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2
Exterior Dierential Systems and
EulerLagrange Partial Dierential Equations
Robert Bryant Phillip Griths Daniel Grossman
July 3, 2002
ii
Contents
Preface v
Introduction vii
1 Lagrangians and PoincareCartan Forms 1
1.1 Lagrangians and Contact Geometry . . . . . . . . . . . . . . . . 1
1.2 The EulerLagrange System . . . . . . . . . . . . . . . . . . . . . 7
1.2.1 Variation of a Legendre Submanifold . . . . . . . . . . . . 7
1.2.2 Calculation of the EulerLagrange System . . . . . . . . . 8
1.2.3 The Inverse Problem . . . . . . . . . . . . . . . . . . . . . 10
1.3 Noethers Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.4 Hypersurfaces in Euclidean Space . . . . . . . . . . . . . . . . . . 21
1.4.1 The Contact Manifold over E
n+1
. . . . . . . . . . . . . . 21
1.4.2 Euclideaninvariant EulerLagrange Systems . . . . . . . . 24
1.4.3 Conservation Laws for Minimal Hypersurfaces . . . . . . . 27
2 The Geometry of PoincareCartan Forms 37
2.1 The Equivalence Problem for n = 2 . . . . . . . . . . . . . . . . . 39
2.2 NeoClassical PoincareCartan Forms . . . . . . . . . . . . . . . . 52
2.3 Digression on Ane Geometry of Hypersurfaces . . . . . . . . . . 58
2.4 The Equivalence Problem for n 3 . . . . . . . . . . . . . . . . . 65
2.5 The Prescribed Mean Curvature System . . . . . . . . . . . . . . 74
3 Conformally Invariant Systems 79
3.1 Background Material on Conformal Geometry . . . . . . . . . . . 80
3.1.1 Flat Conformal Space . . . . . . . . . . . . . . . . . . . . 80
3.1.2 The Conformal Equivalence Problem . . . . . . . . . . . . 85
3.1.3 The Conformal Laplacian . . . . . . . . . . . . . . . . . . 93
3.2 Conformally Invariant PoincareCartan
Forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
3.3 The Conformal Branch of the Equivalence Problem . . . . . . . . 102
3.4 Conservation Laws for u = Cu
n+2
n2
. . . . . . . . . . . . . . . . 110
3.4.1 The Lie Algebra of Innitesimal Symmetries . . . . . . . 111
3.4.2 Calculation of Conservation Laws . . . . . . . . . . . . . . 114
iii
iv CONTENTS
3.5 Conservation Laws for Wave Equations . . . . . . . . . . . . . . . 118
3.5.1 Energy Density . . . . . . . . . . . . . . . . . . . . . . . . 122
3.5.2 The Conformally Invariant Wave Equation . . . . . . . . 123
3.5.3 Energy in Three Space Dimensions . . . . . . . . . . . . . 127
4 Additional Topics 133
4.1 The Second Variation . . . . . . . . . . . . . . . . . . . . . . . . 133
4.1.1 A Formula for the Second Variation . . . . . . . . . . . . 133
4.1.2 Relative Conformal Geometry . . . . . . . . . . . . . . . . 136
4.1.3 Intrinsic Integration by Parts . . . . . . . . . . . . . . . . 139
4.1.4 Prescribed Mean Curvature, Revisited . . . . . . . . . . . 141
4.1.5 Conditions for a Local Minimum . . . . . . . . . . . . . . 145
4.2 EulerLagrange PDE Systems . . . . . . . . . . . . . . . . . . . . 150
4.2.1 Multicontact Geometry . . . . . . . . . . . . . . . . . . . 151
4.2.2 Functionals on Submanifolds of Higher Codimension . . . 155
4.2.3 The Betounes and PoincareCartan Forms . . . . . . . . . 158
4.2.4 Harmonic Maps of Riemannian Manifolds . . . . . . . . . 164
4.3 HigherOrder Conservation Laws . . . . . . . . . . . . . . . . . . 168
4.3.1 The Innite Prolongation . . . . . . . . . . . . . . . . . . 168
4.3.2 Noethers Theorem . . . . . . . . . . . . . . . . . . . . . . 172
4.3.3 The K = 1 Surface System . . . . . . . . . . . . . . . . 182
4.3.4 Two B acklund Transformations . . . . . . . . . . . . . . . 191
Preface
During the 199697 academic year, Phillip Griths and Robert Bryant con
ducted a seminar at the Institute for Advanced Study in Princeton, NJ, outlin
ing their recent work (with Lucas Hsu) on a geometric approach to the calculus
of variations in several variables. The present work is an outgrowth of that
project; it includes all of the material presented in the seminar, with numerous
additional details and a few extra topics of interest.
The material can be viewed as a chapter in the ongoing development of a
theory of the geometry of dierential equations. The relative importance among
PDEs of secondorder EulerLagrange equations suggests that their geometry
should be particularly rich, as does the geometric character of their conservation
laws, which we discuss at length.
A second purpose for the present work is to give an exposition of certain
aspects of the theory of exterior dierential systems, which provides the lan
guage and the techniques for the entire study. Special emphasis is placed on
the method of equivalence, which plays a central role in uncovering geometric
properties of dierential equations. The EulerLagrange PDEs of the calculus
of variations have turned out to provide excellent illustrations of the general
theory.
v
vi PREFACE
Introduction
In the classical calculus of variations, one studies functionals of the form
T
L
(z) =
_
L(x, z, z) dx, R
n
, (1)
where x = (x
1
, . . . , x
n
), dx = dx
1
dx
n
, z = z(x) C
1
(
) (for ex
ample), and the Lagrangian L = L(x, z, p) is a smooth function of x, z, and
p = (p
1
, . . . , p
n
). Examples frequently encountered in physical eld theories are
Lagrangians of the form
L =
1
2
[[p[[
2
+ F(z),
usually interpreted as a kind of energy. The EulerLagrange equation describ
ing functions z(x) that are stationary for such a functional is the secondorder
partial dierential equation
z(x) = F
(z(x)).
For another example, we may identify a function z(x) with its graph N R
n+1
,
and take the Lagrangian
L =
_
1 +[[p[[
2
,
whose associated functional T
L
(z) equals the area of the graph, regarded as
a hypersurface in Euclidean space. The EulerLagrange equation describing
functions z(x) stationary for this functional is H = 0, where H is the mean
curvature of the graph N.
To study these Lagrangians and EulerLagrange equations geometrically, one
has to choose a class of admissible coordinate changes, and there are four natural
candidates. In increasing order of generality, they are:
Classical transformations, of the form x
= x
(x), z
= z
(z); in this
situation, we think of (x, z, p) as coordinates on the space J
1
(R
n
, R) of
1jets of maps R
n
R.
1
Gauge transformations, of the form x
= x
(x), z
= z
= x
(x, z), z
= z
T
(x
i
,z)
(R
n+1
)
of the manifold R
n+1
with coordinates (x
1
, . . . , x
n
, z).
Contact transformations, of the form x
= x
(x, z, p), z
= z
(x, z, p),
p
= p
i
dx
i
= f (dz
p
i
dx
i
)
for some function f(x, z, p) ,= 0.
We will be studying the geometry of functionals T
L
(z) subject to the class of
contact transformations, which is strictly larger than the other three classes.
The eects of this choice will become clear as we proceed. Although contact
transformations were recognized classically, appearing most notably in studies
of surface geometry, they do not seem to have been extensively utilized in the
calculus of variations.
Classical calculus of variations primarily concerns the following features of
a functional T
L
.
The rst variation T
L
(z) is analogous to the derivative of a function, where
z = z(x) is thought of as an independent variable in an innitedimensional
space of functions. The analog of the condition that a point be critical is the
condition that z(x) be stationary for all xedboundary variations. Formally,
one writes
T
L
(z) = 0,
and as we shall explain, this gives a secondorder scalar partial dierential equa
tion for the unknown function z(x) of the form
L
z
d
dx
i
_
L
p
i
_
= 0.
This is the EulerLagrange equation of the Lagrangian L(x, z, p), and we will
study it in an invariant, geometric setting. This seems especially promising in
light of the fact that, although it is not obvious, the process by which we asso
ciate an EulerLagrange equation to a Lagrangian is invariant under the large
class of contact transformations. Also, note that the Lagrangian L determines
the functional T
L
, but not vice versa. To see this, observe that if we add to
L(x, z, p) a divergence term and consider
L
(x, z, p) = L(x, z, p) +
_
K
i
(x, z)
x
i
+
K
i
(x, z)
z
p
i
_
for functions K
i
(x, z), then by Greens theorem, the functionals T
L
and T
L
have
the same EulerLagrange equations.
Second, there is a relationship between symmetries of a Lagrangian L and
conservation laws for the corresponding EulerLagrange equations, described by
a classical theorem of Noether. A subtlety here is that the group of symmetries
of an equivalence class of Lagrangians may be strictly larger than the group
of symmetries of any particular representative. We will investigate how this
discrepancy is reected in the space of conservation laws, in a manner that
involves global topological issues.
Third, one considers the second variation
2
T
L
, analogous to the Hessian
of a smooth function, usually with the goal of identifying local minima of the
functional. There has been a great deal of analytic work done in this area
for classical variational problems, reducing the problem of local minimization to
understanding the behavior of certain Jacobi operators, but the geometric theory
is not as welldeveloped as that of the rst variation and the EulerLagrange
equations.
We will consider these issues and several others in a geometric setting as
suggested above, using various methods from the subject of exterior dierential
systems, to be explained along the way. Chapter 1 begins with an introduc
tion to contact manifolds, which provide the geometric setting for the study
of rstorder functionals (1) subject to contact transformations. We then con
struct an object that is central to the entire theory: the PoincareCartan form,
an explicitly computable dierential form that is associated to the equivalence
class of any Lagrangian, where the notion of equivalence includes that alluded
to above for classical Lagrangians. We then carry out a calculation using the
PoincareCartan form to associate to any Lagrangian on a contact manifold an
exterior dierential systemthe EulerLagrange systemwhose integral man
ifolds are stationary for the associated functional; in the classical case, these
correspond to solutions of the EulerLagrange equation. The PoincareCartan
form also makes it quite easy to state and prove Noethers theorem, which gives
an isomorphism between a space of symmetries of a Lagrangian and a space of
conservation laws for the EulerLagrange equation; exterior dierential systems
provides a particularly natural setting for studying the latter objects. We illus
trate all of this theory in the case of minimal hypersurfaces in Euclidean space
E
n
, and in the case of more general linear Weingarten surfaces in E
3
, providing
intuitive and computationally simple proofs of known results.
In Chapter 2, we consider the geometry of PoincareCartan forms more
closely. The main tool for this is
E. Cartans method of equivalence, by which
one develops an algorithm for associating to certain geometric structures their
dierential invariants under a specied class of equivalences. We explain the
various steps of this method while illustrating them in several major cases.
First, we apply the method to hyperbolic MongeAmpere systems in two inde
pendent variables; these exterior dierential systems include many important
EulerLagrange systems that arise from classical problems, and among other
results, we nd a characterization of those PDEs that are contactequivalent
x INTRODUCTION
to the homogeneous linear wave equation. We then turn to the case of n 3
independent variables, and carry out several steps of the equivalence method for
PoincareCartan forms, after isolating those of the algebraic type arising from
classical problems. Associated to such a neoclassical form is a eld of hypersur
faces in the bers of a vector bundle, welldened up to ane transformations.
This motivates a digression on the ane geometry of hypersurfaces, conducted
using Cartans method of moving frames, which we will illustrate but not dis
cuss in any generality. After identifying a number of dierential invariants for
PoincareCartan forms in this manner, we show that they are sucient for char
acterizing those PoincareCartan forms associated to the PDE for hypersurfaces
having prescribed mean curvature.
A particularly interesting branch of the equivalence problem for neoclassical
PoincareCartan forms includes some highly symmetric PoincareCartan forms
corresponding to Poisson equations, discussed in Chapter 3. Some of these
equations have good invariance properties under the group of conformal trans
formations of the nsphere, and we nd that the corresponding branch of the
equivalence problem reproduces a construction that is familiar in conformal ge
ometry. We will discuss the relevant aspects of conformal geometry in some
detail; these include another application of the equivalence method, in which
the important conceptual step of prolongation of Gstructures appears for the
rst time. This point of view allows us to apply Noethers theorem in a partic
ularly simple way to the most symmetric of nonlinear Poisson equations, the
one with the critical exponent:
u = Cu
n+2
n2
.
Having calculated the conservation laws for this equation, we also consider the
case of wave equations, and in particular the very symmetric example:
z = Cz
n+3
n1
.
Here, conformal geometry with Lorentz signature is the appropriate background,
and we present the conservation laws corresponding to the associated symmetry
group, along with a few elementary applications.
The nal chapter addresses certain matters which are thus far not so well
developed. First, we consider the second variation of a functional, with the
goal of understanding which integral manifolds of an EulerLagrange system are
local minima. We give an interesting geometric formula for the second variation,
in which conformal geometry makes another appearance (unrelated to that in
the preceding chapter). Specially, we nd that the critical submanifolds for
certain variational problems inherit a canonical conformal structure, and the
second variation can be expressed in terms of this structure and an additional
scalar curvature invariant. This interpretation does not seem to appear in the
classical literature. Circumstances under which one can carry out in an invariant
manner the usual integration by parts in the secondvariation formula, which
is crucial for the study of local minimization, turn out to be somewhat limited.
xi
We discuss the reason for this, and illustrate the optimal situation by revisiting
the example of prescribed mean curvature systems.
We also consider the problem of nding an analog of the PoincareCartan
form in the case of functionals on vectorvalued functions and their Euler
Lagrange PDE systems. Although there is no analog of proper contact trans
formations in this case, we will present and describe the merits of D. Betounes
construction of such an analog, based on some rather involved multilinear alge
bra. An illuminating special case is that of harmonic maps between Riemannian
manifolds, for which we nd the associated forms and conservation laws.
Finally, we consider the appearance of higherorder conservation laws for
rstorder variational problems. The geometric setting for these is the innite
prolongation of an EulerLagrange system, which has come to play a major
role in classifying conservation laws. We will propose a generalized version of
Noethers theorem appropriate to our setting, but we do not have a proof of
our statement. In any case, there are other ways to illustrate two of the most
wellknown but intriguing examples: the system describing Euclidean surfaces
of Gauss curvature K = 1, and that corresponding to the sineGordon equa
tion, z = sin z. We will generate examples of higherorder conservation laws
by relating these two systems, rst in the classical manner, and then more sys
tematically using the notions of prolongation and integrable extension, which
come from the subject of exterior dierential systems. Finally, having explored
these systems this far, it is convenient to exhibit and relate the B acklund trans
formations that act on each.
One particularly appealing aspect of this study is that one sees in action so
many aspects of the subject of exterior dierential systems. There are particu
larly beautiful instances of the method of equivalence, a good illustration of the
method of moving frames (for ane hypersurfaces), essential use of prolonga
tion both of Gstructures and of dierential systems, and a use of the notion of
integrable extension to clarify a confusing issue.
Of course, the study of EulerLagrange equations by means of exterior dier
ential forms and the method of equivalence is not new. In fact, much of the 19th
century material in this area is so naturally formulated in terms of dierential
forms (cf. the Hilbert form in the onevariable calculus of variations) that it is
dicult to say exactly when this approach was initiated.
However, there is no doubt that
Elie Cartans 1922 work Le cons sur les
invariants integraux [Car71] serves both as an elegant summary of the known
material at the time and as a remarkably forwardlooking formulation of the use
of dierential forms in the calculus of variations. At that time, Cartan did not
bring his method of equivalence (which he had developed beginning around 1904
as a tool to study the geometry of pseudogroups) to bear on the subject. It was
not until his 1933 work Les espaces metriques fondes sur la notion daire [Car33]
and his 1934 monograph Les espaces de Finsler [Car34] that Cartan began to
explore the geometries that one could attach to a Lagrangian for surfaces or
for curves. Even in these works, any explicit discussion of the full method of
equivalence is supressed and Cartan contents himself with deriving the needed
xii INTRODUCTION
geometric structures by seemingly ad hoc methods.
After the modern formulation of jet spaces and their contact systems was put
into place, Cartans approach was extended and further developed by several
people. One might particularly note the 1935 work of Th. de Donder [Don35]
and its development. Beginning in the early 1940s, Th. Lepage [Lep46, Lep54]
undertook a study of rst order Lagrangians that made extensive use of the al
gebra of dierential forms on a contact manifold. Beginning in the early 1950s,
this point of view was developed further by P. Dedecker [Ded77], who undertook
a serious study of the calculus of variations via tools of homological algebra.
All of these authors are concerned in one way or another with the canonical
construction of dierential geometric (and other) structures associated to a La
grangian, but the method of equivalence is not utilized in any extensive way.
Consequently, they deal primarily with rstorder linearalgebraic invariants of
variational problems. Only with the method of equivalence can one uncover the
full set of higherorder geometric invariants. This is one of the central themes of
the present work; without the equivalence method, for example, one could not
give our unique characterizations of certain classical, natural systems (cf. 2.1,
2.5, and 3.3).
In more modern times, numerous works of I. Anderson, D. Betounes, R.
Hermann, N. Kamran, V. Lychagin, P. Olver, H. Rund, A. Vinogradov, and
their coworkers, just to name a few, all concern themselves with geometric
aspects and invariance properties of the calculus of variations. Many of the
results expounded in this monograph can be found in one form or another in
works by these or earlier authors. We certainly make no pretext of giving a
complete historical account of the work in this area in the 20th century. Our
bibliography lists those works of which we were aware that seemed most relevant
to our approach, if not necessarily to the results themselves, and it identies
only a small portion of the work done in these areas. The most substantially
developed alternative theory in this area is that of the variational bicomplex
associated to the algebra of dierential forms on a ber bundle. The reader can
learn this material from Andersons works [And92] and [And], and references
therein, which contain results heavily overlapping those of our Chapter 4.
Some terminology and notation that we will use follows, with more intro
duced in the text. An exterior dierential system (EDS) is a pair (M, c) con
sisting of a smooth manifold M and a homogeneous, dierentially closed ideal
c
= 0 for all c.
Integral manifolds of Pfaan systems are dened similarly.
xiii
A dierential form on the total space of a ber bundle : E B is said
to be semibasic if its contraction with any vector eld tangent to the bers of
vanishes, or equivalently, if its value at each point e E is the pullback via
e
of some form at (e) B. Some authors call such a form horizontal. A stronger
condition is that be basic, meaning that it is locally (in open subsets of E)
the pullback via
I
=
i1
ik
_
k
(V ),
and for the complete multiindex we simply dene
=
1
n
.
Letting (e
1
, . . . , e
n
) be a dual basis for V
, we also dene the (n k)vector
(I)
= e
I
= e
ik
(e
ik1
(e
i1
) ).
This
(I)
is, up to sign, just
Ic
, where I
c
is a multiindex complementary to
I. For the most frequently occurring cases k = 1, 2 we have the formulae (with
hats indicating omission of a factor)
(i)
= (1)
i1
1
i
n
,
(ij)
= (1)
i+j1
1
i
j
n
=
(ji)
, for i < j,
and the identities
i
(j)
=
i
j
,
i
(jk)
=
i
k
(j)
i
j
(k)
.
We will often, but not always, use without comment the convention of sum
ming over repeated indices. Always, n 2.
2
2
For the case n = 1, an analogous geometric approach to the calculus of variations for
curves may be found in [Gri83].
xiv INTRODUCTION
Chapter 1
Lagrangians and
PoincareCartan Forms
In this chapter, we will construct and illustrate our basic objects of study. The
geometric setting that one uses for studying Lagrangian functionals subject to
contact transformations is a contact manifold, and we will begin with its def
inition and relevant cohomological properties. These properties allow us to
formalize an intuitive notion of equivalence for functionals, and more impor
tantly, to replace such an equivalence class by a more concrete dierential form,
the PoincareCartan form, on which all of our later calculations depend. In
particular, we will rst use it to derive the EulerLagrange dierential system,
whose integral manifolds correspond to stationary points of a given functional.
We then use it to give an elegant version of the solution to the inverse problem,
which asks when a dierential system of the appropriate algebraic type is the
EulerLagrange system of some functional. Next, we use it to dene the isomor
phism between a certain Lie algebra of innitesimal symmetries of a variational
problem and the space conservation laws for the EulerLagrange system, as de
scribed in Noethers theorem. All of this will be illustrated at an elementary
level using examples from Euclidean hypersurface geometry.
1.1 Lagrangians and Contact Geometry
We begin by introducing the geometric setting in which we will study Lagrangian
functionals and their EulerLagrange systems.
Denition 1.1 A contact manifold (M, I) is a smooth manifold M of dimen
sion 2n + 1 (n Z
+
), with a distinguished line subbundle I T
M of the
cotangent bundle which is nondegenerate in the sense that for any local 1form
generating I,
(d)
n
,= 0.
1
2 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
Note that the nondegeneracy criterion is independent of the choice of ; this is
because if
= f for some function f ,= 0, then we nd
(d
)
n
= f
n+1
(d)
n
.
For example, on the space J
1
(R
n
, R) of 1jets of functions, we can take
coordinates (x
i
, z, p
i
) corresponding to the jet at (x
i
) R
n
of the linear function
f( x) = z +
p
i
( x
i
x
i
). Then we dene the contact form
= dz
p
i
dx
i
,
for which
d =
dp
i
dx
i
,
so the nondegeneracy condition (d)
n
,= 0 is apparent. In fact, the Pfa
theorem (cf. Ch. I, 3 of [B
+
91]) implies that every contact manifold is locally
isomorphic to this example; that is, every contact manifold (M, I) has local
coordinates (x
i
, z, p
i
) for which the form = dz
p
i
dx
i
generates I.
More relevant for dierential geometry is the example G
n
(TX
n+1
), the
Grassmannian bundle parameterizing ndimensional oriented subspaces of the
tangent spaces of an (n + 1)dimensional manifold X. It is naturally a contact
manifold, and will be considered in more detail later.
Let (M, I) be a contact manifold of dimension 2n + 1, and assume that I
is generated by a global, nonvanishing section (I); this assumption only
simplies our notation, and would in any case hold on a doublecover of M.
Sections of I generate the contact dierential ideal
1 = , d
(M)
in the exterior algebra of dierential forms on M.
1
A Legendre submanifold of
M is an immersion : N M of an ndimensional submanifold N such that
d = 0 as well, so a Legendre
submanifold is the same thing as an integral manifold of the dierential ideal 1.
In Pfa coordinates with = dz
p
i
dx
i
, one such integral manifold is given
by
N
0
= z = p
i
= 0.
To see other Legendre submanifolds near this one, note than any submanifold
C
1
close to N
0
satises the independence condition
dx
1
dx
n
,= 0,
and can therefore be described locally as a graph
N = (x
i
, z(x), p
i
(x)).
1
Recall our convention that braces {} denote the algebraic ideal generated by an object;
for instance, {} consists of exterior multiples of any contact form , and is smaller than I.
We sometimes use {I} as alternate notation for {}.
1.1. LAGRANGIANS AND CONTACT GEOMETRY 3
In this case, we have
[
N
= 0 if and only if p
i
(x) =
z
x
i
(x).
Therefore, N is determined by the function z(x), and conversely, every function
z(x) determines such an N; we informally say that the generic Legendre sub
manifold depends locally on one arbitrary function of n variables. Legendre
submanifolds of this form, with dx[
N
,= 0, will often be described as transverse.
Motivated by (1) in the Introduction, we are primarily interested in func
tionals given by triples (M, I, ), where (M, I) is a (2n+1)dimensional contact
manifold, and
n
(M) is a dierential form of degree n on M; such a will
be referred to as a Lagrangian on (M, I).
2
We then dene a functional on the
set of smooth, compact Legendre submanifolds N M, possibly with boundary
N, by
T
(N) =
_
N
.
The classical variational problems described above may be recovered from this
notion by taking M = J
1
(R
n
, R)
= R
2n+1
with coordinates (x
i
, z, p
i
), I gener
ated by = dz
p
i
dx
i
, and = L(x
i
, z, p
i
)dx. This formulation also admits
certain functionals depending on second derivatives of z(x), because there may
be dp
i
terms in . Later, we will restrict attention to a class of functionals
which, possibly after a contact transformation, can be expressed without sec
ond derivatives.
There are two standard notions of equivalence for Lagrangians . First,
note that if the dierence
and T
= d for some
n1
(M). Then we nd
T
(N) = T
(N) +
_
N
along
1parameter families N
t
with xed boundary, and the preceding equation shows
that T
and T
are
sometimes said to be divergenceequivalent.
These two notions of equivalence suggest that we consider the class
[]
n
(M)/(1
n
+ d
n1
(M)),
where 1
n
= 1
n
(M). The natural setting for this space is the quotient
(
,
d) of the de Rham complex (
n
=
n
(M)/1
n
, and
d
is induced by the usual exterior derivative d on this quotient. We then have
2
In the Introduction, we used the term Lagrangian for a function, rather than for a dier
ential form, but we will not do so again.
4 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
characteristic cohomology groups
H
n
= H
n
(
,
d). We will show in a moment
that (recalling dim(M) = 2n + 1):
for k > n, 1
k
=
k
(M). (1.1)
In other words, all forms on M of degree greater than n lie in the contact
ideal; one consequence is that 1 can have no integral manifolds of dimension
greater than n. The importance of (1.1) is that it implies that d 1
n+1
, and
we can therefore regard our equivalence class of functionals as a characteristic
cohomology class
[]
H
n
.
This class is almost, but not quite, our fundamental object of study.
To prove both (1.1) and several later results, we need to describe some of the
pointwise linear algebra associated with the contact ideal 1 = , d
(M).
Consider the tangent distribution of rank 2n
I
TM
given by the annihilator of the contact line bundle. Then the nondegeneracy
condition on I implies that the 2form
def
= d
restricts berwise to I
_
n+k
V
(1.2)
is an isomorphism, and
(b) if we dene the space of primitive forms to be
P
nk
(V
) = Ker (()
k+1
:
_
nk
V
_
n+k+2
V
),
then we have a decomposition of Sp(n, R)modules
_
nk
V
= P
nk
(V
)
_
_
nk2
V
_
.
3
3
Of course, we can extend this decomposition inductively to obtain the HodgeLepage
decomposition
nk
V
= P
nk
(V
) P
nk2
(V
P
1
(V
) = V
for n k odd,
P
0
(V
) = R for n k even,
1.1. LAGRANGIANS AND CONTACT GEOMETRY 5
Proposition 1.1 implies in particular (1.1), for it says that modulo (equiv
alently, restricted to I
and
_
n+k
V
k1
= 0.
This implies that
k
= 0,
so that for every vector X V , we have
0 = X (
k
) = k(X )
k1
+
k
(X ).
Now, the rst term on the righthand side vanishes by our assumption on (our
second use of this assumption), so we must have
0 =
k
(X ),
and the induction hypothesis then gives
X = 0.
This is true for every X V , so we conclude that = 0.
(b) We will show that any
_
nk
V
has a unique decomposition as the sum of
a primitive form and a multiple of . For the existence of such a decomposition,
we apply the surjectivity in part (a) to the element
k+1
_
n+k+2
V
, and
nd
_
nk2
V
for which
k+2
=
k+1
.
under which any element
nk
V
can be written uniquely as
=
0
+ (
1
) + (
2
2
) + +
nk
2
nk
2
,
with each
i
P
nk2i
(V
nk
(V
).
6 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
Then we can decompose
= ( ) +( ),
where the rst summand is primitive by construction.
To prove uniqueness, we need to show that if is primitive for some
_
nk2
(V
), then = 0. In fact, primitivity means
0 =
k
,
which implies that = 0 by the injectivity in part (a).
Returning to our discussion of Lagrangian functionals, observe that there is
a short exact sequence of complexes
0 1
(M)
0
giving a long exact cohomology sequence
H
n
dR
(M)
H
n
H
n+1
(1) H
n+1
dR
(M) ,
where is essentially exterior dierentiation. Although an equivalence class
[]
H
n
generally has no canonical representative dierential form, we can
now show that its image ([]) H
n+1
(1) does.
Theorem 1.1 Any class [] H
n+1
(1) has a unique global representative
closed form 1
n+1
satisfying = 0 for any contact form (I),
or equivalently, 0 (mod I).
Proof. Any 1
n+1
may be written locally as
= + d
for some
n
(M),
n1
(M). But this is the same as
= ( + d) +d( ),
so replacing with the equivalent (in H
n+1
(1)) form d( ), we have the
local existence of a representative as claimed.
For uniqueness, suppose that
1
2
= d( ) for some (n 1)form
(this is exactly equivalence in H
n+1
(1)), and that
1
=
2
= 0. Then
d = 0, so d 0 (mod I). By symplectic linear algebra, this
implies that 0 (mod I), so
1
2
= 0.
Finally, global existence follows from local existence and uniqueness.
We can now dene our main object of study.
Denition 1.2 For a contact manifold (M, I) with Lagrangian , the unique
representative 1
n+1
of ([]) satisfying 0 (mod I) is called the
PoincareCartan form of .
1.2. THE EULERLAGRANGE SYSTEM 7
PoincareCartan forms of Lagrangians will be the main object of study in
these lectures, and there are two computationally useful ways to think of them.
The rst is as above: given a representative Lagrangian , express d locally
as ( + d) + d( ), and then
= ( +d).
The second, which will be important for computing the rst variation and the
EulerLagrange system of [], is as an exact form:
= d( ).
In fact, is the unique (n 1)form modulo I such that
d( ) 0 (mod I).
This observation will be used later, in the proof of Noethers theorem.
1.2 The EulerLagrange System
In the preceding section, we showed how one can associate to an equivalence
class [] of Lagrangians on a contact manifold (M, I) a canonical (n +1)form
. In this section, we use this PoincareCartan form to nd an exterior dif
ferential system whose integral manifolds are precisely the stationary Legendre
submanifolds for the functional T
(N
t
) for any 1parameter family
N
t
of Legendre submanifolds of (M, I). The PoincareCartan form enables us
to carry out the usual integration by parts for this calculation in an invariant
manner.
We also consider the relevant version of the inverse problem of the calculus of
variations, which asks whether a given PDE of the appropriate type is equivalent
to the EulerLagrange equation for some functional. We answer this by giving
a necessary and sucient condition for an EDS of the appropriate type to be
locally equivalent to the EulerLagrange system of some []. We nd these
conditions by reducing the problem to a search for a PoincareCartan form.
1.2.1 Variation of a Legendre Submanifold
Suppose that we have a 1parameter family N
t
of Legendre submanifolds of
a contact manifold (M, I); more precisely, this is given by a compact manifold
with boundary (N, N) and a smooth map
F : N [0, 1] M
which is a Legendre submanifold F
t
for each xed t [0, 1] and is independent
of t [0, 1] on N [0, 1]. Because F
t
= 0 for any contact form (I), we
must have locally
F
= Gdt (1.3)
8 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
for some function G on N [0, 1]. We let g = G[
N{0}
be the restriction to the
initial submanifold.
It will be useful to know that given a Legendre submanifold f : N M,
every function g may be realized as in (1.3) for some xedboundary variation
and some contact form , locally in the interior N
o
. This may be seen in Pfa
coordinates (x
i
, z, p
i
) on M, for which = dz
p
i
dx
i
generates I and such
that our given N is a 1jet graph (x
i
, z(x), p
i
(x) = z
x
i (x)). Then (x
i
) give
coordinates on N, and a variation of N is of the form
F(x, t) = (x
i
, z(x, t), z
x
i(x, t)).
Now F
(dz
p
i
dx
i
) = z
t
dt; and given z(x, 0), we can always extend to z(x, t)
with g(x) = z
t
(x, 0) prescribed arbitrarily, which is what we claimed.
1.2.2 Calculation of the EulerLagrange System
We can now carry out a calculation that is fundamental for the whole theory.
Suppose given a Lagrangian
n
(M) on a contact manifold (M, I), and a
xedboundary variation of Legendre submanifold F : N [0, 1] M; we wish
to compute
d
dt
(
_
Nt
).
To do this, rst recall the calculation of the PoincareCartan form for the
equivalence class []
H
n
. Because 1
n+1
=
n+1
(M), we can always write
d = +d
= ( + d) + d( ),
and then
= ( + d) = d( ). (1.4)
We are looking for conditions on a Legendre submanifold f : N M to
be stationary for [] under all xedboundary variations, in the sense that
d
dt
t=0
(
_
Nt
) = 0 whenever F[
t=0
= f. We compute (without writing the
F
s)
d
dt
_
Nt
=
d
dt
_
Nt
( )
=
_
Nt
L
t
( )
=
_
Nt
_
t
d( )
_
+
_
Nt
d
_
t
( )
_
=
_
Nt
t
(because N is xed).
One might express this result as
(T
)
N
(v) =
_
N
v f
,
1.2. THE EULERLAGRANGE SYSTEM 9
where the variational vector eld v, lying in the space
0
(f
TM) of sections of
f
t=0
_
Nt
=
_
N
g f
,
where g = (
t
F
)[
t=0
. It was shown previously that this g could locally be
chosen arbitrarily in the interior N
o
, so the necessary and sucient condition
for a Legendre submanifold f : N M to be stationary for T
is that f
= 0.
Denition 1.3 The EulerLagrange system of the Lagrangian is the dier
ential ideal generated algebraically as
c
= , d,
(M).
A stationary Legendre submanifold of is an integral manifold of c
. The
functional is said to be nondegenerate if its PoincareCartan form =
has no degree1 divisors (in the exterior algebra of T
p
i
dx
i
, and = L(x, z, p)dx. We nd
d = L
z
dx +
L
pi
dp
i
dx
= L
z
dx d
L
pi
dx
(i)
,
so referring to (1.4),
= (L
z
dx
d(L
pi
dx
(i)
)) = .
Now, for a transverse Legendre submanifold N = (x
i
, z(x), z
x
i(x)), we have
[
N
= 0 if and only if along N
L
z
d
dx
i
_
L
p
i
_
= 0,
4
Actually, given we have not only a welldened E
) P
n
(T
n1
H
n
(
)
E
P
n
(T
M/I) P
0
(T
M/I) 0.
This has been developed and applied in the context of CR geometry in [Rum90].
10 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
where
d
dx
i
=
x
i
+ z
x
i
z
+
j
z
x
i
x
j
p
j
is the total derivative. This is the usual EulerLagrange equation, a second
order, quasilinear PDE for z(x
1
, . . . , x
n
) having symbol L
pipj
. It is an exercise
to show that this symbol matrix is invertible at (x
i
, z, p
i
) if and only if is
nondegenerate in the sense of Denition 1.3.
1.2.3 The Inverse Problem
There is a reasonable model for exterior dierential systems of EulerLagrange
type.
Denition 1.4 A MongeAmpere dierential system (M, c) consists of a con
tact manifold (M, I) of dimension 2n + 1, together with a dierential ideal
c
of some Lagrangian
n
(M)?
Note that if a given c does equal c
n
=
n
(M)/1
n
. We
can obtain a representative that is unique modulo I by adding the unique
multiple of d that yields a primitive form on I
if and only if it
satises (1.5).
Example 1. Consider a scalar PDE of the form
z = f(x, z, z), (1.6)
where =
2
x
i2
; we ask which functions f : R
2n+1
R are such that (1.6)
is contactequivalent to an EulerLagrange equation. To apply our framework,
we let M = J
1
(R
n
, R), = dz
p
i
dx
i
so d =
dp
i
dx
i
, and set
=
dp
i
dx
(i)
f(x, z, p)dx.
Restricted to a Legendre submanifold of the form N = (x
i
, z(x),
z
x
i
(x), we
nd
[
N
= (z f(x, z, z))dx.
12 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
Evidently is primitive modulo I, and c = , d, is a MongeAmpere
system whose transverse integral manifolds (i.e., those on which dx
1
dx
n
,=
0) correspond to solutions of the equation (1.6). To apply our test, we start with
the candidate = , for which
d = d = df dx.
Therefore, we consider satisfying
df dx = ,
or equivalently
df dx (mod I),
and nd that they are exactly those 1forms of the form
=
f
pi
dx
i
+ c
for an arbitrary function c. The problem is reduced to describing those f(x, z, p)
for which there exists some c(x, z, p) so that =
f
pi
dx
i
+ c is closed. We
can determine all such forms explicitly, as follows. The condition that be
closed expands to
0 = c
pi
dp
i
dz
+(f
pipj
c
j
i
c
pj
p
i
)dp
j
dx
i
+
1
2
(f
pix
j f
pj x
i c
x
j p
i
+c
x
i p
j
)dx
j
dx
i
+(f
piz
c
x
i c
z
p
i
)dz dx
i
.
These four terms must vanish separately. The vanishing of the rst term implies
that c = c(x
i
, z) does not depend on any p
i
. Given this, the vanishing of the
second term implies that f(x
i
, z, p
i
) is quadratic in the p
i
, with diagonal leading
term:
f(x
i
, z, p
i
) =
1
2
c(x
i
, z)
p
2
j
+
e
j
(x
i
, z)p
j
+a(x
i
, z)
for some functions e
j
(x
i
, z) and a(x
i
, z). Now the vanishing of the third term
reduces to
0 = e
i
x
j e
j
x
i
,
implying that for some function b(x
j
, z),
e
j
(x
i
, z) =
b(x
i
, z)
x
j
;
this b(x
j
, z) is uniquely determined only up to addition of a function of z.
