Автор: Saunders D.J.  

Теги: mathematics   geometry   exact sciences   natural sciences  

ISBN: 0-521-36948-7

Год: 1989

Текст
                    London Mathematical Society
Lecture Note Series 1
CAMBRIDGE UNIVERSITY PRESS
D.J. SAUNDERS


London Mathematical Society Lecture Note Series. 142 The Geometry of Jet Bundles D. J. Saunders Honorary Research Fellow Mathematics Faculty, The Open University The right of the University of Cambridge to print and sell all manner of book v was granted by Henry VIII in 1534 The University has printed and published < ontinuouslv since 1584 CAMBRIDGE UNIVERSITY PRESS Cambridge New York New Rochelle Melbourne Sydney
Published by the Press Syndicate of the University of Cambridge The Pitt Building, Trumpington Street, Cambridge CB2 1RP 32 East 57th Street, New York, NY 10022, USA 10, Stamford Road, Oakleigh, Melbourne 3166, Australia © Cambridge University Press 1989 First published 1989 Printed in Great Britain at the University Press, Cambridge Library of Congress cataloging in publication data available British Library cataloguing in publication data available ISBN 0 52136948 7
Contents Introduction 1 Bundles 1 1.1 Fibred Manifolds and Bundles 1 1.2 Sections 12 1.3 Bundle Morphisms 15 1.4 New Bundles From Old 20 2 Linear Bundles 27 2.1 Vector Bundles 27 2.2 Vector Bundle Morphisms 35 2.3 Duality and Tensor Products 42 2.4 Affine Bundles 48 3 Linear Operations on General Bundles 55 3.1 Tangent and Cotangent Vectors 55 3.2 Vector Fields 63 3.3 Differential Forms 71 3.4 Derivations 76 3.5 Connections 85 4 First-order Jet Bundles 92 4.1 First-order Jets 92 4.2 Prolongations of Morphisms 106 4.3 Total Derivatives and Contact Forms 115 4.4 Prolongations of Vector Fields 124 4.5 The Contact Structure 136 4.6 Jet Fields 145 4.7 Vertical Lifts 154 5 Second-order Jet Bundles 160 5.1 Second-order Jets 160 5.2 Repeated Jets 167
CONTENTS 5.3 Integrability and Semi-holonomic Jets 171 5.4 Second-order Jet Fields 177 5.5 The Cartan Form 183 6 Higher-order Jet Bundles 191 6.1 Multi-index Notation 191 6.2 Higher-order Jets 194 6.3 The Contact Structure' 207 6.4 Vector Fields and their Prolongations 221 6.5 The Higher-order Cartan Form 232 7 Infinite Jet Bundles 251 7.1 Preliminaries 251 7.2 Infinite Jets 258 7.3 The Infinite Contact System 265 7.4 The Inverse Problem 278 Bibliography 286 Glossary of Symbols 288 Index 290
Introduction This book is intended as an introduction to the language of jet bundles, for the reader who is interested in mathematical physics, and who has a knowledge of modern differential geometry. Several ways of applying geometric techniques to physics are now well established in the literature: two major examples are the study of tangent and cotangent bundles in mechanics, and the use of connections on principal fibre bundles in field theories. More recently, the language of jets has appeared as a concise way of describing phenomena associated with the derivatives of maps, particularly those associated with the calculus of variations. In fact, a jet is no more than a generalisation of a tangent vector, and the geometrical theory of jet bundles includes the theories mentioned earlier as special cases. Generalisation, of course, sometimes introduces complexity: for instance, the coordinate representation used for jets bears some resemblance to the traditional coordinate representation used in the tensor calculus, but differs in that the transformation rules are no longer linear. In addition, many of the coordinate formulae are symmetric in their indices, as a consequence of the commutativity of repeated partial differentiation, and this also introduces a certain complexity. On the other hand, the geometric nature of the theory introduces simplicity: there is, for instance, a clear geometric interpretation of the reason why the curvature of a connection is the obstruction to the integrability of the system of partial differential equations represented by the connection. This book introduces those aspects of the theory of jet bundles which explain these local phenomena, although the theory itself is described in global terms. The first part of the book, comprising Chapters 1-3, sets out those elements of the theory of bundles and of linear structures which will be needed in subsequent chapters. Some of this material may be familiar to readers who are already acquainted with fibre bundles, although the perspective adopted here is one which ignores the existence of the structure group of the bundle. The remainder of the book introduces the theory of jets. This is done in four distinct stages to make the task more manageable, although at a
risk of some repetition. The basic definitions are given in Chapter 4, which describes first-order jets; the fundamental idea of prolongation also appears here, and is used in the specification of variational problems. Chapter 5, on second-order jets, introduces the idea of integrability, and also forms the setting for an intrinsic version of the Euler-Lagrange equations, constructed with the aid of a Cartan form. Higher-order jets are considered in Chapter 6, and a multi-index notation is adopted to deal with them; the global construction of a higher-order Cartan form also appears in this chapter. Finally, Chapter 7 uses the theory of calculus in infinite-dimensional Fre'chet space to define infinite jets, and in this context proves the local exactness of the variational bi-complex; a consequence of this result is the Helmholtz condition in the inverse problem of the calculus of variations. I should like to express my gratitude to colleagues with whom I have discussed this subject over the past few years. In particular, I should like to thank Mike Crampin, for his advice and encouragement, and Frans Cantrijn, who has read most of the manuscript and made many helpful suggestions. I am also indebted to the Research Advisory staff of the Open University's Academic Computing Service for their advice on the use of IAT^X. D. J. Saunders September 1988
Conventions In this book, we suppose that all manifolds are real, and that manifolds and maps are smooth (that is to say, of class C°°). We shall require the topology on each manifold to be Hausdorff, second-countable and connected. We shall assume, except in Chapter 7, that all our manifolds are finite-dimensional; it follows from these assumptions that our manifolds admit partitions of unity. When using wedge products of cotangent vectors or of differential forms, it is always necessary to adopt a convention concerning the numerical factor to be employed: our convention will be such that, if a and (3 are cotangent vectors (or 1-forms), we may write without any numerical factor.
Chapter 1 Bundles In this chapter, we describe the basic structure upon which our study of jets will be based, namely that of bundles and sections. This structure is a generalisation of the more familiar structure of pairs of manifolds and maps, and allows more complicated topological arrangements. Although we shall be concerned primarily with local properties of jets, this more general description is still necessary for our discussion, because there are pairs of manifolds whose jet bundles do not themselves simplify to further pairs of manifolds. 1.1 Fibred Manifolds and Bundles Many of the theories in modern mathematical physics can be described by considering smooth functions between differentiable manifolds. The domain of such a function might represent a region of space-time, and the codomain the possible states of the relevant physical system. Frequently, however, one considers not the function itself, but rather its graph: if the function is / : M —► F then its graph is the new function gr^ : M —► M x F defined by gr/(p) = (p, f{p))i and any function 0 : M —► M X F which satisfies the condition pri o <j> = idu is the graph of a uniquely-defined function / (namely, / = pr2 ° </>)- In this arrangement, the product manifold M X F is called the total space, because its local coordinate charts contain both dependent and independent variables for the function /. The domain M is also called the base space. This way of looking at functions has two advantages. One is conceptual: the function may be thought of as a "field", in that for each point p £ M there is a copy {p} X F of the codomain of /, and a single point in that copy gives the value of the field at p. This is a common way of picturing "vector fields", where the value of the field at a point may be represented by a vector attached to that point. The second advantage is more substantial, 1
2 CHAPTER 1. BUNDLES in that one may seek a generalisation of this arrangement where the total space as a whole is not diffeomorphic to the product of the base space and another manifold. For such a generalisation to be useful, however, there must nevertheless be a local product structure: each point of the total space must have a neighbourhood which "looks like" a product manifold. Such a structure is called a fibred manifold. Definition 1.1.1 A fibred manifold is a triple (E,7r,M) where E and M are manifolds and 7r : E —> M is a surjective submersion. E is called the total space, tr the projection, and M the base space. For each point p 6 M, the subset 7r~1(p) of E is called the fibre over p and is usually denoted Ep. 1 As a shorthand, the same symbol E is sometimes used for the fibred manifold as for its total space. However this notation may be ambiguous, and in later chapters there will be many instances where the same manifold is the total space of two different fibred manifolds. We shall therefore denote the fibred manifold by the same symbol as we use for its projection, so that the shorthand for (F,7r,M) will be 7r. Since the projection 7r of a fibred manifold (jE7, 7T, M) is a submersion, each connected component of the fibre Ep is a submanifold of E, and dim Ep = dimF — dim M is called the fibre dimension of 7r. We shall normally assume that both dim M and dim Ev are non-zero. Example 1.1.2 If M and F are manifolds then (M x F,pri,M) is a fibred manifold. This is called a trivial fibred manifold; the word "trivial" has a technical meaning which is given in Definition 1.1.6. 1 Example 1.1.3 Let 5L(2,R) be the three-dimensional manifold of real 2x2 matrices with determinant one, and let H be the subset im z > 0 of the complex plane (regarded as a two-dimensional real manifold). Define a map 7T : 5L(2,R) —> H by (a b \ _ ai + b * \ c d J ci+d' A straightforward computation shows that the rank of 7r* is 2 at each point of 5L(2, R). Since 7r is surjective, it follows that (5L(2, R), 7r, H) is a fibred manifold. I Example 1.1.4 One of the simplest examples of a fibred manifold whose local product structure does not extend to a global product is the Mobius band. The total space (the Mobius band itself) may be constructed from the topological space [0,1] X (0,1) by identifying the points (0,y) and
1.1. FIBRED MANIFOLDS AND BUNDLES 3 (1,1 - y) and giving the quotient space the structure of a 2-dimensional smooth manifold in a straightforward way. The image of the set of points [0,1] x {|} under the quotient map is then diffeomorphic to the circle S1, and the projection [0,1] x (0,1) —> [0,1] x {^} passes to the quotient to give the Mobius band the structure of a fibred manifold over the circle. Each fibre is just a copy of the open interval (0,1), but the total space is not diffeomorphic to the Cartesian product S1 x (0,1) because of the "twist". ■ The justification for describing a fibred manifold as having a local product structure comes from the properties of submersions. By using the implicit function theorem, we may see that for each point a £ E there is a neighbourhood Ua C E, some other manifold Va, and a diffeomorphism ta:Ua-^ 7r(Ua) x Va which satisfies the condition that pri(ta(b)) = 7r(6) for all b £ Ua. The condition on ta asserts that the fibres of 7r (when restricted to Ua) correspond to the fibres of the Cartesian product projection pri. A condition such as this, involving the composition of maps, is often expressed by using a "commutative diagram": Ua - 7r(Ua) x Va prx *(Ua) - *{Ua) id where 7r|^ denotes the restriction of 7r to Ua. Such a diagram is meant to assert that, when there is more than one route between two different nodes, then all such routes give the same result. In this case, the assertion is simply that the two maps pri o ta and id o 7r|[7 are equal. /K\ua
4 CHAPTER 1. BUNDLES The existence of a local product structure on the total space of a fibred manifold allows us to use special local coordinate systems called adapted coordinates. These correspond to the product coordinates which may be constructed on a product manifold MxF from coordinates on the individual manifolds M and F. Definition 1.1.5 Let (.F,7r, M) be a fibred manifold such that dim M = m, dim E = ra-fn, and let y : U —► Rm+n be a coordinate system on the open set U C E. The coordinate system y is called an adapted coordinate system if, whenever a, 6 6 U and 7r(a) = 7r(6) = p, then pri(y(a)) = pri(y(b)) (where prt : Rm+n —► Rm). ■ The meaning of this definition is that points in the same fibre Ev n U have their first m coordinates equal, and are distinguished by their last n coordinates. If a £ E then adapted coordinates around a may be constructed from the local product structure in the following way. Starting with a coordinate system x : W —► Rm around 7r(a) = pri(ta(a)) £ M (where W is chosen so that W C flr(U)) and a coordinate system u : V —► Rn around pr,2(ta(a)) £ V C Va, we define y : t~l(W x V) —> Rm+n by y = (x oprt ota,uopr2 ota), just as for product manifolds. Conversely, any adapted coordinate system y : U —► Rm+n yields a coordinate system x : 7r(U) —► Rm by setting x(p) = pri(y(a)), where a £ Ev n U\ this is independent,of the choice of a by Definition 1.1.5. When dealing with the component functions of an adapted coordinate system, we shall usually adopt the following notation. If xl (1 < i < m) are the coordinate functions on M, then the coordinate functions on E will be labelled (x\ua) 1 < i < m, 1 < a < 7i so that the same symbol xl will be used both for a function 7r(U) —► R and for the composite function U —► n{U) —► R. The latter function may also be written as the pullback 7r*(jrx), and this is the first of many occasions when the same symbol will be used to represent both an object and its pullback by a fibred manifold projection. In many cases the idea of a fibred manifold without any additional restrictions, although useful, is slightly too general: for example, different fibres may have different topological structures. An example of this phenomenon may be constructed by taking the trivial bundle (R x R,pri,R)
1.1. FIBRED MANIFOLDS AND BUNDLES 5 and deleting a single point. The result is a new fibred manifold where all the fibres except one are connected. If the fibred manifold is supposed to model a physical system then it may be unrealistic to allow the possible states of the system to depend on the choice of a particular point in space-time. This problem may be resolved by insisting that the fibred manifold look rather more like a product than the definition of a submersion necessitates. The additional condition which such a fibred manifold must satisfy is expressed in terms of functions called local trivialisations, and the resulting object is called a bundle; after the present section, we shall be concerned almost entirely with bundles rather than more general fibred manifolds. We shall first describe what is meant by a global trivialisation. Definition 1.1.6 If (F,7r,M) is a fibred manifold then a (global) trivialisation of n is a pair (F, t) where F is a manifold (called a typical fibre of 7r) and t : E —► M x F is a diffeomorphism satisfying the condition •pn o t — 7r. A fibred manifold which has at least one trivialisation is called trivial. ■ E — M x F pri M M id In particular, our original example (MxF,pri, M) is a trivial fibred manifold using the identity map as the trivialisation. However, suppose g : M X F —> F satisfies the condition that, for each p £ M, the map gp : F —► F defined by 5fp(^f) = g{p,<l) is a diffeomorphism. Then the map t : M x F —> M X F defined by t(p, q) = (p, gp{q)) is another trivialisation, so it is important to be clear that requiring a fibred manifold to be trivial does not give its total space the structure of a Cartesian product in any particular way. Nevertheless,
6 CHAPTER 1. BUNDLES the typical fibres corresponding to two different trivialisations must clearly be diffeomorphic, so referring to a typical fibre of 7r rather than of the trivialisation is justified. Example 1.1.7 If the circle S1 is regarded as the unit circle in R2, then we may define the map p\ : SL(2, R) —► S1 C R2 by Pi (a b \ _ f a c \ \c d ) ~ VTPT^' v/oTT^V ' and then <i:5L(2,R) —♦ H x S1 h(A) = (7r(A),Pl(A)) is a diffeomorphism. Consequently t\ is a trivialisation of the fibred manifold (5L(2, R), 7r, H). However, we may also define the map p2 : 5L(2, R) —► 51 by a b \ ( b d P2 c dl V^ + d2' \/b2 + d2 and then t2:5L(2,R) —> 17 x 51 t2(A) = (7r(A),P2(A)) is another trivialisation of 7r. The existence of either trivialisation allows us to assert that 7r is trivial with typical fibre S1. ■ In the definition of a local trivialisation, the word "local" refers to the base manifold M rather than the total space E: the definition is concerned with expressing, in product form, subsets of E which are the unions of complete fibres of 7r. Definition 1.1.8 If (F,7r, M) is a fibred manifold and p G M then a local trivialisation of n around p is a triple (Wp, Fp,tp) where Wv is a neighbourhood of p, FP is a manifold and tp : ir~1(Wp) —> Wp x Fp is a diffeomorphism satisfying the condition pri °tp = ^-.i(Wpy A fibred manifold which has at least one local trivialisation around each point of its base space is called locally trivial and is known as a bundle. ■
1.1. FIBRED MANIFOLDS AND BUNDLES 7 "W) WvxFv HWp) pri Wv W„ It is worth noting that the existence of these local trivialisations around each point of M automatically implies that the map n is a submersion. The concept of a typical fibre is also appropriate for bundles, although this is not quite immediate from the definition. Lemma 1.1.9 7f(F,7r,M) is a bundle then there i& a manifold F such that, for each local trivialisation (Wp, Fp,tp) oftr, the manifolds F and Fv are diffeomorphic. Proof Notice first that if (Wp,Fp,tp) and (VJ/"p, Fp, tp) are both local trivialisations around the same point p then the manifolds Fp and Fp must be diffeomorphic. So choose a fixed point p 6 M and a fixed local trivialisation (Wp, Fpytp), and put F = Fp. Let W be the set of points q £ M such that there exists a local trivialisation (Wqy F, tq) around q. Then W is non-empty, and is open because each Wq is open. On the other hand, M — W must be open since it is the union of the open sets of points r £ M where the local trivialisations (Wr,Fr,tr) involve manifolds Fr which are not diffeomorphic to F. Therefore M — W must be empty, because M is connected. ■ On the total space of a bundle, adapted coordinate systems may be constructed from local trivialisations using coordinate systems on the base space and the typical fibre: this apparently unnecessary remark is useful when considering bundles with additional structure (such as vector bundles). A trivial fibred manifold is obviously a bundle (and will be called a trivial bundle). The Mobius band is an example of a bundle which is not trivial. Further examples of bundles may be constructed from the manifolds of tangent and cotangent vectors associated with a given base manifold.
8 CHAPTER 1. BUNDLES Example 1.1.10 Let TM denote the tangent manifold to the ra-dimensional manifold M, and let tm > TM —► M denote the map which associates to each tangent vector the point of M at which it is located. Then (TM, tm, M) is a bundle with typical fibre Rm. To demonstrate this, it is convenient to use local coordinates. So let £ £ TM have the representation where p = tm(£)> tne functions x1 are coordinate functions around p, and the summation convention is employed for the repeated index i. If 7 : R —► M is a curve whose tangent at zero is £ then the real numbers £l satisfy r = (x*o7)'(o). We may then define a coordinate system (xl,xl) on TM by writing (as usual) x% instead of x% o tm, and setting xl(£) = £*. To show that the fibred manifold constructed in this manner is locally trivial, let Wp be the coordinate neighbourhood of p on which the functions xl are defined, and let t : r^(Wv) —> Wp x Rm be given by t(rj) = (tmM,^)). The map t is a diffeomorphism because it is the composition of the coordinate diffeo- morphism (xotm^x) on t^(Wv) with the map (cc_1,idRm). (The fact that TM has the topological properties which we require of a manifold, and that tm is therefore a bundle, is a consequence of a more general result which we shall give in Proposition 1.1.14.) I Example 1.1.11 If M = Rm then TM ^ Rm x Rm and the tangent bundle tm is trivial. Indeed, if x : M —► Rm is a global coordinate system on a manifold M then (tm,x) : TM —> M x Rm is a global trivialisation. I Example 1.1.12 The tangent bundle (T51,r5i,51) is trivial, even though the circle S1 does not have a global coordinate system. To see this, let 01 : W\ —► R, 02 : W2 —► R be two angle coordinate systems on S1 whose domains W\, W2 together cover S1, and such that if p € W\ n W2 then 0\(p) — 02(p) i 7r- Given a tangent vector £ £ TS1, suppose that £ is determined by the curve 7, and put *(0 = (*i°7)'(0) Hrsl(£)eWu »(o = (»2 07y(o) if tSi(£) £ W2. If it happens that r5i(£) G l^i n W2 then (^ o 7)'(0) = (^2°7)r(0), because 0\ and 02 differ by a constant, and so this procedure gives a well-defined mapping 9 : TS1 —> R. The map (r5i,0) : TS1 —► S1 x R is then a global trivialisation. ■
1.1. FIBRED MANIFOLDS AND BUNDLES 9 Example 1.1.13 The tangent bundle (T52,r52, 52), where S2 denotes the 2-sphere, is not trivial. To see this, suppose that there were a global trivial- isation t : TS2 —> S2 x R2. Choose a non-zero element v £ R2, and define X : S2 —► TS2 by X(p) = t~\p,v). Then X(p) is a non-zero tangent vector in TpS2 which depends smoothly on p, and so X is a non-vanishing smooth vector field on S2: but this contradicts the famous Hairy Ball Theorem. ■ An important property of any bundle is that the manifold structure on its total space E is completely determined by the manifold structures on its base space M and typical fibre F. For a trivial bundle (M x F, pri, M) this is a familiar result, but it applies equally to the case where the bundle is not trivial. The reason for this is that, if (W, F, t) is a local trivialisation, then t transports the manifold structure from W x F to the "strip" n~l{W) of E, and where the strips overlap the manifold structures are the same. In fact this technique can be used to construct a manifold structure on E when it is not given a priori. Proposition 1,1.14 Let M and F be manifolds, E a set, and n : E —► M a function such that, for each p £ M, /7r~1(p) has the structure of an n-dimensional manifold. Suppose also that, for each p £ M, there is a neighbourhood Wp of p and a bisection tp : 7r~1(Wp) —> Wp X F satisfying: 1. prxotp = *\^-i(Wp); 2. for each q £ Wp, pr2 ° tpl^-it \ '■ 7r~1(^f) —► F ^s a diffeomorphism. Then E may be given a unique structure as a manifold such that n becomes a bundle and the maps tp become local trivialisations. Proof Let a £ /7r~1(p) and let x : W —> Rm be a coordinate system around p and u : V —> Rn be a coordinate system around pr2(^>(a)) £ F- Then, with our usual understanding about domains of functions being sufficiently small, the map yp = (z,u) o tp is a "coordinate system" around a. We shall show that, whenever the domains of yp and yq have non-empty intersection then yq oy~l is smooth (and hence a diffeomorphism). Since each map (x, u) is a diffeomorphism, it will be sufficient to show that tq o t'1 : (Wp nWq)xF — (Wp n Wq) x F is smooth. To do this, we note first that for each r £ Wp n Wq, the map to o t""1 induces a diffeomorphism of F with itself. A consequence of v \{r}xF
10 CHAPTER 1. BUNDLES this is that the map (WpnWq)xF —♦ F (r,c) ^» ^2(^°^1{r}xF(c)) is also smooth. But this,latter map is just the second component of tq ot~x, and the first component of tqot~1 is simply pri : (WpC\Wq)x F —> WpC\Wq. Therefore t^of"1 is smooth, and so E acquires a finite-dimensional C°° atlas. The uniqueness of this manifold structure follows because, if each function tp is a diffeomorphism for two manifold structures on E, then id# is a diffeo- morphism between the two manifold structures. It now follows immediately that the map 7r is smooth because locally it is just pri o tp, and it is obviously surjective. The functions tp therefore become local trivialisations for the bundle (J5J,7r,M). We may also show that E satisfies the topological conditions which we require of a manifold. First we shall demonstrate the Hausdorff property. So let a, b £ E. If 7r(a) ^ ir(b) then there are open sets Wa, Wy C M which separate 7r(a) and 7r(b), so that n~1(Wa)y ir~1(Wb) will separate a and b. On the other hand, if 7r(a) = 7r(b) (= p, say) then pri(tP(a)) = pri(tp(b)) so that pr2{tp(a)) ^ pr2(tp(b)) since tp is bijective. Then there must be open sets Va, Vj, C F which separate J>T2{tp{a)) and pr2(*p(&)), and therefore open sets (pr2 ° ip)~1(ya)y (pr2 ° ip)~1(^b) which separate a and b. Next we shall show that E is second-countable. To do this, we shall first demonstrate that there is a countable family of local trivialisations whose neighbourhoods Wp cover M. So let X\ be a countable basis for the open sets in M. For each q £ M, choose an open set X\q such that q £ X\q C Wq and consider the triple Since there are only countably many different open sets X\q, we may choose, for each such set, one particular p £ M which gives rise to it and hence obtain the required countable family [XP,F, tP\n-nxp)) ■ Consequently any open set O C E may be written as a countable union 0 = (J(On7r-1(Xp)) V where O n7r~1(Xp) is diffeomorphic to an open subset of Xp x F. Since each product manifold Xp x F has a countable basis of open sets, it follows that E does as well.
1.1. FIBRED MANIFOLDS AND BUNDLES 11 Finally we must show that E is connected. This follows from the fact that each map pri o tp is an open map, so that tt is an open map which is surjective. ■ EXERCISES 1.1.1 Let E, M be manifolds and let 7r : E —> M be a smooth map. Suppose that for each p € M there is a neighbourhood Wv of p and a map <t>v : Wv —► E satisfying 7r o <pp = idwp- Show that (JE7,7r,M) is a fibred manifold. 1.1.2 Construct an example of a fibred manifold, all of whose fibres are diffeomorphic to R, but which is not locally trivial. 1.1.3 Prove that the Mobius band (regarded as a fibred manifold over the circle) is a bundle but is not trivial. Construct a pair of adapted coordinate systems which together cover the total space of the Mobius band. 1.1.4 Let 7T : R3 - {0} —► S2 be defined by Show that (R3 — {0},7r,52) is a trivial bundle, and confirm that spherical polar coordinates (0, <p\ p) may be used as adapted coordinates in a neighbourhood of (0,1, 0) <E R3 - {0}. 1.1.5 Let T*M denote the cotangent manifold to the m-dimensional manifold M, and let r^ denote the map which associates to each cotangent vector the point of M at which it is located. If 77 £ T*M, if the function f G C°°(M) satisfies dfp = 77, and if xl are coordinate functions on M around p, define a coordinate system (xl,dl) on T*M by setting dxl\p Show that this coordinate system determines a local trivialisation (t^,0) of (T*M, rjj^, M), and that r^ thereby becomes a bundle with typical fibre Rm. 1.1.6 If (J5J,7r,M) is a bundle, prove that (TE, 7r*, TM) is also a bundle. 1.1.7 Let G be a Lie group. Show that the map t^ : TG —► Gxg given by <l(0=(tg(0,-&(to(0)-'.(0), where g is the Lie algebra of G and Lg : G —> G is left translation, determines a trivialisation of the tangent bundle (TG,tq,G). Is this the same as the corresponding trivialisation determined by right translation?
12 CHAPTER 1. BUNDLES 1.2 Sections Given a bundle—or, indeed, a general fibred manifold—(F,7r,M) we can now return to the idea of a map from M to E as the generalisation of the graph of a function. Definition 1.2.1 A map <j) : M —> E is called a section of tt if it satisfies the condition 7r o </> = IcLm• The set of all sections of 7r will be denoted r(7r). I For a trivial bundle given in the form (M X F,pri, M), a section is indeed just the graph of a function from M to F. However, for a general trivial bundle (JE7,7r,M) with typical fibre F the function M —► F corresponding to a particular section depends upon the choice of trivialisation, and so for a non-trivial bundle it does not make sense to interpret a section in terms of a function whose codomain is the typical fibre. A section of a fibred manifold may also be described in terms of coordinates. If <j) G r(7r) and (xl,ua) is a family of coordinate functions around a G E then x*(0(o)) = z*(7r(0(a))) (really) = xl(a) since ir o <p = id^f so that the first m coordinates of 0(a) are determined by the coordinates of a. Hence only the last n coordinates are of interest in describing <j). We may therefore define real-valued functions <j)a to represent <j) in this coordinate system by where in this equation the symbol <j) actually represents the restriction of the section <j) to the domain of the appropriate chart in M. This particular abuse of notation will be almost universal when we write equations involving local coordinate representations, and it is to be understood that such equations are meant to hold only on suitably small domains. Example 1.2.2 A section X of the tangent bundle (TM, TAf, M) is just a vector field on M, because it associates to each point of M a tangent vector at that point. The set of all vector fields on M will be denoted by X(M) in preference to T(tm)- Using coordinates (xl,xl) on TM and defining the real-valued functions X1 by X1 — xl o X we can write to represent the relationship between tangent vectors
1.2. SECTIONS 13 for each p in the domain of the coordinate functions xl. I In this last example the symbol d/dxl does not, in general, represent a section of tm because its domain might not be the whole of M. Indeed, in extreme cases a bundle might not have any sections at all. Example 1.2.3 Let S2 be the 2-sphere and let T°S2 be the open subset of TS2 containing all non-zero tangent vectors. The triple (T°S , TS2\ToS2 ,S ) is then a bundle called the slit tangent bundle of S2 with typical fibre R2 — {0}. If <j> were a section of this bundle then it would define a vector field on S2 which was never zero, contradicting the Hairy Ball Theorem. ■ Nevertheless, every fibred manifold does have local sections: that is, maps defined only on open submanifolds of the base space which satisfy the other conditions for being sections. A section defined on the whole base space is then sometimes referred to as a global section for emphasis. Furthermore, if a fibred manifold has any global sections at all then it will have a global section which agrees with any given local section in a neighbourhood of any given point. To prove this assertion, it is convenient to introduce the idea of a germ. Definition 1.2.4 If (F,7r, M) is a fibred manifold then a local section of n is a map <j> : W —> E, where W is an open submanifold of M, satisfying the condition 7r o <j> = idy/. The set of all local sections of 7r with domain W will be denoted rw(7r), and the set of all local sections of 7r regardless of domain will be denoted rjoc(7r). If p G M then the set of all local sections of 7r whose domains contain p will be denoted rp(7r). ■ Definition 1.2.5 If <j) £ rp(7r) then the germ of <j) at p is the subset of rp(7r) containing those local sections ij; having the property that, for some neighbourhood W of p, ip\w — <j)\w. (The neighbourhood W will, of course, depend on tp.) The germ of 0 at p will be denoted by [<t>]p. ■ The relation "has the same germ at p" is clearly an equivalence relation on the set rp(7r). Proposition 1.2.6 If <f) £ rp(7r), and r(7r) is non-empty, then there is a global section ij; satisfying [ijj]p = [4>]v- Proof Let x £ IX71")- Both <p(p) and x{p) are m tne fibre Fp, which as a manifold is path-connected. Let 7 : [0,1] —> E be a path in this fibre satisfying 7(0) = x(p)> 7(1) = 0(p)- Cover 7([0,1]) (regarded as a subset
14 CHAPTER 1. BUNDLES of E) with the domains of convex adapted charts constructed from a local trivialisation around p, and choose a finite subcover Ui,. .., Un where x(p) € ^i> 0(p) € ^n and Ur fl Ur+i is non-empty for 1 < r < n — 1. Let the corresponding coordinate systems be yr : Ur —► Rm x Rn and put xr : 7r(Ur) —► Rm where xr o 7r = prx o ur. Now suppose that, for some r with 1 < r < n — 1, there is a section Xr £ r(7r) satisfying Xr(p) € ^r- Choose ar £ Ur n Ur+i n 7r~1(p), and let Wr C M be an open subset which satisfies p G Wr C X^l^r) and is sufficiently small that, for every q £ Wri (xr(q),pr2(yr(ar))) <E yr(Ur). It is then possible to define the map Kr : Wr —► E by *>r(q) = 2/r"1(^r(g),^2(yr(ar))) which is a local section of 7r owing to the relationship between xr and yr. There is also a compact subset Cr C Wr with p £ Cr, and a bump function br : Wr —► R satisfying br(p) = 1 and br(q) = 0 for q # Cr. We may therefore define a new global section Xr+i by Xr+i(q) = yr1(br(q)yr(^r(q)) + (l - br(q))yr(xr(q))) for g G Cr = Xr(q) otherwise which from its method of construction is smooth and which satisfies Xr+i(p) = ar £ Ur+i- Taking xi to be x> we then obtain a sequence of global sections Xi,. . ., Xn where finally Xn{p) £ Un. Since the original local section </) satisfies <j)(p) £ Un we may use a similar construction to the one described above with <j> instead of Kr and with a bump function which this time equals one in a neighbourhood of p rather than merely at p. The result is a global section ijj satisfying ip(q) = </)(q) for q in some neighbourhood of p. I As with global sections, a local section <j) may be represented in coordinates by the functions </>a = ua o <j). On the tangent bundle tm the symbol dIdxl then represents a local section with the particular coordinate representation (*°^)<'>=*'(^IH- Finally, we record the useful fact that every local section is actually an embedding. Proposition 1.2.7 If <\> £ Tw(^) then <j)(W) is an embedded submanijold of E.
1.3. BUNDLE MORPHISMS 15 Proof First, <j) is an immersion because, for each p £ W, 7r* o <j>+ = i(Ltpm so that <p* : TpM —> T^p\E is injective. Secondly, from tt o <j> — idw it then follows that <j) is an injective immersion. Finally, from </)ott o<j) — <£ it follows that <j> o 7rL/jy\ = id^(jy) so tnat 0 is a homeomorphism of W onto <f)(W). I EXERCISES 1.2.1 Let (F,7r,M) be a fibred manifold and let a £ F. Show that there is a local section <£ of 7r defined in some neighbourhood of 7r(a) and satisfying </>(7r(a)) = a. 1.2.2 Let (F, 7r, M) be a bundle and let the (not necessarily smooth) function <j) : M —► E satisfy 7r o <j) = id^f. Show that <j) is smooth (and therefore a section of 7r) if, and only if, for every point p E M there is an adapted coordinate system around <j>(p) E E such that the real-valued functions (pa are smooth at p. 1.3 Bundle Morphisms A morphism from one bundle to another may be described as a pair of maps, one between the total spaces and one between the base spaces. The two maps have to be related by the bundle projections, and indeed the map between the total spaces—if it is able to form part of a bundle morphism at all—determines uniquely the map between the base spaces. Definition 1.3.1 If (E,7r, M) and (H,p, N) are bundles then a bundle morphism from 7r to p is a pair (f, f) where f : E —► H, f : M —► N and p o f = f o 7r. The map f is called the projection of f. I E H M N
16 CHAPTER 1. BUNDLES Lemma 1.3.2 If f : E —► H then there is a bundle morphism (f, f) from 7r to p if, and only if, whenever p £ M and a,b £ Ep then p(f(a)) = p(f{b)). The map f is unique. Proof If (f, f) is a bundle morphism then p(f(a)) = J(n(a)) = J(*(b)) = p(f(b)). Conversely, suppose the condition holds. If p £ M then choose a £ Ev and define f(p) to equal p(f(a)), which is independent of the choice of a. It remains to show that / is smooth. So let <p be any local section of 7r defined in a neighbourhood W of p. Then f — P° f ° 4>, demonstrating that f is smooth at p. The map f is unique because 7r is surjective. ■ A bundle morphism may therefore be described as a map from E to H which maps the fibres of 7r into the fibres of p. For shorthand, a map between the total spaces of two bundles which satisfies this condition will often be called a bundle morphism (although strictly it is the pair of maps which has this description). Bundle morphisms may be described using local coordinate systems. If (f, f) is a bundle morphism from (jE7, 7t, M) to (H,py N) and if (ya,vA) is an adapted coordinate system on H then the real-valued functions fa, fA are defined by fa = yaof fA = vAof. This description would apply to any map from E to H. The property that f maps fibres of 7r to fibres of p is reflected in the fact that the functions fa must be constant on the fibres of 7r. There must then exist real-valued functions / defined on an open subset of M and satisfying 7° = »a°7 r = /°°t where the ya in these equations are coordinate functions on N rather than on H. Just as we used the same symbols for both these sets of coordinate functions we shall normally denote the real-valued functions on both M and E by fa, and with this understanding we have instead /" = ya ° 7- Note that we normally write the coordinate representation as (fa, fA) with the base space coordinates first, even though we denote the bundle morphism itself by (f, f); this is done so that the coordinate representation matches the order of the coordinate functions (ya,vA).
1.3. BUNDLE MORPHISMS 17 Example 1.3.3 If (M x F,pri,M) and (N x K,pruN) are trivial bundles and if f0 : F —> KyJ:M —> N are maps, then f = J x f0 : M X F —> N X K defines a bundle morphism (f, f). If local coordinates on N and K are ya, vA and the coordinate representations of f and f0 are fa, fA then the coordinate representation of f is (fa opr1,fA opr2); as usual, we abbreviate this to (fa, fA). ■ Example 1.3.4 Let (5L(2, R),7r, H) be the bundle described in Example 1.1.3, and let fA : 5L(2,R) —> 5L(2,R), where A G R, be the map ' 1 A 0 1 corresponding to left multiplication by the matrix The *[fx a b c d 1 A 0 1 a -f Ac b -f Ad c d (ac + bd) + i c2 + d2 a b c d + A + A so that fx determines a map fA : H —► H given by f \(z) = z + A. It follows that (fA, f^) is a bundle morphism from 7r to itself. ■ Example 1.3.5 If M, N are manifolds and / : M —> N then (/*,/) is a bundle morphism from (TM, r^f, M) to (TN,r^, N), because f* maps the fibre TVM to the fibre Tj^N. To find the coordinate representation of (f, f*), suppose that local coordinates around £ 6 TM are (ccr, cc*) and around f*(£) <E TN are (ya,ya). Then if p = rM(£) and * = r <9z* we have so that /.(0 = r a/a W(0) f(p) e dxl m(^°Tu)(o-
18 CHAPTER 1. BUNDLES We may therefore write the coordinate representation of (f*, f) as ■ Example 1.3.6 If M, N are manifolds and f : M —> N is a local dif- feomorphism (so that each f* : TpM —► ^f(p)^ an(^ its transpose f* : T?/ xN —► T*M are isomorphisms) then (f*""1,/) is a bundle morphism from (T*M,r^,M) to (T*N,r^,N). I If (f, f) is a bundle morphism from 7r to p, and (</,</) is a bundle morphism from p to a, then g o f also maps fibres to fibres and so defines the composite bundle morphism (g o f,g o f) from p to cr. It therefore makes sense to define a bundle isomorphism as a bundle morphism which has a (two-sided) inverse. It should be clear that a bundle which is isomorphic to a trivial bundle is itself trivial, for the isomorphism may be used to pull back the trivialisationfrom one bundle to the other; indeed a fibred manifold which is isomorphic to a bundle is itself a bundle. In general, since (gof)o<K = aogof = gopof=:goJoir, it follows that g o f = ~g o f. If (f, f) is a bundle isomorphism then both f, f are diffeomorphisms, and conversely. Be warned, however, that it is possible for just f (or just f) to be a diffeomorphism. Example 1.3.7 The map fx : 5L(2,R) —► 5L(2,R) described in Example 1.3.4 defines a bundle isomorphism (f\,fx)\ the inverse isomorphism is (/-aJ-a)- ■ Example 1.3.8 If f : M —► N is a diffeomorphism then both (f*,f) : tm —> tn and (f*""1, f) : r^ —► r^ are bundle isomorphisms. I Example 1.3.9 The pair (7r, idAf) is a bundle morphism from (F,7r, M) to (M, idM,M) but in general 7r is not a diffeomorphism. Similarly the pair (ids, 7r) is a bundle morphism from (F, id£, E) to (F, 7r, M). I Example 1.3.10 Any section </> £ r(7r) defines a bundle morphism (0, idA/) from (M, idM,M) to (F,7r,M). I If (F,7r,M) and (H,p,N) are bundles then there is an action on the local sections of 7r by certain bundle morphisms from 7r to p. These are the bundle morphisms whose projections are diffeomorphisms from M to N, and they may be used to transport local sections from it to p.
1.3. BUNDLE MORPHISMS 19 Definition 1.3.11 If (f, f) is a bundle morphism from 7r to p where f is a diffeomorphism, and if </> G Tw(n) then the local section f(</>) G T-7,wJtt) is defined by f (</>) = fo^of"1! . ■/VYV ^ r •> \f(W) Example 1.3.12 If / : M —► N is a diffeomorphism then (f*,f) is a bundle isomorphism from tm to r^v, so if X G A'(M) then f*(X) G 'V(N) is defined by f.(X) = f.oXof-1. Usually this vector field is written as f*(X) rather than f*(X). ■ Just as one considers local sections as well as global sections, it is often useful to consider local bundle morphisms. Definition 1.3.13 If W C M is an open submanifold and if f : 7r~1(W)—► H, f : W —► N then the pair (f, f) is called a local bundle morphism from 7T to p if p O / = f O 7T ■ l7r-1(W) A local bundle morphism which has a (two-sided) inverse is called a local bundle isomorphism. Indeed, it would have been possible to define a bundle as a fibred manifold which was locally isomorphic to a trivial bundle. A particularly important example of a bundle morphism which will be discussed in more detail in Section 3.2 is given by a pair of 7r-related vector fields. Example 1.3.14 A vector field X G A'(F) which is also a bundle morphism from (F,7r,M) to (TF,7r*, TM) is called a tr-projectable vector field, or sometimes just a projectable vector field. The projection of X is a map X : M —> TM which satisfies TM ° X O 7T = Tj^ 0 7T* O X = 7T O T~ O X = 7T because (7r*,7r) is a bundle morphism from t% to tm- Since 7r is surjective it follows that tm ° X = idM, s° that X is a section of tm and therefore is a vector field on M. To find the coordinate representation of X we use coordinate functions (x% xl, ua, ua) on TE and (x*,ita) on E. Since X is a section of te the x1 and Ma components of the coordinate representation are fixed, so that X is determined by the real-valued functions X\ Xa defined by X1 = xloX Xa = iiaoX.
20 CHAPTER 1. BUNDLES As with a general bundle morphism the functions X1 must be constant on the fibres of 7r, so that there are real-valued functions X% defined on an open subset of M and satisfying TC = xloT X{ = X'OTT where the xz in these equations are coordinate functions on TM rather than on TE. Once again we usually write X% instead of X\ With this notation we have X = X1—-+Xa —- dxl dua X = X<±. OX1 EXERCISES 1.3.1 If f : M —► N is a local diffeomorphism, show that the coordinate representation of the bundle morphism (f*-1, f) : r^ —► rjy is (fa,di-Fl) where (xl,di) are coordinate functions on T*M and where F\ is the inverse of the matrix of functions dfa/dxl. 1.3.2 If M is a manifold then there are two bundles with base space TM and total space TTM, namely ttm an(i TM*- Construct a bundle isomorphism (f, idTAf) : TTM —* ^"M*- (Hint: starting with local coordinates x% on M, what is the effect of ttm and tm* in terms of the induced coordinates on TM and TTM? This should suggest the definition of a map whose domain is a chart in TTM, which is smooth and has a smooth inverse. By showing that this map is independent of the choice of coordinate system, deduce the existence of a diffeomorphism of TTAf which restricts to this map and which yields the required bundle isomorphism.) 1.4 New Bundles From Old There are several methods of constructing new bundles from given ones, and most of these methods involve products of some kind. The most general construction is the product bundle, which may be formed from an arbitrary pair of bundles.
1.4. NEW BUNDLES FROM OLD 21 Definition 1.4.1 If (F,7r,M) and (H,p,N) are bundles then the product bundle is the triple (E x Hy -k x p, M x TV). I It is straightforward to check that 7r x p really is a bundle whose typical fibre is the Cartesian product of the typical fibres of 7r and p: if (Wpy F, tp) and (Vq, if, sq) are local trivialisationsof 7r and p around p and q respectively, then tv x sq : (tt x p)"1^ x Vq) —> (Wp x V,) x (F x IT) (tp X 3q)(a,b) = ((*(a),p(b)),(pr2o tp(a),pr2 o sq(b))) is a local trivialisation of 7r x p around (a, 6). Given local sections </> £ rp(7r), ip £ rq(p), the product section is the map <fi X ip £ r(p>(?)(7r x p) defined by (</>X V)(r>s) = (0(r),^(s)). We may also define product coordinates: if (xt,ucx) is an adapted coordinate system on U C E and (ya,vA) is an adapted coordinate system on V C H then (ccl,ya,'ua,i;A) is an adapted coordinate system on U x V C jE7 x H. Example 1.4.2 If (M x F,pri, M) and (N x if ,pri, if) are trivial bundles then their product is the trivial bundle ((MxF)x(NxK),pr1xpru MxN). Example 1.4.3 If M and N are manifolds then the product of their tangent bundles tm, ttv is the bundle [TMxTN^tm^^n•, MxN). This is isomorphic to the tangent bundle (T(M x N),TAfx7V>M x -W)> and the isomorphism (f, ^MxTv) : TMxN —► t~m X r^v may be given explicitly as follows: if f <E T(P|tj)(Af x TV) then f(0 = (pru(0,Pr2*(t)) € TpM x TgN. In local coordinates xz on M and ya on TV (and therefore (xl,f)onMxJV) we may write ? ? ax' (p,9) 92/a (P.«) ><« = l?£ e — If there is some relationship between the two bundles ir and p then other constructions may be performed. In particular, if the base spaces of the
22 CHAPTER!. BUNDLES two bundles are identical then an important construction called the fibred product provides a new bundle over that same base space rather than over the product of the base space with itself. On the other hand, by considering the total space of the fibred product but choosing a different base space we obtain the pull-back bundle, which may actually be defined in slightly more general circumstances. Definition 1.4.4 If (F,7r, M) and (fT, p, M) are bundles over the same base space M then the fibred product bundle is the triple (E XmH,tt XmP,M), where the total space E XmH is defined to equal {(a,6)G Ex H : 7r(a) = p(b)} and the projection map 7r XmP is defined by (tt Xjifp)(o,i) = 7r(a) = p(b). ■ Once again it is necessary to check that 7r Xmp really is a bundle. The first point is that the total space E XmH is a, manifold because it is the submanifold of E X H given by (ir X p)_1(Am), where Am C M X M is the diagonal. Having established this, it is again straightforward to see that it XmP has the properties of a bundle whose typical fibre is again the Cartesian product of the typical fibres of 7r and p. The fibred product is also sometimes called the Whitney sum and denoted 7r ® p, although this latter notation will be more appropriate when 7r and p are "vector bundles" (to be defined in Section 2.1). If </> and ij; are local sections of 7r and p respectively, we may construct their fibre product provided that the domains of the two sections overlap. If 0 G ry(7r), ip E rV(7r) then </) Xm^ € ^Vnw{^ Xmp) is defined by (</>XMV0(?) = (<K<l),1>(q))- We may define fibre product coordinates in similar circumstances: if (scl,tza) is an adapted coordinate system on U C E and (xl,vA) is an adapted coordinate system on V C H where tt(U)C\p(V) is non-empty, then we may take (xt,ucx,vA) as an adapted coordinate system on (U n T-^piV))) xM(V n p-H^U))) cExMH. Although the total space ExmH has been given the structure of a bundle over My there are also maps from this manifold to E and to H given by restricting the Cartesian product projections. However, rather than writing Pri\ExMH - E XmH —> E we normally denote this map by 7r*(/?) and the corresponding map E XmH —> H by p*(n). Both these maps define bundles.
1A. NEW BUNDLES FROM OLD 23 E xMH **(P) E p*(7T) H M In the more general situation where (say) 7r is a bundle but p is merely an arbitrary smooth map, we can still regard p*(n) as a bundle. In these circumstances it is conventional to denote the total space E Xm^, using an alternative notation, as p*(E). Definition 1.4.5 If (E,7r,M) is a bundle and p : H —> M is a map then the pull-back of n by p is the bundle (p*(F), p*(tt), £T), where the total space p*(E) is defined to equal {(a,6)G Ex H : 7r(a) = p(b)} and the projection p*(n) is defined by p*{*){a,b) = b. It is easy to check that the pull-back is a bundle, with typical fibre equal to the typical fibre of 7r. The pair (7r*(p), p) is then a bundle morphism from p*(n) to 7r. (Indeed, it is often convenient to think of the total space p*(E) as comprising lots of copies of fibres of the form Ev with their base-points transplanted from M to H.) If </) £ Tw(^)1S a local section then its pull-back section is the map p*(0) E Tp-i/w\(p*(7r)) defined by p*(<t>)(b) = (cj>(p(b)),b). Since the composite map <pop may also be written as a pull-back /?*(</>), this notation is reasonably consistent. Important examples of pull-back bundles arise when a bundle (F,7r, M) is given, and tangent or cotangent vectors on M are pulled back to E.
24 CHAPTER 1. BUNDLES Example 1.4.6 For any map f : N —► M, the pull-back by f of the tangent bundle (TM, tm, M) is a bundle (f*(TM), /*(rjvf), N), and a section X of this bundle is called a vector field along f. In particular, if (25, tt, M) is a bundle then the pull-back by 7r of tm is the bundle (7r*(TM),7r*(TAf), 2?) known as the transverse bundle to 7r, which will be described in more detail in Section 3.1. Although a section of 7T*(tm) is actually a map X : E —► 7r*(TM), we shall usually consider instead the map X : E —► TM defined by X = Tjj|-(7r) o X. This map satisfies the condition tm ° X = 7r, because TM O X = TM 0 Tm(7t) oX = 7TO 7T*(tm) O X - 7T O id£ = 7T. On the other hand, every map X : E —► TM which satisfies this condition defines a section X of 7t*(tm) by the rule X(p) = (X(p)yp). We shall often call the map X (rather than X) a vector field along 7r, and we shall denote the set of all such vector fields along 7r by X(tc). 1 Example 1.4.7 If (F,7r,M) is a bundle then the pull-back by 7r of the cotangent bundle (T^M.r^.M) is the bundle (7r*(r*M),7r*(rJJf), E) known as the cotangent bundle to E horizontal over 7r. This bundle will also be described again in Section 3.L The elements of the total space 7r*(T*M) are pairs (77, a) where ^(77) = ir(a). In this example there is, however, another possible interpretation of the symbol ?r*(T*M), and that is as the subset {7^(77) : rj <E T*M} of T*E. This subset is actually a submanifold, and we obtain a sub-bundle (**(T*M),T*E\n.{T.M),E) of Tg. Fortunately the two bundles are isomorphic, and the isomorphism (f,idE) : TeI^^m) —> **(tm) may be given explicitly by f{n*(T])) = {v^Ei^*^)))- We shall usually regard 7r*(T*M) as a submanifold of T*E. I In the particular case when the pull-back map is an embedding then the pull-back bundle is called the restricted bundle. Definition 1.4.8 If (2£,7r,M) is a bundle and lw ' W —► M is an embedding then the restriction of it to W is the bundle tjy(7r), which is usually denoted n\w. ■ Technically, the total space l^/{E) of the restricted bundle consists of pairs (a, 6) G E x W where 7r(a) = b. However this is clearly diffeomorphic to the submanifold 7r~1(W) of E, and with this identification the restricted bundle may be regarded as a sub-bundle of ir.
1.4. NEW BUNDLES FROM OLD 25 Definition 1.4.9 If (F,7r,M) is a bundle and Ef C E is a submanifold such that the triple (Ef, 7r|-, r7r(E')) is itself a bundle, then 7r|-, is called a sub-bundle of 7r. ■ (The reason for the qualification in this definition is that there may be submanifolds E' C E where 7r|-, is not a bundle, or even a fibred manifold.) A restricted bundle may therefore be considered as a sub-bundle with the particular property that 7r~1(7r(F/)) = E'. It will be clear from the context whether the notation 7r|~, is meant to denote a restricted bundle or a sub- bundle, for this just depends upon whether Ef is a submanifold of M or of E. Example 1.4.10 If W is an open submanifold of M then whenever p £ M the vector spaces TVW and TpM are isomorphic. Correspondingly the restricted bundle (tJ^(TM), tm\w » ^0 an(^tne tangent bundle (TW, T\y, W) are isomorphic, and the isomorphism (f, idw) ' tm\w —► TW may be given explicitly by f(£,p) = £. If, however, W is not open then ^(TM) will contain elements (£,p) where the vector f(£,p) £ TpM is not tangent to W but instead "points out into the surrounding space". ■ Example 1.4.11 Considering now the bundle (i£,7r,M), the subset {UTE: *,(0 = 0 G TTM{M())M} is called the set of vectors vertical ton. It is denoted W and is a submanifold of TE. The triple (W, T%\yT , E) is a sub-bundle of r~ which is called the vertical bundle to n. This bundle will be described again in Section 3.1. ■ EXERCISES 1.4.1 Construct an example of a bundle (F,7r, M) and a submanifold Ef C E where 7r|~, is not a fibred manifold. 1.4.2 Let (F, 7r, M) and (Hy p, M) be bundles. Show that the fibred product 7r Xjif p is locally trivial (and is therefore a bundle). 1.4.3 Let M be a manifold and denote by T2M the subset of elements £ G TTM which satisfy ttm(() — tm*(0'> denote by r^}1 the map tTm\tw Show that T2M is a submanifold of TTM and that (T2M,r^\TM) is a sub-bundle both of (TTM, ttm, TM) and of (TTM, rM*, TM).
26 CHAPTER 1. BUNDLES 1.4.4 From the previous exercise, a section X of r^1 is also a section of TTM and is therefore a vector field on TM of the particular type called a second-order vector field. Show, using coordinate functions (xl,xl) on TM, that the most general coordinate expression for such a vector field X is dxl dxl where X1 are functions defined locally on TM. REMARKS The description we have given of a "bundle" is not the most general possible; in particular, the base and total spaces need only have a topology rather than a differentiable structure. This is the point of view adopted in [8], where the most general bundle is just a continuous map between topological spaces which need be neither surjective nor locally trivial. The most common type of bundle found in applications is the fibre bundle. This involves, as well as the triple (F, 7r, M), a group of transformations of the fibres: a Lie group for the differentiable case, or more generally a topological group for the continuous case. Details of the properties of fibre bundles may be found in [8] or [16]. The properties of local sections of a bundle may be expressed in the language of sheaf theory, where the collection of germs of local sections may be considered as a sheaf. An introduction to the ideas of sheaf theory may be found in [18]. Finally, it is worth pointing out that the collection of bundles and bundle morphisms forms a category, and that (for example) the correspondence which associates to a manifold M its tangent bundle (TM,tm, M), and to a map / : M —► N its derivative f* : TM —► TN, is a covariant functor. We shall need to use a few of the ideas of category theory in a specialised context in Chapter 7, and we shall give the necessary definitions there. An introduction to category theory may be found in [13].
Chapter 2 Linear Bundles In this chapter, we introduce bundles which have additional structure on their fibres: the fibres of vector bundles and affine bundles are, respectively, vector spaces and affine spaces. Although most of our discussion in subsequent chapters will start with general bundles, we shall have a great deal to say about various vector bundles associated with a general bundle. These will be constructed from the tangent and cotangent bundles of two different manifolds, namely the base and total spaces of the original bundle. Affine bundles are less familiar objects; their importance lies in the fact that a first-order jet, being just a first-order Taylor polynomial in disguise, is the "best linear inhomogeneous approximation" to a section, and so is naturally represented as an element of an affine space. 2.1 Vector Bundles A vector bundle is a mathematical object which combines two different types of structure. As such, its definition falls naturally into three parts, where the third part is a consistency condition relating the two structures. For a vector bundle, this consistency condition requires the existence of a family of local trivialisations, each of which has Rn as its typical fibre, and each of which is linear on every fibre. Definition 2.1.1 A vector bundle is a quintuple (F,7r, M, cr,//) where: 1. (F,7r,M) is a bundle; 2. (a) a : E Xj^E —> E satisfies, for each p £ M, <t(Ep x Ev) C Fp; (b) fi : R x E —► E satisfies, for each p £ M, fi(K x Ep) C Ep; (c) for each p £ M, (Fp, a\E x - , m|rX£; ) is a real vector space; 3. for each p £ M there is a local trivialisation (Wp,Rn,tp), called a linear local trivialisation, satisfying the condition that, for q £ Wp, 27
28 CHAPTER 2. LINEAR BUNDLES the composite of h\Eq : ^ —> {<?> x Rn with pr2 : {q} X Rn —> Rn is a linear isomorphism. In a vector bundle, the typical fibre and the actual fibres are all isomorphic vector spaces, and it is possible to select a family of local trivialisations which provide the isomorphisms. However, in general there is no canonical isomorphism between the typical fibre and any particular fibre. Notice also that the maps a and fi are automatically smooth, because under the linear local trivialisation (W, Rn, t) they correspond locally to idy/ x s and id\y x m where s and m are addition and scalar multiplication on Rn. To avoid our notation for vector bundles getting too ridiculous we shall usually refer to (i?,7r, M, cr,/x) as (E,7r,M) or even sometimes as 7r; we do not normally consider two different vector bundle structures on the same underlying bundle. Indeed, most of the vector bundles we shall consider will be constructed in some way from the following three basic examples. Example 2.1.2 For any manifold M, the trivial line bundle is the vector bundle (M X R,pr1?M). The trivial n-plane bundle is the vector bundle (M xRn,pruM). ■ Example 2.1.3 The tangent bundle (TM,tm, M) is a vector bundle. Each fibre TPM may be given the structure of a vector space, and if (W, tr) is a coordinate system around p £ M then the map (TM\r-i(w),x):T^(W)^WxKm is a local trivialisation around p. Since x : tj^(W) —> Rm is linear on each fibre, the linearity condition is automatically satisfied. ■ Example 2.1.4 The cotangent bundle (T*M,Tm,M) is also a vector bundle, where now the linear local trivialisations are Example 2.1.5 The bundle (T2M,r2^,TM) described in Exercise 1.4.3 is not a vector bundle in any natural way, even though its typical fibre is Rm. The reason for this is that the fibres of r^j1 do not have a natural vector space structure. Although T2M is a. submanifold of TTM and r^1 = r-^|-2^, and although the fibres of ttm are vector spaces, the corresponding fibres
2.1. VECTOR BUNDLES 29 of r^1 are not vector subspaces. For instance, if £ £ TM and if (xl,xl) are coordinates on TM around £, then an arbitrary element A £ T{TM has the form dx% ( dx{ If A € T2M then, from the results in Exercise 1.4.4, we must have it follows that scalar multiples of A are generally not elements of T2M. ■ As with more general bundles, we may show that the manifold structure on the total space of a vector bundle may be deduced from the manifold structures on its base space and its typical fibre, although the linearity allows us to express the result slightly differently. Proposition 2.1.6 Let M be a manifold, E a set, and ir : E —► M a function such that, for eachp £ M, 7r_1(p) has the structure of an n-dimensional real vector space. Suppose also that, for each p £ M, there is a neighbourhood Wp of p and a bisection tp : ^~1{WV) —► Wv x Rn satisfying: 1. priotp = 7r\^1{Wp); 2. for each q £ Wp, pr2 o tpl^-i^N : 7r—1(g) —► Rn is a linear isomorphism. Then E may be given a unique structure as a manifold such that n becomes a vector bundle and the maps tp become linear local trivialisations. Proof By Proposition 1.1.14, 7r is a bundle with typical fibre Rn. The vector space structure on the fibres and the linearity of the maps pr2 o tp l^.j / n then show that 7r is actually a vector bundle. ■ Example 2.1.7 The real projective plane RP2 may be defined as the quotient space 52/{±}, where the equivalence relation ± on S2 identifies p and —p. The manifold structure on RP2 is the one induced from S2; in particular, each coordinate system defined on a suitably small domain in S2 yields a coordinate system on RP2. If S2 is regarded as a subset of R3, then we may identify RP2 with the set of lines (in this context, one-dimensional vector subspaces) in R3. We may therefore attempt to define a vector bundle with base space RP2 and typical fibre R, by attaching to each point ±p £ RP2 the line {\p : A £ R} C R3 with which it is identified, and by letting E = {(±p, Ap)} C RP2 x R3; the result (Eyhy RP2) is called the tautological bundle on RP2. To show that
30 CHAPTER 2. LINEAR BUNDLES this is indeed a vector bundle, let W be a neighbourhood of p £ S2 which is sufficiently small that Wf C\ ( — Wf) = 0, and let W be the corresponding neighbourhood of ±p € RP2, so that the equivalence relation ± defines a diffeomorphism between W and W. We may then specify the function t \h~l(W) —► W x Rby t(±p,Ap) = (±p,A), using the diffeomorphism to select the sign of A. The map then satisfies the conditions of Proposition 2.L6. ■ If (E,7T,M) is a vector bundle and (xl,ua) are adapted coordinate systems on F, then in general there is no reason why the maps u01 should be linear on the fibres of 7r. However, there are always adapted coordinate systems which are linear on the fibres; these may be constructed from coordinates on the base space and the linear local trivialisations. The domain of such a coordinate system is then of the form ir~1(W) where W C M is the domain of the base coordinates, and the coordinate system is called a vector bundle coordinate system. When dealing with vector bundles we invariably use vector bundle coordinate systems. Corresponding to each vector bundle coordinate system there is a family of local sections which may be regarded as dual to the coordinates. If (xl,ua) is the coordinate system and W C M is the domain of the coordinates xl, then we may define the family of local sections ep € IV(7r) by ua(e(3(p)) = 6$ for every p £ W. This family has the property that every local section <fr £ Tw^tt) may be written as a linear combination <fr = 0aea, where <pa = ua o cp\w £ C°°(W) and the linear operations on sections are defined point wise. In fact, when referring to the coordinate representation of a section of a vector bundle, we shall invariably write </)aea and so refer to these local sections explicitly. Example 2.1.8 On the tangent bundle (TM,tm,M) the standard coordinates (xl,xl) are vector bundle coordinates, and the corresponding local sections are the vector fields d/dxl. I Example 2.1.9 On the cotangent bundle (T*M,Tlf, M) the standard coordinates (xl, di) are vector bundle coordinates, and the corresponding local sections are the 1-forms dxl. I We may also consider the sets of sections of a vector bundle. The set of global sections forms a vector space, and many of the constructions which may be performed with vector bundles may similarly be performed with
2.1. VECTOR BUNDLES 31 their spaces of sections; for some of these constructions, however, it is more appropriate to regard the sections as forming a module over the ring of functions on the base manifold. The existence of partitions of unity on the base manifold will be an important tool for establishing the global validity of certain results. Lemma 2.1.10 7f(F,7r,M) is a vector bundle then T(tt) is a vector space under pointwise operations. If W C M is an open submanifold then Twfa) is a vector space in the same way. Proof First, r(7r) is non-empty because the zero section (which maps p £ M to 0 £ Ep) is smooth. If </>,VJ £ r(7r) and AG R then we must check that <j> + ip and \<j> are smooth. So let (xl,ua) be vector bundle coordinates on E\ then xl o (<p -f ip)(p) = xl(p) and ua o (<p -f ip)(p) = (ua o </) -f ua o ip)(p). Since addition is a linear map from R2 to R and hence smooth, it follows that the component functions of <j) -f ip are aU smooth so that <j) -f ip is smooth. The result for \<j) follows similarly. There is no essential difference when considering Tw(n)- ■ Note that the vector space r(7r) is infinite-dimensional (provided that the fibre dimension of E is non-zero). Although the choice of a topology for r(7r) is an important question in the study of global analysis, it is not one which we shall consider here. Example 2.1.11 For any manifold M, the space of sections of the tangent bundle (TM,ta/,M) will be denoted X(M)\ elements of X(M) are just vector fields on M. ■ Example 2.1.12 For any manifold M, the space of sections of the cotangent bundle (T*MyrlfyM) will be denoted f\^M\ elements of A1^ are Just 1-forms on M. We shall also use the notation f\rM for the space of r-forms on M; this will be the space of sections of the vector bundle ArrM whose fibres are the vector spaces /\rT*M (where p £ M). ■ Example 2.1.13 If 7r is the trivial line bundle (M x R,pri,M) then r(7r) is a vector space which is canonically isomorphic to C°°(M): each section <j) corresponds to the function pri o </). This is just a special case of the relationship between functions and graphs which introduced our discussion of bundles at the very beginning of Chapter 1. For this bundle ir we shall choose not to distinguish between r(7r) and C°°(M)y although conceptually they are different objects. Furthermore, for any real vector space V, there is a canonical isomorphism from the zeroth alternating product space A°^ to R; applying this to the fibres of the vector bundle A°rM we °btain a global trivialisation /\°T*M = M x R, so that the space of 0-forms A°M may also be identified with C°°(M). ■
32 CHAPTER 2. LINEAR BUNDLES Of course, C°°(M) is more than a vector space: point wise multiplication makes it a commutative ring, and we may use it to define a module structure on the space of sections of a vector bundle over M. Proposition 2.1.14 If (E,ir,M) is a vector bundle then T(ir) is a module over C°°(M) under pointwise operations. IfWcM is an open submanifold then Tw(n) is similarly a module over C°°(W). Furthermore, the module r(7r) is locally finitely generated, in the sense that for each p E M there is an open submanifold W containing p and a finite family <^ £ r(7r) such that $/Jw generate Tw(ir). Proof If <j) e r(7r) and / <E C°°(M) then f<j) is defined by f</>(p) = f(p)<f>(p), and the smoothness of this new section is proved in the same way as for \<fi. If p £ M then take a vector bundle coordinate system (Uyu) on E with p £ w(U)y and let ea (E r(7r) be zero outside 7r(U) and satisfy tz^(ea(g)) = 6% for all q in some neighbourhood W C n(U) of p: the global sections ea may be constructed using bump functions from the local sections of tt^ dual to the coordinate system. I In general, the methods of constructing new bundles from old ones may be applied to vector bundles, with results which, in most cases, are themselves vector bundles. However not every sub-bundle of a vector bundle is itself a vector bundle, and so in this case an amended definition is needed. Definition 2.1.15 If (F,7r,M)is a vector bundle and E' C E is a submanifold such that (F', 7r\E, , ir(E')) is itself a vector bundle under the restriction of the fibre-linear operations cr, \i to E', then 7r\E, is termed a vector sub- bundle Of7T. I A vector sub-bundle is therefore a sub-bundle which is a vector bundle in its own right under the induced operations. In most cases we deal with vector sub-bundles where n(E') = M, although this is not a requirement of our definition. Notice, however, that the mere specification of a linear subspace of each fibre of 7r does not necessarily create a vector sub-bundle: although Proposition 2.L6 implies that the result of such a specification always yields a vector bundle provided that the subspaces all have the same dimension, the definition of a sub-bundle also requires that the union of the subspaces be a submanifold of the original total space. Example 2.1.16 Let tt be the trivial bundle (R x R2,prl3 R). Define E' C R x R2 by E' = (-oo,0) x (Rx {0})u[0,oo)x ({0} x R),
2.1. VECTOR BUNDLES 33 so that n(E') = R. Although 7r|-, may be given the structure of a vector bundle isomorphic to (R x R,pri,R) using Proposition 2.L6, the result is not a vector sub-bundle of 7r because the subspace topology on E' is different from the usual topology on R x R. ■ By contrast, if subspaces of the fibres of a vector bundle are defined by the span of a family of sections then they do create a vector sub-bundle. We shall prove this result by first establishing a local result. This generalises to vector bundles the idea of creating a basis of a vector space by extending an arbitrary basis of a subspace. Proposition 2.1.17 Let(Eiiri M) be a vector bundle and let (E', 7r|-, ,M) be a vector sub-bundle. If a £ E' and (xl,u,Ci), 1 < a < k = dim E' — dim M < n is a vector bundle coordinate system on E' on the neighbourhood U of a, then there is a neighbourhood W of 7r(a) E M and a vector bundle coordinate system (x1^01) on 7r~1(W) such that uCX\Tr-i(W)nU = u'aL-i(W)nU 1 - a - * = 0 otherwise. Proof Let ea, 1 < a < k be the local sections of 7r|-, dual to the vector bundle coordinates (xl, ua)] they are also smooth local sections of 7r because the inclusion map E' —> E is smooth. Choose also an arbitrary vector bundle coordinate system on E around a, and let fa, 1 < a < n, be the corresponding local sections. Let p = 7r(a). At least one of the elements fa(p), say f/?(p), will be linearly independent of {ei(p),... ,Cfc(p)} in Ep, and by continuity a similar property will be true of fp(q) for all q in some neighbourhood of p. We may therefore restrict the definition of el5. . ., e*. to this neighbourhood and define e^+i to equal fp there. This procedure may clearly be continued to yield a neighbourhood W of p and local sections e1?. . ., en £ r^y(7r). The vector bundle coordinates (xl,ua) defined by U<*(A%(g)) = A" and dual to the local sections ea then satisfy the conditions of the proposition. I Proposition 2.1.18 Let (p^ £ r(7r) 6e a family of sections, and for each p £ M let the subspace Ap C Ev be the linear span of the elements </>M(p). If k = dim AP is independent of p then E' — Up€M ^-p zs a submanifold of E and (F', 7r| -, , M) is a vector sub-bundle of n.
