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Generalized Stokes theorem

In vector calculus and differential geometry the generalized Stokes theorem (sometimes with apostrophe as Stokes' theorem or Stokes's theorem), also called the Stokes–Cartan theorem,[1] is a statement about the integration of differential forms on manifolds, which both simplifies and generalizes several theorems from vector calculus. In particular, the fundamental theorem of calculus is the special case where the manifold is a line segment, and Stokes' theorem is the case of a surface in .[2] Hence, the theorem is sometimes referred to as the Fundamental Theorem of Multivariate Calculus.[3]

Stokes' theorem says that the integral of a differential form over the boundary of some orientable manifold is equal to the integral of its exterior derivative over the whole of , i.e.,

Stokes' theorem was formulated in its modern form by Élie Cartan in 1945,[4] following earlier work on the generalization of the theorems of vector calculus by Vito Volterra, Édouard Goursat, and Henri Poincaré.[5][6]

This modern form of Stokes' theorem is a vast generalization of a classical result that Lord Kelvin communicated to George Stokes in a letter dated July 2, 1850.[7][8][9] Stokes set the theorem as a question on the 1854 Smith's Prize exam, which led to the result bearing his name. It was first published by Hermann Hankel in 1861.[9][10] This classical case relates the surface integral of the curl of a vector field over a surface (that is, the flux of ) in Euclidean three-space to the line integral of the vector field over the surface boundary (also known as the loop integral).

Classical generalizations of the fundamental theorem of calculus like the divergence theorem, and Green's theorem from vector calculus are special cases of the general formulation stated above after making a standard identification of vector fields with differential forms (different for each of the classical theorems).

Introduction

The second fundamental theorem of calculus states that the integral of a function   over the interval   can be calculated by finding an antiderivative   of  :

 

Stokes' theorem is a vast generalization of this theorem in the following sense.

  • By the choice of  ,  . In the parlance of differential forms, this is saying that   is the exterior derivative of the 0-form, i.e. function,  : in other words, that  . The general Stokes theorem applies to higher differential forms   instead of just 0-forms such as  .
  • A closed interval   is a simple example of a one-dimensional manifold with boundary. Its boundary is the set consisting of the two points   and  . Integrating   over the interval may be generalized to integrating forms on a higher-dimensional manifold. Two technical conditions are needed: the manifold has to be orientable, and the form has to be compactly supported in order to give a well-defined integral.
  • The two points   and   form the boundary of the closed interval. More generally, Stokes' theorem applies to oriented manifolds   with boundary. The boundary   of   is itself a manifold and inherits a natural orientation from that of  . For example, the natural orientation of the interval gives an orientation of the two boundary points. Intuitively,   inherits the opposite orientation as  , as they are at opposite ends of the interval. So, "integrating"   over two boundary points  ,   is taking the difference  .

In even simpler terms, one can consider the points as boundaries of curves, that is as 0-dimensional boundaries of 1-dimensional manifolds. So, just as one can find the value of an integral ( ) over a 1-dimensional manifold ( ) by considering the anti-derivative ( ) at the 0-dimensional boundaries ( ), one can generalize the fundamental theorem of calculus, with a few additional caveats, to deal with the value of integrals ( ) over  -dimensional manifolds ( ) by considering the antiderivative ( ) at the  -dimensional boundaries ( ) of the manifold.

So the fundamental theorem reads:

 

Formulation for smooth manifolds with boundary

Let   be an oriented smooth manifold with boundary of dimension   and let   be a smooth  -differential form that is compactly supported on  . First, suppose that   is compactly supported in the domain of a single, oriented coordinate chart  . In this case, we define the integral of   over   as

 
i.e., via the pullback of   to  .

More generally, the integral of   over   is defined as follows: Let   be a partition of unity associated with a locally finite cover   of (consistently oriented) coordinate charts, then define the integral

 
where each term in the sum is evaluated by pulling back to   as described above. This quantity is well-defined; that is, it does not depend on the choice of the coordinate charts, nor the partition of unity.

The generalized Stokes theorem reads:

Theorem (Stokes–Cartan) — Let   be a smooth  -form with compact support on an oriented,  -dimensional manifold-with-boundary  , where   is given the induced orientation.Then

 

Here   is the exterior derivative, which is defined using the manifold structure only. The right-hand side is sometimes written as   to stress the fact that the  -manifold   has no boundary.[note 1] (This fact is also an implication of Stokes' theorem, since for a given smooth  -dimensional manifold  , application of the theorem twice gives   for any  -form  , which implies that  .) The right-hand side of the equation is often used to formulate integral laws; the left-hand side then leads to equivalent differential formulations (see below).

The theorem is often used in situations where   is an embedded oriented submanifold of some bigger manifold, often  , on which the form   is defined.

Topological preliminaries; integration over chains

Let M be a smooth manifold. A (smooth) singular k-simplex in M is defined as a smooth map from the standard simplex in Rk to M. The group Ck(M, Z) of singular k-chains on M is defined to be the free abelian group on the set of singular k-simplices in M. These groups, together with the boundary map, , define a chain complex. The corresponding homology (resp. cohomology) group is isomorphic to the usual singular homology group Hk(M, Z) (resp. the singular cohomology group Hk(M, Z)), defined using continuous rather than smooth simplices in M.

On the other hand, the differential forms, with exterior derivative, d, as the connecting map, form a cochain complex, which defines the de Rham cohomology groups  .