Finally, the vanishing of the fourth term reduces to
(b
z
c)
x
i = 0,
so that c(x
i
, z) diers from b
z
(x
i
, z) by a function of z alone. By adding an
antiderivative of this dierence to b(x
i
, z) and relabelling the result as b(x
i
, z),
1.2. THE EULERLAGRANGE SYSTEM 13
we see that our criterion for the MongeAmpere system to be EulerLagrange is
that f(x
i
, z, p
i
) be of the form
f(x
i
, z, p
i
) =
1
2
b
z
(x, z)
p
2
i
+
b
x
i (x, z)p
i
+a(x, z)
for some functions b(x, z), a(x, z). These describe exactly those Poisson equa
tions that are locally contactequivalent to EulerLagrange equations.
Example 2. An example that is not quasilinear is given by
det(
2
z) g(x, z, z) = 0.
The nform = dp g(x, z, p)dx and the standard contact system generate a
MongeAmpere system whose transverse integral manifolds correspond to solu
tions of this equation. A calculation similar to that in the preceding example
shows that this MongeAmpere system is EulerLagrange if and only if g(x, z, p)
is of the form
g(x, z, p) = g
0
(x, z) g
1
(p, z
p
i
x
i
).
Example 3. The linear Weingarten equation aK + bH + c = 0 for a surface
in Euclidean space having Gauss curvature K and mean curvature H is Euler
Lagrange for all choices of constants a, b, c, as we shall see in 1.4.2. In this
case, the appropriate contact manifold for the problem is M = G
2
(TE
3
), the
Grassmannian of oriented tangent planes of Euclidean space.
Example 4. Here is an example of a MongeAmpere system which is locally,
but not globally, EulerLagrange, suitable for those readers familiar with some
complex algebraic geometry. Let X be a K3 surface; that is, X is a simply con
nected, compact, complex manifold of complex dimension 2 with trivial canon
ical bundle, necessarily of K ahler type. Suppose also that there is a positive
holomorphic line bundle L X with a Hermitian metric having positive rst
Chern form
1,1
(X). Our contact manifold M is the unit circle subbundle
of L X, a smooth manifold of real dimension 5; the contact form is
=
i
2
, d = ,
where is the u(1)valued Hermitian connection form on M. Note (d)
2
,= 0,
because the 4form (d)
2
=
2
is actually a volume form on M (by positivity)
and is nonvanishing on bers of M X, unlike (d)
2
.
Now we trivialize the canonical bundle of X with a holomorphic 2form
= + i, and take for our MongeAmpere system
c = , d = , = Re().
We can see that c is locally EulerLagrange as follows. First, by reasons of type,
= 0; and is real, so 0 = Re() = . In particular, is primitive.
With = , we compute
d = d = d,
14 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
but d = Re(d) = 0, because is holomorphic and therefore closed.
On the other hand, (M, c) cannot be globally EulerLagrange; that is, =
cannot be exact, for if = d, then
_
M
=
_
M
d( ) = 0,
but also
_
M
=
_
M
= c
_
X
,
for some number c ,= 0.
1.3 Noethers Theorem
The classical theorem of Noether describes an isomorphism between a Lie alge
bra of innitesimal symmetries associated to a variational problem, and a space
of conservation laws for its EulerLagrange equations. We will often assume
without comment that our Lagrangian is nondegenerate in the sense discussed
earlier.
There are four reasonable Lie algebras of symmetries that we might consider
in our setup. Letting 1(M) denote the Lie algebra of all vector elds on M,
they are the following.
Symmetries of (M, I, ):
g
= v 1(M) : L
v
I I, L
v
= 0.
Symmetries of (M, I, []):
g
[]
= v 1(M) : L
v
I I, L
v
[] = 0.
Symmetries of (M, ):
g
= v 1(M) : L
v
= 0.
(Note that L
v
= 0 implies L
v
I I for nondegenerate .)
Symmetries of (M, c
):
g
E
= v 1(M) : L
v
c
.
(Note that L
v
c
implies L
v
I I.)
We comment on the relationship between these spaces. Clearly, there are
inclusions
g
g
[]
g
g
E
.
Any of the three inclusions may be strict. For example, we locally have g
[]
= g
/1) H
n+1
(1),
1.3. NOETHERS THEOREM 15
which is invariant under dieomorphisms of (M, I) and is an isomorphism on
contractible open sets. However, we shall see later that globally there is an
inclusion
g
/g
[]
H
n
dR
(M),
and this discrepancy between the two symmetry algebras introduces some sub
tlety into Noethers theorem.
Also, there is a bound
dim(g
E
/g
) 1. (1.7)
This follows from noting that if a vector eld v preserves c
, then it preserves
up to multiplication by a function; that is, L
v
= f. Because is a closed
form, we nd that df = 0; in the nondegenerate case, this implies df = u
for some function u. The denition of a contact form prohibits any u from
being closed unless u = 0, meaning that f is a constant. This constant gives a
linear functional on g
E
whose kernel is g
(M)/).
It also makes sense to factor out those conservation laws represented by
n1
(M) which are already closed on M, and not merely on integral
manifolds of . This can be understood using the long exact sequence:
H
n1
dR
(M)
( H
n
() H
n
dR
(M) .
Denition 1.6 The space of proper conservation laws is
( = (/(H
n1
dR
(M)).
Note that there is an inclusion
( H
n
(). In case = c
is the Euler
Lagrange system of a nondegenerate functional on a contact manifold (M, I),
we have the following.
16 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
Theorem 1.3 (Noether) Let (M, c
H
n
(c
),
taking the subalgebra g
[]
g
to the subspace (g
[]
) =
( H
n
(c
).
Before proceeding to the proof, which will furnish an explicit formula for ,
we need to make a digression on the algebra of innitesimal contact transfor
mations
g
I
= v 1(M) : L
v
I I.
The key facts are that on any neighborhood where I has a nonzero generator ,
a contact symmetry v is uniquely determined by its socalled generating function
g = v , and that given such , any function g is the generating function of
some v g
I
. This can be seen on a possibly smaller neighborhood by taking
Pfa coordinates with = dz
p
i
dx
i
. Working in a basis
,
i
,
i
dual to
the basis , dp
i
, dx
i
of T
M, we write
v = g
v
i
i
+
v
i
i
.
Now the condition
L
v
0 (mod I)
can be made explicit, and it turns out to be
v
i
=
i
g =
_
x
i
+p
i
z
_
g, v
i
=
i
g =
g
p
i
.
This establishes our claim, because the correspondence between v and g is now
given by
v = g
g
pi
i
+
(g
x
i + p
i
g
z
)
i
. (1.8)
As we have presented it, the correspondence between innitesimal contact
symmetries and their generating functions is local. But a simple patching ar
gument shows that globally, as one moves between dierent local generators
for I, the dierent generating functions g glue together to give a global section
g (M, I
) 0.
Note that this splitting is not a bundle map, but a dierential operator.
Returning to Noethers theorem, the proof that we present is slightly in
complete in that we assume given a global nonzero contact form (I),
or equivalently, that the contact line bundle is trivial. This allows us to treat
generating functions of contact symmetries as functions rather than as sections
of I
1(M).
Note that locally v = (v ) (v ), so that v lies in c
.
Furthermore, the condition L
v
= 0 gives
0 = v d + d(v ) = d(v ),
so that v is closed, and gives a welldened class (v) H
n
(c
).
Step 2: is injective. Write
(v) = (v ) (v ).
Suppose that this nform is cohomologous to zero in H
n
(c
); that is,
(v ) (v ) = d( + d )
= d +d ( +d).
Regarding this equation modulo I and using the primitivity of , we conclude
that
v = 0.
An innitesimal symmetry v g
I
of the contact system is locally determined
by its generating function v as in (1.8), so we conclude that v = 0, proving
injectivity.
Step 3: is locally surjective. We start by representing a class in H
n
(c
) by a
closed nform
= g + . (1.9)
We can choose the unique contact vector eld v such that v = g, and our
goals are to show that v g
).
For this, we need a special choice of , which so far is determined only
modulo I; this is reasonable because the presentation (1.9) is not unique. In
fact, we can further normalize by the condition
d = 0.
To see why this is so, rst note that by symplectic linear algebra (Proposi
tion 1.1),
d d (mod I), (1.10)
18 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
for some , because d is of degree n + 1. Now suppose we replace by
)
i
H
n
dR
(M)
1.3. NOETHERS THEOREM 19
so it suces to show that for v g
,
L
v
[] = 0 if and only if (v) Ker i. (1.12)
Recall that = d( ) for some , and we can therefore calculate
(v) = v
= L
v
( ) d(v ( ))
L
v
(mod d
n1
(M) + 1
n
).
This proves that j i((v)) = L
v
[] in the composition
H
n
(c
)
i
H
n
dR
(M)
j
H
n
(
(M)/1).
The conclusion (1.12) will follow if we can prove that j is injective.
To see that j is injective, note that it occurs in the long exact cohomology
sequence of
0 1
(M)
(M)/1 0;
namely, we have
H
n
(1) H
n
dR
(M)
j
H
n
(
(M)/1) .
So it suces to show that H
n
(1) = 0, which we will do under the standing
assumption that there is a global contact form . Suppose that the nform
= + d = ( +d) +d( )
is closed. Then regarding 0 = d modulo I, we have by symplectic linear
algebra that
+d 0 (mod I)
so that actually
= d( ).
This says that 0 in H
n
(1), and our proof is complete.
It is important in practice to have a local formula for a representative in
n1
(M), closed modulo c
ECARTAN FORMS
is satisfactory. First, compute
d = (L
v
+ v d) + d((v )) +d
v ( +d( )) +d((v )) (mod 1)
(v) +L
v
( ) (mod 1)
(v) (mod 1).
Now we have d = (v) + for some closed 1
n
. We proved in the last
part of the proof of Noethers theorem that H
n
(1) = 0, which implies that
= d for some 1
n1
. Now we have d( ) = (v), and in
( = H
n1
(
(M)/c
g
[]
, for then
we can take = 0.
Example. Let L
n+1
= (t, y
1
, . . . , y
n
)
= R
n+1
be Minkowski space, and
let M
2n+3
= J
1
(L
n+1
, R) be the standard contact manifold, with coordinates
(t, y
i
, z, p
a
) (where 0 a n), = dz p
0
dt
p
i
dy
i
. For a Lagrangian, take
=
_
1
2
[[p[[
2
+ F(z)
_
dt dy
for some potential function F(z), where dy = dy
1
dy
n
and [[p[[
2
=
p
2
0
+
p
2
i
is the Lorentzsignature norm. The local symmetry group of this
functional is generated by two subgroups, the translations in L
n+1
and the linear
isometries SO
o
(1, n); as we shall see in Chapter 3, for certain F(z) the symmetry
group of the associated PoincareCartan form is strictly larger. For now, we
calculate the conservation law corresponding to translation in t, and begin by
nding the PoincareCartan form . Letting f(z) = F
(z), we dierentiate
d = (p
0
dp
0
+
p
i
dp
i
+f(z)) dt dy
= (f(z)dt dy) + d (p
0
dy +
p
j
dt dy
(j)
);
with the usual recipe = (+d) whenever d = +d, we obtain
=
_
f(z)dt dy +dp
0
dy +
dp
j
dt dy
(j)
_
.
We see the EulerLagrange equation using
= f(z)dt dy + dp
0
dy +
dp
j
dt dy
(j)
;
an integral manifold of c
= , d, of the form
(t, y, z(t, y), z
t
(t, y), z
y
i (t, y))
must satisfy
0 = [
N
=
_
2
z
t
2
2
z
y
i2
+ f(z)
_
dt dy.
With the independence condition dtdy ,= 0, we have the familiar wave equation
z(t, y) = f(z).
1.4. HYPERSURFACES IN EUCLIDEAN SPACE 21
Now considering the timetranslation symmetry v =
t
g
, the Noether
prescription (1.15) gives
= v +(v )
=
_
[[p[[
2
2
+ F(z)
_
dy p
0
_
p
0
dy +
p
j
dt dy
(j)
_
=
_
1
2
p
2
a
+ F(z)
_
dy p
0
dt (
p
j
dy
(j)
).
One can verify that is closed when restricted to a solution of z = f(z). The
question of how one might use this conservation law will be taken up later.
1.4 Hypersurfaces in Euclidean Space
We will apply the the theory developed so far to the study of hypersurfaces in
Euclidean space
N
n
E
n+1
.
We are particularly interested in the study of those functionals on such hyper
surfaces which are invariant under the group E(n+1) of orientationpreserving
Euclidean motions.
1.4.1 The Contact Manifold over E
n+1
Points of E
n+1
will be denoted x = (x
0
, . . . , x
n
), and each tangent space T
x
E
n+1
will be canonically identied with E
n+1
itself via translation. A frame for E
n+1
is a pair
f = (x, e)
consisting of a point x E
n+1
and a positivelyoriented orthonormal basis
e = (e
0
, . . . , e
n
) for T
x
E
n+1
. The set T of all such frames is a manifold, and
the right SO(n + 1, R)action
(x, (e
0
, . . . , e
n
)) (g
a
b
) = (x, (
e
a
g
a
0
, . . . ,
e
a
g
a
n
))
gives the basepoint map
x : T E
n+1
the structure of a principal bundle.
5
There is also an obvious leftaction of E(n+
1, R) on T, and a choice of reference frame gives a leftequivariant identication
T
= E(n +1) of the bundle of frames with the group of Euclidean motions.
The relevant contact manifold for studying hypersurfaces in E
n+1
is the
manifold of contact elements
M
2n+1
= (x, H) : x E
n+1
, H
n
T
x
E
n+1
an oriented hyperplane.
5
Throughout this section, we use index ranges 1 i, j n and 0 a, b n.
22 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
This M will be given the structure of a contact manifold in such a way that
transverse Legendre submanifolds correspond to arbitrary immersed hypersur
faces in E
n+1
. Note that M may be identied with the unit sphere bundle of
E
n+1
by associating to a contact element (x, H) its oriented orthogonal com
plement (x, e
0
). We will use this identication without further comment.
The projection T M taking (x, (e
a
)) (x, e
0
) is E(n +1, R)equivariant
(for the leftaction). To describe the contact structure on M and to carry out
calculations, we will actually work on T using the following structure equations.
First, we dene canonical 1forms on T by dierentiating the vectorvalued
coordinate functions x(f), e
a
(f) on T, and decomposing the resulting vector
valued 1forms at each f T with respect to the frame e
a
(f):
dx =
e
b
b
, de
a
=
e
b
b
a
. (1.16)
Dierentiating the relations e
a
(f), e
b
(f)) =
ab
yields
a
b
+
b
a
= 0.
The forms
a
,
a
b
satisfy no other linear algebraic relations, giving a total of
(n + 1) +
1
2
n(n + 1) = dim(T) independent 1forms. By taking the derivatives
of the dening relations (1.16), we obtain the structure equations
d
a
+
a
c
c
= 0, d
a
b
+
a
c
c
b
= 0. (1.17)
The forms
a
are identied with the usual tautological 1forms on the orthonor
mal frame bundle of a Riemannian manifold (in this case, of E
n+1
); and then the
rst equation indicates that
a
b
are components of the LeviCivita connection
of E
n+1
, while the second indicates that it has vanishing Riemann curvature
tensor.
In terms of these forms, the bers of x : T E
n+1
are exactly the maximal
connected integral manifolds of the Pfaan system
a
. Note that
a
and
dx
a
are alternative bases for the space of forms on T that are semibasic over
E
n+1
, but the former is E(n + 1)invariant, while the latter is not.
We return to an explanation of our contact manifold M, by rst distinguish
ing the 1form on T
def
=
0
.
Note that its dening formula
f
(v) = dx(v), e
0
(f)), v T
f
T,
shows that it is the pullback of a unique, globally dened 1form on M, which
we will also call
1
(M). To see that is a contact form, rst relabel the
forms on T (this will be useful later, as well)
i
def
=
0
i
,
1.4. HYPERSURFACES IN EUCLIDEAN SPACE 23
and note the equation on T
d =
i
i
.
So on T we certainly have (d)
n
,= 0, and because pullback of forms via the
submersion T M is injective, the same nondegeneracy holds on M.
To understand the Legendre submanifolds of M, consider an oriented im
mersion
N
n
M
2n+1
, y = (y
1
, . . . , y
n
) (x(y), e
0
(y)).
The Legendre condition is
(
)
y
(v) = dx
y
(v), e
0
(y)) = 0, v T
y
N.
In the transverse case, when the composition x : N
n
M
2n+1
E
n+1
is a
hypersurface immersion (equivalently,
(
_
i
) ,= 0, suitably interpreted), this
condition is that e
0
(y) is a unit normal vector to the hypersurface x(N). These
Legendre submanifolds may therefore be thought of as the graphs of Gauss maps
of oriented hypersurfaces N
n
E
n+1
. Nontransverse Legendre submanifolds
of M are sometimes of interest. To give some intuition for these, we exhibit
two examples in the contact manifold over E
3
. First, over an immersed curve
x: I E
3
, one can dene a cylinder N = S
1
I M
= E
3
S
2
by
(v, w) (x(w), R
v
(
x
)),
where is any normal vector eld along the curve x(w), and R
v
is rotation
through angle v S
1
about the tangent x
ECARTAN FORMS
1.4.2 Euclideaninvariant EulerLagrange Systems
We can now introduce one of the most important of all variational problems,
that of nding minimalarea hypersurfaces in Euclidean space. Dene the n
form
=
1
n
n
(T),
and observe that it is basic over M; that is, it is the pullback of a welldened
nform on M (although its factors
i
are not basic). This denes a Lagrangian
functional
T
(N) =
_
N
i
(i)
,
so the EulerLagrange system c
is generated by 1 = , d and
=
i
(i)
,
which is again welldened on M. A transverse Legendre submanifold N
M will locally have a basis of 1forms given by pullbacks (by any section) of
1
, . . . ,
n
, so applying the Cartan lemma to
0 = d[
N
=
i
i
shows that restricted to N there are expressions
i
=
j
h
ij
j
for some functions h
ij
= h
ji
. If N M is also an integral manifold of c
h
ii
_
1
n
.
One can identify h
ij
with the second fundamental form of N E
n+1
in this
transverse case, and we then have the usual criterion that a hypersurface is sta
tionary for the area functional if and only if its mean curvature
h
ii
vanishes.
We will return to the study of this EulerLagrange system shortly.
Another natural E(n+1)invariant PDE for hypersurfaces in Euclidean space
is that of prescribed constant mean curvature H, not necessarily zero. We rst
ask whether such an equation is even EulerLagrange, and to answer this we
apply our inverse problem test to the MongeAmpere system
c
H
= , d,
H
,
H
=
_
i
(i)
H
_
.
1.4. HYPERSURFACES IN EUCLIDEAN SPACE 25
Here, H is the prescribed constant and =
1
n
is the induced vol
ume form. The transverse integral manifolds of c
H
correspond to the desired
Euclidean hypersurfaces.
To implement the test, we take the candidate PoincareCartan form
H
=
_
i
(i)
H
_
and dierentiate; the derivative of the rst term vanishes, as we know from the
preceding case of H = 0, and we have
d
H
= H d(
1
n
)
= H d(dx
0
dx
n
)
= 0.
So this c
H
is at least locally the EulerLagrange system for some functional
H
,
which can be taken to be an antiderivative of
H
. One diculty in nding
H
is that there is no such
H
that is invariant under the Euclidean group E(n+1).
The next best thing would be to nd a
H
which is invariant under the rotation
subgroup SO(n + 1, R), but not under translations. A little experimentation
yields the Lagrangian
H
= +
H
n+1
x , d
H
=
H
,
where x =
x
a
x
a
is the radial position vector eld, =
1
n
is the
hypersurface area form, and =
1
n+1
is the ambient volume form.
The choice of an origin from which to dene the position vector x reduces the
symmetry group of
H
from E(n +1) to SO(n + 1, R). The functional
_
N
H
gives the area of the hypersurface N plus a scalar multiple of the signed volume
of the cone on N with vertex at the origin.
It is actually possible to list all of the Euclideaninvariant PoincareCartan
forms on M E
n+1
. Let
1
=
1
n+1
x ,
k
=
I=k
I
(I)
(0 k n),
and
k
=
k
,
It is an exercise using the structure equations to show that
d
k
=
k+1
.
Although these forms are initially dened up on T, it is easily veried that
they are pullbacks of forms on M, which we denote by the same name. It
can be proved using the rst fundamental theorem of orthogonal invariants
that any Euclideaninvariant PoincareCartan form is a linear combination of
0
, . . . ,
n
. Note that such a PoincareCartan form is induced by a Euclidean
invariant functional if and only if
0
is not involved.
26 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
We can geometrically interpret
k
[
N
for transverse Legendre submanifolds N
as the sum of the kk minor determinants of the second fundamental form II
N
,
times the hypersurface area form of N. In case k = n we have d
n
=
n+1
= 0,
reecting the fact that the functional
_
N
n
=
_
N
K dA
is variationally trivial, where K is the GaussKronecker curvature.
Contact Equivalence of Linear Weingarten Equations for Surfaces
The Euclideaninvariant PoincareCartan forms for surfaces in E
3
give rise to
the linear Weingarten equations, of the form
aK + bH +c = 0
for constants a, b, c. Although these secondorder PDEs are inequivalent under
pointtransformations for nonproportional choices of a, b, c, we will show that
under contact transformations there are only ve distinct equivalence classes of
linear Weingarten equations.
To study surfaces, we work on the unit sphere bundle : M
5
E
3
, and
recall the formula for the contact form
(x,e0)
(v) =
(v), e
0
), v T
(x,e0)
M.
We dene two 1parameter groups of dieomorphisms of M as follows:
t
(x, e
0
) = (x + te
0
, e
0
),
s
(x, e
0
) = (exp(s)x, e
0
).
It is not hard to see geometrically that these dene contact transformations on
M, although this result will also come out of the following calculations. We
will carry out calculations on the full Euclidean frame bundle T E
3
, where
there is a basis of 1forms
1
,
2
, ,
1
,
2
,
1
2
satisfying structure equations
presented earlier.
To study
t
we use its generating vector eld v =
1
=
1
, L
v
2
=
2
, L
v
= 0, L
v
1
= 0, L
v
2
= 0.
Now, the bers of T M have tangent spaces given by
1
,
2
, ,
1
,
2
,
and this distribution is evidently preserved by the ow along v. This implies
that v induces a vector eld downstairs on M, whose ow is easily seen to be
t
. The fact that L
v
= 0 conrms that
t
is a contact transformation.
We can now examine the eect of
t
on the invariant EulerLagrange systems
corresponding to linear Weingarten equations by introducing
2
=
1
2
,
1
=
1
2
2
1
,
0
=
1
2
.
1.4. HYPERSURFACES IN EUCLIDEAN SPACE 27
Restricted to a transverse Legendre submanifold over a surface N E
3
, these
give K dA, H dA, and the area form dA of N, respectively. Linear Weingarten
surfaces are integral manifolds of a MongeAmpere system
, d, (a, b, c)
def
= a
2
+b
1
+ c
0
.
Our previous Lie derivative computations may be used to compute
L
v
_
_
2
_
_
=
_
_
0 1 0
0 0 2
0 0 0
_
_
_
_
2
_
_
.
Exponentiate this to see
t
(a, b, c) = (a 2bt + ct
2
, b ct, c). (1.18)
This describes how the 1parameter group
t
acts on the collection of linear
Weingarten equations. Similar calculations show that the 1parameter group
s
introduced earlier consists of contact transformations, and acts on linear
Weingarten equations as
s
(a, b, c) = (a, exp(s)b, exp(2s)c). (1.19)
It is reasonable to regard the coecients (a, b, c) which specify a particular
linear Weingarten equation as a point [a : b : c] in the real projective plane RP
2
,
and it is an easy exercise to determine the orbits in RP
2
of the group action
generated by (1.18) and (1.19). There are ve orbits, represented by the points
[1 : 0 : 0], [0 : 1 : 0], [1 : 0 : 1], [1 : 0 : 1], [0 : 0 : 1]. The special case
1
A
(0, 1, A) = (
1
A
, 0, A)
gives the classically known fact that to every surface of nonzero constant mean
curvature A, there is a (possibly singular) parallel surface of constant positive
Gauss curvature A
2
. Note nally that the MongeAmpere system corresponding
to [0 : 0 : 1] has for integral manifolds those nontransverse Legendre submani
folds of M which project to curves in E
3
, instead of surfaces.
1.4.3 Conservation Laws for Minimal Hypersurfaces
In Chapter 3, we will be concerned with conservation laws for various Euler
Lagrange equations arising in conformal geometry. We will emphasize two ques
tions: how are conservation laws found, and how can they be used? In this
section, we will explore these two questions in the case of the minimal hyper
surface equation H = 0, regarding conservation laws arising from Euclidean
symmetries.
We compute these conservation laws rst for the translations, and then for
the rotations. The results of these computations will be the two vectorvalued
conservation laws
d(dx) = 0, d((x dx)) = 0.
28 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
The notation will be explained in the course of the calculation. These may be
thought of as analogs of the conservation of linear and angular momentum that
are ubiquitous in physics.
To carry out the computation, note that the prescription for Noethers theo
rem given in (1.13, 1.14, 1.15) is particularly simple for the case of the functional
=
1
n
on the contact manifold M
2n+1
. This is because rst, d = already, so no
correction term is needed, and second, the innitesimal Euclidean symmetries
(prolonged to act on M) actually preserve , and not merely the equivalence
class []. Consequently, the Noether prescription is (with a sign change)
(v) = v .
This v is an (n 1)form on M which is closed modulo the MongeAmpere
system c
.
Proceeding, we can suppose that our translation vector eld is written up
on the Euclidean frame bundle as
v
F
= Ae
0
+ A
i
e
i
,
where the coecients are such that the equation dv = 0 holds; that is, the
functions A and A
i
are the coecients of a xed vector with respect to a varying
oriented orthonormal frame. We easily nd
v
= v
F
=
n
i=1
A
i
(i)
.
This, then, is the formula for an (n1)form on T which is welldened on the
contact manifold M and is closed when restricted to integral manifolds of the
MongeAmpere system c
v
[
N
=
A
i
(
i
) = v, dx).
Here and throughout, the star operator =
N
is dened with respect to the
induced metric and orientation on N, and the last equality follows from the
equation of E
n+1
valued 1forms dx = e
0
+
e
i
i
, where [
N
= 0. We now
have a linear map from R
n+1
, regarded as the space of translation vectors v, to
the space of closed (n1)forms on any minimal hypersurface N. Tautologically,
such a map may be regarded as one closed (R
n+1
)
valued (n 1)form on N.
Using the metric to identify (R
n+1
)
= R
n+1
, this may be written as
trans
= dx.
This is the meaning of the conservation law stated at the beginning of this
section. Note that each component d(dx
a
) = 0 of this conservation law is
1.4. HYPERSURFACES IN EUCLIDEAN SPACE 29
equivalent to the claim that the coordinate function x
a
of the immersion x :
N E
n+1
is a harmonic function with respect to the induced metric on N.
Turning to the rotation vector elds, we rst write such a vector eld on
E
n+1
as
v =
n+1
a,b=1
x
a
R
b
a
x
b
, R
a
b
+R
b
a
= 0.
It is not hard to verify that this vector eld lifts naturally to the frame bundle
T as
v
F
=
x
a
R
b
a
A
b
c
c
+
A
b
c
R
b
a
A
a
d
c
d
,
where the coecients A
a
b
are dened by the equation
a
=
A
b
a
x
b
, and the
tangent vectors
a
,
a
b
are dual to the canonical coframing
a
,
a
b
of T.
We can now compute (restricted to N, for convenience)
(v
F
)[
N
=
x
a
R
b
a
A
b
i
(i)
= (x
a
R
b
a
A
b
c
c
)
= R x, dx).
Reformulating the Noether map in a manner analogous to that used previously,
we can dene a
_
2
R
n+1
= so(n +1, R)
valued (n 1)form on N
rot
= (x dx).
Once again,
rot
is a conservation law by virtue of the fact that it is closed if
N is a minimal hypersurface.
It is interesting to note that the conservation law for rotation symmetry is
a consequence of that for translation symmetry. This is because we have from
d(dx) = 0 that
d(x dx) = dx dx = 0.
The last equation holds because the exterior multiplication refers to the E
n+1
where the forms take values, not the exterior algebra in which their components
live. It is an exercise to show that these translation conservation laws are
equivalent to minimality of N.
Another worthwhile exercise is to show that all of the classical conservation
laws for the H = 0 system arise from innitesimal Euclidean symmetries. In the
next chapter, we will see directly that the group of symmetries of the Poincare
Cartan form for this system equals the group of Euclidean motions, giving a
more illuminating proof of this fact. At the end of this section, we will consider
a dilation vector eld which preserves the minimal surface system c, but not
the PoincareCartan form, and use it to compute an almostconservation law.
By contrast, in this case there is no discrepancy between g
[]
and g
. To
see this, rst note that by Noethers theorem 1.3, g
is identied with H
n
(c
),
30 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
and g
[]
g
/c
)
H
n
(c
)
H
n
dR
(M) .
With M
= E
n+1
S
n
, we have the isomorphism H
n
dR
(M)
= R obtained by
integrating an nform along a ber of M E
n+1
, and it is not hard to see that
any nform in c
a
for E
n+1
along U U satises
dx = e
0
0
+
n1
i=1
e
i
i
+ e
n
n
.
Now, the rst term vanishes when restricted to N. The last term vanishes when
restricted to U, but cannot be discarded because it will aect
N
dx, which we
are trying to compute. Consequently,
N
dx =
n1
i=1
e
i
(i)
+ e
n
(n)
.
Now we restrict to U, and nd
N
dx[
U
= (1)
n1
e
n
1
n1
= (1)
n1
n d.
Here we use n to denote the normal to U in N and d to denote the area
measure induced on U. Our conservation law therefore reads
_
U
n d = 0.
1.4. HYPERSURFACES IN EUCLIDEAN SPACE 31
In other words, in a minimal hypersurface the average of the exterior unit normal
vectors over the smooth boundary of any oriented neighborhood must vanish.
One consequence of this is that a minimal surface can never be locally convex;
that is, a neighborhood of a point can never lie on one side of the tangent plane
at that point. This is intuitively reasonable from the notion of minimality.
Similar calculations give an analogous formulation for the rotation conservation
law:
_
U
(x n)d = 0.
These interpretations have relevance to the classical Plateau problem, which
asks whether a given simple closed curve in E
3
bounds a minimal surface.
The answer to this is armative, with the caveat that such a surface is not
necessarily unique and may not be smooth at the boundary. A more wellposed
version gives not only a simple closed curve E
3
, but a strip, which is a curve
(1)
M consisting of a base curve E
3
along with a eld of tangent planes
along containing the tangent lines to . Such a strip is the same as a curve
in M along which the contact 1form vanishes. Asking for a minimal surface
whose boundary and boundarytangent planes are described by a given
(1)
is
the same as asking for a transverse integral manifold of c
having boundary
(1)
M.
The use of our two conservation laws in this context comes from the fact that
(1)
determines the vectorvalued form
N
dx along N for any possible solution
to this initial value problem. The conservation laws give integral constraints,
often called moment conditions, on the values of
N
dx, and hence constrain the
possible strips
(1)
for which our problem has an armative answer. However,
the moment conditions on a strip
(1)
are not sucient for there to exist a
minimal surface with that boundary data. We will discuss additional constraints
which have the feel of hidden conservation laws after a digression on similar
moment conditions that arise for boundaries of holomorphic curves.
It is natural to ask whether a given real, simple, closed curve
C
in complex
space C
n
(always n 2) is the boundary of some holomorphic disc. There is a
dierential ideal
R
(C
n
) whose integral manifolds are precisely holomor
phic curves, dened by
= (
2,0
(C
n
) +
0,2
(C
n
))
2
R
(C
n
).
In other words, is algebraically generated by real 2forms which, when re
garded as complex 2forms, have no part of type (1, 1). It is elementary to see
that in degree k 3,
k
=
k
R
(C
n
), and that the integral 2planes in TC
n
are exactly the complex 1dimensional subspaces. This implies our claim that
integral manifolds of are holomorphic curves.
Now, has many conservation laws. Namely, for any holomorphic 1form
1,0
hol
(C
n
), we nd that
d + d ,
32 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
so that + is a conservation law for . These give rise to innitely many
moment conditions
_
C
= 0
which must be satised by
C
, if it is to be the boundary of a holomorphic disc.
It is a fact which we shall not prove here that every conservation law for
is of this form; trivial conservation laws clearly arise when = df for some
holomorphic function f O(C
n
). Another fact, not to be proved here, is that
these moment conditions are sucient for
C
to bound a (possibly branched)
holomorphic disc.
Returning to our discussion of minimal surfaces, suppose that x : U E
3
is
a minimal immersion of a simply connected surface. Then dx denes a closed,
vectorvalued 1form on U, so there exists a vectorvalued function y : U E
3
satisfying
dy = dx. (1.21)
Note that our ability to integrate the conservation law to obtain a function relies
essentially on the fact that we are in dimension n = 2.
We can dene
z = (x +iy) : U C
3
,
and (1.21) is essentially the CauchyRiemann equations, implying that z is a
holomorphic curve, with the conformal structure induced from the immersion
z. Furthermore, the complex derivative z
H
=
_
i
(i)
H
_
is invariant under the full Euclidean group, but that no particular Lagrangian
is so invariant; we will continue to work with the SO(n + 1, R)invariant
1.4. HYPERSURFACES IN EUCLIDEAN SPACE 33
Lagrangian
H
= +
H
n+1
x , d
H
=
H
.
Fortunately, the equivalence class [] H
n
(
/1) H
n+1
(1)
taking [] to is an isomorphism for this contact manifold. This means that,
as in the case H = 0, we will nd conservation laws corresponding to the full
Euclidean Lie algebra.
Computing the conservation laws corresponding to translations requires the
more complicated form of the Noether prescription, because it is the translation
vector elds v R
n+1
which fail to preserve our
H
. Instead, we have
L
v
H
=
H
n+1
L
v
(x ) (because L
v
= 0),
=
H
n+1
((L
v
x) +x (L
v
))
=
H
n+1
(v + 0).
In the last step, we have used L
v
x = [v, x] = v (by a simple calculation), and
L
v
= 0 (because the ambient volume is translation invariant). To apply the
Noether prescription, we need an antiderivative of this last term, which we nd
by experimenting:
d(x (v )) = L
x
(v ) x d(v )
= ((L
x
v) + v (L
x
)) x 0
= v + (n + 1)v ,
where we have again used L
x
v = [x, v] = v, and L
x
= (n +1). Combining
these two calculations, we have
L
v
H
=
H
n(n+1)
d(x (v )).
The prescription (1.13, 1.14, 1.15) now gives
v
= v
H
+
H
n(n+1)
x (v )
= v +
H
n
x (v ).
As in the case of minimal hypersurfaces, we consider the restriction of
v
to an
integral manifold N. From the previous case, we know that v restricts to
v, dx), where =
N
is the star operator of the metric on N and , ) denotes
the ambient innerproduct. To express the restriction of the other term of
v
,
decompose x = x
t
+ x
v (v )(x
t
))
=
H
n
(x
v, dx) (v ) , x
t
));
34 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
the latter is being applied to the 1form on N that is dual via the metric to the
tangent vector x
t
. Again as in the H = 0 case, we can write these (n1)forms
v
, which depend linearly on v R
n+1
, as an (R
n+1
)
valued (n 1)form on
N. It is
trans
= (1 +
H
n
x
) dx +
H
n
, x
t
).
In the second term, the normal provides the vectorvalued part (it replaced
, to which it is dual), and , x
t
) provides the (n 1)form part.
Calculating the conservation laws for rotations is a similar process, simplied
somewhat by the fact that L
v
H
= 0; of course, the lifted rotation vector elds
v are not so easy to work with as the translations. The resulting
2
R
n+1
valued
(n 1)form is
rot
= (1 +
H
n+1
x
) (x dx) +
H
n+1
(x ) , x
t
).
These can be used to produce moment conditions, just as in the H = 0 case.
We conclude with one more observation suggesting extensions of the notion
of a conservation law. Recall that we showed in (1.7) that a MongeAmpere
system c
x
a
x
a
.
This induces a vector eld x on the contact manifold of tangent hyperplanes
to E
n+1
where the functional and PoincareCartan form are dened, and
there are various ways to calculate that
L
x
= n.
If one tries to apply the Noether prescription to x by writing
dil
= x ,
the resulting form satises
d
dil
= L
x
x d
= n x .
Restricted to a minimal surface N, we will then have
d
dil
[
N
= n.
Because the righthand side is not zero, we do not have a conservation law, but
it is still reasonable to look for consequences of integrating on neighborhoods U
in N, where we nd
_
U
= n
_
U
. (1.22)
1.4. HYPERSURFACES IN EUCLIDEAN SPACE 35
The righthand side equals n times the area of U, and the lefthand side can be
investigated by choosing an oriented orthonormal frame eld (e
0
, . . . , e
n
) along
U U satisfying the conditions (1.20) as before. We write the coecients
x =
x
a
x
a
=
v
a
e
a
,
and then restricted to U, we have
[
U
= x = (1)
n1
v
n
1
n1
.
Up to sign, the form
1
n1
along U is exactly the (n1)dimensional
area form for U.
These interpretations of the two sides of (1.22) can be exploited by taking
for U the family of neighborhoods U
r
for r > 0, dened as the intersection of
N E
n+1
with an origincentered ball of radius r. In particular, along U
r
we
will have [[x[[ = r, so that v
n
r and
r Area(U
r
) n Vol(U
r
). (1.23)
Observe that
Area(U
r
) =
d
dr
Vol(U
r
),
and (1.23) is now a dierential inequality for Vol(U
r
) which can be solved to
give
Vol(U
r
) Cr
n
for some constant C. This is a remarkable result about minimal hypersurfaces,
and amply illustrates the power of almostconservation laws like
dil
.