34 CHAPTER 2. LINEAR BUNDLES Proof Choose p € M, and for 1 < a < k select a section <f>lla such that {<j>(j.a{p)} forms a basis of AP. The elements 0Ma(g) will then be linearly independent for q in some neighbourhood Wf of p, and will also span Aq since dim Aq = k\ we may also choose W sufficiently small that it lies within the domain of coordinate functions xl around p. Denote the local sections <pfMa\w, by e'a) and extend these as in Proposition 2.1.17 to form a basis {ea : 1 < a < n) of the local sections on some smaller neighbourhood W of p. Let (ccl,iia) be vector bundle coordinates on tt~~1(W) C E which are dual to the local sections ea. Then the subset E' C E will be defined locally by the equations uk+1 = .. . = un = 0, and so will be a submanifold of E\ furthermore, the map {^^^^^ ,u) : ir~1(W) —► W x Rn will be a linear local trivialisation around p. I EXERCISES 2.1.1 Let (R3 - {0},tt,52) be the bundle defined in Exercise 1.1.4. Show that 7r may be given the structure of a vector bundle, but that the spherical polar coordinates (0, <f>; p) around (0,1, 0) € R3 — {0} are not vector bundle coordinates. Confirm that (0, 0; log op) may be used instead as vector bundle coordinates. 2.1.2 If (jE7, 7t, M) and (H, p, N) are vector bundles with typical fibres Rn and Kk respectively, show that the product bundle (E x H,tt x p, M X N) may be given the structure of a vector bundle with typical fibre Rn+A\ (The resulting vector bundle is called the product vector bundle.) 2.1.3 If (J5J,7r,M) and (H,p,M) are vector bundles over the same base manifold M with typical fibres Rn and Rfc respectively, show that the fibre product bundle (E XmH^ XmP,M) may also be given the structure of a vector bundle with typical fibre Rn+fc. (The resulting vector bundle is called the direct sum or Whitney sum vector bundle and is denoted (E 0 £T,7r 0 p,M).) 2.1 A If (.F,7r, M)is a vector bundle with typical fibre Rn and p : H —► M is a map, show that the pull-back bundle (p*(E),p*{n))H) may be given the structure of a vector bundle with typical fibre Rn. (The resulting vector bundle is called the pull-back vector bundle.) 2.1.5 Let (F,7r,M) be a bundle and suppose that, for each p E M, (Wp,Rn,tp)
2.2. VECTOR BUNDLE MORPHISMS 35 is a local trivialisation around p which has the property that for each r € WpnWq) defines a linear automorphism of Rn. Show that 7r may then be given the structure of a vector bundle such that each (Wp,Rn,tp) is a linear local trivialisation. 2.1.6 Show that the tautological bundle on RP2 defined in Example 2.1.7 is not trivial. (Hint: if M x R is the total space of a trivial line bundle, and if 7 : [0,1] —► M X R is a curve satisfying 7(0) = (p, -1), 7(1) = (p, 1) for some p € M, then there is a t G (0,1) satisfying 7(2) = (g,0) for some q£M.) 2.2 Vector Bundle Morphisms If (F, 7r, M) and (H,p,N) are two vector bundles, then a bundle morphism (/, /) from 7r to p may respect the additional structure by being linear on each fibre. Such vector bundle morphisms have many of the properties of linear maps between vector spaces. We may define the kernel of a vector bundle morphism as the set of all elements in the domain total space which map to the zero elements of the codomain total space, and in certain circumstances this is a vector sub-bundle of the domain bundle. We are also able to introduce the idea of an "exact sequence" of vector bundles, and there is one particular exact sequence which will be of great importance in our study of the partial differential equations associated with a connection. Finally, we shall show how morphisms of vector bundles give rise to morphisms of their modules of sections. Definition 2.2.1 A vector bundle morphism from n to p is a bundle morphism (/,/) which has the property that, for each p € M, f|- : Ev —► Hjt \ is a linear map. ■ As a bundle morphism, (f, f) may be represented in coordinates. Let (xlyua) be vector bundle coordinates around a € F, and let (ya,vA) be vector bundle coordinates around f(a) G H. The coordinates of / are then fA = yA o f, fa = ya o f. However, if f is a vector bundle morphism then we may express it in matrix terms: whereas a linear map between vector spaces may be represented by a matrix of numbers, a vector bundle morphism is represented by a matrix of functions defined locally on the base space M. To see how this matrix arises, let ea be the local sections of 7r dual to the
36 CHAPTER 2. LINEAR BUNDLES coordinates ua, and let Ka be the local sections of p dual to the coordinates vA. Put p = ir(a) e M, and let Xa = ua(a) (so that a = Xae(X(p)). Then f(a) = A«f(ea(p)) G #7(p) and so we may write /(a) = \af*(p)hAQ(p)) where the real numbers fA(p) are the coordinates of f(ea(p)) with respect to the basis vectors hji{f{p)) of H-?, y another way of saying this is that fA(p) = vA(f(eoc(p))). It is then immediate that the functions fA = fA oea are smooth, and the resulting matrix of smooth functions defined near p is called the local matrix representation of the vector bundle morphism /. (Of course the functions fA may be defined for any map / : E —► #, whether or not it is linear on the fibres, but these functions may only be used to reconstruct f in the manner we have described when f is a vector bundle morphism.) Example 2.2,2 If / : M —> N then (/*,/) is a vector bundle morphism from tm to tjv. If (xl, xl) are coordinates on TM and ya,ya are coordinates on TN then the local matrix representation of f* is dfa/dx\ If in addition f is a local diffeomorphism (so that djajdx% is a square non-singular matrix at each point), then (f*-1,f) : rfa —► rjjy is a vector bundle morphism whose local matrix representation F^ satisfies dfa = 6). Example 2.2.3 Let (J5J,7r,M) be a vector bundle, and let (E\ ir\E, ,M) be a vector sub-bundle. It follows from Proposition 2.L17 that it is always possible to find vector bundle coordinates on E and E' such that locally the inclusion map E' —► E may be represented in matrix form by the constant matrix r Since each map f\ - obtained from a vector bundle morphism f is linear, we may define its rank in the usual manner as dim f(Ep). We therefore arrive at the definition of the rank of a vector bundle morphism as a function defined on the base space M; it should be clear that the rank of / at a point p is equal to the rank of its local matrix representation fA{p) in any pair of
2.2. VECTOR BUNDLE MORPHISMS 37 coordinate systems. If the rank of / does not depend upon the particular point p £ M then we sat that / is of constant rank; this is the condition which will ensure that the kernel and image of / define vector sub-bundles of 7r and p respectively. Definition 2.2.4 If (F,7r, M) and (if,p, N) are vector bundles, and if (/,/) 7r —► p is a vector bundle morphism, then the kernel of f is the subset ker/ = {aG£:/(a) = 0GF7Wfl))}. ■ Proposition 2.2.5 If f has constant rank then the kernel of f defines a vector sub-bundle (ker./>|ker/,M) of7T, and the image of f defines a vector sub-bundle (imf, Him/ , N) of p. Proof We shall show first that kerf defines a vector sub-bundle of 7r. It is clear that kerf is a closed submanifold of E. Since f has constant rank, the subspaces (kerf)p C Ep all have the same dimension. To prove that Trlk,.,./ is locally trivial, choose p £ M and let t:*-\T\w)) — T\w)xKn s:p-1(W) —> WxRk be linear local trivialisations of 7r, p around p, f(p) respectively. For each q £ f~ (W), define the linear map fq : Rn —► Rfc by fq(v) = pr2(s(f(t-1(q,v)))), so that each fq has the same rank. Put F\ = kerfp, K\ — imfp and let F2, K2 satisfy Ft 0 F2 = Rn, Kx 0 K2 = Rk. Put F = Rn 0 K2 and K = R*©Fi, so that dimF = dimiif. For each q £ / (W), define the linear map gq : F —► K by ^q(u,v,Ti;) = (/q(u +v) + ti;,u) £ R* (P jF\, where (it, v,iy) £ Fi 0 F2 0 i^2 = F. Since fp is an isomorphism, it follows that gp is injective and hence (by dimensionality) also an isomorphism; therefore gq is also an isomorphism for each q in some neighbourhood / {W) of p. Now observe that, if (it, v) £ F\ CD F2, then (it, t;) £ ker fq exactly when gq(uy v,0) = (0,u) £ Rfc 0 Fi, so that kerfq = g~1(F\). We may therefore define a diffeomorphism (^iker/)_1(7_1(^')) — r\w')xFt
38 CHAPTER 2. LINEAR BUNDLES by a i—► (Tr(a)9prFl(g^a)(pr2{t(a)),0))) where prj^ denotes the projection K —► Fi, and so kerf is locally trivial. We shall now show that im f defines a vector sub-bundle of p. Given p £ M, the vector space Ep is spanned by {</>(p) ' <j> G r(7r)}, and so imfp is spanned by {f(</>(p)) • </> £ T(7r)}. It follows that imf is spanned by the sections f(<fr) of p, and so defines a vector sub-bundle by Proposition 2.1.18. I Example 2.2.6 The set Vtr of vertical vectors defined in Example 1.4.11 is the kernel of the vector bundle morphism (7r*,7r) : te —► tm* Since 7r* has constant rank (because 7r is a submersion), it follows from Proposition 2.2.5 that (Wr, te\vt , E) is a vector sub-bundle of t#. Note that, for this example, we may also see directly that teIv* 1s l°cally trivial: for if (x1^01) are adapted coordinates on U C E then (xl,ua\xl,ua) are vector bundle coordinates on TE with dual local sections d/dxl, d/dua, and since 7r* o d/dxl — d/dxl, 7r* o d/dua = 0 we may take coordinates on Vtr as (xl,u°i\ucx). From the local trivialisation (rB|T-1(a)>(i») : r^(U) -^Ux (Rm x R») of r- we then obtain the local trivialisation (rE\T-,{u)nV^u) : (teW*)-1 (U) —> ^ x R» Of TE\Vir- ■ Since the kernel and image of a vector bundle morphism are vector sub- bundles, it makes sense to consider exact sequences of vector bundle mor- phisms. First, however, we shall recall the corresponding definition for ordinary linear maps. If Vi, V2, V3 are vector spaces (or modules over some commutative ring) and fi2 : V\ —► V2, f23 : V2 —► V3 are linear maps, we say that the sequence of maps Vi **> V2 ^ V3 is exact (at V2) if imf12 = kerf23. A longer sequence is called exact if it is exact at each vector space in the sequence (apart from the initial and final spaces). A very common form of exact sequence involves five spaces, 0 _> vi -H v2 ^ v3 —- 0,
2.2. VECTOR BUNDLE MORPHISMS 39 where exactness at V\ means that fi2 is injective, and exactness at V3 means that f23 is surjective; such a sequence is commonly called a short exact sequence. If there is another map s : V3 —► V2 such that f23 05 = idy3 then we say that the short exact sequence splits) when this happens, we may regard V2 as the direct sum V\ 0 V3 and the maps fi2, s as the canonical inclusion maps. The standard example of a short exact sequence is 0 —► ker / -U V -^ im / —► 0 where / : V —> W is an arbitrary linear map and 1 is the inclusion. If this sequence splits then we may write V = kerf 0 imf, so that any element ( E V has a unique representative £ — «s(f(£)) in the kernel of f. A similar idea may be applied to vector bundles over the same base space M. Definition 2.2.7 Let (E^tt^M), (F2,7r2,M), (J573,7r3,M) be vector bundles, and let (fi2,idAf) • *i —► 7r2? (f23,^Af) : 7r2 —► ^3 be vector bundle morphisms of constant rank. The sequence r» -/!2 jp J23 jp Hj\ ► t>2 > &3 is said to be exact at E2 (or 7r2) if imfi2 = kerf23. ■ If we let 0 denote the trivial vector bundle (M X 0,pri, M) then we can define a short exact sequence of vector bundles to be one of the form 0 —► Ex -H E2 -2A F3 —+ 0 so that fi2 is injective and f23 surjective. (Note that the latter assertions depend on the fact the we have required f12 = f23 = idM•) We say that the sequence splits if there is another vector bundle morphism (s, idAf) • ^3 —► 7T2, necessarily of constant rank, such that f23 05 — idE3, and then we may regard 7r2 as the direct sum bundle 7^ 07r3. The standard example of a short exact sequence of vector bundles is 0 —► kerf -i+ E -^ imf —> 0 where (J5J,7r,M) and (F, p,M) are bundles, and where (f, idAf) : n —> P is a vector bundle morphism and (t,idAf) is the inclusion. Example 2.2.8 If (J5J,7r,M) is an arbitrary bundle then (TE,te,E) and (TM, TAf, M) do not have the same base space. However, we may instead consider the pull-back vector bundle (7r*(TM), k*(tm), E) and we may define a new map W* : TE —> 7r*(TM) by w*(0 = (**(t),TE(0).
40 CHAPTER 2. LINEAR BUNDLES Then ker7r* = ker7r* — Vir and im7r* = 7r*(TM), so we may construct a short exact sequence 0 —► Vtt -i+ TE -^ tt*(TM) —► 0. Further properties of this particular sequence will be described in Chapter 3. In the final part of this section, we shall show that each exact sequence of vector bundles gives rise to an exact sequence of modules of sections. Lemma 2.2.9 Jf(i?,7r,M) and (H,pyN) are vector bundles and (f, f) : 7r —> p is a vector bundle morphism such that f is a diffeomorphism, then f : r(7r) —► r(/o) is a module homomorphism over the ring isomorphism T1* :C°°(M)—>C°°(N). Proof If <j>,Tpe r(7r) and g <E C°°(M) then R<t>+1>) = /o^+VOof"1 - (/°</>of-1) + (foV>of-1) = /(*) + /W and M) = /°(<^)°7_1 = f°{g°Tl){<t>°Tl) = (5°7_1)(/°0°7_1) = Tu(g)f{4>) because f is a linear map from the fibres of 7r to the fibres of p. I Proposition 2.2.10 7f(J5Ji,7Ti, M), (E2,7r2,M) and (E3,7r3, M) are vector bundles and if (fi2?^M) • ^i —► ^2, (f23?^M) : 7r2 —> ^3 are vector bundle morphisms of constant rank such that the sequence T? •'12v T? •'23v J? rj\ > rj2 > r/3 is exact, then the sequence of C°°{M)-module morphisms r(*i) -^ r(7r2) M r(7r3) is also exact.
2.2. VECTOR BUNDLE MORPHISMS 41 Proof To see that imfi2 C kerf23, let </> £ r(7r) and p £ M; then f23(fl2(<f>))(p) = /23 O fl2 O <#p) £ f23 O f12(#)P = {0}p so that fi2(0) £ kerf23- For the converse inclusion, let tp £ kerf23*, then lmtp C kerf23 so that V € r(p|ker/23) = r(p|im/l2). Let p £ M and let Za. £ rp(7r) be a family of linearly independent local sections of 7r such that 6i,...,€fc span kerf12 in a neighbourhood of p (as in the proof of Proposition 2.1.17). Then fi2(efc+i ),••., fu{^n) are linearly independent and span imfi2 in a neighbourhood of p, so that locally tp = V,a/i2(ea) = fi2(V,"ea) where k + 1 < a < n. By using a partition of unity, it is then possible to construct from the local sections tp^e^ a global section <p £ T(tt) such that ip = fi2(0)- B Corollary 2.2.11 7f(f, idAf) • *" —► p is a vector bundle morphism then T(ker f) = kerf and T(im f) = im f. ■ The standard example of a short exact sequence of vector bundle morphisms 0 —► kerf —► E —> imf —► 0 therefore gives rise to a short exact sequence 0 —► kerf—> r(7r) —► imf—> 0 of modules over C°°(M). EXERCISES 2.2.1 If (I7,7r,M) is a vector bundle, construct a canonical isomorphism between the vector bundles (Wr, TE\Vn , E) and (7r*(F), 7r*(7r), F). Deduce the existence of a canonical map Vir —► E which in general is not the restriction of the tangent bundle projection r~. (Hint: the isomorphism is a generalisation, to vector bundles, of the standard isomorphism TVV = V where V is a vector space and p £ V. 2.2.2 Use the result of Exercise 2.2.1 to define a "vertical lift" operation on the tangent bundle (TM,tm,M), whereby a tangent vector £ £ TVM may be lifted to a tangent vector £v £ V^tm whenever r\ £ TpM. Show that, if the coordinate representation of £ is
42 CHAPTER 2. LINEAR BUNDLES then the coordinate representation of £v is d I Use this construction to give an intrinsic definition of a vector field A £ X(TM) whose coordinate representation is 2.2.3 Let M be a closed embedded submanifold of the manifold H. Show that the inclusion map i : M —► H defines a vector bundle morphism of constant rank *,* : tm —► Ttf. For each p € M, let the quotient space TpH/TpM be denoted by NpM, and let NHM = \JpeMNPM' Let the map v : NrM —> M be defined by v[(\ = p if [£] £ NVM. Show that (NhM,v, M) becomes a vector bundle (called the normal bundle of M in H), and that there is an exact sequence 0 —> rM —► l*{th) —> i/ —> 0 of vector bundles over M. 2.3 Duality and Tensor Products There are certain ways of constructing new vector bundles from old ones which make essential use of the linearity of the fibres, and so do not correspond to any constructions applicable in the more general case. In one of these, the fibres are the dual spaces to the fibres of the original bundle. We shall normally apply this construction in the case where the original bundle is a tangent bundle, or a sub-bundle of a tangent bundle (such as a bundle of vertical vectors). Definition 2.3.1 Let (J57,7r,M) be a vector bundle with fibres Ep. The dual bundle is the vector bundle with fibres J5J*, and is denoted (J5J*,7r*,M). ■ In order to apply Proposition 2.1.6 to show that 7r* is indeed a bundle, we must define suitable maps t* : 7r*~1( Wp) —► Wp x Rn which will become the linear local trivialisations of 7r*. To do this, suppose that tp : 7r-1(Wp) —► Wp X Rn is a linear local trivialisation of 7r around p. If q £ Wp, pr2 o tpl^-i/ \ ' Eq —► Rn is a linear isomorphism, so that the inverse of its transpose is a linear isomorphism t*q : E* —> Rn (where we have identified Rn* with Rn). We may therefore define t*p : <k*-1(Wp) —> Wp x Rn by *;(«) = (^(fl)i <;.-(.)(«))
2.3. DUALITY AND TENSOR PRODUCTS 43 and this map clearly satisfies the conditions of Proposition 2.1.6. If (a:1, ua) is a system of vector bundle coordinates with domain ir"~1(W) C E then we may define the dual coordinates (xl,ua) on ir*~1(W) C E* by taking the fibre coordinates on E* to be the inverse transpose of the fibre coordinates on E. Explicitly, let ep £ r^y(7r) be the local sections dual to uay so that ^(e^p)) = *5| for each p £ W. Now ep(p) G Ep £ £**, so that we may regard each ep(p) as a linear map from E* to R. We may therefore define coordinate functions up : ir*~1(W) —► R on E* by up\E+ = ep(p). If ea € Twi^*) are the local sections dual to the coordinates up then we also have va\Ep = «"(?)• Example 2.3.2 The bundle dual to the tangent bundle (TM,tm, M) is the cotangent bundle (T*M, rjj^-, M), and the coordinates dual to (xl,xl) are (xl,di). The fibre coordinates xl on TM therefore correspond to the local sections dxl of T*M, in that xl\ = dxl\ e TIM. \TPM \p v Similarly the fibre coordinates d{ on T*M correspond to the local sections d/dxl of TM, in that ft I d I (In mechanics, the coordinates on TM are often denoted (gl,gT) rather than (ccl, ccl), and then the dual coordinates on T*M are denoted (qx>Pi). We shall sometimes use this alternative labelling convention in later chapters.) ■ The other vector bundle construction which we shall need to use is that of the tensor product. If V, W are finite-dimensional vector spaces, then their tensor product V <S) W may be defined to be the space of bilinear maps from V* x W* to R. We may therefore apply this definition to two vector bundles over the same base space M. Definition 2.3.3 Let (F, 7r, M) and (F, p, M) be vector bundles with fibres Ep, Fp respectively. The tensor product ofn and p is the vector bundle with fibres Ep <g> Fp and is denoted (E & F, it tt p, M). ■ This construction clearly generalises to the tensor product of a finite number of vector bundles. It may be considered "associative" in the same way that the tensor product of vector spaces may be considered associative.
44 CHAPTER 2. LINEAR BUNDLES Example 2.3.4 An element of the total space of the tensor product bundle (TM (g) TM,tm ® tm, M) is a type (2,0) tensor. In local coordinates, such an element would be written A = WA a M . \dxl dxJ Jp (We shall generally distinguish between a tensor field, which is a local section of a bundle such as this, and a tensor, which is an element of the total space. A tensor field evaluated at a point gives a tensor.) ■ Example 2.3.5 An element of the total space of the tensor product bundle (T*M ($ TM,Tm ® tm,M) is a type (1,1) tensor, and may be written in coordinates as However, since the fibre T*M ($TpM is canonically isomorphic to the space L(TpM, TpM) of endomorphisms of TpM, we may also regard t^ <%) tm as a bundle of endomorphisms of TM. A section of this bundle is also called a vector-valued 1-form on M. I We are also interested in certain sub-bundles of tensor product bundles, where the tensors are either completely alternating or completely symmetric. We use the symbols /\rV and SrV to denote the subspaces of V ® ... g) V containing, respectively, the alternating and the symmetric r-linear maps from V* x ...xV* toR. Definition 2.3.6 Let (E,ir,M) be a vector bundle with fibres Ep. The r-fold alternating product of ir is the vector bundle with fibres f\rEp and is denoted (f\rE, /\r7r, M). The r-fold symmetric product of ir is the vector bundle with fibres SrEp and is denoted (SrE, Sr7r, M). I Example 2.3.7 An element of the total space of (/\2T*M, A2tm> M) is a 2-covector, with local coordinate representation u) — utij^dx1 A dx3)p where u){j = cjjl. A local section of this bundle is called a 2-form. ■ We shall now show that these R-linear constructions involving vector bundles may be matched by corresponding C°°(M)-linear constructions involving the corresponding modules of sections.
2.3. DUALITY AND TENSOR PRODUCTS 45 Proposition 2.3.8 If (E*,tt*,M) is the vector bundle dual to (J57,7r,M). then I\n*) is isomorphic to the C°°(M)-module (r(7r))* dual to T(n). Proof If tp £ r(7r*), define the element ip in (r(7r))* by ${Mp) = 1>(pMp)) where <p £ T(tt) and p £ M, It is clear that rp(<p) is smooth and hence an element of C°°(M), because in coordinates ip(<p) = i)oi4>ot\ it is then straightforward to check that tp i—> ip is a C°°(M)-module homomorphism. To see that it is injective, suppose tp\ ^ tp2 and choose p £ M such that V'i(p) 7^ V^p)- Choose a £ Ep such that V'i(p)(a) ¥" ^2(p)(a)» and let <£ be a section of 7r satisfying <p(p) = a. Then tpi(<p(p)) ^ ip2(<P(p)) so that tpi ^ ip2< Finally, to show that the correspondence is surjective, we shall employ a local argument involving coordinates and then use a partition of unity. So suppose x ls an element of (r(7r))\ Let (cc%ii") be vector bundle coordinates on E (where xl are coordinates around p £ M); let ep be the local sections dual to tz", and let ep be global sections of 7r which equal ep in a neighbourhood W of p (using Proposition 1.2.6). Define the functions X^ G C°°(M) by x^ - X(^), and put xp = Xp\w- Now define the local sections ipw £ ^w{^*) by ipw = xpef3> where e@ are the local sections of 7T* defined by the coordinates u& on E. These local sections ipw may be combined using a partition of unity on M, to give a global section ip £ r(7r*). We may then see that rp = x by the following argument. Let <p £ T(tt) with coordinates </>" = ua o </>, and extend these coordinates to smooth functions <pa £ C°°(M) where (pa(q) = </>a(g) for each q in a neighbourhood W C W of p. The global section <p° = <p — <p ea is then zero on W, and so we may write <p° = z0°, where z € C°°(M) is a bump function which satisfies z(p) = 0, z(q) = 1 for g £ M - W\ Then X(0)(P) = x(Tea + z<P°)(p) = Ap)x(e*)(p) = <T(p)Xc*(p) whereas $Mp) = iP(p)(<p(p)) = Xp(p)e^(P)(<Pa(pK(p)) = Xa(p)J>a(p) so that, for each </> £ r(7r) and for each p £ M, x(Mp) - &*)(p) which establishes the result. ■
46 CHAPTER 2. LINEAR BUNDLES Example 2.3.9 For an arbitrary manifold M, the module of 1-forms A*^ is isomorphic to the module dual to X(M). We shall normally denote the pairing of a vector field X £ X(M) and a 1-form w £ A*^ DY XJa> £ C°°(M) rather than uj(X). We shall use a similar notation for local vector fields and differential forms, so that we may write (for example) Xi—-Jujjdxj = X1ujz £ C°°(W) ox1 if xl are coordinate functions defined on W C M. We shall also extend this notation to r-forms, and if 6 £ /\rM then we shall write X J 6 for the element of /\^~lM defined by (xjff)(yi,...lyr_i) = ff(xlyi,...lxr_i). There are similar results for the module of sections of a tensor product bundle. Proposition 2.3.10 If (E,n,M) and (H,p,M) are vector bundles then r(7rcM = r(7r)®Coo(M)r(/>), where the tensor product of modules is indicated explicitly. Proof We shall construct a map * : r(7r) ®c~{M) I» — r(7r ® p) by using the fact that r(7r) <%)c°°(M) ^(p) is generated over C°°(M) by elements of the form <j> ® ip, where <j> £ T(7r) and tp £ T(p). We may therefore define #(</> <%) tp) by the rule that, for each p £ M, *(</> ® 1>){p) = 4>{p) ® 1>(p) G Ep ft Hp. The resulting map, extended to the whole of r(7r) toc°°(M) T(p), is then C°°(M)-linear by construction. It is injective, for if ^((j)()tp) = 0 £ r(?r v p) then, for every p £ M, 0(p) 0 V(p) = *(0 ® V0(p) = o,
2.3. DUALITY AND TENSOR PRODUCTS 47 so that both </>(p) = 0 and tp(p) = 0; it follows that both <j) = 0 and -0 = 0, so that <)) ® ip = 0 £ T(ir) <8)c<*>(M) F{f). We must now show that # is also surjective. So let x £ F(7r 0 p), let VT be a coordinate neighbourhood of M, and let ea, fj± be bases of r^y(7r), Tw(p) respectively. If p £ W then x(p) = XaA(p)ea(p)®fA(p), so that the restriction x\w yields an element XaAe« ^/^ r(7r|^) 0CoO(^) T(p\w). We may now use a partition of unity \\y to obtain £ *wTAe« ®JA£ r(7r) ®c~(M) T(p), where ea, fA and xa>l are ea, f^ and xa>l extended to the whole of M. By construction, at each p £ M, x(p) = £ *w(p)Ta(p)Mp) ® 7a(p), w so that ■ Example 2.3.11 For any manifold M, the module of vector-valued 1-forms T(rM ® tm) is equal to the tensor product f\^M ^C°°(M) «Y(M). A typical element A of this module may be written in local coordinates as The preceding result may of course be extended to arbitrary finite tensor product bundles. It is then straightforward to see that r(/\r7r) = /\rr(7r) and r(5r7r) = 5rr(7r). EXERCISES 2.3.1 If (F,7r,M) and (H,p,M) are vector bundles, construct explicit linear local trivialisations for the tensor product n ty p, and hence confirm that 7r ® p is a vector bundle.
48 CHAPTER 2. LINEAR BUNDLES 2.3.2 Let (-F.7T, M) be a vector bundle, and let (f, idM) be a vector bundle morphism from 7r to itself. Define the ^section A £ r(7r* ® ir) by, for p £ M, Let (xl,ua) and (ajx,ua) be dual vector bundle coordinates on E and 22*, and suppose that the local matrix representation of / is ffi and that the coordinate representation of A is AS. Show that fg* = AS. 2.3.3 Let L £ C°°(E) be a function on the total space of a vector bundle (J57,7r, M). If tp : -Z£p —► E is the inclusion, show that the map a^d(LoL<a))eT:EAa)^El(a) defines a bundle morphism (TL^idM) • *" —► 7r* called the fibre derivative of L. Show further that if each L o *,p is a quadratic function on the vector space 2£p (so that L is derived from a fibre metric on 7r), then TL is actually a vector bundle morphism. 2.4 Affine Bundles By analogy with vector bundles, we may describe affine bundles as bundles whose fibres are affine spaces, and where there are the local trivialisations which are affine maps on each fibre. Now every vector space has a distinguished point, namely its origin, and any linear transformation of vector spaces maps one origin to another. In an affine space, however, there is no distinguished point: the definition of an affine space is intended to retain those linear properties of a vector space which may be described without reference to its origin, and the morphisms between affine spaces may be described as inhomogeneous linear transformations. Definition 2.4.1 If V is a vector space, A is a set and a : A x V —► A is a function, then the triple (A,V,a) is called an affine space if: 1. for each x £ A, a(cc,0) = x\ 2. for each x £ A and each v,w £ V, a(a(x,v),w) — a(x,v -f w)\ 3. if x, y £ A then there is a unique v £ V satisfying a(x, v) = y. We may regard the function a as expressing a displacement of the point x by a vector v. The conditions in the definition may be made to seem more familiar by writing a as addition, so that x -f 0 = x and (x -f v) -f w =
2.4. AFFINE BUNDLES 49 x -f (v -f iu), although in the latter equation the symbol -f is used in two different senses. In the third condition, we may (suggestively) write the unique element v as x — y. We usually say that A (rather than the triple (A, V, a)) is an affine space, with an underlying vector space V, and we often say that A is modelled on V. Every vector space V may be regarded as an affine space modelled on itself, where the map a is just addition in V. The fact that an affine space encapsulates all those properties of a vector space which remain after ignoring the origin may be demonstrated by selecting a distinguished point p £ A to serve as an "origin". The choice of p then allows the vector space structure of V to be transported to A, in such a way that the zero vector corresponds to p: v £ V corresponds to <*(p, v) £ A, and x £ A corresponds to x — p £ V. If x, y £ A and A £ R, we may set x -f y to equal a(p, (x — p) -f (y — p)) and Ace to equal a(p, A(cc — p)). We shall also define the dimension of an affine space to equal the dimension of its underlying vector space; we shall assume that V is finite-dimensional. In a finite-dimensional affine space, we may introduce coordinates. Definition 2.4.2 Let A be an affine space modelled on the vector space V, let (e^) be a basis of V, and let p £ A. If x £ A then the affine coordinates of x with respect to (p,e;) are the real numbers xl satisfying x — ct(p,xlei). ■ In other words, xl are the coordinates of x — p with respect to the basis oiV. For each point x, different coordinates may be obtained by choosing a different basis of V, or a different origin in A. If (fj) is another basis of V such that e^ = T/fj, then x = a(p,xlT? fj), so that the coordinates of x with respect to (p, fj) are xlTj. If instead we choose q £ A to be the origin, and if q has affine coordinates ql with respect to (p.e^), then x = a(p,xlei) = a(p,qiei + (xi-qi)ei) = a(a(p,qiei),(xi-qi)ei) = OL(q,(xi-qi)ei) so that the coordinates of x with respect to (g,et-) are xz — ql: this is just a "translation of coordinates". The most general rule for a coordinate transformation is then obtained from x = a(q,(zi-qi)T!fj),
50 CHAPTER 2. LINEAR BUNDLES so that the new coordinates of x with respect to (g, fj) are (xl — gl)T/ and are clearly related in an inhomogeneous linear manner to the original coordinates. As with vector spaces, coordinate transformations may be related to the morphisms of affine spaces. Definition 2.4.3 Let A, B be affine spaces modelled on V, W by the maps a, {3 respectively. The function T : A —► B is called an affine morphism if there is a linear map T : V —> W such that, whenever x 6 A and v 6 V, T(a(x,v)) = (3(T(x),T(v)). I It may be seen that T is completely determined by T, as follows: if v E V, p,q e A and we write Tp, Tq for the linear maps V —► W defined by Tp(t>) = T(a(p,v))-T(p) Tq(v) = T(a(q,v))-T(q) then /3(T(q),Tq(v)) = T(a(q,v)) = T(a(p,(q-p) + v)) = /3(r(p),Tp((ff-p) + «)) = 0(T(p),Tp(q-p) + Tp(v)) = (3{T(q),Tp(v)) so that Tp(v) = Tq(v) by uniqueness. The map T is called the linear part of T. An affine morphism which is invertible is called an affine isomorphism because its inverse is also an affine morphism: in fact T is an affine isomorphism if, and only if, its linear part T is a vector space isomorphism, and then (T-1) = T~ . An affine morphism from A to itself whose linear part is idy is called a translation. To find the coordinate description of the affine morphism T : A —► £?, suppose that we use (p,et) to give coordinates on A, and (q,/a) to give coordinates on B. Then T(p) and T(a(p, ez)) are all elements of B. Suppose the coordinates of T(p) are pAi and those of T(a(p, et-)) = /3(T(p)iT(el)) are
2.4. AFFINE BUNDLES 51 T/1. Then if x £ A has coordinates xl, we have 7(1) = T(a(p,x<ei)) = /3(r(p),T(**e0) = /3(g,(r(p)-g) + T(a;lei)) = P(q,pAfA + xiTlAfA) so that the coordinates of T(x) are TAxi + pA The numbers T* are the components of the matrix of the linear transformation 7\ As we might have expected, the transformation rule for affine coordinates is just the reverse of the coordinate representation of an affine isomorphism. With this machinery at our disposal, we can give a definition of an affine bundle. Definition 2.4.4 Let (J57,7r,M) be a vector bundle. An affine bundle modelled on it is a quadruple (A,p, M,a) such that: 1. (A, p, M) is a bundle; 2. (a) a : A Xm E —► A satisfies, for each p £ M, a(Ap X Ev) C Ap; (b) for each p £ M, (Ap, JEJp, a|^ x - ) is an affine space; 3. for each p £ M there is a local trivialisation (Wp,Rn,$p), called an affine local trivialisation, satisfying the condition that, for q £ Wpi the composite of with pr2 X Rn —► Rn is an affine isomorphism. We sometimes say that a is an action of the vector bundle 7r on the affine bundle p. Although we have written a as a right action, it is also a left action because the addition of vectors is commutative. Example 2.4.5 If (E,ir, M) and (#, p, N) are vector bundles, (/, /) : -k —► p is a vector bundle morphism of constant rank, and ij) £ T(p) is an arbitrary section, then (f-^imVO-Trl^^^M^) is an affine bundle modelled on the vector bundle 7r|kerr, where the action a is simply addition in the fibres of 7r. Each fibre f-1(im'0)p is a coset of (kerf)pinFp. ■
52 CHAPTER 2. LINEAR BUNDLES Example 2.4.6 As a special case of the previous example, if Y E X{M) then the set of vectors projecting to Y is defined to be and then r^|T v becomes an affine bundle modelled on the vector bundle te\v«- ■ Example 2.4.7 Every vector bundle (F,7r,M) yields an affine bundle (F,7T,M,<7) where a : E Xm E —► E is addition in the fibres of 7r. ■ Lemma 2.4.8 Let (A,p,M, a) be an affine bundle modelled on the vector bundle (J5J,7r,M). Let z £ T(p); then the section z (known as the zero section J determines a vector bundle structure on (A,p,M). Proof Let p £ M. If x,y € Ap then there is a unique v = x — z(p) £ Ep such that a(z(p), v) = x, so define x -f y to equal a(y, v); similarly if A € R, define Ace to equal a(z(p), Aw). The fibre Ap then becomes a vector space. If tv : p~l(Wp) —> Wp x Rn is an affine local trivialisation, then the map ?p : p~l(Wp) —> Wv x Rn defined by tp(a) = (p{a),Pr2(tp{a - z(p(a))))) is a linear local trivialisation. ■ Just as for vector bundles, there are special coordinate systems (xl,aa) appropriate to the total space of an affine bundle. These are called affine bundle coordinate systems, and they have the property that aa is an affine map on each fibre, whose linear part is the corresponding vector bundle coordinate map ua. These coordinates may be derived from the affine local trivialisations. In each fibre Ap there is a point b such that each aa(b) — 0 and so every affine bundle coordinate system determines a local zero section of p; conversely, given a basis of local sections ep £ rV(7r) and a local section z £ Tw(p), we may define affine coordinates aa on the fibres of p. Definition 2.4.9 Let (A, p, M, a) be an affine bundle modelled on the vector bundle (F,7r,M). If (F', tv\e, ,7r(F')) is a vector sub-bundle of -k and A' C A is a submanifold such that p(Af) — n(Ef) and such that (A',p\A,,p(A'),a\A^E,) is an affine bundle modelled on tc\ -,, then p\A, is termed an affine sub-bundle of p. I
2.4. AFFINE BUNDLES 53 Example 2.4.10 The bundle 7rl/-1(imV') described in Example 2.4.5 is an affine sub-bundle of 7r (where the latter vector bundle is regarded as an affine bundle modelled on itself). ■ Finally in this section we shall describe anine bundle morphisms: as might be expected, these are bundle morphisms which, when restricted to each fibre, are morphisms of affine spaces. Definition 2.4.11 Let (A,p,M, a) and (#,cr,N5/?) be affine bundles. A bundle morphism (/, /) ' p —► a is called an affine bundle morphism if, for each p € M, f\A : Ap —► Bj, ^ is an affine morphism. ■ Just as each vector bundle morphism has a local matrix representation obtained from vector bundle coordinates on its domain and codomain, there is a similar local representation for each afTine bundle morphism. Indeed, suppose that (xl,aa) and (ya>bA) are affine bundle coordinates on A and B respectively; suppose also that a" correspond to the local sections ep of the vector bundle tt on which p is modelled, and a local section z of p. Put jA _ ^ofoao(z5ea) and put fA = bAofoz\ then if c G Ap has coordinates ca = aa(c), the coordinates of f(c) 6 Bj, ^ are bAU(c)) = f*(p)ca + fA(p). The matrix of functions fA is also the local matrix representation of the linear part of the affine bundle morphism /. EXERCISES 2.4.1 Every anine space A modelled on the vector space V is automatically a differentiable manifold with a global coordinate system. If p £ A, show that there is a canonical isomorphism TpA = V. 2.4.2 Deduce from the results of Exercises 2.2.1 and 2.4.1 that, if (A, p, M) is an affine bundle modelled on the vector bundle (F,7r,M) then there is a canonical isomorphism between the vector bundles (Vp,ta\v ,A) and (p*(F),p*(7T),A). 2.4.3 Show that the bundle {T2M,r2^,TM) described in Example 2.1.5 is an affine bundle modelled on the vector bundle (Vr^, txm\vt ,TM).
54 CHAPTER 2. LINEAR BUNDLES REMARKS Many of the ideas introduced in this chapter may also be described in the language of fibre bundles. A vector bundle may be considered as a particular type of fibre bundle with structure group GL(n,R), and similarly an affine bundle may be regarded as a fibre bundle whose structure group is the group of affine transformations of Rn. The relationship between fibre bundles and vector bundles is described in [8]. More information about affine spaces, and their relationship with vector spaces, may be found in [3]. Vector bundles are also of importance in topology, where they may be used to classify global properties of manifolds (or, indeed, of more general topological spaces). We have already seen that the tangent bundle to the sphere 52 is not globally trivial, whereas it may be shown that (for example) every vector bundle with base space Rn is trivial. The study of topological properties of spaces using isomorphism classes of vector bundles is known as K-theory, and accounts of this theory may be found in [1] or [8].
Chapter 3 Linear Operations on General Bundles In this chapter, we return to the study of a general bundle (i?,7r,M) and the various vector bundles and modules of sections associated with it. These vector bundles are constructed from the tangent and cotangent bundles to E and to M. The main theme of the chapter comes from isolating those tangent vectors and vector fields on E which are tangent to the fibres of 7r, and those cotangent vectors and differential forms which annihilate them. Many of the definitions in the early part of the chapter are restatements of examples from the previous chapter, but are examined here in more detail. 3.1 Tangent and Cotangent Vectors Definition 3.1.1 If (J£,7r,M) is a bundle, then the vertical bundle to n is the vector sub-bundle (Vir, te\y^ , E) of the tangent bundle te whose total space Vir is defined by V* = {{eTE: ».(0 = 0 6 TTM{Mi))M} (see Example 1.4.11). The fibre of Vir over a E E is usually denoted Va7r rather than (Vir)a. ■ The total space of the vertical bundle may also be considered as the collection of those vectors which are "tangent to the fibres of 7r". Lemma 3.1.2 If a £ E then Ta(E^a)) £ Vair. Proof Let t^a) : ^(a) —> E De tne inclusion, so that ttol^^ : ^(a) —* M is a constant map and that therefore that tt+ol^)* : Ta(E^a^) —► T^a\M is the zero map. Since Vair is the kernel of ^*\raE-> ^ f°ff°ws that im(t7r(a)Jk) C Va7r. But since t^tay is an injection it also follows that dimim(4(a)) = dimTa(F7r(a)) 55
56 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES V(a) dimE. dim E - dim M dimTaE dimker 7r*|~ e dim Va7r dim T<a)M so that <V(a)* ls ^ne required isomorphism. ■ One important use of the vertical bundle is in demonstrating when a map between the total spaces of two bundles gives rise to a bundle morphism: such a map must take vertical vectors to vertical vectors, and is characterised by this property. Proposition 3.1.3 Let (J5,7r,M) and (H,p,N) be bundles, and let f : E —► H. Then f defines a bundle morphism n —► p if, and only if, MVt)C Vtt. Proof Suppose first that (/,/) is a bundle morphism, and let £ G Vair so that tt+(£) = 06 IV(a)Af. Then M/.(0) = /.(MO) - oer„ ^N Lp(H«)V so that f*(£) G V/(a)/>- To prove the converse, we shall use coordinates (xl,ua) on E and (ybi vB) on #. Let £ G Va7r have the coordinate representation so that /«(£) has coordinate representation /*(o - r dfh d dy* + Of1 /(«) <9ua /(•) But /*(£) G V/(a)P> so that the coefficient of d/dyb must vanish. By choosing vectors £ with a single non-zero coordinate £a we may deduce that, for each a and each 6, #ffc! <9ua = 0. Since this must be true for each point a in the domain of the coordinate system, it follows that yb o f is constant on the fibres of 7r in a neighbourhood of each point of a. It then follows from the connectedness of the fibres that / is constant on each complete fibre of 7r, so that it defines a bundle morphism.
3.1. TANGENT AND COTANGENT VECTORS 57 The complementary entity to the vertical bundle is called the transverse bundle, and may be thought of as containing "horizontal" vectors. It is not, however, a sub-bundle of t#. Definition 3.1.4 The transverse bundle to ir is the pull-back vector bundle (7r*(TM),7r*(TM),£) (see Example 1.4.6). ■ These two bundles, and the tangent bundle r^;, are related by a short exact sequence of vector bundle morphisms projecting to the identity on E, as described in Example 2.2.8, where the map W —► TE is the inclusion and the map TE —► tt*(TM) is given by £ i—► (MO.^O)- Lemma 3.1.5 The sequence of vector bundle morphisms 0 —> W —> TE —♦ tt*(TM) —> 0 is exact. Proof The sequence is exact at Vit since the map Vir —► TE is an inclusion and so injective. It is exact at TE since, given £ E TE, then (G Vf if, and only if, 7r*(£) = 0 E T^TB^M, and this corresponds to (*"*(£), tjr?(£)) = 0 £ 7T*(TM)TJB(£). Finally, the surjectivity of the map TE —> 7r*(TM) may be seen in local coordinates: if (77, a) E 7r*(TM) with a E E and 77 E TT(a)M, and if 77 = rf dxl then put so that £ 1—► (77, a). ( = vl dxl r(a) E TE In general this short exact sequence does not split: there is no distinguished sub-bundle of te which complements the vertical bundle. The choice of such a sub-bundle is precisely the choice of a connection on 7r, and this will be examined in Section 3.5. A manifestation of this phenomenon may be seen in coordinates. Using adapted local coordinates (;rl,ua) on E, the induced coordinates on TE are (a:l,ua; £l,ua). An arbitrary element £ E TE may be written as e ~dx~* where a = tb({) G E, so that £« = i*(£), £a = ua((). However, { e Vir precisely when £ may be written as e <9ua
58 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES so that £*(£) = 0, and in fact (cc*, ua\ ua) may be used as adapted coordinates on Vtc. Changing to a different adapted coordinate system (yi,v@) on E will not introduce any terms in d/dyi into the coordinate description of elements of W, because the xl depend only on the yi and not on the v&. However, a tangent vector of the form will in general, when written in the new coordinate system, have terms in both d/dyi and d/dv@. Although (cc*, ua, xl) may be used as coordinates on 7r*(TM) and a general element of this manifold may be written as e dxi 7r(a) there is no canonical injection 7r*(TM) —► TE. Example 3.1.6 Let (5L(2, R),7r, H) be the bundle described in Example 1.1.3, and let (£,77;$) be the coordinates in a neighbourhood of the identity J G 51(2, R) defined by ac + bd where ew r;(A) 0(A) c2 + d2 1 c2 + d2 1 c — tan - a Re(7r(A)) im(7r(A)) ; these coordinates correspond to the trivialisation p\ of Example 1.1.7. Now the tangent space to 5L(2,R) at the identity J may be represented by the vector space sl(2, R) of 2 x 2 matrices with zero trace (we shall not need to use the Lie algebra structure of sl(2, R) in this example). A short calculation then gives d_ d drj d_ de 0 1 0 0 1 c 0 - 0 -1 1 0
3.1. TANGENT AND COTANGENT VECTORS 59 so that the subspace of sl(2, R) spanned by d/d£ and d/dn contains matrices of the form A \i 0 -A However, we may choose instead the coordinates (£', 77'; 6') where £' = £, 77' — 77 and 9'{A) = tan"1 ~; these coordinates correspond to the trivialisation pi. We now find that d drj 0 0 1 0 1 I 1 0 2 V 0 -1 0 1 -1 0 so that the subspace of sl(2,R) spanned by d/d(' and djdrf contains matrices of the form ' A 0 /x —A Of course the vertical subspace of sl(2, R), containing matrices of the form 0 v -vOl' is spanned by both d/dO and d/dO'. We may carry out a similar analysis of the bundles of cotangent vectors which are associated with E. Once again we may define "vertical" and "horizontal" cotangent vectors, although this time it is the bundle of horizontal cotangent vectors which may be considered as a sub-bundle of r^. Definition 3.1.7 The vertical cotangent bundle to tc is defined to be the vector bundle dual to (WjT^I^ ,E) and is denoted (V*tt, (t^I^)*, E). ■ We may call an element of the total space V*tt a "vertical cotangent vector"; it is not, however, a cotangent vector in the usual sense of the word, and the bundle {te\y^Y is not normally the pull-back of a bundle over some other manifold.
60 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES Definition 3.1.8 The cotangent bundle to E horizontal over it is defined to be the pull-back vector bundle (7r*(T*M),7r*(rjJf), E), which is identified with the sub-bundle (7r*(T*M), TeL+(t+M) > ^) °^TE (8ee Example 1.4.7). ■ Lemma 3.1.9 The bundle (7T*(T*M),7r*(rJJf), E) is isomorphic to the vector bundle dual to (7r*(TM),7r*(rAf), E). Proof Let a G E] we shall show that the fibres 7r*(T*M)a and 7r*(TM)a may be regarded as dual vector spaces. So suppose (rj,a) G 7r*(T*M)a and (£,a) G 7r*(TM)a. Then n G T*(a)M and £ G T^a)M, so that the duality relationship may be obtained from the obvious isomorphisms 7r*(T*M)a = T;(a)M and 7r*(TM)a S T^a)M. ■ We may now relate these bundles to the cotangent bundle TjS* using another short exact sequence of vector bundle morphisms projecting to the identity on E. The map tt*(T*M) —► T*E will be given by (77, a) 1—► ir*r] G T*E (or equivalently will be the inclusion, using the identification mentioned in Definition 3.1.8), and the map T*E —► V*ir will be the transpose of the inclusion W —> TE. Lemma 3.1.10 The sequence of vector bundle morphisms 0 —♦ tt*(T*M) —> T*E —► V** —> 0 is exact. Proof By duality from Lemma 3.1.5, using the fact that (rj^a) 1—► tt^tj is the transpose of ( 1—► {**{()ite{())- ■ Lemma 3.1.11 The vector sub-bundle (7r*(T*M), ^e\^(t*M) > ^) *5 ^e an~ nihilator in rj* of te\y^; the vector sub-bundle (W, te\yn ,E) is the anni- hilator in rE of r^^T,My Proof If 77 G 7r*(T*M)a then 77 = tt*( for some ( G T;(a)M, so if ( G Va7r then 17(0 = (**0(0 = C(*.0 = 0; consequently (Va7r)° C ir*(T*M)a. However, dimVa7r = dimF^) = n because Vair = Ta(E^a^) and dim7r*(T*M)a = d\mT\,M = m because 7r* is injective so that (Va7r)° actually equals 7r*(T*M)a. The other half of the result is obtained by duality. ■
3.1. TANGENT AND COTANGENT VECTORS 61 Using adapted local coordinates (ccl,ua) on E, an arbitrary element 77 G T*E may be written as 7ft dXl +T]cxduCX\a \a where a = r^(rj) G £, whereas an arbitrary element of 7r*(T*M) may be written as rji dxl . \a Once again, changing to a different adapted coordinate system (yJ, v&) on E will not introduce any terms in dvfi into the coordinate description of elements of 7r*(T*M). However, a cotangent vector of the form Vac ducx\a will in general, when written in the new coordinate system, have terms in both dyi and dv@. Although an element of V*7r may be written in coordinates in this form, a better description would be as the coset Va(du°<\a + (**(T*M)a)), for there is no canonical injection V*7r —► T*E. Example 3.1.12 Let (£, 77; 0) be coordinates on the total space of the bundle (5L(2,R),7r, H) described in Example 3.1.6. If (e,f, h) is the basis of sl(2,R)* dual to the basis (0 1) (0 0) (1 0 \ ^ 0 0 )' \1 0 )> \0 -1 ) of sl(2, R), then a short calculation gives del/ = e + f drjlj — 2h d9\j = f. On the other hand, if we use the coordinates (£', 77'; 6') then dt'\T = e + f d77'|7 = 2/i as before, but d0'|7 = e, so by choosing two different coordinate systems we obtain two different complements to the subspace of horizontal cotangent vectors at the identity.
62 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES There is, however, one way in which the arrangement for cotangent vectors differs from that for tangent vectors, and this occurs when the base manifold M is orientable; in these circumstances, it is possible to construct isomorphisms between the vertical cotangent bundle and a certain exterior power of ordinary cotangent bundles. The particular bundle of interest here is the sub-bundle (T*E A AmT*(T*M), t*e A Am(^U.(T.M))> E) of Am+lrfb where m = dimM, containing those (m + l)-covectors 77 G Am+1Ta*F where whenever two or more of the vectors & G TaE are vertical vectors. Proposition 3.1.13 If(E,7r,M)isa bundle and M is orientable then each volume form Q on M determines a vector bundle isomorphism between r^ A Am(^l7r*(T*M)) and(TE\v*)*' Proof Suppose 77 G (T*F A /\mir*(T*M))a9 and denote the pull-back of the m-form Q to E also by Q. Then for each £ G Va7r the m-linear map £ J 77 : TaE x ... X TaE —► R defined by (077)(6, • • m 6n) = 77(£, 6, • • • , £m) is an element of (/\m7r*(T*M))a, and so £j 77 = A^j77na for some A^jT? G R. We may therefore define a function 77 : Va7r —► R by rj(£) = A^j7?, and since 77 is obviously linear it is an element of Va*7r. The correspondence Tt : (T*£ A /\m**(T*Af ))a —► Va*7r given by n(rj) = 77 is linear on each fibre. It is surjective, for starting with an element 77 G V*7r there is certainly a cotangent vector a £T*E satisfying a(£) = rj(() for all £ G Va7r C TaJ57, so that we may define 77 = cr A Qa. On the other hand, starting with 77, define a G T*E using coordinates by where the coordinate functions xl around 7r(a) G M are chosen so that fi, = dx1 A ... A dxm. (Of course, the cotangent vector a obtained in this way will depend upon the coordinate system used.) Then 77 = a A Qa and, for £ G Ktt, so that cr(£) = \>r? = rj((). If 7^ = r72 then, for all £ G Va7r, ^(f) = cr2(£) so that o"i - cr2 G 7r*(T*M)a and hence 7/1 - 772 = (a-! - cr2) A Qa = 0, demonstrating that H is also injective. It follows that Q, is a linear isomorphism
3.2. VECTOR FIELDS 63 between the fibres {T*E A /\m7r*(T*M))a and V*ir. To see that the collection of these isomorphisms defines a smooth map between the two total spaces (and hence a vector bundle isomorphism projecting to the identity on J£), observe that in coordinates this correspondence is simply ^{du* A «)a .— Va (dua\a + 7r*(T*M)a). Example 3.1.14 On the bundle (SL(2, R),7r, H) a vertical cotangent vector at the identity may be therefore be written in coordinates as Ad0A(d£Ad77)|7. Notice that, although dO'\j — d£|/- d#|/, taking the wedge product with the volume form (d£ A d77)|7 absorbs the term d£|7 and so the vertical cotangent vector may also be written as - Ad0'A(d£Ad77)|7. ■ EXERCISES 3.1.1 Let 7r be the trivial bundle (M x #,pri, M). Show that, in this case, the vertical cotangent bundle (V*7r, (tmxhIvtt)*> M x H) is isomorphic to a pull-back bundle (namely the pull-back of rj to M x if). 3.1.2 Let (F,7T, M) be a bundle, and let 0 be a global section of ir (so that 4>(M) is a closed embedded submanifold of E). Show that the normal bundle (Ne4>{M),^, </>(M)) defined in Exercise 2.2.3 is isomorphic (as a vector bundle) to the restricted bundle (^l«M) » (Te\v*)\+IM) ><KMJ) • 3.2 Vector Fields In this section, we shall describe some special types of vector field which are particularly important in the theory of bundles. Some of these, the vertical vector fields and the vector fields along the bundle projection 7r, may be obtained by taking sections of bundles which have already been introduced. Others, notably the projectable vector fields, do not in general have a pointwise description, and may be defined instead as vector bundle morphisms.
64 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES Definition 3.2.1 A section of the bundle (W, te\y^ , E) is called a vertical vector field on E\ the space of vertical vector fields will be denoted V(7r). ■ So a vertical vector field is just a vector field on E which is 7r-related to zero. In adapted local coordinates, a vertical vector field appears as X = XOL^- so that the coefficients of d/dxl are all zero. Example 3.2.2 If 7r is itself a vector bundle, then multiplication by real numbers on the fibres gives a well-defined mapping R x E —► E. For each a G E there is a canonical vertical tangent vector [t i—> eta] G TaE, and the vector field A G V(7r) defined by Aa = [t h— e*a] is called the dilation field of 7r. In coordinates, A = u"-^-. du<* A simple characterisation of vertical vector fields is given by the following lemma, which describes a condition on the Lie derivative action. Lemma 3.2.3 X G X{E) is vertical if, and only if, for each f G C°°(M), Proof This is obtained directly from the definitions. At each a G E, £*(**(/))(a) = *.(**(/)) = (*.(*.))(/)■ If X is vertical then Cx(/K*{f)){a) — 0 for each a G F, giving the condition of the lemma. Conversely, if the condition holds then (7r*(Xa))(f) = 0 for every / G C°°(M), so that ?r*(Xa) = 0. ■ Lemma 3.2.4 The space of vertical vector fields forms an (infinite- dimensional) Lie algebra. Proof This uses the result from elementary differential geometry involving the Lie bracket and 7r-related vector fields. If X, Y G V(7r) then both X and Y are 7r-related to zero, and so [X, Y] is 7r-related to [0,0]. ■
3.2. VECTOR FIELDS 65 To obtain vector fields along 7r, we shall start with the exact sequence of vector bundles over E 0 —> tor —► TE —> tt*(TM) —► 0 and use Proposition 2.2.10 to construct an exact sequence 0 —> V(tt) —> X(E) —> X(ir) —> 0 of modules of sections. Definition 3.2.5 A vector field along it is an element of .-V(7r), the space of sections of the transverse bundle described in Example 1.4.6. ■ In local coordinates, a vector field along 7r is written as where X1 are functions on the total space J£, but d/dxl are supposed to be local vector fields on M. Where confusion is possible a coordinate description like this will be written explicitly as Xa = JT(a) ^ 7r(a) It is not in general possible to define the contraction of a vector field along 7r with a differential form on the total space E. However, it is possible to define its contraction with a differential form on the base space M. Definition 3.2.6 If X G X(tt) and a G A^^elinelJa G C°°(E) by, for a G F, (XJa)(a) = airM(Xa). ■ In local coordinates, if a — ajdx^ where aj are functions defined locally on M, then where the resulting function is defined locally on E. If 0 G Ar^ tnen -X"J ^ is defined in a similar way, and results in an "(r — l)-form on M with coefficients on J£"; differential forms of this type will be described in Section 3.3. The coordinate expression for a vector field along tc suggests that it would also be possible to define A'(ir) in terms of derivations, in an analogous way to the standard definition given for vector fields on manifolds; this is indeed the case.
