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Section 4.3 Differentiating k-forms: the exterior derivative

We know how to add k-forms, and now also how to mutiply k-forms, thanks to the notion of wedge product. In this section we study how we can “differentiate” k-forms, using the notion of exterior derivative, which generalizes the differential of a function introduced in Definition 2.2.1.

Subsection 4.3.1 The exterior derivative

Let us start by recalling the definition of the differential of a function f:UR, with UR3, from Definition 2.2.1. The differential df is the one-form on U given by

df=fx dx+fy dy+fz dz.

Since we now think of f as a zero-form, we see that the operator d takes a zero-form and outputs a one-form. Our goal is to generalize this operation, which we will now call the “exterior derivative”, to take a k-form and ouput a (k+1)-form.

Definition 4.3.1. The exterior derivative of a k-form.

The exterior derivative of a zero-form f on URn is the one-form df on U given by:

df=i=1nfxi dxi,

which is the same thing as the differential introduced in Definition 2.2.1.

The exterior derivative of a k-form ω=1i1<<iknfi1ikdxi1dxik on URn is the (k+1)-form dω on U given by:

dω=1i1<<iknd(fi1ik)dxi1dxik,

where d(fi1ik) means the exterior derivative of the zero-form (function) fi1ik. In other words, we are applying the exterior derivative d to the component functions of ω.

This definition may seem a little daunting because of the summations, so let us be more explicit for k-forms in R3.

We start with Definition 4.3.1 restricted to the case with n=3. For the exterior derivative of a zero-form, the statement is obvious. For the exterior derivatives of a one-form and a two-form, all we have to do is evaluate the exterior derivatives d(f),d(g) and d(h) of the zero-form f,g,h, and rearrange terms using Lemma 4.1.6.

Note that you certainly should not aim at learning these formulae by heart. The whole point is precisely that you don't need to learn these formulae! All you need to remember is that, to evaluate the exterior derivative of a k-form, you act with the exterior derivative on the component functions of the k-form. This may be clearer with examples.

We are already familiar with the calculation of the exterior derivative of a zero-form, since this is the same thing as the calculation of the differential of a function that we defined in Definition 2.2.1. But let us give an example here for completeness.

Let f(x,y,z)=yln(x)+z be a smooth function on U={(x,y,z)R3 | x>0}. Its exterior derivative is the one-form df on U given by:

df=fx dx+fy dy+fz dz=yx dx+ln(x) dy+dz.

Let ω=xy dx+(z+y) dy+xyz dz be a one-form on R3. Its exterior derivative is the two-form dω on R3 given by:

dω=d(xy)dx+d(z+y)dy+d(xyz)dz=(y dx+x dy)dx+(dy+dz)dy+(yz dx+xz dy+xy dz)dz=x dydx+dzdy+yz dxdz+xz dydz=(xz1) dydzyz dzdxx dxdy.

Let ω=(x2+y2) dydz+sin(z) dzdx+cos(xy) dxdy be a two-form on R3. Its exterior derivative is the three-form dω on R3 given by:

dω=d(x2+y2)dydz+d(sin(z))dzdx+d(cos(xy))dxdy=(2x dx+2y dy)dydz+(cos(z) dz)dzdx+(ysin(xy) dxxsin(xy) dy)dxdy=2x dxdydz.

We see that going from the second line to the third line, most terms vanish, since anytime we take the wedge of dx with itself we get zero, and same for dy and dz.

To end this section, we note that the exterior derivative is linear. If ω and η are two k-forms, and a,bR, then

d(aω+bη)=adω+bdη.

This is proven in Exercise 4.3.4.3.

Subsection 4.3.2 The graded product rule

One of the most fundamental properties of the derivative is the product rule:

ddx(fg)=dfdxg+fdgdx.

Now that we have defined the exterior derivative for differential forms, and that we know how to multiply differential forms using the wedge product, we could ask whether the exterior derivative satisfies a similar product rule with respect to the wedge product. It turns out that it does, but with a twist (or more precisely a sign). We call this the “graded product rule” for the exterior derivative.

First, we show that it is true for zero-forms. If ω and η are zero-forms (that is k=l=0), that is functions ω=f and η=g, then

d(ωη)=d(fg)=i=1nxi(fg) dxi=i=1n(fxig+fgxi) dxi=d(f)g+fd(g).

