One has the following properties: (a) GD2TTI — Gm C
(b) Iff m is a dynamic motion,
G.
then
m = f om o/^(ra'
related to
m),
(/T, / ) G G
is dynamic one. Thus, in the set of the solutions of the dynamic equation, G gener ates a partition in classes, an the dynamic motions belonging to the same class are considered equivalent. DEFINITION 3.19 - Let JC = (K,M,7rfc;B]K) be a vector fiber bundle of geometric objects. A physical isomorphism of )C is an isomorphism of vector £ber bundle (i/j,/) of 7Tj( with f G G. The set of physical isomorphisms of fC is denoted by Qj^ and is called the physical group of JC. PROPOSITION 3.11 - One has 5K -
G
x
HomM(^K^K) 341
with
(^,f)^(f,g
=
^oBK(f-1))
and its inverse
( / , * ) ~ ( / , 0 = 0oBK(/)). DEFINITION 3.20 - Two sections k and k' of nK are (tp,f)-related
if there exists
(?/>,/) G QK such that k' = -0 o k o
f1.
We get the following cases: (3.27)
(a) ^ = BK(/) :=* fc'=/*fc, (&)
, _ / M = ^ M :=> fc =ipok.
DEFINITION 3.21 - Let K : JV2(Q) -> K be a physical entity. A K-symmetry is an element of(fr,f) G G, such that there exists a fiber-bundle isomorphism of K such that ip o K = K o 2 ? 2 ( ( / T ) / ) ; namely the following diagram
2
JV (fT,f)
JV2(Q) i JD2(C?)
£ -*
K | tf K
is commutative. We will call K-group the corresponding group, and we will denote it by K(G). Furthermore, denote K(G) the canonical image ofK(G) inside G: K(G) C GCG. PROPOSITION 3.12 - 1) Let m and m' be two arbitrary dynamic solutions f -related, with (/y, / ) G G. If K is a physical entity, we get that K • m is (/^, / ; ^-related ated to K • m' for a fixed choice oftpG Hom^irj^^TTj^) iff ( / r , / ; ip) G K(G). 2) Furthermore, if ip = B K ( / ) , we get: K-m'
= f*K • m.
DEFINITION 3.22 - Let us consider a dynamic motion m and a physical entity K. The (m, if )-isotropy group is defined by the following: Km{G) = { ( / T , / ; V 0 e K(G)\(fT,f)
e Gm}.
PROPOSITION 3.13 - One has the following properties: (a) Ifm is a dynamic motion and ( / T , / ; >) G Km(G) we get: K - m = ip o (K • m) o / - 1 . 342
(b) The following Km(G)
condition
= { ( / r , / ; $) g K{G)\K
■ m = ^ o (K • m) o / - 1 } = K m ( G )
is verified iff K is an application fully elastic, i.e., depends on the point of the base. Otherwise we get: Km(G)
Km{G).
c
PROPOSITION 3.14 - The derivative operator T, and hence also fiT^fi E R, is in variant for any affine transformation of M. Therefore, the image of the invariance group ofT inside G is just G: r ( G ) = G. PROOF. In fact, it is easy to verify the commutativity of the following diagram
T\f)
T2(M) t T2(M)
^ ->
vTTM t vTTM
vTT(f)
for any affine transformation of M. D REMARK 3.19 - The image of the group of invariance of the Newton operator in G is contained in that of a force F. More precisely, we get ■Af(G) C F(G) nGcGcG
= T(G).
Therefore, Af(G) is a group contained in G. DEFINITION 3.23 - One has the following definitions. (a) A physical entity K is a constant of motion m : T —> M if VK • m = T K o D(K • m) = 0, where T R : T1K —► vTIK (b) If K is a constant of dynamic constant. PROPOSITION 3.15 - If definition is equivalent to
is the canonical connection of IK -^ M. the motion, for any dynamic motion m, then K is called K m is a numerical function ( 0-form) then the above the following: dK • ra = 0.
THEOREM 3.17 - (NOETHER THEOREM). Let a physical entity K : JV2(M) -> K be given and let m be a dynamic motion. Furthermore, let K be invariant with 343
respect to a deformation rh of m and with respect to a flow <j> on M, (with induced flow
K orh.
Then, we get OK • m = 0
(3.28)
In particular, if K = L = Lagrangian, and the deformation of m comes from an infinitesimal transformation of G, then this last preserves either the Lagrangian, or nic symn Lagrange equations; thus it can be considered as an infinitesimal dynamic symmetry. Furthermore, equation (3.28) gives the following dynamic constants: (3.29)
K-m
= [(Lo m)e° + (dxj • L) o m(X)j
o m]
where X o m is the vertical vector field T —> m*vTM, along the motion m, corre sponding to the deformation of m. EXAMPLE 3.4 - Galilean group is of dimension 10. Therefore, we can find at most 10 motion constants (functionally independent) that come from the symmetry of the Lagrangian. The situation is resumed in the following table.
TAB.3.2 - Dynamic symmetries and dynamic constants Symmetry
N*
Conservation law K.m
spatial translation
3
momentum: pk = {dxk • L)
spatial rotation
3
angular momentum: rriij = [xi(dij • L) — Xj(d&i • L)]
time-translation
1
Lagrangian: L Hamiltonian: H = {dxi • L)xl — L
( / ° ^ ° , / J = Ax°)
3
Pj ' x°
(*) N= number of parameters
In adapted coordinates a Galilean transformation / £ G is given by:
r = xaof = 4 v " + f>a, 344
with (Aap) a matrix of the type (3.4).
THEOREM 3.18 - (HAMILTONIAN FORM OF THE NOETHER THEOREM). be aa l-parameter 11) Let \I> = ((/>t)ten De subgroup of G such that
jv(
III) A motion-constant
is associated to \I>:
m*«JG) that in adapted coordinates can be written as follows:
m*(£JO) = (dij • L) o m(d
m{d<j)Q)
where (<j>t)teiL is the l-parameter subgroup of transformations to \I>, namely one has the following commutative diagram:
JV(M)
JV(4>t)
i
M
JV(M)
i
M
4>t
i
i
T
T 4>t
2) Let H be a subgroup ofG such that
jv((t>aye = e,V(t>aeH. We get the following. I) H is a subgroup of G: H C G. II) There is a homomorphism of Lie algebras
^:A(H)^V,rP:(~t
e]n = -d(fje)
(&£f> = 0). 345
on T, corresponding
So, for any vector of the Lie algebra of H, the corresponding vector field on is a Hamiltonian vector field, and the associated O-form is the following:
JV(M)
/* = - f j 0 : J 2 > ( M ) - R . III) For any £ G A(G) and <j)a G H, there corresponds a motion-const ant: PiaM^mtfTft-fadati)
IV) For any £, 77 G -A(G) we get the following Ttt.i?) = £fft
motion-constants.
+ f[t,v] = (/*> A ) + /[*,!?]•
REMARK 3.20 - (MANY-BODIES DYNAMICS). In order to describe a system having N particles, we must consider the fiber bundle W = M xT'"
xTM
-*T.
A section m of this fiber bundle is a motion for the system of N particles, and it is represented by TV-motions m;, i = 1, • • •, JV, one for each particle: m = (mi, • • • ,ra7v). Furthermore, the space of velocity of motions is the following: JV(M
xT • • • x T M) = JV(M)
xT • • • xT
JV(M).
Then, the velocity of the motion, m, for a system of N particles, splits into TV velocities, for each particle, according to the following commutative diagram: JV(M
xT • • • x T M)
£
JV(M)'xT---xTJV(M)
rh \
/ * (mi,"-,m p )
T Similarly, for the space of ^-derivative for motions, k > 1, we we get the following commutative diagram: JVk(M
xT • • • x T M)
^
Dkm\
JVk(M) /
T 346
xT • • • x r (Dkmir-,Dkmp)
JVk(M)
Then, dynamic equations can be represented as submanifolds E2 C JV2(M
xT • • • x r M ) ^ JV2{M)
xT • • •xT
JV2{M).
If E2 7^ i-E?2 x • • • x NE2, where JE7J, Z = 1, • • •, N, is the image of E2 in JV2(M) bymeans of the z-th projection JV2(M XT • • • XT M ) —> JV2(M), we say that the N particles interact among them; otherwise we say that they do not interact. REMARK 3.21 - (CONSTRAINTS AND FRICTION). If a body is constrained by a manifold X, the constraint reaction VF has, in general, a non-zero tangential com ponent vFT. In a dynamic situation one has the following relation between tangential and normal components of VF: v
FT = -MvFN\^-r \v\
where v is the velocity of the body (that is, of course, tangential to the constraint). )d is called dynamic friction coefficient. In static situations, we have, instead, the following inequality: \*FT\ \"FN\
where
= i,
r*j = o.
(b) ( d i m M = 3. Spherical coordinates: (p,0,(/>)). Metric held: (9ij) = I 0
P2
0 \ 0 I > Vdet9ij 2 p2 sin- 2 o t 347
= P2 sinfl.
Connection
coefficients:
r^2 = - p , 1
r
1 21 — L 12
L = -psin20,
r^g = — psmO cos 0
r 331 —p 313 L
1
r32=^3-COt(9
(c) ( d i m M = 3. Cylindrical coordinates: (p,6,z)). Metric held: /l 0 0\ (fti) = 0 p2 0 , J d e t ( j i y ) = />. \0 0 l / Connection
coefficients:
r1 1
p1 222 _ pL 2 _ £ 12 — 21 — '
PROPOSITION 3.17 - (IMPORTANT DIFFERENTIAL OPERATORS). 1) (STAR OPERATOR). * : C°°(A°pM) -► C°°(A°n_pM), So one has the following commutative M i A°pM
* : a f-> *a = ajr/.
diagram:
KM
Ap(')
= A°pM
with rj : M —> A° M = canonical volume form on M. TJ = ±J&et(gij)dx1
A • • • A dxn.
2)(VECTOR PRODUCT). ( d i m M = 3). u x v = =
1 \/
d e t
[(u2V3 - u^v2)e1 + (w3vi - WiV3)e2 + {u\V2 - ^2^1)^3] 9ij
ehhkuhvhek,
where c,J'fc is the Ricci tensor defined by the following: 0 Jihk
if at least two indexes are equal 1 if all indexes are different
y/detgij
348
Furthermore, one has u x v = (u A y)\fj, where
u = g o u : M -► T*M v = g'ov:M-^
T*M
n
fj = A (g') orj:M->
An(TM).
One has the following properties: (a)
u x (v x w) = (u - w)v — (u • v)w
(6)
(u x v) x w = (u ■ w)v — (v • w)u
(c)
u • {y X w) = — (u X w) ■ v .
3) (CODIFFERENTIAL). 6 : C°°(A°pM) -> ^ ( A j ^ M ) ,
6 = *d * .
In coordinates we get:
y/detghk
One has the following relation with the Lie derivative: SX_ = *£~xr] 4) (LAPLACIAN). A : C°°(A°pM) -> C°°{A°pN),
A = (d8 + 8d).
The space AP(M) = ker(A) is called space of h a r m o n i c p-forms. One has the following splitting (Hodge theorem):
C°°(A°pM) = c/C oo (A°_ 1 M)06C oo (A^ +1 M)0 A'(Af). 5) (GRADIENT). grad : C°°(T 0 °M) -> C ^ M ) , g r a d ( / ) = s'" 1 o df =
tf^dxj
One has the following properties: (a)
grad(/i + f2) = grad / i + grad f2
(b)
grad(/i • / 2 ) = / 2 grad / 2 + /igrad / 2 349
• f)]dXi.
6) (ROTOR). ( d i m M = 3). rot : C°°(T^M)
-*
C°°(T^M),
rot u = *du = —==={[(dx2 • u3) — (dxzu2)]dxi V d e t 9ij + [(dx3 • tij) - (9xi • u3)]<9z2 + [(9«i • u2) - (dx2 • U!)]dxz} ellhk(dxh.j>h)dxk.
= One has the following
properties:
(a)
rot(wi + u2) — rot U\ + rot u2
(6)
rot grad / = 0
(c)
r o t ( / • u) = / • rot u + grad / x u
(d)
grad(u • v) = -[rot u x v + rot v x u + #' o ( i / J £ „ / + v_|£u#)] .
7) (DIVERGENCE). div : C°°{T^M)
-> C°°{T%M),
div it = *
hk = 2^J^dxh
' 9jk) + (dxk • gjh) - (dxj • ghk)].
One has the foiiowing properties: (a)
rot(u x v) = —(w div v — v div u) -f [w, v]
(6)
div(u + u') — div it + div?/
(c)
div(w x i>) = v • rot u — u • rot v
(c?)
div(/ • u) = f - div u + grad / • w
(e)
div grad f = Af = g^idxidxj
•/).
PROPOSITION 3.18 (PHYSICAL COMPONENTS OF GEOMETRIC OBJECTS). The physical components of a vector field are the components of the vector fields with respect to unitary bases.
{ea
(xa) => {dxa}, {dx**} : natural basis dx Ox = ——j- = } = orthonormal basis \oxa\ y/g^
dxa dxa {0a = ——= } = dual basis. a \dx \ y/cp*" 350
Let v = Vvaadxa
be a vector field locally represented in the basis {dxa}; v = vadxa
= vay/g^
a
y_ = vadx with v = vay/gaa,v
y/9aa
dxa
= vay/g°
= vay/gaa.
we get:
v0{
=
In an orthogonal basis one has:
g a a
~
gaa
then, we can also write:
v
_
v
<*
aot « y/y/ n
fn y/yaa
More generally, for tensor £elds we get:
T = T . l . . . a 4 f t " * ^ e i B l - J , , e V J W i - J M . In an orthogonal basis we get: t
-Lot1ak
_
y/9alal'-gahahy/9filfil-~9$nfin
EXAMPLE 3.5 - 1) (Physical components of derivatives). Physical components of A* = T1* /j m cylindrical coordinates (p,0,z). A* = Tlj/j
= (dxj • Tlj) + rj^r^" + TjjkTlk = (dp • Tpp) + (dO • Tpe) + (dz • Tpz) - pTee + -Tpp .
As
A1 =Ap =
A
Tpp = T
_
rp
rppB _ rp
P rp<ee>
T
=
we get A
= (dp • T
+ -(T
-
T<ee>)
2)(Divergence: divv ( d i m M = 3). (Cartesian coordinates):(dx • v<x>) + (dy • v
v<+>). 3)(Rotor): u> = rot t> ( d i m M = 3). (Cartesian coordinates): u ; < x > = (dy • u < z > ) - (ft* • v
P
UJ<6>
=
(dz-v
U) <*>
= (dp • « < 9 > ) + iw<»> - \d0 ■ v«»).
(Spherical coordinates): u«»
= -(86 • v«(») + i V < ^ > cot 0 p p
l—(dct> • *;<*>) psmv
u
= — ^ W • v«») - -v<
„«!» = (dp • v<6>) + i v <'> - i(00 • *<">). P
P
THEOREM 3.19 - 1) If d i m M = 3 the condition that a vector £eld v be locally conservative, i.e., dy_ — 0, is equivalent to the following one: rot v = 0. PROOF. In fact, divrot v = *d**dy_ = *d2v_( — l ) n _ 1 = 0 . On the other hand, *ddf = *d2 f = 0. □ 2) If d i m M = 3 the condition that a vector field v be locally solenoidal, i.e., there exists a local vector field u such that v = rot u, is equivalent to the following one: div v = 0. We call u the vector potential of v. PROOF. If v = rot u => div v = div rot u = 0. □ 3) If v is a solenoidal vector field, its vector potential u is determined up to a scalar field f. u — u + grad / . 352
4)(Stokes).
f du>= f
UJ.
JddD
JD
5) If UJ is a closed p-form (doj = 0), then for any compact domain B, of dimension {p + 1), such that dB = D\JD' we get: UJ
JD
=
I UJ. JD'
3) If F_: M —> T*M is an exact differential l-form, F_ = df, then we get: 6) If F_: M -> T*M is an exact differential 1-form, F = df, then we get:
f F= [ £=/(a)-/(6) where 7 and 7' are two curves in M with the same ends. where 7 and 7' are two curves in M with the same ends. 3.4 - F U N D A M E N T A L T H E O R E M S OF D Y N A M I C S THEOREM 3.20 - (MOMENTUM THEOREM). The variation of the free part of momentum of the observed motion of one body, in a time interval At = [0, t], is equal to the corresponding impulse: t
t
J[0, t]= I Fdt = (f 0
Fjdt)tj,
0
where {ej}i<j<3 is a fixed basis ofS:
p*W-w(0) = i[<M]. PROOF. One has:
Jty
V>™>* = frb => PV = P ^ j = F'ej
=* / J[0,t]
Pdi
= /
FJdt
-
J[0,t]
n THEOREM 3.21 - The polar moment of the momentum to the same pole, is zero. PROOF. One has: Q,c = CP x pj.
of one body, with respect
By time-derivation, we get: ftc = CP X p^ + CP X p^ = Vp X prf, + CP X pip .
n 353
THEOREM 3.22 - (TOTAL MOMENT AND ITS PROPERTIES). 1) Let k
M(A) =
^2APiXWi i=i
be the moment ofN applied vectors (Pi, Wi). If B is another pole we get the following relation: M{B) = M(A) +
f x i 5 ,
where N t*=i
The total moment is independent of the pole iff: W = ^2{ Wi = 0. 2) If r is an oriented line, and A,B G r, from the above theorem we get: M(B) • u = M(A) -u = Mr, where u is the unit vector associated to r. To this common value of the moment along r is given the name of axial moment along r: Mr = M(£).ix,V£er. Then, one has: N
Mr = J2(Mr)i,(Mr)i
)i=APiX
=A?iXWi-u,VAer.
»=i
3) The axial moment of an apphed vector (P,w) with respect to an oriented line, is 0 iff ii;||cr, where a is the plane that contains r and passes through P. 4) One has the following formula for the axial moment: (3.30)
Mr = ±b\w%
where b = arm of the axial moment: w = w" + wr . (The sign + or - according to the orientation around r as identified by the vector wv.) In fact, we have: Mr = Apxw-u
= A?x
(wn + wr)-u 354
== A? A?xw x v n-u.
Talcing into account that AP = AH + HP we get: Mr = AH x w* • u = ±b\wn\. Note that the polyhedron defined by the vectors (AH,wn,u),u) has volume given by Mr. 5) From (3.30) we get M = ±b\w\u. 6) The total moment of a couple, i.e., two applied vectors (pi,W{),i = 1,2, such that |u>l| = |«>2| = M ,
™llk 2 ,
W1=~W2,
is constant with respect to a pole. M = M(A) = M(B) = moment of the couple. 7) The scalar product M(A) • W is independent thermore, if one has:
of the particular chosen pole. Fur-
N
there exists a line c\\W (central axis) such that M(C)\\W ifC E c. Moreover, does not depend on the particular point c £ C, and one has: \M(C)\ = inf M\M(A)\. |A A
PROOF. In In fact, fact, by by the the condition condition PROOF. M(C) = \F one has N
e
Jl32k
CE(x>
~ y)h(F*)»)
=
XFk
i=l
1=1
e^kyjlFh=ak, 355
'
KV) =
co
°rdinates of
C]
M(C)
where
a* = \Fk+
jre**k(xi)hWi2.
This is a system of 3 linear equations in the variables (2/1,2/272/3) that represent the coordinates of C. D REMARK 3.22 - All the above theorems can be applied, in particular, to a set of applied forces F{ applied to N bodies placed in the points pi. THEOREM 3.23 - Let F : JV2{M) M) --» vTM be a force. For any motion m we identify, with respect to a frame V>, a differential I-form on T: C-.T-+
T*T.
PROOF. In fact, we get the following commutative diagram: JV2(M) T
vTM C=D2m*F
£*
H.
vT*M i T*T
T'im^)
where
>F
□ DEFINITION 3.24 - 1) We call work of F in t h e motion m : T -> M, the differential 1-form C = (D2m)*F on T, (with respect to ip). 2) We call work of the force F in t h e motion m : T —> M, in t h e time-interval At = [0,1], the following integral: t
(3.31)
c[o,t) = Jc 0
PROPOSITION 3.19 - In adapted coordinates we get: C == (F (Fjjggjkjk)) ■• m mkdt = F • vdt, where F o D2m = F* - m dxj • m. 356
So we can write:
t
£[0,t] = f(Fjgjk)
•mmkdt.
o By using the formula m^ = s T • s, referred to a frame i/>, and taking into account that in coordinates adapted to the frame one has rh^ = mkdxk • m, we have: £ = {gjkF^Tk)
(3.32)
• msdt =< F^T
> sdt =
F^sdt
where F^T is the component of F^ along T. REMARK 3.23 - In the above formulas, for abuse of notation, we have noted gij the metric on S^ induced by the vertical metric on M. More precisely, we have the following commutative diagram: T
<-
M
<-
T x Sj,
II T
+-
vTM
<-
vT(T xS^)
II
^
MxS
^
T x TS^
II
II
that induces the following commutative one: vTM xMvTM
—*—>
MxR ||
\\j
TxTS^xs^TSrp
-►
(rx^/xidR)=^
TxSrpxK
that defines g^ = <j>o g o j " 1 . So, g^t = (T/>/ x t d R ) ogoj-1
: TS^ x TS^ -+ R,V* G T,
is a metric on 5^,. If the frame is rigid, we can then define g^ independent of the time. REMARK 3.24 - With respect to an additional frame, we can split the absolute velocity m (or rh^) into relative mr and draging one rhT respectively. So, we can talk about relative work, £ r , and draging work, CT respectively: L,a — L,r -+" L,TI
with Cr =
(F3gjk)-mm*di
CT = (Fjgjk)'mmkTdt. DEFINITION DEFINITION 3.25 3.25 -- 1) 1) We We call caii power power of of aa force, force, with with respect respect to to aa frame frame t/>, ip, the the following mapping: following mapping: w : JV2{M) -► M x R, 357
defined by means of the following commutative itative diagram: (*>2,l)
JV2{M) I vTMxMJV{M)
A
vT*M xMvTM
-►
M x R || MxR.
In other words we get: w(D2m) We have the following
=< i^ra^, >= F • m^,.
definitions: w > 0 : motive force w < 0 : resistive force
A dissipative force .has w < 0, for any admissible motion. EXAMPLE 3.6 - 1) The weight force has a character of motive force or resistive one according to the direction of its velocity. 2) The Coriolis forces have zero power with respect to a moving frame: Fs o rhAxp = (—2fxur x vr) • vr = 0. 3) The constraint reaction has zero power with respect to a frame xj) identified by the constraint. In fact, in this case the velocity is tangent to the constraint. Furthermore, the constraint reactions are dissipative ones, with respect to ift. THEOREM 3.24 - The work is an exact differential form, i.e., there exists a zero form %l> • m : T —> R, such that C — d(T$ • m). More precisely, T^ • m can be factorized in the following form: T
JV{M) T
-X
R
=
TT
with respect to any motion m : T —> M. PROOF. Define %/, as follows: T$(m(t))
= -/xm A ^(t) • mArP(t) £ R. 358
Let us, now, calculate the differential T^ • m: C?(T^, • m) = d(-fj,rnA7p • mA^,) = d(-/j,gij •
mrhlmJ)
— 7ilA{dxk ' gij)ThkTh^m% + 2gijrh%mi]dt. Now, taking into account the following: (dxk-gij)
-gsjfski-gisfskj,
=
we get d{T^ • m) = -fL[(-gsjT9ki
- giarakj)rhkmimj
+
2gijmimj]dt
— Q / 4 - ^sirj t m f c m l m J — #Ja^£l•rafcrh•7m, + yL[-2gsjTlimkmtm:i
+
2gijmlmJ]dt
2g3jrhsm3]dt
= ^m3[-gsjf3kimkrnl
-f
gsjms]dt
= pgsj7h3[-fkimkml
+ ras]c?t
= £>2m*£ = £. D DEFINITION 3.26 - We caii 7^, kinetic energy of one body, with respect to a frame THEOREM 3.25 - (WORK THEOREM). We have the following: Trf, • m{i) - T^ • m(0) = £[0, t]
(3.33)
REMARK 3.25 - If one body is on a constraint without friction, we get: T^ • m(t) - T^ • ra(0) = £active[0,t]If there is friction, we get T^ • m(t) - Tj, • m(0) <
Cactive[0,t].
THEOREM 3.26 - (WORK FOR CONSERVATIVE FORCES). For a conservative force, one has:
(3.34)
C = -m*df
359
where f is the potential of the force. The work made by a conservative force in the time-interval At = [0, t] is given by L[0,t} =
-(f(p0)-Kpi)),
where f is the potential, pup0 G 5^,, and does not depend on the particular motion considered, but depends only on the end-points £>i,po- In particular, if pi = p0, we get £[<M] = 0. PROOF. In fact, for a conservative force we get: F = -grad/ (Fjgjk)ommkdt
£ = = ~(dxk
dxk om—dt
•/)
= -m*df .
□ THEOREM 3.27 - (CONSERVATION OF ENERGY). The total energy
E = T^ + f of one body, under conservative force, is constant. REMARK 3.26 - If on one body a conservative force plus dissipative one are acted, then one has the following inequality: E<E0, where E0 is the energy at the initial time. ' DEFINITION 3.27 - A position Pe is called stable if for any couple of numbers €i, e2 G R + , it is possible to determine two other numbers 8i,82 G R"1" such that | P 0 P e | < <^i, and vQ < 6 2 , for the motion OP(t) corresponding to the initial conditions OPo,v0, we get: \KP(t)\<euv(t)<e2,Vt>t0. PROPOSITION 3.20 - A position of equilibrium Pe is stable if lim
d i ( o K , v 0 ) = 0,
PO—>Pe,V0—>0
lim P0—>Pe,V0—>0
360
d2(OP0,v0)
= 0,
where ^1=^(0^,170)
=
sup{\P^P(t)\:t>t0},
d2=d2(oH,v0) =
sup{\P^P(t)\:t>t0}.
THEOREM 3.28 - (Dirichlet theorem). If the total force is conservative, any point of relative minimum, for the potential, is a point of stable equilibrium. THEOREM 3.29 - (Liapunov theorem). If the total force is conservative, any critical point of the potential, such that it is not of relative minumum, is of unstable equilibrium. THEOREM 3.30 - 1) The dynamic equation for N bodies are the following: fiiGi = aFi(p, v, t) + VF{, {i = 1 , . . •, N} F -= active force, VVFF =- constraint force. where aaF 2) The static equations for N bodies are the following: v
Fi
=
-aFi(p,a,t).
Furthermore, one has: N
N
i=l
t'=l
DEFINITION 3.28 - We call inertial force (acting on the i-th particle) the force m
Fi =
-fiiai.
We also write mMi(A) to denote the corresponding moment with respect to A. THEOREM 3.31 - One has the following equations:
N
mF = J2TnFi = -P = -fiaG 1=1
(3.35) Tn
N
M(A) = J2mMi(A) =
-n(A)-vAxP
i=i
If the pole A has velocity \\VQ we get: m
F = -P = -fi aG]
m
M(A)
361
= -0(A).
DEFINITION 3.29 - We say the two systems of forces (P,-, -R)i
i
j
i
j
In particular, the system of forces is reducible t o zero if M(A) = F = 0. PROPOSITION 3.21 - 1) A system of forces such that FM ^ 0 cannot be equivalent to a unique force or unique couple. 2) The most general system of forces, such that F • M ^ 0, is equivalent to a force and a couple. More precisely, we get:
(p^^ttcnMfc)), where C G c = central axis of the system of forces, and F = ^ F{. The couple is on a plane passing for CA.c and has moment M(C). M(C). EXAMPLE 3.7 - 1) A system of concorde forces is equivalent to a unique force. In fact we have F-M = 0, and F + 0. A system of concorde forces (P,-, Pi)i<,<jv is equivalent to a unique force F = Fi + • • • + Fpj applied in a point C £ c = central axis. For example, if N = 2, we get:
\cK\\F1\ = \CPz\\F2\. Therefore, c is parallel both to Fi,F2 and C is the point that satisfies the above equation. In particular a system of weight forces is equivalent to a unique force applied in the center of mass. 2) If the motion of a system is translatory with respect to an inertia! frame, the system of draging forces (Pii—Viar)l
is equivalent to a unique force (G, —fiaT) applied in the center of mass. 3) A plane s y s t e m of forces is one (Pi,Fi)i
THEOREM 3.32 - (CARDINAL EQUATIONS OF DYNAMICS) 1) (I form) One has the following equations: N y
(3.36)
^jcii
= eF
N e
APi x ma,i =
M(A)
i=l
2) (II form) The above equations can also be written as follows:
(3.37)
fj,aG = Q = eF = a'eF + r'eF 0(A) + vA x fM vG = eM(A)
If A is such that VA\\VG,
or VA = 0, then we have: flaG
(3 38)
'
= a>eM(A) + r ' e M ( A )
I
= Q = eF Sl{A) =
e
M{A)
PROOF. 1) It is a direct consequence of J2 Fi = 0. t=i
2) It is sufficient to use the following equations for the inertial forces and their mo 2) It is sufficient to use the following equations for the inertial forces and their mo ments: ments: m F = -P = -ii a G , mM{A) = - 0 ( A ) - vA x Q.
a REMARK 3.27 - In fact, the cardinal equations are not the dynamic equations for a system of N particles. These, instead, are described by the set of Newton equations of each particle under the action of all the forces, considering also that coming by the action of the other particles. THEOREM 3.33 - (CONSERVATION THEOREMS). 1) If for any t € T, one has eF • u = 0, where u is a unitary vector joint with the space of the inertial frame, then we get the following conservation law: vG . u = constant => Q • u =
constant.
PROOF. From the first cardinal equation we get: [iaG
-u = eF -u = 0=> - J I C / ^ G • tx) = 0.
□ 363
2) As a consequence of the above theorem we get the following. (i) If eF±a, where a is a plane joint with the inertial frame, then we get the following conservation law: VQ • m — const., i = 1,2 => P_ • u%; = const., where U{ are two unitary linearly independent
unitary vectors belonging to a.