66 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES Proposition 3.2.7 Let V(ir) be the space of linear maps X : C°°(M) —► C°°(E) satisfying X(fg) = ir*(f)X(g) + 7r*(g)X(f). Then V(ir) ^ X(ir). Proof This is just a variation on the standard proof which applies to vector fields and derivations on manifolds, rather than along maps. Given a function X : C°°(M) —> C°°(E) and a point a G E, define Xa : C°°{M) —► R by Xa(f) = (X(f))(a). If X is linear and satisfies the derivation property above, then Xa is clearly linear and satisfies Xaifg) = X{fg)(a) = (*V)X(9) + **(9)X{f)){a) = f(*(a))Xa(g) + g(*(a))Xa(f) for /, g G C°°(M). Since M is a finite-dimensional C°° manifold, this property is sufficient to show that Xa G T^a)M. The map X : a i—► Xa is smooth because in coordinates X = (X(x'))^ where xl and therefore X(xl) are smooth. The reverse implication, showing that a vector field along 7r is a derivation, is straightforward. ■ If X G X(7r), we may also use the notation Cx for this action of X on functions in C°°(M), and indeed Cxf — X J df as specified in Definition 3.2.6. In fact, the Lie derivative action of a vector field along 7r may be combined with the surjectivity of the map (7r*,T£) : X(E) —► X(ir). Lemma 3.2.8 IfY G X(ir) then CY = Cx o tt* for some X G X(E). Proof Let X G X{E) satisfy {'k^te){X) = Y. Then for a G E, Ya = (7r~rE)(X(a)) = (ir*(X(a)),a) so that, if / G C°°(M), Ya(f) = (*.(Xa))(f) = Xa(**(f)) and hence Cy f "— £x(7r*(/))- "
3.2. VECTOR FIELDS 67 The final type of vector field which we shall consider is the projectable vector field. This is a particular type of vector field on E which can give rise, not merely to a vector field 7r* o X along 7r, but also to a vector field X on the base space M. To examine projectable vector fields, we shall first consider the affine bundle te\t n described in Example 2.4.6. Definition 3.2.9 A section of te\t ^ is called a vector field projecting to Y\ the aftine space of all vector fields projecting to Y will be denoted Ay (7r). ■ So "X projects to Y" is just another way of saying that X and Y are 7r-related. The property of being a vector field projecting to Y is of course a pointwise property; however, there is normally no reason to choose a particular vector field on M (unless it is the zero field), and we usually consider the space of all vector fields on E which project to some vector field on M. Definition 3.2.10 A vector field X on E is called projectable on M if it defines a bundle morphism from 7r to 7r*: E TE 7T* M TM The set of projectable vector fields will be denoted .Yproj(7r). ■ Lemma 3.2.11 The map X : M —> TM which satisfies X o it — 7r* o X is a vector field on M, such that X E A^-(7r). Proof From tm o X o n — tm ° tt* o X ~ tc o te o X — tc it follows, since 7r is surjective, that tm ° X = idM- • Of course the general property of being projectable, unlike the property of projecting to a particular vector field, is not a pointwise property; the
68 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES requirement is that the tangent vectors at all points of a given fibre must project to the same (but otherwise arbitrary) tangent vector on M, rather than to a pre-assigned tangent vector. In fact, -W*) = U AV(7T). Y£X(M) In coordinates, a projectable vector field may be written where the functions X1 have all been pulled back from the base space M; the vector field X then has the coordinate representation dxl Some elementary properties of projectable vector fields are given in the following three lemmas. Lemma 3.2.12 The vector fields on E which are projectable on M form an (infinite-dimensional) Lie algebra. Proof The projectable vector fields form a vector space; indeed if X G ■%(tt), Y G A'y(Tr) and A,/x G R then XX + fiY G Xxx+vY^)' If X>"% are 7r-related and Y, Y are 7r-related then so are [X, Y] and [X, Y]. ■ Lemma 3.2.13 If X is projectable and Y is vertical then [X, Y] is vertical. Proof The Lie bracket[X, Y] is 7r-related to [X,0] by the same argument as above, and so projects to zero. ■ Lemma 3.2.14 If X is projectable then Cx o 7r* = 7r* o £--■• Proof The proof of this is just a sequence of basic manipulations, using the definition of X. If / G C°°(M), a G E then Cx{**{f)){*) = X«(**(f)) - 0r.(*.))(/) = X*(a){f) = (%/)(^(a)) = **{Cx{f)){a).
3.2. VECTOR FIELDS 69 A rather more substantial property of projectable vector fields is that their flows define bundle morphisms, and that this property actually characterises those vector fields on E which are projectable. Proposition 3.2.15 If X E X(E) is a complete vector field with flow tp then X is projectable to X if, and only if, for each t E R the diffeomorphism ipt defines a bundle isomorphism (-0^, ipt) from ir to itself, where ip is the flow ofX. Proof Suppose first that each ipt gives rise to a bundle isomorphism (ipt, ^t); the proof that X is projectable then just uses the definitions. For each a E E, 7r*(Xa) = ir*[t i—► ipt(a)] = [t^^t(a))} = [* —Mr(a))] so that the tangent vector 7r*(Xa) depends only on the image 7r(a) E M rather than a E E, and hence X defines a bundle morphism from 7r to 7r*. The projection of the vector field X to a vector field X : M —► TM then satisfies X^ta\ — [t i—► -0t(7r(a))], so that ip is the flow of X. The proof of the converse assertion relies on the uniqueness of integral curves. Suppose that X is projectable to X. Given a E E, the integral curve of X through a is t i—► ^tip.) and so the integral curve of X through 7r(a) is t i—► ir(ipt(a))', consequently by uniqueness. It follows that, for each t, (ipt,i>t) is a bundle morphism. It is a bundle isomorphism because both ipt and tpt are diffeomorphisms. ■ A similar result holds when the vector field X is not complete; however the domain and image of the bundle isomorphism are then only sub-bundles of 7T. Finally in this section, we shall see how a vector field on E may act on a section </> of 7r to give a vector field along </> (which may be regarded as a section of 7r o te)> Of course the composite X o <\> is always a section of 7r o te\ we shall, however, be interested in constructing sections of 7r o te which are vertical (that is, which take their values in Vir). Definition 3.2.16 The action of X(E) on r/oc(7r) is the map (X, </>) i—► X(<f>) given pointwise by (x(<t>))p = [t.— M<K*W-t{<Kp)))))] e TmE where tpt is the flow of X in a neighbourhood of <j)(p) E E. I
70 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES We may check that, with this definition, tt*(X(</>))p = 0, so that (X(<j>))p is indeed vertical. If the original vector field X is projectable then the slightly lengthy expression in the definition above may be simplified. Lemma 3.2.17 If X € X(E) projects toYe X(M) and ^t is the flow of X in a neighbourhood of p E M then (X(<t>))p = [«►-, (&(*))(P)]. Proof From the property of (i/>t, ipt) as a bundle morphism and the definition of i>u = i>t{4>)- If the vector field X is itself vertical then there is a further simplification. Lemma 3.2.18 If X £ V(tt) then X{</>) = X o </>. Proof Directly from the definitions: *(*)p = [* —> (^(</>))(p)] = [< -^ ^(</>(p))] = **«■ ■ Another interpretation of the construction of X(4>)) is that it defines a vector field on the submanifold im</> C E\ according to Definition 3.2.16 this should technically be denoted X(4>)o ft^^- It is evident from Lemma 3.2.18 that if X is vertical then X(</>) o 7r is just the restriction of X to im0. Furthermore, we may use Definition 3.2.16 to write {X(<f>))p = X^p) - ^(tt^X^p))); in coordinates, if x = xl—- + xa—- <9zz <9ua then One might therefore ask whether it would be possible to obtain a vertical vector field from an arbitrary vector field X on E by mapping each tangent vector Xa E TaE to (X(0))7r(a), where </> is a local section satisfying </>(p) =
3.3. DIFFERENTIAL FORMS 71 a. The trouble with this idea is that such a mapping of tangent vectors involves </>* and therefore depends, not just on the value of <f> at 7r(a), but also on its first derivatives at that point. In fact, this is the same difficulty as we found when considering the question of a complement to the vector bundle (W, te\v^ , E) in (TE,te, F), and its resolution requires the use of a connection on 7r. EXERCISES 3.2.1 If X E %{E) and </> E r/oc(7r), confirm by an argument using coordinates that the tangent vector (X(<f>))p specified in Definition 3.2.16 does indeed satisfy the condition 7T*(X(0))P = 0. 3.2.2 For an arbitrary manifold M, define a map f : C°°(M) —► C°°(TM) by (r(/))(0 = «/) e r where / E C°°(M) and £ E TM. Show that this map is a derivation, and that the corresponding vector field along the tangent bundle projection tm may be represented in coordinates by d q dq* using coordinates (ql,ql) on TM. (This vector field along tm is called the total time derivative on M.) 3.3 Differential Forms In the same way as for vector fields, there are certain differential forms on E which are distinguished by the bundle projection 7r. Definition 3.3.1 A section a of the bundle (7r*(r*M),7r*(r£f), E) is called a 1-form on E horizontal over M'. The set of all such 1-forms will be denoted Ao*- ■ Another name for a horizontal 1-form is a semi-basic 1-form. The reason for the notation /\J7T will become evident when we consider /.-forms which are horizontal (or partly horizontal) over M. It is clear that /\J7T is a vector space, and that it is the module generated over C°°(E) by {ir*((r) : cr E A1^}) tne following lemma shows that it is the annihilator of V(ir) under the operation of contraction.
72 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES Lemma 3.3.2 If a £ f\xE then a E Ao71" *// and on^ *// for €VerV vertical vector field X E V(7r), IJ(7 = 0. Proof The structure of this proof is similar to that of the proof in basic differential geometry that the module dual to X(E) is A*^- H ^ G Ao71" then, for each a E E, cra = 7r*(77) for some 77 E T*,.M. Then if X E V(7r), (XJa)a = aa(Xa) = v{**{Xa)) = 0. Conversely, suppose a E f\xE and that Xj a = 0 for every X E V(7r). Let a E E. For each £ E Va7r there is a vertical vector field X E V(7r) such that Xa = £; X may be constructed by, for example, writing £ in local coordinates, choosing smooth functions whose values at a are those coordinates, and then extending the local vertical vector field so defined to the whole of E by using a bump function. Then aa(0 = Va(Xa) = (XJa)a = 0. Define a cotangent vector 77 £ T\,M by, for J £ T„^M, where £ E TaE satisfies 7r*(£) = £; if 7r*(£i) = 7r*(£2) = £ then 7r*(£i-£2) = 0, so that £i - £2 € Va7r and therefore <7a(£i) — ^(£2)- It follows that, for any t r T J? so that aa = 7t*(t7) and therefore cr E Ao71"* ' In local coordinates, an element cr E Alj^ may De written cr = crjdx1 + aadua. If cr E Ao71" then cr — (jtdxz so that there are no terms in dua; however the functions a1 are elements of C°°{E). A similar definition may be used for r-forms.
3.3. DIFFERENTIAL FORMS 73 Definition 3.3.3 A section of the bundle (/\r7r*(T*M), Ar7r*(rAf)> E)is called an r-form on E horizontal over M. The space of horizontal r-forms will be denoted by /\q7t and the algebra of all horizontal forms by Ao71"- ' Lemma 3.3.4 If 9 E f\rE then 0 E Ao71" *// anc^ onty *// for everV X E V(7r); X_J0 = O. Proof Similar to the proof of Lemma 3.3.2. ■ In local coordinates a horizontal r-form is written 0 = ^...ir^*1 A ... Adxir where the set of functions Oilm„ir is completely skew-symmetric, so that again there are no terms involving dua. Note that this feature of horizontal forms allows the definition of their contraction with vector fields on M and vector fields along 7r, as well as with vector fields on E. Definition 3.3.5 If X E X{M) and a E Ao71"* define the contraction X J a E C°°(£)by, for a E E, (XJa)(a) = V(Xn(a)) where rj E T*,*M satisfies 7r*(r7) = cra. ■ Definition 3.3.6 If X E X(ir) and a E Ao71"* define the contraction X J a E C°°(£) by, for a E £, (XJo-)(a) = 77(Xa) where 77 E T*,^M satisfies 7r*(77) = aa. I The notation Ao7™8 useful because it may be generalised to "partly horizontal" r-forms, where /\^7r denotes the space of (r — s)-horizontal r-forms. Definition 3.3.7 A section of the bundle (A'T'u a Ar-5T*(r*M), A'r£ a AT-,»*(rjJf), £), (l<5<r-l)isan r-form on F which is called (r - s)-horizontal over M. The space of all (r - s)-horizontal r-forms on E is denoted /\^7r. I Lemma 3.3.8 If 9 E Ar^ ^en 0 € A*7'"/ I1 < 5 < r - 1) «/i an<* on*2/ *// for every X E V(tt), X J 0 E As-i7*"- Proof Again similar to the proof of Lemma 3.3.2, but this time using multilinear algebra to demonstrate that 6a E f\sT*E A /\r3**{T*,a)M). ■
74 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES The specification of partly horizontal r-forms defines a filtration on the space of r-forms on J£, A5*cAi*c...cA;-i*cAr^, where if 5 < r — dim M then f\rsir = {0}. In local coordinates, a form 0 E A*71" may be written 0 = 0<x1...cxkik+1...irduCXl A ... A du"k A dx1^1 A ... A dxlr, 0 < k < 5, where the set of functions 0ai„.afctfc+1...tr is skew-symmetric in the a indices and the i indices separately, and so a form in f\rsir contains s (or fewer) dua's in each term of its coordinate expression. Note that, without the additional structure of a connection, there is no distinguished complement of /\r3ir in AI+i71"- Lemma 3.3.9 The C°° (E)-module Ao71" Z5 isomorphic to the module dual to A'(tt). Proof The pairing (X}a) i—► X J a clearly gives an isomorphism of Ao71" with a submodule of the dual of A'(7r); the fact that it is the whole of this module follows from an argument similar to that used when showing that A^is the dual of A(M). ■ We shall also mention briefly the space of vertical 1-forms. These are not in fact 1-forms on any manifold, but may be regarded as cosets (just as vertical cotangent vectors are cosets). Definition 3.3.10 A section of the vector bundle (^*7r, (teI^)*, F)is called a vertical 1-form. The space of all vertical 1-forms is denoted V*(7r). I It follows from Proposition 2.3.8 that V*(7r) is the C°°(F)-module dual to V(7r). In certain circumstances we also have the following realisation of V*(tt). Proposition 3.3.11 If M is orientable then each volume form Q determines an isomorphism between /\™+17r and V*(7r). Proof From Proposition 3.1.13, H determines a vector bundle isomorphism between r£ A A^^L^M)) and (r^lvir)*- ■ In the final part of this section we shall consider vector-valued forms defined in the context of bundles. We have defined three different bundles of tangent vectors over E, namely W, TE and 7r*(TM), and similarly three
3.3. DIFFERENTIAL FORMS 75 different bundles of cotangent vectors. We may therefore construct nine different types of vector-valued 1-form, and a correspondingly larger number of different types of vector-valued r-form. We shall, however, restrict attention to just two kinds of vector-valued form, depending roughly on whether the vector field part or the differential form part is projected along 7r. These will be important in our later consideration of connections and derivations respectively. Definition 3.3.12 A vector-valued r-form on E horizontal over M is a section of the tensor product bundle (/\r7r*(T*M) <g> TEy K**{tm) ® TE, E). ■ One may check that if R is a vector-valued r-form on E then R is horizontal over M if, and only if, for every X G V(7r), X J R = 0. The module of all horizontal vector-valued r-forms is then Ao71" ® X(E). Just as with ordinary horizontal forms, we may define an operation of contraction with vector fields on M and vector fields along 7r, as well as with vector fields on E. Definition 3.3.13 If X G X(M) and R G ffa®X{E)> define the contraction XjRe X(E) by, for a G F, (X J R)a = Ra{X^(a>)) where Ra G (7r*(T*M))a(g)Ta£ is regarded as a linear map T*{a)M —► TaE. ■ Definition 3.3.14 If X G X(ir) and R G Ao71" ® X(E), define the contraction X J R G X(E) by, for a G F, (XjR)a = Ra(Xa). ■ A similar definition may be used if R is a horizontal vector-valued r-form rather than a 1-form. On the other hand, if the vector field part of the vector-valued form is projected along 7r then the result is not a vector-valued form on the manifold E. Definition 3.3.15 A vector-valued r-form along ir is a section of the tensor product bundle (/\rT*E <g> tt*(TM), f\rr^ 00 7t*(tm), E). I The module of all vector-valued r-forms along 7r is /\rE 00 X(ir)y so that such a form may be identified either with a C°°(F)-linear map from Ao71" to fs\E) or alternatively as an alternating C°°(F)-multilinear map from X(E) x ... x X(E) to X(ir). These forms will be used in the construction of derivations on the bundle ir.
76 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES Example 3.3.16 There is a natural vector-valued 1-form along 7r corresponding to the inclusion map i : /\q1t —► f\xE (or, equivalently, to its transpose 7r* : X(E) —► X(n)) which will be denoted by J. In coordinates I = dxl ® d/dxl, or to be more precise EXERCISES n(a) 3.3.1 If M is any manifold, show that the map which assigns to any 77 £ T*M the cotangent vector Tj,^M(rj) £ T*T*M defines a horizontal 1-form ^ £ AorAf» if itfiPi) are coordinates on T*M, show that this 1-form has coordinate representation 0 = ptdq\ (This is known as the canonical 1-form on T*M, and its differential d# G Ai^Af *s caffe(l the canonical symplectic form on T*M.) 3.3.2 If L G C°°(M), show that the fibre derivative TL : TM —► T*M specified in Exercise 2.3.3 may be used to define a horizontal 1-form Oi = (TL)*(0) G AorAf with coordinate representation '* = wdq- Show further that TL itself may be regarded as a section of the pull-back bundle ((TMy(T*M),(TMy(T*M),TM), where we distinguish between the cotangent bundle projection r^ and the action (tm)* of pull-back by the tangent bundle projection tm, and that with this interpretation we may actually identify TL and 0^. (In mechanics, the mapping 6 —> 0^ is called the Legendre transformation, and the 1-form Ql is called the Cartan 1-form of L.) 3.4 Derivations In the context of differential forms, a derivation is an operation D which is R-linear, maps s-forms to (r-M)-forms for some fixed integer r, and satisfies the following version of Leibniz' rule, D(a A /?) = Da A (3 ± a A D/3,
3.4. DERIVATIONS 77 where the choice of sign depends on circumstances. The integer r is called the degree of the derivation: for example, d, Cx and ix are derivations of degree 1, 0 and —1 respectively, where ixO is an alternative notation for the contraction X J 0. It is worth mentioning here that the choice of numerical factor in the definition of the wedge product affects the statement of Leibniz* rule. If we had adopted the alternative convention then (for example) if a, ft were 1-forms and X, Y were vector fields, we would have (X,Y)J (a A 0) = ±((XJa)(Yjp) - (Y J a)(Jt J /?)) yielding ix{aA(3)= \{{ixa)l3 - {ix0)a) so that Leibniz' rule would require a numerical factor which would depend on the degree of the forms involved. The convention we have adopted has the merit of giving simpler formulae in many of our applications. In the context of bundles, we shall be interested in derivations mapping differential forms on M to differential forms on F, and we shall call them derivations along it . Definition 3.4.1 A derivation along ir of degree r is an R-linear map D : f\M —> f\E satisfying the properties 1. if 9 G f\sM then DO G f\r+sE\ 2. if 9X G AS1M and °2 £ f\S2M then D(61 A 02) = D91 A tt*(02) + (-l)rsi7r*(0i) A D02. ■ We may distinguish two particular types of derivation, which we shall call derivations of type i* and of type d*. The model for derivations of type i* is contraction with a vector field, and for those of type d* is the Lie derivative. The importance of these two special types of derivation is that every derivation may be decomposed into derivations of these two types. Definition 3.4.2 A derivation D along 7r is of type i* if, for every / G C°°(M) ^ h°M, Df = 0. I Definition 3.4.3 A derivation D along 7r of degree r is of type d* if Dod-: (-l)rdoD where d on the left-hand side of this equation is exterior derivative on M, and on the right-hand side is exterior derivative on E. I
78 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES To construct derivations of type i*, we shall generalise the contraction operation between vector fields along ir and 1-forms on M specified in Definition 3.2.6. This operation rnay be extended to s-forms to give a derivation of degree —1; by using a vector-valued r-form instead of a vector field we may obtain a derivation of degree r — 1. Proposition 3.4.4 If R is a vector-valued r-form along n then R determines a derivation along it of type i* and degree (r — 1), denoted in, by the following rules: if f G C°°(M) then iRf = 0; if 0 G A^ (5 > l) and X\,..., Xr+s+x G X(E) then {Xu...,Xr+a-i)MR0 = /] ea((Xa(l), ' • •)^(7(r))J -A)71"* ° ^a(r+l)> • • • > 7r* ° ^cr(r + a-l)) J ^» where Sr>s_i is the subgroup of the permutation group 5r+5_i containing those permutations <j which satisfy a(l) < ... < a(r) and a(r -\- 1) < ... < a(r + 3 — 1). Furthermore, every derivation along n of type i* and degree (r — 1) is determined in this way by a unique vector-valued r-form along 7r. Proof The map in is clearly R-linear and of degree (r - 1); a (not very illuminating) combinatorial argument shows that it satisfies Leibniz' rule. Since i^f = 0 it is therefore a derivation of type i*. Conversely, suppose D is a derivation along 7r of type i* and degree (r - 1). Define the mapping D from 1-forms on M to r-forms on E by D = £|aim. Then if a; G A^, / G C°°(M), £(/(*;) - (Df)7r*a; + (7r*(f))Da; = (ir*(f))bv since Df = 0; consequently D is C°°(M)-linear. Now the map I) defines a vector-valued r-form along 7r, for given a G F let Da : T;(a)M — AX*^ by the rule ^a(^7r(a)) = {Dw)a\ this does not depend on the particular 1-form u> used to define the cotangent vector u)v(ay The map Da then defines an element of the tensor product space /\rT*E <g) Tn^M, and so the correspondence D : a i—► Da yields a section of the bundle {[\rT*E 0 tt*(TM), /\rr£ 0 7r*(rM), F). The final part of the proof relies on the fact that any derivation of differential forms is characterised by its action on functions and 1-forms, because its action on s-forms may be deduced from Leibniz' rule. Since Df — i-j-f = 0 and Duj — i^u for uj G A1^ by construction, D = i-^; if D = iR for some other vector-valued r-form R then clearly R — D. ■
3.4. DERIVATIONS 79 Example 3.4.5 Let E — M and 7r = idjs/[• Then if X is a vector field, %x is just contraction with X, so the notation is consistent. If J is the identity vector-valued 1-form then i/0 = 50 for 6 £ f\sM. I Example 3.4.6 For general bundles (F,7r, M), if X is a vector field along 7r then %x is contraction with X as specified in Definition 3.3.6. If J is the vector-valued 1-form along ir defined by the inclusion /\j7r —► f\xE then again i/0 = ,s7r*(0) for 9 e f\3M. ■ Proposition 3.4.7 IfiR is a derivation along ir of type i* and degree (r —1), then ir determines a derivation along ir of type d* and degree r, denoted dR, by the rule d>R = iro d + (-l)rdoiR. Furthermore, every derivation along n of type d* and degree r is determined in this way by a unique derivation of type i*. Proof The map dR is certainly R-linear and of degree r. In addition, a straightforward calculation shows that dR satisfies Leibniz' rule, and so is a derivation along ir. Clearly dR o d = (-l)rd o dR. Conversely, suppose D is a derivation along 7r of type d* and degree r. For each a E F, define Da : T;{a)M —+ ftT^E by Da(df<a)) = (Df)a where / E C°°(M)\ once again this does not depend on the particular choice of / used to define the cotangent vector df^uy Linearity of Da follows from R-linearity of D, so as in Proposition 3.4.4 we may obtain a vector-valued r-form along 7r, denoted D, satisfying Df = i-pdf] since i-j-f = 0 this gives D f — djjf. The commutation relation with d then shows that any derivation of type d* is completely determined by its action on functions, and hence D — d---. Finally, suppose ir is some other derivation of type i* satisfying D = iR o d + (-l)rd o iR. Then for any / G Cco{M), iRdf = i^df so that Rj df — DJ df and hence for any a E F, Ra{dfic(a)) — Da{dfv(a))\ as a an^ / are arbitrary, R — D. ■ Example 3.4.8 Let E — M and ir — idu> Then if X is a vector field, dx is just the Lie derivative by X. If I is the identity vector-valued 1-form then dj0 — dO, the exterior derivative of 0. ■ Example 3.4.9 For general bundles (F,7r, M), if X is a vector field along 7r then dx defines a Lie derivative action of X\ for functions, this is just the action described in Proposition 3.2.7. ■ Proposition 3.4.10 Every derivation along ir is the sum of two derivations, one of type i* and one of type d*.
80 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES Proof If D is a derivation along 7r then define a derivation of type d*, denoted d£>, by dpf = Df for / E C°°(M). Then D - dp is a derivation of typei*. ■ The relationship between vector-valued forms and derivations may be used, in certain circumstances, to define a bracket operation on vector-valued forms. On the bundle (M, id,M,M) this is just a generalisation of the Lie bracket of vector fields; in the more general case it will allow us to define the bracket of vector fields along maps. The background to this construction will, however, be rather more complicated than a single bundle. So suppose there are two bundles, (JS?i,7Ti,Mi) and (E2,ir2, M2) and a bundle morphism (pi, p2) from 7Ti to 7T2, such that (i?i,pi, E2) a^d (M\, p2, M2) are themselves both bundles: Ei Pi E2 *i *2 Mi Mo P2 Definition 3.4.11 If jRi, R2 are vector-valued r-forms along 7^, 7T2 respectively, then Ri, R2 are said to be p-relatedif, for each a E E\ and every £1, • • -At G TaEi, P2*((«l)a(6, • • • , tr)) = («2)Pl(a)(Pl*(6), ■ ■ • , Pl*{(r))- An equivalent statement of this definition would be that #1, R2 are. /^-related if, for every a E Ao7^? Pi(^2 J a) — Ri J (Pi(a))' Note that R2 (if it exists) is completely determined by R\.
3.4. DERIVATIONS 81 To see what this condition looks like in coordinates, suppose that the following coordinate systems are used: xl on M2 (x\ua) on E2 {x\ya) on Mi (x\ya,ua) on Fi and for simplicity suppose that jRi, R2 are vector-valued 1-forms. Then R2 has coordinate representation R2 = (R)dx> + R^du") ®-£_ where R^R^ € C°°{E2). If #1 Is p-related to R2 then we must have d Rx = {R)dz> + R^du") „ dx +(R*dz> + R%du" + Rabdyb) ® ^~- ^~ * so that the coefficients of dyb ® d/dxl are zero, and the coefficients of diJ ® d/dxl and dtxa <g) d/dx1 are pulled back from £2 to E\. Definition 3.4.12 If jRi, R2 are p-related vector-valued r-forms along 7Ti, 7T2 respectively, and Si, S2 are 7r-related vector-valued s-forms along /?i, /?2 respectively, then the bracket [jRi, Si] is the vector-valued (r-j-s)-form along 7r2 o pi — p2 o 7Ti defined by <*[/*!,Si] = dRi ° dS2 ~ {~l)rsdSl o dfl2. It is easy to check that djfl^Sj] as specified above is indeed a derivation along 7T2 o pi of type d* and degree (r + s), so the definition makes sense by Propositions 3.4.4 and 3.4.7. This bracket is sometimes called the Frolicher- Nijenhuis bracket. Example 3.4.13 Suppose 7r;, pi are all identity maps on a single manifold M. If jR, S are both vector-valued 0-forms (that is, vector fields) then [jR, S] is just the ordinary Lie bracket. More generally, if just R is a vector field then [jR, S] is the Lie derivative CrS. ■ For the final part of this section we shall restrict attention to vector- valued forms on a single manifold M.
82 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES Lemma 3.4.14 The space f\M (g) X(M) of all vector-valued forms on M is a graded Lie algebra under the Frolicher-Nijenhuis bracket. Proof The bracket operation is clearly R-linear; it satisfies {S,R) = (-iy°+1[R,S} by definition. A simple calculation using this definition verifies the following version of Jacobi's identity with an appropriate combination of minus signs: (-l)rt[*, [S,T]} + (-1)"[S, [T, R}} + (-1)*[T, [R, S}} = 0. A particularly important example of this construction arises when both R and 5 are vector-valued 1-forms, and then the vector-valued 2-form [i?, 5] is called the Nijenhuis tensor of R and 5. Proposition 3.4.15 If X,Y e X(M) then {X,Y)J[R,S] = [X,Y]JRJS + [XjR,YjS]~ [XJ R,Y]J S - [X,Yj R]j S +[X,Y]jSjR + [XjS,YjR]-[XjS,Y]jR-[X,YjS]jR. Proof Each side of the above equation is a vector field. We shall demonstrate equality when each side is contracted with an arbitrary exact 1-form, from which the result will follow: the proof is just a long calculation. Now iffec°°(M), {{X,Y)j[R,S])jdf - {X,Y)Ji[RtS]df = (X,Y)jd[RtS]f - (x,y)jdfid5f + (x,y)jd5^f, and we may expand the first term in detail. By definition, (X, Y) J dRdsf = (X, Y)j(iRod-do iR)(isdf) and (X, Y) J iRdisdf = {XJR, Y) J d(S J df) + (X, Y J R) J d(S J df) = dxj R{YJ SJ df) - dY{X J RJ SJ df) -[XJ R,Y]jSJdf + dx{YA RJ S J df) -dY j R(X J 5 J df) - [X,Y J R]J S J df
3.4. DERIVATIONS 83 whereas -(X,Y)AdiRisdf = -dx{YjRjSjdf) + dY{XjRjSJdf) +[X,Y]jRjSJdf so that {X,Y)JdRdsf = [X,Y]jRjSjdf -[XjR,Y]jSJdf-[X,YjR]jSjdf Uxjr(YjSj df) - dYJ r(XjSj df). Similarly, (X,Y)jdsdRf = [X,Y]jSjRjdf -[XjS,Y]jRjdf-[X,YJS]jRjdf +dxJs{YJRJdf) - dYJS{XjRj df) and noting that (for example) dxjfl(yjS-Jdf) - dYjs{XjRjdf) = dxjRdYJSf- dY j sdxj Rf = d[XJR,YJS]f = [Xj/E,yj5]jdf the required equality is obtained. ■ The Nijenhuis tensor [jR, jR] is also denoted NR, and contains information about the eigenspaces of jR. Indeed, at each point p G M the vector-valued 1- form /E gives rise to an endomorphism of the tangent space TpM which may have eigenvalues and eigenspaces: the "signature" of /E at p will be denoted by a multi-index Ip E Nm (multi-index notation will be described in more detail in Chapter 6). Here, Ip(j) is the number of distinct eigenspaces of dimension j (so that 0 < jyj^iJIpU) -^ m)> an(^ we sna,ff require the map J : M —► Nm given by p i—► Iv to be constant. The reason for this condition is that, if it holds, one may define \I\ unique eigenfunctions X which, at each p, yield the \Ip\ distinct eigenvalues A(p); the multiplicity of each eigenfunction will be constant. One may correspondingly define \I\ unique distributions A which, at each p, yield the \Ip\ distinct eigenspaces Ap. Proposition 3.4.16 Suppose the vector-valued 1-form R has constant signature I where Y^T=i J^ti) ~ m (s0 ^at R is diagonalisable) and that NR — 0. Then each eigendistribution of R is involutive.
84 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES Proof Let X,Y G X(M) belong to the distribution Ax corresponding to the eigenfunction A. A calculation using the formula from Proposition 3.4.15 shows that {R2 - 2\R + A2)[X, Y] = %NR{X, Y) = 0. Since R is diagonalisable, so is R — A/, and hence ker(R - XI)2 = ker(R - XI) = AA. Consequently [X,y] also belongs to A>. ■ EXERCISES 3.4.1 If R and 5 are vector-valued 1-forms on M with coordinate representation ps p% R = R\dx' ® -^ and 5 = Sfdx1 ® —-r, J dx* da:* show that the Nijenhuis tensor [R, S] has coordinate representation r„ „, i(„idS5 nidS* nk(dS\ dS\\ + 5'7*f - 5i"5? + 5< \aZ--oi)) (dx A ^ ® a?- 3.4.2 Show that the fibre derivative map J7 : C°°(TM) —► A0TM C A*™ described in Exercise 3.3.2 defines a derivation of type d*, and that the corresponding vector-valued 1-form 5 has coordinate representation s = «*± where (ql,q%) are coordinates on TM. (The tensor S is called the almost tangent structure on TM, and it plays an important part in the geometrical study of the calculus of variations.) 3.4.3 Let G be a Lie group, and let T G X(tg) be the "total time derivative" vector field introduced in Exercise 3.2.2, so that d~ is a derivation of type d* along tq. Let g G G and ( G TgG\ by associating to every cotangent vector 77 G T*G the corresponding left-invariant differential form 77 G A^> use dT to construct a map l^ : I^G —> TgTG. Show that every a; G T^TC may be written uniquely in the form l^(Vi) + (tg)*(772) where 771,772 G T*G. Deduce, using the left translation Lg : G —> G, that every cotangent space T?TG is isomorphic to a direct sum g* d1 g* where g* is the dual of the Lie algebra g.
3.5. CONNECTIONS 85 3.5 Connections As we have mentioned on several occasions earlier in this chapter, the vertical bundle (Vn, te\y^ , E) does not in general have a distinguished complement of "horizontal vectors" in the tangent bundle t#. In this section we shall see one way of specifying a horizontal bundle, and some of the consequences of making such a specification. Definition 3.5.1 A connection on the bundle ir is a vector-valued 1-form T G Ao71" ® '^("-O which satisfies the condition that- TJa — a for every a G Ao^- ■ It follows immediately from this definition that r_J Tj <7 = T J cr for any a G A1-'5 so tnat r J T = T and hence that each Ta may be regarded as a projection operator on TaE. In coordinates, a connection may be written as T = dzi® f-A + rf-r-^y \dxi % du«J Definition 3.5.2 The horizontal bundle defined by the connection T is the vector sub-bundle (Hrn, te\h * > -?) °f rE defined by where Ta G (7T*(T*M))a TaE —♦ TaE. (Hr7r)a = {ra(0 : £ G TaE} TaE C T*E ®TaE is regarded as a linear map The fact that the horizontal bundle is indeed a vector sub-bundle of te may be seen by letting X^ be a family of vector fields which span tm- Then X^J T is a family of vector fields on E which span te\h „. so that, by Proposition 2.1.18, te\h ^ becomes a vector sub-bundle of r-. Lemma 3.5.3 Given a connection T on ir, the tangent bundle r- may be written as a direct sum (V7r®Hr7r,TE,E). Proof If (x*,ua) are coordinates around a e E then the fibre (Hr^)a has a basis Ta[dxi *(«)/ d dx' + Tf(a) a d dua If ?7 € Vaicn(Hr*)a then V = 7'(^ + 1 a ™ J& J
86 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES so that 7^(77) — 0 implies = 0 G T<a)M, 7r(a) demonstrating than Va7r D {Hr^)a — {0}. The result now follows by a dimension argument, because dim(Hrir)a = m and dimVa7r = n. ■ It follows from this result that the complementary vector-valued form I - r is an element of /\lE <g> V(tt), so that if X G X(E) then X J (I - T) is vertical. The converse assertion to the lemma, that a complement to the vertical bundle in te determines a connection, is also true. Lemma 3.5.4 If the tangent bundle te may be written as a direct sum (Vir® Htt,te,E) where (Hit, te\h* >-0 ts a vec^or sub-bundle of te, then Hn determines a unique connection T such that Hn = H^ir. Proof For a G E, let the linear map Ta : TaE —► TaE be the projection on Ha7c along Va7r. Then Ta may be regarded as an element of T^E^TaE, and since ra(Va7r) = {0} it follows from Lemma 3.1.11 that Ta may actually be considered to be an element of (7r*(T*M))a 0 TaE. We may also define the map V : E —► 7r*(T*M) ® TE by a i—► Ta. If coordinates on W are (xl, ua; ua) and coordinates on #7r are (xl, ua; y-7) it follows from a dimension argument the range of the index j is from 1 to ra; coordinates on Vir 0 Hn are then (xl, ua; ita, y-7) and if (ej,fa) are the local sections dual to these vector bundle coordinates then T = dxl (g) et, showing that T is smooth. It is clear that r J T — T because each Ta is a projection. Finally, it is obvious from the definition that Et =z Hr^- ■ Example 3.5.5 Let it be the trivial bundle (M x F,pri,M). Then Hit may be defined by Ha* = {teTa{MxF):pr2*{t) = 0} and Vir © Hit = T(M x F). The connection defined in this way may be called the zero connection determined by the global trivialisation. ■ cV
3.5. CONNECTIONS 87 Example 3.5.6 If it is the trivial bundle (M x R,pri, M) with coordinates (cc\t), where t is the pull-back to M x R of the canonical coordinate on R, then the coordinate representation of a connection T is The connection T then determines a horizontal 1-form Tjdt = Tidx1 Example 3.5.7 If now 7r is the trivial bundle (R x F,pri, R) with coordinates (t,qa) then the coordinate representation of a connection T is *®(| + r« d If we consider the vector fields Y E ^a/atC71")* then any two such vector fields Y differ by a vertical vector field, so that the contraction Y J T does not depend on the particular choice of Y. We may therefore write this contraction as d/dtJ T, and in this way determine a vector field on R x F of the particular form dt dq« One of the uses of a connection is to provide a means of lifting entities defined on the base manifold M up to the total space E. This action is called a horizontal lift. Definition 3.5.8 If a E E and £ E T^a)M then the horizontal lift of £ by r to a is the tangent vector ra(0 e TaE where Ta E (7r*(T*M))a ® TaF is regarded as a linear map T^a)M —► TaE. ■ The horizontal lift of £ is then an element of the horizontal bundle Hr^, and by definition every element of Hr^ is the horizontal lift of a tangent vector on M.
88 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES Definition 3.5.9 If X E A'(Af) then the horizontal lift of X by T is the vector field XJT <EX(E). We may call a vector field which takes its values in the horizontal bundle a T-horizontal vector field; it is then evident that a horizontal lift is indeed horizontal. Conversely, a projectable horizontal vector field is the horizontal lift of its projection. In coordinates, if X^X^ dxl and \axl ouQ then the horizontal lift of X by T is the projectable vector field on E with coordinate representation Vdx1 % ~dvPL where X1 are functions pulled back from M. In contrast, the most general horizontal vector field Y on E has coordinate representation \8xi l du«J where Yl are functions on E which need not have been pulled back from M. A similar idea to this may sometimes be used to obtain the horizontal lift of a curve in the base manifold M. This may always be done locally; however, our definition of a connection is too general to ensure that a global horizontal lift always exists. Definition 3.5.10 If 7 : (a, 6) —► M is a curve, then the curve a : (a, 6) —► E is called a horizontal lift of 7 if 7r o a — 7 and if, for each 5 E (a,o), the tangent vector [t h__> a(s + t)} G Ta(s)E is the horizontal lift of [t 1—► 7(5 + t)] G T7(s)M by I\ ■ Lemma 3.5.11 7f7(a,b) —> M is a curve, if s £ (a,b) and if p G E satisfies 7r(p) = 7(5); then there is an e > 0 such that 7|(s_e5_L£) has a unique horizontal lift a satisfying cr(s) — p.
3.5. CONNECTIONS 89 Proof In coordinates, a has to satisfy da" _ V(Xdji da{ _ ay dt % dt dt dt in a neighbourhood of p, and the result follows from the local existence and uniqueness theorem for ordinary differential equations. I Example 3.5.12 Let 7r be the trivial bundle (Rx(0, oo),pri, R) with global coordinates (x,u), and let T be the connection defined by T = dxi (— —\ \dx duj Let 7 = idR be the identity curve. Then the curve cr : ( —l,oo) —► R x (0,oo) given by a(t) = (t,t + 1) is the horizontal lift of 7|/1>00) through (0,1). However a cannot be extended to become a horizontal lift of the whole curve 7, and indeed the whole curve 7 does not have a horizontal lift through any point of R x (0, 00). ■ The trouble in this last example was that the lifted curve "wanted to leave the total space". This phenomenon is similar to that which arises when an integral curve of a vector field cannot be defined for all real values of its parameter, and such vector fields are termed incomplete. We may therefore say that the connection T is complete if every curve in M has a horizontal lift to E. Since completeness of a connection is a global property we shall, however, not consider it any further. One property of a connection T which we shall consider is its curvature. In Chapter 4 we shall see how certain local sections of the bundle ir may be called "integral sections of T". These are sections <j> £ IV (7r) with the property that every tangent vector to the image manifold </>(W) C E is horizontal with respect to I\ In coordinates, the functions </>a must satisfy the partial differential equations dx* l r Solutions to these equations will only exist if the coefficients Tf satisfy Frobe- nius' integrability condition; we shall see that this condition is equivalent to the vanishing of the curvature of T. Definition 3.5.13 The curvature of the connection T is the map R? : X{E) x X{E) —► X(E) defined by Rr{x, Y) - [x j r, y j r] j {i - r).
90 CHAPTER 3. LINEAR OPERATIONS ON GENERAL BUNDLES As may be seen from this definition, the curvature of T measures how far the Lie bracket of two T-horizontal vector fields deviates from the horizontal. The map R? is evidently skew-symmetric, and we shall see in a moment that it is actually C°°(2£)-linear, so that it defines a vector-valued 2-form on E. In fact, we have the following relationship between the curvature R? and the Nijenhuis tensor Nr- Proposition 3.5.14 IfT is a connection on n then Rr — ^Nr- Proof Let I,7G X{E). If X is vertical then X J T = 0, so ±{x,y)jnv = [x,r]jrjr-[x,yjr]jr = [X,Y -YJT]JT = 0 using r J r = r and the facts that Y - Y J T is vertical and that the bracket of two vertical vector fields is vertical. If follows from this (and the skew- symmetry of Nr) that (X,Y)jNr depends only on the T-horizontal components of X and Y: |(x,y)jNr = |(xjr,rjr)jNr = [xjr,rjr]jrjr + [xjrjr,yjrjr] -[xjrjr,yjr]jr-[xjr,yjrjr]jr = [xjr,yjr]-[xjr,yjr]jr from which the result follows. ■ The condition for the existence of integral sections may also be described in more geometric terms using Proposition 3.4.16. Since T may be considered as a projection operator, its eigenfunctions are the constant functions zero and one. The distribution corresponding to the eigenfunction zero just contains the vertical vectors, and is always involutive; its integral manifolds are the fibres of it. The distribution corresponding to the eigenfunction one will be involutive when the curvature Rr vanishes, and then the image sets of the integral sections will be its integral manifolds. EXERCISES 3.5.1 If T is a connection on n with coordinate representation
3.5. CONNECTIONS 91 show that its curvature #r, considered as a vector-valued 2-form on J£, has coordinate representation 3.5.2 Let G be a Lie group, and let g E G and £ E TgG. Use the decomposition t^tg = /^(t;g) e (tg)*(t;g) described in Exercise 3.4.3 to define a connection on the tangent bundle (TG,tg,G). Is this the same as the zero connection determined by the trivialisation TG^G xg constructed in Exercise 1.1.7 using the left translation Lg : G —► Gl REMARKS A linear operation on differential forms which satisfies the version of Leibniz' rule with a minus sign is often called an anti-derivation rather than a derivation. Our usage follows that of a paper by Frolicher and Nijenhuis [5], where the relationship of derivations to vector-valued forms is studied in detail. Connections are usually defined on principal fibre bundles, and each connection may be specified by giving an equivariant family of horizontal subspaces. This corresponds directly to Lemma 3.5.4, with the proviso that, in the absence of a particular transformation group, the concept of equiv- ariance is inappropriate. The connection form of a connection on a principal fibre bundle is a Lie algebra-valued 1-form; since the vertical tangent space at each point of a principal fibre bundle is canonically isomorphic to the Lie algebra, the connection form determines a vertical vector-valued 1-form, and this is just the complement of the vector-valued 1-form used in our definition of a connection in Section 3.5. A useful source of information on connections and their application to physical theories may be found in [2].
Chapter 4 First-order Jet Bundles In basic differential geometry, a tangent vector to a manifold may be defined as an equivalence class of curves passing through a given point, where two curves are equivalent if they have the same derivative at that point: indeed, this is the definition we have used in earlier chapters. (There are other definitions which may be used instead, but the definition in terms of curves is perhaps the most intuitive.) A first-order jet is a generalisation of this idea to the case of families of higher-dimensional manifolds passing through a point, where the embedding maps have the same first derivatives at that point. We shall, however, choose to consider the graphs of these embeddings rather than the embeddings themselves, in line with our previous policy of considering bundles and sections rather than pairs of manifolds and maps. In the first section of this chapter we shall give a formal definition of a first-order jet, and show that the collection of all such jets is a differentiable manifold. We shall also see that this manifold is the appropriate setting for a general description of a first-order partial differential equation. In subsequent sections, we shall examine some of the properties of this jet manifold which arise when it is regarded as the total space of an affine bundle, and we shall introduce the idea of prolongation whereby a bundle morphism may be extended to act upon the jet manifold. 4.1 First-order Jets Given any bundle (J5,7T,M), we wish to define the jet of a section </> at a point p. Since some bundles do not have any global sections, we shall necessarily have to use local sections, and find a way of dealing with the different domains which these local sections will have. The approach we have chosen is to place an equivalence relation on the set of local sections defined in a neighbourhood of a given point in the base space. The equivalence relation will be specified in terms of local coordinates, so we must first 92
4.1. FIRST-ORDER JETS 93 ensure that the particular choice of coordinate system will not matter. In the following lemma we shall write (for example) ua o <f> instead of the more usual </>a to distinguish between the two coordinate systems. Lemma 4.1.1 Let (J5,7T,M) be a bundle, and let p E M. Suppose that <j)iip E rp(7r) satisfy (p(p) — ip(p). Let (x\ua) and (y^v^) be two adapted coordinate systems around 4>(p), and suppose also that d(ua o <f>) dx* d(uaoi>) ~ dx1 for 1 < i < m and 1 < a < n. Then d(vP o </>) dyi d(vP o<t/>) dyi for 1 < j < m and 1 < ft < n. Proof From the Chain Rule, d(vP o </>) dyj d(vP o 4>) dxi I dxi 4>(v) dx1 dyi V dv du V a <9(ua o </>) m dx* ~dyl using the relationship xl o <p — xl between similarly-named coordinate functions on E and M. The result follows immediately. ■ Definition 4.1.2 Let (J5,7T,M) be a bundle and let p E M. Define the local sections </>, ip E rp(7r) to be 1-equivalent at p if (p(p) = ip(p) and if, in some adapted coordinate system (il,ua) around </>(p), d<f>a ~dx* dip" ~d& for 1 < i < m and 1 < a < n. The equivalence class containing <p is called the 1-jet of (p at p and is denoted j*<p. ■ Another way of constructing this relation would be in terms of tangent maps. Lemma 4.1.3 Let </>, tp E rp(7r) satisfy <j)(p) — ip(p). Then j*<p — j^tp if and only if </>*|T M = 1>*\tvM-
94 CHAPTER 4. FIRST-ORDER JET BUNDLES Proof Each assertion is just another way of making the statement which, in coordinates around <^(p), reads d<l>a For the jets this is just the definition, and for the tangent maps it is obtained from the coefficient of d/dua in the equation <f)+(d/dxl) = ip+(d/dxl). ■ The set of all the 1-jets of local sections of 7r has a natural structure as a differentiable manifold. The atlas which describes this structure is constructed from an atlas of adapted coordinate charts on the total space E, in much the same way that the induced atlas on the tangent manifold TM is constructed from an atlas on M. Definition 4.1.4 The first jet manifold of it is the set {i^:pGM,^rp(ir)} and is denoted J1^. The functions 7Ti and tt^o, called the source and target projections respectively, are defined by 7Ti : JlK ► j> •— and TTl.O : J K y iPV —> M P E 0(P). Definition 4.1.5 Let (F,7r,M) be a bundle, and let (U, u) be an adapted coordinate system on E, where u — (x*, ua). The induced coordinate system (U1,^1) on J1 ir is defined by u1 = 0>: #*>) e tf} where xl{j^(j)) — xl(p), ua(jp<j)) — ua(<j)(p)) and the mn new functions < • U1 —> R are specified by and are known as derivative coordinates.
4.1. FIRST-ORDER JETS 95 Example 4.1.6 Let 7r be the trivial bundle (R2 X R,pri,R), with global coordinates (x1, x2; u1) on R2 X R, so that global coordinates on JX7T are (x1,x2\u1\u\,u\). To each jet j^cj) E J1**, where p — (p^p2) E R2, there corresponds an inhomogeneous linear map tp : R2 —► R, defined as follows: ?(«) - <t>\p) + «i1(j»(?1 - p1) + <4(j»(?2 - p2) where q — (g1, g2) E R2 and 01 = u1 o </> : R2 —► R. The map tp gives rise to a global section ij) = (idR2,V0 of 7r, and it is obvious that j*(/> — j*ip; clearly ^ is the unique globally-defined linear inhomogeneous map with this property. The map ^ is of course the first-order Taylor polynomial of </>, and the jet j*</> is really no more than a coordinate-free construction which incorporates the same information about derivatives as the polynomial. I Proposition 4.1.7 Given an atlas of adapted charts (U, u) on E, the corresponding collection of charts (U1, u1) is a finite-dimensional C°° atlas on Jl7T. Proof First, note that every 1-jet j^<f> is in the domain of one such chart, namely any chart (U1,^1) where </)(p) £ U. We shall show that, if (U, u) and (V, v) are two charts in the atlas on E such that U1 n V1 is non-empty, then the transition function ^ofu1)-1! v ' lui(innKi) is smooth. For convenience, we shall in future write v1 o (u1)-1 without any indication that (u1)""1 has been restricted to a subset of its domain. Now the component functions of v1 o (u1)-1 are yJ o (it1)"1, v@ o (u1)-1 and v? o (it1)-1, and the domain of each of these functions is an open subset of Rm+n x Rmn. From the definition of u1, we have pri o u1 — u o tt^o, so that t/'otu1)"1 = yi o u o pri ir o u~ o pn (on the left-hand side of these equations y-7 and v@ are functions defined on J1^, whereas on the right-hand side they are functions defined on E). Consequently the first two sets of component functions are smooth. As far as the third set is concerned, «?o» = d(vP o <t>) dy> (dvP I dxi <t>(v) p u?(jld>) 4>(p) dxl W3
96 CHAPTER 4. FIRST-ORDER JET BUNDLES and so each vj o (u1)-1 is also a smooth function, because it is smooth in terms of the first (ra+n) coordinates and depends in a linear inhomogeneous manner upon the remaining ran coordinates. ■ Example 4.1.8 Let (R3-{0}, 7r, 52) be the bundle defined in Exercise 1.1.4, and let (0, </>; p) be spherical polar coordinates in a neighbourhood U of (0,1, 0) G R3 — {0}. Define new coordinates (x, z\ h) in this neighbourhood by x — sin 0 cos 4> z = cos 0 h = psin0sin</>, so that if a £ U then x and z are Cartesian coordinates for 7r(a) € S2. The derivative coordinates on Ul C J1^ are then given by the rules fdh dh \ dO fdh dh \ d<j) [dO + TpPd) dx~+W + TpP+) Tx pcot(/) + pf, fdh dh \ dO fdh dh \ d<\> \To + Tppe)Tz+\w + Tpp*)Tz sin cj){p cot 6 + pe) + cot 6 cos (p(p cot </> + p<t>)- To show that J1^ satisfies our chosen definition of a manifold, we must now check that the topology induced on Jxtc by the atlas we have described is Hausdorff, second-countable, and connected. By Proposition 1.1.14, this will follow if we can show that J1^ is the total space of a bundle. In fact there are two bundles which may be formed in this way, and they both have interesting properties. The base spaces of these bundles are E and M. Lemma 4.1.9 The function 7Ti>0 : J1^ —► E is a smooth surjective submersion. Proof The function 7Ti>0 is surjective because, for each a E F, there is always a local section <\> such that </>(7r(a)) = a, and then ni,o{jha)(l>) — a- It is smooth at every j^<j) £ Jxir because, using coordinate charts (U, u) around ^l.c-Op^) = 0(p) an(i {U1, u1) around j*0, the composite map uo7ri)0o(u1)~1 is simply the projection pn from u^U1) C R171^71 x Rmn to u(U) C R™4'71. It is a submersion for the same reason. ■ Corollary 4.1.10 The function 7Ti : J1^ —> M is a smooth surjective submersion. ■ hx = K =
4.1. FIRST-ORDER JETS 97 Given for the moment that the atlas on Jxir defines a manifold, we see that the triples (J1^,^!^, E) and (J17t,7Ti,M) become fibred manifolds. The proof that 7Ti is actually a bundle involves the local trivialisations of 7r, and will be deferred until later. By contrast, the proof that t^o is a bundle does not involve the local trivialisations of 7r at all (and so would still be valid if we had defined jets of local sections of arbitrary fibred manifolds). Indeed, we can say more: t^o has a natural structure as an affine bundle. The reason for this is that the fibre coordinates of t^o are just the derivative coordinates introduced in Definition 4.1.5, and the inhomogeneous linear transformation rule displayed in the proof of Proposition 4.1.7 satisfies the requirements for the local trivialisations of an affine bundle. However, for a precise definition we should give an associated vector bundle, and this will be the bundle over E whose total space is the tensor product 7r*(T*M)(g) Vir: formally, it is the bundle [**{T'M) ® Vr,(T%\r.{T.u)) ® {rE\Vr), E) . This rather unusual bundle, and the corresponding affine structure of J1^ over E, will turn out to be fundamental to a study of the properties of jet bundles. Theorem 4.1.11 The triple (J1^, 7Ti>0, E) may be given the structure of an affine bundle modelled on the vector bundle {^e\-k*(T*M)) ® {te\vtt) *n 3uch a way that, for each adapted chart (U, u) on E, the map tu'.*ito{U) —> UxRmn fit —> (<KP),<til4>)) is an affine local trivialisation. Proof We must first define a fibrewise action of the vector bundle on 7T1>0, and we shall do this by prescribing the effect of this action upon the derivative coordinates of a given 1-jet. So let a E E and let (U, u) be an adapted chart around a. A typical element £ G (7r*(T*M) 0 Vir)a may be written in coordinates as < = *(*'• 3=0.- The action of £ on jha\<f> is then written as £[i^/a\0], and is defined by the rule We must now check that this definition does not depend upon the choice of chart. So let (y^v^) be another coordinate system around a. Then from
98 CHAPTER 4. FIRST-ORDER JET BUNDLES the calculation in Proposition 4.1.7, W*M<>) = [ £ .A„i + dvP dua 7r(a) whereas, as a tensor, JL\ =t*d-f- t? dua dyi (^•w).- 8vf>Ja It follows immediately that as required. We must also consider the maps tu. Each such map is a diffeomorphism, for it is just the composite (it"1 XidRmn)ou1, and evidently priotu — 7Tiyolc/i • Now let a £ U; then the map tu;a : 7r{"J(a) —► Rmn defined by satisfies tu.a = {uf )|7r-i(a\- Consequently tu.a is an affine morphism, where the fibre 7r{"o(a) has the structure of an affine space given by the vector bundle action, and Rmn has its natural affine structure. ■ Corollary 4.1.12 The total space J1^ of 7Ti>0 is a manifold. ■ Example 4.1.13 If it is the trivial bundle (R2 X R,pri,R) with global coordinates (a,1,a,2;u1) on R2 X R, then each 1-jet j*<f> gives rise to the Taylor polynomial (q\q2) ~ ^(?) + vlVlm1 - P1) + «5(iPV)(92 " P2) as in Example 4.1.6. The affine action of then gives rise to a new 1-jet £[j*4>] with corresponding Taylor polynomial (q\q2) — ^(q) + («10» + tf Xs1 - p1) + (<4(j>) + tl)(q2 - p2) The following result concerning restricted bundles, although rather obvious, is nevertheless worth recording.