To prove the general statement we unfortunately need to use lots of summations. Let us introduce the following notation for the k-form ω and the l-form η:

ω=1i1<<iknwi1ikdxi1dxik,η=1j1<<jlnhj1jldxj1dxjl.

The exterior derivative of the wedge product is:

d(ωη)=1i1<<ikn1j1<<jlnd(wi1ikhj1jl)dxi1dxikdxj1dxjl=1i1<<ikn1j1<<jln(d(wi1ik)hj1jl+wi1ikd(hj1jl))dxi1dxikdxj1dxjl.

To go from the first to the second line, we used the fact that the product rule is satisfied for the exterior derivative of the product of zero-forms, as shown above.

Now let us study the terms on the right-hand-side of the equation we just obtained. First, we get:

1i1<<ikn1j1<<jlnd(wi1ik)hj1jldxi1dxikdxj1dxjl=(1i1<<iknd(wi1ik)dxi1dxik)(1j1<<jlnhj1jldxj1dxjl)=d(ω)η

All that we did to go from the first line to the second line is move the zero-form (or function) hj1jl to the right of the dxi's, which we can do since it is a zero-form and hence commutes with the dxi's by Lemma 4.2.6.

That takes care of the first set of terms. The remaining ones take the form

1i1<<ikn1j1<<jlnwi1ikd(hj1jl)dxi1dxikdxj1dxjl.

We would like to do the same and commute d(hj1jl) to the right of the dxi's, so that we can identify this term as ωd(η). However, d(hj1jl) is a one-form, and thus by Lemma 4.2.6 d(hj1jl)dxi=dxid(hj1jl). So every time we commute d(hj1jl) past a dxi, we pick a sign. Since there are k dxi's in this expression, this tells us that it is equal to

(1)kωd(η).

Putting all this together, we end up with the statement that

d(ωη)=d(ω)η+(1)kωd(η),

which is the graded product rule stated in the lemma.

It is very important not to forget the sign in the graded product rule!

Let ω=xy dz and η=(y+z) dx+2dy be two one-forms on R3. Suppose that we want to calculate the exterior derivative of the wedge product ωη. There are two ways we can do that: we can first find an explicit expression for the wedge product, and then take the exterior derivative, or we can use the graded product rule. In this example we show that both calculations give the same result, as they should.

Let us first calculate the wedge product explicitly and take its exterior derivative. We have:

ωη=(xy dz)((y+z) dx+2 dy)=2xydydz+xy(y+z)dzdx.

We then calculate the exterior derivative, which gives the following three-form:

d(ωη)=d(2xy)dydz+d(xy(y+z))dzdx=(2y dx2x dy)dydz+(y(y+z) dx+(2xy+xz) dy+xy dz)dzdx=(2y+(2xy+xz))dxdydz,

where we used the fact that dydzdx=dxdydz.

Let us now calculate the same exterior derivative but using the graded product rule. Since ω is a one-form, we have:

d(ωη)=d(ω)ηωd(η).

We calculate:

d(ω)=d(xy)dz=ydxdz+xdydz,

and

d(η)=d(y+z)dx+d(2)dy=dydx+dzdx,

since d(2)=0. Putting this together, we get:

d(ωη)=(ydxdz+xdydz)((y+z) dx+2 dy)(xy dz)(dydx+dzdx)=(2y+x(y+z)+xy)dxdydz,

which is indeed the same result as obtained above.

Remark 4.3.8.

In R3, the graded product rule can be split into the four following non-vanishing cases.

  1. If ω=f is a zero-form (in which case we write fη=fη as usual when multiplying with a function) and η=g is a zero-form, then

    d(fg)=d(f)g+fd(g).

  2. If ω=f is a zero-form and η is a one-form, then

    d(fη)=d(f)η+fd(η).

  3. If ω=f is a zero-form and η is a two-form, then

    d(fη)=d(f)η+fd(η).

  4. If ω is a one-form and η is a one-form, then

    d(ωη)=d(ω)ηωd(η).

Subsection 4.3.3 d2=0

There's another fundamental property of the exterior derivative: if we apply the exterior derivative twice, we always get zero. This may seem surprising, as this is certainly not true for the ordinary derivative d/dx, but it is true for the exterior derivative because of antisymmetry of the wedge product. More precisely:

We write ω=1i1<<iknwi1ikdxi1dxik. We have:

d(d(ω))=d(1i1<<iknd(wi1ik)dxi1dxik)=d(1i1<<iknα=1nwi1ikxαdxαdxi1dxik)=1i1<<iknα=1nd(wi1ikxα)dxαdxi1dxik=1i1<<ikn(α=1nβ=1n2wi1ikxβxαdxβdxα)dxi1dxik.