(ii) IfeFF = 0 oone has: VG • u = constant, i = 1,2,3 =>• Q • ux; = constant, i = 1,2,3 wiiere u t ,z = 1,2,3, are £hree linearly independent unitary vectors. In this case the motion of G is rectilinear and uniform. PROOF. Let u be a unitary vector, and eM& = eM(T) • u = axial moment with respect to a line passing for T and concord with u. If eM& = 0 for any t, we get: £lb = constant, where 0& = 0 ( T ) • u. Furthermore, from the second cardinal equation we get: ^ ( T ) • u = eM(T) • u — e Mb = 0. □ EXAMPLE 3.8 - (Motion of body on horizontal plane without friction). As e F F • Ui = 0, i = 1,2, where w, are two unitary vectors belonging to the plane a, we get: VG • Ui = constant. If the initial condition is with VG in the vertical direction, the possible motions of G are on the vertical line passing through the initial position. Therefore, any internal force cannot produce motions of G in horizontal directions. Furthermore, if the initial direction of VG is not vertical, the motion of the projection of G on a is rectilinear and uniform, and along the vertical axis passing through G we get: e
M(G) = 0=> 0(G) = constant
DEFINITION 3.30- The work of a s y s t e m of forces (PuFi) following differential 1-form on T: N
where d = {D2miyFi 364
= Ft • Vidt.
is given by the
The corresponding work in the time-interval At = [0,£], is the following integral: t
t
N
c
l =VJct 1
0
~
0
REMARK 3.28 - If the system of forces is reducible to zero, the work, in general, is not zero. The usual machines are founded on this property. ^ THEOREM 3.34 - (PROPERTIES OF THE WORK FOR A SYSTEM OF FORCES). 1) The work of a rigid motion is given by the following: £ = (F-vn
+ Mf2' e>)dt.
2) The work of the weight forces is the following: £ = fi g vcdt. DEFINITION 3.31 - The power of a s y s t e m of forces is defined by the following: N
w
= £*•*■
DEFINITION 3.32 - A system of forces is called conservative if the following con ditions are verified: Fi = - g r a d ; / , t = l , - - . , W . Here the scalar function f is called the potential of t h e system. THEOREM 3.35 - In order for a system of forces to be conservative it is enough that each force is conservative. EXAMPLE 3.9 - 1) A system of constant forces is conservative. This is, e.g., the case of weight forces. Then considering the ^-coordinate along the direction of g we get the corresponding potential: N
f = ^2 ^i9zi+c
=
^gzG+c'
2) A system of central forces is conservative: ^
365
N
«;<*>
i_1
P.i(o)
where the sum is extended to each combination of indexes i and j ( i ^ j ) in such a way that each couple of internal forces is counted once. In particular for the Newtonian (or Coulombian) forces we get:
7=i Hi 3) For an elastic force we get: 1
N
4) The draging force of a frame in uniform rotatory motion around an axis (z-axis) of an inertial frame, has the following potential:
/ = \»l £ M2 + c = \<*l £ Mtf + nl) + c, i=l
i=l
where Si = distance of i-th particle from z-axis. DEFINITION 3.33 - The virtual velocities (resp. virtual displacements) of one body E in the position P at the instant t, are all the possible velocities (resp. displace ments) that E can have taking account of the constraints, considered independent on the time. PROPOSITION 3.22 - If N is a two-side constraint, then the virtual velocities (resp. virtual displacements) span the tangent space TpN. Furthermore, if N is a one-side constraint, then for the virtual velocities (resp. virtual displacements) we get: v e TPS^ <S> v • n > 0, where n is the unitary vector normal to the constraint. PROPOSITION 3.23 - If the body is rigid all the virtual velocities (resp. displacements) are also rigid. We get: (i) (n)
virtual
virtual velocity : vp = v^ 4- w x O P , virtual displacement : 60? = SOU + 6r x HP,
where VQ and u> have virtual characters, and 80& = VfiSt = virtual displacement of O, Sr = u>6t = virtual rotation vector. DEFINITION 3.34 - We define virtual work of a force F the differential 1-form on T: VC
= (D2m)*F 366
= F • vdt,
where the motion m is such that its velocity v is virtual, and vdt is the corresponding virtual displacement. 2) Similarly, define the virtual work for a system of forces {iri}tGi,..,iVj ^ne following differential 1-form on T: N
N
i=l
i=l
2 VC = ^ ( D m O * £ = ($2 ft • Vi)dt.
PROPOSITION 3.24 - 1) The relation v
(♦)
v£
=0
(resp.
ȣ>0),
characterizes the relations that a two-side constraint (resp. one-side cosntraint) out friction can produce on one body (resp. on boundary positions). 2) For a rigid body we get (3.39)
VC
with
= F- vndt + M(O) • 8r,
where VQ is the virtual velocity of Q, and Sr is the virtual rotation vector. DEFINITION 3.35 - Perfect constraints are those which satisfy conditions in (4b). THEOREM 3.36 - (THEOREM OF THE WORK). One has the following: Ce
dT = C+
dT = £a + Cr, where
Cl = work of internal forces, Ca = work of active forces,
Ce = work of effective forces, Cr = work of reaction forces.
PROPOSITION 3.25 - 1) If the system is perfectly holonomic and the are time-independent, we get:
dT = Ca,
constraints
£v = 0.
Furthermore, if the active forces are conservative ones, from the above equation we get the theorem of conservation of energy. 2) (Principle of virtual works). For a system with perfect constraints, a configu ration C is of equilibrium if the following conditions are verified: (i) The configuration C is compatible with the constraint at any instant; (ii) For any virtual displacement, relative to C, and at any instant t, the virtual work a of the system of active forces, corresponding to zero velocity, satisfies the vC (0) following conditions: a
=0
if C is an ordinary
configuration
a <0 vC
if C is a boundary
configuration.
vC
367
3) (Torricelli's principle). For a system with perfect constraints, if the system of active forces is only the weight forces, the configurations of equilibrium are that where the center of mass does not lower for any virtual displacement. THEOREM 3.37 - 1) (KOENIG THEOREM). The kinetic energy for N particles can be written as follows:
+ T°
T=\^l
where i=l
is the kinetic energy of the motion relatively to the center of mass. 2) (GENERALIZED KOENIG THEOREM). The kinetic energy for a system of N particles can be written in the following way:
T=-fij2
+ Tn +
vn-fivGir
where
is the kinetic energy of the motion relatively to the point Q. 3) In particular, if£l = Gyvc,r = 0 we recover the Koenig theorem. THEOREM 3.38 - The condition T = 0 is equivalent to say that the velocity of each element of the system is zero. PROOF. In fact, each term in T is non-negative. THEOREM 3.39 - (THEOREM OF THE WORK). T - T o = , £[0,t] + e £[0,*]. Furthermore, if the system of forces is conservative one, we get:
r-To = - ( / - / „ ) , 368
□
and the total energy, E = T + f, is constant: E = constant. Finally, if the dissipative forces are present, we have the following inequality: E<E0. THEOREM 3.40 - (CARDINAL EQUATION IN STATICS). In static conditions one has the following equations:
(3.40)
e ^ _ a,ep e
M(A)
_j_r,e jp _ Q
= a ' e M ( A ) + r ' e M(A) = 0
3.5 - L A G R A N G I A N M E C H A N I C S FOR P E R F E C T HOLONOMIC SYSTEMS Let a system of N bodies be given. Let (f>k = 0,1 < k < s, be the constraint equations, where
This is a rheonomic system, i.e., the constraints are time-dependent. Let {Fi}lk) is s. Denote with q1, • • •, qn the corresponding coordinates on V and we will call them Lagrangian coordinates of the system. The generic point P{ is identified by a vector: OPi=OPi(q\..-,qn,t),l
= (dqk • OPt)qk. 369
If the con
3) The virtual velocity is given by the following: Vi = (dqk ■ OPi)qk. 4) The kinetic energy, expressed in Lagrangian coordinates, is given by the following:
T = \Ghkqkqh
+ \Hkqk + \b,
where
Ghk = J2 ™-(%> • OPi) ■ (9qk ■ 0?>) N
Hk = Y, 2™>i(dt • OPi)' (dqk • OPi) i=l N
b = J2 rrii{dt • OPi) • (dt • OPi) If the constraint is time-independent
T is a quadratic form:
T =
\Ghkqkqh.
5) (Lagrange equations). The dynamic equations can be expressed in the following form:
J2rriiai-(dqk-0Pi)=aQk, i=i
where
«Qk = Y,Fi(d1« -03) are the Lagrangian components of the s y s t e m of forces 6) The Lagrange equations can be expressed in the following alternative
(3.41)
-{dqk-T)-{dqk-T)
form:
= aQk
7) For conservative systems the above equations can also be written in the following form: (3.42)
dt
(dqk ■ L) - (dqk • I ) = 0
370
where L = T — f = Lagrange function. 8) For systems that are only partially conservative, Lagrange equations can be ex pressed as follows: jt(dqk
■ L) - (dqk ■ L) = "Q'k,
where aQk is the Lagrangian component for the system of non-conservative forces, and L = T — f is the Lagrange function for conservative forces. PROOF. The proof is a direct consequence of the Newton equations and the concepts of virtual displacements. In fact, from the dynamic equations: midi - Fi = 0,1 < i < N, after scalar multiplication for any virtual velocity, and summing over all i £ {1, • • •, iV}, we get: N
N
i=l
i=l
As this equation must be verified for any qk, we must have: TV
N
Y,(™tai
- F{) • (dqk • OP{)qk =0^
^ m ^
• (dqk • OPi) =
a
Qk,
i=l
i=l
with vFi ■ (dqk • OPi) = 0. Furthermore, N
N
(dqk -T) = ^2 rriiVi • {dqk • Vi), (dqt '^)
= ^2
i=l
m
iVi ' (dqk • v,-).
i=l
In addition, we have: N
(dqk • t;,-) = (dqk • OPi) =* (dqk • T) = £
r r w ' iPqk • OPi)
i=\ .
^
N
-(dqk
• T) = £
N
,
rmoi ■ (dqk • OPi) + £
1=1
1=1
and -{dqk
■ OP]) = (dqk ■ Jt(OPi))
= (dqk • vt).
As a consequence, we get: N
(dqk -T) = ^2
N
m,a
'' (
9qk
0P
+
' ^ S
1=1
*=1
371
>
mm ■ —(dqk ■ OPi)
miVi
' (dqk ' v^'
Hence, dt
(dqk ' T) - (dqk • T ) = ] £ rmai(dqk • OPi)i=l
This can be expressed as follows: d (dqk-T)-(dqk-T) dt
=
a
Qk.
Finally, if the force is conservative, we get: Qk = ~{dqk • / ) .
□ THEOREM 3.41 - An alternative way to write Lagrange equation is the following: Ghsqh + [{dqk ■ Gh3) - l-{dq3 - Ghk))qhqk
+ (dt - Ghs)qh
+ ±{(d* • Hs) + [(dqk • Hs) - (dqs • Hk)]qk} - \(dq3 • b) = a Q a . PROOF. It is a direct consequence of Lagrange equation, taking into account the expression for the kinetic energy. □ ( P COROLLARY 3.3- For sclerhonomic system, with n-dimensional configura tion manifold V Newton form:
(qk), Lagrange equation can be expressed in the following pseudo-
«* + G?i«V = QJ' where Gkj are the connection coefficients of the Levi-Civita connection on the Riemann manifold (V,G), where G = Grsdqr ® dqs, with T = \Gr3qrq3 the kinetic energy of the system. Furthermore, one has QJ =
GhiQh.
PROOF. It follows directly from the above theorem, taking into account the following relation: G\r = [(dqi.Grh)
-
\(dqh.Gn)]Ghi
□ 372
^
COROLLARY 3.4 - Admissible motions for free sclerhonomic system are identi
fiable with geodesies of the Riemann manifold (V, G) as defined in the above corollary. THEOREM 3.42 - (THEOREM OF THE WORK). For sclerhonomic systems we get: a
(3-43)
C =
a
Qkqk
and dT = aC.
(3.44)
THEOREM 3.43 - (STATICS FOR PERFECT HOLONOMIC SYSTEMS). A con figuration (qk(o)) is of equilibrium one iff the following equation is verified: a
Qk(qk:(o), qk = 0) = 0.
(3.45)(Lagrange equation in statics)
PROOF. From Lagrange equation, it follows that condition (3.45) is necessary as in an equilibrium configuration one has qk = 0, hence T = 0. The sufficience follows from the existence and uniqueness theorem of solutions for ODE's. □ THEOREM 3.44 - (THE INTEGRAL OF ENERGY). IfL does not explicitly depend on the time, we get the following conservation law: H = (dqk • L)qk — L — const. Furthermore, if the constraints are time-independent,
we have
H = T + f, where H represents the total energy of the system. PROOF. As (3.46)
^
= (dqk • L)qk + (dqk • L)qk + (dt - L),
from the Lagrange equation we get: l ±(dqk
dt
■ L) - (dqk ■ L)]qk = 0.
Hence, ■ L) + q\dq
ikjt{dqk
• L) - ^
+ [Ot ■ L) = 0.
As a consequence, we have: d
[(dqk-L)qk-L]
dt
+ (dt.L) 373
= Q.
Finally, if the constraints are time-independent, T is a quadratic form, and we get: (dqk-L)qk
(dqk-T)qk=2T.
=
From (3.46) we have: H = 2T - ( T - / ) = T + / .
□ ^ R E M A R K 3.29 - (CRITERION FOR STABILITY OF CONSERVATIVE PER FECT HOLONOMIC SYSTEM WITH TIME-INDEPENDENT CONSTRAINTS). The point p = (xj, • • •.,XQ) G M, is an extremum (minimum or maximum) for the function /(a; 1 , • • •, xn) iff the following conditions are satisfied: Df(p) = D2f(p)
= • • • = O m - 1 / ( p ) = 0,Z> ra /(p) ± 0,m = even.
Furthermore, if the ra-th form = (dxh ■ ■ ■ dxjm ■ f)(p)
H(q) = Hh...jmq^-^
is positive (semi)definite (resp. negative (semi)definite) p is a point of (relative) min imum (resp. point of (relative) maximum) for / . Furthermore, if H(q) is indefinite, then p 0 is a saddle point. In particular, if m = 2, setting •••
H\\
A = [H{j],
Hin-i
•, A\ = # n ,
An-X Hn-11
"•
-Hn-ln-1
we have a system of submatrices such that A3A„-i
D-'OAI.
Then, we have the following: a) If det A > 0, det A n _ a > 0, • • •, det Ax > 0 => H
is positive definite
(namely p is a point of minimum); b)If det A
[ > 0, n = even ] f < 0, n = even \ \ . > , det A n _ i < > => # is negative definite 6 [ < 0, n = odd J ( > 0, n = odd J
(namely p is a point of maximum). 374
For example, if (n = 2, m = 2) we have:
(TJ ^_\(dxdx.f) ^tJ,~[(dydx.f)
(dxdy.f)' (dydy.f)
= (dxdx.f)(dydy.f)
-
(dxdy.f)2
= det A. Therefore, one has the following: det A > 0,
det Ai = (dxdx.f)
> 0, minimum;
det A\ < 0, maximum det A < 0, saddle point; det A = 0, it is not possible to decide . REMARK 3.30 - In the following we resume classifications for the quadratic forms: n
(3.47) (quadratic form)
] T a^-A'A',
X\Xj
€ R.
t,i=i
This will be useful in all applications concerning the stability of dynamic systems. Classification of quadratic forms Set An D A n _! D A n _ 2 D - - O A i the principal submatrices. | | Positive semidefinite:
J2aijXiXj >0 det A n >, det An.x |
> 0, • • •, det A1 > 0
| Negative semidefinite:
det A n {> 0, n = even; < 0, n = odd} det A n _ ! {< 0, n = even; > 0, n = odd}
|
| Positive:
Y^aijXiXj >0 det A ^ 0; det A n > 0, • • •, det Ax > 0 375
I I Negative: det A ^ 0 det An {> 0, n = odd; < 0, n = odd} det A n _i {< 0, n = even; > 0, n = odd}
|
| Indefinite: None of above cases: Criterion 1 : 3 det Ap < 0, (p = even) Criterion 2 : 3 det A p i < 0, det Ap2 > 0,pi,p 2 = odd Criterion 3 : 3a zl > 0, a^j < 0, i / j .
□
(QUADRATIC FORMS AND CONICS). If the quadratic form
(3.48)
« n Ai2 + 2a 12 A!A 2 + a 22 A 2 2 ,
is positive (resp. negative) then the equation: (3.49)
alxx2 + 2aX2xy + a22y2 = k > 0
(resp.fc < 0)
represents in the plane (xy) an ellipse with centre at O. If (3.48) is indefinite, and d e t a i l / 0, then (3.49) represent a hyperbola (Vx ^ 0 ), with centre at O and with asymptots given by the following equations: axlx2
+ 2a12xy 4- a 2 2 y 2 = 0 .
D (QUADRATIC FORMS AND QUADRICS). If the quadratic form (3.50)
a n A i 2 + a 22 A 2 2 + a 33 A 3 2 4- 2a i2 AiA 2 4- 2ai 3 A!A 3 4- 2a 23 A 2 A 3
is positive (resp. negative) any equation of the type: (3.51)
anx2 + 2a12xy + a22y2 + 2a23yz + a33z2 + 2a13xz = K > 0 (resp.if < 0)
represents in cartesian coordinates (x,y,z) an elHpsoid with centre at the origin. Furthermore, if (3.50) is indefinite, and if det a ^ ^ 0, then (3.51) represents a hyperboloid. ^
THEOREM 3.45 - (LINEARIZED EQUATIONS FOR CONSERVATIVE SYS
TEMS). 376
1) The linearized Lagrange equation for conservative systems is the following: n
(3.52)
J2
A
mk{t)vm
+ Bmk(e)um
+ Cmk(e)um
= 0,1 < k < n,
m=l
where: Amk(e) =
Gmk(e),
Bmk(e) = {(dqm ■ Ghk)(e) - (dqn • Gmk)(e) - (dqk ■
Gmh)(e)qh(e)
+ \[{dqk ■ Hm) - (dqm ■ Hk)](e) + (dt ■ Gmk)(e)}, Cmk{t) ■
= (dqm ■ Ghk)(e)qk(e) - \(dqmdqk
■
+ [(dqmdqs ■ Ghk)(e)}
Ghk)(e)]q\e)q\e) - (dqkdqm ■ Hh)(e)}qh(e)
+ {(dtdqm ■ Gkh)(e) + (dqmdqhHk)(e) + ^(9tdqm
■ Hk)(e) - -(dqmdqk-)
+ (dqmdqh ■ / ) ( e ) .
Here (e) is the point on the equation on which one wants linearize: (qk(e),qk(e),qk(e).
(e) =
2) The general solution of (3.52) is the following:
um =
(3.53)
J2^r^Xi\
i=l
where Cz-, 1 < i < 2n, are arbitrary constants, and £ m are solutions of the following system: XmkWS"1
= 0,
that is compatible iff one has A = det(Xmjfc(A)) = 0, where Xmk(\)
= Amk\
+ Bmk\
+ Cmk-
3) The roots of A can be real, complex or imaginary ones. Let us distinguish cases. a) Xj =
/J.j±iuj, 377
these
then: + ( e , m ) 2 cos(u^ + Sj + ^ )
vm = ] T e^Cjy/ik^y
(3.54) wiiere
m
and (7j-, (j>j = arbitrary
constants.
We can have two possibilities: (i) fij < 0 => damped harmonic oscillations, (stable configuration) (ii) fij > 0 => non-damped harmonic oscillations, (Instable configuration).
b) Xj = ztiufj,(fij
= 0),
then
(harmonic oscillation (stable motion)). c) Aj = ^j,(ujj
= 0)
then:
Thus, we have two possibilities: (i) //j < 0 => (damped oscillation stable motion), (n) /ij > 0 => (non-damped
oscillation instable motion)
PROOF. 1) Let us consider Lagrange equation. After linearization we get: (dU"
■ <M(e)uma
= 0, {Um)
= (?*, q\ qk), (uma)
= (uk, v\
uk)
where (j)k = functions that define Lagrange equation. Let us consider a solution of the type: vm
=CmeXt,l<m
where £meA are constants. We get: r (AmkX2 + BmkX + Cmk) = 0.
(3.55) Set:
= AmkX + BmkX + Cmk-
Xmk(X) We have that £
m
are solutions of the system:
(3.56)
XmA(A)r=0,
if A = det(Xmk(X)) = 0. This is an algebraic equation of degree 2n. Let Ai, A2, • • •, be roots of the equation A = 0; then, for any A;, 1 < i < 2n, we get a set of solutions £™, of equation (3.55), hence a set of solutions of equation (3.52): vm = ^ m c
Ai
' , l
<2n.
Therefore, the general solution of equation (3.52) can be written as given in (3.54). The roots of A can be real, complex or imaginary ones. Then, taking into account that: e ±lLjt = cos ut ± i sin ut, we get n
ism = ^e»it[(kjrnaj
- e^bj)cosUjt
- (k^bj
+ e^a^sinc^].
i=i
Therefore, after elementary calculations we have (3.54). □ k THEOREM 3.46 - If the configuration q (e) is of equilibrium, then equation (3.52) becomes the following one: (3.57)
Amki>m + amkum
= 0,1 < k < n,
where amk = (dqmdqk • / ) ( e ) . Furthermore, if (qk(e)) is a position of stable equilib rium, we get T = | W « \ /
* ahk(qk - qk(e))(qh
- /(e))
and the quadratic form T and f are positive definite. Therefore, the solution of A = 0 is imaginary. As a consequence, the general solution of equation (3.57) can be written as follows: n
vm = YJ Cjxjm
c o s
K ' + *; + *;)■
379
DEFINITION 3.36 - 1) An ignorable Lagrangian coordinate is one qk such that for conservative systems results: (dqk • L) = 0. Otherwise we say that qk is an non-ignorable Lagrangian coordinate. 2) A steady state motion is one such that the following conditions are satished: (i) Any non-ignorable coordinate q is such that qk = const,(<& qk = 0). (ii) The velocity qk of any ignorable coordinate qk is such that qk = const.(& qk = qk(t0)(t THEOREM 3.47 - The momentum
- t0) +
qk(t0))-
of an ignorable coordinate is constant.
qkignorable coordinate <£> (dqk • L) = pk = const. PROOF. It is a direct consequence of Lagrange equation:
jt(dqk.L)=0.
n £
THEOREM 3.48 - (CRITERION TO RECOGNIZE STEADY STATES).
For a system with time-independent the following equations:
constraints, the steady states are solutions of (dqr -L) = 0.
PROOF. From Lagrange equation we get that for non-ignorable coordinates, in a steady state one has: {qk = 0
,
q = const.}
where q are ignorable coordinates. As a consequence we get: |(%-£) =
|(%-T)
= jf(dqk
■ [Girfqi
= jt(dqk
■ Gyfl'V)
+ Gijq'qJ + G y j ' f ])
(dqk ■ L) = 0.
□ 380
THEOREM 3.49 - (STABILITY OF STEADY STATE). The study of stability around the steady state motion is obtained by linearization of Lagrange equation around such a configuration. The discussion is similar to the above made for a generic configuration. 3.6 - R I G I D B O D Y D Y N A M I C S (A) C E N T E R OF M A S S F O R C O N T I N U U M S Y S T E M THEOREM 3.50 - 1) If the body is continuous,
with mass distribution
p and, at
t G T, occupies the domain D, then the vector position of the center of mass given by the following formula:
is
O S = — I OPprj = xlGdxi = {— I x3 py/det gijdx1 A dx2 A dx3}dx{ V> JD ^ JD where rj = y^det gijdx1 A dx2 A dx3 is the canonical volume form. 2) In particular, if p = constant, we get / x3 ^/det gijdx1 A dx2 A dx3 vol(D) "(D) JD PROPOSITION 3.27 - (PROPERTIES OF CENTER OF MASS). 1) If the body is plane, then the center of mass is in this plane. 2) If the body has a plane of symmetry, then the center of mass is in this plane. 3) If a body, with constant mass-density p, has some holes, then the center of mass coincides with one of the corresponding body without holes, but where the regions occupied by the holes have mass-density —p. EXAMPLE 3.10 - 1) CENTER OF MASS OF HOMOGENEOUS SEGMENT. G is in the middle point of the segment. 2) CENTER OF MASS OF ARC OF CIRCLE. u
# sin 0O a XQ — — ^ '
=
na
, ° = angle-arc.
PROOF. Taking into account that x = R cos 0 , y = R sin 0 =£• x = —OR sin 0, y = OR cos 0 , we get: xG
^- / i?cos0(v/x2+y2)^ ™ J[o,t]
i-/
r
T?
r
i?coseedt = % f
KV J[0,t]
cos Odt
V
J[-0o V J[-o 0,e0)
R sin 0o ~~0^~
n 381
3) CENTER OF MASS OF CIRCULAR SECTOR. 2 # sin 0O PROOF. Taking into account that
ol(D)= I
f
pdpAdO = ^ - , z
J[o,R] J[-0o,eo]
we get: XG =
~B?0 J
Xpdp
A de
o s Odp i p22 ccos = -^2^■ /I P Odp A dO
' JD
-?K
I
p'dp I
0 J[0,R]
cos ode
J[-d0,0o] J[-9o,<
2Rsin00 3 00
n (B) M O M E N T S OF I N E R T I A O F C O N T I N U U M S Y S T E M S . THEOREM 3.51 - 1) If the body is continuum, its moment of inertia Ja with respect to a line a is given by the following:
- I
PS\
P JD where 8 is the function distance from a. 2) If the body has constant mass density p we can also write: Ja — pja,ja
= I S2rj = moment of inertia of figure. JD
3)(HUYGHENS THEOREM) The moments of inertia with respect to two parallel axes a and b are related by the following:
Ja =
Jb+Kda-db')
where da, df, are the respective distances of a and b from a parallel axis passing through the center of mass. EXAMPLE 3.11 - 1) HOMOGENEOUS SEGMENT. The moments of inertia of figure, with respect to axes _L the segment, and passing through its middle point, are all equal to ic — 12' w n e r e ^ = length of the segment. 382
PROOF. ic = / s2ds = J\-i-1/2,1/2]
I2
□ 2) ARC OF HOMOGENEOUS CIRCLE. The moments of inertia of figure are given by the following:
jr,=J<:-JtPROOF.
-I*
y2fi
K = l
JD
= f R2 sin 2
0(y/x2+y2)dt
JD
= f R2 sin 2
0(VR202)dt
JD
= R3 f 1 c
I 2$
On the other hand, as sin0 = ±y/ ~ ™ , /
sin 2 0d0= - f
sin sir 2 OdO
we get:
(1 - cos 20)dd = - f
(1 - cos x)dx
l(AQ f , . , 2fl0 -sin2fl 0 = -(40o - / dsmx) = . 4 Z J[-2e0,20o) In order to calculate j£, it is simpler to apply the theorem of Huyghens, after cal culating the moment of inertia with respect to an axis ± the plane of the arc, and passing through the center O of the circle which belongs to the arc. □ 3) HOMOGENEOUS DISC. The central moments of inertia of figure are given as follows: TTRA
1 .
j£ — 3r) — 2*?C ~~ o PROOF.
JD
JD
J[O,R] J[O ,2n]
Z
□ 383
4) HOMOGENEOUS RECTANGULAR PARALLELEPIPED. The central moments of inertia of figure are the following: abc/l0
.
9s
9.
abc, 9
.
abc, 2
T2 \
5) HOMOGENEOUS CIRCULAR CYLINDER. The central moments of inertia of figure are the following:
Jz=Jv = '*R M -4r + T^]> 12 J ' k ^=
2
PROOF. Let us use a cylindrical coordinate system.
i c = / A = / p2pdPAdQAdC= JD
JD
f
dC f
}
dO f
^[0,2TT]
J[-h/2,h/2)
^[0,^]
p*dp= Z
^.
V2)pdpAdOAd(
i* = [ (C + JD
(2d( f
= f J[-h/2,h/2] 7TR2h3
dO I
J[0,2n]
pdp + f
J[0,R)
d( f
J[-h/2,h/2]
sin2 OdO f
J[0,2TT]
p3dp
J[0,R]
TThR4
□ 6) HOMOGENEOUS SPHERE. The central moments of inertia of figure are the following: STTR5
Jt=Jv=J<
= ~]^~-
PROOF. Let us use a spherical coordinate system.
h = / (C2 + rf)p2 sin
= / p 4 sin 2 6 sin 3
p4 cos2 <j> sin <j)dp A dO A d>
JD
f - /
. 3 . , . R527T f sin
, cos 0 sin <^d<^.
2
Taking into account the following (a)
sin 3 <j>d(j)
/ J[0,Tr]
-i
s i n 2 (j> s i n (j)d<j)
J[0,v]
(1 — cos2 ))d cos (j) [0,n]
-I
3
c o s 2 (j) s i n (j>d(j)
/
(6)
(l-s2)
-I
c o s >c? c o s > T]
L
1,1]
3
We complete the proof. □ THEOREM 3.52 - (ANGULAR MOMENTUM AND MOMENT OF INERTIA TEN SOR). 1) The angular momentum Q, of a rigid body in instantaneous spherical motion (around the point A) can be written as follows: (3.58)
Q=
>e s*
where UJ the angular velocity and 5J(S)
Ie
ES*OS*
is a symmetric tensor of type (0,2), called the moment of inertia tensor of the rigid body with respect to A. Thus, J_ can be represented by a symmetric 3 x 3-matrix l=JrP0rQ0p, ©< with (Jrp) =
A -D -F
-D B -E
-F -E C
Here, {0r} is the dual basis of a basis {er} of S. By using the canonical S = S*, we can also write: (3.59)
a = j( w ) e s, 385
isomorphism
where:
J G L(S) = S* (££) S, J = moment of inertia tensor J = (ids* <8>'#_1)o J .
2) With respect to a coordinate system we have:
n = ar0r fir = «/rp^P
Q = Slkek,
ak = argkr
= Jrp9krup
= JPku, JPk = JrP9kr •
3) If u is a unitary vector passing through the point A, the invariant ( > 0) Jrpurup
Ju = J(u) =< J_,u®u > =
represents the moment of inertia with respect to the axis identified by u and passing through A. 4) The quadric of the symmetric tensor J_ is called the inertia ellipsoid. Its axes are called principal axes passing through A. In particular, if A = G is the center of mass, then the principal axes are called central axes. 5) The corresponding kinetic energy is the following: 1
T = - < JjjJ (g) U) >=
1
— < Q,Lt> > =
1
—JrpUrLJ
6) With respect to a cartesian system (e^) we get: Ufcy
Ub ^ Ofn
«/ f
•
PROOF. The proof is standard and can be obtained by direct computations. □ THEOREM 3.53 - The principal axes passing through A are identified by means of the eigenvectors of the moment of inertia tensor, with respect to A. Then the corresponding moments of inertia are the relative eigenvalues. Furthermore, if UJ is parallel to a principal axis, then the corresponding angular momentum is parallel to u: Q, = Aw, £
^
A e R.
