Chapter 4
Chapter 4
Generalized Stokes’
Theorem
4.1.1. Smooth Functions on Upper-Half Spaces. From now on, we denote Rn+ :=
{(u1 , . . . , un ) ∈ Rn : un ≥ 0} which is the upper-half space of Rn . Under the subspace
topology, we say a subset V ⊂ Rn+ is open in Rn+ if there exists a set V e ⊂ Rn open in
R such that V = V ∩ R+ . It is intuitively clear that if V ⊂ R+ is disjoint from the
n e n n
99
100 4. Generalized Stokes’ Theorem
Definition 4.1 (Functions of Class C k on Rn+ ). Let V ⊂ Rn+ be open in Rn+ and that
V ∩ {un = 0} 6= ∅. Consider a vector-valued function G : V → Rm . We say G is C k
(resp. smooth) at u ∈ V ∩ {un = 0} if there exists a C k (resp. smooth) local extension
e : Bε (u) → Rm such that G
G e (y) = G(y) for any y ∈ Bε (u) ∩ V. Here Bε (u) ⊂ Rn refers
to an open ball in R .
n
Example 4.2. Let V = {( x, y) : y ≥ 0 and x2 + y2 < 1}, which is an open set in R2+
since V = {( x, y) : x2 + y2 < 1} ∩ R2+ . Then f ( x, y) : V → R defined by f ( x, y) =
| {z }
open in R2
p p
1 − x2 − y2 is a smooth function on V since 1 − x2 − y2 is smoothly on the whole
ball x2 + y2 < 1.
√
However, the function g : V → R defined by g( x, y) = y is not smooth at every
point on the y-axis because
∂g
∂y → ∞ as y → 0+ . Any extension ge of g will agree with g
g
on the upper-half plane, and hence will also be true that
∂e
∂y → ∞ as y → 0+ , which is
sufficient to argue that such ge is not smooth.
Example 4.5. Consider the solid ball B2 := {x ∈ R2 : |x| ≤ 1}. It can be locally
parametrized using polar coordinates by:
G : (0, 2π ) × [0, 1) → B2
G(θ, r ) := (1 − r )(cos θ, sin θ )
Note that the domain of G can be regarded as a subset
V := {(θ, r ) : θ ∈ (0, 2π ) and 0 ≤ r < 1} ⊂ R2+ .
Here we used 1 − r instead of r so that the boundary of B2 has zero r-coordinate, and
the interior of B2 has positive r-coordinate.
Note that the image of G does not cover the whole solid ball B2 . Precisely, the
image of G is B2 \{non-negative x-axis}. In order to complete the proof that B2 is a
manifold with boundary, we cover B2 by two more local parametrizations:
e : (−π, π ) × [0, 1) → B2
G
e (θ, r ) := (1 − r )(cos θ, sin θ )
G
and also the inclusion map ι : {u ∈ R2 : |u| < 1} → B2 . We need to show that the
transition maps are smooth. There are six possible transition maps:
e −1 ◦ G,
G G−1 ◦ G,
e ι−1 ◦ G, ι−1 ◦ G,
e G−1 ◦ ι, and e −1 ◦ ι.
G
102 4. Generalized Stokes’ Theorem
The first one is given by (we leave it as an exercise for computing these transition
maps):
Ge −1 ◦ G : ((0, π ) ∪ (π, 2π )) × [0, 1) → ((−π, 0) ∪ (0, π )) × [0, 1)
(
−1 (θ, r ) if θ ∈ (0, π )
G ◦ G(θ, r ) =
e
(θ − 2π, r ) if θ ∈ (π, 2π )
which can be smoothly extended to the domain ((0, π ) ∪ (π, 2π )) × (−1, 1). Therefore,
e −1 ◦ G is smooth. The second transition map G−1 ◦ G
G e can be computed and verified to
be smooth in a similar way.
For ι−1 ◦ G, by examining the overlap part of ι and G on B2 , we see that the domain
of the transition map is an open set (0, 2π ) × (0, 1) in R2 . On this domain, ι−1 ◦ G is
essentially G, which is clearly smooth. Similar for ι−1 ◦ G.
e
To show G−1 ◦ ι is smooth, we use the Inverse Function Theorem. The domain of
ι −1
◦ G is (0, 2π ) × (0, 1). By writing ( x, y) = ι−1 ◦ G(θ, r ) = (1 − r )(cos θ, sin θ ), we
check that on the domain of ι−1 ◦ G, we have:
∂( x, y)
det = 1 − r 6= 0.