36 CHAPTER 1. LAGRANGIANS AND POINCAR
ECARTAN FORMS
Chapter 2
The Geometry of
PoincareCartan Forms
In this chapter, we will study some of the geometry associated to Poincare
Cartan forms using
E. Cartans method of equivalence. The idea is to identify
such a PoincareCartan form with a Gstructurethat is, a subbundle of the
principal coframe bundle of a manifoldand then attempt to nd some canon
ically determined basis of 1forms on the total space of that Gstructure. The
dierential structure equations of these 1forms will then exhibit associated ge
ometric objects and invariants.
The pointwise linear algebra of a PoincareCartan form in the case of n = 2
independent variables (that is, on a contact manifold of dimension 5) is quite
dierent from that of higher dimensional cases. Therefore, in the rst section we
study only the former, which should serve as a good illustration of the method
of equivalence for those not familiar with it. Actually, in case n = 2 we will
study the coarser equivalence of MongeAmpere systems rather than Poincare
Cartan forms, and we will do this without restricting to those systems which are
locally EulerLagrange. An extensive study of the geometry of MongeAmpere
systems in various low dimensions was carried out in [LRC93], with a viewpoint
somewhat similar to ours.
In the succeeding sections, we will rst identify in case n 3 a narrower class
of PoincareCartan forms, called neoclassical, which are of the same algebraic
type as those arising from classical variational problems. We will describe some
of the geometry associated with neoclassical PoincareCartan forms, consisting
of a eld of hypersurfaces in a vector bundle, welldened up to berwise ane
motions of the vector bundle. A digression on the local geometry of individual
hypersurfaces in ane space follows this. We then turn to the very rich equiva
lence problem for neoclassical PoincareCartan forms; the dierential invariants
that this uncovers include those of the various associated ane hypersurfaces.
In the last section of this chapter, we use these dierential invariants to charac
terize systems locally contactequivalent to those for prescribed mean curvature
37
38 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
hypersurfaces in Riemannian manifolds.
In the next chapter, we will specialize to the study of those neoclassical
PoincareCartan forms whose primary dierential invariants all vanish. These
correspond to interesting variational problems arising in conformal geometry.
We begin with a few elementary notions used in the method of equivalence.
On a manifold M of dimension n, a coframe at a point x M is a linear
isomorphism
u
x
: T
x
M
R
n
.
This is equivalent to a choice of basis for the cotangent space T
x
M, and we will
not maintain any distinction between these two notions. The set of all coframes
for M has the structure of a principal GL(n, R)bundle : T(M) M, with
rightaction
u
x
g
def
= g
1
u
x
, g GL(n, R),
where the righthand side denotes composition of u
x
with multiplication by g
1
.
A local section of : T(M) M is called a coframing, or coframe eld. On
the total space T(M), there is an R
n
valued tautological 1form , given at
u T(M) by
u
(v) = u(
v) R
n
, v T
u
T(M). (2.1)
The n components
i
of this R
n
valued 1form give a global basis for the semiba
sic 1forms of T(M) M.
In terms of coordinates x = (x
1
, . . . , x
n
) on M, there is a trivialization
M GL(n, R)
= T(M) given by
(x, g) (x, g
1
dx),
where on the righthand side, dx is a column of 1forms regarded as a coframe
at x, and g
1
dx is the composition of that coframe with multiplication by
g
1
GL(n, R). In this trivialization, we can express the tautological 1form
as
= g
1
dx,
where again the righthand side represents the product of a GL(n, R)valued
ber coordinate and an R
n
valued semibasic 1form.
The geometric setting of the equivalence method is the following.
Denition 2.1 Let G GL(n, R) be a subgroup. A Gstructure on the n
manifold M is a principal subbundle of the coframe bundle T(M) M, having
structure group G.
We will associate to a hyperbolic MongeAmpere system (to be dened, in case
n = 2), or to a neoclassical PoincareCartan form (in case n 3), a succession
of Gstructures on the contact manifold M, which carry increasingly detailed
information about the geometry of the system or form, respectively.
2.1. THE EQUIVALENCE PROBLEM FOR N = 2 39
2.1 The Equivalence Problem for n = 2
In this section, we will study the equivalence problem for certain MongeAmpere
systems on contact manifolds of dimension 5. We will give criteria in terms of
the dierential invariants thus obtained for a given system to be locally equiv
alent the system associated to the linear homogeneous wave equation. We will
also give the weaker criteria for a given system to be locally equivalent to an
EulerLagrange system, as in the previously discussed inverse problem. Unless
otherwise noted, we use the index ranges 0 a, b, c 4, 1 i, j, k 4.
We assume given a 5dimensional contact manifold (M, I) and a Monge
Ampere system c, locally algebraically generated as
c = , d, ,
where 0 ,= (I) is a contact form, and
2
(M) is some 2form. As
noted previously, c determines I and 1. We assume that
x
/ 1
x
for all
x M. Recall from the discussion in 1.2.3 that given c, the generator may
be uniquely chosen modulo I (and modulo multiplication by functions) by
the condition of primitivity; that is, we may assume
d 0 (mod I).
The assumption
x
/ 1
x
means that this primitive form is nonzero everywhere.
We do not necessarily assume that c is EulerLagrange.
On the contact manifold M, one can locally nd a coframing = (
a
) such
that
_
0
(I),
d
0
1
2
+
3
4
(mod I).
(2.2)
Then we can write
1
2
b
ij
i
j
(mod I), where the functions b
ij
depend
on the choice of coframing and on the choice of . The assumption that is
primitive means that in terms of a coframing satisfying (2.2),
b
12
+ b
34
= 0.
We now ask what further conditions may be imposed on the coframing = (
a
)
while preserving (2.2).
To investigate this, we rst consider changes of coframe that x
0
; we will
later take into account nontrivial rescalings of
0
. In this case, an element
of GL(5, R) preserves the condition (2.2) if and only if it acts as a berwise
sympletic transformation, modulo the contact line bundle I. Working modulo
I, we can split
_
2
(T
M/I)
= (R d
0
) P
2
(T
M/I),
where P
2
(T
induced by d
0
. The key observation
is that the action of the symplectic group Sp(2, R) on P
2
(R
4
) is equivalent to
40 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
the standard action of the group SO(3, 2) on R
5
. This is because the symmetric
bilinear form , ) on P
2
(T
M/I) dened by
1
2
=
1
,
2
)(d
0
)
2
has signature (3, 2) and symmetry group Sp(2, R). Therefore, the orbit de
composition of the space of primitive forms modulo I under admissible
changes of coframe will be a renement of the standard orbit decomposition
under SO(3, 2).
To incorporate rescaling of
0
into our admissible changes of coframe, note
that a rescaling of
0
requires via (2.2) the same rescaling of the symplectic
form
1
2
+
3
4
, so we should actually allow changes by elements of
GL(5, R) inducing the standard action of CSp(2, R); this is the group that
preserves the standard symplectic form up to scale. This in turn corresponds
to the splitsignature conformal group CO(3, 2), which acts on R
5
with three
nonzero orbits: a negative space, a null space, and a positive space.
The three orbits of this representation correspond to three types of Monge
Ampere systems:
If is a negative multiple of d
0
d
0
, then the local coframing
may be chosen so that in addition to (2.2),
1
2
3
4
(mod I);
for a classical variational problem, this occurs when the EulerLagrange
PDE is hyperbolic.
If = 0, then may be chosen so that
1
3
(mod I);
for a classical variational problem, this occurs when the EulerLagrange
PDE is parabolic.
If is a positive multiple of d
0
d
0
, then may be chosen so that
1
4
3
2
(mod I);
for a classical variational problem, this occurs when the EulerLagrange
PDE is elliptic.
The equivalence problem for elliptic MongeAmpere systems in case n = 2 devel
ops in analogy with that for hyperbolic systems; we will present the hyperbolic
case. The conclusion will be:
Associated to a hyperbolic MongeAmpere system (M
5
, c) is a canon
ical subbundle B
1
M of the coframe bundle of M carrying a pair
of 2 2matrixvalued functions S
1
and S
2
, involving up to second
derivatives of the given system. (M, c) is locally of EulerLagrange
type if and only if S
2
vanishes identically, while it is equivalent to
the system associated to the homogeneous wave equation z
xy
= 0 if
and only if S
1
and S
2
both vanish identically.
2.1. THE EQUIVALENCE PROBLEM FOR n = 2 41
An example of a hyperbolic MongeAmpere system, to be studied in more detail
in Chapter 4, is the linear Weingarten system for surfaces in E
3
with Gauss
curvature K = 1.
To begin, assume that (M
5
, c) is a hyperbolic MongeAmpere system. A
coframing = (
a
) of M is said to be 0adapted to c if
c =
0
,
1
2
+
3
4
,
1
2
3
4
(2.3)
and also
d
0
1
2
+
3
4
(mod I). (2.4)
According to the following proposition, a hyperbolic MongeAmpere system is
equivalent to a certain type of Gstructure, and it is the latter to which the
equivalence method directly applies.
Proposition 2.1 The 0adapted coframings for a hyperbolic MongeAmpere
system (M
5
, c) are the sections of a G
0
structure on M, where G
0
GL(5, R)
is the (disconnected) subgroup generated by all matrices of the form (displayed
in blocks of size 1, 2, 2)
g
0
=
_
_
a 0 0
C A 0
D 0 B
_
_
, (2.5)
with a = det(A) = det(B) ,= 0, along with the matrix
J =
_
_
1 0 0
0 0 I
2
0 I
2
0
_
_
. (2.6)
Proof. The content of this proposition is that any two 0adapted coframes
dier by multiplication by an element of G
0
. To see why this is so, note that
the 2forms
1
2
+
3
4
and
1
2
3
4
have, up to scaling, exactly 2 decomposable linear combinations,
1
2
and
4
. These must be either preserved or exchanged by any change of coframe
preserving their span modulo I, and this accounts for both the block form
(2.5) and the matrix J. The condition on determinants then corresponds to
(2.4).
Although not every G
0
structure on a 5manifold M is induced by a hyper
bolic MongeAmpere system c, it is easy to see that those that do determine
c uniquely. We therefore make a digression to describe the rst steps of the
equivalence method, by which one investigates the local geometry of a general
Gstructure. This will be followed by application to the case at hand of a G
0

structure, then a digression on the next general steps, and application to the
42 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
case at hand, and so on. One major step, that of prolongation, will not ap
pear in this chapter but will be discussed in the study of conformal geometry in
Chapter 3.
Fix a subgroup G GL(n, R). Two Gstructures B
i
M
i
, i = 1, 2, are
equivalent if there is a dieomorphism M
1
M
2
such that under the induced
isomorphism of principal coframe bundles T(M
1
) T(M
2
), the subbundle
B
1
T(M
1
) is mapped to B
2
T(M
2
). One is typically interested only
in those properties of a Gstructure which are preserved under this notion of
equivalence. For instance, if one has a pair of 5manifolds with hyperbolic
MongeAmpere systems, then a dieomorphism of the 5manifolds carries one
of these systems to the other if and only if it induces an equivalence of the
associated G
0
structures.
It is easy to see that a dieomorphism F : B
1
B
2
between the total spaces
of two Gstructures B
i
M
i
is an equivalence in the above sense if and only if
F
(
2
) =
1
, where
i
is the restriction of the tautological R
n
valued form (2.1)
on T(M
i
) B
i
. The rst step in investigating the geometry of a Gstructure
B M is therefore to understand the local behavior of this tautological form.
To do this, we seek an expression for its exterior derivative, and to understand
what such an expression should look like, we proceed as follows.
Consider a local trivialization B
= M G, induced by a choice of section
of B M whose image is identied with M e M G. The section is
in particular an R
n
valued 1form on M, and the tautological 1form is
= g
1
1
(B) R
n
.
The exterior derivative of this equation is
d = g
1
dg + g
1
d. (2.7)
Note that the last term in this equation is semibasic for B M, and that the
matrix 1form g
1
dg takes values in the Lie algebra g of G. Of course, these
pieces g
1
d and g
1
dg each depend on the choice of trivialization. To better
understand the pointwise linear algebra of (2.7), we introduce the following
notion.
Denition 2.2 A pseudoconnection in the Gstructure B M is a gvalued
1form on B whose restriction to the ber tangent spaces 1
b
T
b
B equals the
identication 1
b
= g induced by the right Gaction on B.
This diers from the denition of a connection in the principal bundle B M
by omission of an equivariance requirement. In terms of our trivialization above,
a pseudoconnection on M G is any gvalued 1form of the form
g
1
dg + (semibasic gvalued 1form);
in particular, every Gstructure carries a pseudoconnection. A consequence of
(2.7) is that any pseudoconnection
1
(B) g satises a structure equation
2.1. THE EQUIVALENCE PROBLEM FOR n = 2 43
that is fundamental for the equivalence method:
d = +, (2.8)
where = (
1
2
T
i
jk
k
) is a semibasic R
n
valued 2formon B, called the torsion
of the pseudoconnection . It is natural to consider exactly how a dierent
choice of pseudoconnectionremember that any two dier by an arbitrary
semibasic gvalued 1formyields a dierent torsion form. We will pursue this
after considering the situation for our hyperbolic MongeAmpere systems.
Let B
0
T(M) be the G
0
bundle of 0adapted coframes for a hyperbolic
MongeAmpere system c. A local section corresponds to an R
5
valued 1form
(
a
) satisfying (2.3, 2.4). In terms of the trivialization B
0
= MG
0
induced by
, the tautological R
5
valued 1form is = g
1
0
. Locally (over neighborhoods
in M), there is a structure equation (2.8), in which
=
_
_
_
_
_
_
4
_
_
_
_
_
_
and =
_
_
_
_
_
_
0
0
0 0 0 0
1
0
1
1
1
2
0 0
2
0
2
1
2
2
0 0
3
0
0 0
3
3
3
4
4
0
0 0
4
3
4
4
_
_
_
_
_
_
are the tautological R
5
valued 1form and the pseudoconnection form, respec
tively; note that the condition for to be g
0
valued includes the condition
0
0
=
1
1
+
2
2
=
3
3
+
4
4
.
The torsion of is an R
5
valued 2form, semibasic for B
0
M and depending
on a choice of pseudoconnection.
Returning to the general situation of a Gstructure B M, our goal is to
understand how dierent choices of pseudoconnection in (2.8) yield dierent
torsion forms. We will use this to restrict attention to those pseudoconnections
whose torsion is in some normal form.
The linearalgebraic machinery for this is as follows. Associated to the linear
Lie algebra g gl(n, R) is a map of Gmodules
: g (R
n
)
R
n
_
2
(R
n
)
,
dened as the restriction to
g (R
n
)
(R
n
(R
n
)
) (R
n
)
(2.9)
of the surjective skewsymmetrization map
R
n
(R
n
)
(R
n
)
R
n
_
2
(R
n
)
.
The cokernel of
H
0,1
(g)
def
= (R
n
_
2
(R
n
)
)/(g (R
n
)
) (2.10)
44 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
is one of the Spencer cohomology groups of g gl(n, R). Note that to each b B
is associated an isomorphism T
(b)
M
R
n
, and consequently an identication
of semibasic 1forms at b B with (R
n
)
k
) at b B
can be identied with an element
b
R
n
2
(R
n
)
. Similarly, a permissible
change at b B of the pseudoconnectionthat is, a semibasic gvalued 1
formcan be identied with an element
b
g (R
n
)
b
the corresponding change
in the torsion
b
b
, where in this expression we have contracted the middle
factor of (R
n
)
in
b
(see (2.9)) with the values of the R
n
valued 1form
b
.
Therefore, dierent choices of pseudoconnection yield torsion maps diering by
elements of Im(), so what is determined by the Gstructure alone, independent
of a choice of pseudoconnection, is a map : B H
0,1
(g), called the intrinsic
torsion of B M.
This suggests a major step in the equivalence method, called absorption of
torsion, which one implements by choosing a (vector space) splitting of the
projection
R
n
_
2
(R
n
)
H
0,1
(g) 0. (2.11)
As there may be no Gequivariant splitting, one is merely choosing some vector
subspace T R
n
_
2
(R
n
)
). Fixing
a choice of T, it holds by construction that any Gstructure B M locally has
pseudoconnections whose torsion at each b B corresponds to a tensor lying
in T.
We will see from our example of hyperbolic MongeAmpere systems that this
is not as complicated as it may seem. Denote the semibasic 2form components
of the R
5
valued torsion by
=
_
_
_
_
_
_
4
_
_
_
_
_
_
.
We know from the condition (2.4) in the denition of 0adapted that
0
def
= d
0
+
0
0
0
=
1
2
+
3
4
+
0
for some semibasic 1form . We may now replace
0
0
by
0
0
in our pseudo
connection, eliminating the term
0
from the torsion. We then rename this
altered pseudoconnection entry again as
0
0
; to keep the pseudoconnection g
0

valued, we have to make a similar change in
1
1
+
2
2
and
3
3
+
4
4
. What we
have just shown is that given an arbitrary pseudoconnection in a G
0
structure
B
0
M, there is another pseudoconnection whose torsion satises (using
obvious coordinates on R
n
_
2
(R
n
)
) T
0
0a
= T
0
a0
= 0. By choosing this latter
pseudoconnection, we are absorbing the corresponding torsion components into
2.1. THE EQUIVALENCE PROBLEM FOR n = 2 45
. Furthermore, the fact that our G
0
structure is not arbitrary, but comes from
a hyperbolic MongeAmpere system, gave us the additional information that
T
0
12
= T
0
34
= 1, and all other independent T
0
ij
= 0. Note incidentally that
our decision to use a pseudoconnection giving = 0 determines
0
0
uniquely,
up to addition of multiples of
0
; this uniqueness applies also to
1
1
+
2
2
and
3
3
+
4
4
. The eort to uniquely determine pseudoconnection forms should guide
the choices one makes in the equivalence method.
Other torsion terms may be absorbed using similar methods. Using the
index range 1 i, j, k 4, we write
i
= T
i
j0
j
0
+
1
2
T
i
jk
j
k
for functions T
i
j0
and T
i
jk
= T
i
kj
. First, by altering the nilpotent part
i
0
, we
can arrange that all T
i
j0
= 0. Second, by altering the odiagonal terms
1
2
,
2
1
,
4
3
,
3
4
, we can arrange that
T
1
2j
= T
2
1j
= T
3
4j
= T
4
3j
= 0.
Third, by altering the traceless diagonal parts
1
1
2
2
and
3
3
4
4
, we can
arrange that
T
1
13
= T
2
23
, T
1
14
= T
2
24
, T
3
13
= T
4
14
, T
3
23
= T
4
24
.
We summarize this by renaming
1
= (V
3
3
+ V
4
4
)
1
+U
1
3
4
,
2
= (V
3
3
+ V
4
4
)
2
+U
2
3
4
,
3
= (V
1
1
+ V
2
2
)
3
+U
3
1
2
,
4
= (V
1
1
+ V
2
2
)
4
+U
4
1
2
,
for 8 torsion functions U
i
, V
i
on B
0
. The collection of torsion tensors (T
a
bc
)
taking this form, and satisfying T
0
0a
= T
0
a0
= 0, constitutes the splitting of
(2.11) given in the general discussion, to which we will return shortly.
At this point, we can uncover more consequences of the fact that we are
dealing not with an arbitrary G
0
structure on a 5manifold, but a special one
induced by a hyperbolic MongeAmpere system. We already found as one con
sequence the fact that
0
1
2
+
3
4
(mod
0
),
which has nothing to do with our choices in absorbing torsion; absorbing torsion
allowed us to render this congruence into an equality. Similarly, we now obtain
pointwise relations among other torsion coecients by computing, modulo I
46 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
(which in this case means ignoring all
0
terms after dierentiating),
0 d(d
0
)
0
0
(
1
2
+
3
4
)
+((
1
1
+ V
3
3
+V
4
4
)
1
+U
1
3
4
)
2
1
((
2
2
+V
3
3
+ V
4
4
)
2
+U
2
3
4
)
+((
3
3
+ V
1
1
+V
2
2
)
3
+U
3
1
2
)
4
3
((
4
4
+V
1
1
+ V
2
2
)
4
+U
4
1
2
)
(U
1
+ 2V
2
)
2
3
4
(U
2
2V
1
)
1
3
4
+(U
3
+2V
4
)
1
2
4
(U
4
2V
3
)
1
2
3
,
so that
U
1
= 2V
2
, U
2
= 2V
1
, U
3
= 2V
4
, U
4
= 2V
3
.
These are pointwise linearalgebraic relation among our 8 torsion functions.
In the general study of Gstructures B M, we now have to consider the
group action in more detail. Specically, H
0,1
(g) is the cokernel of a map of G
modules, so it inherits a Gaction as well, and it is easy to see that the intrinsic
torsion : B H
0,1
(g) is equivariant for this action. Therefore, there is an
induced map
[ ] : M H
0,1
(g)/G,
which is an invariant of the equivalence class of the Gstructure B M; that is,
under a dieomorphism M
1
M
2
inducing an equivalence of Gstructures, [
2
]
must pull back to [
1
]. Now, H
0,1
(g)/G typically has a complicated topology,
and is rarely a manifold. However, in many cases of interest one can nd a
slice W H
0,1
(g), a submanifold whose points all have the same stabilizer
G
1
G, and which is a crosssection of the orbits which W itself intersects. If
the intrinsic torsion : B H
0,1
(g) of a Gstructure takes values in a union of
orbits represented by such a slice, then the set
B
1
def
=
1
(W)
is a smooth principal subbundle of B M having structure group G
1
G.
The process of reducing to a subbundle dened as the locus where intrinsic
torsion lies in a slice is called normalizing the torsion. If G
1
is a proper subgroup
of G, then we can essentially start the process over, starting with an arbitrary
pseudoconnection, absorbing torsion, and so on. Typically, one inherits from
B M some information about the torsion of the subbundle B
1
M, because
the original structure equations restrict to the submanifold B
1
B. We will
see an example of this below.
In practice, one typically studies the Gaction on H
0,1
(g) by transporting it
to the representing vector space T R
n
_
2
(R
n
)
. If T is not an invariant
subspace of R
n
_
2
(R
n
)
2
0
_
+
_
1
1
1
2
2
1
2
2
_
_
U
1
U
2
_
0
0
_
U
1
U
2
_
.
A similar procedure applied to the equations for d
3
, d
4
yields the pair
0 d
_
U
3
U
4
_
+
_
3
0
4
0
_
+
_
3
3
3
4
4
3
4
4
_
_
U
3
U
4
_
0
0
_
U
3
U
4
_
.
These describe the derivatives of the functions U
i
along the bers of B
0
M.
They are to be interpreted as giving
d
dt
t=0
U
i
(u g
t
),
where g
t
is a path in G
0
passing through the identity matrix at t = 0. Expo
nentiated, we see that the vectorvalued functions (U
1
, U
2
) and (U
3
, U
4
) on B
0
each transform by an anelinear action of G
0
along the bers; that is, they
vary by a linear representation composed with a translation.
1
It is the nilpo
tent part of the group, with components g
i
0
, which gives rise to the translation.
Specically, we have for g
0
as in (2.5)
_
U
1
(u g
0
)
U
2
(u g
0
)
_
= aA
1
_
U
1
(u)
U
2
(u)
_
A
1
C, (2.12)
_
U
3
(u g
0
)
U
4
(u g
0
)
_
= aB
1
_
U
3
(u)
U
4
(u)
_
B
1
D. (2.13)
1
Strictly speaking, we have only shown that the torsion function (U
i
) varies by an ane
linear action under the identity component of G
0
. What will be important, however, is that
if u B
0
satises U
i
(u) = 0, then U
i
(u J) = 0 as well, and likewise for some matrix in each
component where a < 0. These claims can be veried directly.
48 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
Now dene a 1adapted coframe to be a 0adapted coframe u B
0
satisfying
U
i
(u) = 0 for 1 i 4. It then follows from the above reasoning that the subset
B
1
B
0
of 1adapted coframes is a G
1
subbudle of B
0
, where the subgroup
G
1
G
0
is generated by the matrix J of (2.6), and by matrices of the form
(again, in blocks of size 1, 2, 2)
g
1
=
_
_
a 0 0
0 A 0
0 0 B
_
_
, (2.14)
with a = det(A) = det(B) ,= 0. The structure equation (2.8) on B
0
still holds
when restricted to B
1
, with
i
[
B1
= 0; but the pseudoconnection forms
i
0
[
B1
are semibasic for B
1
M, and their contribution should be regarded as torsion.
With everything now restricted to B
1
, we write
i
0
= P
i
0
0
+ P
i
j
j
and then have
d = +
with
=
_
_
_
_
_
_
0
0
0 0 0 0
0
1
1
1
2
0 0
0
2
1
2
2
0 0
0 0 0
3
3
3
4
0 0 0
4
3
4
4
_
_
_
_
_
_
and =
_
_
_
_
_
_
1
2
+
3
4
P
1
j
j
0
P
2
j
j
0
P
3
j
j
0
P
4
j
j
0
_
_
_
_
_
_
.
As before, we can absorb some of this torsion into the pseudoconnection form,
respecting the constraint
0
0
=
1
1
+
2
2
=
3
3
+
4
4
, until the torsion is of the
form
d + =
_
_
_
_
_
_
1
2
+
3
4
(P
1
+P
1
3
3
+P
1
4
4
)
0
(P
2
+P
2
3
3
+P
2
4
4
)
0
(Q
3
+ P
3
1
1
+P
3
2
2
)
0
(Q
4
+ P
4
1
1
+P
4
2
2
)
0
_
_
_
_
_
_
. (2.15)
We can go further: recall that
0
0
was uniquely determined up to addition of
a multiple of
0
. We now exploit this, and take the unique choice of
0
0
=
1
1
+
2
2
=
3
3
+
4
4
that yields a torsion vector of the form (2.15), with
P + Q = 0.
Now that
0
0
is uniquely determined, it is reasonable to try to get information
about its exterior derivative. To do this, we dierentiate the equation
d
0
=
0
0
0
+
1
2
+
3
4
,
2.1. THE EQUIVALENCE PROBLEM FOR n = 2 49
which simplies to
0 = (d
0
0
+2P
1
2
+2Q
3
4
+(P
2
3
P
4
1
)
1
3
(P
1
3
+P
4
2
)
2
3
+(P
2
4
+P
3
1
)
1
4
(P
1
4
P
3
2
)
2
4
)
0
.
This tells us the derivative of
0
0
modulo the algebraic ideal
0
= I, which
we now use in a somewhat unintuitive way.
We easily compute that
d(
0
1
2
) = 2
0
0
0
1
2
+
1
2
3
4
.
With knowledge of d
0
0
0
from above, we can dierentiate this equation to
nd
0 = 2(P Q)
0
1
2
3
4
.
This implies that P Q = 0, and combined with our normalization P +Q = 0,
we have
P = Q = 0,
which somewhat simplies our structure equations (2.15). In particular, we have
modulo I
d
0
0
(P
2
3
P
4
1
)
1
3
(P
1
3
+ P
4
2
)
2
3
+ (P
2
4
+ P
3
1
)
1
4
(P
1
4
P
3
2
)
2
4
.
(2.16)
As before, the next step is to study the 8 torsion coecients P
1
3
, P
1
4
, P
2
3
, P
2
4
,
P
3
1
, P
3
2
, P
4
1
, P
4
2
. We can again obtain a description of how they vary along the
connected components of the bers using innitesimal methods, and then get a
full description of their variation along bers by explicitly calculating how they
transform under one representative of each component of the structure group
G
1
.
We state only the result of this calculation. The torsion in each ber trans
forms by an 8dimensional linear representation of the group G
1
, which decom
poses as the direct sum of two 4dimensional representations. Motivated by
(2.16), we dene a pair of 2 2 matrixvalued functions on B
1
S
1
(u) =
_
P
1
3
P
4
2
P
1
4
+P
3
2
P
2
3
+ P
4
1
P
2
4
P
3
1
_
(u), S
2
(u) =
_
P
1
3
+P
4
2
P
1
4
P
3
2
P
2
3
P
4
1
P
2
4
+P
3
1
_
(u).
Now, for g
1
G
1
as in (2.14), one nds that
S
1
(u g
1
) = aA
1
S
1
(u)B, S
2
(u g
1
) = aA
1
S
2
(u)B.
In particular, the two summand representations for our torsion are the same,
when restricted to the components of G
1
of (2.14). However, one may also verify
that
S
1
(u J) =
_
0 1
1 0
_
S
t
1
(u)
_
0 1
1 0
_
,
S
2
(u J) =
_
0 1
1 0
_
S
t
2
(u)
_
0 1
1 0
_
.
50 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
An immediate conclusion to be drawn from this is that if S
1
(u) = 0 at some
point, then S
1
(u) = 0 everywhere on the same ber of B
1
M, and likewise
for S
2
.
If the torsion vector takes its values in a union of nontrivial orbits having
conjugate stabilizers, then we can try to make a further reduction to the subbun
dle consisting of those coframes on which the torsion lies in a family of normal
forms. However, it is usually interesting in equivalence problems to consider the
case when no further reduction is possible; in the present situation, this occurs
when all of the invariants vanish identically.
We rst claim that S
2
= 0 identically if and only if the uniquely determined
form
0
0
is closed. To see this, note rst that from (2.16) we have S
2
= 0 if and
only if
d
0
0
=
0
for some 1form . We dierentiate modulo
0
to obtain
0 d
0
(mod
0
)
which by symplectic linear algebra implies that
0 (mod
0
).
But then d
0
0
= 0, as claimed. Conversely, if d
0
0
= 0, then obviously S
2
= 0.
Now suppose that S
1
= S
2
= 0 identically. Then because d
0
0
= 0, we can
locally nd a function > 0 satisfying
0
0
=
1
d.
We can also compute in case S
1
= S
2
= 0 that
d(
1
2
) =
0
0
1
2
,
so that
d(
1
2
) = 0.
Now, by a variant of the Darboux theorem, this implies that there are locally
dened functions p, x such that
dp dx =
1
2
.
Similar reasoning gives locally dened functions q, y such that
dq dy =
3
4
.
In terms of these functions, note that
d(
0
) = (
1
2
+
3
4
) = dp dx dq dy,
which by the Poincare lemma implies that there is another locally dened func
tion z such that
0
= dz p dx q dy.
2.1. THE EQUIVALENCE PROBLEM FOR n = 2 51
The linear independence of
0
, . . . ,
4
implies that pulled back by any 1adapted
coframe (that is, any section of B
1
), the functions x, y, z, p, q form local coordi
nates on M. In terms of these local coordinates, our hyperbolic MongeAmpere
system is
c =
0
,
1
2
+
3
4
,
1
2
3
4
(2.17)
= dz p dx q dy, dp dx + dq dy, dp dx dq dy. (2.18)
In an obvious way, transverse local integral surfaces of c are in onetoone
correspondence with solutions to the wave equation for z(x, y)
2
z
x y
= 0.
This establishes the following.
Theorem 2.1 A hyperbolic MongeAmpere system (M
5
, c) satises S
1
= S
2
=
0 if and only if it is locally equivalent to the MongeAmpere system (2.18) for
the linear homogeneous wave equation.
This gives us an easily computable method for determining when a given second
order scalar MongeAmpere equation in two variables is contactequivalent to
this wave equation.
Looking at the equation (2.16) for d
0
0
(mod I), it is natural to ask about
the situation in which S
2
= 0, but possibly S
1
,= 0. This gives an alternative
version of the solution to the inverse problem discussed in the previous chapter.
Theorem 2.2 A hyperbolic MongeAmpere system (M
5
, c) is locally equivalent
to an EulerLagrange system if and only if its invariant S
2
vanishes identically.
Proof. The condition for our c to contain a PoincareCartan form
=
0
(
1
2
3
4
)
is that this be closed for some function on B
1
, which we can assume satises
> 0. Dierentiating then gives
0 = (d 2
0
0
)
0
(
1
2
3
4
).
Exterior algebra shows that this is equivalent to d 2
0
0
being a multiple of
0
, say
d 2
0
0
=
0
for some function , or in other words,
d(log) 2
0
0
=
0
.
Such an equation can be satised if and only if d
0
0
is equivalent modulo I to
a multiple of d
0
. But we know that
d
0
1
2
+
3
4
,
52 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
and from (2.16) we see that d
0
0
is a multiple of this just in case S
2
= 0.
This result may be thought of as follows. For any hyperbolic MongeAmpere
system, d
0
0
2
(B
1
) is both closed and semibasic for B
1
M. This means
that it is the pullback of a 2form on M canonically associated with c.
2
We
showed that this 2form vanishes if and only if S
2
= 0, which is equivalent to c
being locally EulerLagrange. This condition is reminiscent of the vanishing of
a curvature, when
0
0
is viewed as a connection in the contact line bundle I.
2.2 NeoClassical PoincareCartan Forms
We now turn to the geometry of PoincareCartan forms in case n 3. In the
preceding section, we emphasized the corresponding MongeAmpere system;
from now on, we will instead emphasize the more specialized PoincareCartan
form.
Let M
2n+1
be a manifold with contact line bundle I, locally generated by a
1form . Let
n+1
(M) be a closed (n + 1)form locally expressible as
= ,
where
P
n
(T
i
(j)
K) (2.22)
2
This statement also requires one to verify that d
0
0
is invariant under the action of some
element of each connected component of G
1
; this is easily done.
2.2. NEOCLASSICAL POINCAR
ECARTAN FORMS 53
for some coframing (,
i
,
i
) of M with (I), some invertible matrix of
functions (H
ij
), and some function K.
Later, we will see the extent to which this denition generalizes the classical
case. We remark that the almostclassical forms = are those for which
the primitive
lies in the tangent variety of the cone of totally decomposable
3
nforms in P
n
(T
,
i
,
i
) is another if and only if the transition
matrix is of the form (in blocks of size 1, n, n)
_
_
i
i
_
_
=
_
_
a 0 0
C
i
A
i
j
0
D
i
E
ij
B
j
i
_
_
_
_
j
_
_
.
Proof. That the rst row of the matrix must be as shown is clear from the
requirement that ,
(I). The real content of the lemma is that Pfaan
system
J
def
= Span,
1
, . . . ,
n
is character
ized as the set of 1forms such that is totally decomposable; this claim
we leave as an exercise for the reader.
The Pfaan system J
= ,
1
, . . . ,
n
associated to is crucial for all
that follows. It is canonical in the sense that any local dieomorphism of M
preserving also preserves J
= dz, dx
1
, . . . , dx
n
, which is integrable and has leaf space J
0
(R
n
, R).
Proposition 2.2 If n 4, then for any almostclassical form on a contact
manifold (M
2n+1
, I), the Pfaan system J
is integrable.
Proof. We need to show that d, d
i
0 (mod J
i
(j)
K),
3
A nform is totally decomposable if it is equal to the exterior product of n 1forms.
54 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
and
d a
ij
i
j
(mod J
).
Then taking those terms of the equation d 0 (mod I) that are cubic in
i
, we nd
a
ij
i
j
H
kl
l
= 0.
Then the 2form a
ij
j
has at least n 3 linearly independent 1forms as di
visors, which is impossible unless a
ij
j
= 0. Therefore, d 0 (mod J
)
(with only the hypothesis n 3).
For the next step, it is useful to work with the 1forms
i
def
= H
ij
j
,
and write
d
i
P
i
jk
j
k
(mod J
), P
i
jk
+P
i
kj
= 0.
From the form of (2.22), we have
0 =
i
j
for any pair of indices 1 i, j n. Dierentiating, we obtain
0 = (d
i
j
i
d
j
)
= (P
i
kl
k
l
j
P
j
kl
k
l
i
)
= (
j
m
P
i
kl
i
m
P
j
kl
)
k
l
m
.
It is now an exercise in linear algebra to show that if n 4, then this implies
P
i
jk
= 0. The hypotheses are that P
i
jk
= P
i
kj
and
(
j
m
P
i
kl
i
m
P
j
kl
) + (
j
k
P
i
lm
i
k
P
j
lm
) +(
j
l
P
i
mk
i
l
P
j
mk
) = 0. (2.23)
By contracting rst on jk and then on il, one nds that for n ,= 2 the contraction
P
i
ik
vanishes. Contracting (2.23) only on jk and using P
i
ik
= 0, one nds that
for n ,= 3, all P
i
jk
vanish.
There do exist counterexamples in case n = 3, for which (2.23) implies only
that
d
i
= P
ij
(j)
, P
ij
= P
ji
.
For example, if we x constants P
ij
= P
ji
also satisfying P
ii
= 0, then there
is a unique simply connected, 7dimensional Lie group G having a basis of left
invariant 1forms (
i
, ,
i
) satisfying structure equations
d
i
= P
ij
(j)
, d =
i
i
, d
i
= 0.
In this case, generates a homogeneous contact structure on G, and the form
def
=
i
(i)
2.2. NEOCLASSICAL POINCAR
ECARTAN FORMS 55
is closed, giving an almostclassical form for which J
is not integrable.
These counterexamples cannot arise from classical cases, however, and this
suggests that we consider the following narrower class of PoincareCartan forms.
Denition 2.4 An almostclassical PoincareCartan form is neoclassical if
its associated Pfaan system J
is integrable.
So the preceding Proposition states that in case n 4, every almostclassical
PoincareCartan form is neoclassical, and we have narrowed the denition only
in case n = 3.
The foliation corresponding to the integrable Pfaan system J
is the be
ginning of the very rich geometry associated to a neoclassical PoincareCartan
form. Before investigating it further, we justify the study of this class of objects
with the following.