If we can show that the term in brackets in the last line is zero, then clearly d(d(ω))=0. We have:

α=1nβ=1n2wi1ikxβxαdxβdxα=α=1nβ=1n2wi1ikxαxβdxβdxα=α=1nβ=1n2wi1ikxαxβdxαdxβ.

In the first, line, we used the fact that 2wi1ikxβxα=2wi1ikxαxβ by the Clairaut-Schwarz theorem, since the coefficient functions wi1ik are assumed to be smooth. In the second line, we used the fact that dxβdxα=dxαdxβ, by Lemma 4.1.6. Finally, in the summation on the right-hand-side, we can simply rename α to be β, and β to be α, since those are indices that are summed over, and hence we can give them the name we want. We end up with the statement that

α=1nβ=1n2wi1ikxβxαdxβdxα=α=1nβ=1n2wi1ikxβxαdxβdxα.

But the only two-form that is equal to minus itself is the zero two-form, that is

α=1nβ=1n2wi1ikxβxαdxβdxα=0.

Therefore we conclude that d(d(ω))=0.

Exercises 4.3.4 Exercises

1.

Let ω=xy dx+yx dy+zx dz on U={(x,y,z)R3 | x0}. Find the two-form dω and write your result in standard form. What is the vector field associated to dω?

Solution.

From the definition, we find:

dω=d(xy)dx+d(yx)dy+d(zx)dz=y dxdx+x dydx+1xdydyyx2dxdy+1x dzdzzx2 dxdz=zx2 dzdx(x+yx2)dxdy.

Using the dictionary Table 4.1.11, the vector field associated to the two-form dω is

F(x,y,z)=(0,zx2,xyx2).

2.

Find the three-form dω if ω=xyz(dydz+dzdx+dxdy), and write your result in standard form.

Solution.

We find:

dω=d(xyz)(dydz+dzdx+dxdy)=(yz dx+xz dy+xy dz)(dydz+dzdx+dxdy)=yz dxdydz+xz dydzdx+xy dzdxdy=(yz+xz+xy)dxdydz.

3.

Show that the exterior derivative is linear. That is, if ω and η are two k-forms, and a,bR, then
d(aω+bη)=adω+bdη.
Solution.

First, we show that the property holds if ω and η are 0-forms. Since those are simply functions, let us write them as f and g. Then:

d(af+bg)=i=1nxi(af+bg) dxi=i=1n(afxi+bgxi) dxi=ai=1nfxi dxi+bi=1ngxi dxi=adf+bdg.

For the second equality we used the fact that partial derivatives are linear.

Now we can prove the general case. Suppose that ω and η are k-forms on URn. Let

ω=1i1<<iknfi1ikdxi1dxik

and

η=1i1<<ikngi1ikdxi1dxik.

Then

d(aω+bη)=1i1<<iknd(afi1ik+bgi1ik)dxi1dxik=1i1<<ikn(a dfi1ik+b dgi1ik)dxi1dxik=a1i1<<ikndfi1ikdxi1dxik+b1i1<<ikndgi1ikdxi1dxik=adω+bdη.

In the second equality we used the calculation above that showed that linearity holds for 0-forms.

4.

Let ω=xey dx+z dy+yex dz. Show by explicit calculation that d2ω=0.

Solution.

Of course, we know that d2ω=0 since this is true for any differential form ω, as proven in Lemma 4.3.9. But let us show that it is true by explicit calculation for this particular one-form ω.

We first calculate the two-form dω:

dω=d(xey)dx+dzdy+d(yex)dz=xey dydx+ey dxdx+dzdy+yex dxdz+ex dydz=(ex1) dydzyex dzdxxey dxdy.

We then calculate the three-form d2ω:

d2ω=d(dω)=d(ex1)dydzd(yex)dzdxd(xey)dxdy=ex dxdydzyex dxdzdxex dydzdxxey dydxdyey dxdxdy=(exex)dxdydz=0,

as expected.

5.