THEOREM 3.54 - (GENERALIZED KOENIG THEOREM FOR RIGID
BODY). For a rigid body one has the following expressions for the kinetic energy. 386
1) T
+ 9
= ^ A
<
-,w
> +,JLVA
'^
X
" ^
where A is any point of the body. 2)
TA = TG + -fi(u x Z3) 2
PROOF. 1) From the generalized Koenig theorem we get: T
= ^ A
+ TA+vA'
HvGtr.
On the other hand, we have: V
VG
=
VA
+ W X AG => Vc,r = VG ~ VA = Vx x
G = VA + w x AG => yc,r = vG ~ VA = w
^5-
Au.
□
Let us consider the Koenig theorem 2) Let us consider the Koenig theorem
T=^vh+T°, and from the fundamental relation of kinematics of rigid bodies we have: VG
= vA + u x AG =» vG = v\ + (u x AG) 2 + 2v^ • (a; x
Au).
By using this relation in the Koenig theorem, we have: T = TG + ~fiv2A + -/u(w x Z 5 ) 2 + ^u A • (w x
A5).
Therefore, from the generalized Koenig theorem, we get: T = ^VA
+
T A
+ /">A • (w x Z<3)
= TG + - / i i £ + -/x(w x I 3 ) 2 + /iu A • (w x l 3 ) TA = TG + ^ ( u ; x l 3 ) 2 .
□ 387
REMARK 3.31 - (GENERAL EXPRESSION OF THE CARDINAL EQUATIONS FOR DYNAMICS OF RIGID BODY). The dynamics of rigid body can be described by the following ODE's: u an = eF (3.60)
il(A) +[ivAxvG
=
e
M(A)
where: il(A) = 7
(
% ) + w x J ^ V ) = J
+ J<^r V u ,
is the velocity of the angular momentum. 1
J
-'2
v 7
■j^,
( J< V ) =
„
L/^31
J{A\ (A)
«/ " 2
«/
J(A)32
J(A)33
A -D -F
2
-D B -E
-F -E C
( p The second cardinal equation can be written in the following way: j<*>rV + +
(3.61)
iV1(vA ■
J(A\
3
r
-
J(A\\^
AS)- (vA-uj)(AG)t-- = M^ 1
r
J< A > r V +
J(A),
+ u2{vA •
12)--(^•^(12)^= M„
j^AK3d>r
+ J^A\
2
r
- j<*>rVWl
-
/ ^ / cj r u > i
+ U3(vA ■A&)- -{vA-u)(Ad\-^
^ 3
= MC
If (A; €1, €2, e3) identifies principal axes for A, we have: A 0 0
0 5 0
0 0 C
Then the second cardinal equations can be written in the following form: (Euler equations): u(A - {B -- C)w,a;c + u((vA ■ id)--(vA-u)(A&)(=M( (3.62)
w„B - (C -- A)u(ut + u,,(vA
• AS)-- (vA ■ u,)(A8)n = M„
wcC - (A --B)iO^U>r,
•13)-- (vA • w)(X3)c = Mc
+U<(vA
388
THEOREM 3.55 - (POINSOT-MOTION). We say that a rigid body motion is of Poinsot t y p e if there is a fixed element A of the body, and M(A) = 0. The dynamic of Poinsot type is completely described by the following ODE's: u^A
- (B - C)U}VLJC = 0
wvB - (C - A)u; c c^ = 0 ucC
-(A-
= 0
B)UJ^V
(3.63) Then, we gave the following properties. 1) In a Poinsot-motion there are the following conservation laws:8 £l(A) = const.,
T = const.
With these two integrals it is possible to integrate the above equations completely in terms of elliptic functions. 2) The inertia ellipsoid, with respect to A, is in contact with two fixed planes, -IT and 7r', that have the same constant distance 6 =
from A, and are ±Q(A).
mr AM
=
const
-
Furthermore,
M = \\APt\
= \\APi\,
k = ^
y^f- =
const.,
where Pt and P't are the contact points of the inertia ellipsoid on the planes TT and 7T'.
3) The Poinsot motions that are also rotation, are those around a principal axis of inertia. These are uniform ones. This can happen iff at the initial instant the rotation axis coincides with a principal axis of inertia. 4) In a generic Poinsot-motion the instantaneous rotation axis describes respectively in the inertial frame, and the body-frame, two cones (Poinsot cones). 9 8
T h e line indicating the direction of Q(A) is called invariable line.
9
These cones are called respectively space and body cones. More precisely the space cone is fixed
in the inertial frame, and the body cone is fixed in the body frame. T h e n , we can also say t h a t in a Poinsot motion one has a rolling without slipping of one cone on the other. Equivalently we can say t h a t the ellipsoid of inertia, corresponding to the rigid body, rolls without slipping on the invariable planes. In the space frame one sees a rotation (or precession) of the angular velocity a; about the angular m o m e n t u m fi. In general, the motion of the inertia ellipsoid on the invariable planes is not of pure rolling not pivoting one. In fact, the instantaneous rotation axis does not belong to the invariable planes neither is orthogonal to these planes.
389
These cones intersect respectively on the invariable planes 7r, 7r', (resp. on the inertia ellipsoid) two curves: herpolhodes (resp. polhodesj that are symmetric with re spect to A. Each polhode rolls without slipping on the corresponding herpolhode. If the inertia ellipsoid is of revolution around the (-axis, the Poinsot-motions are regu lar precessions with ( as figure-axis, and the line parallel toQ,(A) as precession-axis. Then, the Poinsot cones result of revolution ones. 5) If the inertia ellipsoid is a sphere, all the Poinsot-motions
are uniform
rotations.
PROOF. 1) The conservation laws follow directly from the second cardinal equation and from the theorem of the work. 2) Let Pt and P[ be the points where the inertia ellipsoid intersects the instantaneous rotation-axis.
We have: APt 2
following equation: F = A(
= —AP[ = ku. Let the inertia ellipsoid have the + Brj2 -f C(2 — x = 0? k
w
^ n respect to the principal
axes passing for A. We have APt = kio tk = £ti + ne2 + (e3. Therefore, k2[A{u1)2
fo-
+
3 2 2 B(u2,)22 ) 2 .+ C(u 2T = x =» k = yf£f = constant. Furthermore Q, is _L fu>) 3])2! = x =* k 2T the inertia ellipsoid in the points Pt and P[. In fact, a vector v = vkdt)k is tangent
to the inertia-ellipsoid iff v.F = 0 => vk(d£k-F)
= 0. This equation in the points Pt
l 2 2 3 3 and P[ can be written 2k[v1 Au = 0. This means that the vector IU1 ++ v Bu S ++v Cu "]3 ] = x 2 3 £l(A) = Auj ei -f Bu> e2 -f Cu eze3 is _L the inertia ellipsoid in the points Pt and P[.
Then, we recognize, also, that the planes 7r and 7r' are always parallel to the same fixed plane. Furthermore, their distance 6 from A is also constant. In fact,
°
=
APfT^i
|0|
= \ T^W.-rrrr = «/ —— —— = ——— =
V 2T |ft|
V 2T |0|
\Q\
constant.
Therefore, the planes TT and TT' are at rest. 3), 4), 5) can be directly proved. Let us explicitly prove point 4). Thus, we will prove that, under our hypotheses, there exist two axes passing through A, that are respectively joint with the inertial frame and the body-frame, and are on the same plane with the axis for A parallel to u. We will show that these axes are respectively £ and an axis p passing for A \\ £l(A). In order to state that the motion is a precession it is enough to show that any vector J_ the plane identified by the axes p, ( is ±u. In fact, let us consider a vector x' =— Z1 1ei + Z22e-2 +, Z3e3, and impose ± ( , i.e., ±e 3 => Z3 = = 0. 11 2 1 2 Impose, also, that x±p => 0 =WuiAZ + w BZ . As A = B => 0 = u^Z + w Z . Let Z As. 2 2 ] 1 2 us, now, verify that u.x = 0. In fact, u.x = u i Z + u2Z . In order to prove that the precession is regular, we will show that the components of u on p and C respectively are constant. In fact, from the Euler equation we get CJ^C = 0 =>- u^ = constant. 390
Furthermore, from the conservation of kinetic energy we have: constant = T = -(A[u^ -f u^] + Cu>%) => u;| -f CJ^ = constant
|u>| = constant => cos((u>) = -r~i = constant
£u; = constant and cos(pZD) = l ^ y f l ^ = constant
jxD = constant => p£ = constant. This last relation assures that the precession cone (with axis p and generatrix () is of revolution. Furthermore, also the Poinsot cones (the space cone with axis p, and body cone with axis £ ) are of revolution. □
391
4 - CONTINUUM MECHANICS
4.1 - F L O W Kinematics of a continuum medium is described by the concept of flow, that, partially, we have described in section 3.1. Here, we will further characterize this fundamental structure, by showing important geometric objects that can be associated to any flow. DEFINITION 4.1 - A flow is a 1-parameter group of transformations of the Galilean space-time: >:TxM->M i.e., {<j>\}\£T is a group of diffeomorphisms of M. REMARK 4.1 - If at the initial instant t = to we consider that the domain D of the continuous medium, is with boundary dD, locally given by the parametric equations 22 xkk = xk(u1,ul,« ),), then at the instant t -f A, the domain D\ = <j>\(D), will be with boundary dD\ given by the following parametric equations: 22 {
=fk(u\u2-xc fk(u\u2-x\X).
PROPOSITION 4.1 - A Bow <j> is equivalent to a frame. PROOF. If ^ is a frame, we get the following associated flow:
<M A >P) = *I>(T(P) +
^P)
Vice versa, if > is a flow, its frame is the following:
^ ( * , P ) = ^(*-'KP)>P)
D DEFINITION 4.2 - To any continuum system, with flow <j>, it is associated the frame body-frame defined by <j). 2) The space of a continuum system with flow > is the set S^ of its flow-lines: S+ =
M/~
where ~ is the equivalence relation induced in M by <j>:
p~P'
&P' =
REMARK 4.2 - 1) For a regular flow, (and we will always assume flows of such a type), S
g+iS+xT-^
induced by the vertical metric g on M. 2) In particular, if the flow is rigid, S^ results in a Euclidean 3-dimensional affine space. In the following table we consider some important fields of geometric objects associ ated to a flow.1 TAB.4.2 - Geometric objects ass.flow > Name
Definition
velocity
4> = dcf> : M -+ JD(M)
acceleration
<j> = V ^ : M -> vTM
inf.strain velocity
e = \C^g : M -+ vS°2(M)
spin
s = |rot<£ : M -H-
gradient of strain
F = vD2<j> : T x M -> vV(M, M)
strain
Ux =
VA°2(M)
Fxg:M-+vS°(M)
volume strain
Vx =
inf.volume strain vel.
v = C^T] : M -> vA°3(M)
displacement vector
u(A,p) =
I I For rigid flows one has e = 0 and F\ E 0 ( S ) . I | For ispcoric flows one has det F = ± 1 , V\ = 77, v = 0. REMARK 4.3 - (EXTENSION AND EXPANSION OF FLOW). I)(EXTENSION) 1) Let us define extension the following mapping: e:TxMx
T
M->R
e(W)^y-y»-i d(p,p') Compare also with standard formulations of Continuum Mechanics, (see e.g., refs.[32,51,l48]).
394
2) We can exprime the extension by means of the strain tensor U\. We have:
e(A;p p) =
'
V^)~
where s = p' — p G S. 3) We can also exprime the extension by means of the displacement vector: Au : T x M x T M -> S Au(A;p,p') = tx(A,p) -
u(X,p)
In fact, from the relation s\ = s — Au and taking into account the bilinearity of g, we get: g S Au>> + d(^u,Au) e(A;p,p') = / l _ 2 ( '
_
l
4) Note that, for A 6 T and p 6 M , Au defines a vertical vector field on M: ux = (Au)x,P> : M -► vTM ^ M x S
that we call also displacement vector. 5) Then, we define infinitesimal strain, for a displacement uA : M —> vTM, following field of geometric objects:
Its local representation is the following:
e
ij = 2^Ui/J
+
395
u
J/^'
the
6) Then, we will say infinitesimal extension in the direction / the following scalar: < Z®/,e > = tijVV
II)(EXPANSION) 7) We similarly define, for any A G T , and compact 3-dimensional vertical domain D, i.e., D C Mt,t G T, expansion
v(\,D):
ID7!
8) We define infinitesimal expansion
v = Cu. — divttA
In coordinates we get v = ulfi Thus we also have: v = tr(e) = eijg*3 that relates the infinitesimal expansion with the infinitesimal extension. For isocoric transformations we get tr(e) = 0. In the following table we resume some important examples of infinitesimal transformations. TAB.4.3 - Examples of infinitesimal transformations 1) uniform expansion
ul = cx\c G R eij = cSij^v = 3c
2) simple extension
u* = clHjx^ce
R
e{j = clilj,v = c 3) shear strain
ul = 2climjy:i,c
GR
eij = c{lirrij + ljm,i),v = 2cliin% 396
4.2 - S T R E S S T E N S O R A N D M O M E N T OF S T R E S S T E N S O R DEFINITION 4.3 - 1) The stress P(n) in the direction n, in a continuous body, is the pressure on a surface, normal to n. 2) The stress tensor is a section: P :M -> vT$M 2* M x T2°(S) of the fiber bundle vT$M -> M. 3) Then the stress in the direction n can be calculated by the following: P(n) = 'P\n : M -> vTM 2* M x S. If the surface is given by the equations s(x,t) rij(x,t) of n are given by: n , 0 , t) = (gaP(dxa
= constant, then the
components
• s)(dxp • s ) ) " 1 / 2 ^ • s)
where nk(x,t)
== n iO rij(x,t)gjk.
PROPOSITION 4.2 - 1) The stress tensor P has the following representation ordinates: P = Pijdx{ l®d; ®dxj.
in co
Then, we get: P(n) - = Pih PJrfdxj where Pij = Pik9k]One has:
. . J P(n)O^W;. =PtJnl-P(n)k=Piknl. P(-n)
=
-P(n).
P(n) = P(n)jdxj\ 'dxj;
P(n)kdxk.
REMARK 4.4 - In general we can write P = -pg + p where p is a numerical function on M, called isotropic pressure and p is the deviatory part, (i.e., non-isotropic), of P. This splitting is useful for fluids, where in static situation we have p — 0 and the pressure becomes purely isotropic. 397
DEFINITION 4.4 - 1) The moment (or couple) ra(ra) of the stress tensor in the direction n (with respect to a fixed point O), is the moment, with respect to O, of the pressure P(n). 2) The s t r e s s moment is a section m:M
-> vTf*M
of the fiber bundle vT$M -> M. 3) Then, the stress moment in the direction n can be written as follows: m(n) = m\n : M —> vTM. PROPOSITION 4.3 - 1) If the stress moment m has the following representation coordinates: m = rrtijdx1
3
m(n) m('t
dxj
with m(n)3 = mi mi3 3n%. We have: m(—n) =
- r—m(n). a(?
2) m(n) is identi£ed with the following vertical vector field: m(n) = *m(n) : m —> vk^M and vice versa m(n) = *m(n) : M —> vTM. In coordinates we get: rh(n) = m3%{n)dxi A dxj, with 2mtJ(n)
n(n)k = = e3irm(n)r,m(n)k =
€kprmpr(n).
3) Furthermore, m identifies the following vertical vector Geld: rh:*m:
M -> vTM (g) vk2QM.
In coordinates we get: m = mkprdxk 398
0 dxp
Adxr
in
with kpr 2m2kpr == eeprmk, mk == eepr eepr mmkpr.
We have:
kpr k makpr = —m-mkrp. j kpr = e gprem qprm nk.
m(n)q = epqrmpr(n)
THEOREM 4.1 - (EULER EQUATIONS FOR CONTINUUM SYSTEMS). The car dinal equations for continuum systems are the following:
— I v'dfjt = I P\n)da dt Jv Jav J / ejkixjvkdfx= tit Jv
+ / B{&n Jv
I (mi(n) + ejkixipk(n))d*+ Jav
f (P + Jv
e^x*Bk)dfi
where B = body force, P(n) = stress in the direction normal to dV, I — body moment, m(n) = stress moment in the direction normal to dV. THEOREM 4.2 - The normal component N of the stress P(n) in the direction n is the following: N = P{n)-n = Pijnini. DEFINITION 4.5 - (THE STRESS QUADRIC). The stress quadric is defined by the following equation: N = Pijrtn3, gijnlnj = 1. THEOREM 4.3 - 1) There exist three principal directions of the stress, and three principal stresses, Pa,a — 1,2,3. These act on the principal planes. 2) On the principal planes the shear stresses are zero, and the normal stresses are constant. 3) The stress tensor P satisfies the following equation: P 3 - IP2 + IIP -111
=0
where I, II, III are the following three invariants associated to P:
II =\(P
-
JJ/=|P»|. PROOF. We shall use the following lemma. 399
I%F?)
LEMMA 4.1 - (Cayley-Hamilton theorem). Any endomorphism A G L(V) of an n-dimensional vector space V satisfies its characteristic equation X(A)
=0
where X(A)
= £(-l)MA'(A))A"-'
is the characteristic polynomial of A. In particular, if dim V = 3 one has X(A)
= X(A) = A3 - /A 2 + IIX -
III
with I = tr(A), / / - tr(A 2 (A)), / / / = tr(A 3 (^)) = det(A).
EXAMPLE 4.1 - In the following we report some important examples of stress. Pi 0 0
uniaxial-stress :
triaxial-stress :
Pi 0 0
0 0 0 0 0 0_ 0 P2 0
biaxial-stress :
Pi 0 0
0 P2 0
shear stress :
0 Pxy 0
Pxy 0 0
0 0 P3
□
0 0 0 0 0 0
An invariant condition for pure shear stress is the following: 7= 0
,
111 = 0
,
Pxy =
{-Ilfl2.
4.3 - LOCAL D Y N A M I C E Q U A T I O N S DEFINITION 4.6 - 1) The flux AC'//.'* of a tensor entity with concentration C"X is the transfer velocity of this entity across a surface. 2) The flux iV, with respect to an inertial frame, can be written as follows: N = J + J, where: 400
a) J is the molecular flux (or diffusion flux), that Bows with respect to the body frame of the continuum system; J = N — J = convective flux = C
system
J:£:k = c:t:vk. 3) The generation velocity of a tensor entity with concentration C.'.'.'/.'.'.' is denoted by *■:£:■ In the following table we report some important fluxes of tensor entities. In the following table we report some important fluxes of tensor entities. TAB.4.4 - Examples of fluxes of tensor entitiesk Entity *::{::*
c:f
Mass Momt.
pyi
0 _pu
Energy
p(e+^2)
qj
Angular
p
J k
pv x e)k
_ is
-m
r:£
K;;£
pyi
0
l 3
pv v
-
pB> 2
p(e + \v V
pijv. js k
P x e)k
3 k l
s
pv x e -kv
pBJVj
pBie^x'
+ pl*
momt. THEOREM 4.4 - (LOCAL DYNAMIC EQUATIONS). One has the following rela tions between C, J, J and 1Z: — = - C d i v v - div J + H ot or in coordinates:
6C" St
(4.1)
= -c:t:vk/k-r£%+KX: = o
PROOF. The general statement of balance equation can be expressed by means of the following formula:
/ (dt.c;;;{;:;)dfx = - f N:yr;hnkda + / n;x:dp, JV
JV
JdV
401
and from the divergence theorem we get:
J{dt.c::£:)dp = -Jv N;:£:/kkdr + Jv n:£dy. Thus we have:
Jj&.c:;t)d» = - Jy:::t?k + ^trfw
+ Jv * " »
= - / [(c::.t>*)/t + r:£/kW + Jvn:x;.dn = - Jv[c::fr/kvk + c::.t>*/k + a
>
+ / nzi'.'.dp Jv
aJ[(dt ■ c:£:) + c;£;;kv W = jj-c:£vk/k k
- r;;£/kk + *>"£:]&•
If A;;;*•"'. is a constant entity, we can write
X [ ( ^F~ } + C-ȣV/* + j::t,i ~ ^::r ]A:::P^ = o. From the arbitrariness of A (4.1) follows. REMARK 4.5 - The general transfer-equation can also be written as follows:
(dt-c;£:) = -N;;::i:;;kk + iz:£:
(dt ■ C) = -div N + K THEOREM 4.5 - i ) i tc = p we get the continuity equatioii : St
k
Tt=~pv 'k
(dt-p) + {pvk),k = 0
402
C
2) IfC = pv we get the motion equation:
-pv'vk/k + P ; "/k+pB"
=
>"')=
Pk
-a') = 0
'ik+RiB1
and also
Svl
=
{ pik/k + pB = -9"P/i +
pik/k+PBi
3) If C = concentration of the moment of momentum, from the equation of the momentum, we get the angular m o m e n t u m equation: m>i/j+pli
eiikPjk=0
+
or in bivectorial form, by putting U = e ^ / - ^ , we have: (4.2)
m^/k
+ pV'+pM
=0
REMARK 4.6 - If the body-couples are absent (/ = 0), and also the stress-moment is absent (m = 0), then the stress tensor is symmetric (Pi tJ J = 0): pij _ pji PROOF. This follows directly from equation (4.2). □ REMARK 4.7 - For the symmetric part of the stress-tensor we get the following equation: PUk)
_ mW)k
+ p{Bk
_ yt _
fflt) =
0.
THEOREM 4.6 - During the flow the mass-density changes according to the follow ing rule: (4.3)
p(to) =
J\p(t), 403
with A = t — t 0 , where J\ is the jacobian of the Bow. PROOF. ^xV
= JA?7,
\ =
t-t0.
From the conservation of mass we get: p(to)v = p(t)
=
□
-ek/k+nkBk
where ek = p(e + -v2)vk
+ qk - PkiVi = e n e r g y flux
nk = pvfc = mass flux. 2) The energy equation can also be written in the following way:
/»4(c + 5«2) = -9*/* + (P*y»i)/t + ,0-BS'-
3) An alternative form for the energy equation is the following:
(4.4)
Pjt
=^ S n
- m^Uij/r
- jfi
+ ph
where h is the b o d y energy source. PROOF. This equation can, of course, be proved starting from the general transfer equation. However, here, we want to prove it using the fundamental laws of the thermodynamics. First law of thermodynamics:The velocity of change of kinetic energy h and of internal energy e equals the work W made on the body by the external forces 404
per unit time plus the sum of the other energies Ua, per unit time. (Many types of energies can be considered, caloric, chemical, electric, etc.):
(«)
5 + f-^+E"a
In the following formula we will consider only thermic one, denoted by Q. Thus, we have: l H = — 2 I pviV djj,,
E_= I pedfi
Jv
j
W=
Jv
js
+ f (PijVj Jdv
f p(B Vj - e ijj3)dfi Jv qxriidcj.
Q = I phdfj, — I JV
mij9ujs)hida
JdV
Then, by means of Stokes theorem, we get: 8
JL
St
I
/ Jv
[papvpdp +
SE = /f r[p-ft 8e dV +
Jy rp W = i [P /rvp Jv iv
e
A
-vpvp—(pd(i)] ^(Mi)]
~St
Q= f\-qp/p
+ Prpvp/r
- mrp«/rupq
- mrpqujpq/r
+ p{Bpvp - lpqLopq)]dfi
+ ph)dp
JV
where q — —ql/i + ph is the heat per unit volume. It is also useful to define the heat per unit mass: q — — ^ql/i + h. Of course Q = Jv pqdp. If we write vp/r = epr + wpr in W, we get: W = l {(Prp/r
Jv
+ pBp)vp - ( P M + mrp*/r
+ plpq)u>pq + (P{rp)epr
-
mrpqu;pq/r)}dp.
Therefore, from (4.5), we have: /
[p
Tt ~
pipr) pr
*
p
= J (~\v vp -
+ mPr?u
- e)jt{pdp)
j u>pq(pM + mrp«/r Jv
W r + *P/p + j
vP(P
rp /r
* + pBp -
pap)dp
+ pl*')d/jL = 0.
If the energy is balanced for little arbitrary elements of body, we get the conservation of energy.
^ 405
REMARK 4.9 - The Fourier law for heat flux transferred by conduction is the lk following: q = — Agrad 0 or, in coordinates, qi qj == —Xg (dxk ■ 0). However, the heat -) can also be transferred by convection (in this case is called sensible heat), and for radiation. In solids heat can only be transferred by conduction and radiation. PROPOSITION 4.4 - l)(NON-POLAR CASE). In non-polar case the energy equa tion becomes: (4.6)
p~
= P
epq priepq-q"/p+ph,
6e be
where W = PP9epq
= stress power (or dissipation function).
PROOF. In fact, in this case we get: mrij = 0 and pM = P*>. >) (POTENTIAL ENERGY). If the body forces are conservative, i.e., 2) (POTENTIAL ENERGY). If the body forces are conservative, i.e., Bp = -(dxp Bp = -(dxp
□
• u) • u)
we can define the p o t e n t i a l e n e r g y we can define the potential energy U = / pudfi. Jv In such a case, we have the following: a) The equation of energy conservation
Sh
SE
becomes:
SU
f
••
,
PROOF. In fact, the power can be written in the following way: W = I p(dxj • u)vjdfi + / Jv Jav hence
SU
^ Then, we get
=
6 f
i
pud
=
f
pt'vjda
f
,6u
d
Tt Jv ^ Jv^ ^ = Jv^dxp-u>Pd^ W = [ Pt'vjdv Jdv
-
^-. St
D 406
b) Conservation of mechanic energy (in adiabatic process): If the body is isolated, does not contain heat-sources, and the surface-stress is _L the surface velocity, we get: H + E + U = const. 3) (EXPRESSION OF INTERNAL ENERGY BY MEANS OF STRAIN ENERGY AND DISSIPATION ENERGY). We can consider the stress tensor splitted into two parts: (4.7)
{
P^ = ^P^ +
DP
\
where TJP1-7 = hyperelastic stress = reversible part, and uP%i = dissipative stress = irreversible part. ^-P1-7 comes from a potential d(dak • xl) = strain energy func tion: (4.8)
pS*=vpiii...
The.velocity
of internal energy can be written in the following way: SE
„
SD
^
lt = lT + D + Q where D = total strain energy = /
pddfi
Jv D = total dissipation power = / ryPx*Cijdyi. Jv PROOF. From (4.5), (4.3), we have: /
P
Jtdtl=
j
P
Jtdp^
J DPlJeijdfi-\-
/ (-q'/{
+ ph)dfi.
□ REMARK 4.10 - 1) From the splitting P = —pg -f p we get that the stress power is given by the following: W = -pvl/i
+
In particular, if p = 0, we get:
W = P-d. 407
plJe{j
We can also write:
w
=-pdh)ji^-
2) (Piola's stress). The Piola's stress is defined by the following:
■zPf^poidBf-d) where BlR = (OGLR • xl). Furthermore, the Piola's stress satisfies equation (4.8). PROOF, a) In fact, we get: PRi =
JBfiJBfPji.
Furthermore, taking into account that J = po/p, we have: Pjt = :
Po
R -?-P\ Rj(daR'Xl). ^P
On the other hand
PO D D
PO PO D D
00tt
Therefore, by using Piola's stress we get (4.8). b) One has:
□
^P> = p(daR ■ *«') • (d(daR ■ xi) ■ d). c) In the particular case where d = d( J) we get: (i) .... (")
<-\
P " = -po^ Sd i P-FI St = ~P0V /j 6D SD f Sidp)
5
f
where p0 is the isobaric pressure: Po = -p0(dJ
-d).
PROOF. In fact, one has: ^Pj = p(daR • x{)(dJ • d)(d(daR
• xj) • J) = p(daR • xj)(dJ
•
d)J(dxjaR). D
408
REMARK 4.11 - (LOCAL EQUATIONS FOR CONTINUUM SYSTEMS IN STAT ICS). If there is no motion (v = 0) dynamic equations give the corresponding static equations:
(dt.p) = 0
Pjl + PB*= 0 3* m
/j
= 0
+ pli+eWPjk
p(dt.e) = &
4.4 - T H E R M O D Y N A M I C S OF C O N T I N U U M M E D I A We report in the following tables some fundamental informations and definitions that are useful in Continumm Mechanics.
TAB.4.5 - Important thermal conductibilities Systems
A = thermal conductibility
Monoatomic gas
A — |CV?7,
Polyatomic gas Liquids
Cp = Cv = specific heats r
A = (Cp + \jj) )->
V — viscosity, M = mole
2
X = 2.S0(&) ^vs
\
v3 = low frequency sound velocity = <J Q-(dp • P ) i (dp - P)e = isothermic compressibility V = M/p, Solids
N = Avogadro number = 6,023 • 10 23 |
Y~Q,L = Lorentz number, Ae = electric cond.
(a=\/pCp= thermal difFusivity)
TAB.4.6 - Important parameters in rheology Name
Definition
Apparent viscosity
77 = pi2/e
Coefficient of normal stress
i>u =
Coeff.difference coeff.nor.stress
*l>ij = (pa ~ Pjj)/e2 •n = —Bn. — _ £ i i ==
Trouton (elongational) viscosity
'e
409
(e = inf.velocity strain)
pii/e2
e22
€33
2
pn
en
TAB.4.7 -- Important adimensional numbers TAB.4.7 Name
Definition Definition
Reynolds
R = pvl/rj, pvl/r], (p = mass density)
Strouhal
5 = vr/l, (v (V = velocity, / = length)
Froude
F = v2/pg, (r (r = time, g = gravity ace.)