Differential k-forms can be integrated over a k-simplex in a natural way, by pulling back to Rk. Extending by linearity allows one to integrate over chains. This gives a linear map from the space of k-forms to the kth group of singular cochains, Ck(M, Z), the linear functionals on Ck(M, Z). In other words, a k-form ω defines a functional

 
on the k-chains. Stokes' theorem says that this is a chain map from de Rham cohomology to singular cohomology with real coefficients; the exterior derivative, d, behaves like the dual of on forms. This gives a homomorphism from de Rham cohomology to singular cohomology. On the level of forms, this means:
  1. closed forms, i.e., = 0, have zero integral over boundaries, i.e. over manifolds that can be written as ∂Σc Mc, and
  2. exact forms, i.e., ω = , have zero integral over cycles, i.e. if the boundaries sum up to the empty set: Σc Mc = ∅.

De Rham's theorem shows that this homomorphism is in fact an isomorphism. So the converse to 1 and 2 above hold true. In other words, if {ci} are cycles generating the kth homology group, then for any corresponding real numbers, {ai} , there exist a closed form, ω, such that

 
and this form is unique up to exact forms.

Stokes' theorem on smooth manifolds can be derived from Stokes' theorem for chains in smooth manifolds, and vice versa.[11] Formally stated, the latter reads:[12]

Theorem (Stokes' theorem for chains) — If c is a smooth k-chain in a smooth manifold M, and ω is a smooth (k − 1)-form on M, then

 

Underlying principle

 

To simplify these topological arguments, it is worthwhile to examine the underlying principle by considering an example for d = 2 dimensions. The essential idea can be understood by the diagram on the left, which shows that, in an oriented tiling of a manifold, the interior paths are traversed in opposite directions; their contributions to the path integral thus cancel each other pairwise. As a consequence, only the contribution from the boundary remains. It thus suffices to prove Stokes' theorem for sufficiently fine tilings (or, equivalently, simplices), which usually is not difficult.

Classical vector analysis example

Let   be a piecewise smooth Jordan plane curve. The Jordan curve theorem implies that   divides   into two components, a compact one and another that is non-compact. Let   denote the compact part that is bounded by   and suppose   is smooth, with  . If   is the space curve defined by  [note 2] and   is a smooth vector field on  , then:[13][14][15]

 

This classical statement, is a special case of the general formulation after making an identification of vector field with a 1-form and its curl with a two form through

 
 

Generalization to rough sets

 
A region (here called D instead of Ω) with piecewise smooth boundary. This is a manifold with corners, so its boundary is not a smooth manifold.

The formulation above, in which   is a smooth manifold with boundary, does not suffice in many applications. For example, if the domain of integration is defined as the plane region between two  -coordinates and the graphs of two functions, it will often happen that the domain has corners. In such a case, the corner points mean that   is not a smooth manifold with boundary, and so the statement of Stokes' theorem given above does not apply. Nevertheless, it is possible to check that the conclusion of Stokes' theorem is still true. This is because   and its boundary are well-behaved away from a small set of points (a measure zero set).

A version of Stokes' theorem that allows for roughness was proved by Whitney.[16] Assume that   is a connected bounded open subset of  . Call   a standard domain if it satisfies the following property: there exists a subset   of  , open in  , whose complement in   has Hausdorff  -measure zero; and such that every point of   has a generalized normal vector. This is a vector   such that, if a coordinate system is chosen so that   is the first basis vector, then, in an open neighborhood around  , there exists a smooth function   such that   is the graph   and   is the region  . Whitney remarks that the boundary of a standard domain is the union of a set of zero Hausdorff  -measure and a finite or countable union of smooth  -manifolds, each of which has the domain on only one side. He then proves that if   is a standard domain in  ,   is an  -form which is defined, continuous, and bounded on  , smooth on  , integrable on  , and such that   is integrable on  , then Stokes' theorem holds, that is,

 

The study of measure-theoretic properties of rough sets leads to geometric measure theory. Even more general versions of Stokes' theorem have been proved by Federer and by Harrison.[17]

Special cases

The general form of the Stokes theorem using differential forms is more powerful and easier to use than the special cases. The traditional versions can be formulated using Cartesian coordinates without the machinery of differential geometry, and thus are more accessible. Further, they are older and their names are more familiar as a result. The traditional forms are often considered more convenient by practicing scientists and engineers but the non-naturalness of the traditional formulation becomes apparent when using other coordinate systems, even familiar ones like spherical or cylindrical coordinates. There is potential for confusion in the way names are applied, and the use of dual formulations.

Classical (vector calculus) case

 
An illustration of the vector-calculus Stokes theorem, with surface  , its boundary   and the "normal" vector n.

This is a (dualized) (1 + 1)-dimensional case, for a 1-form (dualized because it is a statement about vector fields). This special case is often just referred to as Stokes' theorem in many introductory university vector calculus courses and is used in physics and engineering. It is also sometimes known as the curl theorem.

The classical Stokes' theorem relates the surface integral of the curl of a vector field over a surface   in Euclidean three-space to the line integral of the vector field over its boundary. It is a special case of the general Stokes theorem (with  ) once we identify a vector field with a 1-form using the metric on Euclidean 3-space. The curve of the line integral,  , must have positive orientation, meaning that   points counterclockwise when the surface normal,  , points toward the viewer.

One consequence of this theorem is that the field lines of a vector field with zero curl cannot be closed contours. The formula can be rewritten as:

Theorem — Suppose   is defined in a region with smooth surface   and has continuous first-order partial derivatives. Then

 
where   and   are the components of  , and   is the boundary of the region  .

Green's theorem

Green's theorem is immediately recognizable as the third integrand of both sides in the integral in terms of P, Q, and R cited above.