Proposition 2.3 Every neoclassical PoincareCartan form on a contact
manifold (M, I) is locally equivalent to that arising from some classical vari
ational problem. More precisely, given such (M, I, ), there are local coordi
nates (x
i
, z, p
i
) on M with respect to which the contact system I is generated by
dz p
i
dx
i
, and there is a Lagrangian of the form L(x
i
, z, p
i
)dx whose Poincare
Cartan form is .
Note that we have already observed the converse, that those nondegenerate
PoincareCartan forms arising form classical variational problems (in case n 3)
are neoclassical.
Proof. We x a coframing (,
i
,
i
) as in the denition of an almostclassical
form. Using the Frobenius theorem, we take independent functions (x
i
, z) on
M so that
J
=
i
, = dx
i
, dz.
By relabelling if necessary, we may assume / dx
i
, and we nd that there
are functions p
i
so that
R (dz p
i
dx
i
).
The fact that (d)
n
,= 0 implies that (x
i
, z, p
i
) are local coordinates on M.
We now introduce a technical device that is often useful in the study of
exterior dierential systems. Let
T
p
q
p+q
(M)
be the collection of (p+q)forms with at least p factors in J
; this is welldened.
With this notation, the fact that J
q
) T
p
q+1
.
There is a version of the Poincare lemma that can be applied to each leaf of the
foliation determined by J
0
d
T
p
1
d
56 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
is locally exact for each p. Now, any almostclassical form lies in T
n
1
; so
not only is the closed form locally equal to d for some
n
(M), we
can actually choose to lie in T
n
0
. In other words, we can locally nd a
Lagrangian of the form
= L
0
(x, z, p)dx +L
i
(x, z, p)dz dx
(i)
for some functions L
0
, L
i
. This may be rewritten as
= (L
0
+p
i
L
i
)dx + (L
i
dx
(i)
),
and then the condition d = 0 (recall that this was part of the construction
of the PoincareCartan form associated to any class in H
n
(
as
J
= dz, dx
i
).
The latter notation refers to a hyperplane in the tangent space of Q at (x
i
, z).
Under this map, the standard contact system on G
n
(TQ) evidently pulls back
to I, so we have a local contact dieomorphism commuting with projections to
2.2. NEOCLASSICAL POINCAR
ECARTAN FORMS 57
Q. Every point transformation of Q prolongs to give a contact transformation
of G
n
(TQ), hence of M as well. Conversely, every contact transformation of
M that preserves is the prolongation of a point transformation of Q, be
cause the foliation by integral manifolds of J
dening Q is associated to
in a contactinvariant manner.
4
In this sense, studying the geometry of a neo
classical PoincareCartan form (in case n 3) under contact transformations is
locally no dierent than studying the geometry of an equivalence class of classi
cal nondegenerate rstorder scalar Lagrangians under point transformations.
We have now interpreted (M, I) as a natural object in terms of Q, but our
real interest lies in . What kind of geometry does dene in terms of Q? We
will answer this question in terms of the following notion.
Denition 2.5 A Lagrangian potential for a neoclassical PoincareCartan
form on M is an nform T
n
0
(that is, is semibasic for M Q) such
that d = .
We saw in the proof of Proposition 2.3 that locally a Lagrangian potential
exists. Such are not unique, but are determined only up to addition of closed
forms in T
n
0
. It will be important below to note that a closed form in T
n
0
must actually be basic for M Q; that is, it must be locally the pullback of a
(closed) nform on Q. In particular, the dierence between any two Lagrangian
potentials for a give neoclassical form must be basic.
Consider one such Lagrangian potential , semibasic over Q. Then at each
point m M, one may regard
m
as an element of
_
n
(T
q(m)
Q), an nform at
the corresponding point of Q. This denes a map
: M
_
n
(T
Q),
commuting with the natural projections to Q. Counting dimensions shows that
if is an immersion, then we actually obtain a hypersurface in
_
n
(T
Q); to be
more precise, we have a smoothly varying eld of hypersurfaces in the vector
bundle
_
n
(T
Q) over an
(n + 1)dimensional manifold Q, we may restrict to M the tautological nform
on
_
n
(T
Q) to obtain a form
n
(M). Under mild technical hypotheses on
the hypersurface M, the form d
n+1
(M) will be a neoclassical Poincare
Cartan form.
So we have associated to a PoincareCartan form , and a choice of La
grangian potential T
n
0
, a eld of hypersurfaces in
_
n
(T
Q) Q. How
ever, we noted that was not canonically dened in terms of , so neither
are these hypersurfaces. As we have seen, the ambiguity in is that another
admissible
may dier from by a form that is basic over Q. This means
that
does not depend on the bercoordinate for M Q, and therefore
4
This statement is only valid in case the foliation by integral manifolds of J
is simple; in
other cases, only a cumbersome local version of the statement holds.
58 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
the two corresponding immersions , dier in each ber M
q
(q Q) only by
a translation in
_
n
(T
q
Q). Consequently, we have in each
_
n
(T
q
Q) a hyper
surface welldened up to translation. A contact transformation of M which
preserves will therefore carry the eld of hypersurfaces for a particular choice
of to a eld of hypersurfaces diering by (a eld of) ane transformations.
To summarize,
one can canonically associate to any neoclassical PoincareCartan
form (M, ) a eld of hypersurfaces in the bundle
_
n
(T
Q) Q,
regarded as a bundle of ane spaces. We expect the dierential
invariants of to include information about the geometry of each of
these ane hypersurfaces, and this will turn out to be the case.
2.3 Digression on Ane Geometry of Hypersur
faces
Let A
n+1
denote (n+1)dimensional ane space, which is simply R
n+1
regarded
as a homogeneous space of the group A(n +1) of ane transformations
x g x + v, g GL(n + 1, R), v R
n+1
.
Let x : F A
n+1
denote the principal GL(n + 1, R)bundle of ane frames;
that is,
F = f = (x, (e
0
, . . . , e
n
)),
where x A
n+1
is a point, and (e
0
, . . . , e
n
) is a basis for the tangent space
T
x
A
n+1
. The action is given by
(x, (e
0
, . . . , e
n
)) (g
a
b
)
def
= (x, (e
b
g
b
0
, . . . , e
b
g
b
n
)). (2.24)
For this section, we adopt the index ranges 0 a, b, c n, 1 i, j, k n, and
always assume n 2.
There is a basis of 1forms
a
,
a
b
on F dened by decomposing the A
n+1

valued 1forms
dx = e
a
a
, de
a
= e
b
b
a
.
These equations implicitly use a trivialization of TA
n+1
that commutes with
ane transformations. Dierentiating, we obtain the structure equations for F:
d
a
=
a
b
b
, d
a
b
=
a
c
c
b
. (2.25)
Choosing a reference frame f
0
F determines an identication F
= A(n + 1),
and under this identication the 1forms
a
,
a
b
on F correspond to a basis
of leftinvariant 1forms on the Lie group A(n + 1). The structure equations
(2.25) on F then correspond to the usual MaurerCartan structure equations
for leftinvariant 1forms on a Lie group.
2.3. DIGRESSION ON AFFINE GEOMETRY OF HYPERSURFACES 59
In this section, we will study the geometry of smooth hypersurfaces M
n
A
n+1
, to be called ane hypersurfaces, using the method of moving frames;
no previous knowledge of this method is assumed. In particular, we give con
structions that associate to M geometric objects in a manner invariant under
ane transformations of the ambient A
n+1
. Among these objects are tensor
elds H
ij
, U
ij
, and T
ijk
on M, called the ane rst and second fundamental
forms and the ane cubic form of the hypersurface. We will classify those non
degenerate (to be dened) hypersurfaces for which T
ijk
= 0 everywhere. This is
of interest because the particular neoclassical PoincareCartan forms that we
study later induce elds of ane hypersurfaces of this type.
Suppose given a smooth ane hypersurface M A
n+1
. We dene the
collection of 0adapted frames along M by
F
0
(M) = (x, (e
0
, . . . , e
n
)) F : x M, e
1
, . . . , e
n
span T
x
M F.
This is a principal subbundle of F[
M
whose structure group is
5
G
0
def
=
_
g
0
=
_
a 0
v A
_
: a R
, A GL(n, R), v R
n
_
. (2.26)
Restricting forms on F to F
0
(M) (but supressing notation), we have
0
= 0,
1
n
,= 0.
Dierentiating the rst of these gives
0 = d
0
=
0
i
i
,
and we apply the Cartan lemma to obtain
0
i
= H
ij
j
for some functions H
ij
= H
ji
.
One way to understand the meaning of these functions H
ij
, which constitute
the rst fundamental form of M A
n+1
, is as follows. At any given point of
M A
n+1
, one can nd an ane frame and associated coordinates with respect
to which M is locally a graph
x
0
=
1
2
H
ij
(x
1
, . . . , x
n
)x
i
x
j
for some functions
H
ij
. Restricted to the 0adapted frame eld dened by
e
0
(x) =
x
0
, e
i
(x) = (
H
ij
(x)x
j
+
1
2
i
H
jk
(x)x
j
x
k
)
x
0
+
x
i
,
one nds that the values over 0 M of the functions H
ij
equal
H
ij
(0). Loosely
speaking, the functions H
ij
express the second derivatives of a dening function
for M.
5
Here and throughout, R
ECARTAN FORMS
Returning to the general situation, we calculate as follows. We substitute
the expression
0
i
= H
ij
j
into the structure equation d
0
i
=
0
b
b
i
, collect
terms, and conclude
0 = (dH
ij
+ H
ij
0
0
H
kj
k
i
H
ik
k
j
)
j
.
Using the Cartan lemma, we have
dH
ij
= H
ij
0
0
+ H
kj
k
i
+H
ik
k
j
+T
ijk
k
for some functions T
ijk
= T
ikj
= T
kji
. This innitesimally describes how the
functions H
ij
vary along the bers of F
0
(M), on which
j
= 0. In particular,
as a matrixvalued function H = (H
ij
) on F
0
(M), it transforms by a linear
representation of the structure group:
H(f g
0
) = (a
1
)
t
AH(f)A,
where g
0
G
0
is as in (2.26).
6
Now we consider the quantity
(f)
def
= det(H
ij
(f)),
which vanishes at some point of F
0
(M) if and only if it vanishes on the entire
ber containing that point. We will say that M A
n+1
is nondegenerate if
,= 0 everywhere on F
0
(M). Also note that the absolute signature of H
ij
is
welldened at each point of M. It is easy to see that H
ij
is denite if and
only if M A
n+1
is convex. In what follows, we will assume that M is a
nondegenerate hypersurface, but not necessarily that it is convex.
It turns out that T = (T
ijk
), which one would like to regard as a sort of
covariant derivative of H = (H
ij
), is not a tensor; that is, it does not transform
by a linear representation along the bers of F
0
(M) M. We will exploit this
below to reduce the principal bundle F
0
(M) M to a subbundle of frames
satisfying a higherorder adaptivity condition. Namely, F
1
(M) F
0
(M) will
consist of those frames where T
ijk
is traceless with respect to the nondegenerate
symmetric bilinear form H
ij
, meaning H
jk
T
ijk
= 0, where (H
ij
) is the matrix
inverse of (H
ij
). Geometrically, the reduction will amount to a canonical choice
of line eld Re
0
transverse to M, which we will think of as giving at each point
of M a canonical ane normal line.
To justify this, we let (H
ij
) denote the matrix inverse of (H
ij
), and let
C
i
def
= H
jk
T
ijk
be the vector of traces of T with respect to H. We compute
d(log ) =
1
d
= Tr(H
1
dH)
= H
ij
dH
ij
= n
0
0
+2
i
i
+ C
i
i
.
6
As usual, our argument only proves this claim for g
0
in the identity component of G
0
,
but it may be checked directly for representative elements of each of the other components.
2.3. DIGRESSION ON AFFINE GEOMETRY OF HYPERSURFACES 61
Now dierentiate again and collect terms to nd
0 = (dC
i
C
j
j
i
(n + 2)H
ij
j
0
)
i
. (2.27)
Therefore, we have
dC
i
C
j
j
i
+ (n +2)H
ij
j
0
(mod
1
, . . . ,
n
), (2.28)
which expresses how the traces C
i
vary along the bers of F
0
(M) M. In
particular, if the matrix (H
ij
) is nonsingular, as we are assuming, then the
action of the structure group on the values of the vector (C
i
) R
n
is transitive;
that is, every value in R
n
is taken by (C
i
) in each ber. Therefore, the set of
0adapted frames f F
0
(M) where each C
i
(f) = 0 is a principal subbundle
F
1
(M) F
0
(M), whose structure group is the stabilizer of 0 R
n
under the
action. This stabilizer is
G
1
def
=
_
g
1
=
_
a 0
0 A
_
: a R
, A GL(n, R)
_
.
Comparing to the full action (2.24) of the ane group A(n + 1) on F, we see
that along each ber of F
1
(M), the direction Re
0
is xed. Thus, we have
uniquely chosen the direction of e
0
at each point of M by the condition C
i
= 0
for i = 1, . . . , n.
A more concrete explanation of what we have done is seen by locally pre
senting our hypersurface in the form
x
0
=
1
2
H
ij
(0)x
i
x
j
+
1
6
T
ijk
(x
1
, . . . , x
n
)x
i
x
j
x
k
.
An ane change of coordinates that will preserve this form is the addition of a
multiple of x
0
to each x
i
; the n choices that this entails can be uniquely made
so that
T
ijk
(0) is traceless with respect to
H
ij
(0). Once such choices are xed,
then so is the direction of
x
0
, and this gives the canonical ane normal line at
x = 0.
There is a remarkable interpretation of the ane normal direction at a point
where H
ij
is positivedenite (see [Bla67]). Consider the 1parameter family of
hyperplanes parallel to the tangent plane at the given point. For those planes
suciently near the tangent plane, the intersection with a xed neighborhood
in the surface is a closed submanifold of dimension n2 in M, having an ane
invariant centerofmass. These centersofmass form a curve in ane space,
passing through the point of interest; this curves tangent line at that point is
the ane normal direction.
We can see from (2.28) that on F
1
(M), where T
ijk
is traceless, the forms
j
0
are semibasic over M. It is less convenient to express these in terms of the basis
i
than to instead use
0
i
= H
ij
j
, assuming that M A
n+1
is nondegenerate.
On F
1
(M) we write
j
0
= U
jk
0
k
.
Now (2.27), restricted to F
1
(M) where C
i
= 0, implies that U
ij
= U
ji
.
62 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
The reader may carry out computations similar to those above to show that
the (U
ij
) and (T
ijk
) are tensors; that is, they transform along the bers of
F
1
(M) by a linear representation of G
1
. For example, if T
ijk
= 0 at some point
of F
1
(M), then T
ijk
= 0 everywhere along the same ber of F
1
(M) M.
Furthermore, the transformation law for U
ij
is such that if U
ij
= H
ij
at some
point, for some , then the same is truewith possibly varying everywhere
on the same ber. We can now give some additional interpretations of the
simplest cases of the ane second fundamental form U
ij
and the ane cubic
form T
ijk
. The following theorem is the main purpose of this digression.
Theorem 2.3 (1) If U
ij
= H
ij
everywhere on F
1
(M)that is, if the second
fundamental form is a scalar multiple of the rst fundamental formthen either
= 0 everywhere or ,= 0 everywhere. In the rst case, the ane normal lines
of M are all parallel, and in the second case, the ane normal lines of M are
all concurrent.
(2) If T
ijk
= 0 everywhere on F
1
(M), then U
ij
= H
ij
everywhere. In this
case, if = 0, then M is a paraboloid, while if ,= 0, then M is a nondegenerate
quadric.
Proof. Suppose rst that U
ij
= H
ij
on F
1
(M) for some function . This is
same as writing
j
0
= H
jl
0
l
=
j
.
We dierentiate this equation (substituting itself), and obtain
(d
0
0
)
j
= 0 for each j.
Under the standing assumption n > 1, this means that
d =
0
0
.
So assuming that M is connected, we have the rst statement of (1). We will
describe the geometric consequences of each of the two possibilities.
First, suppose that = 0, so that U
ij
= 0, and then
j
0
= 0 throughout
F
1
(M). Then the denition of our original basis of 1forms gives
de
0
= e
a
a
0
= e
0
0
0
,
meaning that the direction in A
n+1
of e
0
is xed throughout F
1
(M), or equiv
alently, all of the ane normals of M are parallel.
Next, suppose ,= 0, and assume for simplicity that < 0. The dierential
equation d =
0
0
implies that we can restrict to the principal subbundle
F
2
(M) where = 1. This amounts to a choice of a particular vector eld e
0
along the ane normal line eld already dened. Note that on F
2
(M), we have
j
0
=
j
= H
jk
0
k
,
0
0
= 0. (2.29)
As a result, the structure equations dx = e
i
i
and de
0
= e
a
a
0
= e
i
i
imply
that
d(x + e
0
) = 0,
2.3. DIGRESSION ON AFFINE GEOMETRY OF HYPERSURFACES 63
so that x + e
0
is a constant element of A
n+1
. In particular, all of the ane
normal lines of M pass through this point. This completes the proof of (1).
Now assume that T
ijk
= 0 identically; this will be satised by each member
of the elds of ane hypersurfaces associated to certain neoclassical Poincare
Cartan forms of interest. Our rst claim is that U
ij
= H
ij
for some function
on F
1
(M). To see this, note that our hypothesis means
dH
ij
= H
ij
0
0
+ H
kj
k
i
+H
ik
k
j
.
We dierentiate this, using the structure equations in the simplied form that
dened the reduction to F
1
(M), and obtain
0 = H
kj
k
0
0
i
H
ik
k
0
0
j
.
If we use H
ij
to raise and lower indices and dene
U
ij
= H
ik
H
lj
U
kl
,
then the preceding equation may be written as
0 = (U
jl
H
ik
+U
il
H
jk
)
l
k
.
The coecients of this vanishing 2form then satisfy
0 = U
jl
H
ik
+U
il
H
jk
U
jk
H
il
U
ik
H
jl
;
we multiply by H
ik
(and sum over i, k) to conclude
U
jl
=
1
n
(H
ik
U
ik
)H
jl
.
This proves that
U
ij
= H
ij
,
with =
1
n
H
kl
U
kl
.
We now return to the possibilities = 0, ,= 0 under the stronger hypothesis
T
ijk
= 0.
In the rst case, note that with the condition
j
0
= 0 on F
1
(M), we have
that the Pfaan system generated by
0
0
and
i
j
(for 1 i, j n) is integrable.
Let
M be any leaf of this system. Restricted to
M, we have
dH
ij
= 0,
so that the functions H
ij
are constants. Furthermore, the linearly independent
1forms
i
on
M are each closed, so that (at least locally, or else on a simply
connected cover) there are coordinates u
i
on
M with
i
= du
i
.
Substituting all of this into the structure equations, we have:
64 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
de
0
= 0, so that e
0
is a constant element of A
n+1
on
M;
de
i
= e
0
0
i
= e
0
H
ij
j
= d(e
0
H
ij
u
j
), so that
e
i
= e
i
+e
0
H
ij
u
j
for some constant e
i
A
n+1
;
dx = e
i
i
= ( e
i
+ e
0
H
ij
u
j
)du
i
= d(u
i
e
i
+
1
2
e
0
H
ij
u
i
u
j
), so that
x = x + u
i
e
i
+
1
2
H
ij
u
i
u
j
e
0
for some constant x A
n+1
.
The conclusion is that as the coordinates u
i
vary on
M, the A
n+1
valued func
tion x on
M traces out a paraboloid, with vertex at x and axis along the direction
of e
0
.
Turning to the case ,= 0, recall that under the assumption < 0, we
can reduce to a subbundle F
2
(M) F
1
(M) on which = 1. We use the
dierential equation
dH
ij
= H
ik
k
j
+H
kj
k
i
to reduce again to a subbundle F
3
(M) F
2
(M) on which H
ij
=
H
ij
is some
constant matrix. On F
3
(M), the forms
i
j
satisfy linear algebraic relations
0 =
H
ik
k
j
+
H
kj
k
i
.
Our assumption = 1 allows us to combine these with the relations (2.29) by
dening
=
_
0
0
j
i
0
i
j
_
, H =
_
1 0
0
H
_
,
and then
H +
t
H = 0.
In other words, the matrixvalued 1form on F
3
(M) takes values in the Lie
algebra of the stabilizer of the bilinear form H. For instance, if our hyper
surface M is convex, so that (H
ij
) is denite everywhere, then we could have
chosen
H
ij
=
ij
, and then would take values in the Lie algebra so(n+1, R).
Whatever the signature of H
ij
, let the stabilizer of H be denoted by O(H)
GL(n +1, R), with Lie algebra so(H). Then the structure equation
d + = 0
implies that there is locally (alternatively, on a simply connected cover) a map
g : F
3
(M) O(H)
such that
= g
1
dg.
2.4. THE EQUIVALENCE PROBLEM FOR N 3 65
Using the structure equations de
a
= e
b
b
a
, this implies
d(e
a
(g
1
)
a
b
) = 0,
so that
e
a
= e
b
g
b
a
for some xed ane frame ( e
b
). In particular, the A
n+1
valued function e
0
on F
3
(M) takes as its values precisely the points of a level surface of a non
degenerate quadratic form, dened by H. Recalling from the rst part of the
proof that x + e
0
is constant on A
n+1
, this means that the hypersurface M,
thought of as the image of the map x : F
3
(M) A
n+1
, is a constant translate
of a nondegenerate quadric hypersurface. The signature of the quadric is (p, q),
where (p 1, q) is the signature of the rst fundamental form (H
ij
).
The case > 0 instead of < 0 is quite similar, but M is a quadric of
signature (p, q) when (H
ij
) has signature (p, q 1).
2.4 The Equivalence Problem for n 3
We now consider a contact manifold (M, I) with a closed, almostclassical form
= (H
ij
i
(j)
K). (2.30)
We will shortly specialize to the case in which is neoclassical. The coframes
in which takes the form (2.30), for some functions H
ij
and K, constitute a G
structure as described in Lemma 2.1. The purpose of this section is to describe
a canonical reduction of this Gstructure to one carrying a pseudoconnection
satisfying structure equations of a prescribed form, as summarized in (2.47
2.48), at least in case the matrix (H
ij
) is either positive or negativedenite
everywhere. This application of the equivalence method involves no techniques
beyond those introduced in 2.1, but some of the linearalgebraic computations
are more involved.
We begin by rening our initial Gstructure as follows.
Lemma 2.2 Let (M, I) be a contact manifold with almostclassical form .
(1) There exist local coframings (,
i
,
i
) on M such that has the form (2.30)
and such that
d
i
i
(mod I).
(2) Local coframings as in (1) are the sections of a G
0
structure B
0
M, where
G
0
is the group of matrices of the form (in blocks of size 1, n, n)
g
0
=
_
_
a 0 0
C
i
A
i
j
0
D
i
S
ik
A
k
j
a(A
1
)
j
i
_
_
, A GL(n, R), S
ij
= S
ji
. (2.31)
66 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
(3) If two local coframings as in (1) are related as
_
_
i
_
_
= g
1
0
_
_
j
j
_
_
,
and if = (H
ij
i
(j)
K) =
(
H
ij
i
(j)
K ) are the
expressions for with respect to these coframings, then
H = a
2
(det A)A
1
H
t
A
1
, (2.32)
K = a(det A)(
K Tr(
HS)). (2.33)
Proof. (1) First observe that in any coframing, we may write
d a
ij
i
j
+ b
j
i
j
i
+c
ij
i
j
(mod I).
We will deal with each of the three coecient matrices (a
ij
), (b
j
i
), (c
ij
) to obtain
the desired condition d
i
i
.
The proof of Proposition 2.2 showed for n 3 that
0 d a
ij
i
j
(mod J
),
which implies a
ij
i
j
= 0. This followed from calculating 0 = d
modulo I.
From the fact that is a contact form, we have
0 ,= (d)
n
= det(b
j
i
) ,
so that (b
j
i
) is an invertible matrix. Therefore, we may apply the matrix
(b
j
i
)
1
to the 1forms
j
to obtain a new basis in which we have b
j
i
=
j
i
,
so that
d
i
i
+ c
ij
i
j
(mod I).
Note that this coframe change is of the type admitted by Lemma 2.1,
preserving the form (2.30).
Finally, we can replace
i
by
i
+c
ij
j
to have the desired d
i
i
.
This coframe change also preserves the form (2.30).
(2) We already know that any matrix as in Lemma 2.1 will preserve the form
(2.30). We write the action of such a matrix as
_
_
_
= a
i
= C
i
+ A
i
j
j
i
= D
i
+S
ik
A
k
j
j
+ B
j
i
j
.
2.4. THE EQUIVALENCE PROBLEM FOR n 3 67
It is easily veried that the condition d
i
i
implies the analogous
condition d
i
i
if and only if
_
B
j
i
A
i
k
= a
j
k
,
S
jk
= S
kj
.
This is what we wanted to prove.
(3) These formulae are seen by substituting the formulae for (
,
i
,
i
) into the
equation for the two expressions for , and comparing terms. One uses the
following fact from linear algebra: if
i
A
i
j
j
(mod I),
then
(j)
(det A)(A
1
)
i
j
(i)
(mod I);
that is, the coecients of
(j)
in terms of
(i)
are the cofactors of the coecient
matrix of
i
in terms of
j
.
We can see from (2.32) that the matrix H = (H
ij
) transforms under coframe
changes like a bilinear form, up to scaling, and in particular that its absolute
signature is xed at each point of M. To proceed, we have to assume that this
signature is constant throughout M. In particular, we shall from now on assume
that H is positive or negative denite everywhere, and refer to almostclassical
forms with this property as denite. Cases of dierent constant signature are
of interest, but can be easily reconstructed by the reader in analogy with the
denite case examined below.
Once we assume that the matrixvalued function H on B
0
is denite, the
following is an easy consequence of the preceding lemma.
Lemma 2.3 Given a denite, almostclassical PoincareCartan form on a
contact manifold (M, I), there are 0adapted local coframings (,
i
,
i
) for which
= (
ij
i
(j)
),
and these form a G
1
structure B
1
B
0
M, where G
1
is the group of matrices
g
1
of the form (2.31) with
det A > 0, a(det A)
1
2
A O(n, R), S
ii
= 0.
This follows from imposing the conditions
H = H = I
n
,
K = K = 0 in the
previous lemma. Unfortunately, it is dicult to give a general expression in
coordinates for such a 1adapted coframing in the classical case, because such
an expression requires that we normalize the Hessian matrix (L
pipj
). In practice,
however, such a coframing is usually easy to compute.
68 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
It is convenient for later purposes to use a dierent parameterization of our
group G
1
. Namely, an arbitrary element will be written as
g
1
=
_
_
r
n2
0 0
C
i
r
2
A
i
j
0
D
i
S
ik
A
k
j
r
n
(A
1
)
j
i
_
_
, (2.34)
where A = (A
i
j
) SO(n, R), r > 0, S
ij
= S
ji
, S
ii
= 0. Also, now that
the orthogonal group has appeared, some of the representations occuring in
the sequel are isomorphic to their duals, for which it may be unuseful and
sometimes confusing to maintain the usual summation convention, in which
one only contracts a pair of indices in which one index is raised and the other
lowered. Therefore, we will now sum any index occuring twice in a single term,
regardless of its positions.
We now assume that we have a denite, neoclassical PoincareCartan form
with associated G
1
structure B
1
M, and we begin searching for dierential
invariants. There are local pseudoconnection 1forms ,
i
,
i
,
i
j
,
ij
dened so
that equations of the following form hold:
d
_
_
i
_
_
=
_
_
(n 2) 0 0
i
2
i
j
+
i
j
0
i
ij
n
j
i
j
i
_
_
_
_
j
_
_
+
_
_
i
_
_
,
where ,
i
,
i
are the tautological 1forms on B
1
, the torsion 2forms ,
i
,
i
are semibasic for B
1
M, and the psuedoconnection 1forms satisfy
i
j
+
j
i
= 0,
ij
=
ji
,
ii
= 0.
These last conditions mean that the psuedoconnection matrix takes values in
the Lie algebra g
1
gl(2n +1, R) of G
1
.
The psuedoconnection 1forms are not uniquely determined, and our next
step is to exploit this indeterminacy to try to absorb components of the torsion.
First, we know that d
i
i
(mod I). The dierence between
= d +(n2) and
i
i
is therefore a semibasic multiple of , which
can be absorbed by a semibasic change in . We can therefore simply assume
that
d = (n 2)
i
i
,
or equivalently, =
i
i
.
Second, our assumption that is neoclassical means that the Pfaan sys
tem J
= ,
i
is integrable (even up on B
1
). In the structure equation
d
i
=
i
(2
i
j
+
i
j
)
j
+
i
, (2.35)
this means that
i
0 (mod J
). Also,
i
is semibasic over M, so we can
write
i
T
ijk
j
k
+
1
2
P
i
jk
j
k
(mod I). (2.36)
2.4. THE EQUIVALENCE PROBLEM FOR n 3 69
Now, adding semibasic 1forms to
i
allows us to preserve the equation (2.35)
while also making (2.36) an equality, and not merely a congruence. A little
linear algebra shows that there is a unique linear combination of the
i
that can
be added to
i
j
, preserving
i
j
+
j
i
= 0, to absorb the term
1
2
P
i
jk
j
k
. This
leaves us only with
i
= T
ijk
j
k
.
As in the elimination of the P
i
jk
, we can add a combination of the
i
to
i
j
to
arrange
T
ijk
= T
kji
.
To investigate the third torsion term
i
, we use an alternate derivation of
the equation for d
i
. Namely, we dierentiate the equation
d = (n 2)
i
i
,
and take the result only modulo I to avoid the unknown quantity d. This
eventually yields
0 (
k
T
ijk
i
j
)
k
(mod I).
As before, multiples of may be absorbed by redening
i
, so that we can
assume this congruence is an equality. Reasoning similar to that which proves
the Cartan lemma gives
k
T
ijk
i
j
=
kl
l
for some semibasic 1forms
kl
=
lk
. Now, most of these forms
kl
can be
subtracted from the psuedoconnection forms
kl
, simplifying the torsion; but
the condition
ii
= 0 prevents us from completely absorbing them. Instead, the
trace remains, and we have
k
=
kl
l
+ T
ijk
i
j
.
We can learn more about using the integrability condition d = 0, taken
modulo terms quadratic in the
i
:
0 = d n .
A consequence is that 0 (mod ,
i
); in other words, has no
i
terms,
and may be written (using again a change in
i
) as
=
N
i
i
.
Then replacing
ij
by
ij
+
n
n+2
(
ik
N
j
+
jk
N
i
2
n
ij
N
k
)
k
yields new psuedoconnection forms, for which the third torsion term is simply
k
= T
ijk
i
j
.
70 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
This completes the major step of absorbing torsion by altering the pseudo
connection.
Before proceeding to the next major step, we look for linearalgebraic con
ditions on the torsion which may simplify later calculations. In particular, we
made only very coarse use of d = 0 above. Now we compute more carefully
0 = d = (2T
ijk
+
ij
T
lkl
)
k
j
(i)
,
so we must have
2T
ijk
+
ij
T
lkl
= 2T
ikj
+
ik
T
ljl
. (2.37)
The next major step is a reduction of our G
1
structure. We will examine
the variation of the functions T
j
def
= T
iji
along bers of B
1
M, and observe
that the zerolocus T
j
= 0 denes a G
2
structure for a certain codimensionn
subgroup G
2
G
1
.
As usual, the variation of T
j
will be described innitesimally. To study dT
j
without knowledge of the traceless part of dT
ijk
, we exploit the exterior algebra,
writing
d(
1
n
) = ((n + 2) +T
k
k
) . (2.38)
We will dierentiate this for information about dT
k
, but in doing so we will need
information about d as well. Fortunately, this is available by dierentiating
the rst structure equation
d = (n 2)
k
k
,
yielding
(n 2)d
k
k
(mod ,
i
).
Now we return to dierentiating (2.38) and eventually nd
dT
k
n+2
n2
k
+ (n
k
j
k
j
)T
j
(mod ,
i
,
i
).
This means that along bers of B
1
M, the vectorvalued function T(u) =
(T
j
(u)), u B
1
, is orthogonally rotated (innitesimally, by
k
j
), scaled (by ),
and translated (by
i
). In fact, for g
1
G
1
as in (2.34),
T(u g
1
) = r
2
A
1
(r
n2
T(u)
n+2
n2
C).
Now the set
B
2
def
= u B
1
: T(u) = 0 B
1
is a G
2
subbundle of B
1
M, where G
2
consists of matrices as in (2.34) with
T
i
= 0.
On the submanifold B
2
B
1
, we have from (2.37) the symmetry
T
ijk
= T
kji
= T
ikj
.
2.4. THE EQUIVALENCE PROBLEM FOR n 3 71
As a consequence, the torsion
k
restricts to
k
= T
ijk
j
k
= 0.
The previous structure equations continue to hold, but the forms
i
[
B2
should not be regarded as part of the psuedoconnection, as they are now semiba
sic over M. We therefore write
d
_
_
i
_
_
=
_
_
(n 2) 0 0
0 2
i
j
+
i
j
0
i
ij
n
j
i
j
i
_
_
_
_
j
_
_
+
_
_
i
_
_
,
(2.39)
where still
i
j
+
j
i
= 0,
ij
=
ji
,
ii
= 0, (2.40)
and now
_
_
_
=
i
i
,
i
= (S
i
j
j
+U
ij
j
) +T
ijk
j
k
,
i
= 0.
(2.41)
Here we have denoted
i
S
i
j
j
+ U
ij
j
(mod I). Also, we still have
T
ijk
= T
kji
= T
ikj
, T
iik
= 0. (2.42)
Notice that we can alter
i
j
and to assume that
S
i
j
= S
j
i
, S
i
i
= 0, (2.43)
where we also have to add combinations of
i
to
i
to preserve
i
= 0. In fact,
these assumptions uniquely determine
i
j
and , although
i
and
ij
still admit
some ambiguity.
Equations (2.392.43) summarize the results of the equivalence method car
ried out to this point. We have uncovered the primary dierential invariants of
a denite neoclassical PoincareCartan form: they are the functions T
ijk
, S
i
j
and U
ij
. Their properties are central in what follows.
For example, note that the rankn Pfaan system
i
on B
2
is invariant
under the action of the structure group G
2
, and therefore it is the pullback of a
Pfaan system (also to be denoted
i
) down on M. Testing its integrability,
we nd
d
i
U
ij
j
(mod
i
). (2.44)
We will see shortly that the matrixvalued function (U
ij
) varies along the bers
of B
2
M by a linear representation of G
2
, so that it is plausible to ask
about those PoincareCartan forms for which U
ij
= 0; (2.44) shows that this
72 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
is equivalent to the integrability of
i
. In this case, in addition to the local
bration M Q whose bers are leaves of J
, we have
Q
n+1
N
n
,
where N is the locallydened ndimensional leaf space for
i
. Coordinates
on Nequivalently, functions on M whose dierentials lie in
i
may be
thought of as preferred independent variables for the contactequivalence class
of our EulerLagrange equation, canonical in the sense that every symmetry of
M preserving the PoincareCartan form preserves the bration M N and
therefore acts on N. Note that even if an (M, ) satisfying U
ij
= 0 came to us
from a classical Lagrangian with independent variables (x
i
), we need not have
i
= dx
i
.
This is not to say that the case U
ij
,= 0 is uninteresting. In the next section,
we will see an important family of examples from Riemannian geometry with
U
ij
=
i
j
. To obtain preliminary information about U
ij
in a manner that will
not require much knowledge of S
i
j
or T
ijk
, we start with the equation
d(
1
n
) = 2n (
1
n
) +U
ij
j
(i)
. (2.45)
We will dierentiate again, but we need more rened information about d; this
is obtained from
0 = d
2
= ((n 2)d +
i
i
+
i
i
) .
Keep in mind that
i
= S
i
j
j
+ U
ij
j
(mod I) on this reduced bundle. We
can now write
(n 2)d +
i
i
+
i
i
= (2.46)
for some unknown 1form . Returning to the derivative of (2.45), we nd
0
2n
n2
(
i
U
ij
j
) + U
ij
i
j
(mod I).
This implies that U
ij
i
j
= 0, so that we have
U
ij
= U
ji
.
We will need an even more rened version of the equation (2.46) for d.
In the preceding paragraph, we substituted that equation into the equation for
0 d
2
(
1
n
) (mod I). Now, we substitute it instead into
0 d
2
(
1
n
) (mod
1
, . . . ,
n
)
_
2n
n2
U
ij
ij
_
1
n
.
This means that
2n
n2
U
ij
ij
lies in ,
i
,
i
. Recall that also
i
= S
i
j
j
+
U
ij
j
+ V
i
for some functions V
i
, and we can put this back into (2.46) to
nally obtain
(n 2)d =
i
i
S
i
j
i
j
+
_
n2
2n
_
U
ij
ij
+ (s
i
i
t
i
i
) ,
2.4. THE EQUIVALENCE PROBLEM FOR n 3 73
for some functions s
i
, t
i
. Furthermore, we can replace each
i
by
i
s
i
,
preserving previous equations, to assume that s
i
= 0. This gives
(n 2)d =
i
i
S
i
j
i
j
+
_
n2
2n
_
U
ij
ij
t
i
i
,
which will be used in later sections.
The last formulae that we will need are those for the transformation rules for
T
ijk
, U
ij
, S
i
j
along bers of B M. These are obtained by computations quite
similar to those carried out above, and we only state the results here, which are:
dT
ijk
nT
ijk
i
l
T
ljk
j
l
T
ilk
k
l
T
ijl
,
dU
ij
2nU
ij
i
l
U
lj
j
l
U
il
,
dS
i
j
(n2)S
i
j
i
l
S
l
j
+S
i
l
l
j
+
1
2
(U
il
lj
+U
jl
li
)
1
n
i
j
U
kl
kl
+T
ijk
k
,
all modulo ,
i
,
i
. Notice in particular that T
ijk
and U
ij
transform by a
combination of rescaling and a standard representation of SO(n). However,
(S
i
j
) is only a tensor when the tensors (T
ijk
) and (U
ij
) both vanish. We will
consider this situation in the next chapter.