DEFINITION 4.7 - 1) A thermodynamic state is characterized by a set of inde inde nendent narameters pendent parameters ( s6 ,,C c 00 ) ,
Q <*f =
!l , ■ - -• -• , n
that identify the internal energy: e = e(s,c a ,a z ) where aa*1 identifies the i-th material particle, s is the specific entropy, (with phys phys mechanical ical dimension [s] = energy /temperature mass), and c a are electric or mechanical parameters. parameters. 2) The system is said to be thermodynamically homogeneous if the following equations are satisfied: (daa •• e) 0. e) = = 0. 3) As aa consequence we give the following
definitions:
Temperature :: v0 = = (ds (ds •• e). e). Temperature Thermodynamic stress : ta = (dca • e). Thermodynamic pressure : p = tl = —(d(-) • e). Chemical potentials : pa = (dea • ee), ) , eaa = ca. ca = concentration of
a-component
THEOREM 4.8 - One has the following equations:
(Gibbs equations) : de = Ods + £ a dc a Se Ss Sc (Generalized = 0— + taa—(Generalized Gibbs Gibbs equations) equations) :: — — —-. St = 0— St + t St ot St
410 410
St
St 8t
Here we have considered the following functional a ii 0 = 0(s,coe ,a,a),),
ta
dependence: =t =taa(s,c (s,cota,ai).
Of course we can also assume a
s = = s(0, s(0. ca., a*), aM.
a a a t = = t (0. =b- A = = e(0, P(G c ra , /i*Y (0, craa., a« iM )=>e a{).
DEFINITION 4.8 - We give also the following definitions for a material The mo dynamic dynamic curve Thermodynamic curve :: 55 = = 1 nerr mo Isotropic thermodynamic thermodynamic curve curve :: 5s = Isotropic = Isothermic thermodynamic curve : 0 = [sothermic thermodynamic curve : 0 =
point:
a s(A), = cc a (A); s3(A), cc = (A); v A), constant] constant]
constant] constant]
Specific heats \C : C = — = - ( e — taca)] 80 00 00 06
\ pPp
I
(T -—a = —(e — t t C8) C3) er == -— = - r-r-(e a- ( e —
t
8t
Latent h eats : < Latent heats
^ III xv xv
Sq 8q ^<7 \mmaaa = = ——- = = v o u aa
THEOREM 4.9 - For fixed a a , a thermodynamic X(t). Then, one has: C —(de -tPdep) C=l=E(de-t<'dc fi) du
I
>
1 / .. o.• N II I I 11 /?o. —( — ( ccc-t%) - tt % %)
cQQ
/
curve depends on the time: A =
• s) = 0(00 9(dO>s)
eeaa = 0(dt 's) = —(de-t^dc j^(de ~ 3t)pdcp) = = 0(Ot a •a 5) = -—(de — t^dc/3) t^dca) — 0(dcaa • 5). dca
maa
DEFINITION 4.9 - One has the following important
definitions:
a
Specific heat at
c = constant : Cc = (00 •• e)c<*.
Specific heat at
[(0c3 • e)e}Ca - t^](O0 ta = constant : Ct = Cc + [(dcp t^](d0 • c3)t 1 = = CtlCe.
equa THEOREM 4.10 - (ENTROPY EQUATION). One has the following entropy equations:
8
s
« 6±A 0*1 = pmt.. p(0^.. __ mmrn riiuu...j/r ±?l pe JL = /r __qj/ qi.h ++pl-p-h_f)t pt" P0
S
-ft = pWetj
- m*u,ij/r
411 411
- qifi + ph -
pt
J
-^
or
(4.9)
k k kri ri pe^=g -q/ir i/l-+qi/imri^/iT peS8£=gikP v+m p9 -ft zk=P^v glij) P^v /j+m xk/3 h ^/irjvi
a6 ph-ptP*"^ ^-. - qi/t +++ ph - ph-(rt<*^.
PROOF. It is a direct consequence of the generalized Gibbs equations, after elimina tion of e in (4.4). □ THEOREM 4.11 - The stress tensor and moment of stress tensor have the following explicit expressions:
(4.10) ((4-10) 4 10) '
P(y) = = DP(ij)
I
m^j
+ P9ri[(dB [(dB?R
(
RL
■ e)B{ + (dx{dxRLRL
■ e)x>RL]
I
RL
m^]=+ = Dm "'>> Dm^ 1+p{dx\■ P{dx
r -e)B e)BRiB RBl L
where *?KL =
(BR)/mBT
and I (4.11) 4.11;
(IJ) «» PP(ii) DP D
R RLL RL pgri(Dtt?B> BRR R + DDtt? t :RL x> s= )) :RL) S P9 xi Dxi :RL
= Dm™ j = Dm<">,-
I1
Bl PDtpRL BRRBi DtfB
are dissipative parts. are the the dissipative parts. The 1 he reversible reversible parts parts come come from from aa potential, potential, i.e., i.e., the the internal internal energy density. density. energy PROOF. We have:
»r/. = *.*£(*&) »'/.
hence hence «« V = = \j [jtt(BRR)B% )BR]r/r
= = [j [~(B )]lr/rB* BR t{BRR))
+ +
R (t(B jt(B R)x*. R)x :pT pr
= = -[B
= (BR)/r.
Therefore, setting xi..RL = (BqR)/mBmL, R «v"V = Ttjt{x*.. {x":RL)B Bi /pr = RL)B?Bt
+
we can write:
xxRR/pr/pr±(B t(BR).
Then, Then, the the entropy entropy equations equations (4.9) (4.9) become: become: ( 4 1 2 )
(4.12)
R tiirP^B? ^/*f = = l^P^B
m^9xmR^x/prR/pr]d(B ±(BRR))
+
+
RR + m^ mr%B B^t{x«..RL) qB B^-{x"..
412
6 + + q" g>/p + +phph- pt"pt"^-^ .
These equations suggest to choose the following forms for the constitutive equations of the internal energy: e(s,BpR,xp:RL,cr).
e= Thus, setting: tR = (dBR-e),
l tf tRL = {dxf (dxfLL-e), -e\
f = (dc-r-e) (dc^e)
we can write equation (4.11) in the following form: e 9
Tt
= Dt =
^ *Tt T{BR) t ^
+ +
+
+ hh + ^-//> / - -+ ~~ ™^?
L {x RL) ^D^Tti*'--™) Tt "-
where RR pPD Dtt
(Tk) r = ggqr P{Tk) +m mTT%x %xRR/pr = BBlk + qTP /pr
ptRR -- pt
a{ij) P(ij)
srr R R (ifR - -m -m° = P9ik{t x ,rs/rs kkX
RR } + Dt )BRR Dt )B
L RLRL pDtf tRL =m =mrr%B %BRRB^-pt BJ;-pt qq
mW = p(tf + + Otf )B> m^^KC ^ Bl' L
L
9
D
t
%3
Note that we cannot determine m\ \ as the coefficient of mtJq is symmetric in the indexes ij. Now, taking into account that BRB^ = 6* it follows that X /rs Irs = -X :LMBk.LMB Br kBBrBs s.
Therefore, we get get: ri J*» = pM = DpW pM + pg pg"[(dB? [(dB?
m&\ mMq
L
= m&\ =D W\ + p{dxf p(dxf Dm
• e)B e)B>R + (dxfL •
3 • e)x e)xjRL ]]
e)BRRBl
D D THEOREM 4.12 - 1) The contribution to the entropy comes only from the dissipative part of the stress and momentum-stress. PROOF. 1) In fact, we can also write equation (4.9) as follows: pdft = = gikP^v'/j p0^
/.r - 9 qjJ/i /i + Ph~ ph - Pt"-^ptaSjf + m (
where P^1^ and mSrx^ j are defined in equations (4.10) and (4.11) respectively. 2) The dynamic equations do not allow one to know the skew-symmetric part of the stress tensor. □ 413
THEOREM 4.13 - (NON-POLAR CASE).
(ij) P {ij) P = = pgri(dB?
(Stress-tensor) :
(Entropy equation) :
{ij) • e)BjR + D P<"> DP jj -- Q qQj/i /i/i + +ph ph --
pO— pO — = = DP^^^XJ DP^^^XJ
If the reversible part of the stress is purely hydrostatic, (4.13)
pt ptaa-r^. -r^.
we can write:
P} + DDPJ, P>, Pj = -p8) -pS) +
where p = —(dc • e)s = thermodynamic other hand
pressure, c = 1/p = specific volume. On the
pj^-psi+p), p; = -p$) + p),
(4.i4) (4-14)
— (1/3)P/, and andppx%- -== deviatory deviatory stress stress (p\ (p\ ==0). 0). where p is the mechanical pressure = —(1/3)P/, From these two equations (4.13) and (4.14) we get: set: i i = -(p-p)S D p)S j DP'jj=-(pj
i + pp\. i.
This equation assures that the part of the mechanical pressure that differs from the thermodynamic pressure contributes to the dissipation. REMARK 4.12 - Usually the thermodynamic pressure and the mechanical pressure are assumed to be the same. In Stokesian fluids this assumption is called "Stokes hypothesis". THEOREM 4.14 - (NON-DISSIPATIVE CASE) (DP^ = = Dm^ = 0). 0) P(tj)
= P9rr% %dB? [(dB? • e)BR + (dxfL
• c)x>RL];
LL
m^\=p(dxf m^ j=p(dxf
-e)BiRRBi. Bl
Furthermore, if e is independent
of xpRL
ri P{«> = Pgg"(dB? P (dB?
we get the non-polar case: ■e)4,
mriHji = 0.
The Piola stress results: (4-15) Therefore, in the non-dissipative (4.16)
k P P$ = poidBf Po(dB* •■ee).. ).. q =
case we get a stress potential: £ = />oe. p0e. 414
A relation such as in (4.16) is called a stress-strain relation. THEOREM 4.15 - (GLOBAL PRODUCTION OF ENTROPY).
S = I psdfi = global entropy Jv
6 A = oP^eij
+ Dm^rj)uij/r
- pt"ca - q3{dxt ■ (log $)).
Then, we can say that the global production of energy is given by the following: (a) entropy flux : qpfd =
Jp(s)
(b) Entropy production : 7£(s) = (
h —), (in the body) 0
P where A = A/p is called velocity of thermodynamic
dissipation, given by:
A M + A*. Here, AM is the mechanic part, defined by: A M = -[DP{ij)eij
+
D
n » %
r
-
ptaca]
and AQ is the thermic part, defined by: AB =
P
--qi(dxi-(]o6$)).
PROOF. We have
*s
6
f
J
f
6s ,
M i ,
[ ,,q\
qHdxi-6),,
□ THEOREM 4.16 - (CLAUSIUS-DUHEM EQUATION). 1) (Isothermic case): {ij)
DP
eij
+ Dm(rj)iujij/r
- pt^Cn > 0 (Planck inequality). 415
2) (Static case): -qj(dx{
-0)>0
(Fourier inequality).
3) (Global equation of Clausius-Duehm)(Second law of Thermodynamics):
a+JdVJda^UTd» If there are no internal sources of heat we get:
f-/,>6SSS
(4.17)
>
/f
q*j A* ,
^ (FUNDAMENTAL PRINCIPLE OF THERMODYNAMICS). Therefore, in an adiaoatic process the entropy must increase:
§^ Equation (4.17) can be written in the following local form: 6s
q
qi
THEOREM 4.17 - In a system in thermic equilibrium,
i.e.,
Ss (a)(Local equilibrium) : — = 0 ot CO
(6)(Global equilibrium) : — = 0 ot we get: PVJ) =
£-griftdB? Po
= £-(dxfL
m^q
• Z)B>R + {dxrRL ■ E ) s ? B J ■ Z)BRB'L
where £ = p 0 e, is the stress potential. PROOF. In fact, in this case we have a non-dissipative situation. DEFINITION 4.10 - (IMPORTANT THERMODYNAMIC FUNCTIONS). 1) Local functions; (a)
f = e-6s
= free energy density (or Helmholtz density) a
(b)
h = e — t ca = enthalpy density
(c)
g = h-9s
= free enthalpy density (or Gibbs function) 416
□
2) Global entities: (a)
F = I pfd/j, = free energy Jv
(b)
H = I phdfi = enthalpy Jv
(c)
G = / pgd/i = free enthalpy.
THEOREM 4.18 - (GIBBS RELATIONS). We have the following equations, ing that the thermodynamic state should be (s,ca):
assum
i) (a)
St ~
sf
W (c)
St+
St
se sCa
st ~
s
st +
Sh
6s
st
Sta
H~ H~°a~6t sg se sta (d) s ft ~ ~ ~si ~ Ca~sT Of course one also has the following
equations:
(a)
de = Ods + tadca
(6)
df = -sd6 + tQdca
(c)
d/i = Ods - Cadt01
(d)
dg = —sdO — cadta
DEFINITION 4.11 - We call velocity of accumulation of elastic energy: €\s=const.
=
J \0=const.
=
*
^a*
3) (ALTERNATIVE FORMS FOR THE CLAUSIUS-DUEHM INEQUALITY).
"«-ft
+
^ V 'ei'"m
'»»/'!-0°/'*"
4 + ¥-y^«-™^07r] + 9 / ^ t 417
PROOF. From the relation: 8s
p
q
Tt-'e
+
qj
¥0^
we get:
^--f
r/p
, ?
+ ^lv + n'
Furthermore, from - mriiuij/r
pe = P^ei;i we have:
qp/P 0
e 6
P
- q{/t + ph mriiuij/r 0
pMeg 0
ph 0'
By substitution, we get (a). In order to prove (b) we use (a) and 1(a),(b). □ 4) (ALTERNATIVE FORMS FOR THE DISSIPATION OF THE THERMODYNAMIC VELOCITY).
A = A M + A*
- * - z + frrm"-
A = A M + Afl ,6t 69^
-(DP( P
(Ti)
j+
Dm
uiilr
fl
ei,-+Dfl>W"
' - *
"ij/r)
(&r,-(log 0))
-q-{dx P
i ( l o g 0))
5) (OTHER FORMS FOR THE CLAUSIUS-DUHEM INEQUALITY).
I
w .£-! ' « " +«j»i*%>o ^ -' 0)
+
e
2U
I
REMARK 4.13 - 1) If we make the assumption that the constitutive relations do not explicitly depend on 0, we get: (a)
3
(6)
e=
=
-{dB-f)
(c)
AM = -i\9=conat.
f-0(d0.f) + -\DP{ii)tij 418
+D m< r »\«; 0 7 r ].
PROOF, a) Let us assume as independent variables ( 0 , c a ) . Therefore, from theorem 3(b) we get: [{36 • / ) + s]d + f\e=const. - -\P(ii)iij
- mri^ij/r]
+ ^e/p
< 0.
As this equation must be independent of 0, we get:
s=
-(d8-f).
b) From equation (4.10) we get: e = / + 0s hence, by substituting 5 into the above equation, we have:
e=
f-B(M-f).
c) It is a direct consequence of the above formulas. □ REMARK 4.14 - In thermomechanics one usually takes as independent variables (0,c a ). THEOREM 4.19 - Assuming e = e(0, V,0/j), where V = l/p = specific volume, we get the following. 1) Dissipation function: w = —ppV. 2) As
{del1 • e) = 0,
{del1 • / ) = 0
we get (a) e = e(0,V) (6) p = - ( 3 V . C) = - ( 0 V • / ) (c)
Velocity of accumulation of elastic energy : e\3=const.
{d)
= f\e=const.
=
~pV
Velocity of mechanic dissipation for non-polar fluids : AM = 0
(e)
Velocity of mechanic dissipation for polar fluids : Drn(rtj)uij/r
AM =
3) Second law of Thermodynamics (Clausius-Duehm law). (a)
Polar fluids : --Dm(rij)u;ij/r P
(b) (6)
app Q Non-polar fluids : ±-0/p < 0 Non-polar fluids : ^ - 0 / p < 0 419 419
+ —ejv pe
<0
4) Gibbs relations e = 0s-PV,
f =
-sO-pV.
PROOF. 1) From the rheological equations we get: -p8tJeij
= - p ( e n + e 22 + ^33) = ~pv /*•
Then, by using the continuity equation we have:
-^-SS-^i-f*'--^ 2) We have:
fU=const. = (dv ■ f)v + {de^ • /)^(fy). Then, by considering the Clausius-Duehm inequality we get: f\0=const.
~ -[oP^eij
+ Dmrij»ij/r}
+ jgO/p
{{dv • /) + P)v + {del'. /) jLp,.) _ lDm"^ij/r
<0 ,
+ ^e/p < 0.
Now, by considering the indepedence on V and ji{Q/i), we complete the proof. Points 3 and 4 are direct consequences of the above statements. 4.5 - R H E O L O G I C A L C L A S S I F I C A T I O N OF M A T E R I A L S TAB.4.8 - Rheological classification of materials Pascalian Fl.s Rigid Solids 4 1 1 Stokesian Fl.s | 1 Hook Solids |
1 . Viscoelastic Fl.s
—►
Elasto-viscous Solids
Plastics
(A) - P A S C A L I A N F L U I D S ( N O N V I S C O U S F L U I D S ) . 1) Rheological equation: P" = -pgii
420
□
THEOREM 4.20 - 1) (Euler equation). The motion equation is the following:
(4.18)
9,JP/i =
P(-S-£+Bi)
2) (Bernoulli equation). In a gravitational held, and in steady state, we get the following constant of the motion along a flow-line: P p + -v
2
+ pgz = constant.
PROOF. In a gravitational field we have: Bl = —gz/agat.
[p + pi^
+
Then from (4.18), we get:
gz^y^O.
□ THEOREM 4.21 - 1) (Energetic Euler equation). following: (4.19)
Se
p— = -pgJJeij
- mrtJujij/r
The energy equation is the
- q%fi + ph
2) (Bernoulli equation). In steady state, and in non-polar case, h = 0, p — constant, we have the following constant of the motion along a £ow-line: (pe + p)v + q = constant. PROOF. In fact, from (4.19) we get [(pe+p)vk+qk]/k=0.
□
(B) S T O K E S I A N F L U I D S ( V I S C O U S F L U I D S ) . 1) Rheological equations:
P*' = -pgV + p«>,
where a, are polynomial e{i = 0.
p»i
= aogij
+ aip>
+
a2eiTnei
functions of invariants 1^,11^,111^ of etJ and a0 — 0 if
421
2) \a\ = apparent viscosity. 3) oil = transverse viscosity (or viscosity coefficient of normal stress). 4) Internal energy: c = e(p,0). REMARK 4.15 - If the material is submitted to adiabatic strain, we can write:
p
= p(e) => e = e(6).
THEOREM 4.22 - 1) Energy equation.
pCvjj
= -0(d0 • p)pvk/k
- qk/k +
pkjvi/k
PROOF. From e = e(p,0) we get: Sp SO 1 (dO • c ) , + - £ ( 3 p • e)e = Cv- + -vk/k[6(d0
Hi ~ Hi'
and taking into account continuity equation, we get the proof. 2) Dissipation function. w = -ppV +
plJeij.
3) Assuming
= /(0,V,e«) ff = f(6,V,iii) P " = --p(0, V,en)g^ p«(fl, v, V, c«, e« *„), p«> 8,^* + p'^e, fl/O, P(e, v, q^q'WW^/i). 422
• p ) , - P]
□
we get: (a) (6)
( 3 c 0 - • / ) = () P=-(dV-f) /i
= -(dV-e)
(c)
(d6i -p)
(d)
Velocity of accumulation of elastic energy : e\p=const.
= 0.
= f\e=const.
= ~ pV
(e)
(f = -s$-PV\ Gibbs relations : < >
(/) (/) (g) (g) (g)
Velocity of Velocity of Second law law Second 1 Second law
J
{ e = 0s-PV
-[pijtij
rt *wijir] mechanical dissipation : A M = -[p*J'e,-j + i)m D^^^ij/r J mechanical dissipation : A M = -[p* 'e,-j + D^^^ij/r] of Thermodynamics Thermodynamics (Clausius-Duehm (Clausius-Duehm inequality) inequality) : : of i of Thermodynamics (Clausius-Duehm inequality) :
+ Dmrijuij/r]
- -q\dxi
• (log*)) > 0 ,
isothermic case : A ^ > 0 , static case : A# > 0. Assuming:
f = MV) i P" =-p(9,V)g I** = -MVtfi i
i
i
p \e,V,ei*) i) pi*(e,V,e
+
q> = q>{etv,eli) we similarly get: A M > 0, A# > 0; then it follows, that in non-polar case the velocity of mechanical dissipation is the following: plJeij = pl3viij
> 0.
THEOREM 4.23 - 1) The dissipative part of the stress, and non-dissipative given by the following: x
DP
i = a0gij + aieij
-P =
+
one, are
a2?me>m,
-PogH.
PROOF. In fact, DP{' = 0 if e{j =0. 2) p: 2) Relation between thermodynamic pressure p and mechanic pressure p. -p) Je ++ aa22(h {h22 -- 212Ih). 3(p p) = 3c*o 3a 0 + <*i <*ih h). In the static case e = 0 = a 0 (0,4),0), where Ie = Ih_= IIe = Hh Hie = 0 =>• p = p. 423
D D
PROOF. Recall that the mechanic pressure p is defined by the following:
^-3
P
-=-3'»
P; = -P»; +
P;,(PJ=.O)
P] = -P6) +
DP}.
By subtracting one from the other, we get: DP]
= {P-p)8) + p).
For i = j and by using point 1) for £>PlJ we obtain the proof. 3) For an isotropic incompressible fluid one has: 3(p-p)
=
□
-2a2Ih.
Therefore, p = p iff the constitutive equations are quasi-linear in ej, i.e., a 2 = 0. REMARK 4.16 - The concept of isotropic tensor T is such that its components do not change after a rigid rotation (in the vector space S where the tensor is defined). For example: 1) If T is a tensor of type (1,0) (i.e., vector) T cannot be isotropic. 2) If T is a tensor of type (2,0), it is isotropic if T1-7 = cgx\ where fc Y" 2Y TA*, = dim£). dimE). V , (n =
c= -
n *•—'
l
THEOREM 4.24 - (LIMIT CASES FOR ENERGY EQUATION). 1) (Ideal Gas).
pCvft=\{0/k)lk-pvk/k or
rtg-vW "C,£= •»<«/.)" + + g. £ PROOF. In this case (60 • p)y = p/0 and the viscosity is zero. 2) (Fluid with constant pressure). pCp-}
80_
8t
= \(6/kyk
+
pVelr
= W/k)/k
+
pijeij.
3) (Incompressible fluid). 89_
pCPj7
'St
424
D□
PROOF. CP = CV. 4) (Rigid body).
□ PCp(dt.6)
\(6/kyk.
=
PROOF, v* = 0. EXAMPLE 4.2 - (EXAMPLES OF STOKESIAN FLUIDS). 1) N e w t o n i a n fluids. Rheological equation: (I Form) : (II Form) :
pij = plegij
D
+ 2rjeij.
pij = (k - \n)hg^ o
+
2 ^
where rj = shear viscosity (or viscosity), k = body viscosity, p = (k — ^rj). With respect to the general expression for Stokesian fluids, we get: a0 = file,
<*i = 277,
a2 = 0.
In a Newtonian fluid we can consider the stress splitted into four parts: P«i
=
pQH _ MP^£2l)giJ
+ kl.gij
+
2T?(e*i
-
iJ^i)
where: (a) P 0 l J = static stress; (b) — Po[(p — Po)/po]JgtJ = elastic stress that the body generates in order to contrast with the volume change; (c) klg1* = viscous stress that the body generates to contrast with the volume change; (d) 2rj(elJ — ^Iegli) = viscous stress that the body generates to contrast with the form change. ^p (Navier-Stokes equation). The motion equation for Newtonian fluids is the following: (dt • vk) + vk/i1vi
= ~-9kiP/i P
+ ^-e)\ P '
+ Bk.
2) N o n - N e w t o n i a n Fluids. Here we can consider all the models for Stokesian fluids that can be described by means of the rheological equations as follows: p « = «(»)<■"',
y = \inmi™
or p« = a ( r 2 ) e " ,
r2 = -PnmP£.
In the following table we reported some important phenomelogical models. 425
TAB.4.9 - Important models of non-Newtonian fluids Name
Definition
Power
a(r2) = 2m1/n(r2)-(1-n>/2n
Ellis
m = m(6), n = n(0) 1/n 2 (1
Sisko
Oi{r2)
Reiner- Philippoff .
n
— o„
Reiner (struct.stab.)
1
=
(- ) " n ) / 2 n
^)-i+--
= 27/00 +
2m1/*(r2)-(l-n)/2n
(n
a
i
J__( t?oo
2(770-7700)
v
_J__ T7oo
X)e-r2/^2
»7o'
EXAMPLE 4.3 - (EXAMPLES OF NEWTONIAN FLOWS). 1) N e w t o n i a n fluids: adimensional dynamic equation w i t h constant mass density and in gravitational field. Set: D = characteristic length of the system; V = average velocity; g = gravity acceleration. Introduce the following adimensional entities: x{ = x{/D, v{ = v'/V, P = (p - Po)/pr2, t = tr/D, gk = gk/g, 0= e ~_Q . Then, define the following adimensional numbers: .Re =
= Reynold t; 2
F r = —- = Frank PT = Br=
cPv =
Prandtl
VV
A(0i-0o)
= Brindeman
Then, we can write the dynamic equations in the following way: (a) Continuity equation : vk,k = 0 (6) M o t i o n equation : - ^ = — i)\ - gkip/k
+ (-L)g*
(c) Energy equation : -= = _ L _ ( 0 / j b ) / * + J ? L - £ St RePr RePr 2) N e w t o n i a n fluids: dynamic equations for incompressible fluids with constant density in gravitational field and free convection. In this case we can omit the dissipation-viscosity in the energy equation, as this contribution is 426
not important in the free convection. Let us introduce the following adimensional number:
_gp2B(0-00)D*
= Groskof number. II22 Then, dynamic equations can be written in the following form: G Crr == r
t>/* = 0 7* ' 8vk -jj=- = 2e/i - 0Grg 60
-
l
(S \ /*
with 0 = OI—OQ v* = '-^, {=$,. 3) Trout on viscosity (or elongational viscosity). Let us consider a fluid in the form of a thin rod, under elongational flow. (In order for such a situation to be possible, it is necessary that the fluid-viscosity should be about 106 poise.) Let us consider in cartesian coordinates the following expression for the infinitesimal velocity strain: ^2 0 0 ' 1 -7 | 0 - 1 0 0 0 - 1 Then, we get: It = 0. We have: ptJij = 2rje 2r]eijtJ .
Hence, pii = 2777 P22 = P33 = -Vi = ~ 2 ^ U
Pij = -pSij + pij 1 ,„x (mechanic pressure) = ——tr(P) o
1
IP = p(as
tr(p) = 0).
On the other hand P- = —p6{j + D-ftjj (p = thermodynamic pressure). 427
Now, recalling that DPij
= (p- p)6ij + Pij, eDPij = pij
p = p, (as in this case
a 2 = 0).
If the radial forces are absent =>: P22 = P33 = 0, we then get: 0 = P22 = ~ P = rjj
P = -V7 =
_1 ~2Pl1
1 P11 = ~P + p n = + 2 p
n
+ p n
=
3 2Pn
=
n . 7/7
'
=
Note that the superficial tension a produces a radial stress P22 o /R, where R is the radius of the cylinder. However, this component is very small, so we can, in general, omit it. DEFINITION 4.12 - Define Trouton viscosity r/e by means of the following: P11 = f)<>e>\\ => Ve = 377.
4) N e w t o n i a n fluid: steady state laminar flow in circular pipe. Let us assume: (a) the mass density is constant: p = constant; (b) the pipe is horizontal; (c) the pipe is very long (L); (d) there is not flow for t < 0; for t = 0 it is applied a gradient of pressure: Q~L L ; (e) the field of velocity has the following structure: (4.20)
vr = v$ = Q, vz =
vz(r,t).
Then the motion equation and continuity equations give the following equation: p p -1 p(dt ■ vz) = + r)-[dr • (r(dr • vz))] L r plus the boundary conditions: v z (r,0) = 0,with vz(0,t)
— finite
vz(R,t)
= 0.
0
As a consequence we get:
•*.o- a 4^K.-<£r>-.£;^5.-*], n=l
428
v
y
where r = rjt/pR2 an = zeros of Bessel function of order Ji = Bessel functions, with
0, Jo
i > 0.
PROOF. Let us introduce the following adimensional variables:
^(Po-P,)^4^'
e =
P'
T
=
W
Therefore, equation (4.20) can be written in the following adimensional form:
(ar.*) = 4 + i ( d f - ( « 0 £ . # ) ) plus the following boundary conditions:
(£ = 1) = 0,
<£(£ = 0) =
finite,
lim <j> = ^ ( O C s t e a d y state).
T—*-00
Note lote that &»(£) <^oo(0 satisfies the following equation: Note that &»(£) satisfies the following equation: : s
°=<+?i«^ -«+75« 3 )-
plus boundary conditions: conditions: )lus the the following following boundary plus the following boundary conditions: 4>oo(Z = 1) l ) = o. ^oo(£ 0. ^oo(£ = 1) = 0.
As \.s a consequence As a consequence
<£oo(0 = 1 - £t,2 ^oo(0
(Poiseuille velocity).
2
<£oo(0 = 1 - t, (Poiseuille velocity). — r Therefore, r ) r)= =<^oo(<0 Hence,(j> <j>must mustsatisfy satisfythe thefollowing followingequatior equation: fherefore, let <^>(£,
(dr ■■4-) (£(3£ (dr.ft=^-U(d(-ft) (dr ft==^±dt■ ■ (m• 4>)) • ft) plus the following boundary conditions: £(r = oo) = 0oo,
fa
= 0) = finite, £({ = 1) = 0. 429
Let us find a solution of the form
T dr ~
ECdC^d^
dr
-a2T
=
ul ( # + a 2 s = 0 ' a 2 = c o n s t -
U
c0e-aT
T = Solutions : ■
E = ClJ0(a()
+
c2Y0(aO
\
co,ci->c2 — const. JQ,YQ = Bessel functions of order 0. J
\
By considering the boundary conditions, we get: <^>(£ = 0) = finite => as
lim YJ)(a£) = —oo => c 2 = 0
£(£ = 1) = 0 =» Jo(of) = 0. As Jo ( a ) is an oscillating function, it has many zeros an. Hence, we have many solutions En = CinJo(an), with n = 1,2, • • •, n. Then,
?(£>r) = Y,
B
l
"e~anr2joK05
w
^h Bn = c0cln.