4.1. FIRST-ORDER JETS 99 Lemma 4.1.14 IfWcM is an open submanifold then Proof To each j^cj) E J1(7r|vr), where </> E Tp(ir\w), there corresponds a unique j^(j) E ^\X{W)^ where <f> E rp(7r), given by <f> — </>. ■ Example 4.1.15 If 7r is the trivial bundle (M X R,pri, M), then there is a canonical diffeomorphism between the first jet manifold J1^ and T*M X R. To construct this diffeomorphism, for each <\> £ rV(7r) write <j> — pr^ o^G C°°{W)\ then whenever p E W, 3r<t> = {i> : V> G rp(7r);^(p) = 0(p);d^p - o>p}. Consequently the mapping J1* —> T*M x R is well-defined, and is clearly it injective. Writing it out in coordinates shows that it is a diffeomorphism, because if (a:1, u) are coordinates onMxR where u — id& is the identity coordinate, then the derivative coordinates U{ on J1^ correspond to the coordinates d{ on T*M. ■ Example 4.1.16 If 7r is now the trivial bundle (R x F,pri,R) then there is a canonical diffeomorphism between J1^ and R x TF. This relationship will be described in more detail in Example 4.1.23. ■ If we apply Theorem 4.1.11 to (say) Example 4.1.16, we see that (R x TF, idR X TF, R x F) has the structure of an affine bundle. However, this particular example is actually a vector bundle: in general, if the original bundle 7r is trivial, then t^o may be given the structure of a vector bundle. Proposition 4.1.17 If (M X F,7r,M) is a trivial bundle, then the triviali- sation determines a vector bundle structure on (J1^,^!^, M X F). Proof The vector bundle structure on 7r1(o will be induced from its affine bundle structure by the specification of a zero section. So for each a E M X F, define the constant section of 7r through a by Mp) = (p,pr2(a)), and then define the zero section of 7ri)0 by zia) = Jp(<M- ■
100 CHAPTER 4. FIRST-ORDER JET BUNDLES The converse assertion to Proposition 4.1A7 is, however, false: the choice of a distinguished section of 7T1>0 does not determine a trivialisation of it. Example 4.1.18 Let (J£,7r,M) be the Mobius band, regarded as a bundle over the circle. For each a E F, let <j)a be a local section of 7r defined to be constant in the local trivialisation around 7r(a) induced from the Cartesian product structure on [0,1] X (-1,1). Then define a zero section of tt^q as before by z(a) — jp(<t>a)- This induces a vector bundle structure on 7Tifo; however 7r is not a trivial bundle. ■ In this example, the distinguished section of 7ri>0 was determined essentially by the consistent choice of a "horizontal" direction across the fibre at each point a E E. For a trivial bundle, each Cartesian product structure gives suitable horizontal directions. In general, whenever a connection is given on the bundle 7r, then the horizontal directions specified by the connection determine a section of t^o- This relationship will be examined in detail in Section 4.6. We shall now return to the fibred manifold (J17r,7ri,M) and establish that it, too, has the structure of a bundle, provided that 7r is locally trivial. To do this, we shall show first that if 7r is a trivial bundle over Rm, then 7Ti is trivial. Definition 4.1.19 If p E M then the fibre 7rf1(p) is denoted Jpir rather than (Jl*)v. ■ We have already seen that the map 7Ti is a submersion, so that J^n is a submanifold of J1^; if (U, u) is an adapted coordinate system on E, where p E 7r(U) and u — (il,wa), then (ua,u") are coordinates on Ul D Jpft. Lemma 4.1.20 Let ir be the trivial bundle (Rm X F,pri,Rm). Then the first jet bundle (J1iriiri,TVn) is trivial. Proof We shall show that J1^ £ Rm x J^tt. So let j*</> E J1*; define the translation rp : Rm —> Rm by rp(q) — p + q. Since </> E rp(7r), we may define tp E r0(7r) by ip(q) — {q,pr2{<f>{i~p(q)))), and clearly j^ip depends only on the value and first derivatives of </> at p. Consequently the map J1* —> J*ir JpV ►— JoV is well-defined, and we may construct a map J1-* —> Rm x J^tt 3l<t> '—► (P,JoV0- It is straightforward to check that this map is a diffeomorphism. I
4.1. FIRST-ORDER JETS 101 Proposition 4.1.21 if(i?,7r,M) is a bundle then (J17r,7T1, M) is a bundle. Proof Let p £ M and let (Wp,F, tp) be a local trivialisation of 7r around p, where Wp is sufficiently small to be contained in the domain of a single chart on M. Then (tp,idwp) is a bundle isomorphism from the restricted bundle (7T~1(Wp), ir\w , Wp) to the trivial bundle (Wp X F,pruWp). Define the map t1p--J1{*\wP)—'J1{Pri) by ^p(i^) = i^l^p ° <!>)• Then tp is well-defined, and it is a diffeomorphism because tp is a diffeomorphism. Consequently (tp,id\yp) is a bundle isomorphism. We now observe that, because we have chosen Wp sufficiently small, it is diffeomorphic to an open subset of Rm, so that the bundle (Wp x F,pri, Wp) is isomorphic to the restriction of the bundle (Rm x F,pri, Rm) to the image of Wp. The result now follows from Lemma 4.L20, Lemma 4.1.14 and the fact that triviality is preserved by bundle isomorphisms. I The net result of this discussion is that, starting with a bundle (j^,7t,M), we obtain the following commutative diagram: TTl.O JH TTi M M where both the vertical arrows represent bundles, and the horizontal arrow TTi^o represents, in general, an affine bundle; the points of the jet manifold JlfK may be regarded as coordinate-free representations of first-order Taylor polynomials. Example 4.1.22 If 7r is the trivial bundle (R x F,pri,R), then Jq7t is diffeomorphic to TF. To see this, note that if j^cj) £ J^7r, then 0 is a local
102 CHAPTER 4. FIRST-ORDER JET BUNDLES section of 7T defined in a neighbourhood of zero, so that pr2 o </> is a curve in F which defines the tangent vector [pr2 o </>]. Different representative local sections <f> give the same tangent vector because the equivalence relations defining both the jet and the tangent involve equality of first derivatives. The correspondence is a diffeomorphism, because the manifold structures on JqIT and TF are defined in essentially the same way. In general, when the base manifold of a bundle 7r is one-dimensional, we shall denote its single coordinate function by t. If qa are coordinate functions on F, then (ga,ga) is a coordinate system on TF. On the other hand, (<,ga) is a coordinate system on R x F (where we have, as usual, used the same symbol qa both for a coordinate function on F and its pull- back to R x F), and so (ga,gf) is a coordinate system on Jq7t. In these coordinates, the correspondence between JqIT and TF is just the identity. Furthermore, this diffeomorphism induces a bundle isomorphism between (^^i(o|{0}xf>{°}^) a^d (TF,rF,F). I Example 4.1.23 With the same bundle 7r, the first jet manifold J1^ is diffeomorphic to R x TF. If now j^<p E J1^ then the corresponding element of Rx TF is (p, [pr2°</>0'rp]), where rp : R —> R is the translation q i—► q+p. Taking coordinates on R and F as before, the induced coordinate system on JlfK is (t, ga, gf). For this particular bundle 7r we shall normally identify JX7T with R x TF, and so use coordinates (t,qcc,qcx). With this interpretation, a section of 7Ti>0 corresponds to a vector field along the Cartesian projection pr2 : R X F —► F, and has coordinate representation dq<* There is, however, another interpretation of J1^, as a submanifold of T(R X F). This interpretation arises by taking, for each point j*</> E J1**, the tangent vector [</>orp] E T^p)(R X F). The coordinates on T(R X F) are (t, qaiiiqol)i and the submanifold corresponding to J1^ is given by i — 1. (Note that this submanifold gives a sub-bundle of tjixF which is an aj^ne sub-bundle rather than a vector sub-bundle: although (J1^,^!^, R X F) is itself a vector bundle by Proposition 4.1.17, the map J1^ —► T(R X F) is not a vector bundle morphism.) Each section X of tt^o then gives rise to a section of trx -, in other words a vector field on R X F, but in view of the restriction i\ — 1 the coordinate representation of the vector field is always of the form *. + *«-*_ dt dqa' Such a vector field (in either interpretation) is called a time-dependent vector field because the component functions Xa — qa o X may depend on the
4.1. FIRST-ORDER JETS 103 "time" coordinate t as well as the "position" coordinates ga. If in a particular case the component functions Xa happen to be independent of £, then the vector field is projectable from R x F to F, and its projection is just an ordinary vector field on F. ■ With the machinery of jet bundles at our disposal, we are now in a position to give a coordinate-free definition of a differential equation: it is simply an algebraic equation defined on a jet manifold, where the algebraic equation is expressed as a submanifold. Definition 4.1.24 Let (i£,7r,M) be a bundle. A first-order differential equation on 7r is a closed embedded submanifold S of the first jet manifold Jlir. A solution of the differential equation 5 is a local section (f> £ Tw(n), where W is an open submanifold of M, which satisfies j*</> E S for every Pew. ■ Now this definition looks nothing like the usual definition of a differential equation, but we can see the relationship between the two by using coordinates. Choose a point f*</> G S: note that we are not asserting here that the local section 0 is a solution of 5, because we only know that the jet j^cf) is an element of 5 for a single p E M. In any event, there is a neighbourhood U1 of jp(j) and a function F : U1 —► R^, where K — dim J17r-dim5, such that 5 n U1 — F_1(0). We may suppose that U1 is sufficiently small to be the domain of a jet coordinate system u1 : U1 —► R^, where u1 = (x*, ua, uf) and N = dim J1^; the composite map F o (u1)-1 then defines a partial differential equation in the traditional sense. The use of a submanifold 5 is therefore a way of separating the description of the equation from a description of its solutions. Example 4.1.25 Let 7r be the trivial bundle (R2 x R,prx,R) with global coordinates (x1, x2; u1). Then the map F : J1^ —► R defined by F = u\ul - 2x V gives rise to the differential equation S = {j> 6 J1* : {u\u\ - 2x2u1)(j» = 0} which in traditional notation would be written H d<t> 02, _ n _ — Zx <p — U. ox1 ox2 The particular section <\> : R2 —► R2 x R defined by t(p\p2) = (P1,p2,p1(p2)2)
104 CHAPTER 4. FIRST-ORDER JET BUNDLES is a solution of this differential equation, because j^<f> £ S for every p G R2. We shall see in later sections how this definition of a differential equation is related to some of the other manifestations of differential equations which appear in differential geometry. EXERCISES 4.1.1 Let (E,7r,M) be a bundle, and let (xl,ua) and (yJ\ v&) be two sets of adapted coordinates defined on a neighbourhood U of a € E. Show that, on Wiq{U) C J1^, the coordinate differentials d/vn transform according to the formula cV / d2vP „ d2vP dyJ \ dua dxl l dua du^ /cV / d2vP ft d2vP dyi \dxldxl l dua cV dyk d2xl fdvP ndv^W ■ dx*dyJdyk \dxl l dua J J Use this formula (and the standard transformation rules for dv@ and dyJ) to determine the corresponding rules for the coordinate vector fields d/dyJ\ d/dvP and d/dvf. 4.1.2 Let (jE?,7t,M) be a vector bundle. Show directly that (J17t,7Ti,M) may also be given a natural structure as a vector bundle. (The answer to this exercise will demonstrate why the indirect approach is needed when 7r is a general bundle.) 4.1.3 Let (J5J,7r, M) and (F, p,M) be bundles. Show that there is a canonical diffeomorphism J1^ Xmp) = J1* xm JV, where J1^ Xm^P 1s the total space of the fibre product bundle (J1^ XMJ1p)7T1 XMPuM). 4.1.4 Let 7r be the trivial vector bundle (M X R,pri, Af). Show that 7Ti and rjjj 0 7r are isomorphic as vector bundles.
4.1. FIRST-ORDER JETS 105 4.1.5 Let 7r be the trivial bundle (Rm x M,pri,Rm) and consider the subset of Jlir containing those 1-jets j\(f) where the linear map fa : TpRm — T^(p)(Rm x M) is non-singular. Show that this subset is well-defined and is an open subman- ifold of Jx7r which is diffeomorphic to Rm x TM', where TM is the manifold of linear frames on M. 4.1.6 Let p be the trivial bundle (M X Rm,pri, M) and consider the subset of Jxp containing those 1-jets j^tp where the linear map fa : TaM —> T^{a)(M x Rm) is non-singular. Show that this subset is a well-defined open submanifold of Jlp which is diffeomorphic to T*M x Rm, where T*M is the manifold of linear coframes on M. 4.1.7 With the same bundles 7r and p as in the previous two exercises, explain how two local sections <f> G rp(7r), ip G T^p)(p) may be considered "mutually inverse" in a neighbourhood of p. Show how this relationship may be used to construct a diffeomorphism between Rm x TM and T*M X Rm which corresponds to the canonical map from a frame to its dual coframe. 4.1.8 The arguments in Lemma 4.L20 and Proposition 4.1.21 may be used to show that, if 7r is the trivial bundle (M X F,pri, M) where M is diffeomorphic to an open subset of Rm, then 7Ti is also trivial. Construct an example of a trivial bundle 7r where 7^ is not trivial. (Hint: consider cotangent bundles.) 4.1.9 Let 7r be the trivial bundle (M X R,pri,M), so that J1^ is diffeomorphic to T*M x R. A 1-form wonM then gives rise to a section UJ of the bundle t^o, by the rule uj{p,\) = (o;p,A). Show that if u = df, where f G C°°(M)) then f is a solution of the differential equation described by the subset a;(MxR) of T*M X R. What happens if uj is not closed? 4.1.10 Let X be a vector field on the manifold F, so that if 7r is the trivial bundle (R x F,pri,R) then X defines a section (idR X X) of the bundle 7Ti>0. Show that if <\> : (a,b) —► F is an integral curve of X, then the local section (id(a,6)> 0) of 7r is a solution of the differential equation Rxim(I)cRx TF^ J1*.
106 CHAPTER 4. FIRST-ORDER JET BUNDLES 4.2 Prolongations of Morphisms Corresponding to each local section of the bundle 7r there is a uniquely determined local section of the bundle 7Ti. This new section is called the first prolongation, and its coordinate representation is obtained by appending to the coordinates of the original section the derivatives of those coordinates. This coordinate representation illustrates that not every section of 7Ti is the prolongation of a section of 7r, and later in this chapter we shall find ways of characterising those sections of iri which are prolongations. As a generalisation, we shall also show how to prolong those bundle morphisms which project to diffeomorphisms. Definition 4.2.1 If (£,7r, M) is a bundle, W C M is an open submanifold and (j) G rV(7r) then the first prolongation of <f> is the section j1^ G Tw(^i) defined by for p G W. ■ From the definition, 7Ti o j1^ = id^, so that j1^ is indeed a local section of 7T!. Similarly, 7Ti>0 o j1^ = </> so that j1(7r\io ° 3l<t>) — j1^- It 18 clear that this latter relationship may be used to characterise a prolongation. Lemma 4.2.2 If ip G Tw{^i) then there is a local section <j) G rV(7r) satisfying ij) = jl(j) if, and only if, ip = j1^!^ o ip). I To find the coordinate representation of f1^, we must examine its composition with the fibre coordinate functions ua and uf. Now «a0V(p)) = t.a(j» = «"Mp)) = 4>a(.p) so that ua o jx(/) = (j)*. Similarly, <(jV(p)) = <(jpV) so that ufoj1^ = d<f>al&xl. The coordinate representation of jl<f> is therefore By contrast, the most general local section ip G Tw{^i) will have coordinates (-0a, -0") where the functions tj)f need have nothing to do with the functions
4.2. PROLONGATIONS OF MORPHISMS 107 Example 4.2.3 Let 7r be the trivial bundle (R2 X R,pri,R2), with global coordinates (x1, x2; it1). If <\> G r(7r) is defined by ^(p1,P2) = (p1,P2;p1sinp2), then in the induced coordinates (x1, x2; u1; uj, ttj) on J1^ the first prolongation j1^ satisfies jVfrSp2) = (p1,p2;p1sinp2;sinp2,p1cosp2). If, however, -0 G r(7Ti) is defined in these coordinates by tf(p\p2) - (pSpWsinp'jpy.O) then, by Lemma 4.2.2, tp is not the prolongation of a section of 7r. ■ Example 4.2.4 More generally, if 7r is the trivial bundle (M x R,pri, M), then Jx7r = T*MxR, so that a section V> of 7Ti may be written as a pair (a;, </>) where u £ f\^M and </) G C°°(M). There may be no relationship between u and <j>] if, however, tp = j1^ for some section <f> of 7r, then (/> = pr2 ° </> and a; = d</>, so that a; is exact. The preceding example may be considered as a special case of this one, where—if i/^pSp2) = (pSp2;^1 smp2]p1p2i 0)—then 0 = x1 sin x2 and uj = x1x2dx1. I As an application of Definition 4.2.1, we may now restate our definition of the solution of a differential equation. If 5 C J1^ is a first-order differential equation, then </> G Tw{n) is a solution of 5 if the first prolongation jx(j) takes its values in S. As in example 1.3.10, a section of 7r may be considered as a special case of a bundle morphism from idAf to 7r which projects to the identity on M: in other words, the domain of the section consists entirely of "independent variables" with respect to which the differentiation is carried out. A generalisation is to consider the prolongation of a map where only some of the domain variables are considered as independent variables. Such a map would be a bundle morphism projecting to the identity on M. However the generalisation may be extended further, to a bundle morphism between bundles with different base spaces, provided that the projected map is a diffeomorphism. Definition 4.2.5 Let (F, 7r, M) and (#, p, N) be bundles, and let (/, f) be a bundle morphism, where f is a diffeomorphism. The first prolongation of (f, f) is the map j1(f, f) : J1!? —> Jxp defined by i1(/J)0» = iip)(/(^))
108 CHAPTER 4. FIRST-ORDER JET BUNDLES where f(</>) = f o <f> o f j . If no confusion is possible, the nota- 1/ (domain <£) tion j1/ will be used rather than ^(f, f). ■ For this definition to be valid, we must ensure that choosing a different representative <f> with the same 1-jet at p gives the same result. As usual, this follows from the Chain Rule, because the right-hand side of the definition just involves the value and first derivatives of </> at p. When M = N and / = idM, this definition reduces to fVOp^) = ip(/ ° <t>)- If E = M (so that </> = idw where W C M, and so that f is a section of 7r) then the definition collapses completely to j1f(p) = j*f. Lemma 4.2.6 Both (j1/, f) : 7Ti>0 —► Pi,o and (i1/*/) : ^l —* Pi are bundle morphisms. Proof If jtye J1* then PiArttil*)) = Pi,o(Jj{p)(fW) = mcfip)) = (/°</>°7_1)(7(p)) = Mp)) = /Ko(iPV)) so that Pito ° j1! — f ° fl"i,o> as required. If follows that Pi0;1/ = P°Pifo°J1f = P°f °*i,o = fO7TO7ri>0 = f°7Tl. Lemma 4.2.7 If f : 7r —► p and # : p —> <j are bundle morphisms which project to diffeomorphisms, then jx(g o f) = jxg o ^f and ^(ids) = idj\T. Proof Directly from the definitions, using the relationships g o / = y o/, g o f — g o f and id# = idAf. For every fp</> E J1^ j\g o f){jl4>) = J^jM9^fW = W<fo»
4.2. PROLONGATIONS OF MORPHISMS 109 and j\idE){jl<t>) = JhswiM*) We may use Lemma 4.2.7 to rewrite the definition of the first prolongation in a very suggestive way. Since (j1/,/) is a bundle morphism and / is a diffeomorphism, we may write f1f(V>) for j1/ o rp o f whenever ip is a section of 7Ti. Using this notation, the definition just becomes 7-1/ where q E N, so that iVO'V) - ^(/(-A))- J1* *"l,0 J1/ JV Pl,0 £ # M N The coordinate representation of j1/ may be obtained by taking its composition with the coordinate functions y-7, v@ and ir on J1^ (where 1 < j <
110 CHAPTER 4. FIRST-ORDER JET BUNDLES dim N = dim M, and 1 < (3 < dim H — dim N). With the usual understanding about similarly-named functions related by bundle projections, yJojlf = y:}oplojlf - yJ ° f = P and v^oj1/ = v& o p1}0o j1/ = /o/ - /'■ Finally, if ^(/> € ./V then <(i}(p)(/>)) dyj /(p) %; + d<t>a /(p) n ^U01 ^r1)*' *(p)> ayj /(p) so that H^. "J °j f = dfP , .3/^ (dif1)1 T 5s' + < dua dyj of The expression in the first pair of parentheses in this last equation is often called a total derivative, and a common notation is dxl r 4- U? . dxl l dua It follows from this coordinate representation that—as with the prolongation of sections—not every map from JX7T to Jxp is the prolongation of a bundle morphism from 7T to p: the derivative coordinates of the image in Jxp must be related to the derivative coordinates in the domain JX7T in this inhomogeneous linear way. We shall discuss total derivatives in detail in Section 4.3. For the moment, we simply record that this coordinate representation demonstrates that (jlf,f) is always an affine bundle morphism. Proposition 4.2.8 The bundle morphism {jlf, f) affine bundle morphism. ^1,0 Pi}o is an
4.2. PROLONGATIONS OF MORPHISMS 111 Proof The coordinate representation above shows that, on each fibre of t^o, v\f o jlf is an inhomogeneous linear function of the uf coordinates. ■ Example 4.2.9 Let tt be the trivial bundle (R2 x R,pri,R2), with global coordinates (x1 ,x2\v}). Let (/, idR.) : 7T —► tt be defined by /(pV-.o1) = (p\pV sin a1 + 3p2) so that f1 = x1 sinu1 + 3s2. Then rf/1 -ill i -—r = Slnli + U^X COSU ax1 dfl ,.ii i —- = 3-j-itoX cosu ax2 so that — {p1>P2\Pl sin a1 -j- 3p2; sin a1 + ajp1 cos a1, 3 + a^p1 cos a1). Example 4.2.10 Now let 7r be the trivial bundle (R X F,pri,R), and let p be the trivial bundle (R x JK",pri,R). Let (idR x f, ida) be a bundle morphism from 7r to /?. Using the identifications J1^ = R x TF and J1/? = R X TK, the prolongation .^(idR X /) may be regarded as a map from R x TF to R x TK. If (p, (jeRx TF, where £ = [7] for some curve 7 in F, then ^(tdRX/Xp.O = /(^RX f)(^(idR,7°T-P)) = (P.[/°71) - (p,A(0). so that ^(idR X f) = idR x /*. Using coordinates (t,r^) on R X if, rV(MRx/)) = *"!^ since <9(idR X f)/dt = 0. ■ Example 4.2.11 Now let 7r be the trivial bundle (MxR,pri, M), and let p be the trivial bundle (N x R,pri, N). Let (/ x idR) be a bundle morphism from 7r to p, where f is a diffeomorphism. There are now identifications
112 CHAPTER 4. FIRST-ORDER JET BUNDLES J1* ^ T*M x R and Jlp £. T*N x R, so that the prolongation jx(f X idR) may be regarded as a map from T*M x R to T*N x R. If (77, q) G T*M x R, then there is always a function </> G C°°(M) such that 77 = d<j)T* ^j and ? = ^(TjEf(T7))- Then ^(f X idR)(r7, q) = J/(T^(T?))((f X idR)(idM, </>)) = (ru(^w)^) so that jx(f x idR) = f"1* x idR. ■ Example 4.2.12 If (E, 7r, M) is a bundle, and if (Wp, F, tp) is a local trivi- alisation of 7r around p G M, then the map <p (used in Proposition 4.L21 to construct a local trivialisation of 7Ti) is just the prolongation jl(tPi idAf)- • As an application of this process of prolonging a bundle morphism, we may define a symmetry of a differential equation 5 C J1**. This is a bundle isomorphism (/, /) of 7r with itself, such that f(</>) is a solution of 5 exactly when <j) is a solution. (Strictly speaking, this should be called a point symmetry: it is also possible to define generalised symmetries, which are not derived from bundle morphisms of 7r.) Using the definition of a prolongation, we may express the requirement of a symmetry by demanding that f1(f(0)) = JVO1^) takes its values in 5 whenever j1^ does, and this will be the case when ^/(S) = 5. In Lemma 4.2.7 we described the composition of two bundle morphisms, and a particular case of this arises when (F,7r,M) and (H,p,E) are two bundles, and when </> G r(7r), tp G T(p). For simplicity we shall consider global sections, although the discussion applies equally to local sections where im(</>) 0 domain (-0) is non-empty, and where one keeps track of all the domains. Now (</>, idAf) is a bundle morphism from (M, idAf > M) to (F, 7r, M), and (-0, idAf) is a bundle morphism from (E, 7r, M) to the bundle (H, 7r o p, M). The composite ^ ° 4> is a section of 7r o p, so that (ip o </>, idAf) is a bundle morphism from (M, idAf, M) to (#, 7r o p, M). By Lemma 4.2.7 we have f1^ o </>, idM) = f1^, idM) o j1^, zdAf) where we must use the explicit notation for the prolongations of these bundle morphisms to avoid confusion.
4.2. PROLONGATIONS OF MORPHISMS 113 J^idAf) £ M j^Mm) Jh j^Mm) J1 {l^op) M E H id M nop M id,M M id,M M Now f1(0, idAf) and f1(V> ° 05 Wjif) are just the prolongations of sections j1^ and f1(V> ° </>)• However, f1(V,)^Af) is riot the same as f1^, for the former is a map J1^ —► Jrl(7r o p), whereas the latter is a map E —► Jxp (and, of course, is just f1(V,) ids))- To construct j1^, all the coordinates in E are regarded as independent variables for the purposes of differentiation; to construct f1(V,)^Af)) only those coordinates pulled back from M are regarded as independent. To find the relationship between f1('0 ° </>)> j1^ and j1^, we need to use a canonical map K\ : Jxir Xe JXP —► Jrl(7r o p) which in effect incorporates the chain rule. Definition 4.2.13 The map Ki : Jxir Xjp? Jlp —► Jrl(7r o p) is defined by where <j> G ^(tt), V G r^(p)(p). ■ The map is well-defined because it depends only on the value and first derivatives of <\> and tp. To see this explicitly, we shall examine its coordinate representation. Let coordinates on M, E and H be xl, (xl,ua) and (xl,ua, vA) respectively. Then coordinates on the jet manifolds are j1* J^TTOp)
114 CHAPTER 4. FIRST-ORDER JET BUNDLES where the bar on the coordinates vf, v£ on Jlp is to indicate that they are constructed by assuming that all the variables xl and ua are independent (so that, in particular, vf is not the same as vf). Then the map «i does not affect the coordinates xl, ua, vA or uf; furthermore, <VOPV,4(P)VO) = vftilWofi) (y o ij) o </>) *(p) (v^ 0-0) _d_ 'dxi {ua o <£) + dxi «p) (v"4 0-0) = ^(4(P)^)<(i>) + ^(4(P)^) so that vf o ki = v£u? -f v^4, which is the essence of the chain rule. Proposition 4.2.14 If (jE?,7t,M) and (H,p,E) are bundles, and if </> E r(7r), V G T(p), then j1^ o<f>) = ki(jV, (iV) ° </>)• EXERCISES 4.2.1 Prove that if (/, idM) is a bundle morphism then jxf — idji^ if, and only if, / = id#. 4.2.2 Suppose that (J£,7r,M) and (H,p,N) are vector bundles, and that (/,/) is a vector bundle morphism (where f is a diffeomorphism). Show that (j1/, f) is a vector bundle morphism. 4.2.3 For an arbitrary bundle 7r, a section X of 7Tio may be regarded as a bundle morphism (X, idM) from 7r to 7Ti. Suppose that, for each p G M, there is a local section <f> G rp(7r) satisfying Xoti> = j14>. Show that the image of the composite map j1(X,idM)oX : E —► J1^ must lie in the subset of JlK\ containing points j^ip (ip G rp(7r1)) satisfying j1 (^1,0, idM)(jlip) = (ttiJi.oO'p^) (see Section 5.3).
4.3. TOTAL DERIVATIVES AND CONTACT FORMS 115 4.2.4 Let G be a Lie group, let ir be the trivial bundle (Rx(Gx(?),pri, R), and let p be the trivial bundle (R X G.pri, R). Let /x : G X G —► G denote group multiplication, and let f = (id^x/x, idft) be the corresponding bundle morphism from ir to p. Use the identifications Jx7r rRx T(G x G) = R x TGxTG and JV = RxTG to show that the prolonged map j1) : Pit —► J> projects to a map T/x : TG x TG —► TG, and that T/x defines a group operation on TG. (According to Example 4.2.10, T/x is just /x*.) Show that, if g, h £ G and £ G TpG, 77 G T^G then T/x(£,77) = i^O + ^(77) € T^G, where Lg,Rh : G —► G are left and right translations respectively. 4.3 Total Derivatives and Contact Forms As we hinted at the beginning of this chapter, the bundle (•/^.Tr^o, E) has a particularly rich structure. We have already seen that it is an affine bundle, and in the present section we shall investigate the pull-back bundles ttJ 0(t-) and *-J>0(t£). In Chapter 3 we saw that (TE,te,E) and (T^E.r^.E) had distinguished sub-bundles, namely the bundles of vertical tangent vectors and horizontal cotangent vectors respectively. We also saw that these sub- bundles did not have distinguished complements in the absence of a connection on 7r. This fact is clear in coordinates, because tangent and cotangent vectors of the form r-^L and vadua\a need not maintain their form under a general change of adapted coordinates. Surprisingly, therefore, when these sub-bundles are pulled back to JX7r by tt1)0, they do have distinguished complements, and these complements are called the bundles of holonomic tangent vectors and contact cotangent vectors. Sections of these latter two bundles are called total derivatives and contact forms. We have already seen the action of a total derivative as a derivation, for if fa are the coordinates of a bundle morphism (f, idAf) then the derivative coordinates of its prolongation are dx* x duPJ J ' where the operator in brackets maps a function on E to a function on J1^. It may easily be seen that a change of coordinates maintains the form of these operators, although they are vector fields along 7Tito (rather than on J1^). The dual objects to these have coordinate representation dua - ufdxJ
116 CHAPTER 4. FIRST-ORDER JET BUNDLES and they, too, maintain their form under a change of coordinates; these latter objects, however, may legitimately be regarded as differential forms on Jx7r, using the interpretation of the total space nl 0(T*E) as a submanifold of TV1*. Since all these objects may be constructed without choosing any particular section of 7T1)0, they may be regarded as capturing the intrinsic structure of that bundle; in particular, they describe the relationship between the independent coordinate functions uf £ C°°(J17r), and those functions pulled back by a prolongation to Af, (iV)*(u?) = d</>a/dxi £ C°°(M). We shall start our discussion by considering tangent vectors. Definition 4.3.1 Let (£,7r,M)be a bundle, and let p £ M, <j) £ rp(7r) and C £ TPM. The holonomic lift of ( by <\> is defined to be (4>.(Q,fy) e *lo(TE). At first sight, there may seem to be no particular reason for considering the pair {</>*((), jp<l>) rather than simply using the tangent vector </)*(() £ T^V)E. However, the construction described in the following theorem is not possible on TE because, given a £ Ep and ( £ TpM, there are many possible image vectors </>*(£) £ TaE for different sections <\> satisfying </)(p) = a. Theorem 4.3.2 Let (i£,7r,M) be a bundle, and let j^cj) £ J1/k. There is then a canonical decomposition of the vector space 7rJ0(Tii/)ji^ as a direct sum of two subspaces where <j)+(TvM) denotes the collection of holonomic lifts of tangent vectors in TPM by </>. Proof Note first that, since <\>+ depends only upon the value and first derivatives of 0 at p, the holonomic lift of a tangent vector is completely determined by j*</>, and does not depend on the choice of the section <j). In particular, the set <p*(TpM) is well-defined, and is clearly a subspace of 7rJ0(TJE?)ji^. Now suppose that (£,jp</>) £ 7rJ>0(TJE?)ji^; then and from 7r*(£ — </>*(7r*(£))) = 0 it follows that (e-^(*.(0),ipV)€»ri0(VT)^.
4.3. TOTAL DERIVATIVES AND CONTACT FORMS 117 On the other hand, if then tt*(£) = 0; but £ = </>+(() for some ( £ TpM so that ( = **(^*(C)) = 0, and hence f = 0. ■ Corollary 4.3.3 The vector bundle (7r{ 0(TE),7rJ 0(r-), Jx7r) may be written as the direct sum of two sub-bundles where jfiT7r1)0 is the union of the fibres <f)*(TpM) for p £ M. ■ To obtain the coordinate representation of a holonomic lift, suppose that then MO = C4>* dx* C dx% + 4>(p) 84>« dxi d dua <t>(v) *(p) + "?#*>*? *(p). The decomposition of (£,jl</>) € 7rJ0(TE)ji^ may then be found by letting e = e axi *(p) •HP) that (r - r<(i») ^ *(p) +v dx* *(p) + u?(j16) — «p). One way to describe a holonomic tangent vector is to say that it is in the image of </)* for some local section <j). The dual construction is that of the contact cotangent vector, which may be described as being in the kernel of<£*.
118 CHAPTER 4. FIRST-ORDER JET BUNDLES Definition 4.3.4 An element (n,jp<f>) of 7r^0(T*E) is called a contact cotangent vector if </)*(r}) — 0. I It is necessary to check that the vanishing of <f>*(rj) does not depend on the particular choice of local section <£, but this too is straightforward, because <j>* depends only on the value and the first derivatives of <\> at p, and so is completely determined by j^(j). The justification for referring to a duality between holonomic tangent vectors and contact cotangent vectors comes from the duality between the pull-back bundles 7rJ 0(t-) and 7rJ 0(t^)\ this is a consequence of Lemma 3.1.9 The decomposition of the former bundle in terms of vertical and holonomic tangent vectors is matched by a decomposition of the latter in terms of horizontal and contact cotangent vectors: the contact and holonomic elements annihilate each other, as do the horizontal and vertical elements. Proposition 4.3.5 Let (E,tt, M) be a bundle and let j^(j) £ Jx7r. Then and where 7r*(T*M) is regarded as a submanifold ofT*E, and7rj0(ker<^*) denotes the set of contact cotangent vectors in tt^^T^E)^^. Proof The first assertion follows from Lemma 3.1.11. To prove the second, suppose that (77,^) G *J>0(ker^*). If (f, j^) € MTvM)> then £ = </>*(() where ( £ TVM. It follows that v(t) = v(M0) = rmo = o, so that (£,fp<£) G ker(77,f^), and hence that 7rJ0(ker<£*) C <j)*(TvM)°. To prove equality, observe that dim7rjc0(ker<^*) = dimker<£* = n, whereas dim^(TpAf) = dim TVM = m so that dim <j)*{TvM)° — (m -f n) — m. I Theorem 4.3.6 Let (JE?,7r,M) be a bundle, and let j*</> E J1!?. There is then a canonical decomposition of the vector space 7rl^0(T*E)Ji^ as a direct sum
4.3. TOTAL DERIVATIVES AND CONTACT FORMS 119 Proof This follows directly from Theorem 4.3.2 by duality, using Proposition 4.3.5. ■ Corollary 4.3.7 The vector bundle {^lyo(^*^)^iyo(rE)^ ^1?r) may ^e wr^~ ten as the direct sum of two sub-bundles Ko(t*(T*M)) © CVll0, *fi0(r£), J1*) where C*7r1)0 is the union of the fibres 7rJ0(ker<^*) for p £ M. ■ To express a contact cotangent vector in coordinates, suppose that n = na du"\jl4t + t}i dxl\ G ?rj0(ker^*). Then that rjad<t)a\ + Vldxl\ = 0, d<f)a for each index i. Consequently Va dx* + Vi = 0 v WiUfy) + W = 0, and so n = na(dua - u?dxl)jl<t>. We shall need to adopt some notation for the sections of the various bundles we have constructed. We have already denoted the module of vector fields along 7r1)0 by A'(7r1)0), where (as in Example 1.4.6) we shall often regard such a vector field as a map Jx7r —► TE rather than Jx7r —> 7r{0(TF). We shall regard the submanifolds Kio(Vir) and FT7r10 of ir{0(TE) as containing vertical and horizontal vectors respectively. Definition 4.3.8 The submodule of ,Y(7r1)0) corresponding to sections of the bundle 7r£ 0(tje) will be denoted by Xv(tt1 o), and the submodule ,7ri*,o(V'7r) corresponding to sections of the bundle 7rJ o{te)\ will be denoted by A,/l(7r1)0). An element of Xh(irito) will be called a total derivative. ■
120 CHAPTER 4. FIRST-ORDER JET BUNDLES Example 4.3.9 Each vector field X £ X(M) corresponds to a total derivative X° £ <V^(7rifo) according to the rule x%* = MX,). Not every total derivative is of this form, for the set {X° : X £ X(M)} is a module over 7rJ(C°°(M)) rather than over C°°(Jx7r). If, however, (Xi) is a basis for A'(Af) over C°°(M), then (Xf) is a basis for Af/l(7rlfo) over C00(J17T). ' ■ Theorem 4.3.10 The module X^ip) may be written as the direct sum of its two submodules *"(*i,o)©*Vi.o)- Proof This follows from Corollary 4.3.3 by the standard properties of vector bundles. I In coordinates, if X £ ^h{^\yo) then \dxl l dua for some functions X1 defined locally on J1 it. The total derivatives 9 _,_ « d 4- uy dx* l dua are called coordinate total derivatives and usually written as d/dxl. If f £ C°°(E) then the action of X as a derivation of type d* yields a function d>xf £ C'00( Jx7r), and in coordinates • df In particular, the action of d/dxl on the coordinate functions ua gives the result one would expect: Example 4.3.11 Let 7r be the trivial bundle (R x F,pri,R), where q01 are coordinates on F and t is the identity coordinate on R. The canonical vector field d/dt on R gives rise to the total derivative
4.3. TOTAL DERIVATIVES AND CONTACT FORMS 121 where we have written (t,ga,ga) for coordinates on Jx7r = R x TF. This vector field along 7r1)0 is called the total time derivative. If f E C°°(F), then f may be pulled back to RxF; the resulting function di = r§faec-(K,TF) is independent oft, and therefore defines a function df/dt E C°°(TF). This is the "total time derivative of f" which is used in the study of autonomous mechanical systems. ■ As far as the bundles of cotangent vectors are concerned, we have already denoted the module of sections of 7rJ o(T*E) by Ao^i.o? which is regarded as a submodule of f^J1^ using the interpretation of 7rJ 0(T*E) as a sub- manifold of T*/1^. We also have a notation for the module of sections of ^l.o^islwT'Af))' ^or *n*s bundle may equally be interpreted as TJ1J**i0(ir*(T*Af)) = Th*\nrl(T+M) with a total space containing cotangent vectors pulled back from M to Jx7r by 7Ti: the module of its sections is therefore denoted Ao^i- Definition 4.3.12 The module of sections of 7rJ qC7"^) 18 denoted by • •C'*7riio Ac^i.O) and an element of this module is called a contact form. ■ Theorem 4.3.13 The module Ao^i.o mct2/ be written as the direct sum of its two submodule Ao*i © Ac*i,o- Proof This follows from Corollary 4.3.7 by the standard properties of vector bundles. ■ The importance of contact forms arises from their relationship with prolongations of sections. It is a straightforward consequence of the definitions that prolongations characterise those 1-forms in Ao^i.o which are contact forms; however, the coordinate representation shows that a similar characterisation holds for arbitrary 1-forms on JlfK. Theorem 4.3.14 If a £ /^J1* then a E Ac^i.o tft and onh tft for every open submanifold W C M and every (j) E Tw{n), (j'VrMnr) = 0.
122 CHAPTER 4. FIRST-ORDER JET BUNDLES Proof We just have to show that, if {jl<j>Y{cr\w) — 0 ^or every <\> G IV(7r) then a £ Ac^i.o- So write a in coordinates as a — crladuf + aadua + Oidxx. If jp<l> £ J1* then (j"V)*(^ji^) = °> so that - «jn a2<^a da?1 #3^ +•■«♦>& + *;(#*) H • Now choose particular indices A?, / and (3 with 1 < k,l < m and 1 < /3 < n, where k ^ I. Let x € IV(tt) satisfy j*x = j\$ and, f°r each 1 < i,f < m and 1 < a < n, «V ax* a^' a2<^a ^x* dxi + 6%(6?6'j+6W), where (for example) 8% equals one if a = /3, and equals zero otherwise. Then, by a similar argument to that above, 0 = (*«#*> <£fe + *.(#.)§£ + ^(jpX) dx>\ = K(j» d24>a ax* axJ + ^(^ + ^fc) +MiPV) dxi + <TJ(j»j^'|p. Hence, by subtraction, 0 = cUftWWW + W) dx* = ak0{jl<f>) dxl\ + c^fr) dxk\ , demonstrating that each cr^(f^) = 0. Consequently a-i^ E 7r^0(ker<£*), so that a £ Ac^i.o- ■ On the other hand, contact forms provide a characterisation of those local sections of 7Tx which are the prolongations of sections of 7r.
4.3. TOTAL DERIVATIVES AND CONTACT FORMS 123 Theorem 4.3.15 Let ip £ Tw{^i)i then ip = jx<j> where <j) £ IV (7r) if and only if, ip*(a\w) = 0 for every a £ Ac^i.o- Proof First, suppose ip = jx<\>. Let p £ W\ then WVIlir)),. = {{J'*)'{°\w))v = **(»7) where 77 £ ker<£*, since o^^ £ 7rJ0(ker<^*). Consequently ip*(a\w) = 0. The converse may be demonstrated using coordinates. We must show that, for 1 < i < rn and 1 < a < n, But this follows immediately by considering the contact forms a01 where locally aa = dua - ufdx\ for then 0 = ip*(dua - u<*dxl) = dV>a - V^x* EXERCISES 4.3.1 Let 7r be the trivial bundle (R x F,pri, R), where qa are coordinates on F and t is the identity coordinate on R. Let X = XaJ- dq<* be a vertical vector field on R X F, with flow <tp : (R x F) x R —> R x F. For s £ R, let ips : R X F —> R X F be defined as usual by V>s(a) = V(a> s). Show that the vector field on J1/k = Rx TF whose flow is j1{tps,idji) has coordinate representation aga dt dqa'
124 CHAPTER 4. FIRST-ORDER JET BUNDLES 4.3.2 Let 7r be the trivial bundle (R2 x R,pri,R2), with global coordinates (a;1,!2; it1). Use a suitable contact form on Jxtt to give an alternative demonstration that the section ip G r(7ri) defined in Example 4.2.3 by is not the prolongation of a section of 7r. 4.3.3 If 7r is an arbitrary bundle, (f, id,M) • *" —► it is a bundle morphism, and a is a contact form on J1^, show that (f1f)*(<7) Is also a contact form. Show in particular that (jlfy{du* - ujdxj) = ^{dvP - u?dxj). 4.3.4 Let (i?,7r,M) be a bundle with dim M — m > 1. Construct (in coordinates) an m-form 0 £ /\mJ17r which satisfies (j1(/>yO = 0 for every $ £ rjoc(7r), but which does not satisfy 6 £ AcT^i.o- What is the most general coordinate formula for a "contact m-form" on Jl7r7 4.4 Prolongations of Vector Fields In Section 4.2 we demonstrated how certain bundle morphisms could be prolonged from the total space of a bundle to its first jet manifold, and in the present section we shall consider the "infinitesimal" version of this construction. In other words, we shall start with a vector field X on E, and obtain its prolongation X1 as a vector field on J1^. Such vector fields may appear as infinitesimal symmetries of differential equations, and they also play a part in describing the extremals of variational problems. If the vector field on E is projectable onto the base manifold M, then prolongation is a straightforward operation, for the flow of X will yield a bundle isomorphism for each value of the time parameter. The prolongations of these isomorphisms will provide a flow on Jx7r, which may then be differentiated with respect to the time parameter to give the required vector field. (This procedure works even when X is not complete, for one then considers bundle isomorphisms between sub-bundles of 7r.) We intend, however, to define the prolongation of an arbitrary vector field on E, and so the procedure will be rather more complicated. Essentially, one takes the "vertical representative" of X, prolongs this new vector field, and then replaces the "horizontal part" in a suitable way. Now in Chapter 3 we emphasised the point that, in general, an arbitrary vector field on E did not have a vertical representative as a vector field on E, and indeed the vertical representative of X is a vector field along 7r1)(> its coefficients at a point (j){p) £ E involve
4.4. PROLONGATIONS OF VECTOR FIELDS 125 the derivatives of </). Consequently the "prolongation" of the vertical representative will contain second derivatives. However the suitable "horizontal part" to be replaced will contain those same second derivatives with the opposite sign, so the result will be a bona fide vector field on J1^. It is possible to describe this process in terms of tangent bundles, and that is the approach we shall adopt in this section; we shall describe the results for vector fields as corollaries. (Details of the approach which deals with vector fields directly will be given in Chapter 6, where we shall also explain how to prolong vector fields along tti.o-) We start, therefore, with the bundles (J1^,^, M) and (W, iv^, M): note that the latter is not a, vector bundle, because the linear structure on the total space Vir is defined on its fibres over E, not on its (larger) fibres over M. The vertical bundle of the former (over M) is (Vtti, uni, M) and the first jet bundle of the latter is (J1*/*-) (^Tr)i) M). These two bundles turn out to be isomorphic. Theorem 4.4.1 There is a canonical diffeomorphism i\ : JxvT —► Viri which projects to the identity on M. Proof The essence of this proof lies in considering 1-parameter families of local sections of 7r. Differentiating first with respect to the parameter gives sections of un\ taking the prolongation first gives vertical curves in Jx7r. Since prolonging is just a fancy name for differentiating, the two operations commute, and they yield the required bijection between Jxv^ and Viri. Writing this map in coordinates shows that it is a diffeomorphism. So let W be an open submanifold of M, let p £ W, and let the map 7 : W x R —+ E satisfy 7r o 7 = pr\. If t £ R and q £ W, define the maps 7* : W —► E, 7q : R —► E by 7t(g) = 7q(t) = 7(g, t). (With this definition, the curves 7q are defined for all t rather than t in some neighbourhood of the origin, but restricting attention to such curves will not affect the possible tangent vectors [7J.) Then for a given t, 7* E rw(7r), and so the map t •—► ip7t is a curve in Ja7r satisfying jp*y(0) — fp7o- Furthermore, ^\{Jll(t)) — p for every t £ R, so that this curve lies entirely within the fibre J^tt. Consequently the tangent vector [7*7] is vertical, and so we have bp7] e y;>iri c v*,.
126 CHAPTER 4. FIRST-ORDER JET BUNDLES On the other hand, for a given g, iq is a curve in E satisfying 7g(0) = 70(g) and lying entirely within the fibre Eq, and so defines a tangent vector [7,] £ Vir. Furthermore, ^7r[7g] = g, so the map bt)--w q Vir [7,] is a section of un. We therefore obtain the 1-jet The map ii : Jlun —► Viri is now given by the correspondence J* [7] 1—► [jpl]' Technically, of course, each of these objects involves two equivalence relations (as a jet and a tangent vector). However, it should be clear that two maps 7x : Wi X R —► E and 72 : W2 X R —► E will both represent the same jp[*y] (where p E W\ D W2) when 527i dt dx* d2l2 t=0;p dtdx1 t=0;p for 1 < i < m, and that they will represent the same [.7^7] when exactly the same conditions hold. The map ij is then a bijection because each element of Jlv^ may be written in the form J*[7], and each element of Wx may be written in the form [fp7], for a suitable choice of p and 7. Now let (xl,ua) be an adapted coordinate system on E. The induced adapted coordinate system on Vir is (xl,ua;ua), and the corresponding coordinate system on Jxv^ is («.* „.C*. „\C*. „.C* *\a\ x ,u \u \ui,ui). On the other hand, starting again from the coordinates (xl,ua) on E, the induced adapted coordinate system on Jx7r is (xl,ua,uf), and the corresponding coordinate system on V^ is (x\ua,u?;u",u«). In these coordinate systems, i\ is represented by the linear map which simply transposes the ua and uf sets of coordinates, and so i\ is a diffeomorphism. The projection of i\ onto M is clearly just idM- ■ The coordinate correspondence between Jxv^ and Viri may also be written in the following way. A typical element £ £ Viri may (using the linear structure on the fibres over E) be written as e = r dua\ + ff du?\
4.4. PROLONGATIONS OF VECTOR FIELDS 127 To find the corresponding element of J1^, let </) E F{n) and X £ V(7r) satisfy ii(Jl(X o <l>)) = (. Then ua(ti(Xo<f>)) = u«(X(<£(p)) and <(^(Xo</>)) == ^ d(x«o</>)\ so that and dXa dxi dXa + dx* dXa dxl Hp) Jl<t> dxl dXa duP + <(i» r - xa{<t>{v)) dXa\ ff = dx* The map ii may be used directly to prolong vertical vector fields on E, giving vertical vector fields on Jx7r. So suppose that X £ V(7r); the pair (X, idAf) may then be regarded as a bundle morphism from (J£,7r,M) to (Wji/^M). The first prolongation of this bundle morphism is the map jxX : Jx7r —► J1"*, and then ii o jxX is a map from Jx7r to Vtti. Furthermore, tji.Mj1*^))) = tj^wjXx o </>))) = j>, because if j*(X o </>) = fx[7] then ii(jp[7]) = [jpW] is a tangent vector to Jx7r at fx7o; but d</>a ~dx~* #7 a dxl t=0;p and </>(p) = 7o(p)j so that jx70 = j^cf). Consequently ii o jxX is a vertical vector field on Jx7r, and is denoted X1. It is also clear that X1 is projectable
128 CHAPTER 4. FIRST-ORDER JET BUNDLES back to X, for *i,o* (Xhp<t>) = ^i,o*[ip7] = [^i,o(jp7)] = [*■—>7t(p)] - X<t>(vy We may also see from the coordinate relationship between JxvT and Vtc\ that if d X = Xa—~ dua then 1 d dXa d X1 = Xa—- + du01 dxi duf If 7 is the flow of X, then from the argument in the proof of Theorem 4.4.1 it is clear that j17 (defined by i17(p, t) — jp~ft) Is the flow of X1. There is an important application of this idea to problems in the calculus of variations; these problems may be found in Lagrangian mechanics (where the base manifold M is one-dimensional) and in Lagrangian field theories (where dim M > 1). We shall suppose that M is orientable with volume form ft, and we shall use the same symbol ft to denote the pullback 7rjft on Definition 4.4.2 A Lagrangian density on it is a function L £ C°°( Jx7r). The corresponding Lagrangian is the m-form Lft £ /\™Tri* * In view of our specification of a fixed volume form ft, we shall usually describe the function L as a Lagrangian, even though this description strictly refers to the m-form Lft. The function is also sometimes called a first-order Lagrangian, to distinguish it from the higher-order Lagrangians which we shall meet in Chapter 6. Given a fixed Lagrangian L, each (p £ T\y(ir) determines a function (j1<j))*L : W —► R, and we wish to study the integrals of such functions. Definition 4.4.3 If <j) £ rV(?r) and the vector field X E V(7r) has flow ij)U then the variation of </) induced by X is the one-parameter family of local sections ipt(</>) = ipt ° $ € rV(7r). ■ For small t, the variation of </) is therefore a "nearby" section, a generalisation of the "nearby" curve used in the classical calculus of variations; indeed when p £ W the tangent vector [t i—► ipt{<l>){p)} just equals (X(<£))p,
4.4. PROLONGATIONS OF VECTOR FIELDS 129 where X(</)) = Io^, just as in Lemma 3.2.18. The vertical vector field X is called a variation field. If C is a compact m-dimensional submanifold of M, and if <\> £ Yw(js} where C C W, then a function (—£,£) —► R for some e > 0 may be defined by *■—> /V(VW))*£ft. The local section </> will be called an extremal of L if this function is stationary for every C C W, and every X which vanishes on ir~1(dC), where dC is the boundary of C. Definition 4.4.4 The local section <j> £ Yw{n) Is an extremal of L if d dt\t=0Jc whenever C is a compact m-dimensional submanifold of M with C C W, and whenever X £ V(7r) has flow tpt and satisfies X^-w^x = 0. ■ We should remark at this stage that a detailed study of the calculus of variations would also involve the consideration of extremals which were not necessarily C°°; we shall, however, not consider those matters here. Lemma 4.4.5 The local section </) is an extremal of L if, and only if, I {j1<l>ydxlLn = o. Jc Proof For each p £ C, so that = [t —► j\i>t o 4>)(p)](L) . = -£| (j\i>t° <!>))* l(p) dHt-0 Jc dt\t=z0Jc As a consequence of this lemma, we need no longer consider the variation of (j) (which involves the flow of the variation field X), but may work directly with the first prolongation X1.
130 CHAPTER 4. FIRST-ORDER JET BUNDLES Example 4.4.6 Let n be the trivial bundle (R x Rn,pri,R), with global coordinates (t, ga), so that J1^ ^ R x TRn = RxRnxRn has coordinates (t,ga,ga). Let L : J1* —► R be defined by (where 6ap equals one if a — (3 and is zero otherwise) so that L is just the pull-back of the quadratic function on TRn obtained from the standard Euclidean metric on Rn. Let X be a vertical vector field on R x Rn, so that 8 X = X7 — , dq-y' and Then , d dX^ d X1 = Xi-—- + dq-v dt dq-y = 6apq -_-. Now suppose that <f> £ r(7r) is a parametrised line, so that qa(jp(l>) = </>a{p) — Xap + /ia, and that qa(j^</>) = Aa. Then (iV)*(^1£)(p) = 6aPqa{jl4,)~\ d{XPo<t>) = s°ex —Ft— j1^ Jv* Integration over the compact interval [a, b] then gives /W^w, = s^[h«x0o+\ ft Ja Ja Ot = SaPXa(XP(<f>(b)) - XP{4>{a))), and this expression vanishes whenever the vertical vector field X vanishes on 7r_1({a,6}). It follows that (p is an extremal of L. I The general case, where we prolong vector fields on E which need not be vertical, is rather more complicated than our previous considerations might suggest. Although, as we have seen, Jxv^ is diffeomorphic to Wi, it is not
4.4. PROLONGATIONS OF VECTOR FIELDS 131 true that Jx(7r o r-) is diffeomorphic to TJx7r: indeed, the dimension of the former manifold is m + (m + 2n) + m(m + 2n), whereas the dimension of the latter is 2(m + n -f mn), so that dim Jx(7r o r#) — dimTJx7r = m2. (In coordinates, the difference is due to the functions ij which do not appear on TJx7r.) We shall therefore construct a map rx : J1(7r o r#) —► TJx7r which will be surjective rather than bijective. To define ri, we shall consider its effect on an arbitrary element of j^ip £ Jx(7r or-) by examining in some detail the section ij> € Tw{^ ote)- From ij> we may certainly construct a local section of 7r by composition with r#, and we shall write <j) — re o ip £ IV (7r). We may also, however, use the fact that tm °7r* = 7r or- to obtain in a similar way a local section of tm, and we shall write X = 7r* o ip £ ^w{jm)- (Of course, X is just a locally-defined vector field on M.) We may then consider the composition </)* o X : W —► TE, and since 7T O TE O </)* O X — 7T O </) O TM ° X we have <j>* o X £ rV(7r ° t^;)- It would be pleasing to announce that we had thereby recovered our original section ip, but it turns out that these two sections are not, in general, the same. Nevertheless, for any given p € W, TE(MX(P))) = <KrM(X(p))) = #p) - teMp)), so that ^(p) an(i </>*{% {p)) are ^n the same fibre of the vector bundle te] it therefore makes sense to consider their difference ip(p) — </)*(X(p)). Furthermore, ^W(p)-^Wp))) - **Wp))-x(p) = 0 since X = 7r* ot/>, so that the vector VKp) ~ $*(^~(p)) *s vertical over M (and so is an element of V^(p\7r). The map ip — </)* o X is therefore a local section of the bundle (W, i/^, M).
132 CHAPTER 4. FIRST-ORDER JET BUNDLES Definition 4.4.7 The map ri : Jx(7r o te) —► TJx7r is defined by ri(jpV) = h(jl(i> - <t>* o X)) + 0V).(xp) where <p — te o ip and X = 7r* o ip. I As always, we shall need to check that different sections ip with the same 1-jet at p give the same result, and this will follow from the coordinate representation of the map ri. Proposition 4.4.8 The pair (r^id^E) is a bundle morphism from (Jl(ir o te),{* orE)lt0,TE) to (TJivtliri^TE). If ip € Tw{* ° rE) satisfies 1>(P) = #(?) ^"7 *(p) + V>a(p) au« *(p) where <p — te o ip, ip1 = xl o ip and ipa = ii01 o ip, then ri(j» = ^(p) axi + (uf - x{uJ){jH>) duf j}4> so that ri(jptp) does not depend upon the particular choice of ip to represent the jet j*ip. Proof To demonstrate the first assertion, notice that *i.o*(ri(j>)) = ^^(ti^^-^o^JJJ + ^o^iVM^p)^ = (^-^oI)(p) + ^(Ip) = V>(p) = {*0te)i}o{JIiP) so that 7r1)0* o ri = (tt o r^)ifo. This immediately implies that, in the coordinate representation of r\{j^ip) as a tangent vector, the first two sets of coefficients remain unchanged as ipl(p) and ipa(p). To calculate the third set of coefficients, note that AfMj») - <(ii(j;(f-^i)))+<((ivwip)) _a_ a? ita o ( ip - <£* o ( ipJ — +<((JV),(^(P)^7|J) _a^ a^ • a(u^vo\ _a_ a^ y axi diu^oipy ipJ(p
4.4. PROLONGATIONS OF VECTOR FIELDS 133 dtpQ dx1 ~dxi\ d(ua o ip) I dxi = (&?-i^*)(j>). The map rx may now be used to prolong arbitrary vector fields on E. The method is a direct generalisation of the one used earlier for vertical vector fields, and it reduces to that method when the vector field is vertical. Definition 4.4.9 For each vector field X £ A'(F), the prolongation of X is the vector field X1 G X( J1*) defined by Xjl<f> = rx(Jl(X o </>)). ■ If the coordinate representation of X is X = X dx1 du<* then we can calculate the coordinate representation of X1 from Proposition 4.4.8. The coefficients of d/dxl and d/dua are just X1 and Xa. The coefficient of d/duf is uf o X1, and ^Xh) d{xoLo(j)) dx dXa dx1 Jl4> so that, finally, X1 X1— + X« — + dx1 dua ~ ~dx~7 dXa d{Xi o <f>) v dXi dx1 dxi jj* dxi tdX' dxi d du?' Example 4.4.10 Let 7r be the trivial bundle (M X R,pri,M), and let X be a projectable vector field whose flow tpt is the identity on R in the given trivialisation, so that ipt — Xt X ^R- Then X1 is the vector field on Jx7r = T*M x R given by Xk* = [* — iVt(ipV)] = [t —> ((X-t)*^,^))], and this corresponds to the traditional definition of the complete lift of a vector field from a manifold M to its cotangent manifold T*M. Using (for
134 CHAPTER 4. FIRST-ORDER JET BUNDLES this example) coordinates ql on M, t on R and writing pi for the derivative coordinates t{ on J1^, if X — Xld/dql then X1 -X1 j9_ Pt ax* a dqi dpj If, as in the last example, the vector field X is projectable onto M, we may also obtain a prolonged vector field by differentiating the prolongation of the flow of X) the result is, of course, equal to X1. Theorem 4.4.11 LetX £ A'(jEJ) be a projectable vector field with projection X £ A'(M). Let a € E, let ip be the flow of X in a neighbourhood of a, and let ip be the flow of X in the corresponding neighbourhood ofir(a). Let the dijfeomorphisms ipt be defined by ipt{b) — tp(b,t). Then j1^ is the flow of XI in a neighbourhood of all points in Jxtt which project to a under 7T1)0. Proof The assertion may be proved using coordinates. For X chPl dt and so x' = dj4 dt t=o dx* dt =0du<* d 5V? 1 dxi dt \ ( d d^f \dxi dt d 1 -„?1M |<=0 3 dxi dt t=0 a du? where the notation reflects the fact that the functions ip] may be defined on M. On the other hand, <^=l(f-* and d(uf oj1^) at t-o a dt d^i dt since ipo is the identity. An application of this technique of prolonging a general vector field on E arises if we wish to define an infinitesimal symmetry of a differential equation 5 C J1^. Such a symmetry will be a vector field X E 'T(E) whose prolongation X1 is tangent to 5: for each j}</) G 5, X\ , £ T^i^S. If X
4.4. PROLONGATIONS OF VECTOR FIELDS 135 happens to be projectable onto M, then the flow of X1 is the prolongation of the flow ip of X, and the tangency condition on X1 shows that ip yields a one-parameter family ipt of symmetries of 5; from any solution </) we then obtain a one-parameter family ipt(<l>) of solutions of S for sufficiently small t. However, the definition may also be applied when X is not projectable onto M, and in these circumstances the flow of X1 has a more complicated relationship to the flow of X which we shall not consider in detail. (It is indeed possible to extend the definition of the prolongation of a bundle morphism to more general diffeomorphisms of the total space E, but the resulting map might not be defined globally on J1 it.) Example 4.4. L2 Let 7r be the trivial bundle (R x R,pr},R) with coordinates (z,u), and let S be the submanifold of Jx7r defined by the equation uu\ + x = 0. Solutions of 5 are the local sections </) defined by <I>{P) = (P> \/a2 -P2) or <Kp)= \p,-\]a2 -p2) for p £ (b, c) where a > 0, b < c and |6|, \c\ < a. The vector field X = u- x — ox ou is an infinitesimal symmetry of 5, for its prolongation to Jx7r is Jt,-«s-s!;-<, +<">">£ and dXi{uui + t) — u — xu\ — (1 + (ui)2)u = —ui(uui + x) which vanishes on 5. The flow of X is of course just a family tpt of rotations of the total space R x R; some of the solutions of 5 are mapped to other solutions under the flow for sufficiently small values of the time parameter t, whereas there are some solutions (such as the solution (f)(p) — (p, y/l - p2) for p E ( — 1,1)) which become "multi-valued" however small the value of t. ■
136 CHAPTER 4. FIRST-ORDER JET BUNDLES EXERCISES 4.4.1 For an arbitrary bundle (J5,7r,M) with coordinates (xl,ua), show that if X £ V(tt) and / £ C°°(E) then >">-<*■ (if) as functions on Jlir. Find the coordinate representation of the difference between these two functions in the case where X is not necessarily vertical. 4.4.2 For the same bundle 7r, show that if X £ X{E) and a is a contact form on J1^, then d^ia" is also a contact form. 4.4.3 Let G be a Lie group, and let g £ G and £ £ TgG. The vertical lift operation described in Exercise 2.2.2 may be used to map any tangent vector ( £ TgG to (v £ T^TG. On the other hand, ( determines a unique left-invariant vector field ZonG, and the prolongation Z1 yields a tangent vector Z\ £ T^TG. Denoting these two maps TgG —► T{TG by v and p respectively, show that every 77 £ T(TG may be written uniquely in the form *7 = v(Ci) + p(C2) where Ci? C2 £ TgG. Is the connection on (TG, tq, G) constructed in this way the same as the connection described in Exercise 3.5.2? 4.4.4 Let 7r be the trivial bundle (R x F,pri,R), so that there are the standard identifications Vir £ R x TF £ J1* and Jxv„ £ R x TTF £ Wi. Show that, with these identifications, the map ii : Jlvv —► Wi projects to a map i : TTF —> TTF which is the bundle isomorphism ttf —► tf* described in Exercise 1.3.2. 4.5 The Contact Structure In Section 4.3 we saw that the pull-back bundles (7rJ!0(TJ5J),7rJ0(r£;), Jx7r) and (7Tj 0(T*E), 7rJ 0(r^), Jx7r) could be written as direct sums of vector bundles over J1^, irJi0(T*£?) = i;i0(ir*(T*M)) 0 C*7rli0, where these decompositions were essentially dual to each other. As we saw in Section 2.1, this decomposition determines two complementary vector bundle endomorphisms of each of the bundles 7[\ 0(te) and ttJ^Tje), and hence two complementary sections of the tensor product bundle 7rJ0(r^) » fl"i o(r#)- We shall use the symbols h and v to denote both the two pairs of endomorphisms and the pair of sections.