An interpretation of the rst two transformation rules is that the objects
T = T
ijk
(
i
j
k
) [
1
n
[
2
n
,
U = U
ij
i
j
are invariant modulo J
= ,
i
under ows along bers over M; that is, when
restricted to a ber of B
2
Q, they actually descend to welldened objects on
the smaller ber of M Q. The restriction to bers suggests our next result,
which nicely relates the dierential invariants of the PoincareCartan form with
the ane geometry of hypersurfaces discussed in the preceding section.
Theorem 2.4 The functions T
ijk
and U
ij
are coecients of the ane cubic
form and ane second fundamental form for the berwise ane hypersurfaces
in
_
n
(T
ECARTAN FORMS
on a contact manifold (M, I) is a Gstructure B M, where
G =
_
_
_
_
_
r
n2
0 0
0 r
2
A
i
j
0
D
i
S
ik
A
k
j
r
n
(A
1
)
j
i
_
_
:
(A
i
j
) SO(n, R), r > 0,
S
ij
= S
ji
, S
ii
= 0
_
_
_
.
(2.47)
B M supports a pseudoconnection (not uniquely determined)
=
_
_
(n 2) 0 0
0 2
i
j
+
i
j
0
i
ij
n
j
i
j
i
_
_
,
with
i
j
+
j
i
= 0,
ij
=
ji
,
ii
= 0, such that in the structure equation
d
_
_
i
_
_
=
_
_
j
_
_
+ ,
the torsion is of the form
=
_
_
i
i
(S
i
j
j
+U
ij
j
) + T
ijk
j
k
0
_
_
,
with
T
ijk
= T
jik
= T
kji
, T
iik
= 0; U
ij
= U
ji
; S
i
j
= S
j
i
, S
i
i
= 0.
In terms of any section of B M, the PoincareCartan form is
=
i
(i)
.
One further structure equation is
(n 2)d =
i
i
S
i
j
i
j
+
_
n2
2n
_
U
ij
ij
t
i
i
. (2.48)
2.5 The Prescribed Mean Curvature System
In this section, we will give an application of the part of the equivalence method
completed so far. We will show that a denite, neoclassical PoincareCartan
form with T
ijk
= 0, and satisfying an additional open condition specied below,
is locally equivalent to that which arises in the problem of nding in a given
Riemannian manifold a hypersurface whose mean curvature coincides with a
prescribed background function. This conclusion is presented as Theorem 2.5.
2.5. THE PRESCRIBED MEAN CURVATURE SYSTEM 75
To obtain this result, we continue applying the equivalence method where
we left o in the preceding section, and take up the case T
ijk
= 0. From our
calculations in ane hypersurface geometry, we know that this implies that
U
ij
=
ij
,
for some function on the principal bundle B M; alternatively, this can
be shown by computations continuing those of the preceding section. We will
show that under the hypothesis < 0, the PoincareCartan form is locally
equivalent to that occuring in a prescribed mean curvature system.
We have in general on B that
dU
ij
2nU
ij
i
k
U
kj
j
k
U
ik
(mod ,
i
,
i
).
Then for our U
ij
=
ij
, the function scales positively along bers of B M,
so under our assumption < 0 we may make a reduction to
B
1
= u B : (u) = 1 B;
this denes a subbundle of B of codimension 1, on which is semibasic over
M.
7
In particular, on B
1
we may write
=
H
2n
+E
i
i
+ F
i
i
for some functions H, E
i
, F
i
. The reason for the normalization of the 
coecient will appear shortly.
We claim that F
i
= 0. To see this, start from the equation (2.48) for d,
which on B
1
reads
(n 2)d =
i
i
t
i
i
S
i
j
i
j
.
Then, as we have done so often, we compute d
2
, where =
1
n
and
d
i
= 2
i
i
j
j
+
i
S
i
j
j
.
We nd
d = 2n
i
(i)
= 2n +,
and the next step is simplied by knowing d = 0:
0 = d
2
= 2nd 2n d
=
_
2n
n2
_
(t
i
i
)
+2n(E
j
j
+ F
j
j
)
i
(i)
= 2n
_
F
j
i
j
(i)
+
_
t
i
n 2
+ E
i
_
i
_
.
7
In this section, we will denote by B
1
, B
2
, etc., successive reductions of the Gstructure
B M which was constructed in the preceding section. These are not the same as the
bundles of the same name used in constructing B, which are no longer needed.
76 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
This gives our claim F
i
= 0, as well as
(n 2)E
i
= t
i
.
For our next reduction, we will show that we can dene a principal subbundle
B
2
= u B
1
: E
i
(u) = 0 B
1
,
having structure group dened by the condition D
i
= 0, r = 1 in (2.47). This
follows by computing modulo
_
2
,
i
,
i
:
(n 2)d
i
i
,
and also
d
1
2n
dH +dE
i
i
E
j
j
i
i
.
Comparing these, we obtain
_
dE
i
E
j
j
i
+
1
n2
i
_
i
1
2n
dH 0.
This implies that
dE
i
E
j
j
i
+
1
n2
i
0 (mod ,
i
,
i
),
justifying the described reduction to B
2
M, on which and
i
are semibasic.
Finally, a third reduction is made possible by the general equation
dS
i
j
(n 2)S
i
j
i
k
S
k
j
+ S
i
k
k
j
+
1
2
(U
il
lj
+U
jl
li
)
1
n
i
j
U
kl
kl
,
modulo ,
i
,
i
. On B
2
, where in particular = 1 and is semibasic, we
have
dS
i
j
i
k
S
k
j
+S
i
k
k
j
ij
(mod ,
i
,
i
).
This means that the torsion matrix (S
i
j
) can undergo translation by an arbitrary
traceless symmetric matrix along the bers of B
2
M, so the locus
B
3
= u B
2
: S
i
j
(u) = 0 B
2
is a subbundle, whose structure group is SO(n, R) with Lie algebra represented
by matrices of the form
a
2
=
_
_
0 0 0
0
i
j
0
0 0
j
i
_
_
,
i
j
+
j
i
= 0.
This is all the reduction that we shall need. On B
3
, we have equations
_
_
_
=
H
2n
,
d =
i
i
(because = 0 on B
3
),
(n 2)d =
i
i
(because t
i
= (n 2)E
i
= 0 on B
3
).
2.5. THE PRESCRIBED MEAN CURVATURE SYSTEM 77
The
i
appearing the third equation are semibasic over M, and the three equa
tions together imply that
dH 0 (mod ,
i
).
This last observation is quite important. Recall the integrable Pfaan system
J
= ,
i
, assumed to have a welldened leafspace Q
n+1
with submersion
M Q. The last equation shows that H is locally constant along the bers of
M Q, and may therefore be thought of as a function on Q.
Now, considering the two structure equations
_
d =
i
i
,
d
i
= 2
i
i
j
j
+
i
,
it is tempting to dene
i
=
i
+
H
n
i
,
and rewrite them as
d
_
i
_
=
_
0
j
i
i
j
_
j
_
.
Observe that this looks exactly like the structure equation characterizing the
LeviCivita connection of a Riemannian metric. We justify and use this as
follows.
Consider the quadratic form on B
3
2
+
(
i
)
2
.
An easy computation shows that for any vertical vector eld v Ker(
) for
: B
3
Q,
L
v
_
2
+
(
i
)
2
_
= 0.
This means that our quadratic form is the pullback of a quadratic form on
Q, which denes there a Riemannian metric ds
2
. There is locally a bundle
isomorphism over Q
B
3
T(Q, ds
2
)
from B
3
, which was constructed from the neoclassical PoincareCartan form
, to the orthonormal frame bundle of this Riemannian metric. Under this iso
morphism, the Qsemibasic forms ,
i
correspond to the tautological semibasic
forms on T(Q, ds
2
), while the matrix
_
0
j
i
i
j
_
corresponds to the LeviCivita connection matrix. The contact manifold M, as a
quotient of B
3
, may be then identied with the manifold of tangent hyperplanes
to Q; and the PoincareCartan form is
= (
i
(i)
)
= (
i
(i)
H).
78 CHAPTER 2. THE GEOMETRY OF POINCAR
ECARTAN FORMS
We recognize this as exactly the PoincareCartan form for the prescribed mean
curvature H = H(q) system, in an arbitrary (n + 1)dimensional Riemannian
manifold. The following is what we have shown.
Theorem 2.5 A denite neoclassical PoincareCartan form (M, ) whose dif
ferential invariants satisfy T
ijk
= 0 and U
ij
=
i
j
with < 0 is locally equiv
alent to the PoincareCartan of the prescribed mean curvature system on some
Riemannian manifold (Q
n+1
, ds
2
).
We will consider these PoincareCartan forms further in 4.1, when we discuss
the formula for the second variation of a Lagrangian functional T
. At that
time, we will also see an interpretation of the partial reduction B
2
B
3
in
terms of the Riemannian geometry. Note that it is easy, given (M, ) as in
the proposition, to determine the prescribed function H(q) by carrying out
the reductions described above, and to determine the Riemann curvature of
the ambient (n + 1)manifold in terms of the connection 1forms
i
,
i
j
. The
Euclidean minimal surface system discussed in 1.4 is the case H = 0, R
ijkl
= 0.
The fact that such an (M, ) canonically determines (Q, ds
2
) implies the
following.
8
Corollary 2.1 The symmetry group of (M, ) is equal to the group of isome
tries of (Q, ds
2
) that preserve the function H.
A consequence of this is the fact, claimed in 1.4, that all symmetries of the
minimal surface PoincareCartan formand hence, all classical conservation
laws for the EulerLagrange equationare induced by Euclidean motions.
Finally, in case T
ijk
= 0 and U
ij
=
i
j
with > 0 instead of < 0, one
can carry out similar reductions, eventually producing on the quotient space
Q
n+1
a Lorentz metric ds
2
=
2
+
(
i
)
2
; the PoincareCartan form is then
equivalent to that for prescribed mean curvature of spacelike hypersurfaces.
8
As usual, this assumes that the foliation associated to J
i
x
i
y
i
.
Throughout this section, we use the index ranges 0 a, b n+1 and 1 i, j
n.
A nonzero vector x L
n+2
is null if x, x) = 0. A null vector x is positive
if x
0
> 0 or x
n+1
> 0; this designation is often called a timeorientation
for L
n+2
. The symmetries of Lorentz space are the linear transformations of
L
n+2
preserving the innerproduct, the orientation, and the timeorientation,
and they constitute a connected Lie group SO
o
(n +1, 1). We denote the space
of positive null vectors by
Q = x L
n+2
: x, x) = 0, and x
0
> 0 or x
n+1
> 0,
3.1. BACKGROUND MATERIAL ON CONFORMAL GEOMETRY 81
which is one half of the familiar lightcone, with axis x
i
= x
0
x
n+1
= 0.
We now dene at conformal space R to be the space of null lines in L
n+2
.
As a manifold, R is a nonsingular quadric in the projective space P(L
n+2
),
which is preserved by the natural action of the symmetry group SO
o
(n + 1, 1)
of L
n+2
. We will describe the at conformal structure on R below, in terms
of the MaurerCartan form of the group. Note that the obvious map Q R,
which we will write as x [x], gives a principal bundle with structure group
R
.
In the literature, R is usually dened as R
n
with a point added at innity
to form a topological sphere. To make this identication, note that for x, y Q,
we have x, y) 0, with equality if and only if [x] = [y]. We then claim that
H
y
def
= x Q : x, y) = 1
is dieomorphic to both R
n
and R[y]; this is easily proved for y = (0, . . . , 0, 1),
for instance, where the map R
n
H
y
is given by
(x
1
, . . . , x
n
) (1, x
1
, . . . , x
n
,
1
2
[[x[[
2
). (3.1)
The classical description of the conformal structure on R is obtained by trans
porting the Euclidean metric on R
n
to H
y
, and noting that for y ,= y
with
[y] = [y
j
,
i
j
on P by decomposing the L
n+2
valued 1forms de
a
in terms of the bases
e
b
:
_
_
_
de
0
= 2e
0
+e
i
i
,
de
j
= e
0
j
+ e
i
i
j
+ e
n+1
j
,
de
n+1
= e
i
i
2e
n+1
.
Equivalently,
d
_
e
0
e
j
e
n+1
_
=
_
e
0
e
i
e
n+1
_
_
_
2
j
0
i
j
i
0
j
2
_
_
.
82 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
These forms satisfy
i
j
+
j
i
= 0 but are otherwise linearly independent, and
they span the leftinvariant 1forms on SO
o
(n +1, 1) under the preceding iden
tication with P. Decomposing the exterior derivatives of these equations gives
the MaurerCartan equations, expressed in matrix form as
d
_
_
2
j
0
i
j
i
0
j
2
_
_
+
_
_
2
k
0
i
k
i
0
k
2
_
_
_
_
2
j
0
k
j
k
0
j
2
_
_
= 0. (3.2)
All of the local geometry of R that is invariant under SO
o
(n + 1, 1) can be
expressed in terms of these MaurerCartan forms. In particular, the bers of
the map
R
: P R given by
R
: (e
0
, . . . , e
n+1
) [e
0
]
are the integral manifolds of the integrable Pfaan system
I
R
=
1
, . . . ,
n
.
This bration has the structure of a principal bundle, whose structure group
consists of matrices in SO
o
(n +1, 1) of the form
g =
_
_
r
2
b
j
1
2
r
2
b
2
j
0 a
i
j
r
2
a
i
k
b
k
0 0 r
2
_
_
, (3.3)
where r > 0, a
i
k
a
j
k
=
ij
. Now, the symmetric dierential form on P given by
q =
(
i
)
2
is semibasic for
R
: P R, and a Lie derivative computation using the struc
ture equations (3.2) gives, for any vertical vector eld v Ker (
R
)
,
L
v
q = 4(v )q.
This implies that there is a unique conformal structure [ds
2
] on R whose rep
resentative metrics pull back under
R
to multiples of q. By construction, this
conformal structure is invariant under the action of SO
o
(n +1, 1), and one can
verify that it gives the same structure as the classical construction described
above.
In 3.1.2, we will follow Cartan in showing that associated to any conformal
structure (N, [ds
2
]) is a principal bundle P N with 1forms
i
j
=
j
i
, ,
i
, and
j
, satisfying structure equations like (3.2) but with generally nonzero
curvature terms on the righthand side.
Before doing this, however, we point out a few more structures in the at
model which will have useful generalizations. These correspond to Pfaan sys
tems
I
R
=
i
, I
Q
=
i
, , I
M
=
i
, ,
j
, I
P0
=
i
, ,
i
j
,
3.1. BACKGROUND MATERIAL ON CONFORMAL GEOMETRY 83
each of which is integrable, and in fact has a global quotient; that is, there are
manifolds R, Q, M, and P
0
, and surjective submersions from P to each of these,
whose leaves are the integral manifolds of I
R
, I
Q
, I
M
, and I
P0
, respectively:
P
P
0
M
Q
R.
We have already seen that the leaves of the system I
R
are bers of the map
R
: P R. Similarly, the leaves of I
Q
are bers of the map
Q
: P Q given
by
Q
: (e
0
, . . . , e
n+1
) e
0
.
To understand the leaves of I
M
, we let M be the set of ordered pairs (e, e
)
of positive null vectors satisfying e, e
M
: (e
0
, . . . , e
n+1
) (e
0
, e
n+1
),
and the bers of this map are the leaves of the Pfaan system I
M
. Note that
the 1form and its exterior derivative are semibasic for
M
: P M, and this
means that there is a 1form (also called ) on M which pulls back to
1
(P).
In fact, the equation for d in (3.2) shows that on P,
(d)
n
,= 0,
so the same is true on M. Therefore, denes an SO
o
(n+1, 1)invariant contact
structure on M. The reader can verify that M has the structure of an R
bundle
over the space G
(1,1)
(L
n+2
) parameterizing those oriented 2planes in L
n+2
on
which the Lorentz metric has signature (1, 1). In this context, 2
1
(M) can
be interpreted as a connection 1form.
Finally, to understand the leaves of I
P0
, we proceed as follows. Dene a con
formal frame for (R, [ds
2
]) at a point [x] R to be a positive basis (v
1
, . . . , v
n
)
for T
[x]
R normalizing the conformal innerproduct as
ds
2
(v
i
, v
j
) =
ij
,
for some R
,
1
n
> 0.
This is a principal bundle with structure group
CO(n, R) = A GL
+
(n, R) : A
t
A = I, for some R
,
having Lie algebra
co(n, R) = a gl(n, R) : a +
t
a = I, for some R
= (2r
i
j
+ a
i
j
) : a
i
j
+ a
j
i
= 0, a
i
j
, r R.
We will describe a principal bundle P P
0
, called the prolongation of P
0
N,
whose sections correspond to torsionfree pseudoconnections in P
0
N, and
construct a canonical parallelism of P which denes a Cartan connection in
P N. In case (N, [ds
2
]) is isomorphic to an open subset of at conformal
space, this will correspond to the restriction of the Lorentz frame bundle P R
to that open subset, with parallelism given by the MaurerCartan forms of
SO
o
(n +1, 1)
= P.
Recall that a pseudoconnection in P
0
N is a co(n, R)valued 1form
= (
i
j
) = (2
i
j
+
i
j
),
i
j
+
j
i
= 0,
whose restriction to each tangent space of a ber of P
0
N gives the canonical
identication with co(n, R) induced by the group action. As discussed previ
ously (see 2.1), this last requirement means that satises a structure equation
d
i
=
i
j
j
+
1
2
T
i
jk
j
k
, T
i
jk
+T
i
kj
= 0, (3.5)
where
i
are the components of the tautological R
n
valued 1form on P
0
, and
1
2
T
i
jk
k
is the semibasic R
n
valued torsion 2form. We also noted previously
86 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
that a psuedoconnection is a genuine connection if and only if it is Ad
equivariant for the action of CO(n, R) on P
0
, meaning that
R
g
= Ad
g
1 (),
where R
g
: P
0
P
0
is the rightaction of g CO(n, R) and Ad
g
1 is the
adjoint action on co(n, R), where takes its values. However, completing this
equivalence problem requires us to consider the more general notion of a pseudo
connection. Although the parallelism that we eventually construct is sometimes
called the conformal connection, there is no canonical way (that is, no way
that is invariant under all conformal automorphisms) to associate to a conformal
structure a linear connection in the usual sense.
What we seek instead is a psuedoconnection
i
j
for which the torsion van
ishes, T
i
jk
= 0. We know from the fundamental lemma of Riemannian geome
try, which guarantees a unique torsionfree connection in the orthonormal frame
bundle of any Riemannian manifold, that whatever structure equation (3.5) we
have with some initial pseudoconnection, we can alter the pseudoconnection
forms
i
j
=
j
i
to arrange that T
i
jk
= 0. Specically, we replace
i
j
;
i
j
+
1
2
(T
i
jk
T
j
ik
T
k
ij
)
k
.
So we can assume that T
i
jk
= 0, and we have simply
d
i
=
i
j
j
= (2
i
j
+
i
j
)
j
,
with
i
j
+
j
i
= 0. However, in contrast to Riemannian geometry, this condition
on the torsion does not uniquely determine the psuedoconnection forms ,
i
j
.
If we write down an undetermined semibasic change in psuedoconnection
_
; + t
k
k
,
i
j
;
i
j
+ t
i
jk
k
, t
i
jk
+ t
j
ik
= 0,
then the condition that the new pseudoconnection be torsionfree is that
(2
i
j
t
k
t
i
jk
)
j
k
= 0.
This boils down eventually to the condition
t
i
jk
= 2(
j
k
t
i
i
k
t
j
).
Therefore, given one torsionfree pseudoconnection
i
j
in P
0
N, the most
general is obtained by adding
2(
i
j
t
k
j
k
t
i
+
i
k
t
j
)
k
, (3.6)
where t = (t
k
) R
n
is arbitrary. This fact is needed for the next step of the
equivalence method, which consists of prolonging our CO(n, R)structure. We
3.1. BACKGROUND MATERIAL ON CONFORMAL GEOMETRY 87
now digress to explain this general concept, starting with the abstract machinery
underlying the preceding calculation.
We begin by amplifying the discussion of normalizing torsion in 2.1. Asso
ciated to any linear Lie algebra g gl(n, R) is an exact sequence of gmodules
0 g
(1)
g (R
n
)
R
n
_
2
(R
n
)
H
0,1
(g) 0. (3.7)
Here, the map is the restriction to the subspace
g (R
n
)
(R
n
(R
n
)
) (R
n
)
(R
n
)
R
n
_
2
(R
n
)
.
The space g
(1)
is the kernel of this restriction, and is called the prolongation of
g; the cokernel H
0,1
(g), a Spencer cohomology group of g, was encountered in
2.1. Note that g
(1)
and H
0,1
(g) depend on the representation g gl(n, R),
and not just on the abstract Lie algebra g.
Recall from 2.1 that the intrinsic torsion of a Gstructure vanishes if and
only if there exist (locally) torsionfree pseudoconnections in that Gstructure.
This is a situation in which further canonical reduction of the structure group
is not generally possible. In particular, this will always occur for Gstructures
with H
0,1
(g) = 0.
In this situation, the torsionfree pseudoconnection is unique if and only if
g
(1)
= 0. For example, when g = so(n, R), both g
(1)
= 0 and H
0,1
(g) = 0, which
accounts for the existence and uniqueness of a torsionfree, metricpreserving
connection on any Riemannian manifold. In this favorable situation, we have
essentially completed the method of equivalence, because the tautological form
and the unique torsionfree pseudoconnection constitute a canonical, global
coframing for the total space of our Gstructure. Equivalences of Gstructures
correspond to isomorphisms of the associated coframings, and there is a sys
tematic procedure for determining when two parallelized manifolds are locally
isomorphic.
However, one frequently works with a structure group for which g
(1)
,= 0.
The observation that allows us to proceed in this case is that any pseudo
connection in a Gstructure P N denes a particular type of gR
n
valued
coframing
: TP g R
n
(3.8)
of the total space P. Our previous discussion implies that given some torsionfree
pseudoconnection , any change
lying in g
(1)
g (R
n
)
yields a pseudo
connection +
is described
by (3.6). As explained above, we have an R
n
structure P
def
= (P
0
)
(1)
P
0
,
whose sections correspond to torsionfree pseudoconnections in P
0
N. Any
choice of the latter trivializes P P
0
, and then (t
k
) R
n
is a ber coordinate.
We now search for structure equations on P, with the goal of identifying a
canonical R
n
valued pseudoconnection form for P P
0
.
The rst structure equation is still
d
i
=
i
j
j
,
where
i
j
= 2
i
j
+
i
j
,
i
j
+
j
i
= 0,
and
i
j
, are tautological forms on P. Dierentiating this gives
(d
i
j
+
i
k
k
j
)
j
= 0, (3.9)
so
d
i
j
+
i
k
k
j
0 (mod
1
, . . . ,
n
).
Taking the trace of this equation of matrix 2forms shows that d 0, so guided
by the at model (3.2), we write
d =
1
2
i
i
(3.10)
1
Situations with nonunique torsionfree pseudoconnections are not the only ones that call
for prolongation; sometimes one nds intrinsic torsion lying in the xed set of H
0,1
(g), and
essentially the same process being described here must be used. However, we will not face
such a situation.
2
In fact, what we proved is that is surjective for g = co(n, R), so H
0,1
(co(n, R)) = 0.
3.1. BACKGROUND MATERIAL ON CONFORMAL GEOMETRY 89
for some 1forms
i
which are not uniquely determined. We will recognize these
below as pseudoconnection forms in P P
0
, to be uniquely determined by
conditions on the torsion which we will uncover shortly. Substituting (3.10)
back into (3.9), we have
(d
i
j
+
i
k
k
j
j
i
+
i
j
)
j
= 0,
and we set
A
i
j
= d
i
j
+
i
k
k
j
j
i
+
i
j
.
Note that A
i
j
+ A
j
i
= 0. We can write
A
i
j
=
i
jk
k
for some 1forms
i
jk
=
i
kj
, in terms of which the condition A
i
j
+ A
j
i
= 0 is
(
i
jk
+
j
ik
)
k
= 0,
which implies
i
jk
+
j
ik
0 (mod
1
, . . . ,
n
).
Now computing modulo
1
, . . . ,
n
as in Riemannian geometry, we have
i
jk
j
ik
j
ki
k
ji
k
ij
i
kj
i
jk
, (3.11)
so
i
jk
0. We can now write
A
i
j
=
i
jk
k
=
1
2
A
i
jkl
k
l
,
and forget about the
i
jk
, as our real interest is in d
i
j
. We can assume that
A
i
jkl
+ A
i
jlk
= 0, and we necessarily have A
i
jkl
+ A
j
ikl
= 0. Substituting once
more into A
i
j
j
= 0, we nd that
A
i
jkl
+ A
i
klj
+A
i
ljk
= 0.
In summary, we have
d
i
j
+
i
k
k
j
j
i
+
i
j
=
1
2
A
i
jkl
k
l
,
where A
i
jkl
has the symmetries of the Riemann curvature tensor.
In particular, we need only n new 1forms
i
to express the derivatives of d,
d
i
j
. The
i
are pseudoconnection forms for the prolonged co(n, R)
(1)
bundle
P P
0
, chosen to eliminate torsion in the equation for d, while the functions
A
i
jkl
constitute the torsion in the equations for d
i
j
. Some of this torsion will
now be absorbed in the usual manner, by making a uniquely determined choice
of
i
.
Notice that the equation (3.10) for d is preserved exactly under substitu
tions of the form
i
;
i
+ s
ij
j
, s
ij
= s
ji
.
90 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
This substitution will induce a change
A
i
jkl
;A
i
jkl
+ (
i
l
s
jk
+
j
l
s
ik
+
i
k
s
jl
j
k
s
il
).
Now, we know from the symmetries of the Riemann curvature tensor that
A
l
jkl
= A
l
kjl
,
and on this contraction (the Ricci component) our substitution will induce
the change
A
l
jkl
;A
l
jkl
(n 2)s
jk
jk
s
ll
.
As we are assuming n 3, there is a unique choice of s
ij
which yields
A
l
jkl
= 0.
It is not dicult to compute that the appropriate s
ij
is given by
s
ij
=
1
n2
_
A
l
ijl
1
2n2
ij
A
l
kkl
_
.
In summary,
On P, there is a unique coframing
i
, ,
j
,
i
j
=
j
i
, where
i
are
the tautological forms over N, and such that the following structure
equations are satised:
d
i
= (2
i
j
i
j
)
j
,
d =
1
2
i
i
,
d
i
j
=
i
k
k
j
+
j
i
i
j
+
1
2
A
i
jkl
k
l
,
with A
l
jkl
= 0.
We now seek structure equations for d
j
. We start by dierentiating the
simplest equation in which
j
appears, which is d =
1
2
j
j
, and this gives
(d
j
+2
j
+
k
k
j
)
j
= 0.
We write
d
j
+2
j
+
k
k
j
= B
jk
k
(3.12)
for some 1forms B
jk
= B
kj
. Because the equation for d did not determine
j
uniquely, we cannot expect to use it to completely determine expressions for
d
j
; we need to dierentiate the equations for d
i
j
, substituting (3.12). This
gives
(DA
i
jkl
B
ik
j
l
+ B
jk
i
l
+B
il
j
k
B
jl
i
k
)
k
l
= 0.
3.1. BACKGROUND MATERIAL ON CONFORMAL GEOMETRY 91
Here we have dened for convenience the covariant derivative
DA
i
jkl
= dA
i
jkl
+ 4A
i
jkl
+
i
m
A
m
jkl
A
i
mkl
m
j
A
i
jml
m
k
A
i
jkm
m
l
. (3.13)
Now we can write
DA
i
jkl
B
ik
j
l
+ B
jk
i
l
+B
il
j
k
B
jl
i
k
0 (mod
1
, . . . ,
n
),
and contracting on il gives
B
jk
0 (mod
1
, . . . ,
n
).
This allows us to write simply
d
i
+ 2
i
+
j
j
i
=
1
2
B
ijk
j
k
,
for some functions B
ijk
= B
ikj
. Returning to the equation
0 = d
2
=
1
2
d(
j
j
)
now yields the cyclic symmetry
B
ijk
+ B
jki
+ B
kij
= 0.
We now have complete structure equations, which can be summarized in the
matrix form suggested by the at model (3.2):
def
=
_
_
2
j
0
i
j
i
0
j
2
_
_
,
def
= d + =
_
_
0 B
j
0
0 A
i
j
B
i
0 0 0
_
_
, (3.14)
where
A
i
j
=
1
2
A
i
jkl
k
l
,
A
i
jkl
+A
j
ikl
= A
i
jkl
+ A
i
jlk
= 0,
A
i
jkl
+A
i
klj
+A
i
ljk
= A
l
jkl
= 0,
B
j
=
1
2
B
jkl
k
l
,
B
jkl
+B
jlk
= B
jkl
+B
klj
+B
ljk
= 0.
Furthermore, the action of R
n
on P P
0
and that of CO(n, R) on P
0
N may
be combined, to realize P N as a principal bundle having structure group
G SO
o
(n+1, 1) consisting of matrices of the form (3.3). The matrix 1form
in (3.14) denes an so(n+1, 1)valued parallelism on P, under which the tangent
spaces of bers of P N are carried to the Lie algebra g so(n+1, 1) of G, and
is equivariant with respect to the adjoint action of G on so(n+1, 1). The data
of (P N, ) is often called a Cartan connection modelled on g so(n+1, 1).
92 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
We conclude this discussion by describing some properties of the functions
A
i
jkl
, B
jkl
on P. Dierentiating the denition of (3.14) yields the Bianchi
identity
d = .
The components of this matrix equation yield linearalgebraic consequences
about the derivatives of A
i
jkl
, B
jkl
. First, one nds that
1
2
DA
i
jkl
k
l
=
1
2
B
ikl
j
k
l
1
2
B
jkl
i
k
l
. (3.15)
Detailed information can be obtained from this equation, but note immediately
the fact that
DA
i
jkl
0 (mod
i
).
In particular, referring to the denition (3.13), this shows that the collection
of functions (A
i
jkl
) vary along the bers of P N by a linear representation
of the structure group G. In other words, they correspond to a section of an
associated vector bundle over N. Specically, we can see that the expression
A
def
=
1
4
A
i
jkl
(
i
j
k
l
) (
1
n
)
2/n
on P is invariant under the group action, so A denes a section of
Sym
2
(
_
2
T
N) D
2/n
,
where D is the density line bundle for the conformal structure, to be dened
shortly. This section is called the Weyl tensor of the conformal structure.
Something dierent happens with B
jkl
. Namely, the Bianchi identity for
dB
jkl
yields
DB
jkl
def
= dB
jkl
+ 6B
jkl
B
mkl
m
j
B
jml
m
k
B
jkm
m
l
i
A
i
jkl
(mod
i
).
In particular, the collection (B
jkl
) transforms by a representation of G if and
only if the Weyl tensor A = 0. In case n = 3, the symmetry identities of
A
i
jkl
imply that A = 0 automatically; there is no Weyl tensor in 3dimensional
conformal geometry. In this case, (B
jkl
) denes a section of the vector bun
dle T
N
_
2
T
N
_
2
T
N
_
3
T
N 0.
This section is called the Cotten tensor of the 3dimensional conformal structure.
If the Cotten tensor vanishes, then the conformal structure is locally equivalent
to the at conformal structure on the 3sphere.
In case n > 3, from (3.15) one can show that the functions B
jkl
can be ex
pressed as linear combinations of the covariant derivatives of A
i
jkl
. In particular,
if the Weyl tensor A vanishes, then so do all of the B
jkl
, and the conformal struc
ture of N is locally equivalent to the at conformal structure on the nsphere.
3.1. BACKGROUND MATERIAL ON CONFORMAL GEOMETRY 93
3.1.3 The Conformal Laplacian
To every conformal manifold (N
n
, [ds
2
]) is canonically associated a linear dier
ential operator , called the conformal Laplacian. In this section, we dene this
operator and discuss its elementary properties. One subtlety is that does not
act on functions, but on sections of a certain density line bundle, and our rst
task is to dene this. We will use the parallelized principal bundle : P N
canonically associated to [ds
2
] as in the preceding discussion.
To begin, note that any nform on N pulls back to P to give a closed
nform
= u
1
n
n
(P),
where u is a function on P whose values on a ber
1
(x) give the coecient of
x
_
n
(T
x
N) with respect to various conformal coframes at x N. Among
all nforms on P of the form u
1
n
, those that are locally pullbacks
from N are characterized by the property of being closed. Using the structure
equations, we nd that this is equivalent to
(du + 2nu)
1
n
= 0,
or
du 2nu (mod
1
, . . . ,
n
).
This is the innitesimal form of the relation
u(p g) = r
2n
u(p), (3.16)
for p P and g G as in (3.3). This is in turn the same as saying that the
function u on P denes a section of the oriented line bundle D N associated
to the 1dimensional representation g r
2n
of the structure group.
3
Positive
sections of D correspond to oriented volume forms on N, which in an obvious
way correspond to Riemannian metrics representing the conformal class [ds
2
].
Because so many of the PDEs studied in the conformal geometry literature
describe conditions on such a metric, we should expect our study of Euler
Lagrange equations in conformal geometry to involve this density bundle.
In analogy with this, we dene for any positive real number s the degree
s
n
density bundle D
s/n
associated to the 1dimensional representation g r
2s
;
the degree1 density bundle is the preceding D. Sections are represented by
functions u on P satisfying
u(p g) = r
2s
u(p), (3.17)
or innitesimally,
du 2su (mod
1
, . . . ,
n
). (3.18)
3
That is, D is the quotient of P R by the equivalence relation (p, u) (p g, r
2n
u) for
p P, u R, g G; a series of elementary exercises shows that this is naturally a line bundle
over N, whose sections correspond to functions u(p) satisfying (3.16).
94 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
Summarizing, we will say that any function u on P satisfying (3.18) denes a
section of the degree
s
n
density bundle, and write
u (D
s/n
).
We further investigate the local behavior of u (D
s/n
), writing
du + 2su = u
i
i
for some rst covariant derivative functions u
i
. Dierentiating again, and
applying the Cartan lemma, we obtain
du
i
+su
i
+ 2(s + 1)u
i
u
j
j
i
= u
ij
j
, (3.19)
for some second covariant derivatives u
ij
= u
ji
; this is the innitesimal form
of the transformation rule
u
i
(p g) = r
2(s+1)
(u
j
(p)a
j
i
sb
i
u(p)). (3.20)
Note that unless s = 0 (so that u is actually a function on N), the vectorvalued
function (u
i
) on P does not represent a section of any associated vector bundle.
Dierentiating again, and factoring out
k
, we obtain modulo
1
, . . . ,
n
du
ij
ij
u
k
k
(s +1)(u
j
i
+ u
i
j
) 2(s +2)u
ij
+u
kj
k
i
+ u
ik
k
j
,
so once again, u
ij
is not a section of any associated vector bundle. However, we
can take the trace
du
ii
(n 2s 2)
k
u
k
2(s + 2)u
ii
(mod
1
, . . . ,
n
),
and we see that in case s =
n2
2
, the function u
ii
on P is a section of D
s+2
n
. To
summarize,
the map u u
ii
denes a secondorder linear dierential operator,
called the conformal Laplacian,
: (D
n2
2n
) (D
n+2
2n
).
Note that for sections u, v (D
n2
2n
), the quantity uv (D
1
) can be
thought of as an nform on N, and integrated. Furthermore, the reader can
compute that
(uv vu) = d((uv
i
vu
i
)
(i)
).
We interpret this as saying that uv vu is canonically a divergence, so that
(, ) is a symmetric bilinear form on
o
(D
n2
2n
), where
(, ) :
o
(D
n2
2n
)
o
(D
n+2
2n
) R
is given by integration on N of the product.
3.1. BACKGROUND MATERIAL ON CONFORMAL GEOMETRY 95
To clarify the meaning of , we can choose a particular Riemannian met
ric g representing the conformal structure, and compare the second covariant
derivatives of an
s
n
density u taken in the conformal sense with those derivatives
taken in the usual sense of Riemannian geometry. By construction of P, the
pulledback quadratic form
g Sym
2
(T
P) may be expressed as
g = ((
1
)
2
+ + (
n
)
2
)
for some function > 0 on P. Proceeding in a manner similar to the preceding,
we note that
L
v
(
g) = 0
for any vector eld v that is vertical for P N. Knowing the derivatives of
i
quite explicitly, we can then calculate that
d = 4 +
i
i
(3.21)
for some functions
i
. Dierentiating again, we nd
d
i
= 2
i
6
i
+
j
j
i
+
ij
j
, (3.22)
for some functions
ij
=
ji
. Now we can reduce our bundle P N to a
subbundle P
g
P, dened by
P
g
= p P : (p) = 1,
1
(p) = =
n
(p) = 0.
Equations (3.21, 3.22) imply that P
g
has structure group SO(n, R) G, and
using bars to denote restrictions to P
g
, we have for the pseudoconnection forms
= 0,
i
=
1
2
ij
j
, d
i
=
i
j
j
.
The last of these means that if we identify P
g
with the usual orthonormal frame
bundle of (N, g), then
i
j
gives the LeviCivita connection. The curvature is by
denition
d
i
j
+
i
k
k
j
=
1
2
R
i
jkl
k
l
,
but we have an expression for the lefthand side coming from the conformal
geometry; namely,
d
i
j
+
i
k
k
j
=
i
j
+
j
i
+
1
2
A
i
jkl
k
l
.