In electromagnetism

Two of the four Maxwell equations involve curls of 3-D vector fields, and their differential and integral forms are related by the special 3-dimensional (vector calculus) case of Stokes' theorem. Caution must be taken to avoid cases with moving boundaries: the partial time derivatives are intended to exclude such cases. If moving boundaries are included, interchange of integration and differentiation introduces terms related to boundary motion not included in the results below (see Differentiation under the integral sign):

Name Differential form Integral form (using three-dimensional Stokes theorem plus relativistic invariance,  )
Maxwell–Faraday equation
Faraday's law of induction:
   

(with C and S not necessarily stationary)

Ampère's law
(with Maxwell's extension):
   

(with C and S not necessarily stationary)

The above listed subset of Maxwell's equations are valid for electromagnetic fields expressed in SI units. In other systems of units, such as CGS or Gaussian units, the scaling factors for the terms differ. For example, in Gaussian units, Faraday's law of induction and Ampère's law take the forms:[18][19]

 
respectively, where c is the speed of light in vacuum.

Divergence theorem

Likewise, the divergence theorem

 
is a special case if we identify a vector field with the  -form obtained by contracting the vector field with the Euclidean volume form. An application of this is the case   where   is an arbitrary constant vector. Working out the divergence of the product gives
 
Since this holds for all   we find
 

Volume integral of gradient of scalar field

Let   be a scalar field. Then

 
where   is the normal vector to the surface   at a given point.

Proof: Let   be a vector. Then

 
Since this holds for any   (in particular, for every basis vector), the result follows.

See also

Footnotes

  1. ^ For mathematicians this fact is known, therefore the circle is redundant and often omitted. However, one should keep in mind here that in thermodynamics, where frequently expressions as   appear (wherein the total derivative, see below, should not be confused with the exterior one), the integration path   is a one-dimensional closed line on a much higher-dimensional manifold. That is, in a thermodynamic application, where   is a function of the temperature  , the volume  , and the electrical polarization   of the sample, one has
     
    and the circle is really necessary, e.g. if one considers the differential consequences of the integral postulate
     
  2. ^   and   are both loops, however,   is not necessarily a Jordan curve

References

  1. ^ Physics of Collisional Plasmas – Introduction to | Michel Moisan | Springer.
  2. ^ "The Man Who Solved the Market", Gregory Zuckerman, Portfolio November 2019, ASIN: B07P1NNTSD
  3. ^ Spivak, Michael (1965). Calculus on manifolds : a modern approach to classical theorems of advanced calculus. New York. ISBN 0-8053-9021-9. OCLC 187146.
  4. ^ Cartan, Élie (1945). Les Systèmes Différentiels Extérieurs et leurs Applications Géométriques. Paris: Hermann.
  5. ^ Katz, Victor J. (1979-01-01). "The History of Stokes' Theorem". Mathematics Magazine. 52 (3): 146–156. doi:10.2307/2690275. JSTOR 2690275.
  6. ^ Katz, Victor J. (1999). "5. Differential Forms". In James, I. M. (ed.). History of Topology. Amsterdam: Elsevier. pp. 111–122. ISBN 9780444823755.
  7. ^ See:
    • Katz, Victor J. (May 1979). "The history of Stokes' theorem". Mathematics Magazine. 52 (3): 146–156. doi:10.1080/0025570x.1979.11976770.
    • The letter from Thomson to Stokes appears in: Thomson, William; Stokes, George Gabriel (1990). Wilson, David B. (ed.). The Correspondence between Sir George Gabriel Stokes and Sir William Thomson, Baron Kelvin of Largs, Volume 1: 1846–1869. Cambridge, England: Cambridge University Press. pp. 96–97. ISBN 9780521328319.
    • Neither Thomson nor Stokes published a proof of the theorem. The first published proof appeared in 1861 in: Hankel, Hermann (1861). Zur allgemeinen Theorie der Bewegung der Flüssigkeiten [On the general theory of the movement of fluids]. Göttingen, Germany: Dieterische University Buchdruckerei. pp. 34–37. Hankel doesn't mention the author of the theorem.
    • In a footnote, Larmor mentions earlier researchers who had integrated, over a surface, the curl of a vector field. See: Stokes, George Gabriel (1905). Larmor, Joseph; Strutt, John William, Baron Rayleigh (eds.). Mathematical and Physical Papers by the late Sir George Gabriel Stokes. Vol. 5. Cambridge, England: University of Cambridge Press. pp. 320–321.
  8. ^ Darrigol, Olivier (2000). Electrodynamics from Ampère to Einstein. Oxford, England. p. 146. ISBN 0198505930.
  9. ^ a b Spivak (1965), p. vii, Preface.
  10. ^ See:
    • The 1854 Smith's Prize Examination is available online at: Clerk Maxwell Foundation. Maxwell took this examination and tied for first place with Edward John Routh. See: Clerk Maxwell, James (1990). Harman, P. M. (ed.). The Scientific Letters and Papers of James Clerk Maxwell, Volume I: 1846–1862. Cambridge, England: Cambridge University Press. p. 237, footnote 2. ISBN 9780521256254. See also Smith's prize or the Clerk Maxwell Foundation.
    • Clerk Maxwell, James (1873). A Treatise on Electricity and Magnetism. Vol. 1. Oxford, England: Clarendon Press. pp. 25–27. In a footnote on page 27, Maxwell mentions that Stokes used the theorem as question 8 in the Smith's Prize Examination of 1854. This footnote appears to have been the cause of the theorem's being known as "Stokes' theorem".
  11. ^ Renteln, Paul (2014). Manifolds, Tensors, and Forms. Cambridge, UK: Cambridge University Press. pp. 158–175. ISBN 9781107324893.
  12. ^ Lee, John M. (2013). Introduction to Smooth Manifolds. New York: Springer. p. 481. ISBN 9781441999818.
  13. ^ Stewart, James (2010). Essential Calculus: Early Transcendentals. Cole.
  14. ^ This proof is based on the Lecture Notes given by Prof. Robert Scheichl (University of Bath, U.K) [1], please refer the [2]
  15. ^ "This proof is also same to the proof shown in".
  16. ^ Whitney, Geometric Integration Theory, III.14.
  17. ^ Harrison, J. (October 1993). "Stokes' theorem for nonsmooth chains". Bulletin of the American Mathematical Society. New Series. 29 (2): 235–243. arXiv:math/9310231. Bibcode:1993math.....10231H. doi:10.1090/S0273-0979-1993-00429-4. S2CID 17436511.
  18. ^ Jackson, J. D. (1975). Classical Electrodynamics (2nd ed.). New York, NY: Wiley.
  19. ^ Born, M.; Wolf, E. (1980). Principles of Optics (6th ed.). Cambridge, England: Cambridge University Press.