Now, impose the condition: iMmo?(f,T)
= ^oo(0 = l - f 2 ; l - f 2 =
/tultiplying both sides for £Jo(amO
and integrate
Multiplying both sides for £Jo(am£)
and integrate
Y, l
From the orthogonality of Bessel functions From the orthogonality of Bessel functions .-A(<*ro)
n
430
1, T ,
Sl2
B J
" oM-
it follows that J a
l( mh3m
n 5) N e w t o n i a n fluid: form of the surface of rotating liquid. Let us consider cylindric coordinates: (r,
Vff, =
v^r).
Let us assume the following structure for the pressure: P = P(r, z). Then, we can write the motion equations, in the followimg form: (r-component) : p-^~ = (dr • p) r (^►-component) :
0 = 77 dr • (-dr • (rv
We have: v v^ = \c\r. Furthermore, from the boundary condition v+(R) =
SlR=>c1=2n
this means that any matherial element of the fluid moves as a rigid body: vj,(r) = Sir. From the other two dynamic equations, we get (dr • p) = pQ2r,
(dz • p) = -pg.
On the other hand, dp — (dr • p)dr + (dz • p)dz. After integration we get: p = -pgz + o ^ 7 * 2 + c' 431
The constant c can be determined by means of the following boundary condition: p(r = 0,z = z0)
=p0
Po = -pgzo + c. Then, we get: (4.21)
p-po
= -pg(z-
z0) +
pQr2
The free surface can be determined by imposing p = po in equation (4.21). We get: x P&r2 0 = -pg(z - z0) + — - —
This is the equation of a parable in the plane (2, r ) . A s a consequence, the free surface is a paraboloid of rotation around the z-axis. 6) Melt-spinning of cylindric rod[94,95]. Let us assume the following structure for the velocity field: vz=vz(z,t), *(M),
vr = vr(r,t),
v=0.
Then, we have the following equations, a) Local equations: ( (continuity equation) : -dr{rvr)
+ (dz • vz) — 0
(motion equation) : pvr(dr ■ vr) = (dr ■ Prr) + (dz ■ Prz) +TV '
r r -*(j>
^
- p(dt ■ vr)
r pvz{dz ■ vz) = (dr ■ PZT) + (dz ■ Pzz) + -Pzr r (energy equation) : pCp[(dz - 0)vz] = --dr
• (r(dr . $)) 432
pCp(dt.O)
+ pp- p(dt ■ vz)
b) Global equations:
( (continuity equation) :
W = pvzA(z) R(z)
R{z)
/ 27rrpvzdr = pvz2-K I rdr = pvz7rR2(z) = o o (motion equation) :
W =
pvzA(z)
(dz • F) = (dt • W) + dz • (vzW) - Apg + 2irRPt R(z)
F{,)S
j 2«rP„dr 0
(energy equation) : pCp[(dt- <0>)
+ vz(dz- <0>)}
6S = (surface temperature)
= 2 A /^/i(l9 0 0 - 6S) V
R(z)
< °(z,t) >
A
2'KrBdr. o
c) Steady state. Local equations:
continuity equation :—(dr-(r-vr))
+ (dz • vz) — 0
pvr(dr • vr) = (dr • Prr) + (dz • Prz) +
rr
*4><$>
motion equations : < pvz(dz ■ vz) = (dr ■ Pzr) + {dz ■ Pzz) + -Pzr r energy equation :pCp(dz • 0)vz = dr • (r(dr • 6)) 433
+ pp
Global equations: continuity equation :W = pvzA = const. strain equation :(dz • F) = (dz • (vzW)) energy equation :dz- < 6 >=
WCt
- Apg + 2irRP
-KBoo-e.)
spinning tension :F(z) = FL + FZ,FL = ends-force z
< 6(z) > =< 0(0) >+J
^ ^ X ^
- $.(z))dz
0
»,(*) = W/pA(z),
vT{R) =
-\yj^{dz.vz).
Let us assume: FL > F(z),
< 6{z) >= 6{z) = 6s(z).
Then, the global equations become: Non-steady state : ( continuity equation :W =
pvzA(z)
motion equation :(dz • F) = (dt • W) energy equation :pcp[(dt • 6) + vz(dz • 6)} = 2J — h^^ V ■**■
Steady state : continuity equation :W — pvzA(z)
— const.
dF motion equation :—— = 0 dz dO 2y/irA,,^,„ energy equation :— = — — h ^ A ) ^ ^ - 6)
d)(Newtonian fluid): I | (Non-steady state). 434
- 0)
(Local equations): ( 1
(dr • (rvr)) + (dz -vz) = 0 r.
rTT
U
p[(dr • vr)vr + (dt • v r )] = (dr • P r r ) +
p[(8z • V2)vz + (0* • «*)] = (9* • Pzz) + p^r A>C„[(0t • 0) + ( 3 * • 0 > z ] = --(dr
• (r(9r • $)))
-p + 2r)(dr-vr) 0 0
0 - P + 2T7^
0
0 0 -p + 277
(Global equations): VK =
pvzA(z)
(dz -F) =
(dt-W)
pcp[(dt • 0) + u 2 (3z • 0)] = 2^1(6^
- 6)
F =< rje > A(dz - vz) — sywA, (s = surface tension) R
7/e > = — / 2irrr]edr. o
|
| (Steady state):
(Local equations)
-dr • (rvr) + (3s • vz) = 0 r j
p[(dr • v r )v r ] = (dr • Prr) +
r r
J
A
p[(dz ■ vz)vz] = (dz ■ Pzz) + pg pCp(dz ■ 9)vz = --dr{r(dr
Pii =
■ 9))
—p + 2rj(dr • vr) 0 0 435
0 -P + 2V1 0
-p +
0 0 2r}(dz-vz)
(Global equations) ( W = pvzA{z)
dz dO
— const.
= 0
2\/^A, -hiAWoo-e)
dz
wa
dA dz
PFL Wrje{0)
AL
J FL =
2y/^AX(A)dA/A
A0
f J
PCpdd (0oo-0)T7e
(*)
7) Steady state shear flow for N e w t o n i a n fluid in cone-plate system. Let is assume the following structure for the velocity field: us assume the following structure for the velocity field: vr = vg = 0, vr = v9 — 0,
vj, = v^r, 6). vj, = v^r, 0).
rhen we have the following equations: Motion equations: Then we have the following equations: Motion equations: —p
v2
= — {dr • p),(r-component)
-p cot 0V-± r
-{dO • p),{0-component)
1 ~ 0 - ~{-^dr ■, {r22pr(f>^) .+ ! -— ( 3 0 • pH)v -+ 1-pr
c) (Creeping flow): Shear flow, such that v2
Mr,0) = rf{0)
(i) The angular velocity ^ is independent of r. (ii) pr4> = 0. (iii) ((^-component of motion equation):
dO
= - 2 p ^ cot 0.
For integration, we get:
= c\ I sin2 0. 436
Let us calculate the constant c\ by means of the boundary conditions: 0 = ^, where the torque M is known: 2TT
M
R
= JJ PeAB=^2drd4> = 27r(^)(-p T ). 0
0
Thus, we get: pe
3M 27rR3sm20'
By integrating by separations of variables, one has: VA
r
3M . 47rR3rj
„
1„ 2
1 + cos 0 x . „, 1 —cos0
Furthermore, we must have c 2 = 0, as V^{-K/2) = 0. Therefore, we get: v
/ . «« N (4.22)
<£ 3 M . . 1 .. 1 + cos 0 N . . . -2- = — — - cot(9 + - ( l o g - — — sin^o . y J r 47ri?V 2V 6 l - c o s < 9 0 Rewrite this formula for 0O = IT — 9\ and for v^ = rl}sin0 o . We get: (4.23)
ftsinflo
= T ^ I c o t ^ o + ^(log * + C°*° )sin0 Q ]. 47rR3rj 2 1 —cos0 o
This allows us to determine 77 from M. By eliminating M between (4.22) and (4.23), we get: vj,_0 . cot^+|(logl±^f)sing r -"Sm6;0lcot^
+
|(logl±^)sin^J-
For 0 = 60 = 7r/2, #o = 7T — #i» one has:
!^ft^^(lzl). r
sin 0O
f-0o
EXAMPLE 4.4 - EXAMPLES OF FLOWS FOR STOKESIAN FLUIDS. 1) Poiseuille flow in isothermic incompressible fluid. (Steady state). Let us consider cylindric coordinates: (a;1, a;2, a;3) = (r, <^>, z). Let us assume the following structure for the physical components of the velocity: vr = v
vz = u(r).
As a consequence we get: "0
0
1"
[<M = ^(dr • u) 0 0 0 [10
-\°
0
where G = (dr • u) = shear velocity. associated to e^:
' 0 0 11 0 0 0 1 0 0
Then, we have the following invariants
J / = i ( / 2 - c » c " ) = -iG 2 IJJ=|e»|=0. Hence, a^ and 0^2 are functions of r. So we can write: e i j + a 2 e i m e' m
pv = -gVp +
ai
p r r = pzz =
-a2G2 Jz<j>
^r<j>
1 Pr
axG.
Pz
Furthermore, the motion equations become: (dr-p)=
(4.24)
(dz-p)-pg=
-—(rprr) r dr -—(rprz) r dr
plus the following boundary conditions: lim prz = finite, vz(R) = 0. Taking into account that dz • (dr • p) = dr • (dz • p) = 0 => (dz • p) = function of z and G and by using (4.24), after integration, we get p = (P + pg)z + / ( r ) ,
prz = - y ,
P = (0* • p) - p<7
where / is an arbitrary function of r. As / \
^r 438
1
,
N du(r)
by integration we get: R
/
vdv —— r
Qfi(r)
(u(R) = 0 : (stik condition)).
Then, we have the following expression for the volume flow rate: R
R
R
Q — 2ir / u(r)rdr ■■ -2TTP [rdr o 0
f -M-
=* Q =
r
" P 7 r 7/ <*i(r) —TT 0
Set 2 '
7rP3'
Then we can write: 1
(4.25)(Hogan-Poiseuille law)
F = 8B
/V
where £ = -^ = adimensional coordinate. I | For Newtonian fluids one has a1 = 2n = const., then we have F — -B or the usual formula: (4.26)(Classical Hogan-Poiseuille law)
P = —~[.
Moreover, from equation (4.26) we get the following equation for f(r): d r
f( ) dr
_ ! d -(ra ,__ (r)G / „ 2W ). , 2 4r dr
Thus, after integration, we can determine / up to a constant. As a consequence, p can also be determined up to an arbitrary constant. (This is a general situation for incompressible fluids.) 2) Stokesian fluids: couette flow: Weissenberg effect. Let us consider the steady state isothermic rotational shearing flow of an incompressible fluid between coaxial cylinders. Let the exterior cylinder be at rest. Take cylindric coordinates, and assume the following structure for the velocity field: vr = vz = 0, Then, we get: 1 (eii)=-G\l2
"0 u 1 [0n
ve = v$(r) = u(r).
1 00 0X
°]
00 0n
439
,'
du G = - dr X .
The corresponding invariants are:
1= 4 =0
II=-(I-e^C)
= --Cf
JJJ=|c» | = 0 . Then, for the rheological coefficients, we have: ttl
- a!(0,//,0) = ai(r),
a2 = a 2 ( 0 , / / , 0 ) = a2(r).
The corresponding stress tensor is determined by the following: -a2(r)G2
prr = Pee =
pre = per = -a?i(r)G P z z = P r z = P z r = P#z = P z 0 = 0.
The dynamic equations are the following: ,du.2
(4.27)
/0
x
p r ( _) = _ ( a r . p ) +
Id,
N
1
__ ( r P r r ) __ t
( # 2 . p) = -Pflf
plus boundary conditions: t>*(jR2) = 0,
ve(R1) = R1Q
where 12 = angular velocity of the interior cylinder. Then we get: (4.28)
pre = T2 , r
c
— arbitrary constant,
and (4.29)
P = -pgz + / ( r ) ,
f(r) = arbitrary function .
Then, from (4.29), (4.27) and (4.28), we get:
<£x£>Kr)+ <*£>■-*. 440
with a(r) = - a 2 ( r ) ,
b(r) = --^-
- pr.
I | Let us, now, specialize on the case where a\ and a 2 are constants. equivalent to considering a little shear strain velocity. We have: c
dve _ dr
1
-I
1
This is
dve
2c 1 _ A c*i r2 r2
Then we get (4.30)
„, = _ : ! + £ . r By using the boundary conditions we also get: vo(Ri) = v0 ve(R2) = 0 _
R2R1 Ri — R2 Rl
B =
Ri ~ R2 Let us, now, consider the situation of the fluid at z = zQ, where the atmospheric pressure is present. From equation (4.29), we have: Po = -pgz + / ( r ) . Let z = z{r) be the equation of the free surface. By derivation we get: dz dr
df dr
Hence, dzL_ l_df_ dr pg dr
(4.31) From (4.27), we have:
+ ^ ( r ^ ) -
(dr ■ p) = f'(r) = pr^f 441
\p„.
Then, by using equation (4.26), we have: f'{r)
+ -«,(_)( —
= pr(—)
).
Taking into account equations (4.30) and (4.31), we get: A2
a2
A2 ,
dz 3~ =
a2 x 2")-
T0>
If (^ _ jp_) < 0 =£> ^ < 0 = > therefore the fluid climbs on the internal cylinder. This effect is called W e i s s e n b e r g eflFect. In the Newtonian fluids a2 — 0 and this effect cannot be observed, as ^ > 0. By integration of (4.31), we have 4 7 - 2f3r:
,
with
7 =
A2
OL2
and
/? =
A2
99 Thus, if 47 — 2f3R22 > 0 we have that z decreases from Ri to R2. (C) E L A S T I C M A T E R I A L S (HOOK-SOLIDS). DEFINITION 4.13 - We call Hook-solids materials where the stress is uniquely de termined by the strain. Furthermore, we made the following constitutive hypotheses:
p« = *>"(*, si,*,,) ql = q'(0,B'k,0/i),
(B'k) = {dak ■ x') = gradient strain tensor.
THEOREM 4.25 - 1) We have the following
equations:
P " = PBi(dBkn ■ f)eghi 0 = (86,, ■ Pij)
[ f = f(0,Bi) P^ =
Pi'($,Bik)
(4.32) 2) The velocity of accumulation of elestic energy is the following: P^v (4.33)
f\e=const.
— e\s=const. —
3) The velocity of mechanic dissipation is zero: A M = 0. 442
i/j
4) The velocity of thermic dissipation is non-negative: Ae > 0. [This implies that, if we use the Fourier law, then the tensor conductivity positive] 5) The Gibbs relations become:
f = -s$ + e = 0s +
must be
Ptivw
PVVi
«/;
PROOF. In fact, we have: (4.34)
f\9=COnst.
SB* = (OB* • f)e-j± = (dB* ■ f)9v<
,&.
Therefore, from the inequality of Clausius-Duehm, we have: (d£?f •
fitJ/jBi
- -P^vm
+ -(dxi
■ logO) < 0
ap»j
[(OB? ■ f)eB{
+ *-(dxi • log*) < 0.
- —]vih
As PlJ does not depend on vijj and as this expression must be true for any process, we get (4.32). As / does not depend on 0/j we get (4.33). Then, from (4.34) and (4.31) => (4.33), and so on. □ THEOREM 4.26 - We can write the rheological equation for a Hookean-solid in the following form:
P» =-XKtg* + W where A, /J, = Lame coefficients,
- g")
(/J, is also called rigidity modulus).
K = gup'* - g**) %3
B (x,t) = (dar • xl)(da3 • x3)grs(a)
= Finger strain tensor.
The tensor Tjij = Bij
-
443
gij
is also called Ulmansi strain tensor. DEFINITION 4.14 - We have the following definitions: 1) (hydrostatic) compression modulus: 2 k = A H—//,
(1/fc = compression coefficient).
2) Young modulus (or extension modulus): E =
qk\i 3k + /Jt'
3) 1/E = extension coefficient. 4) Poisson ratio: (7 = -(3fc-2/i)/(3fc + /i). REMARK 4.17 - 1) For infinitesimal strain, the rheological equation for Hookean solids can be written as follows:
(4.35)(Hooke's equation)
Pij = A ti(e)gij
+ 2fieij
where e = eijdxl®dxi = ^(ui/j + Ujii)dxx®dxiIxi is the infinitesimal strain tensor. 2) Then, for static conditions, the displacement vector u satisfies the following equa tions:
(2»'V* + W«V*)(«,/,t + uq/pk) + PBi = 0 3) E and a can be measured in a little rod stressed along the principal axis z, with pressure p. In fact we have: E = p/tzz,
-exx/e2Z.
Furthermore, we get: fi = E / 2 ( l +
k = E / 3 ( l - cr),
A = Ea/(1 - 2
EXAMPLE 4.5 - EXAMPLES OF ELASTIC DEFORMATIONS Let us consider the following constitutive equations: 444
a) ( F i n g e r e q u a t i o n : isotropic m a t e r i a l s ) . Pij = 2 - ^ [ / 2 ( 9 / 2 • e) + h(dh
• e)]9ij
+ ( 9 / ! • e)Bi3
- I3(dl2
• e)CtJ.
where = C a u n d y tensor; djBjp
dj
m
(dj
Ij = invariant of
Bl>Bi
h =
•
= (dxi ■ a )(dxj
= 6* n
a )gmn) Finger tensor)
(Bij)(=
It^^lS-BijB*],
h =
\Bl}\.
b ) ( R i v l i n ' s e q u a t i o n s : isotropic incompressible m a t e r i a l s ) . Pij = ~P9ij + 2 ( d / i • e)Bij
• e)Clj
- e(dl2
where p = isotropic pressure; (for incompressible m a t e r i a l s J 3 = 1). Now, let us m a k e t h e following h y p o t h e s e s : (i) T h e elastic deformation is so s t r o n g t h a t t h e classic t h e o r y of Hooke-Cauchy does not work, (ii) T h e m a t e r i a l s are incom pressible ones b) (=> we can use Rivlin's e q u a t i o n ) , (iii) T h e s t r a i n is in equilibrium w i t h t h e stress applied. T h e n t h e m o t i o n e q u a t i o n s become:
(4.36)
0.
PlJ Ii
Let us consider t h e following system. (I) ( E l a s t i c t h i n r o d ) . Let us a s s u m e t h a t t h e r o d should b e deformed in t h e x direction w i t h r a t i o X^y
As t h e m a t e r i a l is incompressible, we have: = A(i)d ^
x = x
\ z = x
A(i)A (2) = A (1 )A (3) = 1.
A( 2 )0
y = x I
3
\
3 I
= A( 3 )a
)
We have the following geometric objects. We have t h e following geometric objects. C a u c h y t e n s o r : Cij(x) ■
F i n g e r t e n s o r : Bij(x)
J1 = A 2 ( 1 ) + 2 / A ( 1 ) ,
—
0 A(i) 0
1A2(D 0 0 2 (1)
0 0
0 VA(i) 0
h = 2A ( 1 ) + 1/A 2 ( 1 ) , 445
0 0 A
(1)J
0 0 VA(i) h = \.
The stress is homogeneous as Cij does not depend on the position. From the Rivlin's equation we get: P7x = -p + 2(A 2 ( 1 ) (5J 1 • e) - ^ - ( M i ' e)) • c) - A ( 1 ) (3/ 2 • e))
Pyy = Pzz = -p + 2(^-(dh A(i)
-*xy — -*■yx
z=
^ x z — -*zx
=
-*yz = = •* zy
=
"•
Of course these stresses satisfy the equilibrium conditions (4.36) as they are indepen dent of the position. As the boundary is || x, we have
Pyy = P;z=0 p=
A
2(—(dl1-e)-\{1)(dl2-e)) (l)
P.. = 2(A2(1) - ^-)((dh
• e) + J - ( 5 / 2 • e)).
A(i)
A(1)
The tension, calculated on the non-deformed section of the rod, is the following: F = PxxA(2)A(3) = ^-Pxx A
(i)
= 2(A (1) - A 2 ( 1 ))((3/i • c) + T^-(dJ 2 • c)). A
(II) (Stressed elastic strip). x = A(i^a
y = x2 = AV ((22 ))a 2 / J
A(2) = 1,A(!)A( 3 ) = 1
V 3)(2 J Z = X = A( (3)
One has the following associated geometric objects
C,j —
l/A^ 0 0
Bij =
\\x) 0 0
0 1 0 0 1 0
0 0 A^j
0 0 1/A(2i )
J i = / 2 = A 2 ( 1 ) + 1 + 1/A 2 (1) , 446
Js = l .
(i)
Thus the strain is homogeneous, (does not depend on x) and it is of pure shear. From the Rivlin's equations we get: Pxx = -p +
(dl2 • e)]
2[\\1)(dl1-e)
A2(D P, y = - p + 2 [ ( 9 I 1 . c ) - ( d I 2 . c ) ]
• c) - A 2 ( 1 ) (d/ 2 • c)]
Pzz = -p + 2[—-(dh A
p
J
_ p
xy —
J
_ p
yx —
J
(i)
_ p
_ p
_ p
_n
rz — * zx — ■*■ yz — •*■ zy — u.
As the stress are homogeneous, the equilibrium conditions (4.36) are satisfied. Fur thermore, as in the direction z do not act forces, we have
aP=
A
2[—(dIl.e)-\\1)(dI2.e)}
(l)
aPxx = 2[A 2 (1) - ^-]\{dh A
■ e) + (Oh ■ S)].
(i)
Therefore, the tension, with respect to the non-deformed section, is the following: F = P«A ( 2 ) A ( 3 ) = ~^-Pxx
= 2(A (1) - ^ -3 ) [ ( a / i • c) + (dl2 • e)]. A (i)
(III) (Torsion of rod: Poynting effect). r = x1 = a 1 ,
0 = x2 = a2 + &a3,
z = x3 = a3
where k = torsion angle per unity length of the rod. Then, one has the following associated geometric objects: (Cij)=
1 0 |0 1 0
-kr
0 -kr
\ ;(B 0 -) =
l + fc2r2J
1 0 0
0 0 1 + fcV fcr kr 1
Prr = - p + 2[(a/1.c)-(9J2.c)] Pee = - p + 2[(1 +fcV ) ] ^ • e) - (dl2 • c)] ft, = -P + 2K9/! • e) - (1 + * 2 r 2 ) ( S I 2 • e)] P9z = Pz6 = 2kr[(dh
• c) + (3J 2 • e)]
P r ^ = Pdr = Prz = Pzr = 0 / 1 = = J 2 = 3 + fc2r2,J3 = l. 447
Note that the stress is non-homogeneous. The condition of equilibrium (4.36) gives: Pee = Or ■ (rPrr) (8r • Prr) = 2k2r(dh
• e) •
Assuming that the radius R of the cylinder does not change, hence there are no radial pressures, we can integrate the last equation: R
Prr = -2k2 I r(dli • e)dr r
-p = Prr ~ 2[(0Ji • C) - (dl2 ■ e)] - p = Prr - 2[(0Ji • C) - ( 0 / 2 • e)] Pzz = Prr - 2[(dh ■ e) - (dl2 ■ e)] + 2[(dl1 ■ e) - (dl2 ■ c)] - 2fcV(07 2 • e) P z 2 = Prr - 2k2r2(dl2 ■ e) Pzz = 2k2 I r{dh ■ e)dr - 2k2r2(dl2
■ e).
a-
r
Pzz = 2k2 I r{dh • e)dr - 2k2r2(dl2
• e).
R
Then, we get the following expression for the axial pressure: R
R
r
R
N = 2TT I rPrrdr = 2ir[2k2 f r f r(dlx • e)dr - 2k2 f r3(dl2 • e)dr] O R
0
N = -27rk2
R
[ r%dh
0
• c) + 2(9/ 2 • e)](/r.
^ If the general pressure N does not concern the end of the rod, the shear stress produces the breaking off of the rod. The torsion couple M is given by the following expression: R
M = 2TT f r2Pdzdr o
R
= ±
• e) + (dl2 ■ e)]dr.
(IV) (Torsion of thin rod, having any section, for little deformations) 448
Let us assume the following structure of the displacement vector u, in orthogonal cartesian coordinates: _ d4 dz
ux = —rzy
<j) = rotation angle
uy — rzx
tb = torsion function
( uz = Ttp(x,y)
x = x1 = a1 — rzy y = x2 = a2 + rzx : a 3 +Ttp(x,y)
\ Z = X
)
The infinitesimal strain tensor e
1 = 2^UA9
=
2^Ui/j
+ u
J/^dx% ®
dxJ
assumes the following form: 0 0 (l/2)r(dx
• V - y)
0 0 (l/2)r(9y^ + i)
(l/2)r(dx • i/> - y) ( l / 2 ) r ( 5 y • ^ + x) 0
Furthermore, the torsion is an isocoric deformation, namely it is of pure shear. We define extension e(/) in a point, in the direction I: e(l) = eijllP. We define expansion 6 — gtJeij. Assuming the rheological Hooke-equation, the stress tensor has the following structure: Pij = Atr(e)<^- -f 2fj,eij. As tr(e) = 0, we get: 0
Pa)
0
0 2fir(dx • %j) — y)
2fir(dx -ip - y)
0 2fj,r{dy - ip + x) 2\n{dy • ^ -f x) 0
Let us introduce the function
xO,y) such that
{dy - x) = 2 ^ • ^ - v) (dx-X) =
~^(dy^-\-x)
Then, the stress tensor can also be written as follows: (Pij) = |
0 0 2fj,r(dy • x)
0 0 -2fir(dx 449
2tiT(dy-x) -2fir(dx • X) • x) 0
I I In equilibrium conditions the torsion function %/> must satisfy the following equa tion: Aip = ipxx + ipyy = 0 , + boundary conditions, or, by means of the function x we g e ^ : A x = Xxx + Xyy + 1 = °>
+ boundary conditions.
If the section is simply connected, the boundary condition is x\dD — 0; otherwise the boundary condition is JdD(dn • x)da — —$•> where S = area enclosed in the section. PROOF. In fact, in equilibrium condition we have (dxj • Pij) = 0, hence (dx • Pzx) -f (dy ■ Pzy) = 0. Then, by using the expression for P, we get the above condition on t/> or xIn order to obtain the boundary conditions, let us consider that as the rod is thin, the lateral external forces must be negligible with respect to internal ones. Hence, set on the sides PtJrij = 0, with nz — 0 => (by using equation for x) (dy • x)n x - {dx • x)ny = 0 with dy
dx
(dx • x)dx + (dy • x)dy = dx = 0
x\dD =
const.
If the section is simply connected, we can put x = 0. Otherwise, dD = (J»e{i 3\ ^ i , where each I \ is a closed curve, x will have different constant values for each IV We can put x = 0 only on one of these, e.g., r \ , but the other values Xi remain to be determined. As uz = rip(x,y) is a univalued function of the coordinates, we can impose / r . dip = 0. Then, taking into account the relations between the functions ip and x we get:
0= /
diP= I
JdD
= -2 /
•/£#
[(OxiP)dx + (dyiP)dy]
JdD
[(& X )<*y - (3yx)ds] - 2 /
(zdy - y & )
JdD
hence, we have the imposed condition.
□
In the following table we give some examples of functions x for particular sections. 450
TAB.4.10 - Examples of functions x f ° r particular sections Section-form
X
Disc of radius R
x=\(R
2
-x2-y2)
Circular sector:(R 2 < Ri) Let us define torsion rigidity: c = 4/i J D (gradx) 2 dcr. In the following table we give the explicitly expressions of c in correspondence to the homotopy properties of the sections. TAB.4.11 - Torsion rigidity and homotopy c
*i{D)
c = 4:fj,JD xdxdy
*l(D) + 0
c
Disc of radius R
c=
Elliptic-section: (a, b)
c = 7Tfia3b3/(a2
Equilater triangle
C = y/3 [ACL*/80
Circular sector: (Ri, #2)
c = \^{R\
= 4 / 4 E i XiSi + JD Xdxdy] IfinR4 + b2)
- Rj) 3
c = IfiLh
Arbitrary section(-h) (-f)(/i= thickness, L= perimeter)
The above formulas can be obtained directly, taking into account the following. (grad x) 2 = div(xgrad x) - X A x = div(xgrad x) + xu. I I The free energy of a rod for torsion, in equilibrium conditions, is the following:
E = - / cz2dz
In fact, by using the following equation: Po
St ~ ^
e
in condition of equilibrium, we get —c = Pijl(vi/i Po ^
+ vj/i) = PijJ* = P**etz + Pyzeyz 451
= (P2XZ + P2yz)/n .
we
By using the expression of P in terms of x
ge^
-^e4iiT2[(dxx)2 + (dyX)2] = ^ ^ ( g r a d x ) 2 . Po By integration, we get the proof. D | | Let the rod be fixed to one end, and an applied external forces be exerted on the other end in such a way to produce a couple of moment M that generates the torsion around the axis of the rod. Then, the torsion-angle, in equilibrium conditions, is constant along the rod, and one has: r =
M/c.
In fact, in equilibrium conditions the free energy of the rod must be minimum. The total energy of the rod is E+ U, where U = potential energy generated by the action of external forces. Taking into account the above integral expression of Ey and r = -^, by a variation with respect to > we get: 6(E + U) = 6{1 [cz2dz) 2J
+ 8U=
[ c ^ ^ d z J dz dz
+ SU = 0.
By integration by parts we get -
/ c-^8
The last term is the difference of the integration limit-values, namely at the ends of the rod. One of this is fixed, hence 8<j> — 0. We know that SU = —M6> hence
/
c-^8
As the variation 8(f) is arbitrary, we must have: dr c— = 0 , - M + cz = 0. dz
□
(V) (Plane bending of thin rod for infinitesimal deformations). In the process of bending there are some regions of the rod that are compressed and other ones that are expanded. Between these two regions there is a zone that is neither compressed nor expanded. This zone is called neutral surface. I I The bending of a thin rod is a simple extension (or compression), namely the unique non-zero component of the stress tensor is PZZJ where z is the axis of the rod. Furthermore, the infinitesimal strain Ulmansi tensor can be written as follows:
{€ij)=
R
-a 0 0 452
0 -a 0
0 0 1
Then, assuming the rheological equation for Hooke's solids, we get the following expression for the stress tensor:
(Pii)
0 0 0
:
0 0 0
0 0 EX/R
The neutral surface is determined by the condition: Xda = 0.