∂(θ, r )
Therefore, the inverse G−1 ◦ ι is smooth. Similar for G
e −1 ◦ ι.
Combining all of the above verifications, we conclude that B2 is a 2-dimensional
manifold with boundary. The boundary ∂B2 is given by points with zero r-coordinates,
namely the unit circle {|x| = 1}.
From the above example and exercise, we see that verifying a set is a manifold
with boundary may be cumbersome. The following proposition provides us with a
very efficient way to do so.
Proof. We need to construct local parametrizations for the set Σ. Given any point
p ∈ Σ, then by the definition of Σ, we have f ( p) > c or f ( p) = c.
4.1. Manifolds with Boundary 103
For the former case f ( p) > c, we are going to show that near p there is a local
parametrization of Σ of interior type. Regarding p as a point in the manifold M, there
exists a smooth local parametrization F : U ⊂ Rn → M of M covering p. We argue that
such a local parametrization of M induces naturally a local parametrization of Σ near
p. Note that f is continuous and so f −1 (c, ∞) is an open set of M containing p. Denote
O = f −1 (c, ∞), then F restricted to U ∩ F−1 (O) will have its image in O ⊂ Σ, and so is
a local parametrization of Σ near p.
For the later case f ( p) = c, we are going to show that near p there is a local
parametrization of Σ of boundary type. Since f is a submersion at p, by the Submersion
Theorem (Theorem 2.48) there exist a local parametrization G : Ue → M of M near p,
and a local parametrization H of R near c such that G(0) = p and H(0) = c, and:
H−1 ◦ f ◦ G ( u 1 , . . . , u m ) = u m .
Without loss of generality, we assume that H is an increasing function near 0. We argue
that by restricting the domain of G to U ∩ {um ≥ 0}, which is an open set in Rm + , the
restricted G is a boundary-type local parametrization of Σ near p. To argue this, we
note that:
f (G(u1 , . . . , um )) = H(um ) ≥ H(0) = c whenever um ≥ 0.
Therefore, G(u1 , . . . , um ) ∈f −1 ([c, ∞))
= Σ whenever um ≥ 0, and so G (when re-
stricted to U ∩ {um ≥ 0}) is a local parametrization of Σ.
Since all local parametrizations F and G of Σ constructed above are induced from
local parametrizations of M (whether it is of interior or boundary type), their transition
maps are all smooth. This shows Σ is an m-dimensional manifold with boundary. To
identify the boundary, we note that for any boundary-type local parametrization G
constructed above, we have:
H−1 ◦ f ◦ G ( u 1 , . . . , u m −1 , 0 ) = 0
and so f (G(u1 , . . . , um−1 )) = H(0) = c, and therefore:
G ( u 1 , . . . , u m −1 , 0 ) ∈ f −1 ( c ).
This show ∂Σ ⊂ f −1 (c). The other inclusion f −1 (c) ⊂ ∂Σ follows from the fact that
for any p ∈ f −1 (c), the boundary-type local parametrization G has the property that
G(0) = p (and hence p = G(0, . . . , 0, 0) ∈ ∂Σ).
Remark 4.7. It is worthwhile to note that the above proof only requires that f is a
submersion at any p ∈ f −1 (c), and we do not require that it is a submersion at any
p ∈ Σ = f −1 ([c, ∞)). Furthermore, the codomain of f is R which has dimension 1,
hence f is a submersion at p if and only if the tangent map ( f ∗ ) p at p is non-zero – and
so it is very easy to verify this condition.
With the help of Proposition 4.6, one can show many sets are manifolds with
boundary by picking a suitable submersion f .
Example 4.8. The n-dimensional ball Bn = {x ∈ Rn : |x| ≤ 1} is an n-manifold with
boundary. To argue this, let f : Rn → R be the function:
f (x) = 1 − |x|2 .
Then Bn = f −1 ([0, ∞)).
The tangent map f ∗ is represented by the matrix:
∂f ∂f
[ f∗ ] = , ··· , = −2 [ x1 , · · · , x n ]
∂x1 ∂xn
104 4. Generalized Stokes’ Theorem
which is surjective if and only if ( x1 , . . . , xn ) 6= (0, . . . , 0). For any x ∈ f −1 (0), we have
|x|2 = 1 and so in particular x 6= 0. Therefore, f is a submersion at every x ∈ f −1 (0).