4.5. THE CONTACT STRUCTURE 137 Definition 4.5.1 The vector bundle endomorphisms (h,id£;) and (v,id-) of Kito(TE) are defined by v{th + n = r, where £h G ifrri.o and £v G *"i,0(V?r). ■ Definition 4.5.2 The vector bundle endomorphisms (h,id£?) and (v,id£?) ofir{0(rg) are defined by M^ + ff) = V1 where 77/l G *J>0(?r*(r*Af)) and rjv G C*7T1)0. ■ Definition 4.5.3 The vector-valued 1-forms h, v are the sections of the bundle 7tJ0(tJj) (8) TrJofr^) defined by where £ G ic^TE)^ and 77 G irf|0(T*£)ji*- ■ We shall regard ttJ oC7"^;) ® ^i o(r#) as a sub-bundle of rjl7r 0 ^io(r^)> and with this identification the sections h and v may be regarded as vector- valued forms along 7rlf0 in the sense of Section 3.3. In coordinates, they may be written as d h = dxl ® -—7 dxl v = (dua-<dx^)® . Since h and t; (in their various guises) incorporate the information carried by the contact forms on J1-^, they are together known as the contact structure on 7Ti, and they may in turn be used to characterise both those sections of it\ which are prolongations, and (in certain circumstances) those diffeomorphisms and vector fields on J1^ which are prolongations. One way of doing this is to consider the vector sub-bundle of tji^ containing those tangent vectors to J1 it which project to holonomic tangent vectors under (*l,0*i TJItt)-
138 CHAPTER 4. FIRST-ORDER JET BUNDLES Definition 4.5.4 The Cartan distribution is the kernel of the vector bundle morphism over idji^ and is denoted C7r10. ■ It is immediate from this definition and from Definition 4.5.1 that Ctt1)0 = (tti.o*. Tji7r)""1(jy7r1)0), and hence that, for each <j) € rp(7r), Ciri.ol^ - (jx<t>)*(TvM) © y^i^i|0. From the duality relations it also follows that Tjlv\c is the annihilator of Tji^\Ciri , where C*7Tifo is regarded here as a submanifold of T*Jx7r. The fibre dimension of the Cartan distribution at each point of Jxir is rn(l + n), and a typical element £ £ Ctt^o may be written in coordinates as t = Vl—- d il* " aua + <(;>) ij* The geometrical significance of the Cartan distribution may be expressed in the following terms. If two local sections </>i and fa touch at a given point <j)\{p) = ^(p) £ ^> then not only must their prolongations pass through the same point j*</>i = j^</>2 £ J1!?, but whenever £ £ TpM then the two images (j1^i)*(0 and (i1^2)*(0 must differ by a vector vertical over jEJ. If ip is an arbitrary local section of n± satisfying Tp(p) = ji^i, then V**(f) ~~ (i1^i)*(0 need not be vertical over i£, in which case ip will not be a prolongation. The Cartan distribution is just the distribution spanned by tangent vectors to the images of prolongations. It is now natural to ask whether, as a distribution, C7r1)0 is involutive. Unfortunately, as the following example shows, it is not. Example 4.5.5 Let X, 7 be the local vector fields defined on the domain of the coordinate system (U1,!*1) by x = d^ + <d^ Y = d for some indices /? and i. Then X and Y both belong to C7r1)0, but which does not belong to C7r1)0. I
4.5. THE CONTACT STRUCTURE 139 Example 4.5.6 An alternative characterisation of involutiveness arises when a distribution is specified in terms of an ideal of differential forms. The distribution is then involutive exactly when the ideal is differentially closed. Now since C*7T1)0 is the annihilator of C7T1)0 and the sections of Tjltir\c are the contact forms, the involutiveness of Ctt may be expressed by requiring that da £ Ac^i.o A A1^*71" whenever a £ Ac^i.o- However, if a - dua - u%dxk for some index a then da = -du% A dxk which is not of the required form. ■ The reason why C7rlj0 is not involutive is connected with the behaviour of the highest-order derivatives in a differential expression. (This is not terribly obvious here since only first derivatives are involved, but it will become clearer when we consider higher-order jets.) The problem goes away when we discuss infinite jets, and the infinite Cartan distribution is, indeed, involutive. In these circumstances, however, we can no longer apply Frobenius' Theorem. Returning to the present case, the non-involutiveness of the Cartan distribution implies that there are nom(l + n)-dimensional integral manifolds. Nevertheless, there are certainly "integral manifolds" of smaller dimension, and the following proposition describes the most important of these. Proposition 4.5.7 For each a £ E, the fibre ?rf o(a) z5 an inn-dimensional integral manifold of Ctti^. For each <\> £ Tw{n), the image jl(t>(W) is an m-dimensional integral manifold of Ci{\p; furthermore, ifip£ r^(7r1) and tp(W) is an integral manifold of C7r1)(), then ip = jx(j) for some <j) £ Ty\r{^)- Proof By Lemma 3.1.2, ^(^(^(p)) £ Vji^i.o C CVi.ol^, which establishes the first assertion. The second is just a reformulation of the result in Theorem 4.3.15, that those local sections of 7rx which pull all the contact forms back to zero are just the prolongations of local sections of 7r. ■ We shall see shortly that, when the fibre dimension n of the original bundle 7r is greater than one, then the integral manifolds of C7T1)0 of maximal dimension are just the fibres of 7r10. When n — 1 this is clearly no longer true, and we shall see a curious consequence of this fact when we consider symmetries of the Cartan distribution: that is, diffeomorphisms f of JX7T which satisfy f*(C7r1)0) C Ctti.o- If / projects onto a diffeomorphism of M, then it is a symmetry precisely when it is a prolongation. (In particular, therefore, any symmetry of a first-order differential equation on the bundle
140 CHAPTER 4. FIRST-ORDER JET BUNDLES 7r defines a symmetry of the Cart an distribution by prolongation to Jx7r.) The reason for this, of course, is that in these circumstances it maps prolongations of sections to prolongations of sections. If, however, / does not project onto M, then its action on sections need not be defined; nevertheless, it may still be a symmetry of the Cartan distribution. The curiosity is that when n — 1 there may be symmetries which do not even project onto E, although when n > 1 this is not possible. Definition 4.5.8 A symmetry of the Cartan distribution on JX/k is a dif- feomorphism / of Jx7r which satisfies f*(Cir ito) = CVi.o ■ It follows by duality that symmetries of the Cartan distribution are those diffeomorphisms which satisfy f*(C*7r1)0) = C^i.o, and for this reason / is sometimes called a contact transformation. Similarly, / may be characterised by the fact that whenever o is a contact form then so is f*(cr). Theorem 4.5.9 Let (i£,7r,M) and (F,p,N) be bundles, and suppose that (f, f) : 71"! —> pi is a bundle morphism, where f is a diffeomorphism. Then f*(C7Ti)0) C Cpiyo if, and only if, f is the prolongation of a bundle morphism (/o,7):7r —► p- Proof Suppose first that / = j'Vbi where (fo,f) : n —► p is a bundle morphism. We shall use the decomposition Ctti^]^. = (jl<j))*(TvM) © V^tt^o. If £ e {jx<t>)*{TvM), we have UO = W7o).(0 e jHfo(4>)).(T7MN), whereas if £ £ Vji^7Ti>0 then piMUO) = piMiftoUt)) = /o*(^i,o*(0) - 0, so that /*(£) £ Vpip. It follows that f*(C7r10) C C/?1)0- Conversely, suppose that (f, f) is a bundle morphism with f*(C7r10) C Cpi.o- We shall first establish that f defines a bundle morphism from 71^0 to /?1)0, and to do this we shall show that /*(V7Tifo) C Vpi.o and apply Proposition 3.1.3. So let £ G Vji^ifi and write /*(£) = 771 + 772 € CVi.o,
4.5. THE CONTACT STRUCTURE 141 where 771 G (f1V;)*(Tj^N) for some ip G Tioci*), and where 772 G Vpiy0. Then Then PuiMt)) = /.OMO) - /*(**(*i,o*(0)) - 0, so that, since pu(r]2) - P*{P\flJjl2)) = 0, Pu{m) = Pi*(»7i + %) - M/*(0) = 0. But 771 = (f1V;)*(Pi*(r7i)) so that ^1 = 0 and hence /*(£) G ^Pi.o- Consequently / defines a bundle morphism (/, /o) ' ^1,0 —► Pi,o- We shall now show that the maps / and fxfo are identical. So let f(jp<j>) — jqip G Jxp. From p\ o f = f o 7rx it follows that g = f{p)i an(^ from /?i)0 o / = f0 o 7r1)0 it follows that i/>(f(p)) = fo{<t>{p)) = /o(<£)(f(p))- Consequently, both V7* and fo{<t>)* are maps from Tj,.N to T- ,j, ..TV. So let £ G ^7(p)^; then V>*(0 - Pi,o.((jV).(0) - Pi,o*(f*((iV)*(7;\0))) - ^(^(TT'tO)) = 7o(*).(0, so that V7* = fo(<£)* on T-, vTV. We may now use Lemma 4.1.3 to conclude that f{#</>) = j^ = j}(p)(/o(^)) = j7o(j^). ■ Corollary 4.5.10 If (f, f) is a bundle automorphism of 7T1; then f is a symmetry ofC7r10 if and only if f = j^fo for some bundle automorphism (foj) of*. Proof If f is a symmetry of Cirito then / = fxfo for some bundle morphism; equally f_1 = fxfo for some other bundle morphism (/0,/ )• But then fX(/o ° /o)_= f'1 ° f ~ idji*, and so f^ o f = id^; similarly f0 o f^ = idE, so that (fo,f) is indeed a bundle automorphism. Conversely, if f — jlfo then f_1 = j^fj"1) f°r a similar reason, so that / becomes a symmetry of C7r10.
142 CHAPTER 4. FIRST-ORDER JET BUNDLES The requirement in the theorem that f defines a bundle morphism tti —► p\ is essential, as the following example shows. Example 4.5.11 Let it be the trivial bundle (Rm x R,pri,Rm) with standard coordinates (xl,u), and let Jx7r have induced coordinates (xl,u, U{). The map / : Jx7r —► Jx7r defined by xl o / = Ui uo f — xlUi - u Ui o f = xl is a diffeomorphism, and a calculation using these coordinates demonstrates that /*(C7Tifo) = C7rlfo. However, / projects onto neither E nor M. ■ In that example, the fibre dimension of 7r was one. When n > 1 then every symmetry must project onto J57, although it need not project further onto M. Theorem 4.5.12 If n > 1 and f is a symmetry ofC7r1)0, then f defines a bundle automorphism (f, fo) c/fl"i,0' Proof Let j*</> £ Jx7r, and let R be an integral manifold of Cx^o through fx<£, so that Tji^R C C^i.oLi^- Suppose that dim7r1)0*(T7i^i2) > 1; then there is a non-zero vector £ £ ^j1^ where £ £ (fx<£)*(TpM). Now since .ft is a submanifold of Jx7r, the bracket of two vector fields on R will again be a vector field on R. So let (fi,. . •, fr> tyi> • • • > ty«) be a basis for Tji^R, where £M £ (fx<£)*(TpM) and 77^ £ Wi,o; suppose that, in coordinates, 6* ~ V fl-t »7i/i auf jl* +*w*? jj* Extend £M, nu to vector fields XM, Yu on #; then the bracket [XM, Yj,]^ must also be an element of Tji^R. But this bracket will contain a term -VvTtS du<* which must equal zero to ensure that [X^Y^ji^ £ CV^ol i^- Therefore, for each a with 1 < a < n, it follows that n^^1 = 0. Since the vectors £M
4.5. THE CONTACT STRUCTURE 143 are linearly independent, each such vector thereby determines n constraints on the components of each vector nv. Since the vectors nv are themselves linearly independent, there can therefore be no more than nm — nr of them. The dimension of Tji^R, and therefore of R, is r + nm — nr which is less than nm since we have supposed r > 1 and n > 1. Since the fibres of x^o are integral manifolds of C7r10, and the dimension of each fibre is mn, it follows that these fibres are integral manifolds of maximal dimension, and that all integral manifolds of this dimension are fibres of 7r1)0. Since f is a symmetry of C7r10, it maps integral manifolds to integral manifolds, and so maps fibres of 7r10 to fibres of 7r10- It therefore defines a bundle morphism from 7r1)0 to itself, and a similar argument applied to f_1 shows that this must be an automorphism. ■ The reason why this proof does not work when n — 1 is that the fibres of 7r1)0 then have the same dimension as the integral manifolds of the form ^(^(W), namely m. Definition 4.5.13 An infinitesimal symmetry of the Cartan distribution is a vector field X on JX7T with the property that, whenever the vector field Y belongs to C7T1)0, then so does the vector field [X,y]. ■ An infinitesimal symmetry is sometimes called an infinitesimal contact transformation. By duality, X is such an infinitesimal symmetry precisely when dxcr is a contact form for every contact form o. Proposition 4.5.14 Let X be a complete vector field on J1 it with flow Tpt- Then X is an infinitesimal symmetry of the Cartan distribution if and only if for each t the diffeomorphism ipt is a symmetry of the Cartan distribution. Proof This follows from the characterisation of symmetries and infinitesimal symmetries in terms of contact forms, and the definition of the Lie derivative in terms of pull-backs: dxak* = 7f\. . r^%, so that, for every ift G Twin), (j^Yidxo^p) = t=0 (iVrwwxp), and hence if each ipt is a symmetry then X is an infinitesimal symmetry. Conversely, if X is an infinitesimal symmetry then, by integrating along the flow in the manner described in similar proofs in other chapters, each ipt may be seen to be a symmetry. ■
144 CHAPTER 4. FIRST-ORDER JET BUNDLES A similar result is true if the vector field E is not complete, as this is essentially a local proposition; the nomenclature is rather more complicated and the (finite) symmetries are only defined on submanifolds of JX7T. We shall now obtain a coordinate representation for an infinitesimal symmetry of the Cartan distribution. It follows from Theorem 4.5.12 and Proposition 4.5.14, together with the characterisation in Proposition 3.2.15 of the flow of a project able vector field as a family of bundle isomorphisms, that when n > 1 then every infinitesimal symmetry is projectable onto E; this will in fact become apparent from a closer inspection of the coordinate description. So let X £ X{ Jx7r) and suppose that if a is a contact form then so is dxcr. By writing X in coordinates as d d d X = X1— + Xa-— + Xa-— dxl dua l duf and by considering the contact forms du@ — vr-dx^ for 1 < (5 < n, we obtain constraint equations dXP _ pdXJ duf ~ Uj duf and a(dXP f,8XJ\ v0 dXP pdXi 1 \ dua J dua J l dxl J dxl which the components of X must satisfy. When n > 1, the first set of constraint equations implies that X must be projectable onto E, as the following argument demonstrates. Differentiate these equations with respect to uj,, giving d2XP p d2Xi c0dX\ dul duf ~ Uj dul duf + 7 duf ' by re-labelling we also have d2XP _ p d2XJ 08Xl duf dul ~ Uj du? dul + "^1 so that i duf a dul Choose particular indices a, i and k, and let /3 = 7 7^ a (which is possible because n > 1). The result is
4.6. JET FIELDS 145 which immediately gives dXP _ du? so that the functions Xk and X@ are all pulled back from E. In these circumstances, the second set of constraint equations may be written as 1 dxi j dxl ' so that X is the prolongation of a vector field on E. If n — 1 and X happens to be projectable onto E then a similar result holds. This discussion therefore establishes the following theorem. Theorem 4.5.15 If X £ X^J1*) is projectable onto E, then X is an infinitesimal symmetry of the Cartan distribution if, and only if, X is the prolongation of a vector field on E. If n > 1 then every infinitesimal symmetry of the Cartan distribution is necessarily projectable onto E. ■ EXERCISES 4.5.1 Verify the coordinate expression given for the vector-valued forms h and v, and for a typical element of the Cartan distribution C7r1)0. 4.5.2 If ip £ rV(7Ti), write down the coordinate representation of a general element of T^p^ip(W). Use this to confirm that if tp(W) is an integral manifold of C7r1)0 then ip — j1^ for some <\> £ Yw{^)- 4.5.3 Construct an example of a diffeomorphism / of J1/k such that (/, f0) is a bundle automorphism of 7r1)0 and (/,/) is a bundle automorphism of 71"!, but that / is not a symmetry of the Cartan distribution. 4.6 Jet Fields One of the most important features of the affine bundle (J1/k17Tii0i E) is that a section of this bundle has many of the features of a vector field on a manifold, with the vital difference that the "flow"—if it exists—is parametrised, not by a one-dimensional time manifold, but by the m-dimensional base manifold M. As some of the examples earlier in this chapter have shown, if 7r is the trivial bundle (R x M,pri,R) then 7r10 is none other than (R X TM,idji x TAfjR X M), so it may not be entirely surprising to find that, in general, 7r1)0 is like a kind of multi-dimensional tangent bundle, and that a jet (like a tangent vector) may act as a derivation. We shall also see
146 CHAPTER 4. FIRST-ORDER JET BUNDLES that each section V of 7Ti)0 corresponds to a unique connection f on 7r, and that the correspondence involves the contact structure on 7Ti. We shall call a section of 7T1)0 a jet field. Definition 4.6.1 Given a 1-jet jp(f> £ J1/k, the action of the jet on functions is the map C°°(E) —► T*(p)£ defined by Jl<t>[f} = **(d(<t>*(f))v)- This action is well-defined for different representatives of j*</>, because it depends only on the first derivatives of <j>. The main difference from the action of a tangent vector on a function is that the resulting entity is a cotangent vector lifted from the base manifold, rather than a number. It is straightforward to check that, in coordinates, one has ^=(SL+<^)^|J^( ^ df dx\ il* <HpY >pi Definition 4.6.2 A jet field T : E —► JJ7r is a section of the bundle itifi- The action of T on functions is the map C°°(E) —► /\Jtt defined by (Tf)Hp) = T(<fi(p))[f}. If the coordinate representation of V is given by Tf — uf o T, then the action of T on functions may be written in coordinates as r'=(£+rf£)*i- This action, when extended to differential forms by the rule T(d0) = -d(T0), is a derivation of type d*, and suggests the following result. Proposition 4.6.3 There is a bijective correspondence between the jet fields T : E —► J1 it and the connections R E Ao71" ® X(E). Proof To obtain an explicit proof, suppose the jet field V is given. Let a G Ej and put p = ?r(a); let (f> be a local section of 7r whose domain contains p and which satisfies a = <j)(p) and j^<f> — T(</>(p)). Define an endomorphism of tangent vectors in TaE by 0* ott* (so that the transpose of this map is the endomorphism of cotangent vectors in T*E given by it* o</>*). This endomorphism depends only on the value and first derivatives of </) at
4.6. JET FIELDS 147 p, and is therefore independent of the particular choice of <p satisfying the conditions given; in coordinates it may be expressed as ? dx* d i „a e(- + uf(T(a)) -?- 1 v v ;; duQ Taking this endomorphism at each point a £ E yields a vector-valued 1-form T which is seen to be smooth and to satisfy the conditions of the proposition from its coordinate representation <fa'®l^ + r. 1 du"J Two distinct jet fields will have different coordinate representations at some point in E so that the corresponding vector-valued forms will differ; the correspondence is therefore injective. Furthermore, any vector-valued 1- form R satisfying the conditions of the proposition must have a coordinate representation of the form R = d*i9{wi + R?^)' so locally there is a jet field with coordinates Rf which gives rise to R] on overlapping coordinate patches these local jet fields must agree since the correspondence is injective, so that this construction defines a global jet field: the correspondence is therefore also surjective. ■ We shall call T the connection corresponding to the jet field T. It is clear from this result that, for a function /, Tf — d~f. Since the afiine bundle 7r1)0 only takes the additional structure of a vector bundle in special circumstances, the sum of two jet fields is normally undefined. Another way of looking at this construction involves the contact structure on 71"!. This may be considered as the skeleton upon which all connections on 7r are built; a jet field then provides the flesh which distinguishes one connection from another. The connection T is related to the jet field T by the formula UO = Pri(h((,T(a))) which describes the action of T on a tangent vector £ G TaE, where (h, id#) is the horizontal vector bundle endomorphism of xj 0(te)- Similarly, given a vector field JonM, its holonomic lift is a vector field X° along 7r10; using the jet field T we obtain a vector field X° o T on the manifold E, and this is just the horizontal lift of X corresponding to the connection T. We may
148 CHAPTER 4. FIRST-ORDER JET BUNDLES also use a jet field to act on the horizontal and vertical representatives of a vector field Y on E to give horizontal and vertical vector fields Yh o T, Yv oT defined on E rather than along 7Ti)0; in fact Yh o T = Y J T, which is the formula we used in Section 3.5 to describe the horizontal component of Y relative to the connection T. Example 4.6.4 If 7r is the trivial bundle (M X R,pri, M) with coordinates (a^u), where u is the identity coordinate on R, then the jet field T : M x R —► J1 it = T*M X R may be represented as f=^(^+r^)- If du is used to represent the pull-back pr^du) of the volume form on R to M X R, then T may be represented as the horizontal 1-form TJduzz Tidx1 Conversely, given a 1-form a £ Ao71"' ° determines a jet field Ya by Ta(p, t) = (crp,<); in coordinates, if a = Oidx% then (IV); =PioTc = <7t- (see Example 3.5.6). I Example 4.6.5 Now let n be the trivial bundle (R x F, pr i,R) with coordinates (*, qa). As in Example 4.1.23, a jet field T : RxF —► J1* £ RxTF determines a "time-dependent vector field" Xp £ A;(Rx F); it also determines a connection T. If Ta — qa o T then the coordinate representation of Xp is and that of T is /a a \ r=rf^U+rv)' so that f = dt ® Xp (see Example 3.5.7). I Example 4.6.6 Retaining 7r as the bundle (R X F,pri,R), a jet field on the first jet bundle tti is a section of (ttx)! mapping J1^ = R x TF —► J1^ r R x TTF. If r is such a jet field with the additional property that i~0 — 0 for every 0 £ Ac^i.o then in coordinates f = *®(£ + «Vr + r-- dqa dqa
4.6. JET FIELDS 149 The map T is then an example of a second-order jet field, the general definition of which will be given in Chapter 5. As the base manifold of tti is one-dimensional, there is a representation of T as a vector field on J1^, 1+ *«-*. 4. r«---. at 9 dq« dq«' such a vector field is called a time-dependent second-order vector field and is used in the study of time-dependent mechanics on R X TF. ■ Example 4.6.7 If n happens to be a vector bundle (so that 7rx is also a vector bundle) then we may impose the additional requirement that (T, idAf) be a vector bundle morphism from it to 7Ti. This implies that the coordinate functions Tf will be linear in the fibre coordinates, so that Tf — u^7r*(r^) where Tfp are functions defined locally on M; in fact Tfp = Tf o ep, where ep are the local sections of 7r dual to the fibre coordinates vP. Such a map E —► Jx7r may be called an affine jet field. We may then construct the map K : TE —► E by taking the composition TE —► Vir —> E, where the first map is J — T and the second is the map described in Exercise 2.2.1 (rather than r-|F7r). In coordinates, if rj £ TaE is given by i d d I ~OJ +7? d^ then K(n) is the element of the fibre through a given by K(V) = (Va ~ rt^(7r(a)K(a)r?i)ea(7r(a)). If </> is a section of 7r, then the covariant differential of <j> determined by the affine jet field T is the section V<j) of the tensor product bundle rjj^ ® it defined by (v^yo = K{MZ)) for £ E TpM. In coordinates, if £ is given by £%d/dx% then (V<£)p(f) is the element of the fibre Ep given by WMO=l£ rs,(p)**(p) f«„(p) In the particular case when 7r is actually the tangent bundle (TAf,rjif,M) with coordinates ga on M and (ga,ga) on TM, then for a vector field X E
150 CHAPTER 4. FIRST-ORDER JET BUNDLES T(tm) = X{M) the covariant differential VX is the vector-valued 1-form written in coordinates as vx-{w-tv")«'*& the functions T"* are (apart from sign) the Christoffel symbols of the connection r. ■ If it happens to be the case that it is a trivial bundle (M x F,pri,M) with trivial first jet bundle (M x Jpir,pri, M) for some p £ M, then it makes sense to ask whether a jet field T : M X F —► M X J* 7r is a bundle morphism from (M X F,pr2, F) to (M x «/^7r,pr2, «/p7r). If it is, then one m&y call T a base-independent jet field, and obtain an induced map T : F —► J^ir. The coordinate representation functions Tf will then be independent of xl in any coordinate system (xl,ua) which respects the trivialisation M X F. Example 4.6.8 If it is the trivial bundle (R x F,prx,R), then a base- independent jet field T gives rise to a vector field on R x F written in coordinates as —u ra — dt ^ dq« ' where the functions T°^ are independent of t. This vector field is then pro- jectable onto F in the usual sense of a projectable vector field to give which of course is just the coordinate representation of the ordinary (time- independent) vector field T : F —► J^ir £ TF. I To continue our analogy between jet fields and vector fields, we shall define integral sections of a jet field. Definition 4.6.9 An integral section of the jet field V is a local section <\> of 7r satisfying jl<j) = T o <j), I This definition clearly mimics the corresponding definition for an integral curve of a vector field. There is, however, an important difference: there is no guarantee that integral sections of a given jet field will exist, even locally. To see this, observe that each jet field T defines a first-order differential equation im (T) C J17r, and that an integral section of T is a solution of this equation. (However, it should be clear that not every first-order differential equation is the image of a jet field.) In coordinates,
4.6. JET FIELDS 151 and this set of partial differential equations must satisfy an integrability condition if solutions (j)a are to exist. In fact, the following result is essentially a translation of Frobenius' theorem into the language of jet fields. * Proposition 4.6.10 The jet field V has integral sections if, and only if, the curvature of T vanishes; such a jet field is termed integrable. Proof From Definition 3.5.13, i*F(x,y) = [xjf,yjf]j(/-f). Consider this expression locally, and let X, Y be coordinate vector fields. Then R-(d/dua,d/du^) and R~{d/dx\ d/dvP) vanish identically; the only non-trivial expression comes from r\dxi,dxiJ \\dxi idvfi) \dxi ^ iduPJjdu"' But the vanishing of this expression is precisely the condition for the equations dx* l * to be integrable in the sense of Frobenius. ■ Finally in this section, we shall consider symmetries of jet fields. In the case of a vector field, a symmetry may be regarded as a diffeomorphism of the manifold which permutes the integral curves without changing their parametrization. It therefore seems natural to consider those bundle isomorphisms (/, idAf) °f * which permute the integral sections of V. (Such a bundle isomorphism is obviously a symmetry of the differential equation im(r) C Jltx as described in Section 4.1; we could, more generally, consider bundle isomorphisms which need not project onto the identity on M.) If (f, idAf) Is sucn a bundle isomorphism, we wish to assert that f is a symmetry of T if, whenever </) is an integral section, so is f(<f>) — f o </>. Using the characterisation of r^(p) which was given in Proposition 4.6.3 as an endomorphism of T^(p\F, T<Hp) = &* ° *"* we obtain f/(*(P)) = (/*o^)°(7r*°/*~1)
152 CHAPTER 4. FIRST-ORDER JET BUNDLES or, more generally, r/(fl) = f* o ra o f; -i for a £ E. This leads to the following definition, which makes sense whether or not T is integrable. Definition 4.6.11 A symmetry of the jet field T is a bundle isomorphism (fj idAf) °f * which satisfies f* o T — T o f*, where T is regarded as acting on tangent vectors. I Proposition 4.6.12 If V is integrable then (f, idAf) *5 a symmetry ofT if, and only if, f permutes the integral sections of T. ■ Corresponding to this idea is the infinitesimal version. We shall consider an infinitesimal symmetry of a jet field to be a vector field whose flow consists of symmetries; as one would expect, this condition may be expressed by the vanishing of the Lie derivative. We shall give an explicit proof of this result in a slightly more general context. Proposition 4.6.13 If X is a vector field on E with flow ipt, and R is a vector-valued 1-form on E, then dxR — 0 if, and only if, ipt* o R — R o ipu for each t (where R is regarded as acting on tangent vectors). Proof For simplicity we shall assume that X is complete, although this assumption is not necessary for the result to hold. Suppose first that each ipt satisfies ipt* o R = R o ipu. Then for every vector field Y and every point a £ E, (YJdxR)a = (Cx(YjR))a-(CxYjR)a d^ di d di ^((^J%,(a)) -R*(i\ V>t*(^_t(a)) 0 \ »Ht=0 (V>t*(i^_t(a)(^-t(a))) " #a(V>t*(}Vt(a)))) using continuity of the endomorphism Ra of TaE. Consequently the right- hand side of this expression vanishes, and so dxR = 0. The converse involves a proof which effectively integrates along the flow ipt. So suppose that dxR — 0. Then for every vector field Y and every point a£ E, (CX(Y J R))a = Ra{£xY)a which we may write as d_ di t-o ^u{R^_t(a){y^.t(a))) = "77 dt t-0 *a(lMV.(a)))-
4.6. JET FIELDS 153 Fix a and choose an arbitrary real number h, writing a_^ = tp-h.(a); then this equation is still true with a replaced by a_^. For each tangent vector rj £ Ta_hE there is certainly a smooth vector field Y satisfying, for sufficiently small t, Y1p_tra_h^ = ip-U(rj)] with this choice of Y we obtain "dt t=o V>t*(^-t(a-*)(V>-t*(*7))) = dt = 0 R«-h(v) since Ra_h(r]) is independent of t. Also, 77 £ Ta_hE is arbitrary, so _d dt V>** ° R^-t(a-h) ° V>-** = 0 as an endomorphism of Ta_hE. Now operate on this equation on the left by ipk* and on the right by ip-h*> The result is an equation relating endomorphisms of TaEt and writing r for t + h we obtain d I V>r* ° RiP-T(a) ° Ip-r* = 0. dr T = /l But /i, too, is arbitrary and so ipT* o R^_T(a^ o V>-t* is independent of r and therefore equals its value when r is zero: V>r* O Rijj_T(a) ° ^-t i*„ so that Vv*# = RipT*> Definition 4.6.14 An infinitesimal symmetry of the jet field T is a vertical vector field X satisfying dxf = 0. ■ Proposition 4.6.15 IfT is integrable then X is an infinitesimal symmetry of T if, and only if, for each t the diffeomorphism ipt permutes the integral sections of V. ■ EXERCISES 4.6.1 If T is a jet field and X £ X(E) satisfies dxY = 0, show that X is necessarily projectable. (The vector field is then an "infinitesimal symmetry" which need not retain the parametrisation of any integral sections of r.)
154 CHAPTER 4. FIRST-ORDER JET BUNDLES 4.6.2 If X is an infinitesimal symmetry of T, show that dxi dua l dua where X = Xad/dua and Tf = uf o T. 4.6.3 Let r be an afnne jet field on the vector bundle (T^M.r^, M). Let #* be coordinates on M, and let (^.pt) be the corresponding coordinates on T*M\ let the coordinate representation of V be Tij = (pi)j o T, and let rf- = I\j o dg*\ If V is the covariant differential defined by T, show that Vdqk = -T^dq* ® dtf. 4.7 Vertical Lifts There is one further property of the bundle («/17r,7r1)0, E) which is important in the study of the calculus of variations, and which may be viewed as a generalisation of the "almost tangent structure" on a tangent manifold TM introduced in Exercise 3.4.2. This latter object is a vector-valued 1-form S on TM having the properties that rank 5 = dim M, that 5 J 5 = 0 and that the Nijenhuis tensor Ns — 0. In coordinates, 5 takes the form 5 = dx{® -—. ax1 The pointwise action of S on tangent vectors may be defined by the rule 5.(0 - (tm.(0)v where £ £ TaTM. The symbol v denotes the vertical lift of a tangent vector mentioned in Exercise 2.2.2, and arises as a consequence of the vector bundle isomorphism between (%, tm\vtm >TM) and (rjJf(TM),rjJf(rAf),TM) (where rjj^ here denotes the pull-back of an object by the tangent bundle projection tm, and not the cotangent bundle projection). The generalisation of this construction to the bundle 7r1)0 takes advantage of the vector bundle isomorphism between the vertical bundle to an affine bundle, and the pull-back of the vector bundle on which the affine bundle is modelled. As explained in Theorem 4.1.11, the bundle 7rlf0 is an affine bundle modelled on the vector bundle (**(T*M) ® W,(r^|,.(T.w)) ® (rE\v„),E) , so for each point j^<j> £ Jx7r there is a vertical lift operation from a pair of elements (77, () where 77 £ T*M, ( £ "^(p)71". to &iVe a tangent vector in Vji^tti^.
4.7. VERTICAL LIFTS 155 Each 1-form w on the base manifold M therefore yields a vector-valued 1- form 5W on J1 it by a somewhat more complicated version of composing the projection 7r1)0 with the vertical lift. There is, however, a rather different way of carrying out the vertical lift operation on 7r1)0 which generalises more easily to higher-order jet bundles. We shall therefore adopt this alternative approach, and subsequently demonstrate the equivalence of the two operations using coordinates. Theorem 4.7.1 Suppose given a point jl<j) E J1^, a cotangent vector n £ T*M and a tangent vector ( £ ^(p)71"- Let W be a neighbourhood of p G M and let 7 : W x R —> E satisfy [t 1—> 7(p, t)} = (, j*(q 1—> 7(9, 0)) = jfa Let f £ C°°(M) satisfy f(p) — 0, dfp = 77. Then the new tangent vector j^' 7(9, tf(q)))], denoted by the symbol n ®ji^(, is an element ofVp^iri^ which is independent of the choices of 7 ana f. Proof We note first that the existence of maps 7 satisfying the required conditions may be seen easily in coordinates. The new tangent vector 77 ®ji<f,( is an element of Tji^J1^ because j*(q 1 7r1)0 because 7(0,0)) = jp(j). It is vertical over *i,o*[* '—► jp(« ' = [t. = 0 *i,o(.7p(g ■— lf{P,tf{p))] 7(*. */(*))))] since f(p) = 0. Finally, if in coordinates \p dua then ttr) *%*< ~dt d dxi *l dx* t=o cV q=p 7°(«, «/(«))-- 1 dt d-ya =0 duf ViC duf il<t>
156 CHAPTER 4. FIRST-ORDER JET BUNDLES demonstrating that the new tangent vector depends on ( and 77 rather than 7 and f. ■ Corollary 4.7.2 The tangent vector 77 ©yi^, C *5 the image of {^*(rj) ® (iJl<t>) under the canonical vector bundle isomorphism 7r*)0(7r*(T*M) ® Vic) —-> Vir1|0. Proof The vector bundle isomorphism is given explicitly by where A £ (7r*(T*M) ® ^7r)<^(p) and {tX)[Jl<f>] denotes the affine action of tX on jp</> described in Theorem 4.1.11. In coordinates, if A = 7r*(r,) ® ( = mC (dx* ® /-) then so that [< —> (**)[#*]] - TfcC au? To obtain the vector-valued 1-form from this vertical lift operation, we shall define a point wise action upon tangent vectors to Jx7r. Since, however, the vertical lift is only defined for vectors vertical over M, we must project each tangent vector to E, and then take its "vertical representative over M" using the decomposition of 7rJ0(TE)ji^ described in Theorem 4.3.2. To do this, we shall use the representation of the contact structure on 7Ti as a vector bundle endomorphism (v, ids) of n o te- Definition 4.7.3 If w £ /^M, then the vector-valued 1-form 5W £ Ac^i.o® ^v(^i,o) ls defined by (*«)i}*(0 - "p ®ii^i(^i,o.(0.i^)) where £ £ Tji^J1*. I In this definition, v(7r1)0*(£),jp<£) £ ^1 oC^"71") ~ ^ x# ^1?r) so that projection on the first factor gives an element of Wr as required. In coordinates, Su = Wi{dua-u<fdx3)®—.
4.7. VERTICAL LIFTS 157 Example 4.7.4 If n is the trivial bundle (R x F,pri, R), then it is natural to use the volume form dt on the base manifold R; the vector-valued 1-form Sdt then has the coordinate representation Sdt = (dqa - qadt) ® ^. This is the operator used in the classical Hamilton-Cart an formalism for problems in the calculus of variations (in one independent variable) which involve time explicitly. ■ In general, the vector-valued 1-form S^ retains some (but not all) of the properties of the almost tangent structure on a tangent manifold. The rank of Su is constant (and equal to the fibre dimension n of the bundle it) at all points of Jx7r where tt^o;) does not vanish; at the remaining points its rank is obviously zero. Equally obviously, if u>i,u>2 € A^ then 5Wl J SUJ2 — 0. However the Nijenhuis tensor of Su does not vanish (unless w is identically zero), and a quick calculation shows that, for example, A disadvantage of this construction (at least when the base manifold has dimension greater than one) is its dependence upon a 1-form u) £ A1^- Since the dependence is linear, it is possible to find a single object 5 which is a section of the bundle T*Jx7r ® TJx7r 0 7rJ(TM) over Jx7r, and may be called a "type (2,1) tensor field along 7Ti". The tensor 5 is defined by the rule C(S®u) - 5W, where C denotes contraction of the second contravariant index of 5 with the 1-form u). In coordinates, S = (dua - u?dxj) 0 —- 0 —-. v J } duf dx* However, when M is orientable with a given volume form 17, then a more convenient version of this entity may be obtained by contracting 5 with 17 to give a vector-valued ra-form 5n on Jx7r. In fact we can avoid the use of the tensor 5 altogether by defining, for each a £ /^J1^, the vector-valued 1-form Sa along 7Ti according to the rule (5a) J w = 5WJ(7,
158 CHAPTER 4. FIRST-ORDER JET BUNDLES and then setting Sq J a = i5a0 where isa is the derivation of type i* corresponding to Scr. In coordinates, Sq - (dua - u?dxj) A (~ jfi)® ---. This vector-valued m-form, together with a generalisation of the contact structure introduced in Section 4.5, contains all the information necessary for a study of the first-order calculus of variations. Example 4.7.5 For the trivial bundle (R x F,pri,R), where the volume form on the base manifold is ft = dt, the vector-valued m-form Sq is identical to the vector-valued 1-form 5^. This identity is one of the reasons for the relative simplicity of the calculus of variations in a single independent variable. It also provides, as we shall see later, a reason why the natural generalisation to the "higher-order" calculus of variations which may be used for a single independent variable is inappropriate for multiple independent variables. I EXERCISES 4.7.1 Show that the image distribution of S^ is involutive, and that its integral manifolds are affine subspaces of the fibres of 7Ti)0. Is the kernel distribution of 5W ever involutive? 4.7.2 Let 7r be the bundle (R x F,prx,R), so that tti is the bundle (R x TF,prx,R). Show that a section of (Trx)^ may be represented as a vector field on J1 it = R x TF, and that if such a vector field X has the additional property that X J Sdt — 0 then X has the coordinate representation dt * dqa dqa and so is a time-dependent second-order vector field as described in Example 4.6.6. 4.7.3 Let 7T again be the bundle (R x F,prx,R), and let L £ C°°(J17r) be a Lagrangian; define wl £ /\2JX^ by wL = d(SJdt + Ldt).
4.7. VERTICAL LIFTS 159 If wl has constant rank 2n (where n — dimF), show that there is a unique time-dependent second-order vector field Xl satisfying XLJa;L - 0. (The vector field Xl is called the Euler-Lagrange field of the Lagrangian L.) Show that the coefficient functions Xg of Xl satisfy a$«8#> L ag^ \dt'rq dq^J dqf3' where the expression in brackets is regarded as an operator on C°°( J1 it). REMARKS Although we have defined jets of local sections of a bundle, it is clearly possible to define jets of functions / : M —► F, where M and F are manifolds; the jet of / then just corresponds to the jet of the section gry of the trivial bundle (M X F,pri,F). This restriction does not simplify the theory because, according to Exercise 4.1.8, the global triviality of it does not imply the global triviality of 7^. If, instead, we consider functions / : Rm —► F, then this does introduce a simplification, because J1/k is then diffeomorphic to Rm X JqTT by Lemma 4.1.20. This is the approach adopted in, for example, [4]. It is also possible to generalise the idea of a jet to include jets of "multivalued sections" or "sections with infinite derivatives" by considering arbitrary local embeddings of M in E. These "extended jets" can be useful in the study of differential equations: for instance, in the context of Example 4.4.12, the map <f> : R —► R x R given by <f)(p) — (cosp, sinp) is a "solution" of the equation which cannot be represented by a local section of the bundle 7r. A discussion of extended jets may be found in [14]; this reference also contains a great deal of information about symmetries of differential equations.
Chapter 5 Second-order Jet Bundles This chapter is something of a half-way house, where we start the process of generalising the idea of a jet to take account of derivatives higher than the first. There are several advantages to be gained by restricting our attention at this stage to second-order jets. We may continue with the coordinate notation used in the previous chapter, and so see quite clearly the difference between "holonomic" and "non-holonomic" jets; the integrability condition for a jet field may be expressed in terms of second-order jets; the Euler- Lagrange equations for a variational problem may be expressed in the form of a "second-order jet field". It should be clear, however, that many of the constructions involving second-order jets may be generalised further to jets of arbitrary order. 5.1 Second-order Jets If (E, 7r, M) is a bundle, we may define the second jet manifold J2tt using a similar method to the one we employed when defining J1 it. The elements of J2ir will be 2-jets j2<j) of local sections <j) £ rp(7r), where a 2-jet is an equivalence class containing those local sections with the same value and first two derivatives at p. As with 1-jets, we shall specify the equivalence relation using coordinates, and so we must ensure that the particular choice of coordinate system will not matter. Lemma 5.1.1 Let (£,7r,M) be a bundle and let p £ M. Suppose that <£, ip £ rp(7r) satisfy </)(p) — ip(p). Let (x\ua) and (y-7, v@) be two adapted coordinate systems around </)(p), and suppose also that d(uaO(f))\ __ d(ua0V>)| ai* L ~ a? L 160
5.1. SECOND-ORDER JETS 161 and d2(ua o0) dxi dxi d2(uaoil>)\ dxi dxi for 1 < i,f < m and 1 < a < n. Then d(yP o </>) dyk and d2(yP o <j>) dyk dyl for 1 < kj < m and 1 < /? < n. _ d(yP o V;) " dyk _ ay0^) dyk dyl Proof The first assertion is just Lemma 4.1.1. To prove the second, note that djyf3 o <f>) dyk difi \ d(u«o<l>)\ dx{ ~du« ° w cV J ay* . ^(,,«.0,,^) where the functions Fjf do not depend on the local section </). A second application of the Chain Rule then gives d2(v0 ° <t>) _ tf dyk dyl *£o a\ti«o0, d(ua o </)) d2(ua o </)) dxi dxl dxi where again the functions Fj^ do not depend on <\>. The result then follows by evaluating this new equation at p, and using the equality of <j> and tp (and their respective first- and second-order derivatives) at p. ■ Although the exact form of the functions F^ is not important at this stage, it is worth noting that we may write d2(yP o <j)) dyk dyl dyP \ dxl dxi d2(ua o 0) ( ^ duc O <j) dyk dyl dxl dxi ■ + Gl kr ' (x\ua o 0, d(ua o </)) dx1 so that Fjrf is an inhomogeneous linear function of its final argument. Definition 5,1,2 Let (i£,7r,M) be a bundle, and let p £ M. Define the local sections 0, V> £ rp(7r) to be 2-equiyalent at p if <j)(p) — ip(p) and if, in some adapted coordinate system (xl,ua) around 0(p), d<f>a and a20a dx{ dxi d2ipa dx1 8x3
162 CHAPTER 5. SECOND-ORDER JET BUNDLES for 1 < i,f < rra and 1 < a < n. The equivalence class containing <j> is called the 2-jet of <\> at p and is denoted j2<p. I Definition 5.1.3 The second jet manifold of it is the set {jl<t>:p£M,<t>£Tp{ir)} and is denoted J2it. The functions 7r2, 7t2)o and 7r2)i, called the source, target and 1-jet projections respectively, are defined by and ""2 ""2,0 ""2,1 :J2tt ipV J2* JpV :J2?r J> —► Af i—► p; —► E '—► <£(?) — J1* •—> J>- So far, our construction of 2-jets has been similar to that of 1-jets, although of course it has been slightly more complicated. The first major difference arises in the next definition, where the commutativity of repeated partial differentiation plays an important role. Definition 5.1.4 Let (i£,7r,M) be a bundle, and let (U, u) be an adapted coordinate system on E, where u = (xl, ua). The induced coordinate system (U2,u2) on J27r is defined by u2 = {jfr ■ <Kp) e v) u2 = (x\ua,uf,u^), where x'(j20) = xl(p); ««(#*) = u"{<f>{p)); uf(j$<f>) = <(j»; and the lmn(m + 1) new functions ug : U2 —♦ R are specified by «S(ipV) = The functions u? and uf- are known as derivative coordinates.
5.1. SECOND-ORDER JETS 163 The reason why there are only |mn(m+l) different functions of the form ufj, rather than m2n as the notation might suggest, is of course that itg = it^ (we have deliberately interchanged the indices in the partial derivative used in this definition for, later convenience). This symmetry in the derivative indices gives rise to complications in coordinate formulae, and in Chapter 6, when we study higher-order jets, we shall introduce an alternative notation which is rather easier to handle. For the moment, however, we shall continue with our existing notation. Proposition 5.1.5 Given an atlas of adapted charts (U, u) on E, the corresponding collection of charts (U2, u2) is a finite-dimensional C°° atlas on J27T. Proof This is essentially the same as the proof of Proposition 4.1.7. The only additional step is to show that, if the two charts on E are (U, u) and (V, v), then each function v^ o (u2)'1 is smooth. But *£.(ipV) = *f.(«U2*)). where F^ are the smooth functions obtained in Lemma 5.1.1 by applying the Chain Rule twice to the change-of-coordinates formula; it follows that vki ° (u2)-1 = Fki ls smootn- • Lemma 5.1.6 The functions 7r2 : J2n —► M, 7r2,o : J2n —► E and 7r2)1 : J27r —► J1 it are smooth surjective submersions. Proof The proof for 7r2)1 is similar to the proof of the part of Lemma 4.1.9 referring to 7Ti)0- The results for 7T2)o = ^l.o ° 7r2,i and 7r2 — 7rx o 7r2)1 then follow immediately. I When studying first-order jets, we saw that (J1^,^!^, E) had the structure of an affine bundle, modelled on the vector bundle (t'CTM) ® Vi, (r||w.(TW)) ® (tkIvJ, E) . For second-order jets, it is the bundle («72tt, 7r2ii, J1*) which is an affine bundle. This is the significance of our earlier remark that each function F^ = vkl ° (u2)_1 *s an inhomogeneous linear function of its final argument. The associated vector bundle in this case has total space 7rJ:(S2T*M) ® 7rJ 0(Vn), where S2T*M is the total space of symmetric 2-covectors: formally, it is the bundle (7r*(52rM)®<0(W), (sar}lir| w)) ®<,o(^lvJ,^) •
164 CHAPTER 5. SECOND-ORDER JET BUNDLES Theorem 5.1.7 The triple ( J27t,7T2,i, J1^) may be given the structure of an affine bundle modelled on the vector bundle SMlJ ) ®<o(r£llAr) J *Wl(S*T+M)J 1'0V ]V7rJ in such a way that, for each adapted coordinate system (U, u) on E, the map tu'.ir-KU1) —► UxxR^ JpV (i>,u«-(fpV)), where N = ~mn(m -f 1), is an affine local trivialisation. Proof As in Theorem 4.1.11, we shall define a flbrewise action of the vector bundle on 7^,1. So let a £ Jx7r, and let (U, u) be an adapted coordinate system around 7Tijo(a). A typical element £ G (7rJ[(52T*M)(g)7rJ:0(V7r))a may be written in coordinates as * = ** ((<**' 0d*>)®^; where dxl © dx-7 denotes the symmetric product dxl (g) dx-7 -f dx-7 (g) dxl, and where £g = {*. If ^ G T^^^tt) satisfies f* / ^ = a, then the action of £ on j* / v</> is written as £[f2 (a\</>], and is defined by the rule «5(^1(.)^) = «3(j*1(.)^) + f3. where the symmetry of the coordinates £g in the subscript indices is obviously necessary. As before, however, we must check that this definition does not depend upon the choice of coordinate system. So let (y-7, v@) be another family of coordinates around 7Ti)0(a). Then #(*.*( ,'2 «&(£(.)*) - KW&ia)*)) dvP dua 7ri,o(a) dx* 7ri(a) dxi 7ri(a) «5(J*1(.)^) + Gf1(«,(a)), using the inhomogeneous linearity of the functions Fj^ described earlier. On the other hand, as a tensor, t ^((VoV)®^)^ BvP_ fl,o(a) iri(a) dxi 5~ 7ri(a) Q \ (dy* © dy<) ® _ J
5.1. SECOND-ORDER JETS 165 from which it follows immediately that «f,(^i(.)^]) = »£(^1(.^) + ^. as required. We must also consider the maps tu. Each such map is a diffeomorphism, for it is just the composite ((u1)~1 x idRw) o u2, and evidently pv\ o tu — 7r2,ilt;2- Now let a G U1; then the map tu.a : 7r^"J(a) —► R^ defined by tU;a = F2 0^|,-i(a) satisfies tU]a = (u?A\ . Consequently tu.a is an affine morphism, where ,7r2,i(a) the fibre 7r^}(a) has the structure of an affine space given by the vector bundle action, and RN has its natural affine structure. I Corollary 5.1.8 The total space J2/k of^i is a manifold. Proof From Proposition 1.1.14. I It is also the case that the fibred manifolds (J27r,7r2)o> E) and (J27r,7r2, M) are bundles, although we shall leave this to be deduced from more general results in Chapter 6. Example 5.1.9 Let it be the trivial bundle (R2 x R,prx,R) with global coordinates (x1,x2;u1) on R2 x R. Then global coordinates on J27r are (x1 ,x2\u1\u\,u\,u\1,u\2)U\2). To each jet f2<£ G J27r, where p — (px,p2) G R2, there corresponds an inhomogeneous quadratic map ip : R2 —► R, defined as follows: ?(<?) = 4>\v) + «l(jPW - p1) + <4(j»(<?2 - p2) H feiiJlMq1 - P1)2 + 2«}2(j»(g1 - P1)^2 - P2) +<42(j»(<?2-p2)2), where q = (gx,g2) G R2 and (f)1 = u1 o <£ : R2 —► R. The map ip gives rise to a global section ip = (idR2,V>) of 7r, and it is obvious that f2<£ = f2i/>; clearly ip is the unique globally-defined inhomogeneous quadratic map with this property. The map tp is of course the second-order Taylor polynomial of <f>. ■
166 CHAPTER 5. SECOND-ORDER JET BUNDLES EXERCISES 5.1.1 Let (E,7r,M) be a bundle, and let (xl,ua) and (yfc,v^) be two sets of adapted coordinates defined in a neighbourhood W of a £ E. Show that the explicit formula for the coordinate transformation functions F£J = v%t o (u2)-1 is given by vkl 82xi (dvP ^dv? -r+U?- I * f)nlOt dyk dyl \ dxl % du[ dxi dxi ( d2vP „ dW „ dW J j I y? L U9 dyk dyl \ dx{ dxi l dxi du<* J dxi du<* d2vP a8v^ dua dm ,J dua a , 8V advP 5.1.2 Let L £ C°°(J2tt). Why is the coordinate representation of the 1-form dL not always given by dL = ^Ldxi + lLdu« + *L + JtLdy*? dx* du<* duf l du% tJ (Hint: just one term is incorrect, and this involves the omission of a numerical factor.) 5.1.3 Let 7r be the trivial bundle (R x F,prx,R). Show that there is a canonical diffeomorphism J27r = Rx T2F, where T2F is the second-order tangent manifold introduced in Exercise 1.4.3. 5.1.4 Let (i£,7r,M) be a bundle. Show that the correspondence { — ((jVMO.ipV), where £ £ TpM, gives a well-defined map TM —► ^^(TJ1^), and consequently a well-defined map X(M) —► A'(7r2,i). (The images of these maps are called holonomic lifts and total derivatives, and provide a direct generalisation of the corresponding maps from M to Jx7r introduced in Section 4.3.) Show that the image of the coordinate vector field d/dxl on M under the second of these maps is the vector field along 7r2)i with coordinate representation
5.2. REPEATED JETS 167 5.2 Repeated Jets If (i£,7r,M) is an arbitrary bundle, then its first jet bundle [J1'K^i^M) is a bundle in its own right, and so we may consider its first jet bundle (J17Ti,(7Ti)i,M). An element of the total space JljK\ is then a 1-jet j^tp, where ip £ Tp(tti). If local coordinates on E are (xl,ua) and on Jx7r are (xl,ua;uf), then coordinates on JltK\ will be (**,««; «f;«3,ufy-), where the additional mn coordinate functions u?- and m2n coordinate functions uf- are defined by *3tfpV) = dtpa dxi and •«««-£ using the standard coordinate representation ipa = ua o 1/;, ^ = uf o ip. Notice that the functions uf and uf{ are distinct, as are the functions uf- and u^ for i ^ j. The dimension of the manifold Jx7ri is therefore m-f n(l-f rra)2. There is, however, a distinguished subset of JX/K\ containing those elements jpip where the local section ip is itself the prolongation j1^ of a local section (j) £ rp(7r). It is not immediate from this description that the subset is well-defined, but we shall see that it is by considering it as the image of the second jet manifold J27r under a canonical map. Definition 5.2.1 The map t\^ : J2tt —► J1^ is defined by iu(ipV) = #(;V). Elements of l\,\(J2/k) are called holonomic jets. I We may show that the map t^i is well-defined by considering it in coordinates. It is clear that xl o tltl = xl, ua o tltl = ua and uf o tltl = uf. To calculate the remaining coordinates, we observe that 3Ki(#*)) - «3(#(iV)) a(u°ojV) dx~J ~dxl = *?ul V 14>),
168 CHAPTER 5. SECOND-ORDER JET BUNDLES and that «fw-(n,i(ipV)) = *?»(%(?*)) d(ufoj*4>) dxJ d dxi d<j>* P dx* d2^ dxi dx% In these coordinates, the map t^x therefore corresponds to a map from an open subset of RM to an open subset of R^ (where M = m+ \{m-f l)(^i -f 2)n and N = m-\-n(m + l)2) which is a linear injection; it follows that t^i is an embedding. It also follows from these calculations that, when restricted to the submanifold ti,i(«/27r) , we do have equalities uf — u°^ and uf.- — u";i. Indeed, this local coordinate description characterises ti,i(«/27r), for if there is a point j^ip £ JlfK\ where all these equalities hold then we may construct a local section <j) £ rp(7r) which satisfies j^ip = j^j1^)'. we simply use the common values of the coordinates to form a quadratic Taylor polynomial along the lines of Example 5.1.9. Example 5.2.2 Let it be the trivial bundle (R2 x R,pri,R2), with global coordinates (x1,x2\u1) on R2 x R. Let j^ip £ JX/K\ have coordinates Jp>1 ,1. UlilUfy) = all> u\;2Ull>) = u2;lUfy) = a12> «2;2(ip^) = a Then the local section <j) £ rp(7r) defined by <j>\q) = a1 + aftg1 - p1) + a\(q2 - p2) + | (a'niq1 - p1)2 + 2a{2(g1 - p')(q2 - p2) + a\2(q2 satisfies j^j1^) = f2V>- ■ Example 5.2.3 With the same bundle 7r, the section tp £ r(7r1) defined in Example 4.2.3 by 22- p2)2) i>(p\p2) = (p\p2;p1smp2;p1P2,0)
5.2. REPEATED JETS 169 is not the prolongation of a section of 7r, and if we consider its prolongation jlftp we find that «10» = pV , «a(i» = 0. whereas u]iUfy) = sinP2> uWl^) = P1 cosP2- We also obtain ^2;l(i» = 0, u\.2{jl^) = 0. It follows from these calculations that, except at discrete points of the form (0,7i7r), j*^ does no^ take its values in *ili(Jr2ir). I There are several uses of the map j,lfl. For instance, we may use it to define the prolongation of a bundle morphism (/,/) from (J17r,7r1,M) to (H,p,N) as a map J27r —► Jlp rather than as a map JltK\ —► Jlp\ we simply consider j1/ o tlti instead of j1/. In this slightly tautological sense, titi may be considered as the prolongation of the identity idji^. We shall see other uses of this map (and of its generalisation to higher-order jet bundles) in Chapter 6, although it will sometimes instead be convenient to identify J27r with its image in J1tc\. In general, there is no canonical projection of the repeated jet manifold Jl/K\ onto its submanifold t1)1(J27r): this is one reason why the construction of a higher-order Cartan form in the Calculus of Variations is rather more complicated than in the first-order theory. There is, however, a map J1^ —► JX/k which is distinct from the target projection (ttiJ^o, and this is is obtained by taking the map 7r10 : J1^ —► E (regarded as a bundle morphism (7r1)0, idM) : ^l —► *) and prolonging it to a map jX{^iyo) • Jlit\ —► Jl/x. The distinction between (fl"i)i,o and j1(tc\$) may be seen quite easily in coordinates: the xl and ua coordinates of the two maps are equal, but «?((*i)i.oO») = <Wp)) so that uf o (7Ti)1>0 = uf, whereas <U\*iMl>)) = «f(ip(*i.oo^)) dj!a\ dx* I
170 CHAPTER 5. SECOND-ORDER JET BUNDLES so that uf o j1(iriio) = u^. It follows that the two maps are equal when restricted to t1)1( J27r) (although that submanifold is not characterised by this equality). The existence of these two maps J1^ —► JX7T is a direct generalisation of the existence of two distinct maps r--, r-* from the repeated tangent manifold TTF to TF. We may summarise how all these maps fit together by the following diagram: J27T M EXERCISES 5.2.1 Let (i£,7r,M) be a bundle, and let (xl,ua) and (yk,v@) be two sets of adapted coordinates defined in a neighbourhood W of a £ E. Show that the coordinate transformation rule for v^ on JlfK\ is given by k>1 dykdyl \dx* l du<*J dxl dxJ I d2v? d2vP d2vP J I L u<x L ua. dyk dyl \dxl dxJ l dxJ dua 'J dxl dua 7 d2yP a dvP\ + u"u»du"d*r + u"jd^J ' 5.2.2 Show that («/27r,7r2)i, Jxn) may be identified with an affine sub- bundle of J1^!, (7Ti)i)0, J1^) using the map .^j.
5.3. INTEGRABILITY AND SEMI-HOLONOMIC JETS 171 5.2.3 Let 7r be the trivial bundle (R X F,pri,R). Construct a canonical diffeomorphism JlfK\ = R X TTF, and show how this is related to the diffeomorphism J27r = Rx T2F of Exercise 5A.3. If coordinates on R X F are (t,ga), explain how the relationship between the coordinates on Jx7Ti and J27r is simpler than in the general case where the base manifold has dimension greater than one. 5.2.4 Give an example to show that, in general, the subset of J1^ where (tti)i,o = i^TTi.o) strictly contains t1)i( J27r). 5.2.5 Let (J£,7r,M) be a bundle, and let (/,/) : n —► ^ be a bundle morphism, where f is a diffeomorphism. Let jxf : Jx7r —► Jx7r be the prolongation of (/,/), and let jl(jlf) ' J1^ —► J1tc\ be the prolongation of (j1/, /). Show that the composite map jl(jlf) ot^i : J27r —► J1^ takes its values in J27r. (This map is the second prolongation of /, and a direct definition of higher-order prolongations will be given in Chapter 6.) 5.2.6 Let X be a vertical vector field on E with flow tpt. The second prolongation of tpt defines a flow on J27r, and the corresponding vector field may be called the second prolongation of X and denoted X2. (A direct definition of higher-order prolongations of vertical vector fields will be given in Chapter 6.) If the coordinate representation of X is X^d/du*, show that the coordinate representation of X2 is x2 = rl + ^lA- + ___ (dX"\ A, dua dxi duf dxi \ dxi J duf ' where dXa/dxl is a function on Jx7r, and where the operator d/dx-7 is the second-order total derivative described in Exercise 5.1.4, which (as a derivation) maps functions on Jlir to functions on J27r. 5.3 Integrability and Semi-holonomic Jets When we introduced jet fields in Section 4.6, we described an integral section of a jet field T : E —► Jx7r as a local section of it satisfying V o </> — fx<£, and we said that a jet field which admitted integral sections was integrable. It was obviously desirable to have a characterisation of integrability in terms of the jet field itself, and we saw that V was integrable exactly when the associated connection T had zero curvature. Since the coordinate expression for the curvature of T involves the derivatives of the coefficients of T, it seems reasonable to try to express this condition directly in terms of the jet field T. Our aim will be to reproduce, in the language of jets, the traditional statement of Frobenius' Theorem in
172 CHAPTER 5. SECOND-ORDER JET BUNDLES terms of the commutativity of partial differentiation operators. We start, therefore, by considering the bundle morphism (T,idAf) from (i£,7r,M) to (J1^,^!, M). The prolongation of this bundle morphism is the map j1(T,idM) : J1** —► Jx^\- In this section, we shall identify J27r with its image t\fi(J2n) in J1^. Proposition 5.3.1 ThejetfieldT is integrableif, and only if, the composite map j1(TiidM) ° T takes its values in the submanifold J2ir C Jlit\. Proof If we regard the formula To<f> = j1<f> as describing a composition of bundle morphisms (T,id^) and (<^>, idw)> where W is the domain of </>, then we may use the composition formula for prolongations to obtain j1(r,iM°iV = j1(jV) = j20, so that jx(T, idw) oTo^jVe J2tt C J1^. If there is an integral section of V through every point of the total space jE7, it follows that the composite map jx(T, idM) ° T must take its values in J27r. We shall demonstrate the converse using the coordinate formula for the prolongation of a bundle morphism. If a G E, we find that dT? I u^(j\T,idM)(T(a))) = -4- dxl lr(a) - ££? I +T0(a)™l\ ~ dxi\a + Ll(a) dvP\a' so that if im (j*(T, idnt) ° T) C J2ir then dxi 3 duP dxi l duP' it follows that the curvature of the connection T must vanish. ■ If T is a non-integrable jet field, the composite map jx(r,idAf) ° T will not take its values in J27r: nevertheless, dna I u-(j\T,idM)(T(a))) = -J dxi |r(a) = ri(«) = uf(j\T,idM)(T(a))).