/,
Thus, for a homogeneous system the neutral surface must cross the center of mass of the section of the rod. In fact, the considered strain must be of pure bending, without extension or compression. Then, the total forces acting on the section must be zero, i.e., fD Pzzda = 0. Thus, taking into account the expression of P we get the result. | | The displacement vector is given by the following: = ( - ^ { * 2 + °(x2 -
(ux,uy,uz)
y2)},-crxy/R,xz/R).
In fact, we must integrate the following PDE: (dx.uz) + (dz.ux)
= 0,
(dz.uz)
(dy.ux) + (dx.Uy) = 0,
(dx.ux)
(dz.uy) + (dy.uz) = 0,
(dy.Uy) =
=
R = -~^x > + boundary conditions . -—x
By successive derivation we get: Awx = — —,
Auy = 0,
-ft
Auz = 0.
From Ally = 0, integrating with separation of variables, we get: uy = CiC3C5xyz
+ CiC4C5xz
+ C2C4C5z + dCsCexy
+
C2C3C5yz
+ CiC 4 C 6 x + C2C3C6y + C2C4C6 .
The condition (dy.uy) — —j^x implies Uy(x)Uy(z){dy.Uy)
=
-^X,Uy(x)Uy(z)C2
453
R
hence = x,d
uy{z) = l,uy(x)
a = 1,C 2 = 0,C 3 = —fi*,C 5
= 0,C 6 = 1.
w»W = —RV + ° 4
uy(x,y,z)
= - — zy + C 4 z-
Similarly, we get: ix z (z,y,z) = —XZ + C12X. Furthermore, for the component ixz, the following equation must be verified: (dy.ux)
= - y + C4
= -(dx.uy)
(dy.u x ) = ^2/ + C4 (9z.u x ) = -(&z.u 2 ) = - — - C12
= - — - C\i
(dz.ux)
dux = (dx.ux)dx = ~xdx
+ (dy.ux)dy
+
{dz.uz)dz
+ ( - ^ y + Ci)dy + ( - ^ - C 12 )ck
M
* = ~2Rx2 ~ my2
+ CiV
~
m ~c"z
+
Cl3
■
The condition «i(0) = 0 imposes C13 = 0. Furthermore, from (dy.ux)
= ^y
+ C4 = — {-2
Finally, from (dx.uz) = ± + C12 = ±{2z} + REMARK 4.18 - From the expressions of the initially on a section z — ZQ will be transformed, ones: {z = ZQ + uz = zo(l + j^)}. Namely the 454
C12 => C12 =0. D displacements, we see that points after deformation, in the following section remains plane, but will be
rotated by an angle relative to the initial position. (However, the form of the section change.) I | The energy per unit length of the bent rod is the following: E -
l E
I
where R = curvature radius of the neutral surface, (for a thin rod R can be identified with the corresponding curvature radius of the line that corresponds to the rod), Iy = JDx2da = moment of inertia of the section around the y-axis = bending moment. In fact, the free energy per unit volume is the following:
lp..ji-lp ,3 2
e
-I^El
2 " " ~ 2 E? ■
By integration on a section we get our formula. Furthermore, the total moment of the forces with respect to the y-axis is the following:
My = f l r In fact, as the force Pxzdcr = ^-da acts on the direction z on the element da of surface of the section, the moment with respect to the origin is xPxzda. Therefore, the total moment My = J| JDx2da = -^Iy (VI) (Deformation of thin rod (torsion+bending)). | | The deformation of a rod can be characterized by means of a vector ft (defor mation vector) that represented in the local basis (T, N , B) of the line representing the rod, has the following form: Q = — B-f 0 C T R where il^ is the component of pure torsion, and -^ is the component of pure bending. We define, also, rotation vector one
ds |
| The elastic energy, per unit length of the rod, can be written as follows:
E = ±{E(i1al + i2nl) + cn2(} where (£, 77, () are the coordinates with respect to the principal axes of inertia of the section, and i i , l 2 are the corresponding moments of inertia (axes £ and 77). 455
I I The moment of the forces acting on a section is the following: M =
(Ms,Mv,M<)
= (EJift e ,EJ 2 ft l f ,cft c ). EXAMPLE 4.6 - For a circular rod one has: \ fEI EIm E i { ] i + C n * } ' M = - ^ B + cO c T. □ (EXPRESSION OF THE MOMENT BY MEANS OF THE STRESS ACTING ON THE SECTION ± T ) . We have:
= (-
f P^dv, JD
( PccZda,
JD
I (P^rj - PncOdcr) . JD
In the case of pure bending one has P^ — P ^ = 0. The expression of P^ in terms of curvature is the following:
P« =
j(Bv(-B(V).
□ (NON-PLANE BENDING). The vector displacement for non-plane bending is the following: = (-—z2,-2axy/R,z(x
(ux,uy,uz)
+
y)/R).
In fact, u is the sum of two plane bendings, respectively in the planes (z,x) (z,y). The infinitesimal strain tensor of Ulmansi is the following: 0 R 1 ~2RZ
"2RZ
2R* R
and the stress tensor becomes E<j
,
y
x
R(l + ay ' 1 Ea y P22 = -x) R(l + ayi-2a E, P33 = j(x + y) Ea y R(l + a)R Ez Pi> = 2R(1 + a) Ez ^23 = 2R(1 + a)
Pi2 =
-
456
J
and
The moment of the forces acting on the section _Lz-axis, with respect to the origin 0 is the following: M =
(Mt,My,Mz)
= ( - § ( h 2 ( z ) + / „ ( * ) ) , f (J 12 (*) + / „ ( * ) ) , ^lZlZ)R{ya{z)
+
xG(z))).
The form of the section changes with the bending. If in the plane (x, y) the boundary of the section has the equation x0 = f(y0),{x = x0 + ux,y = y0 + u y } , after the deformation we will have the equation {x = f(y0) + ux,y = y0 + u y } . Thus, by eliminating y 0 , we have the implicit equation F(x,y) = 0 of the deformed boundary. EXAMPLE 4.7 DEFORMATION OF CIRCULAR SECTION AFTER NON-PLANE BENDING. If in the initial condition the boundary of the section has equation XQ -f y2, = R2, after deformation this boundary has equation:
x2 + y2 + %-* V + ^xy2 + Tjr* + 1 * - -R2 = ° that is the equation of a quadric. Furthermore, the ^-coordinate becomes _
z
Rz0
~ R-(x + yy
For little displacements we can omit the terms of third and fourth orders, and take ^3-
>72
~ 2 _i_ „ 2 _L ziSL^ _L
zA
P2 —n
°
and 2 = 20.
□ (EQUILIBRIUM EQUATIONS FOR ROD). We have the following equations: ^F as
„
dM as
„
m
where Fi = JD P^da = force acting on the section, B = external forces acting on the rod per unit length, M = moment of the forces acting on the section with respect to a point O. □ (EQUILIBRIUM EQUATIONS FOR ROD WITH FORCES CONCENTRATED ON ISOLATED POINTS). 457
1)
F = constant along the axis,
M = F X r + const.
where r is the position vector of a generic point. 2) If the concentrated forces are absent, and the rod is bent by means of concentrated moments, then one has: F =
= constant (along the axis) M is discontinuous in the points where the couples are applied
(D) VISCOELASTIC MATERIALS. DEFINITION 4.15 - Viscoelastic materials are those where the stress tensor is determined by the history of the strain before the time considered. In other words P is an application of the type P : C°°(C) ->
C^(vT^M).
EXAMPLE 4.8 - 1) (Linear viscoelasticity): P'J(x,t)
= -p(x,t)g"{x,t)
+
p'J{x,t)
t
pij{x,t)
= 2 I /x(t - t')(dam
• x{){dan •
xj)emn{x,t)dt'
where fi is called relaxation function. We call elastic modulus: oo
G=
( o
G{\)d\
where oo
= / G{\)e-^xd\ = C[G](t) = Laplace transform of G. o In the following table we report some important examples of relaxation functions. M (t)
TAB.4.12 - Examples of relaxation functions Material
^
Maxwell-fluid (Ao = relaxation time) Oldroyd-fluid
K')=£[(l-^)e-" A ° + l*o6(t)
Newtonian-fluid
fi(t) = r,8(t) 458
THEOREM 4.27 - (STEADY FLOW FOR LINEAR VISCOELASTICITY). A ma terial can have a steady How if fi(t) is such that the following integrals exist: oo
oo
/ fi(t)dt = / XG(X)dX = —— = rj (apparent viscosity) o
o
oo
oo
/ tfj.(t)dt = / X2G(X)dX = - r j - = i>33 (normal stress coeff.) o o with 7 = shear strain. If these integrals do not exist the viscoelastic material is solid and cannot have a steady How without breaking-off. PROOF. Let us consider the case of flow in a pipe with circular section. Let us use cylindrical coordinates (r, 0, z) and the following velocity field (
vr = ve = 0
) t<0^vz
=0
[t > 0 => vz = u(r,t) Then, the corresponding flow is the following:
6 = x2 = a 2 t
a3 + / Then, one has
u(a\z)dz
I"0(0
0 1] (c >)(a>0=J(r,t ) ( 0 ol [l 0 0 i
l
= (dr • u)(r,t f ) = shear strain.
j(r,t')
The non-zero physical components of p are the following: t
Prz = Pzr=
f l*(t ~ t')(dr • u)(r, t')dt' 0
t
t
pzz = 2 f f fi(t - t')(dr • tz)(r, t')(dr • tx)(r, o
1
t
LEMMA 4.2 - Assume that there exists the following limit: lim /(*). t—KX>
459
r)drdt'.
Then, for the following Laplace
transform oo
C[f}(s) = Je-Stf(t)dt, 0
we get (4.37)
lim sC[f](s) = lim /(*).
By applying the above lemma we get: sC[prz}(r,s)
=
lim prz(r,t)
= lim
t—+oo
CM(s)[s^(r,s)]
sC[prz](r,s)
s—»oo
= (lim £[/i](a))( lim s — [u](r,s)) s—>-oo a r
t—*-oo
oo
lim p {r,t) t—oo zr
= / p(t)
o?Woo(r)
Hence, P13/7 = *7(Note that for viscoelastic solids it is not necessary that there exists the integral 00
/ n(t)dt as for solid materials -^j 2 - = 0 . ) Let us consider, now, 0 t
t'
pzz(r, t) = 2 Hdr • u)(r, t')dt' I fi(t - t')(dr • u)(r, r)dr. 0 00
Assume fi(t) = J G(X)e-t/xd\.
t
We get:
0 00
Pzz{r,
t
t'
• «)(r, f)dt' f e^'V^dr
t) = 2J G{\)d\ I e-^-^/\dr 0
0
0
OO
p„(r,t) =
2jG(\)Ix(r,t)d\. 0
460
• «)(r, r)dr
For the convolution theorem of the Laplace transform, we have: s£[Ix](r,s)
=
1 -f- AS
sC[
By using (4.37) we get: lim I\(r, t) = A lim <J\{r, t) t—>-oo
t—>-oo
hence oo
lim pzz(r,t)
oo
= 2 [ G(\)[]im
t—+oo
J
= 2 [ G(\)[\
Ix(r,t)]d\
t—+oo
J
lim t—►oo
ax(r,t)]d\.
On the other hand, limaA(r,t) = [ ^ ( r ) ] 2 A t—»-oo dr hence oo
lim p„(r,t) = [^(r)] 2 2 f G(\)X2d\.
<—»-oo On the other hand
dr
oo
J o
oo
f \2G(\)d\ = [tn(t)dt = e. Hence, lim p „ ( r , * ) = t—►oo
2^3[^-(r)]2=2ej2 ar
= ^33,^33 = 2e.
72
a THEOREM 4.28 - (OLDROYD FLUID IN CIRCULAR PIPE: STEADY STATE). 1) The steady state flow is similar to those of Newtonian fluid. 2) In physical components, one has the following expression for the stress tensor:
lj
(P )
=
-p 0 Gr)
0 -p 0
Grj 0 -p-2G277(A0-^0)
where G = shear strain. For the normal stress differences we get: P33 - P22 = -2G277(A0 - HQ) -F33 — -P11 — -P33 461
—
-F22 •
PROOF. 1) From the rheological equation we have: t ij
p
= 2 I fi(t-
• x^dan
t')(dam
xj)emn(t')dt'.
•
-co
In steady state we have: x1=a1 x2=a2 x3 = a3+v(a1)(t-t°)
J
Hence, "0 0 0 0 1 0
2
1" 0 0
For t° = t\ we have: t
p33 =2 I fi(t - 0[(fc»i • x3)(da3 ■ x3)e13(a,t')
+ (da3 ■ x3)(dax
— CO
t
= G(r) j ft(t - t')2[(dai ■ x3)(da3 ■ x3)\dt'. As (dai.x3)
= G(t -1)
=» (dai.x3)
= 1. Hence,
p 3 3 = 2G2 / n(t - t')(t - t')dt' — CO
0 2 1
/
-2G
fi(s)sds
CO CO
22
= 2G
f
f[(l-^.)e-'/^+^6(s)]ads 0 CO
CO
2
=
x
2G ^-[(l-^)Je->/ °sds+»ojs6(S)ds}. 0
0
Here, s = t — t'. Let us calculate, now, the two integrals: 00
oo s x
1 e- ! °sds
2
= \
0
j e~xxdx = \2Q r(2)
462
■
x3)e31(a,t')]dt'
where s/\0 = x and where Y{x) is the gamma function. This satisfies the relation T(x + 1) = xT(x). Hence: T(2) = r ( l ) = 1 oo
f e-^Xosds
= X02.
Furthermore, oo
/ s6(s)&s = 0. Therefore, we get: ?33 =
_ ^0)A2
2G2±{1
=
2G2v(Xo
_
^
Similar relations also give: p 1 1 = 0,
p 1 3 = Gr,.
The motion equation, in steady state, gives: (4.38)
(drdr • vz) + -{dr • vz) = -(dz • p). r rj
This equation coincides with the corresponding one for Newtonian fluids. Taking into account the boundary conditions: vz{R) = 0,
vz(0) = finite
we get the following solution: '
Vr = 0
v* = 0
(4.39)
>
In fact from (4.38) we get: (dz • p) = const. hence (ftv . f)r
.91
i J_ —(fir
463
.7)
l =- —
onst.
Therefore, we can write (dz • p) = Ap/Z, and as a consequence we get (4.39). THEOREM 4.29 - (OLDROYD FLUID IN CIRCULAR PIPE: PULSANT FLOW). Let us give the following assumptions: a) for t < 0 the material is at rest, and without deformation] b) at t = 0 it is applied a gradient of pulsant pressure with little ampHtude and such that we can consider the linear viscoelasticity] c) the velocity held has the following structure: vr = v
vz =
u(r,t).
structure:
a 3 + / u(a\T)dT The physical components of the stress are the following: t
prz = pzr=
/ f*(t - t')(dr • u){r,t')dt' o t
t
Pzz = 2 f f fi(t - t')(dr • u)(r,t'){dr o v
• u)(r,r)drdt'
.
The other components are zero. The motion equation gives the following for u: t
p(dt • u)(r, t) = p(t) + iflr . [r f fi(t - t')(dr • «)(r, t')dt'] o u(r,t) = 0,with t<0 (dr - u)(0,t) = 0 -f boundary conditions
u(R,t)
=Q
{
0,t<0 Poe2W*,(P0GR-f),t>0
T i e solution is obtained by means of the Laplace C[u](r,s)
i^b ^ _ ps(s — iu) 464
transform: Jo(ar). J0(aR)
equation
where a2 = c^s), Jo = Bessel of the Erst type. The inverse transform is obtained by means of the Heaviside's representation: u(r
t)
_
P
o
fl
Mkr)
where
2P0 ^
iut
£M(anm)Jo(fcr) e '»-«
fc2 = — piuj / C[fj](iu) Pn = n-th positive zero of J0(x) r snm = m-th zero of
C[fM](s) pR2 L JV J ^ +t—^r= n0. * Pn2
Assuming that the sum are distinct and that Re(snm) v
J
tup1
< 0, we can write:
J0(kRy
Therefore, the volume flow rate is given by the following: R
Q(t) = 2TT / ru(r,t)dr J
= — 1nop
\ ' ]e kRJ0(kR)
REMARK 4.19 - (NON-LINEAR VISCOELASTICITY). The following rheological equation (KBKZ-rheological equation), (KBKZ = Kaye, Bernstein, Kearsly, Zopas) gives an example of non-linear viscoelasticity. Pij{x,t)
= -p(x,t)gij(x)
+ Pij(x,t)
t Pij(x,t)
= [ [(dIB ■ ^ ) B y ( t o ) - (dIC ■ U)Cij(t0)]dt0 — OO
where V =
U(IB,Ic,t-t0)
Ic = tr(C < J ) IB = t r ( B ^ ) BtJ = Finger tensor ClJ = Cauchy tensor. THEOREM 4.30 - (BARUS EFFECT: ELASTIC RECOVERY OF POISEUILLE FLOW) [96]. 1) We maice the following assumptions: a) The flow is isothermic and incompressible; b) The ratio L/d —* oo; c) The inertial effects can be omitted: pud/r)
mass density, rj = characteristic viscosity, u — average velocity; d) The gravity, body forces, and superficial tension can be ignored: pu2t/rj
(4.40)
U\0) + {dIB ■ U')AIB-
Then outside the pipe, the section of the material increases with respect to pipe one (Barus effect). More precisely one has: D/2
oe
D d = T d + 0.1,'
(4.41)
D
-
~d
ii/6
r_o L
J
D/2
/ N± = P n - P
(elastic modulus)
1 A
Grdr
0
where
_
2 2
,
r =
=
?
r = P12
G = / (dlo • U)ds, s = t — t0. o
2) If (d£-G)<(0£-r)
(5f.G)<(9f.JV1)
it follows: f = 2r'/d
7-P/< I + T-?*«"" 1
G(£)£d£ = average sectional value of the elastic modulus.
G = 2 o
PROOF. The problem can be divided in the following three: l)Viscosimetric flow (steady state). Assume the following structure for the locity field in cylindrical coordinates (r,
Then, the corresponding flow becomes: r —a
(B)) = (darx')
1 0
=
0 0 1 0
j(t-to)
train-gradient : <
1 0
( B - 1 ; . ) = (»*>■«•) =
=
0 1 0 0 (v) 1 0 = F
L"7(*-*o) 0 l j
Finger tensor : (BtJ)
=
Cauchy tensor : (ClJ) =
1 0
7(*-M
[£&]
0 1
7(t - 1 0 ) 0
?(t-t0)2]\
0 [1 +
0 -7(t-*o)
0 -7(*-*o) 1 0
0 1
The stress tensor is the following:
Pij = -P9ij + where
Pll 0 P31
0 p22 0
Pl3 0 P33
oo
Pii = J[(dIB ■ U) + (dlc • £/)(! - (7) 2 )]^ 0 oo
p22 =* y [(a/B • u) + (die ■ u)}ds 0 oo
P33 = J[(dIB ■ U)(l +
p 3 , = ^ [ ( 9 / 5 • Uy,S + (die ■ U)is]ds = T = 7,7
467
jp(v)~
Therefore, we have: oo
■ U) + (die ■ U)](is)2ds
Ni = P33 - pii = J[(dlB 0 oo
N2 = pn - P22 = -J(dIc
■ U)(ysfds.
o Let us assume the following equation (4.42)
(dlc
-U) = 0,
i.e., \N2\ < NL 2) Let us consider that for t = 0, there is a sudden change in the system: f t < 0 : F] = F(v)ia(F0)%
)
t> 0 : F] = <Sj F^'a
1 0 -75
= (cb„ • a{) =
(F0)] =
0 0 1 0 0 1
,
s = (t - t 0 ) , 7 = — .
(dxj-xa).
3) (£ > 0): Let us assume P^- = 0. From the rheological equation we get: oo
P(*b)i(W0/J =
JU'(IB,s)B^i\s)ds
(as (Fo) a i does not depend on the time),
IB = tr[(Jo- x ) i a (B^f r (F 0 - l r 9 B u l g^} v = (diB ■ u) p = unknown pressure 1 0
(BW>) = I 0
1
75
0
js
0
[l+72s2]_
Set A / B = tvBi3 - tr 2?,-/"> = tT[{Fo-1)iaBW0y(Fo-1)„jg^gaf' 468
- (3 +
Therefore, by using the Taylor representation for U' in terms of Is, we get: U' = U'{3 + i2s2,s)
+ {dIB ■ U')AIB + -{dIBdIB
■ U')(AIB)2
+■■■
and by considering the first term only, (namely little expansions), we get from the conservation of the volume (det j = 0) and from (4.42): p3=G(G2
+ N1,G-r2),[G(s)
j2s2,s)}.
= U\3 +
From (4.42) we have: G O 0 G r 0
(F0ya(F0)Pigafi=p-1
(4.43)
T
0 G + Ni
,
P = G(1 +
Ni
(^)2)1/3-
If (FQ)101 is considered independent of the coordinate z, we can prove that the stress with axial symmetry (without torsion) is the following: '
— AT
T
z' = ^ +
g(r),\en
Hence: A 0 91
lJ
(Fo )
0 1 0
0 0 1/A2
,(FQy<*(FQyPgap
=
A2 0
0 1
0
This equation is not compatible with (4.43) as G,NUT are independent. Therefore, the assumption Pij = 0, for t > 0 is too restrictive. Thus, let us assume that Pij = 0, but Pzz / 0 for t > 0. Moreover, as we require that the rod should be free, we must have D/2
2,jPzzrdr
(4.44)
= 0.
0
Therefore, we have: 0 0 0
0 0 0
0 0 pzz
"1 = -p 0 0
0 0 1 0 0 1
oo
+J
U'(s)[(F0-1)iaB^B(F0-1)uigfiuge^]da 469
We can also write: 0 0 0
0 0 0
0 0 pzz/\\
A2 = -p 0 g'\
0 \g' 1 0 0 g,2 + ^
Hence,
oo
+ JVM
1 0 0 1 ■js 0
75 0 [1 + 7 2 s 2
p\2=G P\g' = T Nl+G-^=pl±+9'2}.
By means of the elimination of p and g\ we get: N
^
G
+ T
~ ^ ^
G-
By integration and using (4.44), we get (4.41). COROLLARY 4.1 - (BARUS EFFECT FOR MAXWELL-FLUIDS). Let us U'(s) =
±e->\
Then we have the following. 1) The maximum value of D/d is given by the following formula:
0
2) If —£■ = const., we have: 5 = (1 + / W a
/ 6
,
U = ^ ^ , ZTW
(w = wall index),
PROOF. In this case we have:
hence 2 7 = 7Ao, ^ = T A o
U 2 2 ^= (^) = A = 0' ; 2G ^ 4 r ^ JVi 1 + -^G
r2 G2
l + 2 k( ^ ) 2 - ( ^ ) 2 = l + ( ^ ) 2 = l + G G' 2G'
470
COROLLARY 4.2 - (BARUS EFFECT FOR OLDROYD-MAXWELL FLUIDS).
We get: De/d=D/d
+ 0.1
^y/6
D/d = (i +
r Nlw fw = -z— = 7 V 6TW
PROOF. In fact, one has
N\ = 2j2r}(\o — fj,0) = const. G = rj/X0 = const. .
XQ
— flQ
= const.
r = JTJ-
Note that for classic Oldroyd fluids r — 777. But in practice:
°A /z° = 1 with A0 ^> //o-
n
REMARK 4.20 - The KBKZ-equation gives for 0, r and N\ the same expressions as those coming from rheological equation for linear viscoelasticity. In fact, we get: 00
pzi = /
jsG(s)ds
0
0 = P33 - P i i / 7 2 = /
s2G(s)ds
00
U'{3 + 7 V , s) = G(s) =► /i(t) = / e-^sG(s)ds
.
Then G is exactly the elastic modulus: G(s) = J G(s)ds. 0
THEOREM 4.31 - (OLDROYD-FLUID IN CONE-PLATE SYSTEM). 1) Let us consider spherical
coordinates: (x\x2,x3)
= (r,9,4>).
We assume the following structure for the velocity: K ) = (O,O,ft(0,t)),
1 (*;)= |0 0 471
0 r2 0
0 0 r2 sin21
Hence, one has the following Bow: r = x1 = a 1 1
= x2 = a 2
<Mz3=a3 +
fsi(a2,t')dt'
As a consequence, we get:
o o o (n = —(de.n) o o - i o-io The corresponding physical components are the following:
[0 eij = (9ll9JJ)~1/2±lJ
= -
0
T
L°
0 ol 0 1 , G = sin0(d0-ft). 1 0
2) If we assume that Q, is constant in time, we get the following (shear Bow): t 3
= a 3 + tt(a2)(t - t0).
oo
The corresponding stress tensor becomes: py(r,*) =
-p 0 0
0 -p -r]G
0 -rjG -p + 2rjG2(\0-
fio)/sm0
and the normal stress differences are the following: Nt=N2=
P 3 3 - P n - P33 ~ Pn =
2r1G2(\0-fiQ) sin 9
REMARK 4.21 - On the plate (0 = f ) , we have Nj = 2pG2(\0 - /x0). This gives a way to measure the elastic parameters difference: AQ — /-to p i ) HYPOELASTIC MATERIALS. DEFINITION 4.16 - We call hypoelastic materials ones such that their stress ten sors satisfy the following equation: (4.45)
£^P = *(e,P) 472
where $ is any functional operator ofe and P; (j) is the velocity of How on the Galilean space-time. REMARK 4.22 - Equation (4.45) can be written in coordinates adapted to an inertial frame, in the following way:
VtPij =(dt + C^)Pij =
&\eij,Pij)
where Vt = dt + Ci is called convective derivative. REMARK 4.23 - For such materials the memory is only for states infinitesimally near to the present one. EXAMPLE 4.9 - (Hypoelastic solids of degree 0) These are characterized by the following equation (Truesdell equation):
VtPij
= 2fieij + XekkPij
where A and \i are called Lame coefficients. THEOREM 4.32 - (PARALLELEPIPED OF HYPOELASTIC MATERIAL OF DE GREE 0, UNDER HYDROSTATIC PRESSURE (OR TENSION)). We have the following formula: 1 + i A _ Po P_ _ (Z_J_V__£_\Z/2 3A ~ V1 -, + , 3 A P ) Po 2/i PROOF. We have:
e} = rr*5, T(0 =
3k0
k0 E R.
From the continuity equation we get:
% + *> = °-
Hence (4.46)
P=
Po
(l + M) 3 "
From the Truesdell equation we get: VtPij
=
dPl> dt
2k0
l + k0t 473
ptj
and putting PlJ = pglJ one has: dp ~~dt
2ko +
3A&o
2pko P
1 + k0t
~ l + k0t
+
l + k0t'
By eliminating t with (4.46) we have: dlogO) dp
1
b + A b'
THEOREM 4.33 - Let us consider the simple tension, in the z-direction. assume the following: -a 0 0 etJ =k 0 -a 0 0 0 1 and that there is not acceleration. following:
Then we have that the flow is given by
x = x1 = a*(l — aokot) y = x2 = a 2 ( l — aokot) ( z = x3 = a 3 (l + k0t) iff the following equations are verified: 1 x1 ao
a1
*(*) =
1 x2 - a2 a0 a2 k0
x3 — a3 = k0t a3
l+M a(t) = a.n a0 1 + M
1 — kodot
where k0 = extension velocity per length a0 = tansverse contraction velocity per length (x'-a1)/^ (x3-a3)/a3
{x2 [x"
a2)/a2 (x — a3)/a3 3
As ~dl*xx "T AfcQ'-Lxx
VtPlJ
=
0 0
Let
dt"yy + 2>kaPyy
0 0 ■4-P — 9£P fa* ZZ
474
£H>± z z J
I
Truesdell equations
become: ya) :
rxx = ryy
(h) :
-TTPXX + 2kaPxx = -2ka(fi
(c) :
^-Pzz at
+ A) + Xk
~ 2kPzz = 2k(fi - \ ) + \k
Set e = k0t, a$ = <7 = Poisson ratio.. Therefore, equations (b) and (c) become: (5) :
(1 + e )(l - oe)^
(6) :
(1 + e)(l - ae)f
+ M l + e)Q = " ^ ^ ( 1 + < *
ae
- 2(1 - ae)T = ^ - [ ( 1 - a) - a(«(l + a) + 2a)] 1 — ecr
where P Q
=
xx
rp _
*ZZ
(Q
and
—
P yy
Tare adimensional
stresses)
(T = T0 + initial conditions(t = to) <
[Q = Q0 By integrating (a) and (6), we get: ^
/
N9
a
„
2cr
r/
l —(7€ x 9 ,
A —ere.
Q = (i-") Oo-rr^KT+7> ^ T + 7 > T
hxrfT
4g3
r, 1 + ^ 2 ,_,., 1 + ^
+
e(2 — ere + a2e),
2(1 + ,)
'
2
, e(2 + e - 6a - 5a 2 e) 1
From the equation of the flow, we get:
£ = (l-ae) 2 (l + e) where V = xy^: = volume at the deformation e Vo = a 1 a 2 a 3 = voiume before the deformation. (D2) P L A S T I C S . DEFINITION 4.17 - The plastics are materials that for little values of deformation have behaviour similar to elastic materials, but for higher ones are viscous materials. 475
This behaviour is formalized by the following
equations:
c'"'" = o, if 2i/-c«
^—, v/I^T
1-1
(or
^pfpt
i/ Jpfpi>i? p « = 2[i,, + - = l = ] c « )
V^M
The above equations are also referred to as von Nises conditions of the yield point, and we call Py yield stress. Furthermore, we call r]p plastic viscosity (or mobility,). REMARK 4.24 - The apparent viscosity is given by the following:
v
=
*K—. y/htivi'
THEOREM 4.34 - (TRACTION OF SOLID THREAD). 1) We can characterize the system by means of the following geometric objects:
(«0
vr(r) 0 vz{z)
;
(dr • vr)
0
0
0
0
(dz • vz)
(e")
2) The system is governed by the following ODE's: (Motion equations): dF — = 2TTR(Z)PZ]PZ = Traction dz (Rheological equation): F(Z) = ^ { 3 , (Continuity
F
A
W
+ ^Py[(^A( z) 5Av"yiy47r
equation): W =
and the following boundary
pvz(z)A(z)
conditions: A(0) = A0 \ vz(0) = v0 \ . F(Q) = F0 ) 476
+ ^
_ 1J}
PROOF. From the rheological equation we have: R(*)
F =
R(z)
I 27rrPzzdr = 2 ^ ( 3 ^
R(z)
/ r{3zvz)dr
+ y
/ r^-(dz
• vz)dr)
o
with I = eksesk. Therefore, we j R(z) f
2TT
F = 3VpA(z)(dz
■ vx) + ^=P,(dz
r
■ vz) j
-j=dr.