By Proposition 4.6, we proved Bn = f −1 ([0, ∞)) is an n-dimensional manifold with
boundary, and the boundary is f −1 (0) = {x ∈ Rn : |x| = 1}, i.e. the unit circle.
4.2. Orientability
In Multivariable Calculus, we learned (or was told) that Stokes’ Theorem requires the
surface to be orientable, meaning that the unit normal vector n̂ varies continuously on
the surface. The Möbius strip is an example of non-orientable surface.
Now we are talking about abstract manifolds which may not sit inside any Eu-
clidean space, and so it does not make sense to define normal vectors to the manifold.
Even when the manifold M is a subset of Rn , if the dimension of the manifold is
dim M ≤ n − 2, the manifold does not have a unique normal vector direction. As such,
in order to generalize the notion of orientability of abstract manifolds, we need to seek
a reasonable definition without using normal vectors.
In this section, we first show that for hypersurfaces Mn in Rn+1 , the notion of
orientability using normal vectors is equivalent to another notion using transition maps.
Then, we extend the notion of orientability to abstract manifolds using transition maps.
Let’s explore the above definition a bit in the easy case n = 2. Given a regular
surface M2 in R3 with a local parametrization ( x, y, z) = F(u1 , u2 ) : U → M, one can
find a normal vector to the surface by taking cross product:
∂F ∂F ∂(y, z) ∂(z, x ) ∂( x, y)
× = det i + det j + det k
∂u1 ∂u2 ∂ ( u1 , u2 ) ∂ ( u1 , u2 ) ∂ ( u1 , u2 )
and hence the unit normal along this direction is given by:
∂(y,z) ∂(z,x ) ∂( x,y)
det ∂(u i + det j + det k
1 ,u2 ) ∂(u1 ,u2 ) ∂(u1 ,u2 )
n̂F = on F(U ).
∂(y,z) ∂(z,x ) ∂( x,y)
det ∂(u1 ,u2 )
i + det ∂(u1 ,u2 )
j + det ∂(u1 ,u2 )
k
Note that the above n̂ is defined locally on the domain F(U ).
Now given another local parametrization ( x, y, z) = G(v1 , v2 ) : V → M, one can
find a unit normal using G as well:
∂(y,z) ∂(z,x ) ∂( x,y)
det ∂(v i + det j + det k
1 ,v2 ) ∂(v1 ,v2 ) ∂(v1 ,v2 )
n̂G = on G(V ).
∂(y,z) ∂(z,x ) ∂( x,y)
det ∂(v1 ,v2 )
i + det ∂(v1 ,v2 )
j + det ∂(v1 ,v2 )
k
Using the chain rule, we have the following relation between the Jacobian determinants:
∂(∗, ∗∗) ∂ ( u1 , u2 ) ∂(∗, ∗∗)
det = det det
∂ ( v1 , v2 ) ∂ ( v1 , v2 ) ∂ ( u1 , u2 )
(here ∗ and ∗∗ mean any of the x, y and z) and therefore n̂F and n̂G are related by:
∂(u1 ,u2 )
det ∂(v1 ,v2 )
n̂G = n̂F .
∂(u1 ,u2 )
det ∂(v1 ,v2 )
Therefore, if there is an overlap between local coordinates (u1 , u2 ) and (v1 , v2 ), the unit
normal vectors n̂F and n̂G agree with each other on the overlap F(U ) ∩ G(V ) if and only
∂ ( u1 , u2 )
if det > 0 (equivalently, det D (F−1 ◦ G) > 0).
∂ ( v1 , v2 )
106 4. Generalized Stokes’ Theorem
From above, we see that consistency of unit normal vector on different local
coordinate charts is closely related to the positivity of the determinants of transition
maps. A consistence choice of unit normal vector n̂ exists if and only if it is possible
to pick a family of local parametrizations Fα : Uα → M2 covering the whole M such
that det D (F− 1 −1 F (U ) ∩ F (U ) for any α and β in the family. The
β ◦ Fα ) > 0 on Fα α α β β
notion of normal vectors makes sense only for hypersurfaces in Rn , while the notion
of transition maps can extend to any abstract manifold.
Note that given two local parametrizations F(u1 , u2 ) and G(v1 , v2 ), it is not always
∂ ( u1 , u2 )
possible to make sure det > 0 on the overlap even by switching v1 and v2 .