Further reading

External links

  •   Media related to Stokes' theorem at Wikimedia Commons
  • "Stokes formula", Encyclopedia of Mathematics, EMS Press, 2001 [1994]
  • Proof of the Divergence Theorem and Stokes' Theorem
  • Calculus 3 – Stokes Theorem from lamar.edu – an expository explanation


generalized, stokes, theorem, this, article, about, generalized, theorem, classical, theorem, stokes, theorem, equation, governing, viscous, drag, fluids, stokes, vector, calculus, differential, geometry, generalized, stokes, theorem, sometimes, with, apostrop. This article is about the generalized theorem For the classical theorem see Stokes theorem For the equation governing viscous drag in fluids see Stokes law In vector calculus and differential geometry the generalized Stokes theorem sometimes with apostrophe as Stokes theorem or Stokes s theorem also called the Stokes Cartan theorem 1 is a statement about the integration of differential forms on manifolds which both simplifies and generalizes several theorems from vector calculus In particular the fundamental theorem of calculus is the special case where the manifold is a line segment and Stokes theorem is the case of a surface in R 3 displaystyle mathbb R 3 2 Hence the theorem is sometimes referred to as the Fundamental Theorem of Multivariate Calculus 3 Stokes theorem says that the integral of a differential form w displaystyle omega over the boundary W displaystyle partial Omega of some orientable manifold W displaystyle Omega is equal to the integral of its exterior derivative d w displaystyle d omega over the whole of W displaystyle Omega i e W w W d w displaystyle int partial Omega omega int Omega d omega Stokes theorem was formulated in its modern form by Elie Cartan in 1945 4 following earlier work on the generalization of the theorems of vector calculus by Vito Volterra Edouard Goursat and Henri Poincare 5 6 This modern form of Stokes theorem is a vast generalization of a classical result that Lord Kelvin communicated to George Stokes in a letter dated July 2 1850 7 8 9 Stokes set the theorem as a question on the 1854 Smith s Prize exam which led to the result bearing his name It was first published by Hermann Hankel in 1861 9 10 This classical case relates the surface integral of the curl of a vector field F displaystyle textbf F over a surface that is the flux of curl F displaystyle text curl textbf F in Euclidean three space to the line integral of the vector field over the surface boundary also known as the loop integral Classical generalizations of the fundamental theorem of calculus like the divergence theorem and Green s theorem from vector calculus are special cases of the general formulation stated above after making a standard identification of vector fields with differential forms different for each of the classical theorems Contents 1 Introduction 2 Formulation for smooth manifolds with boundary 3 Topological preliminaries integration over chains 4 Underlying principle 5 Classical vector analysis example 6 Generalization to rough sets 7 Special cases 7 1 Classical vector calculus case 7 2 Green s theorem 7 2 1 In electromagnetism 7 3 Divergence theorem 7 4 Volume integral of gradient of scalar field 8 See also 9 Footnotes 10 References 11 Further reading 12 External linksIntroduction EditThe second fundamental theorem of calculus states that the integral of a function f displaystyle f over the interval a b displaystyle a b can be calculated by finding an antiderivative F displaystyle F of f displaystyle f a b f x d x F b F a displaystyle int a b f x dx F b F a Stokes theorem is a vast generalization of this theorem in the following sense By the choice of F displaystyle textbf F d F d x f x displaystyle frac dF dx f x In the parlance of differential forms this is saying that f x d x displaystyle f x dx is the exterior derivative of the 0 form i e function F displaystyle F in other words that d F f d x displaystyle dF f dx The general Stokes theorem applies to higher differential forms w displaystyle omega instead of just 0 forms such as F displaystyle F A closed interval a b displaystyle a b is a simple example of a one dimensional manifold with boundary Its boundary is the set consisting of the two points a displaystyle a and b displaystyle b Integrating f displaystyle f over the interval may be generalized to integrating forms on a higher dimensional manifold Two technical conditions are needed the manifold has to be orientable and the form has to be compactly supported in order to give a well defined integral The two points a displaystyle a and b displaystyle b form the boundary of the closed interval More generally Stokes theorem applies to oriented manifolds M displaystyle M with boundary The boundary M displaystyle partial M of M displaystyle M is itself a manifold and inherits a natural orientation from that of M displaystyle M For example the natural orientation of the interval gives an orientation of the two boundary points Intuitively a displaystyle a inherits the opposite orientation as b displaystyle b as they are at opposite ends of the interval So integrating F displaystyle F over two boundary points a displaystyle a b displaystyle b is taking the difference F b F a displaystyle F b F a In even simpler terms one can consider the points as boundaries of curves that is as 0 dimensional boundaries of 1 dimensional manifolds So just as one can find the value of an integral f d x d F displaystyle f dx dF over a 1 dimensional manifold a b displaystyle a b by considering the anti derivative F displaystyle F at the 0 dimensional boundaries a b displaystyle a b one can generalize the fundamental theorem of calculus with a few additional caveats to deal with the value of integrals d w displaystyle d omega over n displaystyle n dimensional manifolds