Substituting
i
=
1
2
ij
j
and comparing these two expressions gives
R
i
jkl
=
1
2
(
i
l
jk
j
l
ik
i
k
jl
+
j
k
il
) + A
i
jkl
.
From this we nd the other components of curvature
Ric
jl
= R
i
jil
=
1
2
((2 n)
jl
j
l
ii
),
R = Ric
ll
= (1 n)
ii
.
96 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
Now we will compute the conformal Laplacian of u (D
n2
2n
), but restrict
the computation to P
g
. Note that the choice of g amounts to a trivialization
of D and of all of its powers, so in this setting it is correct to think of u as a
function. We have
d u = (n 2) u + u
i
i
= u
i
i
,
d u
i
=
n2
2
u
i
n u
i
+ u
j
j
i
+ u
ij
j
= u
j
j
i
+( u
ij
n2
4
u
ij
)
j
.
Denoting by
g
the Riemannian Laplacian, we now have
g
u = u
ii
n2
4
u
ii
= u +
n2
4(n1)
R u.
This is the more familiar expression for the conformal Laplacian, dened in
terms of the Riemannian Laplacian of some representative metric. In the case
of the at model of conformal geometry, if one uses standard coordinates on
R
n
= R, then the Euclidean metric represents the conformal class, and
we can use the ordinary Laplacian =
(
x
i
)
2
. Its transformation properties,
often stated and proved with tedious calculations, can be easily derived from
the present viewpoint.
Of particular interest to us will be nonlinear Poisson equations, of the form
u = f(x
i
, u), (3.23)
where we will have an interpretation of as the conformal Laplacian on a
conformal manifold with coordinates x
i
. We will therefore want to interpret
the unknown u as a section of the density bundle D
n2
2n
, and we will want to
interpret f(x, u) as a (0
th
order) bundle map
f : D
n2
2n
D
n+2
2n
.
Certain obvious bundle maps f come to mind. One kind is given by multipli
cation by any section (D
2/n
); this would make (3.23) a linear equation.
Another is the appropriate power map
u u
n+2
n2
.
This yields a nonlinear Poisson equation, and we will examine it quite closely
in what follows.
We conclude this discussion with an alternate perspective on the density
bundles D
s/n
. First, note that for any conformal manifold (N, [ds
2
]) with its
associated parallelized bundle P N, the Pfaan system
I
Q
= ,
1
, . . . ,
n
ECARTAN FORMS 97
is integrable, and its associated foliation is simple. The leaf space of this foliation
is just the quotient Q of P by the action of a subgroup of its structure group,
and this Q is also a berbundle over N, with ber R
1
(P), and it generalizes the contact manifold M mentioned in our discussion of
the at model. We claim that there is a canonical contact isomorphism between
J
1
(N, D
s/n
+
) and M.
To see this, note that a 1jet at x N of a positive section of D
s/n
is specied
by n + 1 functions (u, u
1
, . . . , u
n
) on the ber P
x
satisfying (3.17, 3.20). It is
then not hard to see that the locus p P
x
: u(p) = 1, u
i
(p) = 0 P
x
is
a leaf of the foliation dened by I
M
. Conversely, let L
M
P be a leaf of the
foliation dened by I
M
. Then L
M
lies completely in some ber P
x
of P N,
and we can dene n + 1 functions (u, u
1
, . . . , u
n
) on P
x
by setting u = 1 and
u
i
= 0 on L
M
, and extending to P
x
by the rules (3.17, 3.20). These are again
inverse processes, and we leave it to the reader to investigate the correspondence
between contact structures.
3.2 Conformally Invariant PoincareCartan
Forms
In this section, we identify the PoincareCartan forms on the contact manifold
M over at conformal space R that are invariant under the action of the con
formal group SO
o
(n +1, 1). We then specialize to one that is neoclassical, and
determine expressions for the corresponding EulerLagrange equation in coordi
nates; it turns out to be the nonlinear Poisson equation with critical exponent
u = Cu
n+2
n2
.
98 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
The calculation should clarify some of the more abstract constructions of the
preceding section. It will also be helpful in understanding the branch of the
equivalence problem in which this PoincareCartan form appears, which is the
topic of the next section.
We denote by P the set of Lorentz frames for L
n+2
, by M the set of pairs
(e, e
M
: P M, (e
0
, . . . , e
n+1
) (e
0
, e
n+1
),
Q
: P Q, (e
0
, . . . , e
n+1
) e
0
,
R
: P R, (e
0
, . . . , e
n+1
) [e
0
].
For easy reference we recall the structure equations for Lorentz frames
_
_
_
de
0
= 2e
0
+e
i
i
,
de
j
= e
0
j
+ e
i
i
j
+ e
n+1
j
,
i
j
+
j
i
= 0,
de
n+1
= e
i
i
2e
n+1
;
(3.24)
_
_
d +
1
2
i
i
= 0,
d
i
2
i
+
i
j
j
= 0,
d
i
+2
i
+
j
j
i
= 0,
d
i
j
+
i
k
k
j
+
i
j
j
i
= 0.
(3.25)
We noted in the previous section that M has a contact 1form which pulls back
to , and this is the setting for our PoincareCartan forms.
Proposition 3.1 The SO
o
(n + 1, 1)invariant PoincareCartan forms on M,
pulled back to P, are constant linear combinations of
k
def
=
I=k
I
(I)
,
where 0 k n. Those that are neoclassical with respect to Q are of the form
= c
1
1
+ c
0
0
, c
0
, c
1
R. (3.26)
Proof. In this setting, an invariant PoincareCartan form on M, pulled back
to P, is an (n + 1)form that is a multiple of , semibasic over M, invariant
under the leftaction of SO
o
(n + 1, 1), invariant under the rightaction of the
isotropy subgroup SO(n, R) of M, and closed. That must be semibasic and
SO
o
(n +1, 1)invariant forces it to be a constant linear combination of exterior
products of ,
i
,
i
. It is then a consequence of the Weyls theory of vector
invariants that the further conditions of being a multiple of and SO(n, R)
invariant force to be a linear combination of the given
k
. It follows from
the structure equations of P that d
k
= 0, so each
k
is in fact the pullback of
a PoincareCartan form.
3.2. CONFORMALLY INVARIANT POINCAR
ECARTAN FORMS 99
We note that for the nform
k
dened by
k
def
=
I=k
I
(I)
we have
d
k
= 2(n 2k)
k
.
This means that for k ,=
n
2
, the PoincareCartan form
k
is associated to an
SO
o
(n +1, 1)invariant functional, which in the standard coordinates discussed
below is secondorder. For the exceptional case n = 2k, there is no invariant
functional corresponding to
k
, but in the neoclassical case k 1 with n 3,
this is not an issue.
We now focus on the neoclassical case (3.26), for which it will be convenient
to rescale and study
=
_
i
(i)
2C
n2
_
, (3.27)
where C is a constant. This is the exterior derivative of the Lagrangian
=
1
2(n2)
i
(i)
C
n(n2)
,
and our MongeAmpere dierential system is generated by and the nform
=
i
(i)
2C
n2
.
Proposition 3.2 The EulerLagrange equation corresponding to the Poincare
Cartan form (3.27) is locally equivalent to
u = Cu
n+2
n2
. (3.28)
The meaning of locally equivalent will come out in the proof. It includes
an explicit and computable correspondence between integral manifolds of the
MongeAmpere system and solutions to the PDE.
We remark that the PDEs corresponding to higher PoincareCartan forms
k
, with k > 1, have been computed and analyzed by J. Viaclovsky in [Via00].
Proof. We begin by dening a map : J
1
(R
n
, R) P, which can be projected
to M to give an open inclusion of contact manifolds with dense image. This
map will be expressed in terms of the usual contact coordinates (x
i
, z, p
i
) on
J
1
(R
n
, R), except that z is replaced by u = e
z
for some undetermined constant
,= 0, so that in particular,
dz p
i
dx
i
= (u)
1
du p
i
dx
i
.
100 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
When using coordinates (x
i
, u, p
i
), we denote our jet space by J
1
(R
n
, R
+
). We
then pull back via , and consider its restriction to a transverse Legendre
submanifold. With a convenient choice of , we will obtain a nonzero multiple
of u Cu
n+2
n2
, implying the Proposition.
We dene as a lift of the following map R
n
P, to be extended to
J
1
(R
n
, R
+
) shortly:
e
0
(x) =
_
_
_
_
_
_
_
1
x
1
.
.
.
x
n
x
2
2
_
_
_
_
_
_
_
, e
i
(x) =
_
_
_
_
_
_
_
_
0
.
.
.
1
i
.
.
.
x
i
_
_
_
_
_
_
_
_
, e
n+1
(x) =
_
_
_
_
_
_
_
0
0
.
.
.
0
1
_
_
_
_
_
_
_
. (3.29)
It is easy to verify that this does take values in P. Also, note that the composi
tion R
n
P R gives standard (stereographic) coordinates on R. This
partly indicates the notion of locally equivalent used in this Proposition. We
now let
e
0
(x, u, p) = u
2k
e
0
(x),
e
i
(x, u, p) = e
i
(x) + p
i
e
0
(x),
e
n+1
(x, u, p) = u
2k
( e
n+1
(x) +p
j
e
j
(x) +
p
2
2
e
0
(x)),
(3.30)
for some constant k ,= 0 to be determined shortly. Our use of the dependent
variable u as a scaling factor for e
0
reects the fact that we expect u to represent
a section of some density line bundle. The formula for e
n+1
is chosen just so
that our map takes values in P.
Now we can compute directly
de
0
= 2ku
1
e
0
du + u
2k
e
i
dx
i
= 2(ku
1
du
1
2
p
i
dx
i
)e
0
+(u
2k
dx
i
)e
i
,
so by comparison with the expression in (3.24) we obtain some of the pulledback
MaurerCartan forms:
i
= u
2k
dx
i
,
= ku
1
du
1
2
p
i
dx
i
.
Similarly, we have
i
= e
n+1
, de
i
)
= u
2k
( e
n+1
+ p
j
e
j
+
p
2
2
e
0
),
e
n+1
dx
i
+p
i
e
k
dx
k
+ e
0
dp
i
)
= u
2k
_
dp
i
p
i
p
j
dx
j
+
p
2
2
dx
i
_
.
3.2. CONFORMALLY INVARIANT POINCAR
to be a multiple of dz p
i
dx
i
= (u)
1
dup
i
dx
i
, which
holds if we choose
k =
1
2
.
Now, is still undetermined, but it will shortly be chosen to simplify the ex
pression for the restriction of to a transverse Legendre submanifold. Namely,
we nd that
i
(i)
= u
n2
_
dp
i
dx
(i)
+
n2
2
[[p[[
2
dx
_
,
and also
= u
n
dx.
On transverse Legendre submanifolds, we have
du = e
z
dz = up
i
dx
i
,
so that
p
i
=
1
u
u
x
i
.
Dierentiating, we obtain
dp
i
=
1
_
1
u
2
u
x
i
x
j
1
u
2
u
x
i
u
x
j
_
dx
j
,
so that on transverse Legendre submanifolds,
= u
n2
_
1
u
u
+
n 2 2
2
2
[[u[[
2
u
2
_
2C
n 2
_
u
2/
_
dx = 0.
We can eliminate the rstorder term by choosing
=
n2
2
,
and then
=
2u
n 2
_
u Cu
n+2
n2
_
dx,
which is the desired result.
Note that z =
1
log u satises a PDE that is slightly more complicated,
but equivalent under a classical transformation. Also, note that (3.28) is usually
given as the EulerLagrange equation of the functional
_
_
1
2
[[u[[
2
+
n2
2n
Cu
2n
n2
_
dx,
which has the advantage of being rstorder, but the disadvantage of not being
preserved by the full conformal group SO
o
(n+1, 1). In contrast, our Lagrangian
restricts to transverse Legendre submanifolds (in the coordinates of the pre
ceding proof) as the variationally equivalent integrand
=
_
1
(n2)
2
uu
C
n(n2)
u
2n
n2
_
dx.
102 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
3.3 The Conformal Branch of the Equivalence
Problem
Let (M
2n+1
, ) be a manifold with a nondegenerate PoincareCartan form;
that is,
n+1
(M) is closed, and has a linear divisor that is unique modulo
scaling and denes a contact structure. We also assume that n 3 and that
is neoclassical and denite. Then as discussed in 2.4 we may associate to
(M, ) a Gstructure B M, where G is a subgroup of GL(2n +1, R) whose
Lie algebra consists of matrices of the form
_
_
(n 2)r 0 0
0 2r
i
j
+ a
i
j
0
d
i
s
ij
nr
j
i
a
j
i
_
_
, (3.31)
where a
i
j
+ a
j
i
= 0 and s
ij
= s
ji
, s
ii
= 0. In this section, we show how to
uniquely characterize in terms of the invariants of the Gstructure those (M, )
which are locally equivalent to the PoincareCartan form for the equation
u = Cu
n+2
n2
, C ,= 0. (3.32)
on at conformal space. The result may be loosely summarized as follows.
The vanishing of the primary invariants T
ijk
, U
ij
, S
i
j
is equivalent
to the existence of a foliation B N over a conformal manifold
(N, [ds
2
]), for which [ds
2
] pulls back to the invariant [
(
i
)
2
]. In
this case, under open conditions on further invariants, three suc
cessive reductions of B M yield a subbundle which is naturally
identied with the conformal bundle over N. The PoincareCartan
form can then be identied with that associated to a nonlinear Pois
son equation. In case a further invariant is constant, this equation
is equivalent to (3.32).
We nd these conditions by continuing to apply the equivalence method
begun in 2.4, pursuing the case in which all of the nonconstant torsion vanishes.
One corollary of the discussion is a characterization of PoincareCartan forms
locally equivalent to those for general nonlinear Poisson equations of the form
u = f(x, u), x N, (3.33)
on an ndimensional conformal manifold (N, [ds
2
]); here and in the following,
is the conformal Laplacian. The condition that (3.33) be nonlinear can be
characterized in terms of the geometric invariants associated to (M, ), as can
the condition that (N, [ds
2
]) be conformally at. The characterization of (3.32)
will imply that this equation has maximal symmetry group among nonlinear
EulerLagrange equations satisfying certain geometric conditions on the torsion.
We will not actually prove the characterization result for general Poisson equa
tions (3.33), but we will use these equations (in the conformally at case, with
=
_
x
i
_
2
) as an example at each stage of the following calculations.
3.3. CONFORMAL BRANCH OF THE EQUIVALENCE PROBLEM 103
We rst recall the structure equations of the Gstructure B M, associated
to a neoclassical, denite PoincareCartan form
= (
i
(i)
).
There is a pseudoconnection
=
_
_
(n 2) 0 0
0 2
i
j
+
i
j
0
i
ij
n
j
i
j
i
_
_
, with
_
i
j
+
j
i
= 0,
ij
=
ji
,
ii
= 0,
(3.34)
having torsion
d
_
_
i
_
_
+
_
_
j
_
_
=
_
_
i
i
(S
i
j
j
+U
ij
j
) +T
ijk
j
k
0
_
_
,
(3.35)
where enough torsion has been absorbed so that
T
ijk
= T
jik
= T
kji
, T
iik
= 0; U
ij
= U
ji
; S
i
j
= S
j
i
, S
i
i
= 0. (3.36)
We also recall the structure equation (2.48)
(n 2)d =
i
i
S
i
j
i
j
+
_
n2
2n
_
U
ij
ij
t
i
i
. (3.37)
The equations (3.34, 3.35, 3.36, 3.37) uniquely determine the forms ,
i
j
, and
we are still free to alter our pseudoconnection by
_
i
;
i
+b
i
+t
ij
j
, with t
ij
= t
ji
and t
ii
= 0,
ij
;
ij
+t
ij
+ t
ijk
k
, with t
ijk
= t
jik
= t
kji
and t
iik
= 0,
(3.38)
requiring also
2nb
i
+ (n 2)U
jk
t
ijk
= 0.
We set up our example (3.33) by taking coordinates (x
i
, u, q
i
) on M =
J
1
(R
n
, R), with contact form
def
= du q
i
dx
i
.
Then transverse Legendre submanifolds which are also integral manifolds of
def
= dq
i
dx
(i)
+f(x, u)dx
correspond locally to solutions of (3.33). One can verify that the form
def
=
_
(dq
i
f
n
dx
i
) dx
(i)
_
,
and then setting
_
_
i
i
_
_
=
_
_
du q
i
dx
i
dx
i
dq
i
f
n
dx
i
_
_
.
It turns out that this coframing is actually a section of B J
1
(R
n
, R), as one
discovers by setting
= 0,
i
j
= 0,
i
=
1
n
f
u
i
,
and noting that the structure equations (3.34, 3.35) hold (with some compli
cated choice of
ij
which we will not need). In fact, (3.35) holds with torsion
coecients S
i
j
, U
ij
, T
ijk
all vanishing, and we will see the signicance of this
presently.
In the general setting, we seek conditions under which the quadratic form
on B
q
def
=
(
i
)
2
can be regarded as dening a conformal structure on some quotient of B. For
the appropriate quotient to exist, at least locally, the necessary and sucient
condition is that the Pfaan system I =
1
, . . . ,
n
be integrable; it is easily
seen from the structure equations (and we noted in 2.4) that this is equivalent
to the condition
U
ij
= 0.
We assume this in what follows, and for convenience assume further that the
foliation of B by leaves of I is simple; that is, there is a smooth manifold N and
a surjective submersion B N whose bers are the leaves of I. Coordinates
on N may be thought of as preferred independent variables for the contact
equivalence class of our EulerLagrange PDE, as indicated in 2.4.
We can now compute the Lie derivative of q under a vector eld v which is
vertical for B N, satisfying v
i
= 0; using the hypothesis U
ij
= 0 and the
structure equations, we nd
L
v
q = 2
_
T
ijk
(v
j
)
i
k
+S
i
j
(v )
i
j
_
+ 4(v )q.
It follows that if T
ijk
= 0 and S
i
j
= 0, then there is a quadratic form on N
which pulls back to a nonzero multiple of q on B. A short calculation shows
that the converse as true as well, so we have the following.
Proposition 3.3 The conditions U
ij
= T
ijk
= S
i
j
= 0 are necessary and suf
cient for there to exist (locally) a conformal manifold (N, [ds
2
]) and a map
B N such that the pullback to B of [ds
2
] is equal to [q] = [
(
i
)
2
].
3.3. CONFORMAL BRANCH OF THE EQUIVALENCE PROBLEM 105
From now on, we assume U
ij
= S
i
j
= T
ijk
= 0.
From the discussion of the conformal equivalence problem in 3.1.2, we know
that associated to (N, [ds
2
]) is the secondorder conformal frame bundle P N
with global coframing
i
, ,
i
j
,
i
satisfying structure equations
_
_
d
i
2
i
+
i
j
j
= 0,
d +
1
2
i
i
= 0,
d
i
j
+
i
k
k
j
+
i
j
j
i
=
1
2
A
i
jkl
k
l
,
d
i
+ 2
i
+
j
j
i
=
1
2
B
ijk
j
k
.
(3.39)
Our goal is to directly relate the principal bundle B M associated to the
PoincareCartan form on M to the principal bundle P N associated to the
induced conformal geometry on N. We shall eventually nd that under some
further conditions stated below, the main one of which reects the nonlinearity
of the EulerLagrange system associated to , there is a canonical reduction
B
3
M of the Gstructure B M such that locally B
3
= P as parallelized
manifolds.
4
Because the canonical coframings on B
3
and P determine the bun
dle structure of each, we will then have shown that the subbundle B
3
N
of B N can be locally identied with the bundle P N associated to the
conformal structure (N, [ds
2
]).
In the special case of our Poisson equation, we have
i
= dx
i
as part of a
section of B M, so we can already see that our quotient space N
= R
n
is
conformally at. This reects the fact that the dierential operator in (3.33)
is the conformal Laplacian for at conformal space.
We return to the general case, and make the simplifying observation that
under our hypotheses,
0 = d
2
(
1
n
) =
2n
n2
t
i
i
1
n
,
so that t
i
= 0 in the equation (3.37) for d. We now have on B the equations
d
i
= 2
i
i
j
j
, (3.40)
d =
1
n2
i
i
. (3.41)
With the goal of making our structure equations on B resemble the conformal
structure equations (3.39), we dene
i
def
=
_
2
n2
_
i
.
The equations for d
i
and d are now formally identical to those for d
i
and d ,
and computing exactly as in the conformal equivalence problem, we nd that
d
i
j
+
i
k
k
j
+
i
j
j
i
=
1
2
A
i
jkl
k
l
,
4
As in the characterization in 2.5 of prescribed mean curvature systems, we will denote
by B
1
, B
2
, etc., reductions of the bundle B M associated to , and these are unrelated to
the bundles of the same names used in the construction of B.
106 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
for some functions A
i
jkl
on B having the symmetries of the Riemann curvature
tensor.
Of course, we want A
i
jkl
to correspond to the Weyl tensor
A
i
jkl
of (N, [ds
2
]),
so we would like to alter our pseudoconnection forms (3.34) in a way that will
give
A
l
jkl
= 0.
Again, reasoning exactly as we did in the conformal equivalence problem, we
know that there are uniquely determined functions t
ij
= t
ji
such that replacing
i
;
i
+ t
ij
j
accomplishes this goal. However, these may have t
ii
,= 0, meaning that we
cannot make the compensating change in
ij
(see (3.38)) without introducing
torsion in the equation for d
i
. We proceed anyway, and now have structure
equations
d
_
_
i
_
_
+
_
_
(n 2) 0 0
0
i
j
2
i
j
0
_
n2
2
_
i
ij
n
j
i
j
i
_
_
_
_
j
_
_
=
_
_
i
i
0
A
i
_
_
(3.42)
where A =
n2
2n
t
ii
is a component of the original A
i
jkl
, analogous to scalar
curvature in the Riemannian setting. Also, we have
d =
1
2
i
i
, (3.43)
d
i
j
+
i
k
k
j
+
i
j
j
i
=
1
2
A
i
jkl
k
l
, (3.44)
with A
l
jkl
= 0. These uniquely determine the pseudoconnection forms ,
i
j
,
i
, and leave
ij
determined only up to addition of terms of the form t
ijk
k
,
with t
ijk
totally symmetric and tracefree.
Now that
i
is uniquely determined, we can once again mimic calculations
from the conformal equivalence problem, deducing from (3.40, 3.43, 3.44) that
d
i
+2
i
+
j
j
i
=
1
2
B
ijk
j
k
, (3.45)
with B
ijk
+ B
ikj
= 0, B
ijk
+B
jki
+ B
kij
= 0.
In the case of our nonlinear Poisson equation (3.33), a calculation shows that
the modication of
i
=
2
n2
i
= 0 is not necessary, and that with everything
dened as before, we have not only (3.42), but also (3.43, 3.44, 3.45) with
A
i
jkl
= B
ijk
= 0. This gives us another way of seeing that the conformal
structure associated to (3.33) is at. What will be important for us, however,
is the fact that along this section of B J
1
(R
n
, R), the torsion function A is
A =
1
n
f
u
(x, u).
This comes out of the calculations alluded to above.
3.3. CONFORMAL BRANCH OF THE EQUIVALENCE PROBLEM 107
We now begin to reduce B M, as promised. To get information about
the derivative of the torsion coecient A without knowing anything about d
ij
,
we consider
0 = d
2
(
i
(i)
)
= d((n 2)
i
(i)
+
n2
2
i
(i)
+A )
= (dA+ 4A) .
This describes the variation of the function A along the bers of B Q, where
we recall that Q is the leaf space of the integrable Pfaan system J
= ,
i
.
In particular, we can write
dA+ 4A = A
0
+ A
i
i
, (3.46)
for some functions A
0
, A
i
on B. We see that on each ber of B Q, either
A vanishes identically or A never vanishes, and we assume that the latter holds
throughout B. This is motivated by the case of the Poisson equation (3.33),
for which
A =
1
n
f
u
(so we are assuming in particular that the zeroorder term
f(x, u) depends on u). Because the sign of A is xed, we assume A > 0 in what
follows. The case A < 0 is similar, but the case A = 0 is quite dierent.
For the rst reduction of B M, we dene
B
1
= b B : A(b) =
1
4
B.
From equation (3.46) with the assumption A > 0 everywhere, it is clear that
B
1
M is a principal subbundle of B, whose structure groups Lie algebra
consists of matrices (3.31) with r = 0. Furthermore, restricted to B
1
there is a
relation
= A
0
+ A
i
i
. (3.47)
In the case of a Poisson equation (3.33), our section (
,
i
,
i
) of B
J
1
(R
n
, R) is generally not a section of B
1
B, because we have along this
section that
A =
fu
n
. However, (3.46) guides us in nding a section of B
1
.
Namely, we dene a function r(x, u, q) > 0 on M by
r
4
= 4
A =
4
n
f
u
, (3.48)
and then one can verify that for the coframing
_
_
i
i
_
_
def
=
_
_
r
2n
0 0
0 r
2
i
j
0
0 0 r
n
j
i
_
_
_
_
j
j
_
_
,
one has the structure equation (3.42), with
= r
1
dr =
1
4
f
1
u
df
u
,
i
=
i
j
= 0,
A =
1
4
.
108 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
Again, we wont have any need for
ij
. Observe that along this section of B
1
,
=
1
4
f
1
u
df
u
=
A
0
+
A
i
i
, so that
A
0
=
1
4
r
n2
f
1
u
f
uu
,
A
i
=
1
4
r
2
f
1
u
(f
ux
i + f
uu
q
i
), (3.49)
with r given by (3.48).
Returning to the general situation on B
1
, we dierentiate (3.47) and nd
(dA
0
(n 2)A
0
) +(dA
i
+ 2A
i
A
j
j
i
+
1
2
i
A
0
i
)
i
= 0,
and the Cartan lemma then gives
dA
0
(n 2)A
0
= A
00
+ A
0i
i
, (3.50)
dA
i
+2A
i
A
j
j
i
+
1
2
i
A
0
i
= A
i0
+ A
ij
j
, (3.51)
with A
0i
= A
i0
and A
ij
= A
ji
.
We interpret (3.50) as saying that if A
0
vanishes at one point of a ber of
B
1
Q, then it vanishes everywhere on that ber. We make the assumption
that A
0
,= 0; the other extreme case, where A
0
= 0 everywhere, gives a dierent
branch of the equivalence problem. Note that in the case of a Poisson equation
(3.33), the condition A
0
,= 0 implies by (3.49) that the equation is everywhere
nonlinear. This justies our decision to pursue, among the many branches of
the equivalence problem within the larger conformal branch, the case A > 0,
A
0
,= 0. This justication was our main reason to carry along the example of
the Poisson equation, and we will not mention it again. General calculations
involving it become rather messy at this stage, but how to continue should be
clear from the preceding.
Returning to the general setting, our second reduction uses (3.51), which
tells us that the locus
B
2
= b B
1
: A
i
(b) = 0 B
1
is a principal subbundle of B
1
M, whose structure groups Lie algebra consists
of matrices (3.31) with r = d
i
= 0. Furthermore, restricted to B
2
there are
relations
i
= 2(A
i0
+A
ij
j
+A
0
i
),
and also
= A
0
.
With the A
i
out of the way we dierentiate once more, and applying the
Cartan lemma nd that on B
2
, modulo ,
i
,
i
,
dA
00
0, (3.52)
dA
0i
A
0j
j
i
, (3.53)
dA
ij
A
kj
k
i
+ A
ik
k
j
+ A
0
ij
. (3.54)
3.3. CONFORMAL BRANCH OF THE EQUIVALENCE PROBLEM 109
We interpret (3.52) as saying that A
00
descends to a welldened function on
M. We interpret (3.53) as saying that the vector valued function (A
0i
) repre
sents a section a vector bundle associated to B
2
M. We interpret (3.54) as
saying that if A
0
= 0, then the matrix (A
ij
) represents a section of a vector
bundle associated to B
2
M. However, we have already made the assump
tion that A
0
,= 0 everywhere. In some examples of interest, most notably for
the equation u = Cu
n+2
n2
, the section (A
0i
) vanishes; for a general nonlinear
Poisson equation, this vanishing loosely corresponds to the nonlinearity being
translationinvariant on at conformal space. We will not need to make any
assumptions about this quantity.
This allows us to make a third reduction. With A
0
,= 0, (3.54) tells us that
the locus where the tracefree part of A
ij
vanishes,
B
3
= b B
2
: A
0
ij
(b)
def
= A
ij
(b)
1
n
ij
A
kk
(b) = 0,
is a subbundle B
3
M of B
2
M. In terms of (3.31), the Lie algebra of the
structure group of B
3
is dened by r = d
i
= s
ij
= 0.
Let us summarize what we have done. Starting from the structure equations
(3.34, 3.35, 3.36, 3.37) on B M for a denite, neoclassical PoincareCartan
form with n 3, we specialized to the case where the torsion satises
U
ij
= S
i
j
= T
ijk
= 0.
In this case, we found that the leaf space N of the Pfaan system
1
, . . . ,
n
ij
A
kk
.
This leaves us on a bundle B
3
M with a coframing
i
, ,
i
,
i
j
, satis
fying structure equations exactly like those on the conformal bundle P N
associated with (N, [ds
2
]). From here, a standard result shows that there is a
local dieomorphism B
3
P under which the two coframings correspond. In
particular, the invariants A
i
jkl
and B
jkl
remaining in the bundle B
3
equal the
invariants named similarly in the conformal structure, so we can tell for example
if the conformal structure associated to our PoincareCartan form is at.
We now write the restricted PoincareCartan form,
= (
i
(i)
)
=
1
A0
1
A0
_
1
2
1
n
A
kk
i
_
(i)
=
1
2A
2
0
(
i
(i)
2A
kk
).
110 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
We can see from previous equations that A
kk
is constant on bers of B
3
M. Therefore, it makes sense to say that A
kk
is or is not constant on B
3
. If
it is constant, and if the conformal structure on N is at (that is, A
i
jkl
= 0 if
n 4, or B
jkl
= 0 if n = 3), then our PoincareCartan form is equivalent to
that associated to the nonlinear Poisson equation
u = Cu
n+2
n2
,
where C = (n 2)A
kk
. This completes the characterization of PoincareCartan
forms equivalent to that of this equation. Our next goal is to determine the
conservation laws associated to this PoincareCartan form.
3.4 Conservation Laws for u = Cu
n+2
n2
In this section, we will determine the classical conservation laws for the confor
mally invariant nonlinear Poisson equation
u = Cu
n+2
n2
. (3.55)
Recall that from
0
= and
1
=
i
(i)
we constructed the functional
=
1
2(n2)
C
n(n2)
0
having the PoincareCartan form
= d = (
i
(i)
2C
n2
),
and that under a certain embedding : J
1
(R
n
, R
+
) P, the EulerLagrange
system of restricted to a transverse Legendre submanifold is generated by
=
_
u Cu
n+2
n2
_
dx,
for coordinates on J
1
(R
n
, R
+
) described in the proof of Proposition 3.2. We
also proved that the composition of : J
1
(R
n
, R
+
) P with the projection
P M gives an open contact embedding of J
1
(R
n
, R
+
) as a dense subset of
M. Our invariant forms on P pull back via to give the following forms on
J
1
(R
n
, R
+
), expressed in terms of the canonical coordinates (x
i
, u, p
i
):
_
_
=
1
n2
u
1
du
1
2
p
i
dx
i
,
i
= u
2
n2
dx
i
,
i
= u
2
n2
_
dp
i
p
i
p
j
dx
j
+
p
2
2
dx
i
_
,
i
j
= p
j
dx
i
p
i
dx
j
.
(3.56)
To describe the conservation laws, we rst calculate for symmetry vector elds
V g
the expression
V
= V
n1
(P)
at points of J
1
(R
n
, R
+
) P, and then restrict this (n 1)form to that sub
manifold, where it will be a conserved integrand for the equation.
3.4. CONSERVATION LAWS FOR u = Cu
n+2
n2
111
3.4.1 The Lie Algebra of Innitesimal Symmetries
We know that the PoincareCartan forms
k
=
_
_
I=k
I
(I)
_
_
on P are invariant under the simple, transitive leftaction of the conformal group
SO
o
(n+1, 1). The innitesimal generators of this action are the vector elds on
P corresponding under the identication P
= SO
o
(n + 1, 1) to rightinvariant
vector elds. Our rst task is to determine the rightinvariant vector elds in
terms of the basis
_
i
,
i
,
i
j
_
of leftinvariant vector elds dual to the basis of leftinvariant 1forms used
previously; this is because the MaurerCartan equation in our setup only allows
us to compute in terms of leftinvariant objects.
For an unknown vector eld
V = g
+ V
i
i
+ V
i
i
+V
i
j
i
j
(V
i
j
+ V
j
i
= 0) (3.57)
to be rightinvariant is equivalent to the conditions
L
V
= L
V
i
= L
V
i
= L
V
i
j
= 0; (3.58)
that is, the ow of V should preserve all leftinvariant 1forms. We will solve the
system (3.58) of rstorder dierential equations for V along the submanifold
J
1
(R
n
, R
+
) P. Such V are not generally tangent to J
1
(R
n
, R
+
), but the
calculation of conservation laws as V is still valid, as J
1
(R
n
, R
+
) is being
used only as a slice of the foliation P M. The solution will give the coecient
functions g, V
i
, V
i
of (3.57) in terms of the coordinates (x
i
, u, p
i
) of J
1
(R
n
, R
+
).
We will not need the coecients V
i
j
, because they do not appear in
V
= V ;
in fact, we compute g = V only because it simplies the rest of the solution.
First, we use the equation L
V
= 0, which gives
0 = d(V ) + V d
= dg
1
2
(V
i
i
V
i
i
).
We have the formulae (3.56) for the restrictions of
i
and
i
to J
1
(R
n
, R
+
), by
which the last condition becomes
dg =
1
2
_
V
i
u
2
n2
dx
i
V
i
u
2
n2
(dp
i
p
i
p
j
dx
j
+
p
2
2
dx
i
)
_
.
This suggests that we replace the unknowns V
i
, V
i
in our PDE system (3.58)
with
v
i
def
=
1
2
V
i
u
2
n2
, v
i
def
=
1
2
V
i
u
2
n2
1
2
V
j
u
2
n2
(p
j
p
i
+
ij
p
2
2
).
112 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
Then we have the result
g
x
i
= v
i
,
g
p
i
= v
i
,
g
u
= 0. (3.59)
In particular, we now need to determine only the function g.
For this, we use the equation L
V
i
= 0, which gives
0 = d(V
i
) + V d
i
= dV
i
2V
i
+
i
j
V
j
+ 2g
i
V
i
j
j
.
When we restrict to J
1
(R
n
, R
+
) using (3.56) and use our new dependent vari
ables v
i
, v
i
, this gives
dv
i
= (p
i
dx
j
p
j
dx
i
)v
j
(p
j
dx
j
)v
i
g dx
i
+
1
2
V
i
j
dx
j
. (3.60)
This says in particular that v
i
(x, u, p) is a function of the variables x
i
alone, so
along with (3.59) we nd that
g(x, u, p) = f(x) + f
i
(x)p
i
,
for some functions f(x), f
i
(x). Substituting this back into (3.60), we have
df
i
= (p
i
f
j
p
j
f
i
1
2
V
i
j
+
i
j
f)dx
j
.
This is a PDE system
f
i
x
j
= p
i
f
j
p
j
f
i
1
2
V
i
j
+
i
j
f
for the unknowns f
i
(x), and it can be solved in the following elementary way.
We rst let
h
i
j
= p
i
f
j
p
j
f
i
1
2
V
i
j
= h
j
i
so that our equation is
f
i
x
j
= h
i
j
+
i
j
f. (3.61)
Dierentiating this with respect to x
k
and equating mixed partials implies that
the expression
h
i
k
x
j
i
j
f
x
k
+
k
j
f
x
i
(3.62)
is symmetric in j, k. It is also clearly skewsymmetric in i, k, and therefore
equals zero (as in (3.11)). Now we can equate mixed partials of h
i
k
to obtain
i
k
2
f
x
j
x
l
j
k
2
f
x
i
x
l
=
i
l
2
f
x
j
x
k
j
l
2
f
x
i
x
k
.
3.4. CONSERVATION LAWS FOR u = Cu
n+2
n2
113
With the standing assumption n 3, this implies that all of these second partial
derivatives of f are zero, and we can nally write
f(x) = r +
1
2
b
k
x
k
,
for some constants r, b
k
. The reasons for our labelling of these and the following
constants of integration will be indicated below. Because the expressions (3.62)
vanish, we can integrate to obtain
h
i
j
=
1
2
a
i
j
+
1
2
b
j
x
i
1
2
b
i
x
j
for some constants a
i
j
= a
j
i
, and then integrate (3.61) to nd
f
i
(x) =
1
2
w
i
+(
i
j
r
1
2
a
i
j
)x
j
1
4
b
i
[[x[[
2
+
1
2
b, x)x
i
,
where we have written b, x) =
b
k
x
k
and [[x[[
2
=
(x
k
)
2
. We summarize the
discussion in the following.
Proposition 3.4 The coecients of the vector elds (3.57) on P preserving
the leftinvariant 1forms ,
i
along J
1
(R
n
, R
+
) are of the form
g = r +
1
2
b, x)(1 + p, x)) +
_
1
2
w
i
+
_
i
j
r
1
2
a
i
j
_
x
j
1
4
b
i
[[x[[
2
_
p
i
,
v
i
def
=
1
2
V
i
u
2
n2
=
g
p
i
,
v
i
def
=
1
2
V
i
u
2
n2
1
2
V
j
u
2
n2
(p
j
p
i
+
ij
p
2
2
) =
g
x
i
,
where r, b
i
, w
i
, a
i
j
= a
j
i
are constants.