Let ω=(x2y2) dx+y dz and η=(x2+y2) dy+y dz. By explicit calculation, show that

d(ωη)=dωηωdη,

which is consistent with the graded product rule Lemma 4.3.6 since ω is a one-form.

Solution.

We need to calculate d(ωη), dωη, and ωdη. First, we calculate ωη:

ωη=((x2y2) dx+y dz)((x2+y2) dy+y dz)=(x4y4)dxdy+y(x2y2) dxdz+y(x2+y2) dzdy=y(x2+y2) dydzy(x2y2) dzdx+(x4y4)dxdy.

Then

d(ωη)=d(y(x2+y2))dydzd(y(x2y2))dzdx+d(x4y4)dxdy=2xy dxdydz(x23y2) dydzdx=(3y22xyx2)dxdydz.

Next, we calculate dωη. We have:

dω=d(x2y2)dx+dydz=2ydydx+dydz=dydz+2ydxdy.

Then

dωη=(dydz+2ydxdy)((x2+y2) dy+y dz)=2y2dxdydz.

Finally, we calculate ωdη. We have:

dη=d(x2+y2)dy+dydz=2x dxdy+dydz=dydz+2x dxdy.

Then

ωdη=((x2y2) dx+y dz)(dydz+2x dxdy)=(x2y2)dxdydz+2xy dzdxdy=(x2+2xyy2) dxdydz.

Putting all this together, we conclude that

dωηωdη=(3y22xyx2)dxdydz=d(ωη),

as expected from the graded product rule Lemma 4.3.6.

6.

Let ω be a k-form, η an m-form, and λ a -form, all on URn. Show that

d(ωηλ)=dωηλ+(1)kωdηλ+(1)k+mωηdλ.
Solution.

First, using the graded product rule Lemma 4.3.6, we get that

d(ωηλ)=dω(ηλ)+(1)kωd(ηλ).

Next, again from the graded product rule we know that

d(ηλ)=dηλ+(1)mηdλ.

Putting this together, we get:

d(ωηλ)=dωηλ+(1)kωdηλ+(1)k+mωηdλ.

7.

Let ω=(x+y) dx+xy dy be a one-form on R2, and let ϕ:R2R2 be given by ϕ(u,v)=(eu+v,euv). Find the two-form d(ϕω).

Solution.

We first calculate the pullback one-form ϕω. We get:

ϕω=(eu+v+euv)(eu+v du+eu+v dv)+eu+veuv(euv dueuv dv)=(e2(u+v)+e2u+e3uv) du+(e2(u+v)+e2ue3uv) dv.

We can then calculate its exterior derivative. We get:

d(ϕω)=d(e2(u+v)+e2u+e3uv)du+d(e2(u+v)+e2ue3uv)dv=(2e2(u+v)e3uv)dvdu+(2e2(u+v)+2e2u3e3uv)dudv=2(e2ue3uv)dudv.

8.

Let f,g:UR be smooth functions with URn, and α:[a,b]Rn be a parametric curve whose image is in U. Using the product rule for the exterior derivative d(fg), show that

αfdg=f(α(b))g(α(b))f(α(a))g(α(a))αgdf.

One can think of this as the natural generalization of “integration by parts” to line integrals of one-forms. Indeed, if the curve is just an interval in R, this reduces to the standard statement of integration by parts for definite integrals.

Solution.

From the graded product rule, we know that

d(fg)=fdg+gdf,

since f is a 0-form (here we omit the wedge product symbol, since we are either multiplying two functions or a function with a one-form). By the Fundamental Theorem of line integrals, we know that

αd(fg)=f(α(b))g(α(b))f(α(a))g(α(a)),

since d(fg) is an exact one-form. Using the graded product rule, we thus conclude that

αd(fg)=αfdg+αgdf=f(α(b))g(α(b))f(α(a))g(α(a)).

Solving for αfdg, we get the desired statement.

9.

Let ω and η be one-forms that differ by the exterior derivative of a 0-form, that is,

η=ω+df

for some function f. Show that

d(ωη)=dωdf.
Solution.

We have:

d(ωη)=d(ω(ω+df))=d(ωω)+d(ωdf).

The first term on the right-hand-side is zero, since ωω=0 for a one-form (see Lemma 4.2.6; the wedge product is anti-commutative for odd forms). As for the second term, we use the graded product rule and the fact that d2=0 to get:

d(ωη)=dωdfωd2f=dωdf.