∂ ( v1 , v2 )
It is because it sometimes happens that the overlap F(U ) ∩ G(V ) is a disjoint union
of two open sets. If on one open set the determinant is positive, and on another one
the determinant is negative, then switching v1 and v2 cannot make the determinant
positive on both open sets. Let’s illustrate this issue through two contrasting examples:
the cylinder and the Möbius strip:
Example 4.10. The unit cylinder Σ2 in R3 can be covered by two local parametrizations:
F : (0, 2π ) × R → Σ2 e : (−π, π ) × R → Σ2
F
F(θ, z) := (cos θ, sin θ, z) e(θ,
F ee z) := (cos θ,
e sin θ,
ee z)
e−1 ◦ F)(θ, z) = I
D (F
∂F
× ∂F
n̂F = ∂r ∂θ
on F((0, 2π ) × R)
∂F
∂r × ∂F
∂θ
∂F ∂F
×
e e
r
∂e ∂θe e((−π, π ) × R)
n̂Fe = on F
∂F ∂F
×
e e
r
∂e ∂θe
will agree with each other on the overlap. Therefore, it defines a global continuous unit
normal vector across the whole cylinder.
Example 4.11. The Möbius strip Σ2 in R3 can be covered by two local parametrizations:
In order to compute the transition map F e−1 ◦ F(u, θ ), we need to solve the system of
equations, i.e. find (ue, θe) in terms of (u, θ ):
!
θ θe
(4.1) 3 + u cos cos θ = 3 + ue cos cos θe
2 2
!
θ θe
(4.2) 3 + u cos sin θ = 3 + ue cos sin θe
2 2
θ θe
(4.3) u sin = ue sin
2 2
By considering (4.1)2 + (4.2)2 , we get:
θ θe
(4.4) u cos = ue cos
2 2
We leave it as an exercise for readers to check that θ 6= π in order for the system to
be solvable. Therefore, θ ∈ (0, π ) ∪ (π, 2π ) and so the domain of overlap is a disjoint
union of two open sets.
When θ ∈ (0, π ), from (4.3) and (4.4) we can conclude that ue = u and θe = θ.
When θ ∈ (π, 2π ), we cannot have θe = θ since θe ∈ (−π, π ). However, one can have
ue = −u so that (4.3) and (4.4) become:
θ θe θ θe
sin = − sin and cos = − cos
2 2 2 2
which implies θe = θ − 2π.
To conclude, we have:
(
e −1 (u, θ ) if θ ∈ (0, π )
F ◦ F(u, θ ) =
(−u, θ − 2π ) if θ ∈ (π, 2π )
Therefore, no matter how we switch the order of u and θ, or ue and θ, e we can never
− 1
allow det D (F ◦ F) > 0 everywhere on the overlap. In other words, even if the unit
e
normal vectors n̂F and n̂Fe agree with each other when θ ∈ (0, π ), it would point in
opposite direction when θ ∈ (π, 2π ).
Next, we are back to hypersurfaces Mn in Rn+1 and prove the equivalence between
consistency of unit normal and positivity of transition maps. To begin, we need the
following result about normal vectors (which is left as an exercise for readers):
Proposition 4.12. Given a smooth hypersurface Mn in Rn+1 , the following are equivalent:
(i) Mn is orientable;
(ii) There exists a family of local parametrizations Fα : Uα → M covering M such that for
any Fα , Fβ in the family with Fβ (U β ) ∩ Fα (Uα ) 6= ∅, we have:
det D (F− 1
on F− 1
α ◦ Fβ ) > 0 β Fβ (U β ) ∩ Fα (Uα ) .
Proof. We first prove (ii) =⇒ (i). Denote (u1α , . . . , uαn ) to be the local coordinates of M
under the parametrization Fα . On every Fα (Uα ), using the result from Exercise 4.6, one
can construct a unit normal vector locally defined on Fα (Uα ):
∂( xi+1 ,...,xn+1 ,x1 ,...,xi−1 )
∑in=+11 det ∂(u1α ,...,uαn )
ei
n̂α =
∂( xi+1 ,...,xn+1 ,x1 ,...,xi−1 )
∑in=+11 det ∂(u1α ,...,uαn )
ei
∂ ( x i +1 , . . . , x n +1 , x 1 , . . . , x i −1 )
det β β
∂ ( u1 , . . . , u n )
∂(u1α , . . . , uαn ) ∂ ( x i +1 , . . . , x n +1 , x 1 , . . . , x i −1 )
= det det
β β
∂ ( u1 , . . . , u n ) ∂(u1α , . . . , uαn )
∂ ( x i +1 , . . . , x n +1 , x 1 , . . . , x i −1 )
= det D (F− 1
α ◦ F β ) det
∂(u1α , . . . , uαn )
and so the two unit normal vectors are related by:
det D (F− 1
α ◦ Fβ )
n̂β = n̂α .