It is easy to verify that such g, V
i
, V
i
uniquely determine V
i
j
= V
j
i
such that
the vector eld (3.57) preserves
i
and
i
j
as well, but we will not need this fact.
Note that the number of constants in the Proposition equals the dimension of
the Lie algebra so(n +1, 1), as expected.
The reader may be aware that one should not have to solve dierential
equations to determine rightinvariant vector elds in terms of leftinvariant
vector elds. In fact, an algebraic calculation will suce, which in this case
would consist of writing an arbitrary Lie algebra element
g
L
=
_
_
2r b
j
0
w
i
a
i
j
b
i
0 w
j
2r
_
_
interpreted as a leftinvariant vector eld, and conjugating by (x, u, p) P
regarded as a matrix with columns e
0
(x, u, p), e
j
(x, u, p), e
n+1
(x, u, p) given by
(3.29, 3.30). The resulting so(n+1, 1)valued function on J
1
(R
n
, R
+
) then has
entries which are the coecients of a rightinvariant vector eld V . The calcu
lation is tedious, but of course the vector elds so obtained are as in Proposi
tion 3.4.
114 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
3.4.2 Calculation of Conservation Laws
We can now use the formulae for the innitesimal symmetries derived above to
calculate the conservation laws for , which are (n 1)forms on J
1
(R
n
, R
+
)
that are closed when restricted to integral submanifolds of the EulerLagrange
system.
The Noether prescription is particularly simple in this case, because the
equations
L
V
= 0 and d =
mean that there are no compensating terms, and we can take for the conserved
integrand just
V
= V .
This is straightforward in principle, but there are some delicate issues of signs
and constants. We nd that for V as in Proposition 3.4,
V
0
= V
i
(i)
,
and restricting to J
1
(R
n
, R
+
), using v
i
instead of V
i
, we obtain
(V
0
)[
J
1
(R
n
,R
+
)
= 2u
2n
n2
v
i
dx
(i)
.
The analogous computation for V
1
is a little more complicated and gives
(V
1
)
J
1
(R
n
,R
+
)
= 2u
2
(v
j
dp
i
dx
(ij)
+ (v
i
+
n2
2
v
i
[[p[[
2
)dx
(i)
).
On a transverse Legendre submanifold S of J
1
(R
n
, R
+
), we can use the condi
tion = 0 from (3.56) to write
p
i
=
2
n2
u
1 u
x
i
, (3.63)
and if we compute dp
i
and [[p[[
2
for such a submanifold, then we can substitute
and obtain
(V
1
)[
S
=
4
n2
_
uu
x
i
x
j v
j
+uu
x
j
x
j v
i
+ u
x
iu
x
j v
j
+
n2
2
u
2
v
i
_
dx
(i)
.
We summarize with the following.
Proposition 3.5 The restriction of V to the 1jet graph of u(x
1
, . . . , x
n
)
equals
V
=
_
2
n2
_
uu
x
j
x
j v
i
uu
x
i
x
j v
j
+ u
x
i u
x
j v
j
_
2C
n
u
2n
n2
v
i
+ u
2
v
i
_
dx
(i)
.
We now have a representative for each of the classical conservation laws
corresponding to a conformal symmetry of our equation
u = Cu
n+2
n2
. (3.64)
3.4. CONSERVATION LAWS FOR u = Cu
n+2
n2
115
We say representative because a conservation law is actually an equivalence
class of (n 1)forms. In fact, our
V
is not the (n 1)form classically taken
to represent the conservation law corresponding to V ; our
V
involves second
derivatives of the unknown u(x), while the classical expressions are all rst
order. We can nd the rstorder expressions by adding to
V
a suitable exact
(n 1)form, obtaining
g
def
=
V
+
2
n2
d(uu
x
i v
j
dx
(ij)
)
=
_
4
n2
u
x
i u
x
j v
j
_
2
n2
[[u[[
2
+
2C
n
u
2n
n2
_
v
i
+u
2
v
i
+
2
n2
u(u
x
i v
j
x
j
u
x
j v
i
x
j )
_
dx
(i)
.
This turns out to give the classical expressions for the conservation laws
associated to our equation (3.64), up to multiplicative constants. It could have
been obtained more directly using the methods of Section 1.3. For this, one
would work on the usual J
1
(R
n
, R), with standard coordinates (x
i
, u, q
i
) in
which the contact structure is generated by
= du q
i
dx
i
,
and then consider the MongeAmpere system generated by and
= dq
i
dx
(i)
+Cu
n+2
n2
dx.
A little experimenting yields a Lagrangian density
Ldx =
_
q
2
2
+
n2
2n
Cu
2n
n2
_
dx,
so the functional
= Ldy + L
qi
dy
(i)
induces the PoincareCartan form
= = d.
One can then determine the Lie algebra of the symmetry group of by solving
an elementary PDE system, with a result closely resembling that of Proposi
tion 3.4. Applying the Noether prescription to these vector elds and this
yields (n 1)forms which restrict to transverse Legendre submanifolds to give
g
above.
Returning to our original situation, we now compute
g
explicitly for various
choices of g as in Proposition 3.4. These choices of g correspond to subgroups
of the conformal group.
116 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
Translation: g = w
i
p
i
.
In this case, we have v
i
= w
i
, v
i
= 0, so we nd on a transverse Legendre
submanifold of J
1
(R
n
, R
+
) that
g
=
_
2
n2
[[u[[
2
w
i
4
n2
u
x
i u
x
j w
j
+
2C
n
u
2n
n2
w
i
_
dx
(i)
.
The typical use of a conservation law involves its integration along the smooth
(n 1)dimensional boundary of a region R
n
. To make more sense of
the preceding expression, we take such a region to have unit normal and
area element d (with respect to the Euclidean metric), and using the fact that
q
i
dx
(i)
[
= q, )d for a vector q = q
i
x
i
, we have
g
[
=
_
2
n2
[[u[[
2
w
4
n2
u, w)u +
2C
n
u
2n
n2
w,
_
d.
Here, we have let w = w
i
x
i
be the translation vector eld induced on at
conformal space R = R
n
by the rightinvariant vector eld on P which
gives this conservation law.
Rotation: g = a
i
j
p
i
x
j
, a
i
j
+a
j
i
= 0.
In this case, we have v
i
= a
i
j
x
j
, v
i
= a
j
i
p
j
. On a transverse Legendre sub
manifold of J
1
(R
n
, R
+
), we have from (3.63) that p
i
=
2
n2
u
1
u
x
i , and we nd
that
g
=
__
2
n2
[[u[[
2
+
2C
n
u
2n
n2
_
a
i
j
x
j
4
n2
u
x
i u
x
ka
k
j
x
j
+
2
n2
uu
x
j a
j
i
_
dx
(i)
.
In this formula, the last term represents a trivial conservation law; that is,
d(uu
x
j a
j
i
dx
(i)
) = 0 on any transverse Legendre submanifold, so it will be ignored
below. Restricting as in the preceding case to the smooth boundary of R
n
with unit normal and area element d, this is
g
[
=
__
2
n2
[[u[[
2
+
2C
n
u
2n
n2
_
a
4
n2
u, a)u,
_
d.
Here, we have let a = a
i
j
x
j
x
i
be the rotation vector eld induced on at
conformal space R by the rightinvariant vector eld on P which gives this
conservation law.
Dilation: g = 1 + x
i
p
i
.
This generating function gives the rightinvariant vector eld whose value at the
identity is the Lie algebra element (in blocks of size 1, n, 1)
_
_
2 0 0
0 0 0
0 0 2
_
_
,
3.4. CONSERVATION LAWS FOR u = Cu
n+2
n2
117
which generates a 1parameter group of dilations about the origin in at con
formal space R. In this case, we have v
i
= x
i
, v
i
= p
i
, and on a transverse
Legendre submanifold with p
i
=
2
n2
u
1
u
x
i , we nd that
g
=
__
2
n2
[[u[[
2
+
2C
n
u
2n
n2
_
x
i
4
n2
u
x
i u
x
j x
j
2uu
x
i
_
dx
(i)
. (3.65)
For this conservation law, it is instructive to take for R
n
the open ball of
radius r > 0 centered at the origin, and then
g
[
=
_
r
_
2
n2
[[u[[
2
+
2C
n
u
2n
n2
4
n2
u, )
2
_
2uu, )
_
d. (3.66)
A simple consequence of this conservation law is the following uniqueness theo
rem.
5
Theorem 3.1 (Pohozaev) If u(x) C
2
(
) is a solution to u = Cu
n+2
n2
in
the ball of radius r, with u 0 in and u = 0 on , then u = 0.
Proof. We will rst use the conservation law to show that u = 0 everywhere
on . If we decompose u = u
+ u
g
[
=
2r
n2
u
2
d,
so the conservation law
_
g
= 0 implies that u
= 0 on .
Now with u = 0 on , we can compute
0 =
_
du
=
_
d du
=
_
u dx.
But it is clear from the PDE that u cannot change sign, so it must vanish
identically, and this implies that u = 0 throughout .
In fact, looking at the expression (3.65) for
g
for a more general region, it is
not hard to see that the same proof applies whenever R
n
is bounded and
starshaped.
Inversion: g =
1
2
p
j
b
j
[[x[[
2
+b
j
x
j
(1 +p
i
x
i
).
This is the generating function for the vector eld in R = R
n
which is the
conjugate of a translation vector eld by inversion in an origincentered sphere.
5
See [Poh65], where a nonexistence theorem is proved for a more general class of equations,
for which dilation gives an integral identity instead of a conservation law.
118 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
In this case, we have v
i
=
1
2
b
i
[[x[[
2
b
j
x
j
x
i
, v
i
= b
i
x
j
p
j
b
j
x
i
p
j
+b
j
x
j
p
i
+b
i
,
and on a transverse Legendre submanifold, we nd after some tedious calculation
that
g
=
__
(
2
n2
[[u[[
2
+
2C
n
u
2n
n2
)
ij
4
n2
u
x
i u
x
j
_
(b
k
x
k
x
j
1
2
b
j
[[x[[
2
)
2ub
j
x
j
u
x
i +u
2
b
i
dx
(i)
.
Again taking R
n
to be the open ball of radius r > 0 centered at the origin,
we have
(n 2)
g
[
=
_
(r
2
(4u, )
2
+[[u[[
2
+
C
n
u
2n
n2
) + u
2
)b
+2(r
2
b, u) (n 2)rub, ))u,
_
d,
where b = b
i
x
i
is the vector eld whose conjugate by a sphereinversion is the
vector eld generating the conservation law.
3.5 Conservation Laws for Wave Equations
In this section, we will consider nonlinear wave equations
z = f(z), (3.67)
which are hyperbolic analogs of the nonlinear Poisson equations considered
previously. Here, we are working in Minkowski space L
n+1
with coordinates
(t, y
1
, . . . , y
n
), and the wave operator is
=
_
t
_
2
+
_
y
i
_
2
.
It is in this hyperbolic case that conservation laws have been most eectively
used. Everything developed previously in this chapter for the Laplace operator
and Poisson equations on Riemannian manifolds has an analog for the wave
operator and wave equations on Lorentzian manifolds, which by denition carry
a metric of signature (n, 1). Indeed, even the coordinate formulae for conserva
tion laws that we derived in the preceding section are easily altered by a sign
change to give corresponding conservation laws for the wave equation. Our goal
in this section is to see how certain analytic conclusions can be drawn from
these conservation laws.
Before doing this, we will illustrate the usefulness of understanding the wave
operator geometrically, by presenting a result of Christodoulou asserting that
the Cauchy problem for the nonlinear hyperbolic equation
z = z
n+3
n1
(3.68)
3.5. CONSERVATION LAWS FOR WAVE EQUATIONS 119
has solutions for all time, given suciently small initial data.
6
The proof exploits
conformal invariance of the equation in an interesting way, and this is what we
want to explain. Note that (3.68) is the hyperbolic analog of the maximally
symmetric nonlinear Poisson equation z = z
n+2
n2
considered previously; the
change in exponent reects the fact that the number of independent variables is
now n+1, instead of n. This equation will be of special interest in our discussion
of conservation laws, as well.
The idea for proving the longtime existence result is to map Minkowski
space L
n+1
, which is the domain for the unknown z in (3.68), to a bounded
domain, in such a way that the equation (3.68) corresponds to an equation
for which shorttime existence of the Cauchy problem is already known. With
suciently small initial data, the shorttime will cover the bounded domain,
and back on L
n+1
we will have a global solution.
The domain to which we will map L
n+1
is actually part of a conformal com
pactication of Minkowski space, analogous to the conformal compactication
of Euclidean space constructed in 3.1.1. This compactication is dieomorphic
to a product S
1
S
n
, and topologically may be thought of as the result of
adding a point at spatialinnity for each time, and a timeatinnity for each
spatial point. Formally, one can begin with a vector space with innerproduct
of signature (n + 1, 2), and consider the projectivized nullcone; it is a smooth,
real quadric hypersurface in P
n+2
, which in certain homogeneous coordinates
is given by
2
1
+
2
2
=
2
1
+ +
2
n
,
evidently dieomorphic to S
1
S
n
. The (n + 1, 2)innerproduct induces a
Lorentz metric on this hypersurface, welldened up to scaling, and its conformal
isometry group has identity component SO
o
(n + 1, 2), which we will revisit in
considering conservation laws. What is important for us now is that among the
representative Lorentz metrics for this conformal structure one nds
g = dT
2
+ dS
2
,
where T is a coordinate on S
1
, and dS
2
is the standard metric on S
n
. In
certain spherical coordinates (usual spherical coordinates applied to R
n
, after
stereographic projection, this may be written
g = dT
2
+ dR
2
+ (sin
2
R) dZ
2
,
where R [0, ], and dZ
2
is the standard metric on the unit (n 1)sphere.
Now we will conformally embed Minkowski space L
n+1
as a bounded domain
in the nite part R R
n
of S
1
S
n
, the latter having coordinates (T, R, Z).
The map (t, r, z) = (T, R, Z) is given by
_
_
T
R
Z
_
_
=
_
_
arctan(t +r) +arctan(t r)
arctan(t +r) arctan(t r)
z
_
_
,
6
See [Chr86]; what is proved there is somewhat more general.
120 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
and one can easily check that
(dT
2
+dR
2
+ (sin
2
R) dZ
2
) =
2
(dt
2
+dr
2
+r
2
dz
2
),
where dZ
2
and dz
2
are both the standard metric on the unit (n1)sphere; the
conformal factor is
= 2(1 +(t + r)
2
)
1
2
(1 +(t r)
2
)
1
2
,
and the righthand side is a multiple of the at Minkowski metric. The image
of is the diamond
T = (T, R, Z) : R < T < R, R 0.
Note that the initial hyperplane t = 0 corresponds to T = 0, and that with
xed (R, Z), as T R, t . Consequently, the longtime Cauchy prob
lem for the invariant wave equation (3.68) corresponds to a shorttime Cauchy
problem on the bounded domain T for some other equation.
We can see what this other equation is without carrying out tedious calcula
tions by considering the conformally invariant wave operator, an analog of the
conformal Laplacian discussed in 3.1.3. This is a dierential operator
c
: (D
n1
2(n+1)
) (D
n+3
2(n+1)
)
between certain density line bundles over a manifold with Lorentz metric. With
a choice of Lorentz metric g representing the conformal class, u (D
n1
2(n+1)
) is
represented a function u
g
, and the density
c
u is represented by the function
(
c
u)
g
=
g
(u
g
) +
n1
4n
R
g
u
g
,
where R
g
is the scalar curvature and
g
is the wave operator associated to g.
We interpret our wave equation (3.68) as a condition on a density represented in
the at (Minkowski) metric g
0
by the function u
0
, and the equation transformed
by the map introduced above should express the same condition represented
in the new metric g. The representative functions are related by
u
g
=
n1
2
u
0
, (
c
u)
g
=
n+3
2
(
c
u)
0
,
so the condition (3.68) becomes
g
(u
g
) +
n1
4n
R
g
u
g
= (
c
u)
g
=
n+3
2
(
c
u)
0
=
n+3
2
u
n+3
n1
0
= u
n+3
n1
g
.
The scalar curvature is just that of the round metric on the nsphere, R
g
=
n(n 1), so letting u = u
0
, U = u
g
, the equation (3.68) is transformed into
g
U +
(n1)
2
4
U = U
n+3
n1
. (3.69)
3.5. CONSERVATION LAWS FOR WAVE EQUATIONS 121
Finally, suppose given compactly supported initial data u(0, x) = u
0
(x) and
u
t
(0, x) = u
1
(x) for (3.68). These correspond to initial data U
0
(X) and U
1
(X)
for (3.69), supported in the ball of radius . The standard result on local
existence implies that the latter Cauchy problem can be solved for all X, in
some time interval T [0, T
0
], with a lowerbound for T
0
determined by the size
of the initial data. Therefore, with suciently small initial data, we can arrange
T
0
, and translated back to the original coordinates, this corresponds to a
global solution of (3.68).
We now turn to more general wave equations (3.67), where conservation
laws have been most eectively used.
7
Equation (3.67) is the EulerLagrange
equation for the action functional
_
R
_
R
n
_
1
2
(z
2
t
+ [[z[[
2
) +F(z)
_
dy dt,
where F
(z) = f(z), and the gradient z is with respect to the space variables
y
1
, . . . , y
n
.
Rather than redevelop the machinery of conformal geometry in the Lorentz
case, we work in the classical setting, on J
1
(L
n+1
, R) with coordinates t, y
i
, z, p
a
(as usual, 1 i n, 0 a n), contact form = dz p
0
dt p
i
dy
i
, Lorentz
innerproduct ds
2
= dt
2
+
(dy
i
)
2
, and Lagrangian
L(t, y, z, p) =
1
2
(p
2
0
+
[p
i
[
2
) +F(z).
A normalized representative functional is then
= Ldt dy + (p
0
dy p
i
dt dy
(i)
), (3.70)
satisfying
d = = (dp
0
dy + dp
i
dt dy
(i)
+f(z)dt dy).
This is the example discussed at the end of 1.3. As mentioned there, the in
variance of the equation under timetranslation gives an important conservation
law, and its uses will be our rst topic below. In fact, there are conservation laws
associated to spacetranslations and Lorentz rotations, the latter generated by
ordinary spatial rotations b
i
j
y
j
y
j
(b
i
j
+b
j
i
= 0) and Lorentz boosts y
i
t
+t
y
i
;
however, these seem to have been used less widely in the analysis of (3.67).
Especially interesting is the case of (3.68), which is preserved under a certain
action of the conformal Lorentz group SO
0
(n + 1, 2) on J
1
(L
n+1
, R). In par
ticular, there are extensions to J
1
(L
n+1
, R) of the dilation and inversion vector
elds on L
n+1
, and these give rise to more conservation laws. We will consider
these after discussing uses of the timetranslation conservation law for the more
general wave equations (3.67).
7
This material and much more may be found in [Str89].
122 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
3.5.1 Energy Density
The timetranslation vector eld
t
on L
n+1
lifts to J
1
(L
n+1
, R) to a symmetry
of having the same expression, V =
t
. The Noether prescription gives
t
= V =
_
1
2
(p
2
0
+
p
2
i
) +F(z)
_
dy +p
0
p
i
dt dy
(i)
,
as calculated in Section 1.3. The coecient of dy here is the energy density
e
def
=
1
2
(p
2
0
+ [p
i
[
2
) +F(z),
and it appears whenever we integrate
t
along a constanttime level surface
R
n
t
= t R
n
. The energy function
E(t)
def
=
_
R
n
t
e dy 0,
is constant by virtue of the equation (3.67), assuming sucient decay of z and
its derivatives in the space variables for the integral to make sense.
A more substantial application involves a region L
n+1
of the form
=
_
t(t0,t1)
[[y[[ < r
0
(t t
0
),
a union of open balls in space, with initial radius r
0
decreasing with speed 1.
The boundary is T B + K, where
B = t
0
[[y[[ r
0
is the initial disc,
T = t
1
[[y[[ r
0
(t
1
t
0
) is the nal disc, and
K =
t[t0,t1]
[[y[[ = r
0
(t t
0
) is part of a null cone.
The conservation of
t
on reads
0 =
_
t
=
_
TB
e dy +
_
K
t
. (3.71)
The term
_
K
t
describes the ow of energy across part of the null cone; we will
compute the integrand more explicitly in terms of the area form dK induced
from an ambient Euclidean metric dt
2
+
(dy
i
)
2
, with the goal of showing
that
_
K
t
0. This area form is the contraction of the outward unit normal
1
2
(
t
+
y
i
y
y
i
) with the ambient Euclidean volume form dt dy, giving
dK =
1
2
(dy
y
i
y
dt dy
(i)
)[
K
=
2dy[
K
.
It is easy to calculate that the restriction to K of
t
is
t
[
K
=
1
2
(e
y
i
pi
y
p
0
)dK.
3.5. CONSERVATION LAWS FOR WAVE EQUATIONS 123
Separating the radial and tangential space derivatives
p
r
def
=
y
i
p
i
[[y[[
, p
def
=
_
p
2
i
p
2
r
,
we can rewrite this as
t
[
K
=
1
2
(
1
2
(p
2
0
+p
2
r
+p
2
) + F(z) p
r
p
0
)dK (3.72)
=
1
2
(
1
2
(p
0
p
r
)
2
+
1
2
p
2
) + F(z))dK. (3.73)
In the region of J
1
(L
n+1
, R) where F(z) 0 this integrand is positive, and
from (3.71) we obtain the bound
_
T
e dy
_
B
e dy.
This says that energy travels with at most unit speedno more energy can
end up in T than was already present in B. If F(z) 0 everywhere, then one
can obtain another consequence of the expression (3.73) by writing
_
K
t
=
_
B
_
T
t
_
B
t
E(t
0
) = E.
This gives an upper bound for
[[(dz[
K
)[[
2
L
2 =
_
K
((p
0
p
r
)
2
+p
2
)dK 2
2E
which holds for the entire backward null cone; that is, our bound is independent
of t
0
. Here the L
2
norm is with respect to Euclidean measure.
We should also mention that the spatialtranslation and Lorentz rotations
give rise to conserved quantities that may be thought of as linear and angular
momenta, respectively. The uses of these are similar to, though not as extensive
as, the uses of the conserved energy.
3.5.2 The Conformally Invariant Wave Equation
We now determine some additional conservation laws for the conformally in
variant wave equation (3.68). Again, we could duplicate the process used for
Poisson equations by calculating restrictions of the rightinvariant vector elds
of SO
o
(n+1, 2) to the image of an embedding J
1
(L
n+1
, R
+
) SO
o
(n +1, 2),
and contracting with the leftinvariant Lagrangian. Instead, we will illustrate
the more concrete, coordinatebased approach, though we will still make some
use of the geometry.
The Dilation Conservation Law
To nd the conservation law corresponding to dilation symmetry of (3.68), we
have to rst determine a formula for this symmetry on J
1
(L
n+1
, R
+
), and then
124 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
apply the Noether prescription. For this, we will rst determine the vector elds
action on J
0
(L
n+1
, R
+
); the lift of this action to J
1
(L
n+1
, R
+
) is determined
by the requirement that it preserve the contact line bundle.
By analogy with (3.30), we have an embedding of J
0
(L
n+1
, R
+
) into the
nullcone of L
n+1,2
given by
(t, y
i
, z) z
2
n1
_
_
_
_
1
t
y
i
1
2
(t
2
+[y[
2
)
_
_
_
_
,
and the dilation matrix (in blocks of size 1, 1, n, 1) acts projectively on this slice
of the nullcone by
_
_
z
2
n1
r
_
_
_
_
1
t
r
y
i
r
1
2
[[(t
r
, y
r
)[[
2
)
_
_
_
_
_
_
def
=
_
_
_
_
r
1
0 0 0
0 1 0 0
0 0 I
n
0
0 0 0 r
_
_
_
_
_
z
2
n1
_
_
_
_
1
t
y
i
1
2
[[(t, y)[[
2
_
_
_
_
_
_
.
Taking the derivative with respect to r and setting r = 1 gives the vector eld
V
dil
=
n1
2
z
z
+t
t
+y
i
y
i
.
The scaling in the zcoordinate reects an interpretation of the unknown z(t, y)
as a section of a certain density line bundle. We then nd the lift from
V
dil
1(J
0
(L
n+1
, R
+
)) to V
dil
1(J
1
(L
n+1
, R
+
)) by the requirement that the con
tact form = dz p
0
dt p
i
dy
i
be preserved up to scaling; that is,
V
dil
=
V
dil
+v
0
p
0
+ v
i
p
i
must satisfy
L
Vdil
0 (mod ),
where v
0
and v
i
are the unknown coecients of the lift. This simple calculation
yields
V
dil
=
n1
2
z
z
+ t
t
+ y
i
y
i
n+1
2
p
a
pa
.
Then one can compute even for the general wave equation (3.67) that
L
Vdil
(L(t, y, z, p)dt dy) = ((n +1)F(z)
n1
2
zf(z))dt dy.
Tentatively following the Noether prescription for the general wave equation,
we set
dil
= V
dil
,
where is given by (3.70), and because Ldt dy modulo I, we can
calculate
d
dil
= L
Vdil
V
dil
L
Vdil
(Ldt dy) 0 (mod c
)
= ((n + 1)F(z)
n1
2
zf(z))dt dy (mod c
).
3.5. CONSERVATION LAWS FOR WAVE EQUATIONS 125
The condition on the equation (3.67) that
dil
be a conservation law is therefore
F(z) = Cz
2(n+1)
n1
,
so the PDE is
z = C
z
n+3
n1
,
as expected (cf. (3.68)); we work with C
= 1, C =
n1
2(n+1)
. Now, one can
calculate that restricted to any Legendre submanifold the conserved density is
dil
= L(t, y, z, p)(t dy y
i
dt dy
(i)
) +(
n1
2
z +tp
0
+y
i
p
i
)(p
0
dy +p
j
dt dy
(j)
).
Typically, one considers the restriction of this form to the constanttime hyper
planes R
n
t
= t R
n
, which is
dil
(te +rp
0
p
r
+
n1
2
zp
0
)dy (mod dt).
For example, we nd that for solutions to (3.68) with compact support in y
i
,
d
dt
_
R
n
t
(te +rp
0
p
r
+
n1
2
zp
0
)dy = 0. (3.74)
For more general wave equations (3.67), an identity like (3.74) holds, but
with a nonzero righthand side; our conservation law is a special case of this.
The general dilation identity is of considerable use in the analysis of nonlinear
wave equations. It is analogous to the almostconservation law derived from
scaling symmetry used to obtain lower bounds on the area growth of minimal
surfaces, as discussed in 1.4.3.
An Inversion Conservation Law
We now consider the inversion symmetry corresponding to the conjugate of
timetranslation by inversion in a unit (Minkowski) sphere. We will follow
the same procedure as for dilation symmetry, rst determining a vector eld on
J
0
(L
n+1
, R
+
) generating this inversion symmetry, then lifting it to a contact
preserving vector eld on J
1
(L
n+1
, R
+
), and then applying the Noether pre
scription to obtain the conserved density.
The conjugate by sphereinversion of a timetranslation in SO
o
(n + 1, 2) is
the matrix
_
_
_
_
1 b 0
1
2
b
2
0 1 0 b
0 0 I
n
0
0 0 0 1
_
_
_
_
,
and dierentiating its projective linear action on
_
_
z
2
n1
_
_
_
_
1
t
y
i
1
2
[[(t, y)[[
2
_
_
_
_
_
_
126 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
yields the vector eld
V
inv
=
n1
2
tz
z
1
2
(t
2
+ [y[
2
)
t
ty
i
y
i
.
Again, the coecients of
t
and
y
i
describe an innitesimal conformal motion
of Minkowski spacerepresenting an element of the Lie algebra of the Lorentz
conformal groupand the coecient of
z
gives the induced action on a density
line bundle. We now look for coecients v
0
p0
+ v
i
pi
to add to
V
inv
so that
the new vector eld will preserve up to scaling, and the unique solution is
V
inv
=
V
inv
+
_
n1
2
z + p
i
y
i
+
n+1
2
tp
0
_
p0
+
_
p
0
y
i
+
n+1
2
tp
i
_
pi
.
In applying the Noether prescription to and V
inv
, it will turn out that we
need a compensating term, because L
Vinv
, 0 modulo c
. However, instead of
performing this tedious calculation, we can simply test
inv
def
= V
inv
L(t, y, z, p)(
1
2
(t
2
+ [y[
2
)dy ty
i
dt dy
(i)
)
+(
n1
2
tz +
1
2
p
0
(t
2
+[y[
2
) + tp
i
y
i
) (p
0
dy +p
j
dt dy
(j)
),
We nd that on solutions to (3.68),
d
inv
=
n1
2
p
0
z dt dy = d(
n1
4
z
2
dy),
and we therefore set
inv
=
inv
n1
4
z
2
dy.
As usual, we consider the restriction of this form to a hyperplane R
n
t
= tR
n
,
which gives
inv
_
1
2
(L + p
2
0
)(t
2
+[y[
2
) +
n1
2
p
0
tz + tp
0
p
i
y
i
n1
4
z
2
_
dy,
modulo dt, .
Again, for more general wave equations (3.67), this quantity gives not a
conservation law, but a useful integral identity. The usefulness of the integrand
follows largely from the fact that after adding an exact nform, the coecient of
dy is positive. One notices this by expanding in terms of radial and tangential
derivatives
inv
=
_
1
4
_
(p
2
0
+p
2
+ p
2
r
)(t
2
+ r
2
) +2(n 1)p
0
tz + 4trp
0
p
r
(n 1)z
2
_
+
1
2
(t
2
+ r
2
)F(z)
_
dy,
(3.75)
which suggests completing squares:
inv
=
_
1
4
_
[p
0
y + tp[
2
+(tp
0
+ rp
r
+ (n 1)z)
2
+ (rp
)
2
_
+
1
2
(t
2
+ r
2
)F(z)
n 1
4
(nz
2
+ 2rzp
r
)
_
dy.
(3.76)
3.5. CONSERVATION LAWS FOR WAVE EQUATIONS 127
The last term is the divergence d(
n1
4
y
i
z
2
dy
(i)
) modulo dt, , and the remain
ing terms are positive. The positive expression
e
c
def
=
1
2
_
[p
0
y + tp[
2
+ (tp
0
+rp
r
+ (n 1)z)
2
+(rp
)
2
_
+(t
2
+ r
2
)F(z)
is sometimes called the conformal energy of the solution z(t, y).
It is also sometimes convenient to set
e
d
= rp
0
p
r
+
n1
2
zp
0
so that
dil
(e
d
+te)dy (mod dt),
and also
inv
(te
d
+
1
2
(t
2
+[y[
2
)e
n1
4
z
2
)dy (mod dt).
The fact that the integrals of these quantities are constant in t yields results
about growth of solutions.
In fact, in the analysis of wave equations that are perturbations of the con
formally invariant equation (3.68), the most eective estimates pertain to the
quantities appearing in these conservation laws. One can think of the conser
vation laws as holding for our at nonlinear wave equation (3.68), and then
the estimates are their analogs in the curved setting.
3.5.3 Energy in Three Space Dimensions
We conclude this section by discussing a few more properties that involve the
energy in three space dimensions.
The fact that the energy E(t) is constant implies in particular that
_
R
n
t
z
t
dy
is bounded with respect to t. This allows us to consider the evolution of the
spatial L
2
norm of a solution to z = z
3
as follows:
d
2
dt
2
_
_
R
3
t
z
2
dy
_
= 2
_
R
3
t
(z z
tt
dy + z
2
t
)dy
= 2
_
R
3
t
(zz z
4
+z
2
t
)dy
= 2
_
R
3
t
([
y
z[
2
+ z
4
)dy + 2
_
R
n
t
z
2
t
dy
4E,
where the second equality follows from the dierential equation and the third
from Greens theorem (integration by parts). The conclusion is that [[z[[
2
L
2
(R
n
t
)
grows at most quadratically,
_
R
3
t
z
2
dy 2Et
2
+C
1
t +C
2
, (3.77)
128 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
and in particular
_
z
2
dy = O(t
2
).
The energy plays another interesting role in the equation
z = z
3
(3.78)
Here, it is possible for the energy to be negative:
E =
_
R
3
t
_
1
2
(z
2
t
+[[z[[
2
)
z
4
4
_
dy. (3.79)
We will prove that a solution to (3.78), with compactly supported initial data
z(0, y), z
t
(0, y) satisfying E < 0, must blow up in nite time ([Lev74]). No
tice that any nontrivial compactly supported initial data may be scaled up to
achieve E < 0, and may be scaled down to achieve E > 0.
The idea is to show that the quantity
I(t)
def
=
_
R
3
t
1
2
z
2
dy
becomes unbounded as t T for some nite time T > 0. We start by computing
its derivatives
I
(t) =
_
zz
t
dy,
I
(t) =
_
z
2
t
dy +
_
zz
tt
dy
=
_
z
2
t
dy
_
[z[
2
dy +
_
z
4
dy.
The last step uses Greens theorem, requiring the solution to have compact y
support for each t 0. To dispose of the
_
z
4
term, we add 4E to each side
using (3.79):
I
(t) + 4E = 3
_
z
2
t
dy +
_
[z[
2
dy.
We can discard from the righthand side the positive gradient term, and from
the lefthand side the negative energy term, to obtain
I
(t) > 3
_
z
2
t
dy.
To obtain a secondorder dierential inequality for I, we multiply the last in
equality by I(t) to obtain
I(t)I
(t) >
3
2
__
z
2
dy
___
z
2
t
dy
_
3
2
I
(t)
2
.
3.5. CONSERVATION LAWS FOR WAVE EQUATIONS 129
The last step follows from the CauchySchwarz inequality, and says that I(t)
1/2
has negative second derivative. We would like to use this to conclude that I
1/2
vanishes for some T > 0 (which would imply that I blows up), but for this we
would need to know that (I
1/2
)
(t) =
_
zz
t
dy E(t + ),
J
(t) =
_
z
2
t
dy +
_
zz
tt
dy E
= 3
_
z
2
t
dy +
_
[[z[[
2
dy 5E
> 3
__
z
2
t
dy E
_
.
From this we obtain
J(t)J
(t)
3
2
J
(t)
2
>
3
2
_
__
z
2
E(t + )
2
_ __
z
2
t
E
_
__
zz
t
E(t + )
_
2
_
,
which is positive, again by the CauchySchwarz inequality. This means that
(J
1/2
)
(t) =
_
z
tt
dy =
_
(z + z
2
)dy =
_
z
2
,
and using H olders inequality on Supp z [y[ R
0
+ t in the form [[z[[
L
1
[[z[[
L
2[[1[[
L
2, this gives
J
(t) C
__
z dy
_
2
(R
0
+ t)
3
C(1 +t)
3
J(t)
2
. (3.80)
This is the rst ingredient.
Next, we use the fact that if z
0
(y, t) is the free solution to the homogeneous
wave equation z
0
= 0, with the same initial data as our z, then
z(y, t) z
0
(y, t)
for t 0; this follows from a certain explicit integral expression for the solution.
Note that if we set J
0
(t) =
_
R
n
t
z
0
, then it follows from the equation alone that
J
0
(t) = 0, and by the hypotheses on our initial data we have J
0
(t) = C
0
+C
1
t
with C
0
, C
1
> 0. Another property of the free solution is that its support at
time t lies in the annulus A
t
= t R
0
[y[ t +R
0
. Now
C
0
+ C
1
t
_
At
z dy
[[z[[
L
1
(A)
[[z[[
L
2
(A)
[[1[[
L
2
(A)
C(1 + t)
__
z
2
dy
_
2
.
This gives
J
(t) =
_
z
2
dy
_
C
0
+ C
1
t
C(1 + t)
_
1/2
,
and in particular, J
(t) > 0
J(t) C(1 + t)
2
.
We can use (3.80, 3.81, 3.81) to conclude that J must blow up at some nite
time. This follows by writing
J
1
4
C ln(1 + t)
_
4
,
and because J(0) > 0 and C > 0, J(t) must blow up in nite time.
132 CHAPTER 3. CONFORMALLY INVARIANT SYSTEMS
Chapter 4
Additional Topics
4.1 The Second Variation
In this section, we will discuss the second variation of the Lagrangian func
tionals considered in the preceding chapters. We begin by giving an invariant,
coordinatefree calculation of the formula (4.8) for the second derivative of a
functional under xedboundary variations. This formula has an interpretation
in terms of conformal structures induced on integral manifolds of the Euler
Lagrange system, which we will describe. The role played by conformal geome
try here is not to be confused with that in the previous chapter, although both
situations seem to reect the increasing importance of variational equations in
conformal geometry.
The usual integration by parts that one uses to establish local minimality
of a solution to the EulerLagrange equations cannot generally be done in an
invariant manner, and we discuss a condition under which this diculty can
be overcome. We considered in 2.5 the example of prescribed mean curvature
hypersurfaces in Euclidean space; we will give an invariant calculation of the
second variation formula and the integration by parts for this example. We con
clude by discussing various classical conditions under which an integral manifold
of an EulerLagrange system is locally minimizing, using the PoincareCartan
form to express and prove some of these results in a coordinatefree manner.
4.1.1 A Formula for the Second Variation
We start by reconsidering the situation of 1.2, in which we calculated the
rst variation of a Lagrangian on a contact manifold. This amounted to
taking the rst derivative, at some xed time, of the values of the functional
T
t
= 0.