5.3. INTEGRABILITY AND SEMI-HOLONOMIC JETS 173 We may see from this calculation that there is a restricted subset of Jl/K\ in which the image of the composite map must always lie, namely the subset where the coordinate functions uj and u" are equal, but where the coordinate functions uf.j and uj.{ are allowed to differ for i ^ j. This subset may be defined independently of coordinates, and is called the semi-holonomic 2-jet manifold and denoted fin. Lemma 5.3.2 There is a unique map D\ : Jlit\ —► 7r*(T*M) ® Vtt which satisfies £i(jpVO[(*i)i,o(jpV')] = ;Vi,o)(jpV), where the square brackets denote the affine action of an element of7r*(T*M)® Vtt on J1 it. This map is called the Spencer operator. Proof We just have to confirm that (ni)i}o{ j^ip) and J1(7ri,o)(fpV;) are m the same fibre of J1 it over E, for then we simply let Di(jpip) be the unique element of 7r*(T*M) ® Vtt which maps one to the other. But ^i,o((^i)i,o(.7pV>)) = *"i,o(V>(p)), whereas *i,o(J^loXjpVO) = ^i,o(jp(^i,o ° VO) = *"i,o(V>(p))- Definition 5.3.3 The semi-holonomic 2-jet manifold fiir is the submani- fold Z^Ojof J1^. ■ It is easy to see that J2ir is indeed the submanifold of Jl/K\ where uf — u°\\ we just examine the coordinate representation of the Spencer operator D\. Since uf o (^x^o = uf, whereas uf o j1(nifi) = ^", it follows that so that Di(jpip) — 0 (and thus j*ip G fin) if, and only if, dtpQ v
174 CHAPTER 5. SECOND-ORDER JET BUNDLES If, in addition, we have dxi v~ ~dx^ (which would be the case if, for example, dipa/dxl — ipf in a neighbourhood of p rather than at a single point) then we would also have j*ip £ J27r. We therefore have the inclusions J27r C J2* C J^i, and we shall normally use the functions (xl,ua,uf,u?-) as coordinates on J^ir. We shall also define the map 7r2,i : J2* —* J1* by 7r2,i = (^lKolj^- Theorem 5.3.4 The triple (J2^,^,!, Jx7r) is a bundle, and is isomorphic to the fibred product of the affine bundle (J27r,7T2)1, JX7T) and the vector bundle (tJ(A2T*M) ® ^oW.irKA'Tfc) ® 7r*i0(rB|^), JV) . Proof We shall specify a bundle isomorphism (*, WjiJ : J2tt XJlw(^(A2T*M) ® »r,0(Vir)) — J*7r by describing, in coordinates, its action on the fibres over J1*. So let j*<f> £ J2tt, and let 0 £ (7r^(/\2T*M) ® ^(Vtt))^. Let (x\ua) be a coordinate system around <f)(p), and suppose that 0 = ^(Va^)®^) where 0* + 0* = 0. Set so that u*j(jp</>) and 0g are respectively the symmetric and antisymmetric parts of u^(*(f20,^)), and put (*i)i,o(*(#M)) = #*, so that # projects to the identity on Jx7r. We must check that this definition is independent of the choice of coordinates; but if (yk,v^) is another
5.3. INTEGRABILITY AND SEMI-HOLONOMIC JETS 175 coordinate system around 0(p), then the coordinate transformation rule for vkils p _ 82xi (dvP advP Vkl ~ dyk dyl \ dxi + Ui dua dx{ dxi ( d2vP d2vP 82vf5 J L U<* L U« dyk dyl \dxi dxi l dx^ du" J dxi du" ^ d2vP a^> 1 J du" dm lJ du<* from Exercise 5.1.1, whereas the rule for v^.t (when restricted to j2ir) is d2xi (dvP dvP k\l dyk Qyl \dxi { du« dx{ dxi ( d2v0 „ d2vf5 „ d2vf5 J L U« L U°f- dyk dyl \dx{ dxi l dxi du* ^ •? dx{ dua 1 3 dua dm t;j du« from Exercise 5.2.1. The transformation rule for the difference t;Jr.. — t;Jr. is then just the standard tensor transformation rule. Since 0 transforms as a tensor, the result follows. ■ One consequence of this theorem is that, although there is no canonical projection Jlit\ —> J2tt, there is a projection J2-* —► J27r which picks out the symmetric part of each fibre coordinate uf,-. For our present purposes, however, we shall be more concerned with the projection on the second factor pr2 o ^r-1 : J2!, — tt*(A2T*M) ® irJ.oW = <oK(A2™0 ® Vic) which describes the antisymmetric part of each uf-. If V is a jet field, the sequence of maps defines a map Ar : E —► 7r*(/\2T*M) ® Vir which is a vector-valued 2-form on E, and which measures the deviation of j1(T,id,M) ° T from symmetry. As we might expect, this vector-valued 2-form is very closely related to the curvature of the associated connection T, and provides a geometric explanation for the relationship between the vanishing of the curvature of the connection, and the integrability of the jet field.
176 CHAPTER 5. SECOND-ORDER JET BUNDLES Theorem 5.3.5 The map Ar : E —► 7r*(A2T*M)0Vr7r satisfies Ar = -ifc, where R~ is the curvature of the connection T. Proof In coordinates, if Ar = AfAdx1 A dxj) <g> -— where Af- + A?- = 0, then 2 ^ dx> J dvP dxi l dvP = -Jig- EXERCISES 5.3.1 If T : i? —► JJ7r is a jet field, show (without using coordinates) that (^i)i,o(i1(r,irfM)(j») = r(0(p)) and j1Ui,o)(j1(r)i<iM)(j») = j> for each point j^cfi £ J1!?. Deduce that if j^<j) £ irn(r) then (Ti)i,o(i1(r>.dM)(jpV)) = i1(Ti,o)(j1(r,tdM)(j»), so that L>i of^TjidAf) o T = 0; conclude that ^(TjidAf) °T takes its values in fiir. 5.3.2 Let 7r be the trivial bundle (M x R,pri,M), and let T : M X R —► J1^ ^ T*M x R be a jet field which is projectable to a map V : M —► T*M (so that T is just a differential form on M). Show that the curvature R-z of the associated connection T satisfies #F = dr®—, where t is the identity coordinate on R. Deduce that the jet field T is integrable precisely when the 1-form V is closed. 5.3.3 Let 7r be the trivial bundle (M x R,pri, M). Show that the repeated jet manifold J1ir1 is diffeomorphic to J1^ Xm{T*M x R). Hence show that the semi-holonomic jet manifold fiir is diffeomorphic to J1^ x R, and that this diffeomorphism defines a bundle isomorphism (•frr.wa.i.J1*) = (^rjtf x R>((Tjtf)li0,tdR),r*M x R).
5A. SECOND-ORDER JET FIELDS 177 5.4 Second-order Jet Fields If (E,7r,M) is a bundle, we may consider jet fields defined on the first jet bundle (J1^,^!, M). Such a jet field is then a section T of the bundle (J1^!, (7Ti)1)0, J1*), and the associated connection is the vector-valued 1- form on J1^ given in coordinates by where T" = u"- o T and Yf- — uf.- o T. If the jet field is integrable, then its integral sections ip will satisfy T otp = jV, where each ip is, of course, a local section of 7Ti. We may, however, take advantage of the fact that 7Ti is a jet bundle, and consider those jet fields which take their values in the submanifolds fiir or J2ir of Jl*K\. Definition 5.4.1 A semi-holonomic second-order jet field on tt is a section of the bundle (J27r,7T2,i, J1!?). ■ If T is a semi-holonomic second-order jet field then, from the definition of the semi-holonomic jet manifold fiir, it follows that j1(iriio) o T = idjin. We may express this in coordinates as so that the coordinate representation of the connection T will be ( d d d \ r = dx> ® —- + <-— + re-— . We may use this coordinate representation to find a characterisation of semi- holonomic jet fields in terms of contact forms. Proposition 5.4.2 The jet field T : Jxtt —► J1^ is a semi-holonomic second-order jet field if, and only if, T J a = 0 for every contact form a on J1*. Proof Suppose first that T J cr = 0 for each contact form a. Choose an adapted coordinate system on E, and take a to be giv£n locally by dvP — uPkdxk\ it follows that (Tf - uf)dx^ = 0, so that TJ = uf, and therefore that T takes its values in J27r. The argument may clearly be reversed to show that, if T satisfies this condition, then T J a vanishes for every contact form o. I
178 CHAPTER 5. SECOND-ORDER JET BUNDLES If T is a semi-holonomic jet field, we may use the decomposition of Pit as a fibred product J27r x j\^\ 0(tt*(/\2T*M) (g) Vtt) to define the torsion of T as its antisymmetric part. Definition 5.4.3 The torsion of the semi-holonomic second-order jet field r : J1 ir —► Pit is the composite map pr2 o^of: J1^ —► 7r*0(7r*(A2T*M) <g> Vtt). In coordinates, the torsion of T is the map which we may write more simply as i(r$-r?t)(d*'Arf*J)® JL The reason for calling this map the torsion of T may be seen from the following example. Example 5.4.4 Let ir be the trivial bundle (M x R,pri,M), so that we have the identifications J1^ ^ T*M x R and Pit 9* J1^ x R. Let T : J1* —► Pt be a semi-holonomic jet field which is projectable to a map T : T*M —► J1^ (so that, as may readily be checked, T is itself a jet field on the vector bundle (T*M, rjj^, M)). For this example, we shall let t be the identity coordinate on R, and choose coordinates qi on M and (q^Pi) on T*M\ the coordinates on J1^ will then be (gJ,pnpi;j), where / -l \ d(jJi d{Pi ° ^) 6V The coordinate representation of T will then be rtj = Pi;j ° r. If T is an affine jet field as described in Example 4.6.7, we may write r*- = Tij o dgfc, where dqk are of course the local sections of rjj^ dual to the fibre coordinates p^. As in Exercise 4.6.3, the covariant differential of dqk then satisfies Vdqk= -T^dq1 ® dqj.
5A. SECOND-ORDER JET FIELDS 179 This covariant differential may also be defined to act on vector fields by duality, and the resulting coordinate formula is then The standard definition of the torsion T is T(X,Y) = VXY-VYX-[X,Y], where X, Y are vector fields on M, and the covariant derivative V xY is defined to equal the contraction X J VY\ In coordinates, this is just t = (i* - i*).V ® <V ® ^ = §(r£ - r*)w a <**) ® —, and a connection whose covariant differential has vanishing torsion is called (for obvious reasons) a symmetric connection. Now let us return to the original semi-holonomic jet field T. According to our definition, the torsion of T is the map pr2 o^or: T*M x R —► 7r*)0(7r*(A2T*M) <g> Vtt), and from our hypothesis about the existence of T, this projects to a map T*M —♦ 7r*)0(7r*(A2T*M) <g> Vir). We may now form the composite map T*M —+ 7r*)0(7r*(A2T*M) ® Vir) —> tt*(A2T*M) ® Vtt —* tt*(A2T*M) —* A2r*M, where the map 7r*(A2T*M) 0 Vtt —► n*(f\2T*M) is given by contraction with the canonically-defined cotangent vector dtp in the appropriate fibre of T*(M x R). This composite map T*M —► [\2T*M is linear on the fibres of T*M because T is an affine jet field, and so it defines a vector-valued 2-form which in coordinates may be written If the torsion of a semi-holonomic second-order jet field V is zero, then T must take its values in J2ir rather than fiir. We may call such a map a holonomic second-order jet field on tt, or, more simply, just a second-order jet field.
180 CHAPTER 5. SECOND-ORDER JET BUNDLES Definition 5.4.5 A second-order jet field on tt is a section of the bundle In coordinates, a second-order jet field T gives rise to a connection ( d d d \ where now Tfj = T* because the coordinate functions uf- are symmetric in the derivative indices. As with semi-holonomic jet fields, it is possible to characterise second-order jet fields using differential forms on J1^; now, however, we need to use m-forms 9 which are (m — l)-horizontal over M and which have the property that (jV)*(0) = o for every local section of 7i\ Proposition 5.4.6 The jet field T : J1^ —> J1^ is a second-order jet field on 7r if, and only if, T J 9 = (m — 1)9 for every 9 6 A™71"! having the property that (j1<f>)*9 = 0 for every local section <j> of tt. Proof Again we shall give a proof in coordinates, and so we note first that if 9 satisfies the conditions of the proposition then it must be represented locally in coordinates as e = £(*.«-«£&*) a (^jJ«) +^(rf<A(^7jn)-^A(^jn))' where 9lJ + 0% — 0, and where Q, = dx1 A ... A dxm (the orient ability of M is not assumed because this is only a local description). So let T J 9 = (m— 1)0 for every such 9. By taking 9 to be given locally by (rfua-u?dxfc)A^jn), we see that (Tf — uf )0 = 0, so that im(T) C T2^; by taking 0 to be given instead by we obtain (Tf- — T^)0 = 0, so that im(T) C J2n as required. If, conversely, we are given that T is a second-order jet field, then the coordinate representation shows that Tj9 = (m — 1)9 for every m-form 9 satisfying the conditions of the proposition. ■
5.4. SECOND-ORDER JET FIELDS 181 As a jet field on 7Ti, a second-order jet field T may have integral sections ip satisfying T o ^ = j1^; we may see, however, that any such integral section is itself always a prolongation. Since T is automatically a semi-holonomic second-order jet field, each contact form a on J1ir satisfies TJcr = 0, so that <7Ti(V;*(cr)) — 0 using the relationship between connections and integral sections described in Section 4.6; since 7r^ is injective, it follows that ip*(&) = 0. Since a is arbitrary, we then have tp = jx<p where <j> = 7Ti)0 o ip, and so In these circumstances, we shall normally regard <j> (rather than j1^) as the integral section of T, so that V may be considered as defining the family of second-order partial differential equations dx'dxi -L*'\x ,<tr>dxk)- The submanifold im(T) C J2n may also be considered as an example of a coordinate-free "second-order differential equation" in the same way as we regard a submanifold of J1^ as a first-order differential equation. We shall see the importance of second-order jet fields in the next section, when we apply some of these ideas to the calculus of variations. To finish the present section, we shall show how a second-order jet field defines a complement to Vtt^o in Vtti C TJ1!?, so that every tangent vector to J1^ which is vertical over M may be assigned a unique component vertical over E. Since a second-order jet field is automatically an (ordinary) jet field on 7Ti, so that any tangent vector on J1!? is assigned a unique tangent vector vertical over M, it follows that TJxtt may be written as a direct sum of three components Vtt^o 0 #ir 0 Hr- Theorem 5.4.7 Let (F,7r,M) 6e a bundle, where the base manifold M is orientable with volume form O. Each second-order jet field T on Jxir then determines a decomposition of the bundle (Vtti, Tji^\V7r .J1^) as a direct sum Proof Let 5q be the vector-valued m-form defined on J17r in Section 4.7. We shall consider the Frolicher-Nijenhuis bracket [5n,r], which is a vector- valued (m+l)-form on J17T. For every 1-form a on J1^, wehave[5n,r] J a E Ar+1?rii tf> m addition, a £ Ao71"!? tnen [£n>?]-.a- = 0. We may see this
182 CHAPTER 5. SECOND-ORDER JET BUNDLES from the coordinate representation of [5n,r]: [5n>f] = (duf A ft) <g> —- - {dua A 0) ( OU; + < a Su« ' du? du?) ' Writing J A ft for the vector-valued (m + l)-form defined by (I A ft)_Jcr = a A ft, and putting Q = |(J A ft - [5n>f]), then again Q J a G Ar+l7ri; addition, cr G Ao71"!? then <2 J cr = 0. In coordinates, if, in / d tOTf, a du« 2 duf #«/ J ' We shall now use the canonical isomorphism between V*7Ti and TV1! A /\m7Ti(T*M). The vector-valued (m-fl)-form (J defines a mapping (which we shall also call Q) from TV1* to TV1* A /\m*i(T*M) by the rule <2(*ji*) = (Qjer)^, where cr.-^ G T^J1^; if it so happens that er^ G 7Ti(Tp*M) then <?K^) = 0. But each 9jl<t> G TV1! A Am7r*(T*Af) has a representative crji^ satisfying 0ji^ = cr^i^ A ftji^, and any two such representatives differ by an element of 7rJ(r*M). We may therefore define Q{0ji<f,) to equal Q(ctji^)) where er^ is a representative of Ojij. The resulting endomorphism of TV1! A Am^"i(T*M) (and hence of V*tti) yields the dual endomorphism of Vtti which is a projection operator expressed in coordinates as d + ff duf + #* 2 duf #*y The kernel of this endomorphism is Vtt^o, and defining its image to be H\r gives the required decomposition of Vtti. I EXERCISES 5.4.1 Let T be a semi-holonomic second-order jet field on tt. Show that if T is integrable, then it must be holonomic 5.4.2 If T is a second-order jet field on tt and £ G TJ1ir has coordinate representation e = r #* ?J <9u? jj<*
5.5. THE CARTAN FORM 183 show that the component of £ vertical over E under the decomposition of TJ1^ by T has coordinate representation tot __ -na /-i _ 1 3K («fe-^) duf il<t> 5.5 The Cartan Form In this section, we shall continue our development of a jet-bundle description of the calculus of variations which we began in Section 4.4. So let L £ C°°(J17r) be a Lagrangian function; we have already seen that the local section <f> of tt is an extremal of L if, and only if, L {j1<j>)*dxlLn = o c whenever C is a compact m-dimensional submanifold of M satisfying C C domain (</>), and whenever X is a vertical vector field on E satisfying X\n-i(dc) — 0- Our objectives here will be to show that <j> must satisfy a family of partial differential equations called the Euler-Lagrange equations, and to find ways of representing these equations in a coordinate-free way. To carry out this project, we shall need to generalise several of the objects described in Chapter 4 to involve 2-jets rather than 1-jets; many of these objects have already been constructed in exercises, and formal definitions of them will be given in Chapter 6, when we consider higher-order jet bundles. For instance, we shall need to use a generalisation of the horizontal vector-valued form on J1^ which we described in Definition 4.5.3. This will be the vector-valued form along 7^1 constructed as a vector-bundle endo- morphism of ^^(tji^) by mapping (£,jp</>) £ ir21i(^lir)p<f> *° ^s horizontal component ((iV)*!71"!^))^^)' an(^ giyen *n coordinates as , _, i d h = dx:l 0 :, dx1 where d/dxl is now the vector field along tt2.i given by d d a d a d dx1 dx1 l du<* tJ du?' We shall also need to use the corresponding derivation of type d*, which will be denoted d^ and will map r-forms on J1^ to (r + l)-forms on J27r. In
184 CHAPTER 5. SECOND-ORDER JET BUNDLES coordinates, and dhdx1 dhdua dhduf dhf = = = = o, dxj Aduf, dxJ A dufj, dxJ if 0 is a local section of 7r then (j2<j>)* o dh = d o (f1 </>)*• Finally, if X is a vertical vector field on E with coordinate representation X = X^d/du*, then its second prolongation will be the vector field X2 on J27r given by dua dxi duf dxl \ dxi J du*' We shall start by obtaining a coordinate representation of the Euler- Lagrange equations. Proposition 5.5.1 Let L £ Cco(J1ir) 6e a Lagrangian, and let C be a fixed compact m-dimensional submanifold of M lying within the domain of a single coordinate system. Suppose (p is a local section of ir, where C C domain (0), and where </>(C) lies within the domain of a single coordinate system on E. If <j) is an extremal of L, then <j> satisfies the Euler-Lagrange equations , , ( dL d dL\ ti 4>) ~ -7--— 1=0 1< ol < n Kdua dxiduf/ at every interior point of C. Proof Let the vector field X £ V(7r) satisfy X\^..iidC\ = 0. If the coordinate representation of X is Xad/duct, then Xa(a) = 0 whenever 7r(a) £ dC. Consequently L™{*-%&")) -Jftl \ = 0. If we apply Stokes' Theorem to the integral in this equation, we find that Lw(^(»'»)
5.5. THE CARTAN FORM 185 where as usual we have omitted the various projection maps, so that (for example) the symbol Xa represents three functions on the manifolds E, J1** and J27r; it follows that the last integral also vanishes. We may now apply this to the characterisation of extremals. We obtain 0 = J (WdxiLSl - Io-*r(*-£+££)n By taking a suitable variation field X, we can then show in the usual way that if p is any interior point of C then the vanishing of this integral implies that 2 /^_A^L\ U *} \ du" aV du? ) KF) To demonstrate how this technique may be applied to a global construction of the Euler-Lagrange equations, we shall examine in more detail the operations carried out to the integrand in the last Proposition. Starting with the m-form d^iLO on J1^, we lifted this form to J27r, and then subtracted from it d^,0^, where 0^ denotes the (rra — l)-form on J1^ written in coordinates as duf \dxl Since the variation field X vanished at points corresponding to the boundary of the region of integration, d^O* made no contribution to the integral; the purpose of the subtraction was to produce an integrand which did not involve derivatives of the coefficient functions Xa. If we write E* for the m-form on J27r written in coordinates as dL d dL\ dua dx{ du? I '
186 CHAPTER 5. SECOND-ORDER JET BUNDLES then the operation on the integrand was in effect to write the equation where for clarity we have reinstated the pull-back map 71-5 x; the various differential forms involved satisfy El € AS1^, ©£ e AS1-1*!, where the tilde indicates the restriction of the jet projection to a suitably small portion of the appropriate jet manifold. This equation (or a closely related one) is commonly called the equation of first variation, and the key to preparing a global version of this construction is to note that each of the three m-forms involved may be regarded as the contraction of a suitable (ra + l)-form with the second prolongation X2 of the variation field: El = X2J6L *2,i(dxiLto) = X2Jir^1(dL AH) dhG$ = -X2JdhOL, where we shall describe SL and 0£ shortly (the choice of sign for 0£ is purely conventional). Since the variation field X was chosen arbitrarily, the equation of first variation may then be written SL = ^(dL A fi) + dhOL, where this equation is now required to hold globally on J2ir. Since the (ra+l)-form SL £ Ar+1?r2 must have the property that X2 J SL does not involve the derivatives of the functions Xa, SL must be horizontal over E\ in coordinates SL = ( |* _ * 1L) du* a n e a?+1^2 0. \du<* dx'duf) /X0 We shall call SL the Euler- Lagrange form of L. The m-form 0£ £ A™71"! must then be chosen so that SL is horizontal over E. There are many possible choices of 0£ which give this result; there is, however, only one such form which also has the same extremals as L, in the sense that (j1(p)*LQ = (i1^)*®L f°r every <j> £ r/oc(7r). This unique m-form on J1 it will be called the Cartan form of L; in coordinates it is eL = -—(dua - ufdxj) A ( —- J O I + LO. dufv J } \dxl t J
5.5. THE CARTAN FORM 187 The global construction is carried out readily with the aid of the canonical vector-valued m-form on J1!? described in Section 4.7. Theorem 5.5.2 If L G C°°(J17r); then the Cart an form of L may be defined globally by Ol = dSnL + Ln. Proof It is clear from the coordinate representation 5n J a = <rla{dua - ujdxj) A (~ J Si) (where a £ /\x J1^) that the following properties are satisfied: 1. (5q J a")ji^ depends only upon the germ of a at fp0, 2. iri^a A O) + dh(SQ J a) <E K?*1^ n Ao^^.o, and 3. (i V)*(Sn J a) = 0 for every 0 G r/oc(7r), where these conditions have been selected so that they may be generalised later to higher-order systems. It is then immediate that 0£ has the properties required of a Cartan form; the definition is global because Sq has been defined globally. I Proposition 5.5.3 If S : /^J1^ —► AT1"71"! n No'^ifi satisfies *2,i(* A n) + dhS(a) € Ar+1^2 n Aon+1^2,o, and if (j1<j))*(S(a)) = 0 for every 0 £ r/oc(7r), then for each a £ /^J1^, S(cr) — 5q J cf. Proof This may readily be seen in local coordinates. The m-form S^Ja — S(a) is an element of Ai1"71"! n AcT^i.o. and so it may be written locally as 5n J a - S(ar) = {al)dtdua A ( —- J O j + fH for some functions (<7l)a, / on J1^. Now {j1<j>)*{Sn J a- S(a)) = 0 for every 0 € r/oc(7r), giving the relationship / = — (al)auf. Furthermore, dh(SnJa - 5(a)) = -^-hdua AH- (<T%duf A O, dxl and from d^(5n J o - 5(a)) G Aol+l7r2,o it follows that each {?%)ol = 0. I
188 CHAPTER 5. SECOND-ORDER JET BUNDLES Corollary 5.5.4 The Cartan form corresponding to a first-order Lagrangian is unique. I As we have seen, the Euler-Lagrange form 6L incorporates the Euler- Lagrange equations in a global form. These equations may also be incorporated in a second-order jet field, in a way which generalises the construction of a second-order vector field in the traditional calculus of variations in a single independent variable. (These vector fields were introduced in Example 4.6.6.) Such a vector field is defined, in the time-dependent case, on the product manifold R x TF (= J1* where 7r = (R x F,pri,R)). A time-dependent second-order vector field T is then required to satisfy two conditions: 1. r J <7 = 0 for every contact form a on J1^, or equivalently V J Sdt = 0; 2. drt = 1. In coordinates, r = d i aa d i r* d dt q dq<* dq<*' Starting with a time-dependent Lagrangian L £ C°°(R x TF), the Euler- Lagrange field Tl (if it exists) is defined to satisfy rLjdeL = o, where 0£ = dsdtL + L dt] such a vector field must have coordinate coefficients which satisfy dq<* dqP \ dqP dt dqf3 q dq« dqf3 J ' In the more general case, the association of a second-order jet field V with a Lagrangian L £ C°°(J1ir) involves d0L, where 0£ is the Cartan form of L; in coordinates deL = (llL-JlL\du<*An \dua dx'dufj + I n 9a » dv,0 + 9„L dvP- | A (dua - u%dxk) A (-^- J tl) . Theorem 5.5.5 Let T be a second-order jet field; then TJdOL = {m- l)dQL + T*6L.
5.5. THE CARTAN FORM 189 If T is integrable then the integral sections of T are extremals of L if, and only if, f Jd0L = (m- l)d0L. Proof From the coordinate representation of d0£ and f, fjd0L = (m-l)d0L (dL_ _ d2L _ d2L u(3 _ d2L 0 I dua dxi duf dvP duf U{ quP qu^ ij = (m-l)d0L + r*O~L. Now suppose that T is integrable. Write 6L/6ua for the coefficient of duaAH in the coordinate expression for SL. If every integral section of T is an extremal of L then for each integral section 0, But there is an integral section of T through each point of J1^, so that T*(6L/6ua) = 0. Conversely if f J dSL = (m - l)d0L then T*(6L/6ua) = 0, so if 0 is an integral section of T then (j2(/))*(6L/6u01) = 0. I We shall call an integrable jet field T which satisfies these conditions an Euler-Lagrange field for L. When rra = 1, the condition on T reduces to T J d0L = 0; writing T for the time-dependent vector field corresponding to T (so that r = dt ® T), the condition becomes dt A (V J d0j,) = 0, demonstrating the sense in which Theorem 5.5.5 generalises the one-dimensional result. EXERCISE 5.5.1 Let 7r be the trivial bundle (R2 x R,pri, R), with global coordinates (x1,!2,^). Let the Lagrangian L : J1^ —► R be given by L = |ui^2 — cos u. Confirm that the Cartan form of L is 0L = |u2du A dx2 — |uidu A dx1 + f|uiU2 — cos u) dx1 A dx2, and that the Euler-Lagrange form is 6L = (ui2 — sin u)du A dx1 A dx2. (The equation 1*12 = sinu is known as the sine-Gordon equation.) dua AH
190 CHAPTER 5. SECOND-ORDER JET BUNDLES REMARKS Semi-holonomic jets and the Spencer operator (and their higher-order analogues, which are described in Chapter 6) may be used to investigate the "formal integrability" of partial differential equations: the idea is to construct a Taylor series solution to the equation by repeated differentiation, as in the proof of the Cauchy-Kowalewskayatheorem for analytic equations. The result is termed "formal" integrability because, in the C°° case, there is no guarantee that the resulting series will converge. This topic is examined in detail in [15] and [9]; note that, in the latter reference, jets are defined in an algebraic rather than a geometric context. A discussion of the Cart an form in first-order field theories, and of its relationship to the afnne structure of first-order jet bundles, may be found in [6].
Chapter 6 Higher-order Jet Bundles In this chapter, we shall extend our definitions to encompass jets of arbitrary order, with the particular objective of studying the higher-order calculus of variations. Many of these extended definitions do not involve any significant new ideas, and so the proofs of our results will often be left as exercises. There is, however, a problem of notation: this was already beginning to appear in Chapter 5, where we saw that the derivative coordinates uf- on J27r were symmetric in i and j. Continuing with the same notation would require coordinates denoted by u"imti on Jfc7r, with symmetry in all the indices ii,.. .,i^. In the remaining two chapters, we shall take advantage of this symmetry in order to use multi-index notation, where the derivative coordinates (and, indeed, the independent variables themselves) may be denoted simply by uf. 6.1 Multi-index Notation Let (F, 7r, M) be a bundle, with dim M = m. Definition 6.1.1 A multi-index is an m-tuple J of natural numbers. The components of J are denoted I(j), where j is an ordinary index, 1 < j < m. The multi-index lj is defined by lj(j) = 1, lj(i) = 0 for i ^ j. Addition and subtraction of multi-indexes are defined componentwise (although the result of a subtraction might not be a multi-index): (J± J){i) = I{i) ± ^(0- The length of a multi-index is \I\ = YaLi A0> an(^ ^s factorial is J! = nr=iW))>- ■ It is important to be clear about the way we use multi-indexes, because there is an alternative way of using a single letter to represent a family of subscripts or superscripts which is sometimes found in the literature. Our convention is that the f-th component of the multi-index (a natural number, arbitrarily large) represents the number of occasions that an index with value j occurs in the ordinary representation. 191
192 CHAPTER 6. HIGHER-ORDER JET BUNDLES Example 6.1.2 Let 7r be the trivial bundle (R3 x R,pri,R), with coordinates (aj1,2c2, x3] u). The first derivative coordinates on J27r are ui, u2, u3, and the second derivative coordinates are Un, U12, U13, U22, U23, U33. In multi-index notation, the first derivative coordinates would be written as u(l,0,0), w(0,l,0)i U(0,0,l), and the second derivative coordinates as ^(2,0,0)1 u(l,l,0)i U(1,0,1), u(0,2,0), U(0,1,1)> U(0,0,2)- ■ Definition 6.1.3 The symbol dW/dx1 is defined by <9x7 " M UaJV If |J| = 0 then dW/dx1 is the identity operator. I Typically, capital letters J, J, K... will denote multi-indexes. The summation convention will not extend to multi-indexes: any such such sum will always be indicated explicitly. However, the summation convention for ordinary indices will apply to the subscript of a multi-index such as lj. As an example of the use of multi-indexes, we shall demonstrate the following useful result, a higher-order version of Leibniz' rule for partial derivatives. Proposition 6.1.4 Iff,g€ C°°(M) then dWjfg) _ ---. J! d\J\fd\K\g dx1 ~ T^ TJ\K\ dxJ dxK ' Proof By induction. The result is clearly true when \I\ — 0; so suppose it is true whenever | J| = r. We shall show that it is then true for J + 1;, and since every multi-index of length r + 1 may be written in such a form for some I and some i, the inductive step will follow.
6.1. MULTI-INDEX NOTATION 193 Now E J+K=I+U J(i)>l + E K(t)>l /! ^lJlf 0l*l$ (j- u)\k\ dxJ dxK I\ d\J\f d\K\g J\(K - U)\ dxJ dxK ' We may combine the two separate sums by adopting the convention that if, for example, J(i) = 0, then the quantity ((J — li)!)-1 is deemed to be zero, even though J — 1; is not a bona fide multi-index. This convention is just the analogue of the usual convention (( —l)!)"1 = 0. So then fl|/|+1(/g) = ^ ( I\ II \ d\J\f dWg dx*+U J+£I+1\(J-li)\Ki. J\(K-li)\) dxJ dx*' The result now follows by considering the coefficient in parentheses on the right-hand side. If J(i) — 0 then the first term of this coefficient is zero by convention; in the second term, K(i) = I(i) + 1, so that /! _(i+uy. J\(K-U)\ J\K\ ' A similar result holds if K(i) = 0; note that J(i) + K(i) = J(.) + 1 > 0. Finally if J(i), K(i) are both non-zero then n\(J-U)\K\+ J\(K-li)\) = (J-li)\(K-U)\\J(ij + W)) I\ (J(i) + K(i)) (J-U)l(K-U)l J(i)K(i) = n (J(0 + i) {J-U)\{K-U)\ J(i)K{i) = (J + iQ! J\K\ ' We shall also use multi-index notation when referring to symmetric co- variant tensors and tensor fields; we shall need to use tensors of this kind
194 CHAPTER 6. HIGHER-ORDER JET BUNDLES when describing the affine structure of jet bundles. A section £ of the bundle (SrT*M,Srrl[,M) of symmetric (0,r) tensors over M will be written locally in coordinates as * - E ^*7> \I\=r where each dxl is a symmetric product of the basis 1-forms dxl. EXERCISE 6.1.1 Let so that n(ij) is the number of distinct indices represented by i and j. If L £ C°°( J27r), show that the 1-form dL has coordinate representation dL ■ dL , a dL , a 1 dL J a dL = -r-rdx1 + -—dua + -—d< + -tttt «—du", <9xl dua duf l n(ij)dufj xv where the final term may also be written in multi-index notation as dL du<?{ E 1^*1?. 6.2 Higher-order Jets We have defined 1-jets and 2-jets of local sections (f> £ rp(7r) to be equivalence classes of local sections which have the same value and first (or first and second) partial derivatives at p. An obvious way to extend this idea is to define further equivalence relations where higher derivatives of the sections are required to be the same. The A;-jet of a section will then be the equivalence class containing those sections with the same partial derivatives of order up to k. As before, we shall present the definition in terms of local coordinates, and our proof that the particular choice of coordinate system does not matter will be expressed in terms of multi-indexes. Lemma 6.2.1 Let (2£,tt,M) be a bundle and let p £ M. Suppose that </>, V € rp(7r) satisfy </>(p) = ip(p). Let (xl,ua) and (yJ',v^) be two adapted coordinate systems around (j)(p), and suppose also that dW(uao<p)\ _ <9l7l(uao<0)| dxT~~\ ~~ thT1
6.2. HIGHER-ORDER JETS 195 for 1 < a < n, and for every multi-index I with 1 < \I\ < k. Then #lJl(t/£ o 0) 6V d\J\(v0oip) dyJ for 1 < (3 < n, and for every multi-index J with 1 < \J\ < k. Proof The first part of this proof uses induction on the length of the multi- index J. Suppose we have shown that, in some neighbourhood of p, q^^q^) 0S|jr|s|J|. where the smooth function Fj is independent of the choice of section (j). Then, by the chain rule, aW-^ofl _ 6V / H ^lLl+1(^ o 0) pL ( kd\K\{uao(P) dyJ+h ~~ dyi I ^Q dxL+^ ^ ° \X ' dxK ♦SH-^)) -^I'l^i'i. where Fj denotes the partial derivative of Fj corresponding to the #lLl(u7o </))/dxL coordinate; this equation is valid in the same neighbourhood of p. We may therefore certainly write where Fj, 1 is again independent of the choice of section (p. (We observe that Fj' 1 is afnne-linear in the coordinates corresponding to the highest order partial derivatives.) Now every multi-index of length \J\ + 1 may be written as the sum of a multi-index of length J and a multi-index of the form lj, so the induction step is valid. Furthermore, d^ocj)) _ dxi((^yP02\ [^f_ A d{uao(py dyi dyi \ \ dxl I \ dua I dxl exactly as in the proof of Lemma 5.1.1. We therefore have in general that, for any multi-index J of arbitrary length,
196 CHAPTER 6. HIGHER-ORDER JET BUNDLES in some suitably small neighbourhood of p, and thus that alJl(v^o0) = ^(*'W,^g^|J .<W<W The result now follows for 1 < | J\ < k by applying the conditions of the lemma. ■ Definition 6.2.2 Let (E,7r,M) be a bundle and let p € M. Define the local sections 0,-0 € rp(7r) to be k-equivalent at p if <j>(p) = tp(p) and if, in some adapted coordinate system (ajl,ua) around <j>(p), <9lJl</>a dx* dWip01 dx* for 1 < \I\ < k and 1 < a < n. The equivalence class containing <f> is called the k-jet of <j> at p and is denoted j£(p. I The equivalence class j£(p always contains a local section which, in coordinates (x%ita), is a polynomial of degree not greater than k. This is, of course, the A:-th Taylor polynomial of 0 around p. The set of all the A:~jets of local sections of 7r has a natural structure as a differentiable manifold, and the construction of the atlas which describes this structure is a straightforward generalisation of the corresponding constructions on J1!? and J27r. Definition 6.2.3 The A:-th jet manifold of ir is the set {fp^:peM,0erp(7r)} and is denoted Jkir. The functions ir^ and x^o? called the source and target projections respectively, are defined by 7Tfc ! Jfc7T - and iPV ^fc.O • J * jp<P M P E If 1 < / < k then the I-jet projection is the function ir^i defined by jkP4> Jlr j'P<t>
6.2. HIGHER-ORDER JETS 197 It is clear from this definition that x^ = n o 71^0> and that if 0 < m < / then 7Tfc)Tn = 7r/fTn oi^. It is conventional to regard 7r^k as the identity map on Jfc7r, and to identify J°ir with E. Jkir - Jk~li Jh ^"1,0 F *k *k-i *i M M M M id,M id>M Definition 6.2.4 Let (F,7r,M) be a bundle and let (U,u) be an adapted coordinate system on Ey where u = (x% ua). The induced coordinate system (Uk,uk) on Jkir is defined by Uk = 0> : 4>(p) € U} u* = (*\ti«,ti?)i where a,*(i*0) = a,*(p), ua(jk</)) = ua(0(p)), and the n(m+fcCA: - 1) functions uj :Uk —> R are specified by <9x' and are known as derivative coordinates. I Note that if \I\ < I < k then the coordinate function uj on Jkir is the pullback by ir^i of the coordinate function uj on Jlir. Proposition 6.2.5 Given an atlas of adapted charts (U, u) on E, the corresponding collection of charts (Uk,uk) is a finite-dimensional C°° at/as on Jkir. Proof First, note that every A:-jet jk<p is in the domain of one such chart, namely any chart (Uk,uk) where </>(p) £ U. We must now show that, if (U, u) and (V, v) are two charts in the atlas on E such that Uk D Vk is non-empty, then the transition function vko(uk)-1
198 CHAPTER 6. HIGHER-ORDER JET BUNDLES is smooth (where we have again omitted the explicit restriction of (u^)"1 to a subset of its domain). As before, the component functions of vk o (u^)"1 are yJ o (ufc)_1, v& o (u^)"1, and Vj o (u^)"1, but the domain of each of these functions is now an open subset of Rm+n x RA, where N = n(rn+kCk - 1). Since pri o uk = ^ ° ^fc.Oj we have yJ o (uk)~1 = yi o u_1 o pn yP o(uk)~l = v*3 ou"1 opn, so that the first two sets of component functions are smooth. As far as the third set is concerned, WW = dy3 Fpj U(p); - V d\K\(ua o </)) dx~K o< \k\ < I j — r i) where Fj are the functions introduced in the proof of Lemma 6.2.1 and shown there to be smooth. I Once again, if we show that Jkir is the total space of a bundle, then Proposition 1.1.14 will imply that it satisfies the topological conditions we require for it to be a manifold. There will now, however, be k + 1 different bundles of which it is the total space. Lemma 6.2.6 The function irk,k-i '• J1*** —► Jk~1ir is a smooth surjectiye submersion. ■ Corollary 6.2.7 The functions tt^j : Jkn —► Jlir (where 1 < I < k), TTfc.o : Jkn —► E and n^ ' Jkn —> M are smooth surjectiye submersions. I Given for the moment that the atlas on each Jkir defines a manifold, we now see that the triples (Jfc7r, ir^i, J1*), (Jkir,itkyo, E) and (Jfc7r,7Tfc, M) all become fibred manifolds. The proof that ttj^ is a bundle will again involve the local trivialisations of tt, whereas the remaining triples are still be bundles even if 7r is only a fibred manifold. Furthermore, our results that 7r1)0 and 7T2.i are affine bundles may be generalised to an assertion that nk,k-i is an affine bundle. However, the remaining tt^/ are not affine bundles: for example, in ^k,k-2 the transition functions are quadratic functions of the fibre coordinates. This is another manifestation of our observation in the proof of Lemma 6.2.1 concerning the affine-linear appearance of the highest- order derivatives in the expression of the chain rule.
6.2. HIGHER-ORDER JETS 199 Proposition 6.2.8 JfO < I < k then Jkir is a manifold, and (Jkit,'Kk,U Jlir) is a bundle. Proof Let jlv4> E J1*, and let (U, u) be an adapted coordinate system around </)(p) e E. Then Uk = ^}{Ul), and the map tkti . Vk __, vi x RW (where N — nJ]J=|+1 m+r-1Cr) is a diffeomorphism, because it is the composite ((u1)'1 x idRw) o ufc; clearly jprj o t*>1 = 7Tkyi\uk. By taking I = 0, it follows from Proposition 1.1.14 that Jkn is a manifold. The maps tk>1 then become local trivialisations, and each ttj.^ becomes a bundle. I To demonstrate the affine structure of the bundle ir^k-i, we should indicate a corresponding vector bundle over Jfc_17r. This will be the bundle with total space 7rj*_1(SkT*M) <g> ^%_x q{V^): formally, it is the bundle {K-i{SkT*M)®*i_lfl{V*), The proof is just a straightforward generalisation of the proof of Theorem 5.1.7. Theorem 6.2.9 The triple {Jk,K^k,k-\^ ^fc_17r) may be given the structure of an affine bundle modelled on the vector bundle 5fcr^-1-L;_1(5»r.iw)J® **-»■» ^'^J in such a way that, for each adapted chart (Uyu) on E, the map <u:*M-i(tf*-1) — Uk-lxRN where N = nm+k-1Ck, is an affine local trivialisation. Proof In coordinates, if a G Jfc_17r, then a typical element £e«_1(sfc:TM)®*;u.o(^))a
200 CHAPTER 6. HIGHER-ORDER JET BUNDLES may be written as \I\ = k X ' a If the image of jk ,*</) under the action of £ is denoted by £[jk (a\4>\y then which is independent of the choice of coordinate system. I Lemma 6.2.10 IfWc M is an open submanifold then Jk(«\.-i(w))=«k\W)- Definition 6.2.11 If p £ M then the fibre 7rfc1(p) is denoted Jkir rather than (Jfc7r)p. I Lemma 6.2.12 Let ir be the trivial bundle (Rm x F,pri,Rm). Then the fibred manifold (Jfc7r,7Tfc, Rm) is trivial. Proof Similar to the proof of Lemma 4.1.20. I Proposition 6.2.13 Let (F,7r,M) be a bundle. Then (Jfc7r,7Tfc, M) is a bundle. Proof Similar to the proof of Proposition 4.1.21. I Example 6.2.14 Let ir be the trivial bundle (R X F,pri,R). We have already seen that J1^ ^ R x TF and J2?r ^ R x T2F (the latter in Exercise 5.1.3); in general, Jkir = R x TfcF, where TkF is the fc-th order tangent manifold to F. The elements oiTkF are equivalence classes of curves through each point in F, where curves through the same point are equivalent if they have the same derivatives of order up to k. There is an obvious identification of TkF with JqTt. In mechanics, where coordinates (t,ga) are used on R X F, the coordinates on TkF are often written as (gftx), where the subscript r indicates the number of dots above the q: of course, (r) £ N1 is really just a multi-index. I As we might expect, some of the local sections of (Jfc7r,7Tfc, M) may be characterised as arising from sections of tt.
6.2. HIGHER-ORDER JETS 201 Definition 6.2.15 Let 0 be a local section of tt with domain W C M. The k-th prolongation of </) is the map jk(/> : W —► Jkn defined by 3k<P{p) = Jp<P- Note that 7T*. o jk<j> = idw, so that jk(/> really is a section; also, if k > /, then TTkti o jk<p = jl<p. In local coordinates, jk<p is given by Using the identification of J°7r with E, we may also identify j°<f> with 0. Lemma 6.2.16 If ip £ rj0C(7Tfc) then -0 is the A;-th prolongation of some 0 € r/oc(7r) if, and only if jk{irkt0 o ip) = ip. % I We may also define the prolongation of bundle morphisms. Definition 6.2.17 Let (F,?r,M) and (F^p.N) be bundles, and let (f,f) : 7r —► p be a bundle morphism, where f is a diffeomorphism. The k-th prolongation of f is the map ffc(f, f) : Jfc7r —► Jkp defined by Jk(fJ)Ufr) = Jj{p)7(4>)- We also write jkf instead of jk(f, f) where there is no ambiguity. I As before, this definition does not depend on the particular choice of 0, and we may rewrite the formula as H{jk<t>) = //(</>)• Lemma 6.2.18 Both {jkf,f) : irky0 —► Pkyo and {jkf,f) : 7rfc —► pk are bundle morphisms. I
202 CHAPTER 6. HIGHER-ORDER JET BUNDLES JkK jkf J'P 7Tfc,0 Pk,0 E M N Lemma 6.2.19 Let f : 7r —> p and g : p —> a be bundle morphisms which project to diffeomorphisms; then jk(g o f, g o f) = jk(g,g) o ffc(f, f). In addition, jk(idfi, idjif) — idj**- B We may also define differential equations on tt, in a way which directly generalises our earlier definition of a first-order differential equation. Definition 6.2.20 Let (F,7r, M) be a bundle. A differential equation on ir is a closed embedded submanifold 5 of the jet manifold Jfc7r. The order of 5 is the largest natural number r satisfying This description of the order of a differential equation is intended to concentrate attention on the case r = k\ the point of the definition is that the additional derivative variables uf, where |/| > r, do not provide any further information about 5. It follows from this that a first-order differential equation, as specified in Definition 4.1.24, might have order zero—but of course the result then isn't really a differential equation at all. We shall normally regard a differential equation of order k as being defined on the bundle 7Tfc. Definition 6.2.21 A solution of the differential equation 5 is a local section <f> G rV(7r) satisfying jk(p £ 5 for every p £ W. I
6.2. HIGHER-ORDER JETS 203 An alternative description of a solution is that it is a local section <f> whose prolongation jk4> takes its values in 5 C Jfc7r. It is often the case that a differential equation is defined by a bundle morphism whose domain is a jet bundle. Definition 6.2.22 Let (F,?r, M) and (H,p, M) be bundles, and let {f,idM) 7Tfc —y p be a bundle morphism, so that / : Jkir —► H. The differential operator determined by f is the map Vj : r/oc(7r) —► Tioc(p) given by Definition 6.2.23 Let Vf be the differential operator determined by / : Jk7r —► H, and let x be a local section of p. The differential equation determined by 'Df and x is the submanifold Sf,x = 0PV : /(#*) = X(P)} C Jk*. A solution of a differential equation determined in this manner is then nothing but a local section <f> £ rV(7r) satisfying 'Df(<j>) = x\w Frequently, of course, p is a trivial vector bundle and x 1S '^s zero section, but this is not a requirement of our definition. Example 6.2.24 Let tt and p both be the trivial bundles (R2 X R,pri, R), with coordinates (x1, x2; u). Let / : J27r —► R2 x R be given by /(J» = {V\v2\u12{jl4>) - sin(0(p))), where p = (p^p2) G R2, and let z £ T(p) be the zero section. Then Sf,z = {jfy : (ui2 ~ sinu)(f20) = 0}, so that solutions of 5/)Z satisfy the sine-Gordon equation d2<j) dx1 dx2 sin0. As an application of the process of prolonging a bundle morphism, we may define a symmetry of the differential equation 5 C Jkn to be a bundle isomorphism (/, /) of 7r with itself, such that f(<p) is a solution of 5 exactly when <f) is a solution. We may express this requirement by demanding that
204 CHAPTER 6. HIGHER-ORDER JET BUNDLES jkf(S) = S. We may also use the fact that (Jfc7r,7Tfc, M) is a bundle to consider repeated jets, as in Section 5.2. The /-jet manifold of 7Tfc will be denoted Jl7Tk> and will contain /-jets of all the local sections of 7Tfc. Jl*k = 0>: if e rp(7n0}. If local coordinates on E are (xlyua)y and on are (xlyuf)y 0 < \I\ < k, then coordinates on Jl*Kk are (x^uf.j) 0<|/|<fc, 0<|J|</, where the functions uf.j are defined by using the standard coordinate representation t/jf = ufot/j. Here, too, there is a distinguished subset containing those elements jlpt/> where the local section -0 is itself the prolongation jk(j) of a local section of 7r, and we may define a map n^ which generalises the map t^i described in Section 5.2. Definition 6.2.25 The map n^ ' Jk+l'K —► Jl^k is defined by In coordinates, d\J\ dxJ d\J\ («?o jk4>) \ dx1 d\*+J\<lP dx1*3 = uf+J(j$+l<t>). It follows that nfk{ Jk*l'x) is the subset of Jlitk where, for every local coordinate system (x\ uf.j), if h + Jx = I2 + h then uf^j^jty) = uf j2(jlp1>).
6.2. HIGHER-ORDER JETS 205 Since, in these coordinates, n^ is represented by a linear injection, it is an embedding. We may, of course, continue this procedure and use the fact that (^k)l is a bundle to define its r-jet bundle, and so on: in fact, we shall only need to use several levels of repeated jets when k = l = r = ...= l, and we shall write 7rf for ((.. .(7Ti)i . . .)i)i- As with j^i, we may use n^ to define the prolongation of bundle mor- phisms (/,/) : ^k —► P as maps Jk+lir —► Jlp rather than Jl*Kk —► JlP' we simply consider jl(f, f) o n^. We may also prolong differential equations by this method, for if M = N, if x is a section of p, and if S C Jkn is the differential equation determined by / and x> then j'S = {j$+l<P : j'(/,7)(#+'tf) = jlpX} C Jk+l* is also a differential equation, and is called the l-th. prolongation of 5. In classical notation, jlS describes the family of partial differential equations obtained by differentiating the original equations 0,1,2,...,/ times with respect to the independent variables xl. The way these maps fit together may be summarised in the following two commutative diagrams, which generalise the diagrams given for second-order jets and repeated jets in Chapter 5: Jk+l+m^ -Jl+mTTk *k+l+m,k+l Jfc+/7T - Jlltk {Kk)l+m,l and
206 CHAPTER 6. HIGHER-ORDER JET BUNDLES Jk+lir M Finally in this section we shall define semi-holonomic jets. As with semi-holonomic 2-jets, these may be constructed by considering two different maps between the same pair of jet manifolds; this time the two manifolds are J1^ and J1?."*.-!. First, the maps (TTk)ito • Jx^k —► Jkn and ^l.fc-i ' Jkn —► J1*!*-! rnay be composed to give the map li^-i ° (^"A:)i,o; secondly, the map ^ktk~i : Jk^ —► Jfc_17r may be regarded as a bundle morphism (Tr^fc^i, idjif) : ^k —► ^fc-i, and so may be prolonged to give a map j1(itk,k-i)- Note that if j^ip £ J1'*k, then its images under these two maps will be in the same fibre of JlfKk-\ over ^fc-1<7r, because (n-i)i,o(^i,fc-i((^fc)i,o(ip^))) = (7rfc-i)i,o(i1(7TA:,A:_i)(fpV')) = ^M-i(^(p))- This means that the structure of (^k-i)i,o as an affine bundle modelled on the vector bundle (**-i(™) ® V*k-1,(T}h-1X._i(T.M)) ® (^-Uv^J, J*"1*) may be used to construct the difference of these two maps. Definition 6.2.26 The k-jet Spencer operator is the map Dk : JX*k —* *Z-i{T*M) ® Vitk-x defined by requiring Dk(jpi>) to be the unique element of 7r^_1(T*M)®Vitk-\ whose affine action on JlKk-\ maps ii,k-i({*k)ifl{Jl1>)) to i1(7rM-i)(ipV,)«
6.3. THE CONTACT STRUCTURE 207 In local coordinates, |/|=0 V //irfcifc_1(V(p)) Definition 6.2.27 The semi-holonomic (k -f l)-fet manifold J7c+17r is the submanifold D^"1(0) of J1^. ■ We now have the inclusions ii,fc(.7fc+17r) C Jfc+17r C .J1*"*.; in terms of coordinates, we may say that iifk{Jk+1^) 1S the submanifold of J1 irk where the derivative coordinates are totally symmetric, whereas .7fc+17r is the submanifold where all except the highest order derivative coordinates are totally symmetric (so that we may take (jr% u",Ujtl ) as a coordinate system on ft*1*, where 0 < \I\ < k and \J\ = k). EXERCISES 6.2.1 Complete the proofs of Lemma 6.2.12, and of Proposition 6.2.13. 6.2.2 Let 7r be the trivial bundle (R2 x R,pri, R), with global coordinates (xi,X2\u). Let 5 C J27r be the differential equation U12 = sinu described in Exercise 5.5.1. Show that the first prolongation jxS is the subset of J37r described by the equations U12 = sinu, Un2 = UiCOSU, ^122 = U2COSU. 6.3 The Contact Structure In Section 4.3, we explained that the intrinsic structure of the affine bundle (J17r,7ri|0, E) could be captured by certain vector fields along 7Ti)0 and the dual differential forms on J1^. In Section 4.5, we saw further how this information could be summarised in the vector-valued forms h and v which we termed the contact structure on tti. These ideas may be generalised without difficulty to the affine bundle (Jfc+17r,7Tfc+iifc, J**), and yield two families of d*-derivations called the horizontal and vertical differentials. We have already glimpsed the horizontal differential d^ in Section 5.5, and we shall see in these last two chapters that d^ is an operator of fundamental importance in the calculus of variations.
208 CHAPTER 6. HIGHER-ORDER JET BUNDLES Definition 6.3.1 Let (E,7r,M) be a bundle, and suppose that p £ M, <j> £ rp(7r), and ( £ TpM. The kth holonomic lift of £ by <p is defined to be ((j'V).(0,irV)e*;+lifc(rj**). A word about nomenclature is necessary here: we have chosen to call the resulting element of ^Jj+i fc(rJfc7r) the A:-th rather than the (k + l)-th holonomic lift, because it involves a tangent vector to Jfc7r, and so the original holonomic lift to iti0(TE) described in Definition 4.3.1 should properly be called the zeroth holonomic lift. Theorem 6.3.2 Let (F,7r,M) 6e a bundle and let j*+1<f> £ Jfc+17r. There is then a canonical decomposition of the vector space ^+1 k(TJkir) fc+i^ as a direct sum of two subspaces **+i,J.(Virj.)i*+i,J © (jk4>UTpM), where (jk(p)*(TpM) denotes the collection of k-th holonomic lifts of tangent vectors in TVM by (p. Proof Similar to the proof of Theorem 4.3.2; of course we must check that the k-th. holonomic lift is well-defined for different choices of (p with the same (k + l)-jet at p, but if 7 : R —► M is a curve with 7(0) = p, [7] = £, then (i*0)*C = [ifc0°7], and di dl'l+V* tJuJ oj^oj)= fe/+ii d7l ~dt t=o depends only on the derivatives of <j) of order < k -f 1. ■ Corollary 6.3.3 The vector bundle (7r£+1 k(TJkir),irk+i fc(rJfc7r)> J1***) may be written as the direct sum of two sub-bundles where Hnk+i,k is the union of the fibres (jk<f>)*(TpM) for p £ M. I In coordinates, the k-th holonomic lift of C = C -^
6.3. THE CONTACT STRUCTURE 209 is given by (iV).(O = COV) = c = c dx<- dx{ dxi + E ^ |/|-o k d(uj o </)) dxl d #* du<i a*) + E «7+i.(#+V) 'p* |/|=0 <9u? #*y Dual to the construction of holonomic lifts is the specification of contact cotangent vectors; these are contained in the kernels of prolongations. Definition 6.3.4 An element (v,jk+14>) € ^k+i k(T*Jkir) is called a contact cotangent vector if {jk(j>)*{ri) = 0. I As before, this definition does not depend on the particular choice of the local section 0, because (jk<f>)* depends only on the derivatives of <j) of order up to (k -f 1), and so is completely determined by jk+1<j>. Proposition 6.3.5 Let (F,7r,M) 6e a bundle, and let jk+1<p £ Jfc+17r. Then rt+Mi™)).^ = (^+ilfc(V^)i;+^)° and *2+i,j.(ker(jV)*)= (Uh4>).(TPM)Y, where irl(T*M) is regardedas a submanifold ofT*Jkn, andTrJj, x fc(ker (jk<t>)*) denotes the set of contact cotangent vectors in 7r£+1 k(T*Jkir) -it+i.. ■ Theorem 6.3.6 Let (F,7r,M) 6e a bundle, and let jk+1<j> € Jfc+17r. There is then a canonical decomposition of the vector space 7r£ , 1 k(T*JkTr) k+i, as a direct sum Corollary 6.3.7 The vector bundle (*k+it(T*jk*)>K+i*(Tjk*),Jk+1*) may 6e written as the direct sum of two sub-bundles «+i,fcK(™)) ® CVfc+llik, ^+1,fc(r}k J, Jfc+17r), where CV^^jfe i5 the union of the fibres ^£+1 fc(ker{jk<j>)*) for p £ M. ■
210 CHAPTER 6. HIGHER-ORDER JET BUNDLES In coordinates, if k then so that |/|-o Jp k |/|=o Jp * ^ Va dxi |/|-o i^ + ^i = 0 for each index i. Consequently k |/|-o We shall, of course, be interested in sections of these bundles of tangent and cotangent vectors. Our notation for the sections will be a straightforward generalisation of the notation of Chapter 4. Definition 6.3.8 The submodule of X(irk+i,k) corresponding to sections °f ^Ah-i k(TJkTr)\ will De denoted by «Vv(7Tfc+i *), and the submodel .fc^fc) ule corresponding to sections of 7r£+1 j^T/*^) w^ De denoted by Xh(irk+i,k)' An element of the submodule Xh(^k+i,k) will be called a total derivative. I It follows from Corollary 6.3.3 that we may write X{*k+i,k) = X"(.*k+i,k) ® Xk{*k+i,k). Definition 6.3.9 Each vector field X £ X(M) corresponds to a total derivative, its k-th holonomic lift Xk £ Xh{iTk+i,k), according to the rule
6.3. THE CONTACT STRUCTURE 211 We should expect different holonomic lifts Xfc, X1 to be 7r-related in the sense of Definition 3.4.11, and this is indeed the case: if k > I then = x\ X1 / -fc+1 Alternatively, we may consider the coordinate representations of X* and X1. To do this, we shall obtain a characterisation of Xk as a derivation, by taking / G C°°(Jkir) and unwinding the definitions: (<W)(#+V) = J^n = (iV).(*P(/)) = Xp(fojk<f>) = dx(f o iV)(p)- Another way of writing this is (<W)(ifc+V(p)) = djK/°;V)O0, which gives so that (ifc+V)*(djf*(/)) = djf((iV)*(/)), (ifc+vr ° ^ = «** ° (i vr for every (p £ r/oc(7r). In coordinates, if X = Xld/dxl then the coordinate expression of its fc-th holonomic lift is (Of course, Xk on the left of this equation is a vector field along TTfc+i^, whereas X1 on the right is a function lifted from M to Jfc+17r, but it will be clear from the context which type of object is intended.) The coordinate total derivatives are the holonomic lifts of the local vector fields d/dxl\ their coordinate representations are 9 ± V* - d °X |/|=0 °UI
212 CHAPTER 6. HIGHER-ORDER JET BUNDLES and they are normally written as d/dxl without any specific indication of the degree of holonomic lift involved. As derivations of type d*, we see immediately that, when acting on the coordinate functions uj on duf dx{ x/+i» as functions on Jfc+17r. Example 6.3.10 If tt is the trivial bundle (R x F,pri, R) with coordinates (t, qa), then the coordinate representation of the total time derivative d/dt € ^(tffc+i,*) is — = — 4- V a" 9 dt <9t ~ (r+1)0tf\' r=0 ^(r) If we use the identification Jkir = R X TfcF, and we denote by r£+1,fc the unique map satisfying r x rfc+1F pr2 -+. rpk+ij? tffc+l.fc fc+l,fc R xTfcF P^2 TfcF then the total time derivative induces an operator T £ X(tf+1' ) which is also called a total time derivative operator, and which satisfies Tpr2(rf+1*) = (?r2)* dt iPfe+V In coordinates, r-E«Tr+l)--j- r-0 The derivation of type d* corresponding to T will be denoted df.