W displaystyle Omega by considering the antiderivative w displaystyle omega at the n 1 displaystyle n 1 dimensional boundaries W displaystyle partial Omega of the manifold So the fundamental theorem reads a b f x d x a b d F a b F a b F F b F a displaystyle int a b f x dx int a b dF int partial a b F int a cup b F F b F a Formulation for smooth manifolds with boundary EditLet W displaystyle Omega be an oriented smooth manifold with boundary of dimension n displaystyle n and let a displaystyle alpha be a smooth n displaystyle n differential form that is compactly supported on W displaystyle Omega First suppose that a displaystyle alpha is compactly supported in the domain of a single oriented coordinate chart U f displaystyle U varphi In this case we define the integral of a displaystyle alpha over W displaystyle Omega as W a f U f 1 a displaystyle int Omega alpha int varphi U varphi 1 alpha i e via the pullback of a displaystyle alpha to R n displaystyle mathbb R n More generally the integral of a displaystyle alpha over W displaystyle Omega is defined as follows Let ps i displaystyle psi i be a partition of unity associated with a locally finite cover U i f i displaystyle U i varphi i of consistently oriented coordinate charts then define the integral W a i U i ps i a displaystyle int Omega alpha equiv sum i int U i psi i alpha where each term in the sum is evaluated by pulling back to R n displaystyle mathbb R n as described above This quantity is well defined that is it does not depend on the choice of the coordinate charts nor the partition of unity The generalized Stokes theorem reads Theorem Stokes Cartan Let w displaystyle omega be a smooth n 1 displaystyle n 1 form with compact support on an oriented n displaystyle n dimensional manifold with boundary M displaystyle M where M displaystyle partial M is given the induced orientation Then M d w M w displaystyle int M d omega int partial M omega Here d displaystyle d is the exterior derivative which is defined using the manifold structure only The right hand side is sometimes written as W w textstyle oint partial Omega omega to stress the fact that the n 1 displaystyle n 1 manifold W displaystyle partial Omega has no boundary note 1 This fact is also an implication of Stokes theorem since for a given smooth n displaystyle n dimensional manifold W displaystyle Omega application of the theorem twice gives W w W d d w 0 textstyle int partial partial Omega omega int Omega d d omega 0 for any n 2 displaystyle n 2 form w displaystyle omega which implies that W displaystyle partial partial Omega emptyset The right hand side of the equation is often used to formulate integral laws the left hand side then leads to equivalent differential formulations see below The theorem is often used in situations where W displaystyle Omega is an embedded oriented submanifold of some bigger manifold often R k displaystyle mathbb R k on which the form w displaystyle omega is defined Topological preliminaries integration over chains EditLet M be a smooth manifold A smooth singular k simplex in M is defined as a smooth map from the standard simplex in Rk to M The group Ck M Z of singular k chains on M is defined to be the free abelian group on the set of singular k simplices in M These groups together with the boundary map define a chain complex The corresponding homology resp cohomology group is isomorphic to the usual singular homology group Hk M Z resp the singular cohomology group Hk M Z defined using continuous rather than smooth simplices in M On the other hand the differential forms with exterior derivative d as the connecting map form a cochain complex which defines the de Rham cohomology groups H d R k M R displaystyle H dR k M mathbf R Differential k forms can be integrated over a k simplex in a natural way by pulling back to Rk Extending by linearity allows one to integrate over chains This gives a linear map from the space of k forms to the k th group of singular cochains Ck M Z the linear functionals on Ck M Z In other words a k form w defines a functionalI w c c w displaystyle I omega c oint c omega on the k chains Stokes theorem says that this is a chain map from de Rham cohomology to singular cohomology with real coefficients the exterior derivative d behaves like the dual of on forms This gives a homomorphism from de Rham cohomology to singular cohomology On the level of forms this means closed forms i e dw 0 have zero integral over boundaries i e over manifolds that can be written as Sc Mc and exact forms i e w ds have zero integral over cycles i e if the boundaries sum up to the empty set Sc Mc De Rham s theorem shows that this homomorphism is in fact an isomorphism So the converse to 1 and 2 above hold true In other words if ci are cycles generating the k th homology group then for any corresponding real numbers ai there exist a closed form w such that c i w a i displaystyle oint c i omega a i and this form is unique up to exact forms Stokes theorem on smooth manifolds can be derived from Stokes theorem for chains in smooth manifolds and vice versa 11 Formally stated the latter reads 12 Theorem Stokes theorem for chains If c is a smooth k chain in a smooth manifold M and w is a smooth k 1 form on M then c w c d w displaystyle int partial c omega int c d omega Underlying principle Edit To simplify these topological arguments it is worthwhile to examine the underlying principle by considering an example for d 2 dimensions The essential idea can be understood by the diagram on the left which shows that in an oriented tiling of a manifold the interior paths are traversed in opposite directions their contributions to the path integral thus cancel each other pairwise As a consequence only the contribution from the boundary remains It thus suffices to prove Stokes theorem for