det D (F− 1
α ◦ Fβ )
Example 4.15. Recall that the real projective space RP2 consists of homogeneous triples
[ x0 : x1 : x2 ] where ( x0 , x1 , x2 ) 6= (0, 0, 0). The standard parametrizations are given by:
F0 ( x 1 , x 2 ) = [ 1 : x 1 : x 2 ]
F1 ( y 0 , y 2 ) = [ y 0 : 1 : y 2 ]
F2 ( z 0 , z 1 ) = [ z 0 : z 1 : 1 ]
By the fact that [y0 : 1 : y2 ] = [1 : y0−1 : y2 y0−1 ], the transition map F0−1 ◦ F1 is defined
on {(y0 , y2 ) ∈ R2 : y0 6= 0}, and is given by: ( x1 , x2 ) = (y0−1 , y2 y0−1 ). Hence,
−y0−2
∂ ( x1 , x2 ) 0
D (F0−1 ◦ F1 ) = =
∂ ( y0 , y2 ) −y2 y0−2 y0−1
1
det D (F0−1 ◦ F1 ) = − 3
y0
Therefore, it is impossible for det D (F0−1 ◦ F1 ) > 0 on the overlap domain {(y0 , y2 ) ∈
R2 : y0 6= 0}. We conclude that RP2 is not orientable.
110 4. Generalized Stokes’ Theorem
Exercise 4.9. Show that RP3 is orientable. Propose a conjecture about the ori-
entability of RPn .
Exercise 4.10. Show that for any smooth manifold M (whether or not it is ori-
entable), the tangent bundle TM must be orientable.
Exercise 4.11. Show that for a smooth orientable manifold M with boundary, the
boundary manifold ∂M must also be orientable.
4.3. Integrations of Differential Forms 111
From the definition, we see that it only makes sense to integrate an n-form on an
n-dimensional manifold.
Very few manifolds can be covered by a single parametrization. Of course, Rn
is an example. One less trivial example is the graph of a smooth function. Suppose
f ( x, y) : R2 → R is a smooth function. Consider its graph:
Γ f := {( x, y, f ( x, y)) ∈ R3 : ( x, y) ∈ R2 }
which can be globally parametrized by F : R2 → Γ f where
F( x, y) = ( x, y, f ( x, y)).
2 − y2
Let ω = e− x dx ∧ dy be a 2-form on Γ f , then its integral over Γ f is given by:
Z Z Z ∞ Z ∞
2 − y2 2 − y2
ω= e− x dx ∧ dy = e− x dx dy = π.
Γf Γf −∞ −∞
which is not consistent with the previous result. How shall we fix it?
(2) Even if a manifold can be covered by one single parametrization, such a parametriza-
tion may not be unique. If both (u1 , . . . , un ) and (v1 , . . . , vn ) are global coordinates
of M, then a differential form ω can be expressed in terms of either ui ’s or vi ’s. Is
the integral independent of the chosen coordinate system?
The first issue can be resolved easily. Whenever we talk about integration of differential
forms, we need to first fix the order of the coordinates. Say on R2 we fix the order to
be ( x, y), then for any given 2-form we should express it in terms of dx ∧ dy before
“erasing the wedges”. For the 2-form ω above, we must first express it as:
2 − y2
ω = e− x dx ∧ dy
before integrating it.
112 4. Generalized Stokes’ Theorem
Let’s examine the second issue. Suppose M is an n-manifold with two different
global parametrizations F(u1 , . . . , un ) : U → M and G(v1 , . . . , vn ) : V → M. Given an
n-form ω which can be expressed as:
ω = ϕ du1 ∧ · · · ∧ dun ,
then from Proposition 3.49, ω can be expressed in terms of vi ’s by:
∂ ( u1 , . . . , u n ) 1
ω = ϕ det dv ∧ · · · ∧ dvn .
∂ ( v1 , . . . , v n )
Recall that the change-of-variable formula in Multivariable Calculus asserts that:
∂ ( u1 , . . . , u n )
Z Z
ϕ du1 · · · dun = ϕ det dv1 · · · dvn .