6.3. THE CONTACT STRUCTURE 213 With the introduction of holonomic lifts of different orders, we can see how the Lie algebra structure of the vector fields on M is reflected in their lifts. Of course a holonomic lift is a vector field along itk+iyk (or Kk+2,k+i), and so the natural bracket operation is the Frolicher-Nijenhuis bracket. The result is then a vector field along 7Tfc+2,A:j and so is not in itself a holonomic lift: the difference, however, simply involves the jet projection Kk+2yk+i- To see this, we shall first prove a lemma about the characterisation of vector fields along 71-^/. Lemma 6.3.11 Suppose I,7E Xfakj). If for every <j) £ r/oc(7r), (jk<t>yodx = (jk<i>rodY, then dx = dy (so that X = Y ). Proof This follows directly from the definitions. For every / £ C°°( J'tt), (iVn<w)) = wmMf)) ^ c°°(M), giving, for every p £ M, ((jV)*(«W)))(p) = (Uk4>T(Mf)))(p), so that dxfUfr) = drfUfr)- Since this is true for every j£<f> £ Jfc7r, it follows that dxf dx = dy and hence X — Y. Proposition 6.3.12 If X,Y are vector fields on M, then *k+2,k+l ° d[X,Y]k = d[X*+i,Ir*+1]" Proof The operator dryfc+i yfc+11 = dj^fc+i ° dyk — dyfc+i o dxk. represents the Lie derivative action of a vector field along 7Tfc+2,A:- It satisfies, for any <t> € r,oc(ir), (ifc+20)* ° (^jffc+i ° dYk - dyfc+i o dXk) = {dx o dy - dy o dx) o (jk<l>Y = d[Xx\ ° (jk<fiY = {3k+l<t>Y°d[xx]k = (jk+2<t>y ° ^^+2,^+1 ° d[xx]k 1 using the properties of holonomic lifts and prolongations. The result then follows from Lemma 6.3.11. I = dyf, so that
214 CHAPTER 6. HIGHER-ORDER JET BUNDLES The corresponding decomposition of the module Ao^fc+i.fc °f differential forms requires slightly less new notation, because the submodule corresponding to sections of ^+1|fc(r}fcir)| + may be identified with Ao*fc+i- Definition 6.3.13 The submodule of Ao^fc+M corresponding to sections °f ^ifc+i k(Tjk ) will be denoted by Ac^fc+i./c? anc* ^s elements will be called contact forms. I We may therefore write Ao^fc+i.fc = Ao^fc+i ® Ac^fc+i.fci it is clear that Ac^fc+i.fc anc^ ^^(^fc+i.fc) annihilate each other, as do Ao^fc+i and Xv(iTk+itk). In coordinates, a contact form may be written as k * = E ^(du?-u?+ltdxl). |/|-o As with contact forms on J1^, the contact forms on Jfc+17r may be characterised (among all the 1-forms on Jfc+17r) as those which are pulled back to the zero form on M by prolongations. Theorem 6.3.14 If a € f^J^1^ then a £ Ac^fc+i.fc */; ana* on^V tf> for every open submanifold W C M and every <j) £ rV(7r); It is often convenient to encapsulate information about the decomposition of the bundle ttJ!+1 k(TJkir) m P^TS °f vector bundle endomorphisms or in a pair of vector-valued 1-forms, and this may be done in just the same way as in Section 4.5. Definition 6.3.15 The two vector bundle endomorphisms (/i,idJfc7r) and (v,idJkir) of 7r£+1)A.(rJfc7r) are defined by where (h e Hirk+lyk and fv G *t+iAV*i<)' I
6.3. THE CONTACT STRUCTURE 215 Clearly h -f v = 7rfc+1)fc*; we shall not normally indicate the particular map along which h or v is defined, because if £ £ ^£+1 k(TJkir) -*+i j, and if 0 < / < fc, then ^M^fc+i/O) ^ ^+1*(7r*+i,f+i*(0)> and similarly for v. Definition 6.3.16 The two vector bundle endomorphisms (h, idj*^) and KidjO of ir*k+iyk(TjkTr) are defined by htf + rf) = Vh where rjh £ ^+1)fc(^(T*M)) and 77" € C*xk+ltk. I Definition 6.3.17 The two vector-valued 1-forms h, v are the sections of the bundle 7rJ+1)fc(r}fc7r) ® tt^^t,^) defined by ^•m-V(£,77) = i7(v(0), where £ € ^+1)fc(TJ*7r) .*+1, and 77 € ^+M(T*J*7r) .*+v I If we consider ttJ!+1 a^ja^)®71"^! fc(rJfc7r) *° De a sub-bundle of rjfc+l7r® ^ifc+i fc(rJfc7r)> we may regard h and v as vector-valued 1-forms along 71-*.+!^ in the sense of Section 3.3; in coordinates, these vector-valued forms may be written as h V = = dxl <g> —- ax1 |/|=0 ■ u/+l, dxl) ® d duf As in Section 4.5, we could now go on to define the Cart an distribution on Jfc+17r, and use it to characterise prolongations. Rather than do this, however, we shall investigate some further properties of h and v which take account of the fact that these symbols really represent two families of tt- related vector-valued forms. These properties will involve the corresponding derivations of type i* and d*, whose actions on the coordinate functions and
216 CHAPTER 6. HIGHER-ORDER JET BUNDLES coordinate 1-forms may be summarised as follows: ih(dxl) = dh.xl = dxl ih{duf) = dhuf = uf+1.dxl dhdx1' = 0 dkduf = dxl A du"+li iv(dxl) = dvxl = 0 iv(duf) = dvuf = duf — u"+1 dxl dvdxx — 0 dvduf = dUj+ltAdx\ We shall call d^ and dv the horizontal and vertical differentials. Notice that, whereas ih and iv map Ao^fc+i.fc to itself, dh and dv map Ao^fc+i.fc to Ao+1**+2,fc+i. One consequence of the relationship h + v = TTk-\-itk* is that dh -\- dv — TTfc+i.A:*0^ this yields the following lemma, which shows what happens when the exterior derivative d is taken to the other side of a prolongation. Lemma 6.3.18 For every <j) e T^tt), d o (jk<f>)* = (ifc+V)* ° dh- Proof The exterior derivative d commutes with pull-backs, so do(jk<t>r = (jk<t>)*od = (i*+V)*° (<** + <**)■ But for any 1-form a, v J a is a contact form, so that (jk+1</>)*(vJ a) = 0; therefore (ifc+V)* o tv = 0, and so (jk+1<f>)* o dv = 0. I Another important property of the horizontal and vertical differentials is the following. Lemma 6.3.19 The horizontal and vertical differentials satisfy d\ = d* = 0. Proof The derivations d£, dj are of type d* and degree 2 along 7rfc+2,fc- We shall show, using coordinates, that they both vanish on C°°(Jkir). For d£, 4/ = *(£&<) rf2/ da^ dxx = 0, TdxJ A dxl
6.3. THE CONTACT STRUCTURE 217 so that d\ = 0. For dj, we shall first consider d^u": - dv(duf - u"+liaV) dluf 0. We then see that, in general, <f = m E |^(^/-^+1.^)1 |/|=0|J|=0 °UJ°UI = 0. Corollary 6.3.20 The horizontal and vertical differentials satisfy dk o dv -f dv ° d/i = 0. Proof This follows immediately from (d^ -f dv)2 = 7r£+2 fcorf2. I These results show that, if we consider the spaces Ao^fc+i.fc °^ r-forms on Jfc+17r which are totally horizontal over Jfc7r, then dh. and dv may be considered as coboundary operators. To show how they fit together, we shall define a canonical splitting of Ao^fc+i.fc which generalises the splitting Ao^fc+i.fc - Ao^fc+i ® Ac^fc+i.fc- To do this, we shall denote the p-fold composite i^ o .. . o ih by i£, where 0 < p < r. We shall also let A denote the (r + 1) x (r + 1) matrix / 1 1 1 1 \ 2 1 0 4 1 0 \rr ... 2r 1 0/ so that Apq = (r — q)v for 0 < p, q < r, and we shall put B = A-1. Definition 6.3.21 The map $s : Ao^fc+i.fc —* Ao^fc+i,* *s defined by *.(*)=it, BfiPkW> p=0 and the image ^(Ao^fc+i,*) is denoted by $rs s(7rfc+1).
218 CHAPTER 6. HIGHER-ORDER JET BUNDLES It is immediate from the construction that $s is a homomorphism of C00(Jfc+17r) modules, and therefore that $rs~s(irk+i) is a module. Since it follows that It is also true that v>.,*.o = w. 5 = 0 5-0 $;^(xfc+1)n*;-^(xfc+1) = o for Si ^ 32, and we may see this by using coordinates. Suppose first that, locally, 9 = (duji - u%+1 dxj) A ... A (du^ - u%+1dxj) A dx^1 A ... A dxir, so that 0 has q contact factors and (r — q) factors which are horizontal over M. Then %ph($) = (r - q)v$, so that *.(') = J2Bps(r-qye p-0 = 6sq9, because the numbers (r — q)v for 0 < p < r constitute the g-th column of the matrix A. Now any element of /\JJfl"A,+i,A, mav De written locally as a unique combination of elements of the form of 0, so it follows that 3>s picks out those terms with s contact factors and r horizontal factors. We have therefore obtained the following result. Proposition 6.3.22 Ao**+i,* = ®l=o $5~s(^+i). ■ As a special case of this construction, note that when r = 0 we have *°(Tfc+1) = A°Jfc+1*, and when r=lwe have *o(**+i) = Ao**+i> *?(**+i) = Ac**+i,*- We may now construct the following large commutative diagram, and this will be the framework for the "variational bicomplex" to be introduced in Chapter 7.
6.3. THE CONTACT STRUCTURE 219 *>k) *?(**+i) *?(**+.) *2+l(**+a+l) <*H (-l)^H (-l)J + 1<*H *S(**+l) *l(^fc+2) $J(7Tfc+s+1) dv — *i + l(**+a + 2) -rfh <*H (-1)J + 1<*H (-l)^K *8(^+2) *l(^fc+3) $2a{*k+s + 2) *2+l(^fc+-+3> 3* 1(^fc+m-l) ^"'('fc+m) *r"1(^+m+.-i) — *r+i1(^+^+-) ^(7Tfc+m) (-l)m^K *r(^fc+m + l) (-l)m+-1dh *7l(7Tfc+m+s) (-i)m+J4 dv *r+l(^fc+m + a+l We may choose any fc £ Z when constructing this diagram, but if k < 0 then only part of the diagram exists, namely the part containing the spaces ^(^fc+r+s) where k + r + 5 > 0. We shall call an element of 3>j_s(7rfc+i) an s-contact r-form on Jfc+17r. A word of caution is necessary here: when r < dim M, it would seem natural to try to characterise a contact r-form on Jfc+17r as an r-form 0 G /\rJfc+17r satisfying (jk+1<f>)*0 = 0 for every </> G rj0C(7r), by analogy with Theorem 4.3.14. When r = 1 this is just a contact form as previously defined, and when dim M — 1 it is indeed a sum of s-contact r-forms for 1 < s < r. However, when dim M > 2 and r > 2 there are contact r-forms which cannot be written as sums of elements of $rs~s(irk+i), because they are not even elements of Ao**+i,fc- Example 6.3.23 Let 7r be the trivial bundle (R2 x R,pri,R), with coordinates (x1,!2;^). Then the 2-form 0 = dvdu = duiAdx1 + du2f\dx2 £ /\2JX^
220 CHAPTER 6. HIGHER-ORDER JET BUNDLES satisfies w - '<(l?)"-'+'<(Il^«*, ^ dx2 A dx1 + n . f ds1 A dx2 dx2dx1 dx1dx2 = o; nevertheless, 0 £ Ao^i.o- EXERCISES 6.3.1 Let X be a vector field on Jkn with coordinate representation 9x1 |fc> 8u" Let A''1, Xv be the vector fields along irk+i,k defined by X&>* = (Xii*>Jkv+1Vh where the superscripts h, v indicate components with respect to the decomposition of 7rj£+1 k(TJkir) as a direct sum of holonomic and vertical vectors described in Corollary 6.3.3. Confirm that the coordinate representations of Xh and Xv are j. d x = *'-?■ xv = y (xf - jt*«?+1 )-^-. LA r+u)duf 6.3.2 Confirm the validity of Proposition 6.3.5 by an argument using coordinates. 6.3.3 Supply a proof of Theorem 6.3.14 by adapting the coordinate proof of Theorem 4.3.14 to use multi-index notation. 6.3.4 If f,g e C°°(Jkir) and I is a multi-index, show that the repeated total derivative of a product satisfies Leibniz' rule in the following form: ~HJ~ ~ J+^=/Mi ^|/|,.+|/|^7j ^|/I,*+|Jf|-x"
6.4. VECTOR FIELDS AND THEIR PROLONGATIONS 221 (We normally omit the pullback maps preceding the various derivatives in the above formula and simply write it as dW(fg) = ^ I! dWfdWg) dx1 j^=I J\ K\ dxJ dxK J 6.3.5 Show by induction that, if / € C°°(Jk-ir) and </> € IV(7r), then dWf dx1 dW(f°Jk<P) iPfc+|/|* 9xI 6.3.6 If #, Rf are 7r-related vector-valued r-forms along the projections fl"M-m,fc and irk+m+i,k+i respectively, define the derivations along 7Tfc+m+1|fc of type h* and t/* determined by R to be hR = iRodh + (-l)rdhoiRI vr = in odv + {-l)rdv oiR/, by analogy with the definition of derivations of type d*. Show that VR = dRJv + i[vtR] and ^r - dRjh + i[htR]. 6.3.7 Suppose that Rk is a family of 7r-related vector-valued r-forms along ^fc+m.fcj and that Sk is a family of 7r-related vector-valued s-forms along nk+l,k- Show that the operator vRk+i+i o vSk — ( — l)rsvSk+m+i o vRk is a derivation along irk+i+m+2tk of type v*. (The corresponding vector- valued (r + s)-form along ?rfc+j+m+1|fc may be denoted [jR, 5]v, and called the vertical bracket of .ft and 5. 6.4 Vector Fields and their Prolongations In Section 4.4, we saw how a vector field X on E could be prolonged to a vector field on J1!?. For a vertical vector field, this was comparatively straightforward: in coordinates, the coefficients of the basis fields in the derivative variables were obtained by differentiating the coefficients of the basis fields in the independent variables. Where the vector field was not vertical, the result was rather more complicated, although if the vector field
222 CHAPTER 6. HIGHER-ORDER JET BUNDLES happened to be projectable then its flow could be prolonged to give the flow of the prolonged field. In both cases, however, we started by describing a suitable bundle morphism which we then composed with jxX to give the required section of Tji^. All this generalises easily to give higher-order prolongations of a vector field on E. We shall, however, choose to extend our generalisation in a slightly different direction, by starting with vector fields along ir^o rather than on E. These will be called generalised vector fields, and the reason for including them in our discussion is that they provide yet another means of representing certain types of differential equation. Definition 6.4.1 A generalised vector field is a section X of the pull-back bundle (^^(TF),^^^^), Jfc7r); X is a vertical generalised vector field li it is also a section of the sub-bundle (^fc0(^)>x/co(r-'lv:7r)> Jk*)- * We shall, as usual, regard generalised vector fields as maps Jkir —> TE\ in coordinates, we have d d where the functions X1, Xa are defined locally on Jfc7r; more explicitly, we have xjki = x*(jk4>) d k'„, dxl d + xa(jk<t>) ) ou" I*(p) If X is vertical (and so may be regarded as a map Jkir —> Vir) then its coordinate expression is just X = Xa—-. du" We shall also regard vector fields on E as generalised vector fields, using the identification J°tt ^ E. Example 6.4.2 The zeroth-order holonomic lift of a vector field on M is a generalised vector field; in coordinates, dxl l dua Higher-order holonomic lifts are not generalised vector fields. ■ Any generalised vector field X : Jkir —> TE gives rise to a family of generalised vector fields defined on higher-order jet manifolds, namely X o 7rm)fc : Jm7r —> TE. Equally, X itself may have arisen by the same process from a generalised vector field on a lower-order jet manifold. We may use this idea to define the order of X.
6.4. VECTOR FIELDS AND THEIR PROLONGATIONS 223 Definition 6.4.3 If X : Jfc7r —► TE is a generalised vector field, then the order of X is the smallest natural number / such that there is a generalised vector field Y : Jlir —► TE satisfying X = Y o irkii. ■ A vector field on E is therefore a generalised vector field of order zero, and a zeroth-order holonomic lift is a generalised vector field of order one. It will often be convenient to adopt the convention that a generalised vector field of order k is defined on Jkir (rather than on a higher-order jet manifold). As usual, we shall be particularly interested in vertical generalised vector fields, and in fact every generalised vector field has a vertical representative. This applies even to generalised vector fields of order zero: in this case, however, the vertical representative is a generalised vector field of order one; we have already pointed out that a connection is required to yield the vertical representative as a vector field on E. Definition 6.4.4 If X : Jkir —> TE is a generalised vector field of order ky the vertical representative of X is the generalised vector field Xv of order max{fc, 1} defined by when k > 0, and by when k = 0. In coordinates, if then xh = xii*" **(**(*#*)) xh* = xHp) ~ M^*ix<f>(v))) ■ d d dxl dua' r = (r-r<)i- When k = 1, the vertical representative of X is just the vector field along 7T10 which would be obtained from the canonical decomposition of the bundle (7Ti 0(TF),7rJ 0(te), J1^) into its sub-bundles of vertical and holonomic tangent vectors. The relationship between generalised vector fields and differential equations arises when we consider the action of a vertical generalised vector field upon local sections of the bundle 7r.
224 CHAPTER 6. HIGHER-ORDER JET BUNDLES Definition 6.4.5 If X : Jkir —► Vn is a vertical generalised vector field and if 0 G IV(tt), then the local section X(<j>) £ Tw{^) is defined by X(4>) = Xojk4>. So far, this is just a generalisation of the action of a vertical vector field on E, as described in Lemma 3.2.18. We may, however, take the idea further by considering maps 7 : W X I —► JE7, where W C M and where I C R is a non-empty open interval. If 7* : W —► E is defined as usual by 7t(p) = 7(p, t), and if 7r o jt = idw, then we may construct the local section X(^t) € Tw{^)\ for each p £ W, X(^t)(p) £ ^(p.t)71"- ^n tne other hand, we may obtain an element of V^p^ir directly from 7 by considering the tangent vector [s 1—► 7(p, s + t)]. Definition 6.4.6 A solution of the vertical generalised vector field X is a map 7 : W X J —> E which satisfies tt o 7^ = id^ for each t £ J, and -y(7t(p)) = [a»—>7(P,* + 01 for each (p, t)eW X I. I In coordinates, if X = X^d/du" then 7 is a solution of X if *"#»> 8^ l(p,t) dt tJt^r(r,s + t))JL 7(p,t) or, in more traditional language, if *- (xi ^ *z! dlI^\ - *H \X'J 'a**''"' dxi J' at for 1 < a < n: a general set of n evolution equations for the functions 7. If X has order zero, then these are ordinary differential equations whose solutions are given by the flow of X. If the order of X is greater than zero, then there is no concept of a flow unless "infinite jets" are used, and indeed there is no general existence theorem for the solutions of these partial differential equations. Of course, we may also express these equations in the language of Definition 6.2.20; to do this, we would need to consider the bundle (^ x R,?r x idR, M X R) in order to include the time coordinate explicitly as an independent variable. We shall not go into the details of this relationship here.
6.4. VECTOR FIELDS AND THEIR PROLONGATIONS 225 Example 6.4.7 An evolution equation which it is often convenient to consider in this form is the Korteweg-de Vries equation, given (with a suitable choice of scaling factors) as ut = uxxx + 6uux. On the bundle (R x R,pri,R) with coordinates (x,u), the corresponding vertical generalised vector field is just {u(3) + Suu{1)) — We shall now consider how to prolong vector fields and generalised vector fields. This may be done by generalising Theorem 4.4.1, Definition 4.4.7 and Proposition 4.4.8. Theorem 6.4.8 There is a canonical diffeomorphism ii : Jlun —► Vttj which projects onto the identity of M. Proof As with Theorem 4.4.1, this diffeomorphism may be constructed by considering maps 7 : W X R —► E which satisfy 7r(7(p, t)) = p. We may then define a map f'7:R — J'tt t '—► Jp7«, where jt : W —► E satisfies *yt(q) = 7(0,*), and so we obtain the tangent vector [j\pf] £ Viri. On the other hand, we may also define a map [7] : W —> Vir v ►—> [7«] 1 where *yq : R —► E satisfies 7q(t) = 7(0, t), and so obtain the /-jet ^[7] £ Jlv^. The map i/ : Jlu^ —► Vttj is then given by the correspondence jlvb\ —♦ \j\n\- ■ In terms of coordinates, the diffeomorphism i/ is represented by a simple rearrangement: the coordinates on Jlu^ are (x\ua;ua;u?,u?) 1 < \I\ < I whereas those on Vttj are (x\ua;u?;ua,u?) 1 < \I\ < /.
226 CHAPTER 6. HIGHER-ORDER JET BUNDLES Definition 6.4.9 If X : Jk7r —► Vir is a vertical generalised vector field, then its l~th prolongation is the vector field X1 along itk+l,l defined by X1 = ii o jlX o Llk : Jk+lir —► Virt. As we might expect, prolongations of different orders are related by the jet projections: if / > m then fl".1 m*(X*fc+.,) = I^+mi) so that X1 is 7rjm- ' jp <p jp <p related to Xm. In coordinates, if then We shall, as usual, just write p rite X1 r' - dx* dWx« rfz7 |/|=o #+,V d hif' by pulling all the coefficient functions back to Jk+lir. Proposition 6.4.10 Let X : Jkir —> Vir and Y : Jmir —> Vir be vertical generalised vector fields. Then the Frolicher-Nijenhuis bracket [XmyYk] : Jk+™"K —> Vir is a vertical generalised vector field. Proof The vector fields Xm and X are 7r-related in the sense of Definition 3.4.11, as are Yk and Y, so that [Xm,yfc] is defined as a vector field along 7rfc+mio. If / € 7r*(C°°(M)) then dxf = dYf = 0, so that d[xm,Yk]f = ®' ^ f°ll°ws that [-X"m,yfc] is vertical over M, and therefore defines a vertical generalised vector field. ■ On the other hand, the Frolicher-Nijenhuis bracket of a vertical generalised vector field and a holonomic lift will always vanish. In the following result, note that, despite the similarity in notation, X1*1 is a holonomic lift, whereas Yk+l is a prolongation.
6.4. VECTOR FIELDS AND THEIR PROLONGATIONS 227 Proposition 6.4.11 If X : Jkir —► Vir is a vertical generalised vector field on E, and Y is a vector field on M, then for any natural number I, [Yk+l,Xl+1} = 0 Proof In local coordinates. Suppose that X = Xad/dua and Y = Y^/dxK Then for / e C°°(J<7r), A d f V* d (\- SllXa df\ dY^xlf = Y^^-^^—y so that On the other hand, dyk+idxix-1 = 0, .d\J\+iX0 dY^dxluPj = Yl dxJ+u . £i dl7IX« d dxHldYlf = £^WV&) f^ dxi duf U*V ' because the functions Yl have been pulled back from M, so that dxi+idyix-1 = 0, dxl+1dYluPj = Y dxJ+u . Consequently dYk+i o dXi = dxi+i ° dYi- ■ The converse of this result gives a characterisation of those vertical vector fields along TTk+i,i which are /-prolongations of vertical generalised vector fields. Proposition 6.4.12 Suppose that the vector fields X" G Xv{iTk+i+i,i+i) and Xf £ Xv(irk+iti) are ir-related. If, for every vector field Y G X(M), [Yk+l,X"] = 0, then there is a vertical generalised vector field X £ ^(^k,o) such that X' = Xl,X,, = X1^1.
228 CHAPTER 6. HIGHER-ORDER JET BUNDLES Proof It is clear that we shall need to define X £ X{wk,o) by X.*^ = fl"{,o*(X'fc+i,); we shall use coordinates to show that X1 = X' and X/+1 = X". Jp 0 So take, for y, vector fields on M which may be expressed locally as the coordinate vector fields d/dxl. Suppose also that 1 Ft and 1+1 Q where the functions Xf are defined locally on Jk+ln for 0 < \I\ < /, and are defined locally on J*+'+17r for \I\ = / + 1. Then so that dyk+i o dx' — dx" o dyi = 0, ' dxi_e_ y x* V du'+u d ifc dxt du? |/M ' lfc> *«? *•? m=o '**' Hence, equating coefficients, so that as required. j|J| Y"a The result dual to that of the last two propositions is that the prolongations of vertical generalised vector fields are characterised as those vector fields along 7r*.+*,/ which, as derivations of type d*, map contact forms to contact forms. Proposition 6.4.13 If X' £ ^(^fc+iy) *5 the prolongation of a vertical generalised vector field and a £ A1*^'71" i5 a contact form then dx'Cr £ /\1Jfc+/7r is a contact form. Conversely, if X' £ Xv(irk+i,i) has the property that dx'Cr is a contact form on Jk+lir whenever a is a contact form on Jl7r, then X' is the prolongation of a vertical generalised vector field.
6.4. VECTOR FIELDS AND THEIR PROLONGATIONS 229 Proof Suppose first that X' — X1, where X is a vertical generalised vector field, and that a is a contact form. Then a £ Ao^U-i? so f°r eacn point jlp(p £ Jln there is a cotangent vector 77 G T^J1"1^ such that a^^ = 7r*z_1 (77). Then = i7(^fz-i*(-yjfc+^)) so that ij^ta £ -tt^^; fc-f-Z—i(^'00(^A:+Z l7r))' anc* consequently d(ixiv) € Ao^fc+J.fc+i-i- By a similar argument, we may show that ixi(d<r) € Ao^fc+^fc+z-ii and therefore it follows that dxicr £ AiW+z.fc+f-i • ^ now ^ *s an arbitrary vector field on M, then dx,(^/_1 J <?) = [X1, Y^1-1} J a + y^'"1 J dx.a. Now Y1-1 J a = 0 and [X*, y^'"1] = 0, so that y*+f-i j dXicr = 0; it follows that dxicr is a contact form. Conversely, suppose Xf £ Xv(irk+iti) satisfies the property described in the statement of the proposition. Then, for each contact form a on Jlir, dx'V is a contact form on Jfc+/7r, and so is an element of Ao^fc+f.fc+f-i- An argument in coordinates then shows that X' must be 7r-related to a vector field along itk+i-\,i-\> If Y is an arbitrary vector field on M, then dx^Y1-1 J a) = [X', Y^1-1] J a + Y^1'1 J dx,a, but both Yl"1Ja and y*+'-* j dx>(T are zero, so that [r,7fc+M]Ja is zero. Since a is arbitrary, [X',yfc+/_1] £ ^(^"fc+z.z-i)) and since X' is vertical and yfc+/~1 is projectable, [X', yfc+'-1] is also vertical, and hence is zero. Since Y is arbitrary, X is therefore the prolongation of a vertical generalised vector field. ■ As in Section 4.4, we may now move on to construct the /-th prolongation of an arbitrary vector field on E (or, indeed, of an arbitrary generalised vector field) by defining a map rj : J1(tt o te) —► TJlir. The new definition is a direct generalisation of the earlier one.
230 CHAPTER 6. HIGHER-ORDER JET BUNDLES Definition 6.4.14 The map r/ : J1(tt o te) —► TJln is defined by rj(i» = ilti'rW r 4>. ° X)) + (j'tUXp), where <p = te ° ip and X = 7r* o ip. \ ■ Proposition 6.4.15 The pair (r/, idTJE?) is a bundle morphism from (J1(tt o te),{*ote)i,o,TE) to (TJl<K,(irly0)*,TE). If ip eTw{* o te) satisfies 1>(P) = ^{p) —r dxi m Hp) where <fr = te ° ip, ip1 — xl o ip and ipa = ua o ip, then ri{jlpip) = i>\p) -— 6V „. + *"Wa^ Jl4> il* |/|=0 \ if- E jjli^^^ ii* / so that ri(jpip) does not depend upon the particular choice of ip to represent the jet jlpip. Proof The coordinate expression is derived from that given in Proposition 4.4.8 by an application of Leibniz' rule. ■ Definition 6.4.16 If X : Jkir —► TE is a generalised vector field, then the l-th prolongation of X is the vector field X1 along Kk+l,l defined by X1 = n o jlX oLlk: Jfc+/7r —+ TJ'tt. In coordinates, if X = X{d/dxl + Xad/dua then / Art ^ 6V M=o \ d^X" ^ J! dlJl^ a ~~dx~i~ ^ J\K\ dxJ Uk^ J+K=I duQT
6.4. VECTOR FIELDS AND THEIR PROLONGATIONS 231 EXERCISES 6.4.1 If X is a generalised vector field of order k > 0, show by using coordinates that the t-th prolongation X1 satisfies (x%>+l+ = (x")'.>^ + O'V).K(^)), where Xv is the vertical representative of X described in Definition 6.4.4. 6.4.2 If X is a vector field on F, show that its /~th prolongation X1 satisfies (X<);<* = (x%^ + (*'*).(*.(*#(,)))• Explain why the expression on the right-hand side is well-defined, despite the appearance of an (I + l)-jet. 6.4.3 If X : Jfc7r —► TE is a generalised vector field and if Y is a vector field on M, show that, for any natural number I and any point fp+f+10 £ 7*+'+**, is the holonomic lift of a tangent vector in TpM. 6.4.4 Suppose the vector fields X" £ X(Ttk+i+i,i+i) and X' £ ,^(71-*.+^) are 7r-related. If, for every vector field Y on M and every point j£+l+1<t> £ [yfc+U"]Jpfc+<+v £ tj'tt is the holonomic lift of a tangent vector in TpM, then there is a generalised vector field X such that X' = X1 and X" = Xl+1. 6.4.5 If X1 £ Af(7Tfc+f/) is the prolongation of a generalised vector field X and a £ f\}Jlir *s a contact form, show that dxicr £ /\1Jfc+/7r is also a contact form. 6.4.6 If Xf £ X(nk+i,i) has the property that dx'Cr is a contact form on Jk+lir whenever a is a contact form on Jl7ry show that X' is the prolongation of a generalised vector field X : Jkn —► TE. 6.4.7 Suppose that the vector field X £ X(E) is projectable onto M, and let ipt be the flow of X in a neighbourhood of <p(p) £ 1? for given <f> £ rV(7r) and p £ W. Show that the prolonged vector field X1 is related to the prolonged flow jlipt by *]«, = [«—>jty.(i^)].
232 CHAPTER 6, HIGHER-ORDER JET BUNDLES 6.5 The Higher-order Cartan Form In Section 5,5 we saw how a problem in the calculus of variations could be reformulated in terms of the Euler-Lagrange equations, initially in terms of coordinate representations, and then subsequently in a global context. The variational problem was first-order, in the sense that the Lagrangian function L was defined on the first jet manifold Jlit, but the resulting Euler-Lagrange equations were second-order: the Euler-Lagrange form SL was defined on J27r. The coordinate-free version of "integration by parts" used to construct SL involved the Cartan form 0//, this had been obtained from the vector- valued m-form 5n, and therefore from the vector-valued 1-forms 5^ on J1^. The generalisation of this procedure to the higher-order calculus of variations starts as we might expect. Definition 6.5.1 A A:-th order Lagrangian (density) on tt is a function L £ C°°(Jfc7r), ■ Definition 6.5.2 The local section <f> £ rw(7r) is an extremal of L if t\ / (ifc(VW))*Ln = o, dt\t=0Jc whenever C is a compact m-dimensional submanifold of M with C C W, and whenever X £ V(7r) has flow ipt and satisfies X\^-itdC\ =0. ■ Lemma 6.5.3 The local section <j) is an extremal of L if, and only if, f(jk4>ydxkLQ = 0. Jc It turns out, however, that subsequent stages of the procedure involve unexpected difficulties. Although it is always possible to find a unique globally-defined Euler-Lagrange form on J2fc7r, there is a degree of arbitrariness in the Cartan form employed in the construction: if k > 1 and rn = dimM > 1, then there will be different Cartan forms which carry out the same function. The reason for this is to do with the commutativity of repeated partial differentiation; the problem can only arise when there are two or more independent variables, and when the Lagrangian involves second (or higher) derivatives. It is possible, by imposing a condition on the Cartan form, to regain uniqueness for second-order Lagrangians, but we shall see that this condition is inadequate for third-order Lagrangians,
6.5. TIfE HIGHER-ORDER CARTAN FORM 233 We shall start our investigation of this problem by extending the vertical lift operators of Section 4,7 to higher-order jet manifolds. Formerly, we were able to construct a tensor 5 which, when acting by contraction, yielded a map For higher-order jet manifolds, the operator is more complicated: on J27r, for instance, the corresponding map has the property that (*fff)"<-(^ + B4)' and so no longer represents a tensor, because it involves derivatives of the coefficients of the 1-form, This complication is necessary for the operator to behave properly under coordinate changes, and it arises naturally in the generalisation of the construction in Theorem 4.7.1. Theorem 6.5.4 Suppose given a point j£<j) £ Jk7t, a closed 1-form uj £ /\XM, and a tangent vector ( £ V.k-i.nk-i- Let W be a neighbourhood of p £ M and let 7 : W x R —► E satisfy ir o 7 = prx and [t 1—► jp-17t] = (, where jt • W —► E is given by 7t(g) = 7(9, t); suppose also that j^jo = jp</>- Let f £ C°°(M) satisfy f(p) = 0, df\w, = u\w, for some neighbourhood Wf C W of p. Then the new tangent vector denoted by the symbol u ®jk(f) (, is an element ofVjk^k^o which is independent of the choices of 7 ana f. Proof We must first establish the existence of suitable maps 7, and this may be done using coordinates. So let (xl,ua) be coordinates around <p(p) £ Ey and let k-l Q |/|=0 / fr1* We may find a map 7 such that, whenever t sufficiently small, 0lV dx1 = t(f + ti? y;-V) iP,t for 0 < \I\ < k - 1, by choosing 7 to be a (k - l)-th degree polynomial in the coordinates xx in a neighbourhood of (p, 0). By adding a fc-th degree polynomial in these coordinates, we may also ensure that <9lJl7a| dxJ p;t=0
234 CHAPTER 6, HIGHER-ORDER JET BUNDLES for | J| = A;, as required. We may now use 7 and the function / to construct a new map x : W XK —► E by the rule x(tfiO = 7(?> */(?))• We then have <9lJlxa <9x' alJl7a p;t=0 dx1 p;t=0 for 0 < |J| < A;, so that f£xo = fp</> (where xt • VT —► J5J satisfies Xt(<?) = x(tf>*)). and so that a; ®jk(f>( — [t 1—► jpXt] is indeed a tangent vector to Jkir at j£<f>. We also have 3x" at „w-««»-s- (?) for g £ W, and if we apply the higher-order version of Leibniz' rule to this equation, we obtain dW+^x" dtdx1 = E I! d\J\f p;t = 0 J + K = J J! if! <9xJ #l+i^ dtdxK p;t=0 for 0 < |J| < k — 1, showing that the coordinates of the tangent vector w ®jk(f> ( depend on u> and £, rather than the maps / and 7 chosen to represent them. Since, in particular, £>Xa\ dt p;t=0 - ™ % = 0, p;t-0 we see that u ®jk(f> ( is vertical over E. We may find the coordinate representation of a; ®jk(f> ( by the following calculation: k fl|J| + lva |/|-0 A: t=0;p 6^ i^ = E E J! aW+i-y" dW\f t=0;p t=0;p Jt/f' 8t8xK \I\=0J+K=I Jn' °lOX ti (j + jjt + iQ! ai*i+y ^ (J + K+lj)l d\J\wj dxJ d\J\f dxJ d du? d p 9uJ+K iH d\J\+lf t=0;p dxJ+^ p 'M+K+l, JS* p ^J+tf+1, i^
6.5. THE HIGHER-ORDER CARTAN FORM 235 It is clear from this coordinate representation that different vertical lifts are related correctly by the jet bundle structure, so that if ( £ V.k-ix^k-i and 0 < / < k then irkM{uj ®jk<f>() = oj ®jip+(*k-i,i-u(Q)' Example 6.5.5 Let 7r be the trivial bundle (RxF, pri, R) with coordinates (t,ga), and let ( £ V.k-i±^k-\ have coordinate representation k-i d < = £<w Then dt ®jk(f> ( has coordinate representation 'tf-1* fc-i *®^c=E('-+i)<rr) r=0 l/^r + l) da? j5^ We may now combine the operation of the vertical lift of tangent vectors with the vertical vector-valued form along tt^^.i, to define a vector-valued 1-form Si ' on Jfc7r. This will be a direct generalisation of the corresponding object Su introduced on J17r in Chapter 4. Definition 6.5.6 If u> £ [\}M satisfies dw = 0, then the vector-valued 1- form s£ ' £ Ac^fc+i.fc ® V(*fc,o) is defined by where £ £ 2^(7**). ■ In coordinates, ij+ki=o ^tm-*- ax ouJ+K+lx For a given 1-form a;, the vector-valued 1-forms Si, ' on different jet manifolds are compatible with the bundle structure; this follows from the corresponding property of vertical lifts. Lemma 6.5.7 If X £ X{Jkir) is irKl-related to Y £ X(Jlir), then XJ S{uk) isirkj-relatedtoYJsW. Ifae^J1^, then s£fc) J ttJ £(<r) = ^ll(s^ J *)•
236 CHAPTER 6. HIGHER-ORDER JET BUNDLES Proof For each j£(p £ Jkir, = w ®i^(7rfc_1,(_1,(pri(v(7rfc,fc_1,(Xi^),j*(/>)))) = W ©,,, (pnMHl-i.^*). 4^))) If now £ G T,k(hJkir then = K,(5i')ja)W(0. We may also consider the contraction of two of these vector-valued 1- forms corresponding to different 1-forms on M, and we shall see that they commute. In this proposition, as on other occasions when we are considering only a single jet manifold Jfc7r, we shall omit the superscript k and refer simply to 5W. Proposition 6.5.8 Ifu;1,oj2 £ A*^ satisfy do;1 = du2 — 0, then Proof If k = 1 then, as we remarked in Section 4.7, S^i J 5^2 = 0, and so there is nothing to prove. We may therefore assume that k > 1. Let ( £ T.k-2 A Jk~2n). In Theorem 6.5.4, let ( be represented by a map 7 which still satisfies j^o = jk(f>, even though now If locally a;1 = df1 and a;2 = df2 then and from the additional restriction on 7 we obtain a;2 ©^(a,1 ©£-., C) = [* ~ Jpfc(<7 —► 7(g,t/1(?)/2(?)))],
6.5. THE HIGHER-ORDER CARTAN FORM 237 which is clearly also equal to uj1 ®jk^{uj2 ®.k-i,(). Now let ( G Tjk<f>(Jkir). Then (^iJ^)i^(O = a,2 ®jkp+pr1(v(*Kk-U(ujl ®j^pr1(v(^k.1,(OJ^))J^)))' Now a;1 ©j^pr^^TT/i,^!*^),,;^)) G Vjfc^fc.o C V}****, so that priM^M-i^"1 ®jk^pr1{v{nkik.1,(()Jk<f>)))Jk<t))) = tr^k-ufa1 ®jk(f>pr1(v(7rkik-1*(()j£<t>))) It therefore follows that = w2 ®j>+(u,1 ®i»-i,*j.-i,*-a.(mM*M-i.(0, #*)))) = w1 ®^(a,2 ®i»-,^*_1>*_a.(pr1(t;KJk_1.(0,JpV)))) = (5„2J5„,)^(0. ■ By virtue of this lemma, we will be justified in using a multi-index notation for the contraction of several of these vector-valued forms. If (w1,.. .,wm) is a family of to closed 1-forms on M, we may define Swi by Swi+it = Swi J 5W,. Of course, the idea is that (a;1,... ,a>m) should form a basis of closed 1- forms: however, the topological nature of M may prohibit this, and so we shall also allow the use of a family which only forms a basis on some open submanifold of M. The vector-valued 1-forms Sw are of importance in showing that the horizontal differential d^ is-locally exact: in fact, for any a G ^\1Jk/Ki the relationship is(k+i)dh.cr - dhis{k)0- = 7r£+1(a;) A iv7r£+1 k(a) may be obtained from a calculation in local coordinates. We shall examine this question in more detail in Chapter 7. For the moment, however, the
238 CHAPTER 6. HIGHER-ORDER JET BUNDLES most important feature of these vector-valued forms will be that the map cj i—► Su depends on the derivatives of the coefficients of a>, and so cannot be used directly to define a vector-valued ra-form 5n on Jkfr. We shall therefore adopt a rather more roundabout technique, which we shall illustrate by an example before giving a general proof. Example 6.5.9 Let 7r be the trivial bundle (Rm x Rn,pri, Rm) with global coordinates (xt,uot), and let a be a 1-form on J2ir. (In the context of a variational problem we would take a — dL, where L G C°°(J27r) was a second-order Lagrangian.) In coordinates, we have a = aidx* + (7adua + cr^duf + cr'Jdufj, where, for this example, we have reverted to ordinary subscript notation for the derivative coordinates on J27r, and where alJ = &£. Note that the sum in the final term is over all pairs of indices i, j with 1 < i,f < m: if a — dL then we have a n(ij)du^ where n(ij) is the number of distinct indices represented by i and f, as in Exercise 6.1.1. In order to use our first-order theory on this second-order example, we shall use the relationship between J2ir and J1^ described in Section 5.2. Now titi : J27r —► JlfK\ is an embedding, but to extend the 1-form a from J27r to Jlit\ we require a projection r : Jlit\ —► J27r, and for this example we may use the projection given by the coordinate system: <(r(j») = |«0PV) + ^(JPV)) The resulting 1-form t*(<t) on Jlit\ has coordinate representation r*(a) = atdxl + aadua + §<(d< + dv%) + alJdu?]jy where we have omitted the pull-back maps r* in front of the coefficient functions, and where we have made use of the symmetry alJ = a%. We may now apply the first-order theory on J1^. Here, of course, the operator S'Q takes the form S'n = (dua - u%dxk) A f :Jfi)yv Q K >k } \dxi J dv% d_ d \ "d Hdv?-v?.kdxk)A(JLjn)
6.5. THE HIGHER-ORDER CART AN FORM 239 because the functions ua and uf are all regarded as independent coordinates. Similarly, the horizontal differential d'h is here to be regarded as a map I^J1* —► Ar+1^1?ri or Ar^1?ri —* /\r+1J2/Ki'i the composition tj.o d'h : [\?Jlir —► /\r+1J27r is then the original horizontal differential d^. Taking account of this, we find that M(r») = -§§du<*Afi-I<T^AQ —r^-d< Aft- axidu%{ A ft, dxl J a J'1 so that the "Euler-Lagrange form" on J1 it is then = \ <?* - 1 ""a dua A n + l«ri - VH At? A Q. Our integration by parts has given us an (m+ l)-form on J27Ti which is horizontal over J1^: it is an element of f^^1 (^1)2^ f^^1 {^1)2,0 as described in Theorem 5.5.2. Our target, however, is an (m -f l)-form horizontal over F, and so we must integrate by parts again. We can do this by using the injection £2,i : J3n —► J2it\ to obtain an (m + l)-form t,2i(Ea) on J3tt horizontal over J1^, and employing a variant of the first-order theory. The two features we must deal with are that we now have an (m+ l)-form rather than a 1-form, and that the coefficient functions are defined on J37r rather than on J1 it. Neither of these factors presents any problem, and we can apply Sq and d^ (in their original forms on J1^ rather than on J1^) to obtain the horizontal differential of the "Cartan form", Finally, therefore, we obtain E2<7 = ir;3(t;il(Ea))+dA5n(t5il(^a)) dxJ dxl dxJ J as an (ra -f l)-form on J47r horizontal over E\ it is an element of A™*1 ^4 ^ Aol+l7r4,o- If L G C°°( J27r) is a second-order Lagrangian and a — dL, then
240 CHAPTER 6. HIGHER-ORDER JET BUNDLES the result is the Euler-Lagrange form for L, 6L = E2{dL) \du<* dxi \duf) n(ij) dxi dxi \du% ) ) ■ This example suggests that it might be possible to find a Cartan form and an Euler-Lagrange form for a Lagrangian defined on a jet manifold of arbitrary order: if L € C°°(Jkir) then we would need to perform k integrations by parts to obtain the Euler-Lagrange form, of which the first (k — 1) integrations would yield the corresponding Cartan form. The problem, of course, is that we need to use projections from repeated jet manifolds to their holonomic submanifolds, and these projections may be defined in many different ways. In our example, we used the global coordinate system on the base manifold to define a suitable projection. More generally, we shall construct such a projection by using tubular neighbourhoods. Definition 6.5.10 Let M be an embedded closed submanifold of the manifold H, and let (NhM,v,M) be the normal bundle of M in H. A tubular neighbourhood of M in H is a neighbourhood U of M in H, a neighbourhood V of the image of the zero section z(M) in 7V#M, and a diffeomorphism / : U —> V satisfying f\M = z. The map v o / : U —► M is called the projection of the tubular neighbourhood. ■ It may be shown that tubular neighbourhoods always exist, and we may therefore use the projection of such a neighbourhood to "spread out" the value of a differential form. Before proving the general result, we shall dispose of the two technical features mentioned in the example, by using the vector-valued m-form Sq on J1 it to construct a map from (m -f l)-forms to m-forms on J1^, and hence a map from (m + l)-forms to m-forms on Jstt. We shall use the same notation Sq for these new maps as for the original vector-valued m-forms. Definition 6.5.11 The map Sq : ft?*1*! —► frTJ1* is defined by the rule that, for e e Ar+l7rii Sq{0) = SqJ<t, where a £ /\x J1^ satisfies 0 = a A Q. ■ Of course, we need to check that this definition makes sense. To see this, note that the vector-valued m-form Sn, when regarded as an alternating m-linear map X( J1*) X ... x X( J1-k) —> X( J1*)
6.5. THE HIGHER-ORDER CARTAN FORM 241 is vertical over M: it takes its values in V(7Ti) C A'(J17r). The transposed map A1^*71" —> Am^1?r may therefore be defined on the quotient space V*(7Ti) of vertical 1-forms described in Definition 3.3.10. By Proposition 3.3.11, V*(7Ti) is isomorphic to /\™+1ni, and the isomorphism is given by [a] i—► a A O, so that our new map Sq is really no more than a reformulation of the old one. Our second definition uses the fact that the module over C°°( J3tt) generated by 7T* iCAr4"1^) maY be written as Ao^"1**.! n A™4"1^ the (m + 1)- forms in this module are those which are not only ra-horizontal over M, but are also completely horizontal over J1 it. Definition 6.5.12 For any s > 0, the map Sq : AcT*1*'.! n Ar+1^* —* Am«/a7r is defined by considering the map <i(Ar+V) — AmJ*» <M -^ *:tl(sa(o)), which is well-defined because ir*x is injective, and extending to Aon+1?r3,i n /\?+1*s by C°°(Js7r)-linearity. ■ Note that, as a consequence of the contact properties of the original vector-valued m-form, this last operator Sq takes its values in a sub-module of /\mJ3ir: it is always the case that Sq(0) £ AcT71"^ n A™71"^ an(^ indeed that {ja<t>)*(SQ{0)) = 0 for every <f> G T^tt). We are now in a position to apply the induction argument. We shall use the notation 7rf = ((.. .if\)i .. -)i)i for the bundle of /c-th repeated 1-jets as described in Section 6.2. The induction step will be that, if the result is true for Jrv for an arbitrary bundle i/, then it is also true for Jr+17r; we shall, of course, let v be the bundle 7Ti. We shall formulate the result by supposing that the necessary tubular neighbourhoods have been specified, and by demonstrating the existence of an operator with properties which generalise those given in Theorem 5.5.2 for the first-order Cart an form. Theorem 6.5.13 Suppose given, for 0 < r < k — 2, a family of tubular neighbourhoods of J/c_r7r[ in Jk~r~17r[+1. Corresponding to this family, there is then an H-linear operator Sq ' : [\^ Jkit —► /\o'^2k-i}k-i ^ Ni^2k-\ satisfying the conditions 1. (5^ \cr)) .2k-i. depends only on the germ of a at j£<f>; 2- *n.k(° An) + Msn\°)) £ AIT+^fc.on Ar+1*2*; and
242 CHAPTER 6. HIGHER-ORDER JET BUNDLES 3. (f2/c-V)*(4 V)) = ° f°r every <t> e r«oc(7r). Proof The proof is by induction on k. When k — 1, no tubular neighbourhoods are needed and the operator is just Sq as previously defined; so suppose k > 1. The induction hypothesis is that, for every bundle v : F —y M and family of tubular neighbourhoods of Jk~r~lv\ in Jk~T~2v'[Jtl, where 0 < r < k — 3, there is an R-linear operator Sq : f\^Jk~lv —► /\™v2k-3,k-2 n P\£v2k-3 such that, for a £ /\1Jk~1u, the three properties 1. (5^ ~ '(&)) -2fc-3 , depends only on the germ of a at fp-1^? 2- ^fc-2,fc-i(5' A n) + *t(4*_1)(*)) e Aon+1^-2,o n Ar+1^-2, where dh in this expression is the horizontal differential on the jet bundles of i/, and 3. (j2k-3^r(S^k-1\a)) = 0 for V € Tlec(u), are satisfied. Choose v to be 7Ti : JX/k —> M. Given a £ ^\1Jk/Ki transfer a to t>k-i,i(Jkn) along tfc—i,ii extend it to the tubular neighbourhood using the neighbourhood's projection; and then extend it in an arbitrary manner as a smooth 1-form a over the whole of Jk~lfK\. By the induction hypothesis, 4fc-1)(*) e Aol(*i)aj.-3,fc-2nAil(*i)2j.-3 c AmJ2/c_3^, and if we write J3(*-1)(a) for the result of the next integration by parts, then E{k-1]t € Aon+1(^i)2fc-2,onAra+1(^i)2fc-2 C /\m+1J2k~2iru so that ^2/t-2 i(--?^~1^) is an (m + l)-form on J2k~1ir. We may now use the basic relationship for repeated jets illustrated in Section 6.2 by a commutative diagram, This relationship yields (^1)2^-2,0 ° ^2^-2,1 — 7r2fc-i,ij so that ^2fc-2,l(Acn+1(7rl)2A:-2,o) C A^^fc-l.li
6.5. THE HIGHER-ORDER CARTAN FORM 243 and consequently -K\ o (^1)2/^-2,0 ° ^2fc-2,i = ^2^-1? so that ^-2,i(Ar+Vi)2fc-2) c Ar+1T2fc-x. Therefore so by using Definition 6.5.12 we may apply Sn to this (m + l)-form to obtain the m-form 5n(^fc-2,i(^(fc"1)^)) 6 Ao^fc-Lo n Ar^fc-i on J2k~lir. Now this m-form will be one term of the m-form Sq (&)] the other term will be one which, when its horizontal differential is taken and the result added to a A O, yields the (m + l)-form t^k_2 1(J5,(fc"1)a). More formally, we will let where the m-form 0 on J2k~1ir will be chosen so that the (ra -f l)-form *;*,*(* a «) + <**(4fc)(<0) = *2kA°A n) + ^+^^n(^-2,i(-;(fc"1)&)) has the property of being totally horizontal over i£: we shall therefore be able to regard the latter as the Euler-Lagrange form E^a. If we require 0 to satisfy the equation *lk,k{° A «) + <W = »;m*-i(^-2,i(^(*_1)*)), then we will be sure that E(k)o = »aV2*-1(t5*-2,i(£(*"1)&)) + ^^(^.^(^C*-1)*)) will have the appropriate property. We shall therefore set 0 to equal 7r2fc-l,2fc-2(^2fc-3,l(5r2 (&))> which is an element of AcT7r2A:—2,/fc—1 n /\^rt7r2A:—2 by virtue of the relationship (^i)2fc-3,fc-2 ° ^2fc-3,i = ifc-2,1 ° ^2fc-2,fc-i- Tne definition of E^'^a then shows that 9 will satisfy the required equation. Our definition of 5^ ' is therefore 4fc>(«0 = »2Vl,2fc-2('2fc-3,l(4fc"1)(*))) + 50(^-2,l(^(*-1)*)) £ No'*2k-\,k-\ n Ar^fc-i.
244 CHAPTER 6. HIGHER-ORDER JET BUNDLES and clearly (Sq (&))-ik-i. depends only on the germ of a at jk<f>. The operator Sq ' satisfies the second required property by construction. As far as the third property is concerned, if <f> G r{oc(7r), then o2fc-vr(4fcV)) = (J^-^JV))*^-1^) + (ja*-V)*(5n(t;fc_a,1(JB(*-1)a)))> where the first term vanishes by the induction hypothesis because j1^ is a local section of 7Ti, and the second term vanishes by virtue of the properties ofSn. ■ Corollary 6.5.14 If L G C°°(Jk/K) where k > 1, then a Car tan form for L may be constructed globally by The preceding argument provides a satisfactory demonstration of the existence of a suitable Cartan form; as we have already remarked, however, the uniqueness of such a form is a rather more complicated affair. Nevertheless, the Euler-Lagrange form which is constructed from the Cartan form by the equation of first variation is always unique (so that when two distinct Cartan forms may be found, their difference will necessarily be annihilated by the horizontal differential d/J. Although our construction of a Cartan form gave an m-form which was totally horizontal over J^-1^, it is a priori possible that an m-form with suitable properties could be found in /\™K2k-i,k n Ar^/fe-iJ we sna-ff therefore express the following result in slightly more general terms. Proposition 6.5.15 If L G C°°(Jkir)t and if GUG2 G NS^k-i^Kf^k-i have the property that both the (m -f 1)-forms "i = *;*,*(<*£ a n) + <k©i SL2 = 'K*2k)k{dL^n) + dh<^2 are elements of /\™~*~1n2k,o n /\™~*~1'X2k, then 6L1 — 8L2. Proof We shall use coordinates to show that d^(0i — ©2) — 0. First, because both 0x and 02 are elements of AcT^fc-i.fc n Ai^ife-i) it follows that their difference 0i — 02 may be expressed locally as
6.5. THE HIGHER-ORDER CARTAN FORM 245 where the 1-forms a1 are elements of Ao7r2fc-i,A:- If the coordinate representation of each a1 is {c%dxi + £ (cl)lduf, |/|=o then dh<xl = ^f^-dxm A da' + ]T ( ™3a^m A du? + (<7l)radxm A du?+lm J , dxm \ dxm mJ |/|=o and so An. Since dh(®i — ©2) £ Ao1*1^/^* the only non-zero terms in this expression are those in dua A H, with coefficients —d/dxl((at)a). From the vanishing of the other terms, we may calculate recursively that these coefficients equal \I\ = k J=/ + lt aX But for each fixed multi-index J with | J| = fc + 1, the sum J+i,=J equals the coefficient of du" A ft, which is zero. The coefficient of dua A ft is then a sum of derivatives of the coefficients of the du°j A ft where \J\ = A; -f 1, and so itself is zero. ■ To obtain the coordinate representation of the unique Euler-Lagrange form, we shall make a particular choice of tubular neighbourhood which yields a particular choice of Cartan form. While the coordinate description of the Cartan form may only be valid for this coordinate system, Proposition 6.5.15 implies that the representation of SL is valid in an arbitrary coordinate system. So suppose (xl,ua) is a coordinate system on U C E and that, for each s with 1 < s < fc, (xl, uf) and (x% uij, uf .j) are the corresponding coordinate systems on U3 C Js7r and U^"1 C Js_17Ti respectively,
246 CHAPTER 6. HIGHER-ORDER JET BUNDLES where |/| < s, \J\ < 3-1. Then a projection rs : U' 1 —► U3 may be defined by the rule Ats{jsp-1^)) = s'orV); «?(T.orv)) = hr/or1v-)+i(f:^<i/-li(ir1V') for \I\ < s - 1; «f(r.(jp-V)) = E^^Z-uOTV) for |/| = -. (This is just a generalisation of the projection used globally in Example 6.5.9.) Each rs may be extended to define a tubular neighbourhood of the whole of Ja7r in Js~l'K\, and used to construct the corresponding operator Sfo . Then given a Lagrangian L £ C°°(Jk7r), the coordinate representation of 0L = S$\dL) + *2k-itk(Ln) in the neighbourhood U2*"1 is y^vw nlJ,(J + J + iQl|J|l|J|l); ^C^o H +J+UW i\J\ The corresponding Euler-Lagrange form SL is then Example 6.5.16 Let 7r be the trivial bundle (R2 x Rjpr^R2) with coordinates (z, t\ u), and let L £ C°°( J27r) be given by L = lUa-Ut + ul + U2X. Then in this coordinate system, the Cartan form of L is given by 0L = (3u2 + |ut - 2uxxx)du A dt - \uxdu A dx + 2^^^ A dt + (2Ua.Ua.a-a. - U2^ - 2u^ - |tta;Ut)dX A dt, and the Euler-Lagrange form of L is SL - (Uxxxx + 6^3:^0; + Uxt)du A dx A dt. It follows that if the local section <f> satisfies the Euler-Lagrange equation then its derivative d<f>/dx satisfies the Korteweg-de Vries equation, ay | Qd<t>d24> | d2<j> =Q dx4 dx dx2 dx dt
6.5. THE HIGHER-ORDER CARTAN FORM 247 We shall now justify pur remarks about the uniqueness of the Cartan form. We saw in Section 5.5 that the Cartan form for a first-order La- grangian was unique, and a corresponding result holds for Lagrangians of arbitrary order where the base manifold M is one-dimensional. The proof of this result uses the local exactness of the horizontal differential d^; this will be proved in the context of infinite jets in Chapter 7. Proposition 6.5.17 If the base manifold M is one-dimensional, and if S : /\1 Jfc7r —► /\o^2k-i,k-i satisfies the properties that *2k,k(c A dt) + ^5(a) ^ Ao*2*,o n A?*2fc, and that (jafc-V)*(s(<0) = o for every <f> £ r/oc(7r), then S = S^ . Proof If a G A1^** then (f2fc-V)*(5(a)) = (i2fc-V)*(5^(cr)) = 0, so that 5(a)— S^t'(a) is a contact form. By Proposition 6.5.15, dk(S(a) - S<J>(<r)) = 0, so that locally 5(a) - S^t'(a) = d^f for some function / on J2k~2ir. But then *2k,2k-l(dhf) = *2k,2k-l(hjdf) = hj(hJdf) = hJdhf = h(S(a)-S$\a)) = o, since the horizontal component of any contact form is zero. I Corollary 6.5.18 The Cartan form S$(dL) + L dt is unique, and has coordinate representation 1=0 7=0 \ ^(t+J + l)/ where (t,ga) are coordinates on the total space of the bundle ir. ■
248 CHAPTER 6. HIGHER-ORDER JET BUNDLES On the other hand, when dim M > 2 and k > 2, the construction of Theorem 6.5.13 does not provide a unique Cartan form. Example 6.5.19 Let 7r be the trivial bundle (R2 x R,prx,R2) with coordinates (x1,^2;^), let H = dx1 A dx2 be the volume form on R2, and let the derivative coordinates on J27r and J17^ be denoted in ordinary (rather than multi-index) notation. Let Si be an operator 5^ ' defined using the projection t\ : J1^ —► J2ir described earlier, and let S2 be an operator defined using the alternative projection r2, where but where the other components of T\ and r2 are equal. Then Si(dun) = (dui — Undx1) A dx2, but 52(dun) = (dui — Undx1) A dx2 — (dui A dx1 -f du2 A dx2), so that Si and 52 both satisfy the conditions we have specified for the (2) operator 5^ , but Si -fi 52. A similar example can obviously be constructed in cases where k > 2 and m > 2. ■ (2) That example used a second-order operator 5^ , and it is important to note that the alternative operator was constructed using a tubular neighbourhood which was not obtained from a coordinate system in the way described earlier. However, it is in fact the case that—for second-order systems—our earlier description can be made to yield a unique operator and a unique Cartan form: in coordinates, we will always have S%\dL) = ((^-^*4L)(du«-u«kdxk) + -7-~^r(d<-<fcdx/c)) A f AjnV where, as usual on J27r, n(ij) denotes the number of distinct indices represented by i and j. Theorem 6.5.20 There is a unique operator 5^ ' which satisfies the conditions of Theorem 6.5.13 and which, in each local coordinate system, may be constructed from the tubular neighbourhood defined by that coordinate system.
6.5. THE HIGHER-ORDER CARTAN FORM 249 Proof We shall show that the coordinate representation of 5^ (dL) given above is unaltered by a change to a different coordinate system. First, if just the dependent variable coordinates are changed, we may let (x1,^) to be the new coordinate system on E. The terms in the coordinate representation transform as follows: dua - v%dxk = ^{dvP - vpkdxk)\ d _ dv7 _a_ 2d /dvi\ d dvf ~~ a^ ~dv? + n(ij)dx~J \du" J 0v£ ' d dv'y d Invariance of the coordinate representation follows from a straightforward calculation using On the other hand, if the independent variable coordinates are changed, we may let (yJ, ua) to be the new coordinate system on E. In this case, the calculations are simpler by letting r be the tubular neighbourhood projection corresponding to the original coordinate system, and writing this in the new coordinate system: r*(dua) = dua; r*(d<) = ±(du* + du$)i where r*{du%) = l{du%+duh) + \a%duZ. + \b*du^ dyv dy« d2x™ b7i = dxl dxi dyP dy? lJ dxl dxi dyP ' An explicit calculation of 5^ ' in the new coordinates shows that again the coordinate representation is unchanged, this time as a consequence of a7^ -f b^ — 0. Our specification of Sq ' in local coordinates therefore gives a well-defined operator on the whole of J27r. ■ Corollary 6.5.21 It is possible to select a unique Cartan form in second- order field theories. ■
250 CHAPTER 6, HIGHER-ORDER JET BUNDLES EXERCISES 6.5.1 Let ujl £ A1-^ (where 1 < i < m) satisfy dul — 0, and suppose that 7 is a multi-index with |7| > k. Show that S$ = 0. 6.5.2 If cj G ^M satisfies duj = 0, and if there is a point p £ M where ujp jk 0, show that TB.nk(slk))jk^ = n(m+k-lCk-i). 6.5.3 If ujl E A1-^ (where 1 < i < m) satisfies do;1 = 0, and if there is some p E M where each u>lv ^ 0, show that 5(^ ^ 0 for |7| < k. 6.5.4 If (f, f) : 7r —> 7r is a bundle morphism where f is an isomorphism, show that //* ° (slk%+ = (slk))j>fmojku 6.5.5 If w1,^2 e f\lM satisfy dw1 = rfw2 = 0, show that where the bracket is the vertical bracket described in Exercise 6.3.7. REMARKS The form of the variational bicomplex used in this chapter and in Chapter 7 is based on a version given in an article by Tulczyjew [17]; this article also gives a definition of the holonomic lift operation in a form similar to that used here. There are many approaches to the higher-order Cartan form (or Poincare- Cartan form, as it is often called); the approach taken in this chapter, and in particular the method of repeated integration by parts, uses ideas which originate in an article by Kuperschmidt [11]. (The justification for our assumption about the existence of tubular neighbourhoods may be found in [12].) An approach to the Cartan form which uses the idea of "local Lep- agean equivalence" may be found in an article by Krupka [10]; the result has the same local coordinate representation as the Cartan form described in the present chapter.