sufficiently fine tilings or equivalently simplices which usually is not difficult Classical vector analysis example EditLet g a b R 2 displaystyle gamma a b to mathbb R 2 be a piecewise smooth Jordan plane curve The Jordan curve theorem implies that g displaystyle gamma divides R 2 displaystyle mathbb R 2 into two components a compact one and another that is non compact Let D displaystyle D denote the compact part that is bounded by g displaystyle gamma and suppose ps D R 3 displaystyle psi D to mathbb R 3 is smooth with S ps D displaystyle S psi D If G displaystyle Gamma is the space curve defined by G t ps g t displaystyle Gamma t psi gamma t note 2 and F displaystyle textbf F is a smooth vector field on R 3 displaystyle mathbb R 3 then 13 14 15 G F d G S F d S displaystyle oint Gamma mathbf F cdot d mathbf Gamma iint S left nabla times mathbf F right cdot d mathbf S This classical statement is a special case of the general formulation after making an identification of vector field with a 1 form and its curl with a two form through F x F y F z d G F x d x F y d y F z d z displaystyle begin pmatrix F x F y F z end pmatrix cdot d Gamma to F x dx F y dy F z dz F x F y F z d S y F z z F y z F x x F z x F y y F x d S d F x d x F y d y F z d z y F z z F y d y d z z F x x F z d z d x x F y y F x d x d y displaystyle begin aligned amp nabla times begin pmatrix F x F y F z end pmatrix cdot d mathbf S begin pmatrix partial y F z partial z F y partial z F x partial x F z partial x F y partial y F x end pmatrix cdot d mathbf S to 1 4ex amp d F x dx F y dy F z dz left partial y F z partial z F y right dy wedge dz left partial z F x partial x F z right dz wedge dx left partial x F y partial y F x right dx wedge dy end aligned Generalization to rough sets Edit A region here called D instead of W with piecewise smooth boundary This is a manifold with corners so its boundary is not a smooth manifold The formulation above in which W displaystyle Omega is a smooth manifold with boundary does not suffice in many applications For example if the domain of integration is defined as the plane region between two x displaystyle x coordinates and the graphs of two functions it will often happen that the domain has corners In such a case the corner points mean that W displaystyle Omega is not a smooth manifold with boundary and so the statement of Stokes theorem given above does not apply Nevertheless it is possible to check that the conclusion of Stokes theorem is still true This is because W displaystyle Omega and its boundary are well behaved away from a small set of points a measure zero set A version of Stokes theorem that allows for roughness was proved by Whitney 16 Assume that D displaystyle D is a connected bounded open subset of R n displaystyle mathbb R n Call D displaystyle D a standard domain if it satisfies the following property there exists a subset P displaystyle P of D displaystyle partial D open in D displaystyle partial D whose complement in D displaystyle partial D has Hausdorff n 1 displaystyle n 1 measure zero and such that every point of P displaystyle P has a generalized normal vector This is a vector v x displaystyle textbf v x such that if a coordinate system is chosen so that v x displaystyle textbf v x is the first basis vector then in an open neighborhood around x displaystyle x there exists a smooth function f x 2 x n displaystyle f x 2 dots x n such that P displaystyle P is the graph x 1 f x 2 x n displaystyle x 1 f x 2 dots x n and D displaystyle D is the region x 1 x 1 lt f x 2 x n displaystyle x 1 x 1 lt f x 2 dots x n Whitney remarks that the boundary of a standard domain is the union of a set of zero Hausdorff n 1 displaystyle n 1 measure and a finite or countable union of smooth n 1 displaystyle n 1 manifolds each of which has the domain on only one side He then proves that if D displaystyle D is a standard domain in R n displaystyle mathbb R n w displaystyle omega is an n 1 displaystyle n 1 form which is defined continuous and bounded on D P displaystyle D cup P smooth on D displaystyle D integrable on P displaystyle P and such that d w displaystyle d omega is integrable on D displaystyle D then Stokes theorem holds that is P w D d w displaystyle int P omega int D d omega The study of measure theoretic properties of rough sets leads to geometric measure theory Even more general versions of Stokes theorem have been proved by Federer and by Harrison 17 Special cases EditThe general form of the Stokes theorem using differential forms is more powerful and easier to use than the special cases The traditional versions can be formulated using Cartesian coordinates without the machinery of differential geometry and thus are more accessible Further they are older and their names are more familiar as a result The traditional forms are often considered more convenient by practicing scientists and engineers but the non naturalness of the traditional formulation becomes apparent when using other coordinate systems even familiar ones like spherical or cylindrical coordinates There is potential for confusion in the way names are applied and the use of dual formulations Classical vector calculus case Edit Main article Stokes theorem An illustration of the vector calculus Stokes theorem with surface S displaystyle Sigma its boundary S displaystyle partial Sigma and the normal vector n This is a dualized 1 1 dimensional case for a 1 form dualized because it is a statement about vector fields This special case is often just referred to as Stokes theorem in many introductory university vector calculus courses and is used in physics and engineering It is also sometimes known as the curl theorem The classical Stokes theorem relates the surface integral of the curl of a vector field over a surface S displaystyle Sigma in Euclidean