0
From the continuity equation we get
/ = ( A ^ ( ^ + 1). Hence, by integration we get explicit expression for the rheological equation. □ 3) (DIFFERENTIAL EQUATION FOR F). F must satisfy the following ODE:
(4.47)
(F')3F
= -\rn(F')2
+ y/i(F')2
+ boundary conditionsF(0)
where IU
+ h - ZJ]F" = FQ
= Ihs
h =
AV2TTPY
5
Av
4TTWP?
pi 2 2 5W 2 P
i = 2 / i (2 ^ . )
P h = 4h2s2 _ W m = 2(3r/p — ).
PROOF. It directly follows from the equation of motion and rheological equation after eliminating vz.
D
4) The solution of the above equation can be written as the inverse function F — F(z), of the following: F
477
where t = t(F) is obtained in the following way:
(4.48)i(F2-F02) = ^ 0 - t ) - | ( i - ^ ) - - ^ l o g ( -
PROOF. Set t(F(z)) becomes:
* + **-&
),
= fet = ft. Then, equation (4.47)
= F'(z) => F"{z) = $?£
t3F + (mt2 + Vtt2 + h - uJ)t't = 0. Hence, a first solution ist = Q=^^-=0^F non-integrable. Thus, we have
= const. This solution is, now,
t2F + (mt2 + Vtt2 + h - u)t' = 0. Set g(t) = mt2 + Vtt2 + h - UJ h(t) = t2. We get dF
g(t)
'
Set
«.).-<$>#(*)<** = FdF . By integration, we have:
s(t) = JH(t)dt = \{F2 - F02) = G(F). 5) One has the following formulas: A ( z )
6) The energy equation
-
1 dF
.( )2
p
M
_-PW
becomes:
Pcp[(dt
■ e) + „,(&.»)] = 2 J ^ A ( ^ - e). 478
THEOREM 4.35 - (PLASTIC COUETTE FLOW). One has the following geometric objects: v~ = 0
velocity field
VQ
[vz
—
ru(r)
=
u(r)
0
faj)
0
h'
Then, the stress tensor has the following
\u> 0 0
structure
~P PrO Prz
(Pij)
\{ru>-u)
\{ru'-u)
Pre ~P 0
Prz 0 -p
with P = P{z),
Pre = -FW(r),
Prz =
Pzr(r).
The motion equations are the following: Prd — 7T
dp with /?, A = constant and £ = r/R. Then, the plastic flow is realized in the region k < £ < 1, k = Ri/R, where it is satisEed the von Nises-condition; that now can be written in the following way:
^2A
2
+( ^ ) pR
2
r + A r + [ ( ^J ) 2 > 0 . PR
4.6 - RHEOPTICS In this section we will study the interaction continuum medium-electromagnetic field. Deformation induces unisotropy in stressed materials. (For a detailed study of the concept of unisotropy, and its applications to constitutive characterizations of mate rials see refs.[97,100].) 479
(A) Maxwell equations in unisotropic materials. Let us write Maxwell equations in tensor-form: (a)
(4.49)
Bk/k
= 0
k
= p&a
(b)
D /k
(c)
Ji'Eji.
(d)
eijaHj/s
'
= -(dt ■ B') c
'
- -(dt ■ D{) = c
C
with eijs = Ricci tensor and p, c = invariant. Then, one has the following continuityequation: (dt ■ p) + Ik,k = 0
(4.50)
and the following equation of balance of electric charge, inside a compact region:
<§4/'*> + ''•>' 3r >- 0 ' PROOF. In fact from (4.49)(cf), as div rot = 0, we get (taking div on both sides):
Ik/k = ~(dt.D")/k
=
47T
-^-dt.(D"/k)
47T
and by using (4.49)(&), we get (4.50). The global balance equation is obtained from (4.50), after integration and by using Stokes theorem. □ REMARK 4.25 - 1) To the above equations the following constitutive equations (material equations) must be added:
(4.51)
(a)
Ik =
W
Dk = ekiEi,
ekl = dielectric tensor (eki = eik)
to
Bk = fxkiHl1
fj, % = magnetic permeability tensor
akiEi,
(jkt = conductivity tensor
We have the following definitions: (4.52) 1 (a) we = —E Dk = electric energy density 07T
(6)
W„
(c)
w = we + wm = electromagnetic energy density
(d)
Si = -^-ekjiE^H1 ~ Poynting vector
8?r
B Hk = magnetic energy density
47T
480
THEOREM 4.36 - (ENERGY EQUATION FOR ELECTROMAGNETIC FIELD).
—
-
-
dt~
&
b
,
h
■
DEFINITION 4.18 - (PRINCIPAL DIELECTRIC AXES). These are identified by means of the eigenvectors of the tensor e^-, at any point of the material. Hence, they are determined by the following equations: faj ~ e9ijW
= 0
PROPOSITION 4.5 - With respect to the orthonormal basis, identified with the prin cipal dielectric axes, we can write:
(e»j) =
[ei
0
0"
0
e2
0
L0
0 e3
(e1E\e2E\e3E3)
(Dl) = we = ^(E1)2
+ e2(E2)2 + e 3 (£ 3 ) 2 ].
07T
REMARK 4.26 - (AXIAL DISPERSION). As e,, is a function of the frequency, we have that the principal axes change with the frequency. Of course, if the electromag netic wave is monocromatic there is not axial dispersion. THEOREM 4.37 - (STRUCTURE OF THE MONOCROMATIC PLANE WAVE IN A NON-MAGNETIC (Bl = Hl) UNISOTROPIC MATERIAL). 1) If a monocromatic plane wave propagates in a non-magnetic unisotropic material in the direction k, the vectors (D, H, S) are orthogonal among themselves. The same happens for the vectors (E,H,S). Furthermore, they are rotated one with respect to the other by an angle a. Therefore, the energy flux S is not along k, (as, instead happens in isotropic materials), but describes with k an angle a. PROOF. Let us consider the following expressions for the electromagnetic fields: Ei = Eje*(*,'1,"-fa;t) H* = Hie**'**-"*) D{ = DJe , ' ( f c , ' X i ~ w t )
B{ =
B^kixi'wt\ 481
Then, from Maxwell equations, we get: (4.53) (a)
-eijkkjHk
= -D>
(b)
-eijkkjEk
= Bk = Hk D
2) We define refraction index vector: n=
,
Then, the expressions of the electromagnetic lowing: [ (a)
H{ = el3krijEk
(6)
Di =
(c)
S< = - ^ [ £ V - ( E * n * ) ^ ]
(d)
s'Hi = s^i
(e) [(/)
-eijknjHk 47T
= 0
H^e^SjDi E^-e^sjH,
5) A wave that propagates in unisotropic material has, in general, an elliptic po larization, i.e., the vectors D and E oscillate in a plane J_k and describe an ellipse. PROOF. Let us consider some lemmas. LEMMA 4.3 - The components (n;) of n must satisfy the following equation: (4.54)(Fresnel equation)
|ej* -n
gkj + nknj\ = 0
For n2 the above equation represents a quadric, called surface of indexes (or sur face of wave vector). PROOF OF LEMMA 4.3 - Eliminate H{ in equations (4.53)(a) and (4.53)(6). We have: (4.55)
2 2j j D*i=n =n D EE
-(nkEk)n\ 482
Taking into account the following relation: D< = eifEt we get e{tEt - n2E{ + ( n ^ * ) ^ ' = 0 with Et = gt3E3.
Hence, e^guE* - n2Ei + n s £ s n * = 0
and by contraction with g^-, we have: (ejs - n2gj3 + nsrij)Es
= 0.
The condition of compatibility gives: ki« -n29js
+n9nj\
= 0.
D Cp Let us consider the following rule of change: An equation that holds for (E, n, €{jk) can also be written for (B, s, e{j\) by using the correspondence:
E&D
]
n <£> s
>
^ eijk <£> e~j[ J LEMMA 4.4 - The components Si of s must satisfy the following | s gik-
(4.56)(Fresnel equation)
SiSj
- eik
equations:
| = 0
Therefore, we can say that the surface vector identifies, in a palne J_n, an ellipse having the axes that represent the refraction indexes a = y/ei =n1,
b=
y/e^=n2
in the directions of these axes. Thus these directions represent the directions of Dl. The conditions are similar for the radial surface vector. In fact, from (4.55) we get, taking a frame along the axis n, that the transverse components Da^a = 1,2, have the following expressions: Da = n Ea,
Da = eapEp 483
hence
eapEH - n*Ea = U €aPEp - n2Ea = 0 taPEp - n2gapEP = 0 eaPEp - n2ga^ = 0 (e0/j - n2gap)EP = 0
Therefore, in the plane a±n (ethe eaf3 (a/3 n2gap)EP = 0 = 1,2) has eigenvectors ^ ar 0/j -tensor 2 eigevalues n . These eigenvectors are J_ each other and1,2) identify the principal E? axesand ot Therefore, in the plane
= 1 <$> e1xi2 + e2x22 = 1
has the axes .a = y/el—nu
b = y/e^ = n 2 .
DEFINITION 4.19 - 1) A material is called (optically) uniaxial if
(eik)
=
€j_ 0 0
0 e_L 0
□
0 0 en
with e_i_ ^ ej|. The direction of e\\ is called optic axis. The other two directions are arbitrary. In particular; we say negative uniaxial if e± > ejj and positive uniaxial ife± < e,|.2 2) A material is called biaxial if:
(**) =
e2
0
0
0 0
€2 0
0 63
with ex < e2 < e 3 . THEOREM 4.38 - In uniaxial materials we get the effect of the double refraction. PROOF. In fact, the tangential component n\\ has a different value from n±. □ If ej_=€|| the material is isotropic. 484
DEFINITION 4.20 - 1) We define optic-mechanical effects the unisotropy induced by means of stress tensor. 2) We define rheoptic equations as those which give a relation between eij and eij. REMARK 4.27 - In general, we can write: e^ = egij -f e^-. In the following table we resume some important examples of rheoptic equations. TAB.4.13 - Examples of rheoptic equations Name
^ij
Isotropic
€ij = €Qij
Elastic
6
ij — e9ij + « l e i i +
a
29ij
ai(w),a2{<jj) = elasto-optic consts. Newtonian
e2J = eg^ -f 2X1eij + 2A2u;ij
Linear viscoelastic
Vi(x,t)
=
2f[_oot]m(t-t')(da0.x>)(daa •XJ)
eaP(a,t')dt' m(t) = rheoptic relaxation function PARTICULAR CASES Newton:
m(t) = fjS(t)
Maxwell:
m(t) = f e ' * *
Oldroyd:
m(<) = f [ ( l - t o ) c - « / A . + 7 r 0 « ( t ) ] Ao
AQ
TAB.4.14 - Examples of rheoptic P D E s Name
^ij
Rheoptic PDEs
Veii{x,t)
\
=
2Qei'{x,t)
p = l + X 0 £ + X 1 ( & ) 2 + --- + A J v(&) Af+1 G = p ( l + P o & + F i ( & ) a + - " + F*(&) w + 1 ) PARTICULAR CASES Maxwell: Oldroyd:
(1 + A„ & ) ? ' ( * , * ) = 25je«(M) (l + \oj-t)rj(x,t) = 2rj(l+Ji0-i-t)^(x,t)
Newton:
ti{x,t)
=
2fjii'{x,t)
THEOREM 4.39 - (RHEOPTIC IN POISEUILLE FLOW FOR OLDROYD FLUID). 485
1) The dielectric tensor is the following: e0 0 0
(€*) =
0 e0 777
0 7/7 a
with a = e0 + 2T77 2 (A 0 - JL0), where e0 is a dielectric constant for isotropic Note that in the Newtonian case, A0 — ~p0 = 0, one has e0 0 0
(e*) =
0 e0 777
material.
0 777 e0
2) The eigenvectors and the eigenvalues of (e*-7') are the following: * (Eigenvaiues): ?! = 0 e,-= e 0 + e , - , ( z = 1 , 2 , 3 ) , < _ 1
_.2/T
—\^--n
, -2/T
— \2ii/2
^2,3 = ^77 (Ao - Ho) T Vlfi + 7 (*o - /*o) J '
(Eigenvectors):
(XP) = (1,0,0) (L< 2 ' 8) ) = ( 0 , ^ / [ l 2 l 8 2 + ( ^ ) 2 ] 1 / 2 , ^ , 3 / [ e 2 , 3 2 + Oft) 2 ] 1 ' 2 ) L<2'3) = 0 4 2 ' 3 ) = 1/{1 + {7(Ao - M„) T [1 + f (Ao - Mo) 2 ] 1 / 2 } 2 } 1 / 2 ,(2,3)
7(Ao-A?o)T[l+T2(Ao-/70)2]1/2
=
. 3 {l + {i(A0-7Z0)T[l+72(Ao_?o)2]l/2}2}l/2 The direction of maximum unisotropy is L^. This is characterized by the angle 3) The direction of maximum unisotropy is L^. This is characterized by the angle A,(T„ _ 77 ^ _L fl _J_ ^ 2 / T _ 77 V2U/2
7(Ao - ft,) + [1 + 72(Ao ft,)2]1'2 coz e = = 3 {i + {^(A 0 -7I 0 ) + [l + 7 2 ( A o - / I o ) 2 ] 1 / 2 } 2 } 1 / 2 ' 4) One has the following limit values: £0)
(a):
lim cos 0 = 1 => 0 = 0; 7—>-oo
(6) : (c) : (d) :
lim cos 0 = \jyj2 => 0 = 45;
7—0
_ lim
(Ao-Mo)-* 0
cos 0 = 1/^2 =» 0 = 45;
lim
cos 0 = 1 => 6 = 0.
(A 0 -/T 0 )—»-oo
486
5) The birefringence is calculated by means of the variation of refraction 1
A
1
indexes:
A
A n a = - — A e a ~ - — A e a , A e a = ea - e 0 , a = 1,2,3. Zna ZUQ 6) The birefringence of light that propagates in direction x1 is the following: Ane
= n|| - n ± = A n 3 - A n 2 = — - [ e 3 - ?2] = —rji[l ZTIQ no
+ 7 2 (A 0 -
~PQ)2)1/2
where ray and nj_ are the refraction indexes in the direction \\ and ± the birefringence respectively 7) The birefringence in direction x2 is
maximum
Ari3 — A n i = 77.j| — n±.
4.7 - M U L T I C O M P O N E N T C O N T I N U U M S Y S T E M S As mass transfer and chemical reactions are also of interest, we would like to discuss multicomponent continuum systems here. The complete description of transport phenomena (mass, momentum and energy) in multicomponent systems is obtained by means of PDEs that can be resumed in the following:
' (a) Continuity equation (6)
Motion equation
< (c)
Energy equation
k
>
(d)
Thermal state equation : p = p(p, 0, x^)
(e)
Caloric state equation : e = e(p,^,x^ t .)
j
In the following we shall consider in some details such PDEs. DEFINITION 4.21 - One has the following types of diffusions: (a) ordinary difFusion: it is generated by a variation of concentration of one com ponent A in B] (b) pressure-difFusion: it is generated by a gradient of pressure. (c) thermal difFusion: it is generated by a gradient of temperature. (d) Forced difFusion: it is generated by external forces that have different actions on each component. 487
In the following table we report some useful definitions of concentration. TAB .4.15 - Definitions of c o n c e n t r a t i o n s Name
Definition
mass
PAi
mole
CAi =
PAi/MAi
mass-fraction
UAi =
PAi/p
mole-fraction
XAi =
CAi/c
mass-average velocity
V
mole-average velocity
" = ( E l < i < n cAjVAj ) / E l < j < n
= (El<><„ PAjVAj ) / E l < j < n M i cA
J
(c= total mole density)
REMARK 4.28 - pv (resp. cv) represents the local velocity to which the mass (resp. mole) cross the unit surface _Lu. THEOREM 4.40 - 1) The velocity of diffusion of i-th component with respect to v is: VAj — v.
2) The velocity of diffusion of i-th component with respect to v is: vA. — v. Recall that the flux with respect to a frame is: N = J + J, where J — mole-flux, J = convective flux. Then, in the following table we report some useful classifications of fluxes. TAB.4.16 - Classification of flinxes mass-flux
nAj =
pAjvAj
mass-flux relative to v
jAj =
pAj(vAj
mass-flux relative t o u
jAj =
pAj(vAj -v)
mole-flux
JAj =
cAj(vAj
mole-flux relative to v
JAj =
cAj(vA. -v)
mole-flux relative to v
* JAj =cAj{vAj
THEOREM 4.41 - For binary systems (A,B) P=
PA
XAMA
+
PB,
+ XBMB
■ CA + CB, =M,
XA
(jjQ
WA+WB=llM>
l=U)A+
(coA/MA) MB dujA
d
--5)
WB, XAMA
LOA
MA ^ UJA
-V)
one has the following relations:
1 = XA + XB, =
-V)
^=MAMB(^<M + A
488
XAMA
+ XBMB
duA = MB r
'
MAMBdXA {XAMA+XBMB)2
In t h e following t a b l e we r e p o r t some useful relations for b i n a r y s y s t e m s . TAB.4.17 - F u n d a m e n t a l r e l a t i o n s for b i n a r y s y s t e m Entity
absolute
relative to v and v
mass-flux
nA+nB=pv
JA+JB=0
*
*
JA+JB=P(V-V)
mole-flux
NA+NB=cv
*
JA + JB = C(V
\ -v)
JA+JB=0
fluxO^) flux(nA)
nA=NAMA
JA = NA-uj(NA
NA=nA/MA
+ %fB_NB)
*JA = NA-XA(NA
+
JA=nA-u>A(nA
+ nB)
nA=jA-\-pAv
JA=JA/MA JA—3A
flux((v)
M A\ jvfj")
.
* / 3A=nA-XA\nA+nB
flux((w,jy4'))
NB)
NA=jA
3A
3
A
MB
+ cAv
=3 A 1*-3A
= JA
MA
(flux(-) = flux by means of (-)) In t h e following t a b l e we r e s u m e t h e first Fick diffusion law for b i n a r y s y s t e m s . TAB.4.18 - First Fick law for binary s y s t e m s Flux
Gradient
Diffusion flux (or molecular flux)
nA
"A/j
nA-u>A(n>A +
NA
XA/j
NA-XA{NA+NB)=-cVABx'iM
JA
U
j A = -pVABJJ
3A
XA/j
*JA =
JA
XA/j
JA=-(T^MAMBVABXA
JA
"A/j
yA =
C(VA-VB)
XA/j
cK-»i)=-c(^)^Bxi'
A/j
rJB)=-pVABJAi(+)
-cVABX/ji
-(cMA2MB)VABU;AJ
(+)(In the first term there is the convective flux and in the second diffusion one) D E F I N I T I O N 4.22 - We s a y that system
there is a chemical
reaction.
a system
is with
Furthermore, 489
r e a c t i o n if in the systems
with reaction
continuum are called
homogeneous systems if the reaction is in the body of the system. In this case the production is usually denoted by the formula: rA = « " n c ^ (n — order of reaction). Moreover, heterogeneous systems are those with reaction, where the reaction is limited to a region (e.g., on the boundary). In these cases one has the boundary conditions: \NA\dV = ^nCA\dv-3 THEOREM 4.42 - (CONTINUITY EQUATION). For the component Ax:
{dt'pAi) + n3Ai/j =rAn(i
= l,2,---,n)
For all the system:
(dtp) + (pvJ)/j = o
Other forms of such equations are the following: + N3Ai/j = RAi,(i
(«i):
(dt.cAi)
(61):
(dtpc) + (cv )/j = J2 RAi
= 1,2,- ■ -,n)
i
where nA. = pujA.v + j A i , with j A . = jAx){ + j ^ + jA9){ + jA],
where
(concentration flux) :
#" =i
E MAiMAjDAiAi[ £ l
(pressure
flux)(Dufours
id*AkXSAi),,p,x.x'i\
l
effect) :
#' = ^ E M^D^^M^-tyi] A
l
i
r
(forced flux) :
l
l
^
(thermal flux)(Sorel effect) :
JV ' = --^ J U°g»r A good reference for problems of mass transfer and chemical reactions is the book by G.Astarita [4]-
490
where BJ = external forces; GAJ = Gibbs free energy = mole partial free enthalpy; VAj = mole partial volume; DAiAj = diffusion coefficient. These have the following properties: DAiAi = 0 J2
[MAiMAnDAiAn
- MAiMAjDAiAn]
=0
l
{for
n> 2DAiAj ^
DAjA{
THEOREM 4.43 - (CONTINUITY EQUATIONS IN TERMS OF DAB
FOR BI
NARY SYSTEMS) 1)
(
( M a s s continuity equation) :(dt.pA) + (PA^)/J
= (PDAB^^)/J
(Mole continuity equation) :(dt.cA) + (cAv )/j = (pDABX^J)/j
+ rA \ + RA )
2) (CONTINUITY EQUATIONS IN PARTICULAR SYSTEMS). (a) Liquid solutions with constant temperature and pressure, and low concentration: (P,DAB
=
const.).
{dt.cA) + (v^A/jgi)
= DAB(&2CA)
+ RA
(b) Gas at low density with constant temperature and pressure: (c, DAB — const.): (dt.cA) + (vcA/j9Ji)
= DAB(A2CA)
+ RA-
^f(RA
+ RB)
(c) Second Fick diffusion law (sohds, liquids or gas with steady molecular antidiffusion): (dt.cA)
=
DAB(&2CA)-
THEOREM 4.44 - (GENERAL EXPRESSION FOR THE MASS FLUX IN BINARY SYSTEMS). 1) J — _J JA —
JB
- ( ^ ) M i M B Z W . [ ( ^ . ^ ) ^ +P-j{B>A-B*B) + (j£- ~> ^(l°g*)/j. This expression can be written in an alternative form by using the relation {dGA)eiP = ROd{\ogqA) 491
and by defining thermal diffusion ratio: K0
c2MAMB
DAB
One has: J>A = -&
H
= -(-^)MAMBDAB[(d\ogXAAogaA)eiPX/AJ + ■
L
RO
(-M
K
MApBXA,B ( A ~ p%
"
B
B)
P
A
with a A = c o n c e n t r a t i o n activity. 2) In the case of ordinary diffusion the above formula becomes: j A = -j>B =
-(-YMAMBDABidlogXA.aA^px'l-
Then, by comparison this formula with that in table 4.16 we conclude that DAB and VAB are the same coefficient only for ideal solutions, i.e., when the activity is proportional to the mole fraction. [ In general, one uses VAB as this does not require knowledge on the concentration data. ] THEOREM 4.45 - (ORDINARY DIFFUSION IN MULTICOMPONENT CASES AT LOW DENSITY).
&=&
E
MMMAIDA^X'I.
l
As DAIA are functions of the concentration, the above formula is not workable. However, we can prove the following equation (Sefan-Maxwell equation,): CA{ cAj KA;
(^;-<> E
l
1 cV AiAj
{XA^-XAA).
There the coefficients T>AiA can be assumed independent of the concentration. DEFINITION 4.23 - (EFFECTIVE BINARY DIFFUSION FOR At IN SOLUTION). (4.57)
N>Ai=-c
£
N>Aj.
l
THEOREM 4.46 - (RELATION BETWEEN VA.Am AND
_ £ i < * , < „ 7Dl^-(XAjNAi 1 cX>j4iAm NAl-xA,j:1
492
-
VA.Aj).
XAiNA.)
PROOF. This formula can be obtained by using the expression of XA- m StefanMaxwell equation one obtained for NA. from (4.57). □ In the following table we resume some expressions of the mass diffusivity by means of pressure and temperature. TAB.4.19 - Mass diffusivity in binary systems
vAB
State Low pressure gas
1
pvAB/{PcAPcBYi\eCAeCB)^^\^-^Y^=a{e/^eCAeCB)
b
a, b =const. (non-polar gas: a = 2.745 x 10~ 4 , b = 1.823) (non-polar g a s + # 2 0 : a = 3.640 x 1 0 - 4 , b = 2.334) Liquids
hydrodynamic equation DAB — KQJ^spherical particles:K = gas-constant, ^A = mobility
FA=6*r,BuARAe3%xfc»Bk) T)B — solvent viscosity RA — particle-radius
PAB = draging friction coefficient Particular cases {PAB = o o ) : (^
P
y = 6 ^ - (Stokes-Einstein equation)
= 0 ) : ^ =
^
(Self-dirTusion):^A = ^ ( f ) 1 / 3 . .
*-4
r ^ l T H E O R E M 4.47 - (MOTION EQUATION FOR MULTICOMPONENT SYS TEMS).
%-((»,') = -fwivk/k + Pik/k+
Yl
l
An alternative form is the following:
l
493
P^B'Ai
If we consider the total momentum
flux
fit =
i j pv v
-
Pij
we can write the motion equation also in the following alternative
A(^) = -^i / . + £
form:
pAjB\f
PROOF. It follows directly for the general equations for continuum systems. The last expression for the motion equation is obtained by taking into account that the total flux N is the sum of the diffusional and convective ones. □ <=> THEOREM 4.48 - (ENERGY EQUATION FOR MULTICOMPONENT SYS TEMS).
An alternative form is the following:
KAj
THEOREM 4.49 - (TOTAL FLUX OF ENERGY).
e ' = p(c + - w V + «* " - P S "
PROOF. In fact, the convective flux is J = p(e + \v2)
J = q-P}v.
and the diffusion flux is
□ 494
THEOREM 4.50 - (EXPRESSION FOR q). Q = Q(c) + q(d) + Q(x) + q(v) where
(«) «(\o = -V**/* (Fourier iaw = thermal conduction
flux)
(*) «o= E f^'* l
A
*
= interdiffusion (HAi = mole partial enthalpy of A{) (c)
(x) = (Dufour flux)
(thermal diffusion: very complicated, but not too (d)
important)
ql(r\ = radiant flux
When the following terms p-v2,
Pk3Vj,q\x),
q\r)
are neglected, the energy flux is simply:
l
THEOREM 4.51 - (ALTERNATIVE FORM FOR ENERGY EQUATION). By using the above expression for the energy flux, we can write energy equation in the following alternative form:
St
p(e + -v2) = -ek/k+
Yl
n
%B^
l
Furthermore, in terms of Cp the energy equation
becomes:
SO
+ Y^
ABkAi
KAi
Sp
+ {d]og0.logV)p,XAt-g+ J2
495
nAi[Jl./k-RAj]
where Cp = speciEc heat at constant pressure for each unit mass, V = speciEc volume. DEFINITION 4.24 (INTERPHASE TRANSPORT FOR MULTICOMPONENT SYSTEMS). These problems can be of two types: (a) mass transfer across the boundary dV of two phases; (b) mass transfer across porous boundary dV. In the following table we report some important entities associated to problems spec ified in the above definition. TAB.4.20 - Transport interphase characterization Definition boundary mole flux * JA\av = NA\av - XA0(NA\dV * jB\dv = NB\dV - XB0(NA\dV * * JAIOV = -jB\av
+ NB\dv)
=
KXAXA
+ NB\dv)
=
KXAXA
= «x A XA
~KX = binary coeff.mass transfer in one phase AXA
= difference mole fraction boundary- internal points
binary coeff. mass transfer in one phase at low velocity mass transfei| __ x —
v lini NA\dV^0,NB\9v->0
NA\dV-XA0(NA\dV+NB\dv) A ^
mole velocity of addition of A (or B) on the global surface dV
WAm) = - lev lev NAd*h WBm) = - JdV NBda, THEOREM 4.52 - One has the following results. 1) <
m )
- XA0(WAm) + WBm)) = KXA A XA-
2)(RELATION BETWEEN (/*, A) AND (KX,VAB) IN BINARY SOLUTION FLOW ING IN P I P E OF LENGTH L WITH POROUS BOUNDARY SURROUNDED BY A BINARY SOLUTION). (4-58) (a)
h =
W
Kx =
TTT1T(1 0 \ i f (Kdr.e)\r=R)Rd
VmTT—Z~\ nVL(XA0
I (cVAB(dr.XA)\r=R)Rd
f
- XA1) J[otL] J[0,2TT]
with XA0 = rnole fraction at the boundary, XAX = mole fraction inside the pipe. 496
PROOF. For the global heat we have: Q = - f qjdaj = f \(dxj.0)d
[N'A - XA0(N>A + Ni)]dai
JdV
= f
cVABXAdVj .
JdV
On the other hand
_wr-xA0(wr+wr) ;(m)
AAXA
D
Therefore, we get (4.58)(6).
TAB.4.21 - Analogy between heat and mass transfer Name
0
diffusion
<* = -A
vAB
diffusion
p=
C =-$(dXA>p)P,9
flux
?(c)
transfer v.
Q
transfer coeff.
h-
Equal
D
XA
-l(dO.P)p,XA
JA = NA-XAO(NA
ro)
wi -XAo(wi
+
TO)
NB)
+ w^ m) )
-2e
adimensional
_ Dvp _ Dv. r\ v
Re
Fr
gD
numbers
L/D
Different
N - hR
adimensional
rp
numbers
c
r
L/D AT _ iVw
KXD
- c7> A B
— ^A _ CPV — v — \ — a _ D3P3gp*e
C kJc
Nu
V — v pVAB VAB 3 3 D p g^XA
Q
^ ~ RePr ~ -JT p JTe>
p p
— l\,eJTr
_
—
T}2
0 _
h
0 t
DvpCp ^
numbers.
Nu R&Pr
K^
CV
p T> p Dv j - e / — r t e ^ r — VAB
3D =
comb. adim.