Chapter 7 Infinite Jet Bundles Many of the constructions described in the last chapter may be carried out on jet manifolds of various orders, with results which are related by the jet projections. In many cases, a clearer formulation of these results is possible if we can avoid the need to keep track of the order of the jets. The way to do this is to use "infinite jets". There are two approaches to this idea. One is to regard the "infinite jet manifold" as merely a convenient fiction, and to regard entities defined on different jet manifolds as equivalent when they are related by the appropriate projection maps; these equivalence classes are then the corresponding entities defined on the fictitious manifold "J°°7r". With this approach, one has to keep in mind just which properties the various entities are meant to possess: for example, a "vector field" on "J°°7r" is actually an equivalence class of vector fields, and there is no reason a priori why such an object should have any of the standard properties of vector fields. The alternative approach, which we shall adopt here, is to define J°°ir as a bona fide manifold. The result, of course, will be an infinite-dimensional manifold, and in the first section of this chapter we shall describe some of the ideas which are needed for its definition. 7.1 Preliminaries The first two definitions in this section are taken from the theory of categories, although we shall only apply that theory to the particular category of real topological vector spaces and continuous linear maps. We shall start, therefore, with an infinite family Vo, V"i, V2,... of topological vector spaces, and a corresponding infinite family fn+i)Tl •' K1+1 —► Vn of continuous linear maps. Definition 7.1.1 The family (V, foo.n) is called an inverse limit of the family (Vn, /n+l,n) ^ 251
252 CHAPTER 7. INFINITE JET BUNDLES 1. V is a topological vector space, each f^n : V —► Vn is a continuous linear map, and fn+i,n o foo,n+i = /oo.n for each n G N; 2. if W is a topological vector space and <7oo,n • W —► Vn are continuous linear maps which satisfy fn+i,n ° <7oo,n+i = <7oo,n for n £ N, then there is a unique continuous linear map g : W —► V which satisfies SW = foo.n Og for 71 G N. We may illustrate this definition using a commutative diagram. W - vn+1 - vn Jn-f l,n If the inverse limit of such a family exists, then it is unique to within isomorphism: if (V, foo.n) and (U,/ioo,n) are both candidates, then there are maps h : U —► V satisfying /ioo,n = foo.n ° h, and f : V —► U satisfying foo.n = ^-oo.n ° f • It follows from this that foo,n — foo.n ° h o f for n £ N. By applying the definition of inverse limit to (V, foo,n)> and letting W — V and goo.n = foo.n> we see that there is a unique map g : V —► V satisfying foo.n = foo.n ° <7- Since both idy and ho f satisfy this condition, it follows that ho f — idy. A similar argument shows that f o h = idu, establishing the isomorphism. Example 7.1.2 Let pn+i,u • Rn+1 —► Rn be the projection on the first n components. The family (Rn,pn+i)Tl) then has an inverse limit (R00,^^), where R°° is the vector space of all infinite sequences of real numbers, where
7.1. PRELIMINARIES 253 Poo.n ' R°° —> Rn is again projection on the first n components, and where the inverse limit topology on the vector space R°° is defined by letting subsets of the form p^)1n(On), On C Rn, On open, be a basis for the open sets. It is not hard to see that the linear maps poo.n are continuous, and that the relation pn+i,u°Poo,u+i = Poo.n holds for all n. If W is another topological vector space and <7oo,n : W —► Rn, then we may define g : W —► R°° by setting the n-th component of g(x) £ R°° to equal the n-th component of 9ooAx) ^ Rn: (9(x))n = (^oo,n(«))n. The map g is then linear and continuous, it has the property that <7oo,n = Poo.n ° 9, and it is the only continuous linear map which does so. ■ The usual (Hausdorff) topology on the finite-dimensional space Rn is, of course, derived from the standard Euclidean norm. On infinite-dimensional spaces, however, the topology need not be derived from a norm, and indeed R°° has no suitable norm. To see this, suppose that the contrary were the case. Let efn\ £ R°° be defined by e^ny — 8n{ £ R, where n,i £ N+, and where the notation e(n); indicates the i-th component of the element e(n\; then put _ e(") *(n,~lk<»)l' If O C R°° is an arbitrary neighbourhood of zero, put and choose an index fi such that 0 £ p^n (Oy). Whenever n > n^, the first n^ components of Z(n) are zero, and so Z(n) £ p^n (P^) C O, demonstrating that X(n) —y 0 as n —► oo. Since the norm must necessarily be a continuous function, it follows that ||a,(n)|| —> 0; however, by construction, each ||a,(n)|| = 1. Although R°° is therefore not a Banach space, it may be shown that it is the next best thing, a Frechet space: that is, it is complete, metrizable, and locally convex. It is also path-connected and second-countable, and for any n £ N there is an obvious canonical isomorphism between Rn x R°° and R°°. The reason for the name "inverse limit" is that the object so constructed is at the blunt end of all the arrows. There is a dual construction, called the direct limit, where all the arrows are turned round, and which we shall also need to use. We suppose, therefore, that the infinite family Vq, Vi, V2,... of topological vector spaces is now linked by an infinite family fn,n+i • Vn —► Vn_|_i of continuous linear maps.
254 CHAPTER 7. INFINITE JET BUNDLES Definition 7.1.3 The family (V, fn,oo) is called a direct limit of the family (Vru,/u,u+i) if: 1. V is a topological vector space, each fU}00 : Vn —> V is a continuous linear map, and /n+i,oo ° /n,n+i = /n.oo for n G N; 2. if W is a topological vector space and <7n,oo : V^ —► W are continuous linear maps which satisfy <7n+i,oo ° fn,n+i = <7n,oo for n £ N, then there is a unique continuous linear map g : V —► W which satisfies #n,oo = 9 ° fn.oo- Jn,n-f 1 Example 7.1.4 Let in,n+i : Rn —► Rn+1 be the injection onto the sub- space of points in Rn+1 whose last component is zero. The family (Rn, in,n+i) then has a direct limit (Ro°,in)00), where Rg° is the (vector) subspace of R°° containing those infinite sequences with only finitely-many non-zero components, where in)00 : Rn —► Rg° is the injection onto the subspace of points where only the first n components may be non-zero, and where the direct limit topology on Rg° is defined by specifying that O C Rg° is open if, and only if, for each n G N, i~^o(0) is open in Rn. It is not hard to see that the linear maps in)00 are continuous, and that the relation inoo = in+lj00 oinjn+1 holds for all n G N. If W is another topological vector space and gny0o - Rn —► W, then we may define g : Rg° —► Y as follows:
7.1. PRELIMINARIES 255 set #(0) = 0; if x £ Rg° is non-zero then let n be the largest index for which xn is non-zero, so that there is a unique x £ Rn with in,oo(^) = z> and then set g(x) to equal <7n,oo(z)- The map g is then linear and continuous, it has the property that gniOQ = g o in)00, and it is the only continuous linear map to do so. ■ The space Rg° will play a less prominent role than R°° in our discussion, as it normally appears through duality. It is easy to see that R°° may be identified with the algebraic dual of Rg°: given x £ R°°, the map Qx : R°° —► R defined by CO (Qx)(y)= Y^xkVk fc-i (finite sum since y G Ro°) Is obviously linear; conversely, given any linear map a : Rg° —► R, put a{ = a(e^) where again e^ = Sik, and define X(a\ £ R°° by JE(a)t = O-i. Then Qx^ = a because the e^j form a basis of Rg°. It is equally easy to see that Rg° cannot be identified with the algebraic dual of R°°: the canonical map from a vector space to its double algebraic dual is no longer surjective. Instead of algebraic duals, however, we shall consider topological duals, and then this problem no longer arises. In general, we shall denote the topological dual of a topological vector space V by V*. Under pointwise operations, V* becomes a vector space. It may be given a topological structure using more than one method, and for infinite-dimensional spaces these need not produce the same topology on V. Consequently there may be different candidates for the double dual V**, and in general there is no reason why any of these candidates should be naturally identified with V. Nevertheless, with the two spaces R°° and Rg° we do have a symmetric relationship: the topological dual of R°° is isomorphic to the vector space Rg°, and the topological dual of Rg° is isomorphic to the vector space R°°. To see how this relationship arises, suppose first that a : R°° —► R is linear. If a depends only on finitely many components of its argument—that is, if there is a natural number n such that if z,y £ R°° and Xk = Vk for k < n then a(x) = a(y)—then a is continuous. For define an : Rn —► R by ctn = a o in>0o» tne condition on a then implies that a = an op^,*., and since an and poo.n are continuous, so is a; consequently a £ R°°*. On the other hand, if a depends on infinitely many components of its argument, then for every n £ N there are £(n),2/(n) G R°° with Z(n)k = V(n)k f°r k < n but a(z(n)) ^ a(y(n)). Consider the sequence of elements 2(n) £ R°° defined by = *(n)-y(n) (n) a(x(n)-y(n))"
256 CHAPTER 7. INFINITE JET BUNDLES Then Z(n) —► 0 G R°° as n —> oo, whereas a(z(n\) = 1 for each n, so that a is not continuous. Consequently the map P : Rg° —► R°°* defined by, for y G Rg° and x G R°°, oo (Py)(a,)= ^2/fcX/t fc-i (finite sum since y G Ro°) ^s a canonical linear isomorphism. Finally, to see that R°° = Rg°*, we simply observe that every map Rg° —► R is continuous; for if a is such a map, then for each n G N+, a o iU}00 : Rn —► R is linear and hence continuous. So if O C R is open then for each n G N+, *n,oo(a~1(^)) = (ao*n,oo)_1(^) is open in Rn; consequently a-1^) is open inRg°. We shall now move on to a definition of differentiability for maps between subsets of topological vector spaces. Definition 7.1.5 Let V, W be topological vector spaces, and let O C V be open. The map / : O —► W is said to be of class C1 if, for every x G O and every v € V, the limit Df(x] v) = lim - (f(x + tv) - f(x)) exists, and if the resulting map Df : O x V —► W is continuous. ■ The quantity Df(x;v) is, of course, just the directional derivative of / at x in the direction v. For each x G O, the map v \—> Df(x\v) is linear and continuous. Example 7.1.6 Let O C R°° be open, and let / : R°° —► R be of class C1. For each x G O, the map v —> Df(x; v) is a continuous linear map from R°° to R, and so is an element of Rg°. If we let the "partial derivatives" of / be the directional derivatives in the component directions, it follows that / can only have a finite number of non-zero partial derivatives at each x £0. ■ Definition 7.1.7 The map / : O —► W is said to be of class Ck+1 for k > 1 if it is of class Ck and if, for every vi,..., v* G V", the map O —► W given by x i—► Dkf(x]vu...,vk) is of class C1; the map D*+1/ : O X Vk+1 —> W is then defined by Dk+1f(x]v,vl,...,vk) = lim - (Dkf(x + tv\vl,...,vk)-Dkf(x]Vi,...,vk)) .
7.1. PRELIMINARIES 257 If / is of class Ck for each k > 1 then it is said to be smooth, or of class C°°. ■ In much of our subsequent discussion, the codomain of the map / will be the inverse limit space R°°, and checking the smoothness of such a map can be reduced to checking the smoothness of the composite maps poo.n ° / • O —> Rn. Lemma 7.1.8 The map f : O —► R°° is smooth if and only if each composite map fn — poo.n ° f is smooth. Proof Suppose first that each fn is smooth. We shall show that / is smooth. Since fm = pUyrn o fn, where m < n and pnyTn : Rn —► Rm is the projection on the first m components, it follows that Dfm = pny7n o Dfn using the chain rule and the linearity of pn>m. If x G O and v G V, we may therefore let it; be the unique element of R°° which satisfies poo,n(w) = Dfn(x\v). So let U C R°° be any neighbourhood of w\ then, for some n, there is a neighbourhood Un of p00)Tl('u;) G Rn satisfying p^n{Un) C U. Since fn is of class C1, there is some e > 0 such that i (/n(t5 + t«) - /„(*)) 6 Un whenever \t\ < e. But i (fn(x + tv) - fn(x)) = Poo,n Q (/(x + tv) - /(*))) , so that |t| < e also implies i(f(x + tv)-f(x))eu, and we may conclude that w — Df(x\v). Continuity of the map Df then follows from the continuity of the maps Dfn, so that f is of class C1. A straightforward induction argument along similar lines then shows that / is of class Ck for each k. The converse assertion, that if / is smooth then each fn is smooth, is obvious. ■ We shall also need to consider maps with codomain Rq°, and checking smoothness of these maps can be more complicated. Of course, if a map / : 0 —> Rg0 is the pull-back of some map g : O —► Rn, so that / = in)00 o g, then the smoothness of g automatically implies that / is smooth. We shall normally restrict our attention to maps of this form. There are, however, smooth maps to Rg° which do not satisfy this condition.
258 CHAPTER 7. INFINITE JET BUNDLES Example 7.1.9 Let b : R —► R be a smooth bump function satisfying b(t) = 0 for |tf| > §, and 6(0) = 1. Let / : R —► Rg° be defined by PM/(0) - *(2"n(* + 3)), so that, for each t £ R, only one component of f(t) is non-zero. Furthermore, at each (t,v) ERxR, prn(Df(t;h)) = h&(t), and similarly for higher derivatives, so that for each t £ R, only one component of Dkf(t\ hx,..., hfc) is non-zero. Nevertheless, for any e > 0, infinitely many of the functions prn o /|/e c\ are non-zero. I EXERCISE 7.1.1 Let b : R —► R be the bump function defined in Example 7.1.9, and let the maps fm : R —► Rm for m £ N+, and / : R —► Rg°, be defined by Prn{fm{t)) = rt(2"n0, n <m; prn(f(t)) = tb{2-»t). Show that each fm is smooth, but that f is not differentiable at zero. 7.2 Infinite Jets If </> is a local section of the bundle 7r, we may define the oo-jet of <f> in a way which is a direct generalisation of our definition in earlier chapters. Definition 7.2.1 Let (E,7r,M) be a bundle and let p £ M. Define the local sections <f>, ij) £ rp(7r) to be oo-equivalent at p if <f>(jp) = i/>(p) and if, in some adapted coordinate system (xl9ua) around </>(p), dWf" dx1 dWip01 dx1 for 1 < |7| < oo and 1 < a < n. The equivalence class containing <f> is called the oo-jet of <f> at p and is denoted j™<f>. ■ Although this definition is expressed in terms of coordinates, it follows from Lemma 6.2.1 that the particular choice of coordinate system does not
7.2. INFINITE JETS 259 matter. Alternatively, we may note that the sequence of equivalence classes (jp(f>) satisfies ..•c^c.c %4> c fpV, and that we may set oo #°* = n $+> k=i where the intersection is non-empty because <f> £ j£<j) for every k. If 7r happens to be a real-analytic bundle (rather than being merely C°°), and if </> is a real-analytic local section, then the oo-jet jg°<f> may be considered as the Taylor series of <f> around p. Definition 7.2.2 The infinite jet manifold of -k is the set {f~0:peM,0erp(7r)} and is denoted J°°7r. The functions -k^ and Tr^o, called the source and target projections respectively, are defined by TToo : J°°7r —► M 3?4> ^- P and fl"oo,0 : J°°^ ► E If I > 1 then the I-jet projection is the function itooj defined by *oo,. : J°°7r —> J1tt 3^<t> ►— J> Definition 7.2.3 Let (E,7r,M) be a bundle and let (U, u) be an adapted coordinate system on E, where u = (z*, ua). The induced coordinate system {U00,u00)on J°°7r is defined by tf°° - OpV : 0(P) € U} uoo . r/oo __^ Roo where u°° = (zl, ua, u?) for 1 < |J| < oo. I
260 CHAPTER 7. INFINITE JET BUNDLES If k > \I\ then the coordinate function uf on J°°7r is of course just the pull-back by tTqq^ of the coordinate function uf on Jk7r. Proposition 7.2.4 Given an atlas of adapted charts (U, u) on E, the corresponding collection of charts (U00,^00) is a C°° atlas on J°°7r. Proof As before, every oo-jet j™<f> is in the domain of the chart (U00,^00) whenever (U, u) is a chart on E with <f>(p) G U. There is now, however, a slight difference: the fact that u00^00) is open in R°° is no longer trivial, and depends on the result, which we shall not prove, that an arbitrary family of Taylor coefficients defines a C°° (though not necessarily analytic) function in a neighbourhood of a point in Rm. To see that the transition functions v°° o (u°°)~l are smooth, we simply observe that the composite maps Poo.n ot)°°o {u00)-1 : u00^00 n V°°) —► Rn, where n = dim Jkir, satisfy Poo,n o v°° o (u00)-1 = vkoukoPoQ)n\ because the new k-th. derivative coordinates depend only on the old 1-th derivative coordinates for I < k, and on the dependent and independent variables. It follows that each map poo>n o v°° o (u00)-1 is smooth for arbitrarily large n, and hence for all n, so that we may apply Lemma 7.1.8 to deduce smoothness. I Lemma 7.2.5 The functions -k^ : J°°7r —► M, x^o : J°°^ —> E and ^oo./fc : J°°^ —► Jkn are smooth surjective submersions. Proof Similar to the proof of Lemma 4.1.9; note that the standard definition of a submersion, as a map / whose derivative f* is surjective at each point, is still applicable in these circumstances because the codomain manifold is finite-dimensional. ■ Proposition 7.2.6 The space J°°7r is an infinite-dimensional manifold, and for k>0 the triple (J007r,'Xoo,k,Jk'K) w a bundle. Proof We shall consider bundles whose total spaces are infinite-dimensional manifolds, so long as they satisfy the remaining conditions given in Definition 1.1.8. They must, in particular, be locally trivial, and the local triviality of (J°°7r, 71-00^, Jkw) follows from arguments ^imilar to those used in the proof of Proposition 6.2.8.
7.2. INFINITE JETS 261 We have already seen that J°°7r has an infinite-dimensional C°° atlas; we shall also require an infinite-dimensional manifold to satisfy the topological conditions we required of a finite-dimensional manifold, namely that it be connected, second-countable, and Hausdorff. The arguments used in the proof of Proposition 1.1.14 may then be used to show that, since the fibres °f ^00,0 are manifolds (each fibre is diffeomorphic to R°° because an arbitrary family of Taylor coefficients may arise from a C°° function), it follows that J°°7r is a manifold. I Proposition 7.2.7 The triple (J00'k,'k00,M) is a bundle. Proof Similar to the proof of Proposition 4.1.21. ■ Example 7.2.8 Let n be the trivial bundle (R x F,pri,R). The infinite jet bundle (J°°7r,x^, R) is then trivial, and we may write J°°7r = Rx «/o°tt. The fibre Jo°7r 1S Jus^ the infinite tangent manifold to F, and an alternative notation for this manifold would be T°°F; the infinite tangent projection rj? is the map T°°F —► F given by -Koo^jco^. ■ We may define the infinite prolongation of a local section, or of a bundle morphism, in the same way as for a finite prolongation. Definition 7.2.9 Let <f> be a local section of 7r with domain W C M. The infinite prolongation of <f> is the map j°°<f>: W —► J°°7r defined by j°°<t>(p) = j?4>- The map j°°<f> is clearly a local section of tt^. It is smooth because each map n^k ° j°°0 — jk<f> is smooth, so that we can apply the arguments of Lemma 7.1.8. Definition 7.2.10 Let (E,*,M) and (F,p,N) be bundles, and let (f,f) : 7r —► p be a bundle morphism, where f is a diffeomorphism. The infinite prolongation of f is the map f°°(f, f) : J°°7r —► J°°p defined by j"(/,7)(jp"*) = >£_)/(*)• To see that f°°(f, f) is smooth, observe that each composite map poo,k ° 3°°{fy f) — jk{f> f) ° ^oo./fc is smooth, so that once again we may apply the arguments of Lemma 7.1.8.
262 CHAPTER 7. INFINITE JET BUNDLES Our next task will be to construct the tangent and cotangent spaces to J°°7r. There is no difficulty in defining a tangent vector to J°°7r at j£°<f> as an equivalence class of curves 7 through f£°</>, and then Tjoo^ J°°ir is isomorphic to R°°. In coordinates, a tangent vector £ = [7] may therefore be written ^l + ££? d du°, where (l = (x* o7)'(0) and £f = (uj107)'(0). Note that the summation indicated in this expression is purely formal: the coordinate tangent vectors are simply placeholders in an infinite sequence, and no question of convergence arises. A tangent vector may, as usual, act on a function / 6 C°°(J°°7r) to give the real number «/) = (/o7)'(0) = f ^1 +Eff^T ax hp4> |/|=0 aui JZ°<t> the summation is now finite because any smooth function on R°° (and hence on J°°7r) can have only a finite number of non-zero partial derivatives. Another manifestation of this phenomenon is that the cotangent space Tfooj, J°°7r is isomorphic to Rg0, so that a cotangent vector 77 may be written p . as a finite expression k Jp * |/|=o for some k £ N. It follows that every cotangent vector on J°°7r is the pull- back of a cotangent vector on some finite jet manifold Jkw (although, as we shall see, the corresponding property does not hold for differential forms). Using the tangent and cotangent spaces to J°°7r, we may go on to construct the tangent and cotangent bundles, (TJ°°7r, tj00^, J°°7r) and (T"\7°°7r, r}oo^, J°°7r). A suitable generalisation of our definition of a vector bundle would allow us to deduce that these were vector bundles over the infinite-dimensional manifold J°°7r, whose total spaces were modelled on the topological vector spaces R°° x R°° and R°° x Rg° respectively. We shall not pursue this matter; we shall, however, be interested in sections of these two bundles. Definition 7.2.11 A vector field on J°°7r is a smooth section of the bundle
7.2. INFINITE JETS 263 To use this definition, we must know how to check whether a section X of Tjoo,,- is smooth. This is a local matter, so it is sufficient to consider a coordinate chart (U00,^00) and the coordinate representation x = jpA + f; x?4- ax |/|-o aui valid on U°°. Just as for a vector field on a finite-dimensional manifold, the coordinate representation defines a map Xjjoo : U°° —► R°°, and X is smooth precisely when each map Xt/«> is smooth. We may now apply the argument of Lemma 7.1.8 to say that X is smooth whenever the coordinate functions X1 and Xf are all smooth. Example 7.2.12 The locally-defined vector field is smooth; it is the infinite version of the coordinate total derivative introduced in previous chapters. Note that, unlike the earlier version, this is a vector field defined on a manifold, rather than along a map. ■ As usual, vector fields on J°°7r act as derivations on functions; this action may be defined point wise by the action of the corresponding tangent vectors, so that dxf(j^) = xJrM). To see that the resulting function dxf is smooth, observe that it may be described using the coordinate chart (U00,^00) by dxf(j?4) = D(f o («~)-1)(tt~0-~#)>^-(i~^)). On the other hand, it is not true that all vector fields on J°°7r have flows. The trouble here is that the usual proof of the existence of flows relies on the coefficients of the vector field satisfying a Lipschitz condition, and this does not make sense in the absence of a norm. We shall not need to use flows in this chapter. In contrast to the situation with vector fields, the characterisation of suitable differential forms on J°°7r needs a little care. The most general 1-form is just a smooth section of the cotangent bundle Tj^^, and so its coordinate representation defines a map cjjjoo : U°° —► Rg°; w is smooth precisely when each map ujuoo is smooth. We saw in Section 7.1 the complexity of determining whether maps to Rg° were smooth, and, in particular, we saw that such maps need not be pullbacks of maps to Rn.
264 CHAPTER 7. INFINITE JET BUNDLES Example 7.2.13 Let 7r be the trivial bundle (R x R,pri,R) with global coordinates (t = i^R,g), and let b : R —► R be the bump function defined in Example 7.1.9. The 1-form lj on J°°7r given in coordinates by u,j-4 = 6(2"1(3 + p)) dt\^ + £ 6(2-('"+2)(3 + p)) dq{, is smooth, because the corresponding function uijoo* : J°°7r —► Rg° defined by the coordinate system satisfies uijoo* = / o x^, where / : R —► Rg° is the smooth function defined in Example 7.1.9. The 1-form w is therefore not the pull-back to J°°7r of a 1-form on a finite jet manifold. I Another manifestation of this phenomenon arises when we consider smooth functions on J°°7r. At any point j£°<f) G J°°7r, such a function / will yield a cotangent vector df\-00. which in coordinates will be given by dfW* - t&L/Hj-, + £o duf £1 du?L~* for some k G N; as we saw in Example 7.1.6, the map / can only have a finite number of non-zero partial derivatives at each point. There is, however, no reason why a similar restriction should apply to the 1-form df, and in general there may be infinitely many of the functions df/duj which are not identically zero. Nevertheless, for most purposes it is unnecessary to use differential forms which are not the pullbacks of forms on a finite jet manifold. We shall therefore adopt a definition of differential forms of finite order, and our definition will be suitable to apply more generally to r-forms. Definition 7.2.14 A differential r-form on J°°7r of finite order is an element of 71"^ k(/\rJkn) for some k G N. The set of all such differential r-forms will be denoted /\rF J°°7r. I Note that fS^J00^ is not a module over C00(J007r); it is, however, a module over /\^ J°°7r. In coordinates, an element of /^J00^ takes the form k a = (7{dxx + ^^ aLduf |/|-o for some k G N, where the functions Oi and af are also pulled back from a finite jet manifold; a will be smooth when all these functions are smooth. Elements of/\5rJ°°7r are then sums of wedge products of elements oi f\lFJ°°ir.
7.3. THE INFINITE CONTACT SYSTEM 265 EXERCISES 7.2.1 Let G be a Lie group, let ir be the trivial bundle (Rx(GxG),prly R), and let p be the trivial bundle (R x <3,pri,R). Let p, : G x G —► G denote group multiplication, and let f = (idRX^z, idR.) be the corresponding bundle morphism from 7r to p. By analogy with Exercise 4.2.4, show that the prolonged map j°°f : J°°7r —► J°°p projects to a map T°°p : T°°G x T°°G —> T°°G, and that T°°p defines a group operation on T°°G. 7.2.2 Construct a diffeomorphism ioo : J°°vv —► V-k^ which projects to the identity on M, and use it to define the infinite prolongation X°° of a vertical generalised vector field X : J°°7r —► W. 7.2.3 If X, Yare vertical vector fields on E, show that [X,Y]°° = [X00^00] 7.3 The Infinite Contact System One of the main advantages of using infinite jets is that the description of holonomic lifts and the contact system may be simplified. The reason for this is that there is no longer any need to consider the highest-order derivatives as a special case. A consequence is that the tangent bundle rjoo* may be written as a direct sum of the bundles of vertical and holonomic vectors, without the need to choose a connection: there is, indeed, a natural connection on J°°7r. Definition 7.3.1 Let (jE7, 7t, M) be a bundle, and let p £ M, (f> G rp(7r) and ( G TpM. The infinite holonomic lift of ( by <f> is defined to be ■ Notice that, at each point j™</> G J°°7r, the infinite holonomic lift of ( G TpM is a well-defined element of the tangent space at that point which does not depend upon the particular representative <f> of the infinite jet j™<f>. This is in sharp contrast to the /c-jet case, where a (/c -f- l)-jet j^l4> is needed to define a unique /c-th holonomic lift {jk<j>)*{C)- Theorem 7.3.2 Let (E,7r,M) 6e a bundle, and let j™<f> G J°°7r. There is then a canonical decomposition of the vector space Tjoo ^ J°°7r as a direct sum of two subspaces Vi«#*oo e (j°°<PUtpm).
266 CHAPTER 7. INFINITE JET BUNDLES Corollary 7.3.3 The vector bundle (TJ°°7r, rj«>ni J°°7r) may be written as the direct sum of the two sub-bundles (Woo © iZTToo J°°7r), where H'Kqq is the union of the fibres (j°°<f))^(TpM). ■ In coordinates, if c = c dx{ then its infinite holonomic lift is d (j°°*MO - C axi + E *f+iSi?4>) izz #°* |/|=0 au? js°*y Definition 7,3.4 An element rj £ T^^J00^ is called a contact cotangent vector if (j°°<t>)*(ri) = 0. * I Proposition 7.3.5 If j™</> G J°°7r then <,(r*M)ip«o, = (^--^oo)0 and ker(j~^)' = ((i~#),(rpM))°. Theorem 7.3.6 There is a canonical decomposition of the vector space ,m ^(T'MWekerO-00*)*. T*oo^ J°°7r as a direct sum Corollary 7.3.7 The vector bundle (T*J007r,Tj007r, J°°7r) may be written as the direct sum of two sub-bundles (^(T'MJSCVoo.T}.,,/^), where C*^^ is the union of the fibres kei(j°°(f>)* for p £ M. ■ In coordinates, a contact cotangent vector may be written as a finite k V = E rfMtf - u?+lt<te*)joo.* |/|-o sum
7.3. THE INFINITE CONTACT SYSTEM 267 for some k G N. The corresponding vector bundle endomorphisms also have a formulation here which is simpler than the one used in the context of finite jets. Definition 7.3.8 The two vector bundle endomorphisms h and v of rjoo^ are defined by v{th + o -: r, where (h G Hir^ and (v G Vic^. ■ Definition 7.3.9 The two vector bundle endomorphisms h and v of Tj^^ are defined by h(r,h + r,v) = 7]h v(Vh + Vv) = ri\ where -qh G 7r^(T*M) and ?7V G C^. ■ We may also define an operator corresponding to the vector-valued 1- form Si, \ Proposition 7.3.10 Suppose given a point j™</> G J°°7r. a closed 1-form u) G A1^; and a tangent vector ( G Vjoo^tToq. There is then a unique tangent vector which satisfies, for each I G N+, *"oo,.*(^ ©joo^C) = ^ ®j^(*oo,l-l*(C))- Proof Since irktU(uj ®jk(f>() = w ®ji4,(iCk-i1i-i*(()) for k > /, we may just take a> ©joo^ £ to be the unique element of Tjoo^ J°°ir whose coordinate representation, when truncated to the correct length, is the same as the coordinate representation of each uj ®ji(/> {^oo}l-i*{())] this clearly satisfies the conditions of the proposition. ■ Definition 7.3.11 If u G A*^ satisfies dw — 0, then the vector-valued 1-form 5ioo) G Af j°°* ® V(7rOO)0) is defined by where £ G 7joo^(J°°7r). I
268 CHAPTER 7. INFINITE JET BUNDLES We may regard 5^,°° as an operator X(J°°ir) —► X(J°°ir) or, by transposition and restriction to Af^0071"* as an operator /\rFJ°°ir —► /\rFJ°°7r. In coordinates, we may write Si, as a tensor field, as 5(oo) = £ U^|lQ!g^( xJ)( u+ln=o (J + ^)lKl dxJ h |J+K|=0 ^ TXt,:-: —' ' ^J+tf+l. Our main interest in this section will be in differential forms of finite order on J°°tt. Just as in Section 6.3, the bundle endomorphisms h and v allow us to define horizontal and vertical differentials dh and dv, with the difference now that both dh and dv map r-forms to (r + l)-forms on the same manifold: they are derivations on J°°7r rather than, as before, along Kk+i,k- We may similarly define the spaces $r3(J°°ir) of (r + ,s)-forms on J°°7r which contain r factors horizontal over M, and s contact factors; since we normally just consider a single bundle ir and we are no longer counting the order of the jets, we may abbreviate this notation and simply write $£, so that dh : $rs —► $s+1 and dv : $rs —► $s+i- As before, the maps dh and dv may be included in a commutative diagram, called the variational bicomplex. Our new commutative diagram will, however, include some additional spaces. Some of these will be familiar: for instance, the spaces /\rM of reforms on the base manifold. Others, such as the spaces of functional forms Es, have not been introduced before (although it would have been possible to define them on finite jet manifolds if we had needed to do so). Definition 7.3.12 The space of functional s-forms on J°°7r is the quotient space e, = *r/rffc(*r_1), and the map p3 : $™ —► Ss is defined to be the canonical projection. The space So of functional O-forms is also known as the space of Junctionals on J°°7r. ■ Example 7.3.13 A classical example of a functional is the map C :C§°[a,6] —► R given by £[4>]= t L(4>{t),4>\t))dt, J a where Co°[a, 6] denotes the subspace of C°°[a, 6] containing functions which vanish at the endpoints a, 6 of the interval, and where L is a Lagrangian.
7.3. THE INFINITE CONTACT SYSTEM 269 A different Lagrangian L\ will yield the same functional C if the difference L - L\ is a total time derivative df/dty for df I %\ dt = I (/° *)'(*)* J a. dt\(<t>(t),<t>'(t)) J a = f(<t>(b))-f(<f>(a)) = 0. Using our present terminology, we may consider the Lagrangian pulled back to a function L on the infinite jet manifold J°°7r, so that the 1-form L dt is an element of $q. If L — L\ = df/dt then L dt — L\dt = —— dt = dhf. dt *" so that the two Lagrangian 1-forms L dt, L\dt both yield the same functional when they differ by an element of dh(^o). It is therefore reasonable to regard C as an element of the quotient space E0 = $o/^/i($o)» tne projection map po • $o —y ~o is then often denoted (suggestively) by an integral sign, so that C = p0{Ldt) = I Lit. The spaces Es are related by maps 8 : E3 —► ~s+i, which are constructed in such a way as to ensure the commutativity of the portion $TI $ 5 + 1 Ps+1 ~a+l
270 CHAPTER 7. INFINITE JET BUNDLES of the large diagram. If p3(e) = e + dh($™-1)ess, then we set *(Ps(0)) = *,(*_! (0)) This definition does not depend on the choice of 0, for if 0 — 0\ = d^a then dv(6 — 9\) — dvdh.cr = —dhdv<7 It is also clear from the definition that 6 o 6 = 0. As a result of these considerations, the complete variational bicomplex looks like this.
3. THE INFINITE CONTACT SYSTEM 271 R R A°M A'm *8 <*h n $0 *\ $0 (-l)^H *i *?+! *1+1 Am_1M- #m-l (-I)™"1** (-ir-1^ AmM $s $5^-1 (-i)m^ $ m-l $m-l (-lr+'-^fc $7 $: - $ 5 + 1 Ps + 1 -*■ -o -*- -1 — -a + 1
272 CHAPTER 7. INFINITE JET BUNDLES (The maps R —► /\°M and R —► $q Just take eacn rea,l number to the corresponding constant function.) Our main contention is now that every row and column in this extended diagram is exact. In this section, we shall always use the term "exact" to mean locally exact, so that all assertions (and proofs) are to be understood as applying to differential forms defined on a suitable subset of J°°7r, or, where appropriate, of M. Of course, we already know that certain parts of the diagram are exact; for instance, exactness of the column /\rM —► /\r+1M is simply local exactness of the exterior derivative d on M. We also know that the remaining columns are exact at $™ and at Ha, by construction. To complete the proof of our contention, we shall show first that every row apart from the final one is exact: in particular, that the vertical differential dv is exact. Proposition 7.3.14 The rows 0 > /\rM <^ $£ A+ $J A> . . . -^ $' A* . . . are exact. Proof First, let 0 £ $°. Since the vertical differential dv does not involve differentiation with respect to the coordinates xl pulled back from M, we may consider 0 as a parametrised family of differential forms on the fibres of x^, and exactness follows from a parametrised version of the standard Poincare lemma. In more detail, suppose that (zl,Uj) are coordinates around f£°</> such that (f>a(p) = 0, and suppose also that 0 is given in these coordinates by » = E ^V.ll^1 - "UiM) A ... A (duj: - ul+,dx% |Ji|,...,|J.|=0 so that 0 has been pulled back from Jk7r. In the standard formula for the homotopy operator which is used in the proof of the Poincare lemma, we shall let OO o be the vector field which is used for scaling (so that X is the infinite prolongation of the vertical vector field u^d/du^ on E)\ we shall also write m^ for the scaling of coordinates along the fibres of -k^ given by (zl,Uj)_1 o (zl,^Uj). The homotopy operator is then given by ir.l ir i_n WO /
7.3. THE INFINITE CONTACT SYSTEM 273 OO o £ v!>—gj{du% - uf^dx*) A ... A (Atf; - ul+udx% Ul-o **j and this is defined for points in a sufficiently small neighbourhood of j™<f>. The usual calculation then shows that, in this neighbourhood, #s+i ° dv -f dv o Ha = id. Now suppose that 0 £ $r3 where 1 < r < m and s > 0. We may use the coordinate representation of 0 to write . ^-^ Vaxii *'\ ll <...<!„ -in af^11-1— where 0*1-*™-' G $o^ so tnat if ^ = 0 then each dv0ll-lm~r = 0. From the first part of the proof, there exists atl"itm-r G ^a_x such that 0n-lrn~r = dvall--lm-r, and then 0 = dv<j where J . . . —: J ft 1 A an"-lrn-r. ^dx1* dx1™- l\<...<lm-T Exactness at $£ follows by a simple variant of this argument, and exactness at /\rM follows because n^ : /\rM —► $£ is injective. ■ The proof of the exactness of dv is therefore no more than a variant of the usual proof of the exactness of the exterior derivative d. On the other hand, the exactness of the horizontal differential dh is a rather more complicated matter. We shall prove the result first for the case when 5 > 1. Proposition 7.3.15 If s > 1 then the column o _ $0 <-2)> f i (-ly^dn (-Di^-1^ §r j^Es_^0 is exact. Proof Let j™<f> G J°°7r, and suppose that (xl,Uj) are coordinates around j™<f>. We shall use the vector-valued 1-form Si, to construct a suitable homotopy operator, adopting the notation Si = S^' and 5/ = S^j around j™<f>t In coordinates, S{ takes the particularly simple form OO o \K\=0 ' duK+lt
274 CHAPTER 7. INFINITE JET BUNDLES and consequently |K|=0 ^ • J ' aUK+J First, we partition the set M = Nm — {(0, ...,0)} of non-zero multi- indexes into m subsets Mi = {I G Nm : I(i) > 0 but 7(f) = 0 for j > i}. The idea here is that Mi contains those multi-indexes which only involve differentiation with respect to the variable as1; M* contains the additional multi-indexes which are permitted when we also allow differentiation with respect to x2\ and so on. Using these sets Mi, we define maps Fi : $rs —► $rs by where the sum is finite because, if 6 £ 7^ k(Ar^/c'7r)> then S/J0 = 0 for \I\ > k. The fact that Fl($rs) C $rs follows from d/dxl($rs) C $rs and •^t(^s) C ^s- The maps Fi have the property that if i < f, whereas if i = f, and * (sW = ° if i > j. We may now construct the required homotopy operator for dk by the following rule. If 0 £ $J, we may as before write -. £ G 0 = V ( -r^r-J ... n d Jfll A(911-1—*, ^ v#zii ax1"—- ll<...<lm_r where 0li-1— e $2- We sha11 denne #J : $* —> K'1 hY \ll<...<lm-r X ' /
7.3. THE INFINITE CONTACT SYSTEM 275 and then we may check that #;+104 + 40 j; = id*r and that H] o dh = id$o. ■ To prove the exactness of dh for the case 5 = 0, we shall first establish the following lemma. Lemma 7.3.16 7fl<r<ra-l and s > 1, then ker($o^H$i+i) = im($o_iA+$o) and ker($; d^ #;+}) = im($;_1 A, $;) +im(#ri A, #;). Consequently, ker($5 ^ $J+1) = im(ArM ?h $5) + im(^-1 -^f $5) and ker($°^#j) = im(A°M^§°); also ker(*? ^ S.+1) = im($r-i -- *7) + im^"1 -- *D and ker^ ^ Si) = im(AM ?k $y) + imW1 -^ $?). Proof The first equality is equivalent to the exactness of because 0 —+ $0 j^ $1 is also exact, so that $® —-* <£j is injective. The second equality is proved by induction on r, using the first equality as a starting proposition. The right-hand side of the second equality is contained in the left-hand side as a consequence of d\ = d% = 0, and we
276 CHAPTER 7. INFINITE JET BUNDLES shall obtain the reverse inclusion by the technique of "diagram-chasing". So suppose that * 6 ker(#;^ *;+}). From dv o dh = — d/i o dv, we obtain so that, by exactness of d^, there is an element r\ G $^J satisfying dyj] = dv6. Now dvdyj] — dj0 = 0, so that ■?eker(*;;l^#;+a); by the induction hypothesis, we may therefore write T] = dvu + dhi>, where u) G $s_1 and ip G $3+1 • If we now consider 0 -f d^u) G ^, we find that dv(0 + d^o;) = dv0 + dvd^a; = dkV ~ dh(v ~ dh^) = 0, so that, by exactness of dVi there is an element a G $s_i satisfying dva = 0 + dhuj. The third and fourth equalities follow in exactly the same way from the second, by setting 5 = 1; in the case of the fourth, we also observe that im(R —► $[]) C im(/\°M —-+ $[]), so that the right-hand side contains only a single term. The fifth and sixth equalities are also proved in the same way, by setting r = m. ■ Proposition 7.3.17 The column o _^ r _ $g -^ #j -<S ... (-ir;1^ #y jpo^ 5o _^ 0 is exact. Proof Suppose that 6 G $o where r > 1, and that d^fl = 0. Since 0Gker(*5^h*;+1),
7.3. THE INFINITE CONTACT SYSTEM 277 it follows from Lemma 7.3.16 that 9 = 7r^(<j) 4- d/i^, where a £ ^rM and u) £ 3>o-1- Now Trader) = dh^cr) = dh(0 - dhu) = 0, so that da = 0 because 7r^ is injective. Since d is exact, it follows that a = drj, where r\ £ /\r+1M, and so * = 7rSo(d77) + ^ It remains to prove exactness at 4>§; but if 0 G $o an(^ dhfi — 0, then a similar argument using the fourth equality in Lemma 7.3.16 shows that 0Gim(R—►#§). ■ Finally, we need to show that the bottom row of the diagram is exact. Proposition 7.3.18 The row n _ " S "=■ - 6 " - is exact. Proof Suppose that 0 £ Es satisfies 80 — 0. By construction, there is an element a £ 4>™ such that 0 — ps(<j), so that aGker($7S-^Sa+1). It follows from the fifth equality in Lemma 7.3.16 that a = dyTj-^dk^, where r\ € $™_! and ^ € Q?'1, so that 0 = Ps(dvV + dhip) = Psdv7] = 6(Ps-i(ri)) G im(^ —► -J+i). A similar argument using the sixth equality in Lemma 7.3.16 shows that, if 0 £ Eo and 60 = 0, then 0 = poC^JoC7?)) where r/ £ fS^M; consequently 0 = 0. I
278 CHAPTER 7. INFINITE JET BUNDLES EXERCISES 7.3.1 Let (E,7r, M) be a bundle. The "natural connection" on the infinite jet bundle (J00^^^ M) is defined by the "jet field" Llf00 : J°°7r —► J1!?™, where t\t0o (i£°0) = fp(;°°0)> so tnat, in coordinates, the connection may be represented by dxl (g) d/dxl. Show that the "integral sections" of this connection are just the infinite prolongations j°°(f> of local sections <f> G 7.3.2 Let G be a Lie group, and let g G G and £ G T~G = (r^)"1^). If C G TpG, let Z be the left-invariant vector field on G determined by £, and let p(() denote the tangent vector Z?° G T^T°°G. Show, by analogy with Exercise 4.4.3, that every r\ G T^T°°G may be expressed as a formal infinite series oo , k=0 where (k G TgG for k G N. Deduce that T^T°°G may be given the structure of an (infinite-dimensional) Lie algebra by employing the Lie bracket on TgG — g and using a formal multiplication rule for series. 7.4 The Inverse Problem The direct problem of the calculus of variations is concerned with finding local sections <f> which give critical points of the integral /Lft, where L is some given Lagrangian, and we have seen how this is related to the problem of finding solutions to the Euler-Lagrange equations. In our global formulation, this amounts to finding the submanifold of J2k7r on which the Euler-Lagrange form 6L vanishes (where k is the order of the Lagrangian), and then of finding solutions to this equation. In contrast, the inverse problem is not concerned with finding solutions to differential equations in this way, but asks whether a given equation may be derived from a variational problem, and, if so, how the corresponding Lagrangian may be found. In its most general form, the inverse problem remains unsolved. The main difficulty seems to be that, when the Euler-Lagrange equations are derived from a Lagrangian, they always appear in a standard form. For instance, with a first-order Lagrangian L, the second-order Euler-Lagrange equations take the particular quasi-linear form d2L p _ dL d2L p d2L du? du? Uij ~ 9u" ~ cV duf ~ U{ duP duf ' where the coefficients of the second derivative have a particular relationship to the sought-after Lagrangian. There are certainly ways to recognise
7.4. THE INVERSE PROBLEM 279 whether equations in this form are Euler-Lagrange equations, and later in this section we shall see how this may be done. The difficulty with the inverse problem arises because the submanifold of J2tt defined by this formula may also be defined by many different formulae, and the algebraic techniques at present available recognise the standard form rather than alternative but equivalent forms. Example 7.4.1 On the trivial bundle -k — (R x R,pri, R), a second-order differential equation 5 C J2n may be defined by a bundle morphism J2tt —► R X R. If (t, q) are coordinates on R x R, then it may be shown that the quasi-linear equation *2,l(/)$ = *2,l(0) (where / and g are defined on Jxir) corresponds to an Euler-Lagrange equation with a Lagrangian L satisfying d2L _ w if, and only if, m+qdj + d-q-°- This condition is called the Helmholtz condition. If we consider the equation 5 C J2tt described by e-**q = e-2*q2, then the Helmholtz condition is satisfied, and indeed the Lagrangian L = \e~2*q2 yields this equation. However, 5 may equally well be described by q = q2, and this formulation does not satisfy the Helmholtz condition. In this example, the "multiplier" function e~2q may be considered as an integrating factor. ■ When dim M = dim E = 1, a suitable multiplier function may always be found locally, and so every second-order ordinary differential equation is the Euler-Lagrange equation for some Lagrangian. This is easy to see, because if the equation is q = ^^(/i) and if / is the multiplier, so that the equation in standard form is *iu(/)5 = *2.i( A) = *2.i(fl0>
280 CHAPTER 7. INFINITE JET BUNDLES then substituting this relationship into the Helmholtz condition gives a linear partial differential equation in f, and any solution of the equation will be suitable as a multiplier. Nevertheless, this is very much a special case, and even when dim M = 1, dim E = 2 the analysis is extremely complicated. We shall therefore restrict ourselves to establishing a generalisation of the Helmholtz condition to the case of (possibly higher-order Lagrangians) in several dependent and independent variables, and we shall do this using some of the algebraic machinery which we have developed. In the previous section, we defined the spaces Es of functional forms, and in Example 7.3.13 we saw how, in the case of one independent and one dependent variable, a first-order Lagrangian L gave rise to the functional / Ldt £ So (here, we are using the alternative notation f for the projection map po)- For a general bundle (E,7r,M) and for a general Lagrangian L € C°°( Jfc7r), we may similarly write £= f LQ G S0, where Q is the volume form on the (supposed orientable) base manifold M, and where we have omitted the pull-back maps. On the other hand, we also know from Theorem 6.5.13 and Proposition 6.5.15 that we may construct the Euler-Lagrange form of L using a particular choice of Cart an form: the result, once again omitting the pull-back maps, is 6L = dL A Q, + dh(Su(dL) + LSI) = dv(Ln) + dh(SQ(dL)), where dv(Lfi,) £ 3?™ an(^ dh(SQ(dL)) £ d/^*!?^-1). Now in the construction of the Euler-Lagrange form by repeated integration by parts, the exactness of the 1-form dL played no part: indeed, Theorem 6.5.13 was expressed in terms of a 1-form a, and when the (m + l)-form a AH is pulled back to J°°7r it becomes an element of $5n. We may therefore use exactly the same technique to yield a unique "Euler-Lagrange form" Ea = a A 0, + dh(Su(a)) for an arbitrary element a Aft of $5n. We may summarise this in the following result.
7.4. THE INVERSE PROBLEM 281 Theorem 7.4.2 There is a canonical isomorphism of Hi with a subspace $1 = $™ n Aol+l7roo,0; such that *r = *i©^(^-1). Proof If a AD is horizontal over E, then 5n(a) vanishes. Since Ea is always horizontal over E, it follows that the map aAH i—► Ea is a projection with image ^y1 n Ao1*1^^; we shall denote this image by #1. It is immediate from the construction that the kernel of the projection is a subspace of dh^™-1), and we may show that the two spaces are actually equal by an argument in coordinates. So let 77 £ §™~l\ in coordinates, k V = E VL+I'(duj - «?+1,«.X>) A(ijjfl), so that The formula for the Euler-Lagrange form then gives = 0. We may therefore write *r = *i®^w1)i and the isomorphism #1 £ ~i is given by 0 1—► / 0 = 0 + d^S™"1). I Using this isomorphism, we may consider the Euler-Lagrange form 6L of a Lagrangian L to be an element of Hi rather than of $1, and it is clear from our construction that 6L = 6jC = 6 f LSI, ']■ where the symbol 6 on the right-hand side is just the map Ho —► Hi introduced in the previous section. We can now apply this result to the inverse problem. So suppose given a differential equation in Jk7r which is described by the vanishing of the
282 CHAPTER 7. INFINITE JET BUNDLES (m -f l)-form a A Q G \Pi- We wish to discover whether there is an element Lfi, € $0* sucn that, locally, ]lm = l a A ft G Si, and it follows from the local exactness of 6 that this will be the case precisely when 6 a AQ, = 0 £Z2. We may re-write this condition using 8 I a A n = / dv(cr A ft) = ^aAflj + ^r1), to see that the equation may be derived from a Lagrangian when its differential da A H = dv(<J A ft) is d^-exact. The checking of this condition is just the analogue, for (m -f 2)-forms, of the construction of the Euler-Lagrange form SL as an (m -f l)-form d^-equivalent to dL A ft, and it may be carried out in the same way, using integration by parts. Since we are interested only in the local existence of a Lagrangian, it will be sufficient to carry out this procedure in coordinates. So suppose that we may represent aAflas Then aAfi = aadua A ft. da AH = V —%dupTAdua Aft |J|=o duJ J|=0 duJ aX k = Y (-lf\du^ A ^(^duA Ail+ dh6 \J\= for some 9 6 $™_1. The (matrix) differential operator *i.:r.~ \ sin,. > —rv-ji^« is known as the formal adjoint of the operator
7.4. THE INVERSE PROBLEM 283 because, when projected onto the space of functional 2-forms, it satisfies the traditional adjoint relationship / Va0(dvP) A du" A Q = f du? A V%a(dua) A fl = - / V*a/3(dv,P) A dua A ft. It follows from these considerations that we may represent da A Q locally in skew-adjoint form as da A 0 = \ (v^dvP) - V*aP{dvP)) A dua A ft + \dh6 - »£te>-<-i,M,£(3r. |j|= + 1^0, a dua a n so that da A ft will be d^-exact when Vap is self-adjoint. We have arrived at the following result. Theorem 7.4.3 Suppose that the (ra + l)-form aAllG^i has been pulled back from an (m + l)-form a A Q on the k~th jet manifold Jkir. Then the differential equation in Jkfr determined by the vanishing of a Aft is an Euler- Lagrange equation in standard form if, and only if da Aft is self-adjoint in the sense that daa SJ\ >j\SJ\ daa for every lj £ $?. Example 7.4.4 In Example 7.4.1, we considered the bundle ir = (R x R,pri,R) and the equation *2.i(/)$ = *2.i(s)- The corresponding element of #1 is, omitting the pull-back maps, a A dt — (g — fq)dq A dt, so that da A dt = (dg — f dq — q df) A dq A dt — dg — f dq — q — dq ) A dq A dt dq dq J
284 CHAPTER 7. INFINITE JET BUNDLES The adjoint expression for da A dt is da A dt = dq A (-| ((I - ^) dg) - ^(fdq^j A A, and so da A dt will be self-adjoint when ((!4 - «S^ 4) <*>*.K(^4£)«)+&">=•• In this expression, the coefficient of dq vanishes identically. The coefficient of dg is \dq qdqdt \dq dt qdq and the vanishing of this expression is just the Helmholtz condition given in the previous example. Finally, the coefficient of dq is L(dA + dl+ -dJ. dt \dq dt dq and so it, too, vanishes when the Helmholtz condition is satisfied. ■ Now suppose that the (m -f l)-form aAfiG$i satisfies f da A Q = 0. There remains the question of finding a Lagrangian L such that, locally, SL — a A ft, and this may be done using the homotopy formula from the proof of Proposition 7.3.14. If, as before, a A n = aadua A n = aa A (dua - ufdx{) A ft, then the Lagrangian is given by L = ua(aa o m^d/j,. Jo Example 7.4.5 In Example 7.4.1, we considered the (1 + l)-form a Adt = e~2q(q2 - q)dq A dt, which we saw satisfied the Helmholtz condition, so that / da A dt = 0. If we apply the homotopy formula, we find L = [ qe-2fMq(fJ,2q2 - fiq)dfj, Jo 4q 2 (q2 -qq + e"2'((l + 2q)qq - (1 + 2q + 2q2)q2)),
7.4. THE INVERSE PROBLEM 285 defined for q ^ 0. Now this is not the same as the Lagrangian |e 2qq2 given in that example; the difference, however, is j~(«' - « + e-»«((l + 2,),j - (1 + 2? + 4,V)) and so is just a total time derivative. I REMARKS A good introduction to the theory of Frechet spaces and Frechet manifolds may be found in a paper by Hamilton [7]. Our approach to the local exactness of the variational bicomplex again follows that of Tulczyjew [17]; an alternative proof for the horizontal differential may be found in [14]. The latter work also contains a discussion of the inverse problem of the calculus of variations.
Bibliography [1] M. F. Atiyah. K-theory. New York: Benjamin, 1967. [2] Y. Choquet-Bruhat and C. DeWitt-Morette. Analysis, Manifolds and Physics. Amsterdam: North-Holland, 1982. [3]"M. Crampin and F. A. E. Pirani. Applicable Differential Geometry. LMS Lecture Note Series 59, Cambridge: University Press, 1986. [4] M. de Leon and P. Rodriguez. Generalised Classical Mechanics and Field Theory. Amsterdam: North-Holland, 1985. [5] A. Frolicher and A. Nijenhuis. Theory of vector-valued differential forms. Nederl.Akad. Wetensch.Proc, A59:338-359, 1956. [6] V. Guillemin and S. Sternberg. Geometric Asymptotics. Providence, R.I.: American Mathematical Society, 1977. [7] R. Hamilton. The inverse function theorem of Nash and Moser. BullAm.Math.Soc, 7:65-222, 1982. [8] Dale Husemoller. Fibre Bundles. Berlin: Springer, 1975. [9] I. S. Krasil'shchik, V. V. Lychagin, and A. M. Vinogradov. Geometry of Jet Spaces and Non-linear Partial Differential Equations. New York: Gordon and Breach, 1986. [10] D. Krupka. Lepagean forms in higher-order variational theory. In Proceedings of the IUTAM-ISIMM Symposium on Modern Developments in Analytical Mechanics, pages 197-238, Bologna: Tecnoprint, 1983. [11] B. A. Kuperschmidt. Geometry of jet bundles and the structure of La- grangian and Hamiltonian formalism. In Lecture Notes in Mathematics 775, Geometric Methods in Mathematical Physics, pages 162-218, Berlin: Springer, 1980. [12] S.Lang. Differential Manifolds. Reading, Mass: Addison-Wesley, 1972. 286
BIBLIOGRAPHY 287 [13] S. MacLane and G. Birkhoff. Algebra. New York: Macmillan, 1967. [14] P. J. Olver. Applications of Lie Groups to Differential Equations. Berlin: Springer, 1986. [15] J. F. Pommaret. Systems of Partial Differential Equations and Lie Pseudogroups. New York: Gordon and Breach, 1978. [16] N. E. Steenrod. Topology of Fibre Bundles. Princeton: University Press, 1951. [17] W. M. Tulczyjew. The Euler-Lagrange resolution. In Lecture Notes in Mathematics 836, Differential Geometric Methods in Mathematical Physics, pages 22-48, Berlin: Springer, 1980. [18] F. W. Warner. Foundations of Differentiable Manifolds and Lie Groups. Berlin: Springer, 1983.
Glossary of Symbols i; Ctti.o C*fl"i,o 191 138 119 C*7rfc+M 209 CVqo dh d>R d— dv d* D! Dk Vf Vap T)* u(3ol dx1 d/dxl dfP/da (fJ) K<t>) h #fl"i,o H-Kk+i H'Koo Hir H H T>R i* Hi) m n 266 183, 216, 268 79 212 216, 268 77 173 206 203 282 282 194 120, 212 :* 110 15 19 136, 214, 267 117 ,* 208 266 181 125 225 78 77 191 191 191 j'UJ) 107 jk(f>f) 201 J°°(/,/) ' iV jk<t> 3°°<f> iPV J2P4> 3k<t> j?<t> J1* J27T P-K Jk7T J**1* J°°7r Jl* kerf L m c[4>] n(ij) Nr ?(r) T\ n Rt [R,S] R°° T> OO ±t0 5W So e(fc) c(*) c(°°) t2m 106 201 261 93 162 196 258 94 162 173 196 20 259 100 37 128 128 268 194 83 200 131 229 89 81 252 254 156 157 235 241 267 25 288
GLOSSARY OF SYMBOLS 289 TkF TTM V V(tt) X1 Xk X1 x(<p) X(M) *(*) Xh{*i <*'VK 200 25 136, 214, 267 64 133 210 226 69 31 65 o) H9 o) 119 Xh(*k+i,k) 210 Xv{-Kk+i,k) 210 s 6L A r f r(Tr) M*) r^(7r) Tloc(*) Ol *1,1 M.As «1 —'a 7T|^ *1 -7T2 ** *"oo ^l.O ^.O TTfc.O fl"oo,0 ^2,1 ^2,1 *k,l *"oo,i* TM 269 186 64 85 147 12 13 13 1 13 186, 244 167 204 113 268 24 94 162 196 259 94 162 196 259 162 174 196 259 8 rb1 25 *; 268 $s 217 # 174 Ao* 71 Ac^i.o Ac^fc+i.fc /\rM 31 AoTr 73 A> 73 V<f> 149 ai'i/aa,7 F 217 121 214 264 34 43 23 44 44 192 155 233 267 >*M) 2 £® #,7r0p,M) ;f?® F,7r®p,M) E XmH,tt XmP,M) 22 F%?r*,M) 42 lp*(E),p*{*),H) 'SrEySrir,M) ;Ar£,Ar*,M) (^r7r,rE|Hr^,E) 85 {k*(TM)^\tm),E) (7r*(T*M),7r*(r^),£) ;V7r,rE|Vir,S) 55 'VTT.i/^Af) 125 V*7r,(rE|F7r)*,E) U1,^1) 94 U2yu2) 162 t/fc,ufc) 197 U00,^00) 259 x\ua) 4 y,T4a,T4f) 94 xl,ua,u<f) 197 y,ua,u?,u£) 162 y^-jTifjTig,^.) 167 57 60 59
Index action (of a bundle morphism on a local section) 19 adapted coordinates 4 adjoint formal 282 affine bundle 51 affine bundle coordinate system 52 affine bundle morphism 53 affine coordinates 49 affine isomorphism 50 affine jet field 149 affine local trivialisation 51 affine morphism 50 affine space 48 affine sub-bundle 52 almost tangent structure 84, 154 alternating product bundle 44 base-independent jet field 150 base space 2 bundle 6 affine 51 fibred product 22 product 21 pull-back 23 restricted 24 trivial 7 vector 27 bundle isomorphism 18 local 19 bundle morphism 15 local 19 Cartan 1-form 76 Cartan distribution 138 Cartan form 186 complete (connection) 89 components (of a multi-index) 191 composite bundle morphism 18 connection 85, 147 zero 86 contact cotangent vector 118, 209, 266 contact form 121, 214 contact structure 137 contact transformation 140 infinitesimal 143 coordinate system affine bundle 52 vector bundle 30 cotangent bundle horizontal 24, 60 vertical 59 covariant differential 149 curvature 89 degree (of a derivation) 77 derivation 77 derivation of type h.* 221 derivation of type v* 221 derivative coordinates 94, 162, 197 differential equation 202 first-order 103 differential operator 203 dilation field 64 direct limit 254 direct sum vector bundle 34 dual bundle 42 Euler-Lagrange field 159, 189 290
INDEX 291 Euler-Lagrange form 186 exact sequence 38 short 39 extremal 129, 232 fibre derivative 48 fibre dimension 2 fibred manifold 2 fibred product bundle 22 fibre metric 48 fibre over p 2 first-order differential equation 103 first variation equation 186 formal adjoint 282 functional 268 functional form 268 generalised vector field 222 germ 13 holonomic jets 167 holonomic lift 116, 208, 265 horizontal 1-form 71 horizontal bundle (of a connection) 85 horizontal cotangent bundle 24, 60 horizontal differential 216 horizontal lift 87 horizontal r-form 73 horizontal vector-valued form 75 horizontal vector field 88 induced coordinates 94, 162, 197, 259 infinitesimal contact transformation 143 infinitesimal symmetry (of a jet field) 153 infinitesimal symmetry (of the Car- tan distribution) 143 infinite tangent manifold 261 integral section 150 inverse limit 251 isomorphism bundle 18 local bundle 19 jet 93, 162, 196, 258 jet field 146 affine 149 base-independent 150 second-order 149, 180 semi-holonomic 177 jet manifold first 94 second 162 jet projection 162, 196, 259 kernel (of a vector bundle morphism 37 Lagrangian 128, 232 Lagrangian density 128 Legendre transformation 76 lift holonomic 116, 208 horizontal 87 linear local trivialisation 27 linear part (of an affine morphism) 50 line bundle trivial 28 local bundle isomorphism 19 local bundle morphism 19 locally trivial 6 local matrix representation (of a vector bundle morphism) 36 local section 13 local trivialisation 6 affine 51 linear 27 Mobius band 7
292 INDEX modelled (an affine space on a vector space) 49 morphism affine bundle 53 bundle 15 vector bundle 35 multi-index 191 n-plane bundle trivial 28 Nijenhuis tensor 82 normal bundle 42 order (of a differential equation) 202 7r-related vector-valued forms 80 product bundle 21 product section 21 product vector bundle 34 protectable vector field 19, 67 projection 2 projection (of a bundle morphism) 15 prolongation second 171 prolongation (of a bundle morphism) 107, 171, 201, 261 prolongation (of a differential equation) 205 prolongation (of a generalised vector field) 226, 230 prolongation (of a section) 106, 201, 261 prolongation (of a vector field) 133 pull-back bundle 23 pull-back section 23 pull-back vector bundle 34 rank (of a vector bundle morphism) 36 restricted bundle 24 p-related vector-valued forms 80 second-order jet field 149, 180 second-order vector field 26 section 12 integral 150 local 13 product 21 pull-back 23 zero 52 semi-basic 1-form 71 semi-holonomic jet 173, 207 semi-holonomic jet field 177 short exact sequence 39 smooth 257 solution (of a differential equation) 103, 202 solution (of a vertical generalised vector field) 224 source projection 94, 162, 196, 259 Spencer operator 173, 206 split (of an exact sequence) 39 sub-bundle 25 affine 52 vector 32 symmetric product bundle 44 symmetry infinitesimal (of a jet field) 153 infinitesimal (of the Cartan dis tribution) 143 symmetry (of a differential equation) 112, 203 symmetry (of a jet field) 152 symmetry (of the Cartan distribution) 140 symplectic form (on T*M) 76 target projection 94, 162, 196, 259 tautological bundle 29 tensor 44 tensor field 44 tensor product bundle 43 time-dependent vector field 102 torsion 178
INDEX 293 total derivative 110, 119, 210 coordinate 120 total space 2 total time derivative 71, 121 translation 50 transverse bundle 24, 57 trivial locally 6 trivial bundle 7 trivial fibred manifold 2 trivialisation 5 local 6 affine 51 linear 27 trivial line bundle 28 trivial n-plane bundle 28 tubular neighbourhood 240 typical fibre 5 vector sub-bundle 32 vertical 1-form 74 vertical bracket 221 vertical bundle 25, 55 vertical cotangent bundle 59 vertical differential 216 vertical vector 25 vertical vector field 64 Whitney sum 22, 34 zero connection 86 zero section 52 variation (of a section) 128 variational bicomplex 268 variation equation 186 variation field 129 vector-valued form 44 along 7r 75 horizontal 75 vector bundle 27 alternating product 44 direct sum 34 dual 42 product 34 pull-back 34 symmetric product 44 tensor product 43 vector bundle coordinate system 30 vector bundle morphism 35 vector field along a map 24 along 7r 65 projectable 67 second-order 26 vertical 64