three space to the line integral of the vector field over its boundary It is a special case of the general Stokes theorem with n 2 displaystyle n 2 once we identify a vector field with a 1 form using the metric on Euclidean 3 space The curve of the line integral S displaystyle partial Sigma must have positive orientation meaning that S displaystyle partial Sigma points counterclockwise when the surface normal n displaystyle n points toward the viewer One consequence of this theorem is that the field lines of a vector field with zero curl cannot be closed contours The formula can be rewritten as Theorem Suppose F P x y z Q x y z R x y z displaystyle textbf F big P x y z Q x y z R x y z big is defined in a region with smooth surface S displaystyle Sigma and has continuous first order partial derivatives Then S R y Q z d y d z P z R x d z d x Q x P y d x d y S P d x Q d y R d z displaystyle iint Sigma Biggl left frac partial R partial y frac partial Q partial z right dy dz left frac partial P partial z frac partial R partial x right dz dx left frac partial Q partial x frac partial P partial y right dx dy Biggr oint partial Sigma Big P dx Q dy R dz Big where P Q displaystyle P Q and R displaystyle R are the components of F displaystyle textbf F and S displaystyle partial Sigma is the boundary of the region S displaystyle Sigma Green s theorem Edit Green s theorem is immediately recognizable as the third integrand of both sides in the integral in terms of P Q and R cited above In electromagnetism Edit Two of the four Maxwell equations involve curls of 3 D vector fields and their differential and integral forms are related by the special 3 dimensional vector calculus case of Stokes theorem Caution must be taken to avoid cases with moving boundaries the partial time derivatives are intended to exclude such cases If moving boundaries are included interchange of integration and differentiation introduces terms related to boundary motion not included in the results below see Differentiation under the integral sign Name Differential form Integral form using three dimensional Stokes theorem plus relativistic invariance t d d t displaystyle textstyle int tfrac partial partial t dots to tfrac d dt textstyle int cdots Maxwell Faraday equation Faraday s law of induction E B t displaystyle nabla times mathbf E frac partial mathbf B partial t C E d l S E d A S B t d A displaystyle begin aligned oint C mathbf E cdot d mathbf l amp iint S nabla times mathbf E cdot d mathbf A amp iint S frac partial mathbf B partial t cdot d mathbf A end aligned with C and S not necessarily stationary Ampere s law with Maxwell s extension H J D t displaystyle nabla times mathbf H mathbf J frac partial mathbf D partial t C H d l S H d A S J d A S D t d A displaystyle begin aligned oint C mathbf H cdot d mathbf l amp iint S nabla times mathbf H cdot d mathbf A amp iint S mathbf J cdot d mathbf A iint S frac partial mathbf D partial t cdot d mathbf A end aligned with C and S not necessarily stationary The above listed subset of Maxwell s equations are valid for electromagnetic fields expressed in SI units In other systems of units such as CGS or Gaussian units the scaling factors for the terms differ For example in Gaussian units Faraday s law of induction and Ampere s law take the forms 18 19 E 1 c B t H 1 c D t 4 p c J displaystyle begin aligned nabla times mathbf E amp frac 1 c frac partial mathbf B partial t nabla times mathbf H amp frac 1 c frac partial mathbf D partial t frac 4 pi c mathbf J end aligned respectively where c is the speed of light in vacuum Divergence theorem Edit Likewise the divergence theorem V o l F d V o l Vol F d S displaystyle int mathrm Vol nabla cdot mathbf F d mathrm Vol oint partial operatorname Vol mathbf F cdot d boldsymbol Sigma is a special case if we identify a vector field with the n 1 displaystyle n 1 form obtained by contracting the vector field with the Euclidean volume form An application of this is the case F f c displaystyle textbf F f vec c where c displaystyle vec c is an arbitrary constant vector Working out the divergence of the product gives c V o l f d V o l c V o l f d S displaystyle vec c cdot int mathrm Vol nabla f d mathrm Vol vec c cdot oint partial mathrm Vol f d boldsymbol Sigma Since this holds for all c displaystyle vec c we find V o l f d V o l V o l f d S displaystyle int mathrm Vol nabla f d mathrm Vol oint partial mathrm Vol f d boldsymbol Sigma Volume integral of gradient of scalar field Edit Let f W R displaystyle f Omega to mathbb R be a scalar field Then W f W n f displaystyle int Omega vec nabla f int partial Omega vec n f where n displaystyle vec n is the normal vector to the surface W displaystyle partial Omega at a given point Proof Let c displaystyle vec c be a vector Then0 W c f W n c f by the divergence theorem W c f W c n f c W f c W n f c W f W n f displaystyle begin aligned 0 amp int Omega vec nabla cdot vec c f int partial Omega vec n cdot vec c f amp text by the divergence theorem amp int Omega vec c cdot vec nabla f int partial Omega vec c cdot vec n f amp vec c cdot int Omega vec nabla f vec c cdot int partial Omega vec n f amp vec c cdot left int Omega vec nabla f int partial Omega vec n f right end aligned Since this holds for any c displaystyle vec c in particular for every basis vector the result follows See also Edit Mathematics portalChandrasekhar Wentzel lemmaFootnotes Edit For mathematicians this fact is known therefore the circle is redundant and often omitted However one should keep in mind here that in thermodynamics where frequently expressions as W d total U displaystyle oint W text d text total U appear wherein the total derivative see below should not be confused with the exterior one the integration path W displaystyle W is a one dimensional closed line on a