1
_ r
c
special
1
NUR?SC-1'3
cv V p P A B ^
497
REMARK 4.29 (ANALOGY BETWEEN HEAT AND MASS TRANSFER) In the above table we have given some analogies between heat and mass transfer (at low velocity). In fact, we can translate any correlation of mass transfer in similar relations for mass transfer, simply by changing the adimensional groups reported in that table. THEOREM 4.53 - (VELOCITY OF MOMENTUM, HEAT AND MASS TRNSFER AT THE BOUNDARY). 1) Force of the fluid at the boundary in the direction of the principal tiux: 1) Force of the fluid at the boundary in the direction of the principal flux:
Fz
= -jA±pv2\dV
+ (WAm)MA
+
WBm)MB)vz\dV
Velocity of thermal conduction at the boundary: 2) Velocity of thermal conduction at the boundary: 2 I
Q = hAM + (WAm)HA lav + W{Bm)HB \av) + (W(Am)MA + W^ m) M B )(#av +
^
3) Diffusion velocity of component A at the boundary: W(Am)
= KXA
A
XA
+ (<
m )
+
W^XAO
where J\~h and ~KX are transfer coefficients that, in general, depend on the transfer velocity. $dV = potential energy on the boundary, v\dV = average flux mass velocity. THEOREM 4.54 - (MACROSCOPIC DYNAMIC EQUATIONS FOR MULTICOMPONENT SYSTEMS). In the following we shall assume that the boundary is sta tionary. 1) (GLOBAL CONTINUITY EQUATIONS).
(mass) : i
' (dt.MAi) = - A WAi + W™ + rAi 1 (dt.M) = - A W + W(m)
j
' (Ot.MAi ) - A % . | WA^ + RAi (mole) : <
(dt.M) = -AW + W(Tn)+ J2 l
498
R
^
>
where MAi = / PA{ dv = mass of component A{ Jv AWAi = Vv% - WAi = p ^ . < V2 > 5 2 - p ^
= difference of velocity mass flux at the surfaces
1— 2
JS(m)
= velocity mass flux across the surfaces at the (it is positive if it is added, negative
boundary
otherwise)
FA, = / ridv = velocity of production of A{-th component in the reaction Jv 2) (GLOBAL MOTION EQUATIONS). (dt.Pj)
= / Pjknkda Jav
-
f pvJvknkda Jdv
+ Fi - F}
where pi = / pv^dv = total
Jv
momentum
F3e = total external force F* = mass transfer forces 3) (GLOBAL ENERGY EQUATIONS).
d*-( f Pie + lv2\dv) 2
Jv
= f
JdV
-
Pjkvjnkdv
/ qknkdaJdv
/ p[e + z-v2]vkda ./dv
+ / 5j.nA.i Jv
PROOF. 1) Let us consider the macroscopic equation of change with C = pAi,
N = pAivA.,
H = vAi.
We have: dt.( Jv
pAidv)
= - / pAivA.nkdcr JdV
+ / rAidv Jv
= - I PAiVAinkd(T+ Js(m) + / Jv
/ pAivA.nkda JSi
rAidv. 499
-
/ Js2
pAivA.nkda
Furthermore, in order to obtain the total continuity equation it is necessary to sum these terms and take into account that ] C i < A t < n ^ 2) Similarly we can prove this equation by taking
=
0-
C = p N = -P + pv ® v l
3) Finally, here we take
C = p[e+±v2] N = q- P\v + p[e + -v 2]v
n=
Yl
B
AinAik-
l
D EXAMPLE 4.10 - (DRY-SPINNING). Let us assume: (i) The system has axial sym metry and the section is circular; (ii) The concentration of the polymeric compo nent and solvent one are represented by the mass fractions up and UJS respectively: L0p + LO3 = 1] (iii) p and Cp are constant. LOCAL EQUATIONS: A) CONTINUITY EQUATION (al) : (solution) (a2) : (solvent)
-dr.(rvr) r
-f (dz.vz) = 0
(dt.u8) + vz(dz.ujs)
=
-dr.(rVps(dr.us)). r
PROOF. Take into account the continuity equation
(dt.p) + (pv% = o and the continuity equation for the solvent (dt.ps) + n3 nsi/i=0. As ps — <x)sp and ns = pusv + j s , if we assume that in the continuum system the unique contribution to j 3 comes from the diffusion for concentration, we get
Ji = -JJP = -pZ-PVVSJJ.
□ 500
B) MOTION EQUATION p[{dt.vz) + vr(dr.vz)
+ vz(dz.vz)}
= (dz.Pzz)
p[(dt.vT) + vr(dr.vr)
+ vz{dz.vr)]
+ -(rdr.Pzz) + pg r = (dr.Prr) + (dz.Prz) + Jrrr
iA
C) ENERGY EQUATION pCp[{dt.O) + vz(dz.6)\
= ±dr.(r(dr.e))
- ( ^
-
jj-)±;dr.(rVp.(dr.u>.)).
The term (jf- — jj-)\dr.(rVps(dr.Ljs)) is caused by the interdifFusion polymer-solvent and can often be ignored. RHEOLOGICAL EQUATIONS IN NEWTONIAN CASE
(Pij)
=
—p + 2r)(dr.vr) 0 rj[(drvz) + (dzvr)}
0 - P + 2T?^
0
r][(drvz) + (dzvr)] 0 -p + 2rj(dz.vz)
GLOBAL EQUATIONS. Let us assume flat profile for the average mass velocity: V3,z = VpjZ = Vz =
Vz(z,t).
A) CONTINUITY EQUATIONS (polymer) :
W dt.(—) Vz
(solvent) :
=0
Wa dt.(—) v
+ (dz.W9) + 2TTRM3N3^
W dt.(-)
+ (dz.W) + 27rRM3N3y0 = 0
z
(solution) :
+ (dz.Wp)
= 0
Vz
with Wp = Apvz
W3 = Apsvz < u3 > < LL>3 > = — /
2-Kruj3dr
A
J[°>R] W = Apvz1A = 27rRz. B) MOTION EQUATION (dz.F) = (dt.W) + dz.(vzW) 501
- Apg + 2irRPf
with F = LR]
27rrPzzdr = A < Pzz >= spinning tension.
c) ENERGY EQUATION ' 7T ,
pCp[(dt. < 0 > ) + vz(dz. <0>)]= with
2W-[/i(<9 00 - So) -
L3N3i0]
~ L-
< 6 > = —Aj
2nr0dr = average temperature
oo = air index
0 = boundary index h = heat transfer coefficient Ls = vaporization heat of solvent. 4.8 - V A R I A T I O N A L FIELD T H E O R Y The fundamental fields of physics, i.e., electromagnetic, gravitational and nuclear fields, all obey the dynamic equations that are of variational type. The main purpose of this section is to give a geometric formulation of global variational calculus in the same spirit of all the book, i.e., emphasizing the role of the dynamic PDE. We will give some examples that have great physical interest. ^ REMARK 4.30 - (THE CONCEPT OF COVARIANCE). The concept of covariance is fundamental for a theory of physical field. A field is considered a section s of fiber bundle 7r : W —> M. To say that s is covariant it means that for any local difFeomorphism <j> of the base M we can calculate the pull-back
1
where B ( ^ ) is a local application on W, canonically associated to
► —►
W\v u
If this circumstance is verified, we say that w : W -> M is a natural fiber bundle (or fiber bundle of geometric objects). We write: (% : W -> M , B ) . In the previous sections we have just meet examples of such a structure. In the following 502
table we resume some important examples. TAB.4.22 - Examples of fiber bundles of geometric objects Name
Definition
Tangent bundle
(TT
Cotangent bundle
( T T : T * M - > M , B = T*)
Bundle of tensors
(TT : Tr3M -> Af,B = Tr3)
Bundle of derivative
(TTI : J£>(W0 -► M )
of sections
B ( 1 ) = J£>(-) = T * ( - )
of natural bundle
7T! 0 Ds = idfrf
(TT
: W -► M , B )
: TM -» M, B = T)
A generalization of this concept is that of super-fiber bundle of geometric ob jects introduced in refs.[101,102], and considered also in section 2.7. A physical field is fully covariant iff it is a superfield, that is a section of such a structure. Recall that "superbundles" and "superflelds" in the category of supermanifolds are particular examples of these structures [112,113,114]. ^
DEFINITION 4.25 - A structure of superbundle of geometric objects is
given by two fiber bundles W ^ M ^ B over the same base M and a covariant functor B : C(B) —» C(W), where C(B), (resp. C(W)) is the category whose objects are open subbundles of B (respectively, open subbundles ofW) and whose morphisms are the local fiber bundle authomorphisms between those objects such that: i) ifB\u e Ob(C(B)) => B(B\u) = 7T-V(*7) e Ob(C(W)y, ii) if f e Hom(C(B)) with f = (/BJM)IM : B\U -* B\U', then B ( / ) G Hom(C(W)) and satisfies: (a) TTW o B ( / ) = / M O TTW; (b) ifB\U e Ob(C{B)\U CU^ B(f)\~l(U) l(u) = B( B(f\B\w). W is called the total bundle and B the base bundle. A section of TW is called a superfield of geometric objects. NOTE. G-structures (that are reductions of principal bundles of fc-referments, 0 < k < oo, on a manifold [104,110]), can be considered as particular cases of superbundles of geometric objects. Kaluza-Klein theories are related to those structures. In the physical applications it is important to consider the following. THEOREM 4.55 - Let Let (P, M, 7r; G) be a principal fiber bundle with structure group G. Let W = PxF/GIGbtbe a fiber bundle associated to P with fibre F. Then, there exists 503
a canonical covariant functor B such that (P, W; B ) is a superbundle of geometric objects if we restrict the category C(P), where B is defined, to the subcategory C(P), wi2ere #om(P|{7, P|*7') is the set of fibered diffeomorphisms P\U -» P|J7', such that the isomorphism on the structure group is the identity. PROOF. See ref.[102]. □ Here we consider the problem of existence of fully covariant classic and quantum Yang-Mills gauge fields and spinor fields on gravitational instantons. (For Yang-Mills equation see below.) COROLLARY 4.3 - A gauge theory is fully covariant iff it can be placed in a structure of superbundle of geometric objects. Recall that instantons are non-singular classical solutions of the Euclidean pure YangMills equations with non-trivial topology. Similarly, gravitational instantons can be defined as four-dimensional Einstein-manifolds. If these solutions are closed (i.e., compact and without boundary), they are called compact instantons. Now, the problem that we shall consider is the following: When can we globally define a fully covariant spinor field on a gravitational instanton? As it is well known (see e.g. refs.[8,101,102]), there are some topological obstructions in order to globally define a spin-structure on a manifold M. This can be shortly resumed by requiring that the second Stiefel-Whitney class w2 G H2(M] Z z22 )) should be zero. Recall that w2 is given by w2 = //(/?), where ji is the canonical connecting homomorphism in the Serre short exact sequence [141]: (4.59)
0 -> H\M-
Z 2 ) -► H^SOiM);
Z 2 ) £ H^SOiM);
Z 2 ) A H2{M; Z 2 )
where: (a) SO(M) is the total space of the principal bundle of oriented orthonormal frames on M; (b) For any topological space X , H1(X] Z 2 ) = Hom(7r1(X)] Z 2 ), where 7Ti(-X") is the fundamental homotopy group of X; (c) H2(M\ Z 2 ) is the second cohomology group of M with coefficients in Z 2 ; (d) j3 is the generator of H1 (SO(M); Z 2 ) = Z 2 . We say that M is a spin manifold if the fiber bundle SO(M) admits a non-trivial double covering TT : SO(M) -> SO(M) over M. On the other hand the double covering of SO(n) are classified by H1(SO(n)\Z2) = Z 2 , so other than the trivial covering SO(n) x Z 2 there is only one non-trivial double covering of SO(n), usually denoted by Spin(n). Furthermore, the double covering of SO(M) are classified by H1(SO(M)]Z2). So, M is a spin-manifold iff w : SO(M) -> M is represented by a class 0 e H1(SO(M)',Z2) such that i*(Q) = p. But, for the exactness of (4.59) this condition is satisfied iff /z(/?) = w2. In the following table we report some examples of gravitational instantons. (Ref erences for these can be found in refs.[8,9,10,19,26,36,37,47,48,68,89,122,164].) In some cases it is also denoted if they are spin manifolds. In order to circumvent 504
the topological obstruction (w2 ^ 0), a good way is to consider generalized spin structures (see e.g.[101,102]). In fact, a less restrictive requirement is obtained by introducing the generalized spin structures, with structure group 5pm G (4) = 5pm(4) Xz 2 G = 5pm(4) x Gj ~ , where G is any Lie group with Z 2 = {e,a} in its centre; the equivalence relation ~ is (x,g) ~ (—x,ag). (One has the canonical projection: SpinG(4) -> SO(4),[x,g] *-+ A(z), with A : Spin(4) -> 50(4).) Then, in ref.[8] it is proved that an 50(4)-bundle £ over a 4-dimensional manifold M, is covered by SpinG(4) bundle iff
(4.60)
0.(0 = 0,
with 0. the canonical morphism 6. : 50(4)[M] -> H3(M- TT^G)), where 50(4)[M] is the set of equivalence classes of principal 50(4)-bundles over M. In particular, if ni(G) = 0 one has an exact sequence: 5pm G (4)[M] -> 50(4)[M] -> 0 so SpinG(4)-structures
always exist.
TAB.4.23 - Examples of gravitational instantons Name
Compact
Schwarzschild (euclid. cont.)
NO
Kerr (euclid.cont.)
NO
Taub-NUT families
NO
Eguchi-Hansen families
NO
Page-Taub-NUT
NO
5
4
C R
5
(4-sphere) (+)
2
P ( C ) (complex proj.plane) 5
2 2
x 5
2
5 -♦ 5
(metric product) ( + + ) 2
(o)
2
V2ncP (C)(f)
Spin
Kahlerian
YES
YES
NO
YES
NO
YES
YES
NO
YES
YES
NO
YES
YES
YES
YES YES
PJ+ (asymptotic twistor space) (+) Analytic continuation of de Sitter space (++) Product of two 2-spheres each with radius A -1 ^ 2 can be regarded as a limiting case of the Schwarzschild-de Sitter solution of Einstein equations with positive term: Rap — kgap = 0, A > 0 (o) This is a limit case of the Kerr-de Sitter solution (|) 4-dim. algebraic submanifold of P 3 (C)
505
Then, we shall consider the group SpinG(4) = G Xz2 5pm(4), where G is any sim ple connected, simple Lie group which contains Z 2 in its center. Physically G/Z2 represents the internal symmetry group. Then, a principal bundle of SpinG(4)referments can be built: (P, M, 7r; SpinG(4)). So, a SpinG(4)-spinor field is a sec tion of a vector bundle E = P x F/ SpinG{4) associated to P via a representation r : Spin?{4) —► Aut(F) of SpinG{4) in a vector space F. However, we have not, in general, a canonical way to associate to any symmetry / = (fp,fM) of a Spin gravitational instanton (that is a gravitational instanton plus the principal bundle P), a fiber bundle transformation ( / E , / M ) of E over JM- Therefore, if we define a spinor field in this way we have not obtained, in general, a fully covariant entity: The existence of 5pm G -structures on a gravitational instantons does not guarantee that any SpinG spinor field is fully covariant. REMARK 4.31 - However, the physically important result is that any time we have the existence of Spm G -structures we can build spinor-fields which are fully covariant. This is obtained if we consider the fiber bundle E over M having as fiber Ex,x £ M, p the vector space Ex = 0 g(x))), where V is a vector space > 0 T q(V ® R C(TXM, over R or C such that its group of authomorphisms is G and C(TxM,g(x))( s ) ) iis the Clifford algebra on the tangent space TXM endowed with the inner product g(x): E=\jE„
Ex = 0
x£M
T»q(V®C(TxM,g(x)))
p,q>0
R
T%ClifG(M,g).
= 0 p,q>®
One can see [101,102] that E is a vector bundle associated to P that for any symmetry / = (fp,fM) of Spin -gravitational instanton, associates a fiber transformation (IEIIM) of E over / M - (As we have a natural inclusion TpqClifG{M,g) , < ? ) — - > E, for anv Pi
[J xeM
cc
V<&C(Tx°M,gc(x))
where TxcMM\ is the complexificated tangent space and gc(x) product. In particular, if V = C and G = £7(1), one has CUr(M)
= ClifuW(M,g)c=
is the complexificated
| J C(TCXC{TcxM,gc{x)). x£M r
Then, ClifG(M,g)c g)c is also a fiber bundle that admits as structure group the group SpinG by means of the twisted adjoint representation. 506
REMARK 4.32 - Now, it is interesting to note that every time on a Spm G -instanton a section u of the fiber bundle T*M®TM VM -> -> M exists such that u{x) is a skew c G linear involution of TxM,x E M, we can canonically split the bundle Clif Clif (M,g) into the tensor product of two subbundles: ClifG(M,
g) = 5(M)* ( g )
S(Mf
where S(M)G = V(g)S(M)
S(M) = A(TM)i = |J (TzM)! x£M
(TxM)i
= ker(tc>(z) -
idTxM)
GG
M) iis called generalized spin bundle. For the fiber bundle ClifG(M)c S(M) we tnirt.i have similar results if on M a field J is defined such that J(x) is a complex structure on TXM and g(x) is a non-degenerate hermitian metric. In fact, in these cases, one has the fiber bundle isomorphism : (4.61)
ClifG(M,g)c
=
S(M)*c(g)S(M)Z,
where S(M)o
= A(TCM)!
(^M), = |J {TXGM), xeM
(TfM)!
= ker(a;(a;) - ^ T x c M ) ,
5(M)g = F(g)5(M)c c where LU(X) is the involution canonically induced by J(x). The spinor fields that are usually used in physics can be identified with sections of S(M)G or S(M)0GG C< over Tt. ;is important to M. We shall call such spinor fields pure 5pm G -spinor fields.=5 It note that the fully covariance for such objects is not generally assured for anyT Spi SpinGgravitational instanton as in general the representations (4.60) or (4.61) cannot be conducted in a canonical way. In fact, the above mentioned structures w o r J are not canonically defined. However, there are some manifolds where one can canonically recognize such fields: These are the so-called almost-Hermitian manifolds and almost-Kahlerian manifolds; (for more details see e.g. refs.[101,102,161]). So, we have the following important THEOREM 4.56 - On almost Hermitiann SSpinG-instantons and almost Kahlerian SpinG-instantons-yns iexist fully covariant pure Spin0-spinor fields. 507
^ EXAMPLE 4.11 - In table 5.23 we have reported also the existence of Kahlerian structure on some gravitational instantons. So, on P 2 ( C ) we can recognize fully covariant Spm G -spinor fields, where G is a simply connected, simple Lie group having Z 2 in its center. For example we can take G = SU(2n),nIn = 1,2,3, •••, but not SU(2n + 1). In fact, condition (4.59) does not hold for these last groups, but valid for SU{2n). So, the 5£/(5)-model of Georgi and Glashow [35] cannot be considered! In fact, P 2 ( C ) is a mathematical "counter-example" to the model of Georgi and Glashow. For simplicity we shall consider only 5pm c -spinor fields. We have the following important theorem. THEOREM 4.57 - Any gravitationalilSSpinc-instanton admits fully covariant quantum spinor fields. PROOF. In fact, we can prove (see ref.[104] and chapter 5) that Dirac equation C (D) C JV(E), E), E = C7z/ (M), on any 4-dimensional (pseudo-)Riemannian mani fold M with metric g and volume form JJ, = *1, admits a natural Dirac-quantization. Furthermore, we have that the quantum full covariance is satisfied because the complexificated Clifford bundle identifies a superbundle of geometric objects. As a par ticular case we have fully covariant quantum spinor fields on any gravitational Spin°instanton. □ COROLLARY 4.4 - On almost Hermitian Spin0-instantons is and ai almost Kahlerian Spin0-instantons>ns eexist fully covariant quantum pure Spin°-spinor fields. PROOF. This is obtained by restriction on the Dirac operator Dir on the subbundle 5 ( M ) c and by using the above theorem. □ THEOREM 4.58 - Any gravitational instanton M admits fully covariant quantum Yang-Mills fields. PROOF. The proof is similar to previous one by considering results of ref.[104], and the ones reported in Chapter 5. □ The above theorems can also be reformulated in the category of super manifolds [112,113,114]. In fact we have the following important theorem: THEOREM 4.59 - A manifold M of dimension 2N~1(m + n) that admits an almost superstructure of type (m, n; N) [23,112] is also a spin manifold if N > 3. PROOF. In fact such a manifold has the Stiefel-Whitney class W{ zero for i < 2 N _ 1 - 1 . So in order for w2 = 0 one must have N > 3. □ THEOREM 4.60 - A gravitational instanton of type (m,n\ N) is a gravitational in stanton that is a manifold of dimension 2N~1(m + n) that admits an almost super structure of type (m, n; N). 1) Any gravitational spinor fields.
instanton
of type (m,n;7V) admits fully covariant
508
quantum
2) On any almost Hermitian or almost Kahlerian gravitational (m, n\ N), fully covariant quantum pure spinor £elds exist.
instanton
of type
^ Let us, now, consider the formulation of the global variational calculus. DEFINITION 4.26 - 1) A Lagrangian of the first order on the fiber bundle TT : W -* M is a numerical function (4.62)
L:JV(W)^K.
2) The action integral associated to a Lagrangian L, at the section s of 7r, on the compact domain A C M, and to the volume form TJ of M is the following integral: (4.63)
IA[s]=
f(LoDs)rf. JA
3) For any deformation 7: [0,1] x M -> W of s, i.e., the partial application s\\ M —> W, A G R, is a section of it such that 5Q = 5, with SAI^A = s|a^, the action integral defines a numerical function (4.64)
IA[s\ : R - R , IA[3](A) = / ( L o
D ^ .
We say that 5 is an extremal if for any deformation of s the function (4.64) has a critical point at X = 0. THEOREM 4.61 - 1) A section s of the fiber bundle 7r : W —> M, dim M = n, dim f
= n-fm
is an extremal for the Lagrangian L : JV(W) —> R iff it is a solution of a second order PDE (EL) C JV2(W) (W): : Euler-Lagrange equation associated to L. More precisely, in local coordinates on JV2(W),
(4.65)
(EL) assumes the following form:
*.L)0J o Ds)) = 0, j = (1, • • •,m) (dyj.L) o Ds - (dxa((dy».L)
PROOF. Let us derive (4.64) with respect to A, and take A = 0. Taking into account that the domain and 77 do not depend on A, we get d_ (IAW)\X=O ~dX
= j
A
^((L
o Dsx)V)\x=0
509
= JA-^(L
o
Dsx)\^0r,.
On the other hand —(L o Ds\)\\=o d\
=< vdL, dDs >
where vdL is the vertical differential of L, (i.e., the differential of L with respect to the vertical vectors of TTJ : JV(W) -> M ) . Note that dDs : M -> Ds*vTJV(W). KW) In fact, dDs(p) = -^(Dsx)\x=0(p)
€
vTDs(p)JV(W).
On the other hand Ds(p, A) = {Dsx)(p)
€ JV(W)P,
VA € R
as SA
: M —> W,
VA E R,
7r O 5A = I ^ M -
Thus, ^(D7x)(p)evTD7x(p)JV(W) )JV{W) and for A = 0 we have ^ ( £ S A ) | A = 0 ( P ) € vTDa(p) JV(W) C Z V w T J I ^ W ) . On the other hand we have the isomorphism Ds*vTJV(W)
^ JV(s*vTW),
dD7(p) »
D(dTj(p).
As a consequence, we have in coordinates dDs = ujdVj +
(dxa.vj)dyj
if v = ds~ = vJdy.j. Furthermore, we have
vdL = {dVi.L)dy> + (dyf.L)dy>a. Hence, (4.66)
< vdL, dDs >= vj(dyj.L)
o Ds + (dxa.^)(dyf.L)
o Ds.
Moreover, < vdL, dDs > defines a linear differential operator of first order: V[s] : C°°(s*vTW)
-> C°°(M; R ) , v „ V[s\.v =< vdL, dv > . 510
Let us denote the formal adjoint of V[s] with S[s] : C°°(A°M) ->
C°°(A°nM(g)s*vTW).
Taking into account the relation {V[s)M)r, = e[s\.r} +
d{a1(V[s])V\r,)
where ai{V[s\) is the symbol of V[$], by means of Stokes theorem, we have: ^(/A[3])|A=O = J
< vdL,dDs>=
JA
jj?[3].v)ri
= j
JdA
S[s].V + j
d^Vls])^)
JA
as v — ds\dA = 0. Finally, taking into account that v is arbitrary we get £[s] = 0. In order to obtain the expression in coordinates of this equation, we must calculate one for S[s)r] = (V[S]M)TJ - d{a1(V[s})v\r}). From (4.66) we get: (4.67)
(V[s].u)rf = [vj(dyj.L)
o Ds + (dxa.vj)(dy?.L)
o Ds^x1
A . • • • dxn.
Furthermore, taking into account that the local expression of the symbol cr1(/P[s]) is the following:
(dy?.L)zavi
(6)
(Ji{V[s]).v\ri = (-l^idyf.Lydx1
(c)
(^(P^D.i/Jiy) = ( ^ ( ( d y / . L ) ^ ^ x
A • • • A dx* A • • • A dxn 1
A • • • A dxn
(the symbol"denotes the absence). Hence, we get (4.65). □ THEOREM 4.62 - (HAMILTONIAN FORM OF EULER-LAGRANGE EQUATION). 1) Associated to the Lagrangian L we can define the following application (Xegendre transform) a(L) : JV(W) ->TM(g) vT*W such that the following diagram is JV{W) vdLl
commutative: *(L)
vT*JV(W)
> ►
j*
511
TM
The representation in coordinates of cr(L) is the following:
(4.69)
xa
a = (1, • • •, n), j = (1, • • •, m)
Define generalized m o m e n t a (4.70)
p° = (dyf.L),
a = (1, • • •, n), j = (1, • • •, m).
2) On JV(W) one recognizes a vTW-valued canonical 1-form u>i. More precisely, one has: wi : JV(W) -* T*JV(W)6§vTW -* T*JV(W)(g)vTW L : JV{W) xfa) e T;JV{W) (g) vTniMq)W = L(TqJV(W); vTKlMq)W (g) vTniMq)W = L(TqJV(W); vTKlMq)W) Lfa) e T;JV{W) I < "i(tf),C > = T(7r1|0)(C) " T( 5 )[T( 7 r 1 )(T(^ 1 ,o)(C))] where s is any section 7r, defined in the neighbourhood ofp = ni(q) £ M such that Ds(p) = q. In coordinates u\ can be written as follows:
(4.71)
wi = -yldxa
3) To any Lagrangian L : JT>(W) —* R, we can associate a TM-valued JT>(W). More precisaly, we have: [ 0 : JV{W)
-+ T*JV(W)
1-form 0 on
(g) T M
%) G T;JV(W) 0 T ^ M - L(rg J I W ; :zvl(g)M) ^ < 0(g), C >= ^mTfaXC) + *(L)(s)("i(*)(0). In coordinates 0 can be written as follows: 0 = {[-yka(dy%.L)
+ ±L(q)]dxa
+ (3y£.Z)
4) To any Lagrangian L : JV(W) -> R, we associate a TM-valued form) on JV(W). More precisely, we have the following: 0 : JV(W) - r*J2>(W0(g)TM,
dxu. 1-form 0 (Cartan
0 = * A Trjty = ( a ® f ) A ^ = a A ( ^ 7 7 ) . 512
In coordinates 0 can be written as follows: ((a) (4.72)
(6)
S = (dy<*.L)dyj A dx1 A • • • A dx^ A • • • A dxn - Hdx1 A • • • A dxn ) H = tr(T/)
= y^dylL)
_ lL6J
=
yl{dy«k.L)
-L
y H = (Hamiltonian). Of course, if one uses (as it is frequently made) the formula H = -tr(T/) we have H = -yka{dyt.L)
+ L.
5) By means of generalized momenta, the Hamiltonian can be written:
( 4 - 73 )
H = L-y*aPi.
6) The extremal sections of L are solutions of the following equation:
(4.74)(Hamilton equation)
(£>s)*(fjft) = o, n = de
for any vector field £ on JV(W). the following:
(4.75)
(-ir+'yi
The expression in coordinates of this equation is
(-ir+ip»a
= (dp{.H),
= -(%.#)
PROOF. Let us only show how one arrives at equation (4.74) starting from the action integral. First, note that the action integral can be written in the following way: (4.76)
IA[s\=
[(LoDs)ri=
f(D7)*Q,
JA
JA
where (Ds)*S is defined by the following commutative diagram: 0
JV(W)
K°nJV{W)
M
MM
I (Ds)*e
513
A°(D7 A )
Hence, we can write: (4.77)
- ^ [ 3 ] | A = O = / d(LoDT>Tj = / 0((D3)*6).
On the other hand, as for any differential form a one has £xa = d(x\a) + X\da, and taking into account that Cxot = da, where a is the deformation of a by means of the flow associated to X: a\ =
dX
x=0
= / 8((DS)*6) = J d{X\{Ds)*Q) + j^X\d((DZ)*e) = /
]
XJ(DS)*0+ [ X\d((D7)*e)
JdA
JA
= / xM(.D5)*e) = f X\(Ds)*de= JA
f(Ds)*(X\tt) JA
Therefore,
d_ iA[z\\x=o = o**(Dsy(x\n) = o. The proof of the local equations (4.75) are obtained by means of the following change of coordinates on
JV(W):
and developing the direct calculation in coordinates for (Ds)*(£JO) = 0. □ THEOREM 4.63 - (SYMMETRY OF LAGRANGIAN AND CONSERVATION LAWS). 1) Let a Lagrangian L : JV(W) —> R and 1-parameter group of transformations <j> of the fiber bundle IT : W -* M be given. We say that w is invariant for 5, if the following diagram is commutative: 4>\,M
M i M
<<-
W *I
JV(W) I JWA) JZ>(W0
h ->
R II R
The mapping JV(
In coordinates we
Xa O JV{<j>X) = <j>%M O *, (4.79)
y J o JV(
( y* o JT>(^A) = ( d x . ^ X & r ^ ) + 514
(dx^Xdx^^dyrfx)
Here JV{(j)\) is a 1-parameter group of transformations ofJV(W). The corresponding vector field Y™ : JV(W) -► TJV(W) is called natural lifting of Y = d