U V ∂ ( v1 , . . . , v n )
Z
Therefore, in order for ω to be well-defined, we need
M
∂ ( u1 , . . . , u n ) 1
Z Z
ϕ du1 ∧ · · · ∧ dun and ϕ det dv ∧ · · · ∧ dvn
U V ∂ ( v1 , . . . , v n )
to be equal, and so we require:
∂ ( u1 , . . . , u n )
det > 0.
∂ ( v1 , . . . , v n )
When defining an integral of a differential form, we not only need to choose a
convention on the order of coordinates, say (u1 , . . . , un ), but also we shall only consider
∂ ( u1 , . . . , u n )
those coordinate systems (v1 , . . . , vn ) such that det > 0. Therefore, in
∂ ( v1 , . . . , v n )
order to integrate a differential form, we require the manifold to be orientable.
Example 4.16. Let S2 be the unit sphere in R3 centered at the origin. Consider the
2-form ω on R3 defined as:
ω = dx ∧ dy.
Let ι : S2 → R3 be the inclusion
Z map, then ι∗ ω is a 2-form on S2 . We are interested in
the value of the integral ι∗ ω.
S2
4.3. Integrations of Differential Forms 113
Remark 4.19. It can be shown that given any smooth manifold with any atlas, partitions
of unity subordinate to that given atlas must exist. The proof is very technical and is
not in the same spirit with other parts of the course, so we omit the proof here. It is
more important to know what partitions of unity are for, than to know the proof of
existence.
Remark 4.20. Note that partitions of unity subordinate to a given atlas may not be
unique!
Remark 4.21. Condition (ii) in Definition 4.18 is merely a technical analytic condition
to make sure the sum ∑all α ρα ( p) is a finite sum for each fixed p ∈ M, so that we do
not need to worry about convergence issues. If the manifold can be covered by finitely
many local parametrizations, then condition (ii) automatically holds (and we do not
need to worry about).
Recall that every open cover of a compact set has a finite sub-cover. Together with
condition (ii) in Definition 4.18, one can show that ρα ω are identically zero for all except
finitely many α’s. The argument goes as follows: at each p ∈ supp ω, by condition (ii)
in Definition 4.18, there exists an open set O p ⊂ M containing p such that the set:
S p := {α : supp ρα ∩ O p 6= ∅}
N
[
supp ω ⊂ O pi .
i =1
Therefore, if α is an index such that supp (ρα ω ) 6= ∅, then there exists i ∈ {1, . . . , N }
such that supp ρα ∩ O pi 6= ∅, or in other words, α ∈ S pi for some i, and so:
N
{α : supp (ρα ω ) 6= ∅} ⊂
[
S pi .
i =1
Since each S pi is a finite set, the set {αZ : supp (ρα ω ) 6= ∅} is also finite. Therefore, there
are only finitely many α’s such that is non-zero, and so the sum stated in (4.5)
Fα (Uα )
is in fact a finite sum.
Now we have understood that there is no convergence issue for (4.5) provided
that ω has compact support (which is automatically true if the manifold M is itself
compact). There are still two well-definedness issues to resolve, namely whether the
integral in (4.5) is independent of oriented atlas A, and for each atlas whether the
integral is independent of the choice of partitions of unity.
116 4. Generalized Stokes’ Theorem
Proposition 4.22. Let Mn be an orientable smooth manifold with two oriented atlas
A = {Fα : Uα → M} and B = {Gβ : V β → M}
such that det D (F− 1
α ◦ G β ) > 0 on the overlap for any pair of α and β. Suppose { ρα : M →
[0, 1]} and {σβ : M → [0, 1]} are partitions of unity subordinate to A and B respectively.
Then, given any compactly supported differential n-form ω on Mn , we have:
Z Z
∑ ρα ω = ∑ σβ ω.
all α Fα (Uα ) all β Gβ (V β )
Note that ∑α ∑ β is a finite double sum and so there is no issue of switching them. It
completes the proof.
By Proposition 4.22, we justified that (4.5) is independent of oriented atlas and the
choice of partitions of unity. We can now define:
M
ω := ∑ ρα ω.
all α Fα (Uα )
∂ ( u1 , . . . , u n )
Since ρα ≥ 0, ∑ ρα ≡ 1 and det ∂(u1α , . . . , uαn ) > 0, we must have:
all α β β
∂(u1α , . . . , unα )
∑ ρα det
∂(u1β , . . . , unβ )
>0 near p.
all α
on the overlap of any two local coordinates (ve1α , . . . , venα ) and (ve1β , . . . , venβ ). On the other
hand, we have:
Ω = ϕ β de v1β ∧ · · · ∧ de vnβ .