much higher dimensional manifold That is in a thermodynamic application where U displaystyle U is a function of the temperature a 1 T displaystyle alpha 1 T the volume a 2 V displaystyle alpha 2 V and the electrical polarization a 3 P displaystyle alpha 3 P of the sample one has d total U i 1 3 U a i d a i displaystyle d text total U sum i 1 3 frac partial U partial alpha i d alpha i and the circle is really necessary e g if one considers the differential consequences of the integral postulate W d total U 0 displaystyle oint W d text total U stackrel 0 g displaystyle gamma and G displaystyle Gamma are both loops however G displaystyle Gamma is not necessarily a Jordan curveReferences Edit Physics of Collisional Plasmas Introduction to Michel Moisan Springer The Man Who Solved the Market Gregory Zuckerman Portfolio November 2019 ASIN B07P1NNTSD Spivak Michael 1965 Calculus on manifolds a modern approach to classical theorems of advanced calculus New York ISBN 0 8053 9021 9 OCLC 187146 Cartan Elie 1945 Les Systemes Differentiels Exterieurs et leurs Applications Geometriques Paris Hermann Katz Victor J 1979 01 01 The History of Stokes Theorem Mathematics Magazine 52 3 146 156 doi 10 2307 2690275 JSTOR 2690275 Katz Victor J 1999 5 Differential Forms In James I M ed History of Topology Amsterdam Elsevier pp 111 122 ISBN 9780444823755 See Katz Victor J May 1979 The history of Stokes theorem Mathematics Magazine 52 3 146 156 doi 10 1080 0025570x 1979 11976770 The letter from Thomson to Stokes appears in Thomson William Stokes George Gabriel 1990 Wilson David B ed The Correspondence between Sir George Gabriel Stokes and Sir William Thomson Baron Kelvin of Largs Volume 1 1846 1869 Cambridge England Cambridge University Press pp 96 97 ISBN 9780521328319 Neither Thomson nor Stokes published a proof of the theorem The first published proof appeared in 1861 in Hankel Hermann 1861 Zur allgemeinen Theorie der Bewegung der Flussigkeiten On the general theory of the movement of fluids Gottingen Germany Dieterische University Buchdruckerei pp 34 37 Hankel doesn t mention the author of the theorem In a footnote Larmor mentions earlier researchers who had integrated over a surface the curl of a vector field See Stokes George Gabriel 1905 Larmor Joseph Strutt John William Baron Rayleigh eds Mathematical and Physical Papers by the late Sir George Gabriel Stokes Vol 5 Cambridge England University of Cambridge Press pp 320 321 Darrigol Olivier 2000 Electrodynamics from Ampere to Einstein Oxford England p 146 ISBN 0198505930 a b Spivak 1965 p vii Preface See The 1854 Smith s Prize Examination is available online at Clerk Maxwell Foundation Maxwell took this examination and tied for first place with Edward John Routh See Clerk Maxwell James 1990 Harman P M ed The Scientific Letters and Papers of James Clerk Maxwell Volume I 1846 1862 Cambridge England Cambridge University Press p 237 footnote 2 ISBN 9780521256254 See also Smith s prize or the Clerk Maxwell Foundation Clerk Maxwell James 1873 A Treatise on Electricity and Magnetism Vol 1 Oxford England Clarendon Press pp 25 27 In a footnote on page 27 Maxwell mentions that Stokes used the theorem as question 8 in the Smith s Prize Examination of 1854 This footnote appears to have been the cause of the theorem s being known as Stokes theorem Renteln Paul 2014 Manifolds Tensors and Forms Cambridge UK Cambridge University Press pp 158 175 ISBN 9781107324893 Lee John M 2013 Introduction to Smooth Manifolds New York Springer p 481 ISBN 9781441999818 Stewart James 2010 Essential Calculus Early Transcendentals Cole This proof is based on the Lecture Notes given by Prof Robert Scheichl University of Bath U K 1 please refer the 2 This proof is also same to the proof shown in Whitney Geometric Integration Theory III 14 Harrison J October 1993 Stokes theorem for nonsmooth chains Bulletin of the American Mathematical Society New Series 29 2 235 243 arXiv math 9310231 Bibcode 1993math 10231H doi 10 1090 S0273 0979 1993 00429 4 S2CID 17436511 Jackson J D 1975 Classical Electrodynamics 2nd ed New York NY Wiley Born M Wolf E 1980 Principles of Optics 6th ed Cambridge England Cambridge University Press Further reading EditGrunsky Helmut 1983 The General Stokes Theorem Boston Pitman ISBN 0 273 08510 7 Katz Victor J May 1979 The History of Stokes Theorem Mathematics Magazine 52 3 146 156 doi 10 2307 2690275 JSTOR 2690275 Loomis Lynn Harold Sternberg Shlomo 2014 Advanced Calculus Hackensack New Jersey World Scientific ISBN 978 981 4583 93 0 Madsen Ib Tornehave Jorgen 1997 From Calculus to Cohomology De Rham cohomology and characteristic classes Cambridge UK Cambridge University Press ISBN 0 521 58956 8 Marsden Jerrold E Anthony Tromba 2003 Vector Calculus 5th ed W H Freeman Lee John 2003 Introduction to Smooth Manifolds Springer Verlag ISBN 978 0 387 95448 6 Rudin Walter 1976 Principles of Mathematical Analysis New York NY McGraw Hill ISBN 0 07 054235 X Spivak Michael 1965 Calculus on Manifolds A Modern Approach to Classical Theorems of Advanced Calculus San Francisco Benjamin Cummings ISBN 0 8053 9021 9 Stewart James 2009 Calculus Concepts and Contexts Cengage Learning pp 960 967 ISBN 978 0 495 55742 5 Stewart James 2003 Calculus Early Transcendental Functions 5th ed Brooks Cole Tu Loring W 2011 An Introduction to Manifolds 2nd ed New York Springer ISBN 978 1 4419 7399 3 External links Edit Media related to Stokes theorem at Wikimedia Commons Stokes formula Encyclopedia of Mathematics EMS Press 2001 1994 Proof of the Divergence Theorem and Stokes Theorem Calculus 3 Stokes Theorem from lamar edu an expository explanation Retrieved from https en wikipedia org w index php title Generalized Stokes theorem amp oldid 1122719195, wikipedia, wiki, book, books, library,

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