This shows:
∂(ve1α , . . . , venα ) ϕβ
det 1 n
= >0 for any α, β.
∂(veβ , . . . , veβ ) ϕα
Therefore, M is orientable.
118 4. Generalized Stokes’ Theorem
Recall that when we integrate an n-form, we need to first pick an order of local
coordinates (u1 , . . . , un ), then express the n-form according to this order, and locally
define the integral as:
Z Z
ϕ du1 ∧ · · · ∧ dun = ϕ du1 · · · dun .
F(U ) U
Note that picking the order of coordinates is a local notion. To rephrase it using global
terms, we can first pick an orientation Ω (which is a global object on M), then we
require the order of any local coordinates (u1 , . . . , un ) to be Ω-oriented. Any pair of
local coordinate systems (u1 , . . . , un ) and (v1 , . . . , vn ) which are both Ω-oriented will
∂ ( u1 , . . . , u n )
automatically satisfy det > 0 on the overlap.
∂ ( v1 , . . . , v n )
To summarize, given an orientable manifold Mn with a chosen orientation Ω, then
for any local coordinate system F(u1 , . . . , un ) : U → M, we define:
(R
1
URϕ du · · · du
n if (u1 , . . . , un ) is Ω-oriented
Z
1 n
ϕ du ∧ · · · ∧ du =
F(U ) − U ϕ du · · · du1 n if (u1 , . . . , un ) is not Ω-oriented
or to put it in a more elegant (yet equivalent) way:
Z Z
n ∂ ∂
1
ϕ du ∧ · · · ∧ du = sgn Ω , ..., ϕ du1 · · · dun .
F(U ) ∂u1 ∂un U
The “extra” factor of (−1)n does not look nice at the first glance, but as we will
see later, it will make Generalized Stokes’ Theorem nicer. We are now ready to state
Generalized Stokes’ Theorem in a precise way:
120 4. Generalized Stokes’ Theorem
4.4.2. Proof of Generalized Stokes’ Theorem. The proof consists of three steps:
Step 1: a special case where supp ω is contained inside a single parametrization
chart of interior type;
Step 2: another special case where supp ω is contained inside a single parametriza-
tion chart of boundary type;
Step 3: use partitions of unity to deduce the general case.
Proof of Theorem 4.27. Throughout the proof, we will let Ω be the orientation of M,
and iν Ω be the orientation of ∂M with ν being an outward-point normal vector to ∂M.
All local coordinate system (u1 , . . . , un ) of M is assumed to be Ω-oriented.
Step 1: Suppose supp ω is contained in a single parametrization chart of interior type.
Let F(u1 , . . . , un ) : U ⊂ Rn → M be a local parametrization of interior type such
that supp ω ⊂ F(U ). Denote:
ci ∧ · · · ∧ dun := du1 ∧ · · · ∧ dui−1 ∧ dui+1 ∧ · · · ∧ dun ,
du1 ∧ · · · ∧ du
or in other words, it means the form with dui removed.
In terms of local coordinates, the (n − 1)-form ω can be expressed as:
n
ω= ∑ ωi du1 ∧ · · · ∧ du
ci ∧ · · · ∧ dun .
i =1
Since supp ω ⊂ F(U ), the functions ωi ’s are identically zero near and outside the
boundary of U ⊂ Rn . Therefore, we can replace the domain of integration U of the
RHS integral by a rectangle [− R, R] × · · · × [− R, R] in Rn where R > 0 is a sufficiently
4.4. Generalized Stokes’ Theorem 121
large number. The value of the integral is unchanged. Therefore, using the Fubini’s
Theorem, we get:
Z Z R Z R n
∂ω
M
dω =
−R
···
−R
∑ (−1)i ∂uii du1 · · · dun
i =1
n Z R Z R
∂ωi
= ∑ (−1)i−1 −R
···
−R ∂ui
dui du1 · · · du
ci · · · dun
i =1
n Z R Z R
∑ (−1)i−1
u =R ci · · · dun .
= ··· [ωi ]uii =− R du1 · · · du
i =1 −R −R
!
ω= ∑ ρα ω= ∑ ρα ω
α α
| {z }
≡1
Z Z Z
∂M
ω=
∂M
∑ ρα ω = ∑ ∂M
ρα ω.
α α
For each α, the (n − 1)-form ρα ω is compactly supported in a single parametrization
chart (either of interior or boundary type). From Step 1 and Step 2, we have already
proved that Generalized Stokes’ Theorem is true for each ρα ω. Therefore, we have:
Z Z
∑ ∂M
ρα ω = ∑ M
d(ρα ω )
α α
Z
=∑ (dρα ∧ ω + ρα dω )
α M
Z
! !
=
M
d ∑ ρα ∧ω+ ∑ ρα dω.
α α
!
Since ∑ ρα ≡ 1 and hence d ∑ ρα ≡ 0, we have proved:
α α
Z Z Z Z
∂M
ω= ∑ ∂M
ρα ω =
M
0 ∧ ω + 1 dω =
M
dω.
α
It completes the proof of Generalized Stokes’ Theorem.
Remark 4.28. As we can see from that the proof (Step 2), if we simply choose an
orientation for ∂M such that (u1 , . . . , un−1 ) becomes the order of local coordinates for
∂M, then (4.7) would have a factor of (−1)n on the RHS, which does not look nice.
Moreover, if we pick i−ν Ω to be the orientation of ∂M (here −ν is then an inward-
pointing normal to ∂M), then the RHS of (4.7) would have a minus sign, which is not
nice either.
Corollary 4.29 (Green’s Theorem). Let R be a closed and bounded smooth 2-submanifold
in R2 with boundary ∂R. Given any smooth vector field V = ( P( x, y), Q( x, y)) defined in R,
then we have: I Z
∂Q ∂P
V · dr = − dx dy,
∂R R ∂x ∂y
The line integral on the LHS is oriented such that { ∂x , ∂y } has the same orientation as {ν, T}
∂ ∂
where ν is the outward-pointing normal of R, and T is the velocity vector of the curve ∂R. See
Figure 4.3.
The only thing left to figure out is the orientation of the line integral. Locally param-
etrize R by local coordinates (s, t) so that {t = 0} is the boundary ∂R and {t > 0} is
the interior of R (see Figure 4.3). By convention, the local coordinate s for ∂R must
be chosen so that Ω(ν, ∂s∂
) > 0 where ν is a outward-pointing normal vector to ∂R. In
other words, the pair {ν, ∂s∂
} should have the same orientation as { ∂x , ∂y }. According
∂ ∂
to Figure 4.3, we must choose the local coordinate s for ∂R such that for the outer
boundary, s goes counter-clockwisely as it increases; whereas for each inner boundary,
s goes clockwisely as it increases.
Corollary 4.30 (Stokes’ Theorem). Let Σ be a closed and bounded smooth 2-submanifold in
R3 with boundary ∂Σ, and V = ( P( x, y, z), Q( x, y, z), R( x, y, z)) be a vector field which is
smooth on Σ, then we have:
I Z
V · dr = (∇ × V) · N dS.
∂Σ Σ
Here {i, j, k} has the same orientation as {ν, T, N}, where ν is the outward-point normal
vector of Σ at points of ∂Σ, T is the velocity vector of ∂Σ, and N is the unit normal vector to
Σ in R3 . See Figure 4.4.
Proof. Define:
ω = P dx + Q dy + R dz
which is viewed as a 1-form on Σ. Then,
I I
(4.8) ω= V · dr.
∂Σ ∂Σ
Combining the results of (4.8) and (4.9), using Generalized Stokes’ Theorem (Theorem
4.7, we get: I Z
V · dr = (∇ × V) · N dS
∂Σ Σ
as desired.
To see the orientation of ∂Σ, we locally parametrize Σ by coordinates (s, t) such that
{t = 0} are points on ∂Σ, and so ∂Σ is locally parametrized by s. The outward-pointing
n o
normal of ∂Σ in Σ is given by ν := − ∂t ∂
. By convention, the orientation of ν, ∂s ∂
is
n o
the same as ∂u∂ α , ∂v∂α , and hence:
∂ ∂ ∂
ν, , N has the same orientation as , ,N .
∂s ∂uα ∂vα
∂Fα ∂Fα
∂uα × ∂vα
n o
As N = , the set ∂ ∂
∂uα , ∂vα , N has the same orientation as {i, j, k}. As a
∂Fα ∂Fα
∂uα × ∂vα
result, the set {ν, ∂s
∂
, N} is oriented in the way as in Figure 4.4.