For every form
t
F
_
(p, t) = 0.
This is equivalent to the xedboundary condition; at each p N, we
have F
(
t
) = 0.
We previously calculated the rst variation as (see 1.2.2)
d
dt
__
Nt
F
t
_
=
_
Nt
G F
t
,
where = d = is the PoincareCartan form for . This holds for each
t [0, 1].
We now assume that F
0
is stationary for ; that is, F is a Legendre vari
ation of an integral manifold F
0
: N M of the EulerLagrange system
c
2
(T
)
N0
(g) =
d
2
dt
2
t=0
__
Nt
F
t
_
=
d
dt
t=0
_
Nt
GF
t
=
_
N0
L
t
(GF
)
=
_
N0
g L
t
(F
),
where g = G[
t=0
, and the last step uses the fact that F
0
= 0.
To better understand the Lie derivative L
t
(F
i
ij
n
j
i
j
i
_
_
, (4.2)
satisfying a structure equation
d
_
_
i
_
_
=
_
_
j
_
_
+
_
_
i
i
i
0
_
_
(4.3)
where
i
= T
ijk
j
k
(S
i
j
j
+ U
ij
j
) , (4.4)
with T
ijk
= T
jik
= T
kji
, T
iik
= 0; U
ij
= U
ji
; S
i
j
= S
j
i
, S
i
i
= 0. The
pseudoconnection form may be chosen so that also (cf. (2.48))
(n 2)d =
i
i
S
i
j
i
j
+(
n2
2n
U
ij
ij
t
i
i
)
for some functions t
i
.
For any point p N, we consider a neighborhood U M of F
0
(p) on which we
can x onesuch coframing (,
i
,
i
) with pseudoconnection . All of the forms
and functions may be pulled back to W = F
1
(U) N [0, 1], which is the
setting for the calculation of L
t
(F
s.
We have =
i
(i)
, and we now have the structure equations needed
to dierentiate , but it will simplify matters if we further adapt the forms
(,
i
,
i
) on W in a way that does not alter the structure equations. Note rst
that restricted to each W
t
= W N
t
, we have
_
i
,= 0, so (
1
, . . . ,
n
, dt)
forms a coframing on W. We can therefore write
i
= s
ij
j
+g
i
dt for some s
ij
,
g
i
, and because each W
t
is Legendre, we must have s
ij
= s
ji
. The structure
136 CHAPTER 4. ADDITIONAL TOPICS
group of B M admits addition of a traceless, symmetric combination of the
j
to the
i
, so we replace
i
;
i
s
o
ij
j
,
where s
0
ij
= s
ij
1
n
i
j
s
kk
is the traceless part. Now we have
i
= s
i
+g
i
dt
for some functions s, g
i
on W, so that
=
i
(i)
= ns g
i
dt
(i)
.
Note that because F
0
is assumed integral for the EulerLagrange system, we
have s = 0 everywhere on W
0
W; in particular,
i
[
W0
= 0.
With our choice of
i
, recalling that along W
0
, = g dt for some function g
on W
0
, and keeping in mind that restricted to W
0
we have
i
= 0 and s = 0,
we can calculate
L
t
t=0
=
t
d(
i
(i)
) d(
t
(
i
(i)
))
=
t
_
(
i
+ (n
j
i
j
i
)
j
)
(i)
+(s
i
+g
i
dt) d
(i)
_
d
_
(g
i
+s
t
i
)
(i)
i
(
t
(i)
)
_
= (g
i
+ dg
i
+ ng
i
g
j
j
i
)
(i)
.
This gives our desired formula:
d
2
dt
2
t=0
__
Nt
_
=
_
N0
g(dg
i
+ ng
i
g
j
j
i
+ g
i
)
(i)
. (4.5)
Unfortunately, in its present form this is not very enlightening, and our next
task is to give a geometric interpretation of the formula.
4.1.2 Relative Conformal Geometry
It is natural to ask what kind of geometric structure is induced on an integral
manifold f : N M of an EulerLagrange system c
. What we nd is:
If = d is a denite, neoclassical PoincareCartan form, then an
integral manifold N of its EulerLagrange system c
has a natural
conformal structure, invariant under symmetries of (M, , N), even
though there may be no invariant conformal structure on the ambient
M.
This is a simple pointwise phenomenon, in the sense that any nplane V
n
T
p
M
2n+1
on which
_
i
,= 0 has a canonical conformal innerproduct dened
as follows. Taking any section (,
i
,
i
) of B M, we can restrict the induced
4.1. THE SECOND VARIATION 137
quadratic form
(
i
)
2
on TM to V T
p
M, where it is positive denite, and
then the action of the structure group (4.1) on (
i
) shows that up to scaling,
this quadratic form is independent of our choice of section. Alternatively, one
can show this innitesimally by using the structure equations to compute on B
the Lie derivative of
(
i
)
2
along a vector eld that is vertical for B M;
this Lie derivative is itself multiple of
(
i
)
2
. Note that we have not restricted
to the conformal branch of the equivalence problem, characterized by T
ijk
=
U
ij
= S
i
j
= 0 and discussed in 3.3.
In particular, any integral manifold f : N M for the EulerLagrange
system c
. We rst note that along our integral manifold N we can choose local
sections (,
i
,
i
) of B
N
which are adapted to N in the sense that
T
p
N = ,
1
, ,
n
T
p
M,
for each p N. In fact, such sections dene a reduction B
f
N of the principal
bundle B
N
N, having Lie algebra dened as in (4.1) by s
ij
= 0.
Restricted to B
f
, we have the same structure equations as on B, but with
=
i
= 0, and d = d
i
= 0. Now observe that two of our structure equations
restrict to give
d
i
= (2
i
j
i
j
)
j
,
d =
1
n2
i
i
.
We therefore have a situation similar to that in 3.3 (cf. (3.40, 3.41)), with
equations formally like those in the conformal geometry equivalence problem of
3.1.2. We can mimic the derivation of conformal structure equations in the
present case by rst setting
i
=
2
n2
i
, and then we know that this results in
an equation
d
i
j
+
i
k
k
j
+
i
j
j
i
=
1
2
A
i
jkl
k
l
, (4.6)
where the quantity (A
i
jkl
) has the symmetries of the Riemann curvature tensor.
Furthermore, we know that there are unique functions t
ij
= t
ji
such that replac
ing
i
;
i
+ t
ij
j
will yield the preceding equation with A
l
jkl
= 0. However,
it will simplify matters later if we go back and replace instead
i
;
i
+
n2
2
t
o
ij
j
,
where t
o
ij
= t
ij
1
n
ij
t
kk
is the traceless part (note that only a traceless addition
to
i
will preserve the structure equations on B M). In terms of the new
i
,
we dene
i
def
=
2
n2
(
i
1
n
K
i
), (4.7)
138 CHAPTER 4. ADDITIONAL TOPICS
where
K
def
=
n2
2
t
jj
.
This K was chosen so that dening
i
by (4.7) gives the correct conformal
structure equation (4.6) with A
l
jkl
= 0; it reects the dierence between the
pseudoconnection forms for the PoincareCartan form and the Cartan con
nection forms for the induced conformal geometry on the submanifold. One
interpretation is the following.
The function K on B
f
is a fundamental invariant of a stationary
submanifold (N, [ds
2
]
f
) (M, ) of an EulerLagrange system, and
may be thought of as an extrinsic curvature depending on up to third
derivatives of the immersion f.
In the classical setting, N is already the 1jet graph of a solution z(x) of an Euler
Lagrange equation, so an expression for K(x) depends on fourth derivatives of
z(x).
Now suppose that our integral manifold f : N M, with
i
,
i
, and K as
above, is the initial manifold F
0
= f in a Legendre variation F : N[0, 1] M.
Then we can rewrite our formula (4.5) for the second variation as
2
(T
)
N0
(g) =
_
N0
_
g(dg
i
+ng
i
g
j
j
i
+
n2
2
g
i
)
(i)
+g
2
K
_
.
Part of this integrand closely resembles the expression (3.19) for the second co
variant derivative of a section of a density line bundle, discussed in constructing
the conformal Laplacian in 3.1.3. This suggests the following computations.
First, consider the structure equation d = (n 2)
i
i
. Along
W
0
(but not yet restricted to W
0
), where = g dt and
i
= g
i
dt, this reads
dg dt = (n 2) g dt g
i
dt
i
,
so that restricted to W
0
, we have
dg + (n 2)g = g
i
i
.
This equation should be interpreted on B
f
, which is identied with the principal
bundle associated to the conformal structure [ds
2
]
f
. It says that g is a section
of the density bundle D
n2
2n
, and that g
i
are the components of its covariant
derivative (see (3.18) .). We can now write
dg
i
+ ng
i
g
j
j
i
+
n2
2
g
i
= g
ij
j
,
and by denition
f
g = g
ii
(D
n+2
2n
),
where
f
is the conformal Laplacian on N induced by f = F
0
: N M. We
now have a more promising version of the second variation formula:
2
(T
)
N0
(g) =
_
N0
(g
f
g + g
2
K). (4.8)
4.1. THE SECOND VARIATION 139
It is worth noting that the sign of this integrand does not depend on the sign
of the variations generating function g, and if we x an orientation of N, then
the integrand K on B
f
has a welldened sign at each point of N.
4.1.3 Intrinsic Integration by Parts
In order to detect local minima using the second variation formula (4.8), it is
often helpful to convert an integral like
_
gg dx into one like
_
[[g[[
2
dx. In
the Euclidean setting, with either compact supports or with boundary terms,
this is done with integration by parts and is straightforward; the two integrands
dier by the divergence of gg, whose integral depends only on boundary data.
We would like to perform a calculation like this on N, for an arbitrary
Legendre variation g, using only intrinsic data. In other words, we would like
to associate to any N and g some
n1
(N) such that d is the dierence
between (g
f
g) and some quadratic expression Q(g, g), possibly with
some additional zeroorder terms. A natural expression to consider, motivated
by the at case, is
= gg
i
(i)
. (4.9)
Here, in order for g
i
to make sense, we are assuming that we have a local
coframing on M adapted to the integral manifold N, so that at points of N,
= g dt,
i
= g
i
dt, and so that restricted to N, [
N
=
i
[
N
= 0. We can then
compute:
d = dg g
i
(i)
+g dg
i
(i)
+gg
i
d
j
(ij)
(4.10)
= (dg +(n 2)g) g
i
(i)
+ g(dg
i
+ng
i
g
j
j
i
)
(i)
(4.11)
=
_
(g
i
)
2
+g
f
g
_
n2
2
g
2
i
(i)
. (4.12)
Now, the rst term is exactly what we are looking for, and second is fairly
harmless because it is of order zero in the variation g, and in practice contributes
only terms similar to g
2
K.
The problem is that (4.9) is dened on the total space B
f
N, and
although semibasic for this bundle, it is not basic; that is, there is no form on
N that pulls back to B
f
to equal , even locally. The criterion for to be basic
is that d be semibasic, and this fails because of the appearance of
i
in (4.12).
But suppose that we can nd some canonical reduction of the ambient B
M to a subbundle on which
i
becomes semibasic over M; in terms of the Lie
algebra (4.1), this means that we can reduce to the subgroup having Lie algebra
given by d
i
= 0. In this case, each
i
=
2
n2
(
i
K
n
i
) is a linear combination
of ,
i
,
i
, and is in particular semibasic over N. Consequently, is basic over
N, and we can perform the integration by parts in an invariant manner.
Unfortunately, there are cases in which no such canonical reduction of B is
possible. An example is the homogeneous Laplace equation on R
n
,
z = 0,
140 CHAPTER 4. ADDITIONAL TOPICS
which is preserved under an action of the conformal group SO
o
(n + 1, 1). The
associated conformal geometry on the trivial solution z = 0 is at, and our
second variation formula reads
2
(T
)
0
(g) =
_
gg dx
for a variation g C
0
(), R
n
. It follows from our construction that this
integrand is invariant under a suitable action of the conformal group. However,
the tempting integration by parts
_
gg dx =
_
[[g[[
2
dx
leaves us with an integrand which is not conformally invariant. It is this phe
nomenon that we would like to avoid.
To get a sense of when one might be able to nd a canonical subbundle of
B M on which the
i
are semibasic, recall that
(n 2)d
i
i
(mod ,
i
).
Working modulo ,
i
essentially amounts to restricting to integral manifolds
of the EulerLagrange system. The preceding then says that a choice of sub
bundle B
B on which
i
are semibasic gives a subbundle of each conformal
bundle B
f
N on which d is semibasic over N. Now, typically the role of in
the Cartan connection for a conformal structure is as a psuedoconnection in the
density line bundle D; a special reduction is required for to be a genuine con
nection, and the latter requirement is equivalent to d being semibasic. In other
words, being able to integrate by parts in an invariant manner as described above
is equivalent to having a connection in D represented by the pseudoconnection
. One way to nd a connection in D is to suppose that D has somehow been
trivialized, and this is equivalent to choosing a Riemannian metric representing
the conformal class. This suggests that EulerLagrange systems whose integral
manifolds have canonical Riemannian metrics will have canonical reductions of
this type.
In fact, we have seen an example of a PoincareCartan form whose geometry
B M displays this behavior. This is the system for Riemannian hypersurfaces
having prescribed mean curvature, characterized in 2.5 in terms of dierential
invariants of its neoclassical, denite PoincareCartan form. To illustrate the
preceding discussion, we calculate the second variation formula for this system.
The reader should note especially how use of the geometry of the Poincare
Cartan form gives a somewhat simpler derivation of the formula than one nds
in standard sources.
1
1
See for example pp. 513539 of [Spi75], where the calculation is prefaced by a colorful
warning about its diculty.
4.1. THE SECOND VARIATION 141
4.1.4 Prescribed Mean Curvature, Revisited
In 2.5, we considered a denite, neoclassical PoincareCartan form (M, )
whose associated geometry (B M, ) had invariants satisfying
T
ijk
= 0, U
ij
=
ij
.
We further assumed the open condition
< 0,
and this led to a series of reductions of B M, resulting in a principal sub
bundle B
3
M, having structure group with Lie algebra
g
3
=
_
_
_
_
_
0 0 0
0 a
i
j
0
0 0 a
j
i
_
_
: a
i
j
+ a
j
i
= 0
_
_
_
,
on which the original structure equations (4.2, 4.3, 4.4) hold, with U
ij
=
ij
,
S
i
j
= T
ijk
= 0, =
H
2n
for a function H on B
3
, and d =
1
n2
j
, where
i
0 (mod ,
j
,
j
). In this case we computed that dH 0 (mod ,
i
),
so that H denes a function on the local quotient space Q
n+1
, which also inherits
a Riemannian metric
(
i
)
2
. The contact manifold M can be locally identied
with the bundle of tangent hyperplanes of Q, and the integral manifolds of the
EulerLagrange dierential system c
e
a
g
a
0
, . . . ,
e
a
g
a
n
))
gives the basepoint map
q : T Q
the structure of a principal bundle. The unit sphere bundle
M
2n+1
= (q, e
0
) : q Q, e
0
T
q
Q, [[e
0
[[ = 1
is identied with the Grassmannian bundle of oriented tangent nplanes in TQ,
and it has a contact structure generated by the 1form
(q,e0)
(v) = ds
2
(e
0
, q
(v)), v T
(q,e0)
M, (4.13)
where q : M Q is the projection. An immersed oriented hypersurface in Q
has a unit normal vector eld, which may be thought of as a 1jet lift of the
submanifold to M. The submanifold of M thus obtained is easily seen to be a
Legendre submanifold for this contact structure, and the transverse Legendre
submanifold is locally of this form.
To carry out calculations on M, and even to verify the nondegeneracy of
, we will use the projection T M dened by (q, (e
0
, . . . , e
n
)) (q, e
0
).
Calculations can then be carried out using structure equations for the canon
ical parallelization of T, which we now introduce. First, there are the n + 1
tautological 1forms
a
(q,e)
= ds
2
(e
a
, q
())
1
(T),
which form a basis for the semibasic 1forms over Q. Next, there are globally
dened, uniquely determined LeviCivita connection forms
a
b
=
b
a
1
(T)
satisfying
_
d
a
=
a
b
b
,
d
a
b
=
a
c
c
b
+
1
2
R
a
bcd
c
d
.
(4.14)
The functions R
a
bcd
on T are the components of the Riemann curvature tensor
with respect to dierent orthonormal frames, and satisfy
R
a
bcd
+R
a
bdc
= R
a
bcd
+ R
b
acd
= R
a
bcd
+ R
a
cdb
+ R
a
dbc
= 0.
We now distinguish the 1form
def
=
0
1
(T),
which is the pullback via T M of the contact 1form given the same name in
(4.13). One of our structure equations now reads
d =
0
i
i
. (4.15)
4.1. THE SECOND VARIATION 143
This implies that the original
1
(M) is actually a contact form, and also
that (,
i
,
0
i
) is a basis for the semibasic 1forms for T M.
At this point, we can give the PoincareCartan form for the prescribed mean
curvature system. Namely, let H C
def
= (
0
i
(i)
H).
Because H is the pullback of a function on Q, its derivative is of the form
dH = H
+ H
i
i
,
and using this and the structure equations (4.14), one can verify that is closed.
Because is semibasic over M and closed, it is the pullback of a closed form on
M, which is then a denite, neoclassical PoincareCartan form. The associated
EulerLagrange dierential system then pulls back to T as
c
H
= , d,
0
i
(i)
H.
While (4.15) shows that generic Legendre nplanes in M are dened by equations
= 0,
0
i
h
ij
j
= 0,
with h
ij
= h
ji
, integral nplanes in M for c
H
are dened by the same equations,
plus
h
ii
= H.
The functions h
ij
describing the tangent locus of a transverse Legendre subman
ifold of M are of course the coecients of the second fundamental form of the
corresponding submanifold of Q. Therefore, the transverse integral manifolds
of c
H
correspond locally to hypersurfaces in Q whose mean curvature h
ii
equals
the background function H. This will appear quite explicitly in what follows.
To investigate these integral manifolds, we employ the following apparatus.
First consider the product
T R
n(n+1)/2
,
where R
n(n+1)/2
has coordinates h
ij
= h
ji
, and inside this product dene the
locus
T
(1)
def
=
_
(f, h) T R
n(n+1)/2
: h
ii
= H
_
.
To perform calculations, we want to extend our parallelization of T to T
(1)
.
With a view toward reconstructing some of the bundle B M associated to
the PoincareCartan form , we do this in a way that is as welladapted to
as possible.
On T
(1)
, we continue to work with , and dene
i
def
=
i
,
i
def
=
0
i
h
ij
j
.
144 CHAPTER 4. ADDITIONAL TOPICS
With these denitions, we have
d =
i
i
,
=
i
(i)
.
Motivated by Riemannian geometry, we set
Dh
ij
def
= dh
ij
h
kj
k
i
h
ik
k
j
,
so that in particular Dh
ij
= Dh
ji
and Dh
ii
= dH. We also dene the traceless
part
Dh
0
ij
def
= Dh
ij
1
n
ij
dH.
Direct computations show that we will have exactly the structure equations (4.2,
4.3, 4.4) if we dene
i
j
=
i
j
,
=
1
2n
H,
i
=
1
2
H
i
+h
ij
j
+(h
ik
h
kj
R
0
ij0
1
n
ij
H
)
j
,
ij
j
= (Dh
0
ij
+
1
n
ij
H
k
k
+
1
2
R
0
ijk
k
)
j
,
with
ij
=
ji
,
ii
= 0. The last item requires some comment. Some linear
algebra involving a Koszul complex shows that for any tensor V
ijk
with V
ijk
=
V
ikj
(this will be applied to
1
2n
(
ij
H
k
ik
H
j
) +
1
2
R
0
ijk
), there is another
tensor W
ijk
, not unique, satisfying W
ijk
= W
jik
, W
iik
= 0, and
1
2
(W
ijk
W
ikj
) = V
ijk
. This justies the existence of
ij
satisfying our requirements.
The structure equations (4.2, 4.3, 4.4) resulting from these assignments have
torsion coecients
T
ijk
= 0, U
ij
=
ij
, S
i
j
= h
ij
+
1
n
i
j
H.
The general calculations of 4.1.1 for the second variation can now be applied;
note that we have the freedom to adapt coframes to a single integral submanifold
in M of c
H
. Repeating those calculations verbatim leads to
d
2
dt
2
t=0
__
Nt
_
=
_
N0
g(dg
i
+ ng
i
g
j
j
i
+ g
i
)
(i)
,
where F : N [0, 1] M is a Legendre variation in M, F
0
is an integral
manifold of c
H
, and the forms are all pullbacks of forms on F
(T
(1)
) by a
section of F
(T
(1)
) N [0, 1], adapted along N
0
in the sense that
N0
= g dt, (
i
)
N0
= g
i
dt.
These imply that restricted to N
0
, we have [
N0
=
i
[
N0
= 0, and the preceding
formula becomes
2
(T
)
N0
(g) =
_
N0
g(dg
i
g
j
j
i
+ g(h
ik
h
kj
1
n
ij
H
R
0
ij0
)
j
)
(i)
.
4.1. THE SECOND VARIATION 145
Recognizing that g can be thought of as a section of the normal bundle of the
hypersurface N
F0
M
q
Q, and that in this case g
i
are the coecients of its
covariant derivative, this can be rewritten as
2
(T
)
N0
(g) =
_
N0
(gg + g
2
([[h[[
2
H
R
0
ii0
)), (4.16)
where is the Riemannian Laplacian, and [[h[[
2
= Tr(h
R
0
ii0
. Notice that
we have actually calculated this second variation without ever determining the
functional . In case the ambient manifold Q is at Euclidean space, if the
background function H is a constant and the variation g is compactly supported
in the interior of N, this simplies to
d
2
dt
2
t=0
__
Nt
_
=
_
N0
(gg +g
2
[[h[[
2
)
=
_
N0
([[g[[
2
g
2
[[h[[
2
).
Even for the minimal surface equation H = 0, we cannot conclude from this
formula alone that a solution locally minimizes area.
4.1.5 Conditions for a Local Minimum
We now discuss some conditions under which an integral manifold N M of
an EulerLagrange system c
(N) < T
(N
near
N. However, there are two natural meanings for near in this context, and
this will yield two notions of local minimum. Namely, we will say that T
has
a strong local minimum at N if the preceding inequality holds whenever N
is C
0
close to N, while T
which are C
1
close to N.
2
Our goal is to illustrate how the PoincareCartan form may be used to un
derstand in a simple geometric manner some classical conditions on extrema.
Specically, we will introduce the notion of a calibration for an integral manifold
of the EulerLagrange system; its existence (under mild topological hypotheses)
implies that the integral manifold is a strong local minimum. Under certain
classical conditions for a local minimum, we will use the PoincareCartan form
to construct an analogous weak calibration. Finally, our geometric description of
the second variation formula highlights the Jacobi operator Jg =
c
g +Kg,
and some linear analysis shows that the positivity of the rst eigenvalue of J
implies the classical conditions.
Let be a neoclassical PoincareCartan form on a contact manifold
(M, I). There is a local foliation M Q, and we can choose coordinates to
2
A thorough, coordinatebased discussion of the relevant analysis can be found in [GH96].
146 CHAPTER 4. ADDITIONAL TOPICS
have (x
i
, z) Q R
n
R, (x
i
, z, p
i
) M J
1
(R
n
, R), = dz p
i
dx
i
(I),
and a Lagrangian potential
= L(x, z, p)dx + L
pi
dx
(i)
n
(M)
whose PoincareCartan form is
= d = (dL
pi
dx
(i)
+L
z
dx).
We will conne our discussion to a domain where this classical description holds.
We may regard an integral manifold of the EulerLagrange system c
as a
submanifold N
0
Q given by the graph (x, z
0
(x)) : x U of a solution to
the EulerLagrange equation over some open U R
n
. It has a natural 1jet
extension N
(1)
0
M, equal to (x, z
0
(x), z
0
(x)) : x U, which is an integral
manifold of c
= 0;
[
N0
= [
N
(1)
0
;
[
E
E
for each nplane E
n
T
q
W.
In the righthand side of the last inequality, we are regarding the nplane E
as specifying a point of M G
n
(TQ) over q Q, and evaluating
(q,E)
on
any tangent nplane E
T
(q,E)
M projecting onetoone into T
q
Q; the value is
independent of the choice of E
(N
0
)
T
.
4.1. THE SECOND VARIATION 147
Proof. We simply calculate
T
(N
0
) =
_
N
(1)
0
=
_
N0
=
_
N
_
N
(1)
= T
(N).
The third equality uses Stokes theorem, which applies because our topological
hypothesis on W implies that the cycle N N
0
in W is a boundary.
The question of when one can nd a calibration naturally arises. For this,
we use the following classical concept.
Denition 4.2 A eld for (, N
0
) is a neighborhood W Q of N
0
with a
smooth foliation by a 1parameter family F : N (, ) W of integral
manifolds of c
.
This family does not have a xed boundary. We retain the topological hypothe
ses on W used in Proposition 4.1, and have the following.
Proposition 4.2 If there exists a eld for (, N
0
), then there exists a closed
form
n
(W) such that
[
N0
= [
N
(1)
0
.
: W M, given by
(x, z) = (x, z(x, t)) (x, z(x, t),
x
z(x, t)).
Let
= (F
n
(W). Then it is clear that
[
N0
= [
N
(1)
0
, and to show that
= d
and (F
j
c[[[[
2
, (4.17)
for some constant c > 0 and all (
i
), then
[
E
E
for all E T
q
Q suciently
near T
q
N
0
, with equality if and only if E = T
q
N
0
. Furthermore, T
(N
0
) <
T
(p
i
q
i
)L
qi
(x, z, q),
which is the secondorder remainder in a Taylor series expansion for L. This
function will appear in a more detailed expression for
= (F
n
(M), computed modulo I. We write
F
(x
i
, z) = (x
i
, z, q
i
(x, z)) M,
where (x
i
, z, p
i
) are the usual coordinates on M, and the functions q
i
(x, z) are
the partial derivatives of the eld elements z(x, t). We have
(Ldx + L
pi
dx
(i)
)
= L(x
i
, z, q
i
(x, z))dx +(dz q
i
(x, z)dx
i
) L
pi
(x
i
, z, q
i
(x, z))dx
(i)
_
L(x
i
, z, q
i
(x, z)) + (p
i
q
i
(x, z))L
pi
(x
i
, z, q
i
(x, z))
_
dx (mod I)
E(x
i
, z, p
i
, q
i
(x, z))dx (mod I).
The hypothesis (4.17) on the Hessian F
pipj
implies that for each (x
i
, z), and p
i
suciently close to q
i
(x, z), the secondorder remainder satises
E(x
i
, z, p
i
, q
i
(x, z)) 0,
with equality if and only if p
i
= q
i
(x, z). The congruence of
and E dx
modulo I then implies our rst statement.
4.1. THE SECOND VARIATION 149
For the second statement, we use the Stokes theorem argument:
_
N
(1)
0
=
_
N0
=
_
N
=
_
N
(1)
( E(x
i
, z, p
i
, q
i
(x, z))dx)
_
N
(1)
,
with equality in the last step if and only if N
0
= N.
This proof shows additionally that if the Weiestrass excess function satises
E(x
i
, z, p
i
, q
i
) > 0 for all p ,= q, then N
0
is a strong (and strict) local minimum
for T
.
So far, we have shown that if we can cover some neighborhood of a sta
tionary submanifold N
0
with a eld, then we can construct an nform
, whose
calibration properties imply extremal properties of N
0
. It is therefore natural to
ask when there exists such a eld, and the answer to this involves some analysis
of the Jacobi operator. We will describe the operator, and hint at the analysis.
The Jacobi operator acts on sections of a density line bundle on a given
integral manifold N
0
of the EulerLagrange system, with its induced conformal
structure. Specically,
J : D
n2
2n
D
n+2
2n
is the dierential operator given by
Jg =
c
g gK,
where
c
is the conformal Laplacian, and K is the curvature invariant intro
duced in 4.1.2. The second variation formula (4.8) then reads
2
(T
)
N0
(g) =
_
N0
g Jg .
The main geometric fact is:
The Jacobi operator gives the (linear) variational equations for in
tegral manifolds of the EulerLagrange system c
.
This means the following. Let F : N[0, 1] M be a Legendre variation of the
stationary submanifold F
0
not necessarily having xed boundaryand let
g =
_
F
t
[
t=0
_
, as usual. Then our previous calculations imply that Jg = 0
if and only if
L
t
(F
)[
t=0
= 0.
We might express condition by saying that F
t
is an integral manifold for c
=
1 + modulo O(t
2
).
150 CHAPTER 4. ADDITIONAL TOPICS
We now indicate how a condition on the Jacobi operator of N
0
can imply
the existence of a eld near N
0
. Consider the eigenvalue problem
Jg =
c
g gK = g, g C
0
(N),
for smooth, xed boundary variations. It is wellknown J has a discrete spec
trum bounded from below,
1
<
2
< , with
k
and with nite
dimensional eigenspaces. We consider the consequences of the assumption
1
> 0.
Because
1
= inf
_
N
g Jg : [[g[[
L
2 = 1, the assumption
1
> 0 is equivalent
to
2
(T
)
N
(g) > 0, for g ,= 0.
The main analytic result is the following.
Proposition 4.4 If
1
> 0, then given g
0
C
)
N
(g) to the
Sobolev norm [[g[[
2
1
=
_
N
([[g[[
2
+[g[
2
), and if
1
> 0, then there are constants
c
1
, c
2
> 0 such that
c
1
[[g[[
2
1
_
N
g Jg c
2
[[g[[
2
1
.
The Schauder theory gives existence and uniqueness in this situation.
Less standard is the positivity of the solution g under the assumption that
g[
N
> 0, and this is crucial for the existence of a eld. Namely, a further
implicit function argument using elliptic theory guarantees that the variation g
is tangent to an arc of integral manifolds of c, and the fact that g ,= 0 implies
that near the initial N, this arc denes a eld. For the proof of the positivity of
g, and details of all of the analysis, see Giaquinta & Hildebrandt (cit. p. 145n).
4.2 EulerLagrange PDE Systems
Up to this point, we have studied geometric aspects of rstorder Lagrangian
functionals
T
L
(z) =
_
L
_
x
i
, z,
z
x
i
_
dx, R
n
, (4.18)
4.2. EULERLAGRANGE PDE SYSTEMS 151
where x = (x
1
, . . . , x
n
) and z = z(x) is a scalar function. In this section, we
consider the more general situation of functionals
T
L
(z) =
_
L
_
x
i
, z
(x),
z
x
i
(x)
_
dx, R
n
, (4.19)
where now z(x) = (z
1
(x), . . . , z
s
(x)) is an R
s
valued function of x = (x
i
),
and L = L(x
i
, z
, p
i
) is a smooth function on R
n+s+ns
. The EulerLagrange
equations describing maps z : R
s
which are stationary for T
L
under all
xedboundary variations form a PDE system
L
z
i
d
dx
i
_
L
p
i
_
= 0, = 1, . . . , s. (4.20)
In the scalar case s = 1, we have examined the geometry of the equivalence
class of T
L
under contact transformations and found the canonically dened
PoincareCartan form to be of considerable use. In this section, we describe
a generalization of the PoincareCartan form for s 1. Geometrically, we
study functionals on the space of compact submanifolds of codimension s, in an
(n +s)dimensional manifold with local coordinates (x
i
, z
).
An immediate dierence between the cases s = 1 and s 2 is that in the
latter case, there are no proper contact transformations of R
n+s+ns
; that is, the
only smooth maps x
= x
(x, z, p), z
= z
(x, z, p), p
= p
i
dx
i
= dz
i
dx
i
= x
(x, z), z
= z
= p
(x, z, p) de
termined by the chain rule. We will explain why this is so, and later, we will
see that in case s = 1 our original contactinvariant PoincareCartan form still
appears naturally in the more limited context of point transformations. Our
rst task, however, is to introduce the geometric setting for studying function
als (4.19) subject to point transformations, analogous to our use of contact
manifolds for (4.18).
Throughout this section, we have as always n 2 and we use the index
ranges 1 i, j n, 1 , s.
4.2.1 Multicontact Geometry
Having decided to apply point transformations to the functional (4.19), we in
terpret z(x) = (z
(x
i
)) as corresponding to an ndimensional submanifold of
R
n+s
. The rst derivatives p
i
=
z
x
i
specify the tangent nplanes of this sub
manifold. This suggests our rst level of geometric generalization.
Let X be a manifold of dimension n + s, and let G
n
(TX)
X be the
Grassmannian bundle of ndimensional subspaces of tangent spaces of X; that
is, a point of G
n
(TX) is of the form
m = (p, E), p X, E
n
T
p
X.
152 CHAPTER 4. ADDITIONAL TOPICS
Any dieomorphism of X induces a dieomorphism of G
n
(TX), and either of
these dieomorphisms will be called a point transformation.
We can dene on G
n
(TX) two Pfaan systems I J T
(G
n
(TX)),
of ranks s and n + s, respectively, which are canonical in the sense that they
are preserved by any point transformation. First, J =
(T
X) consists of
all forms that are semibasic over X; J is integrable, and its maximal integral
submanifolds are the bers of G
n
(TX) X. Second, we dene I at a point
(p, E) G
n
(TX) to be
I
(p,E)
=
p
(E
),
where E
p
X is the sdimensional annihilator of the subspace E T
p
X.
I is not integrable, and to understand its integral submanifolds, note that any
ndimensional immersion : N X has a 1jet lift
(1)
: N G
n
(TX). In
fact, such lifts are the transverse integral submanifolds of the Pfaan system
I T
(G
n
(TX)).
To see this explicitly, choose local coordinates (x
i
, z
) on U X
n+s
. These
induce local coordinates (x
i
, z
, p
i
) corresponding to the nplane E T
(x
i
,z
)
U
dened as
E = dz
1
p
1
i
dx
i
, . . . , dz
s
p
s
i
dx
i
.
These coordinates are dened on a dense open subset of
1
(U) G
n
(TX),
consisting of nplanes E TX for which dx
1
dx
n
[
E
,= 0. In terms of
these local coordinates on G
n
(TX), our Pfaan systems are
J = dx
i
, dz
,
I = dz
i
dx
i
.
An immersed submanifold N
n
U for which dx
1
dx
n
[
N
,= 0 may be
regarded as a graph
N = (x
i
, z
) : z
= f
(x
1
, . . . , x
n
).
Its lift to N G
n
(TX) lies in the domain of the coordinates (x
i
, z
, p
i
), and
equals the 1jet graph
N
(1)
= (x
i
, z
, p
i
) : z
= f
(x
1
, . . . , x
n
), p
i
=
f
x
i
(x
1
, . . . , x
n
). (4.21)
Clearly this lift is an integral submanifold of I. Conversely, a submanifold
N
(1)
1
(U) G
n
(TX) on which dz
i
dx
i
= 0 and dx
1
dx
n
,= 0
is necessarily given locally by a graph of the form (4.21). The manifold M =
G
n
(TX) with its Pfaan systems I J is our standard example of a multi
contact manifold. This notion will be dened shortly, in terms of the following
structural properties of the Pfaan systems.
Consider on G
n
(TX) the dierential ideal 1 = I, dI
(G
n
(TX)) gen
erated by I T
(G
n
(TX)). If we set
= dz
i
dx
i
,
i
= dx
i
,
i
= dp
i
,
4.2. EULERLAGRANGE PDE SYSTEMS 153
then we have the structure equations
d
i
i
(mod I), 1 s. (4.22)
It is not dicult to verify that the set of all coframings (
,
i
,
i
) on G
n
(TX)
for which
1
, . . . ,
s
generate I,
1
, . . . ,
s
,
1
, . . . ,
n
generate J, and
d
i
i
(mod I)
are the local sections of a Gstructure on G
n
(TX). Here G GL(n+s+ns, R)
may be represented as acting on (
,
i
,
i
) by
_
_
_
= a
,
i
= c
i
+b
i
j
j
,
i
= d
+e
kj
(b
1
)
k
i
j
+a
j
(b
1
)
j
i
,
(4.23)
where (a
) GL(s, R), (b
i
j
) GL(n, R), and e
ij
= e
ji
. From these properties
we make our denition.
Denition 4.3 A multicontact manifold is a manifold M
n+s+ns
, with a G
structure as in (4.23), whose sections (
,
i
,
i
) satisfy
d
i
i
(mod
1
, . . . ,
s
), (4.24)
d
i
0 (mod
1
, . . . ,
s
,
1
, . . . ,
n
). (4.25)
Note that the Gstructure determines Pfaan systems I =
1
, . . . ,
s
and
J =
1
, . . . ,
s
,
1
, . . . ,
n
, and we may often refer to (M, I, J) as a multi
contact manifold, implicitly assuming that J is integrable and that there are
coframings for which the structure equations (4.22) hold. The integrability of
J implies that locally in M one can dene a smooth leaf space X
n+s
and a
surjective submersion M X whose bers are integral manifolds of J. When
working locally in a multicontact manifold, we will often make reference to this
quotient X.
It is not dicult to show that any multicontact structure (M, I, J) is locally
equivalent to that of G
n
(TX) for a manifold X
n+s
. The integrability of J
implies that there are local coordinates (x
i
, z
, q
i
) for which dx
i
, dz
generate
J. We can relabel the x
i
, z
to assume that dz
i
dx
i
generate I for some
functions p
i
(x, z, q). The structure equations then imply that dx
i
, dz
, dp
i
are linearly independent, so on a possibly smaller neighborhood in M, we can
replace the coordinates q
i
by p
i
, and this exhibits our structure as equivalent
to that of G
n
(TX).
We will see below that if s 2, then the Pfaan system I of a multicontact
manifold uniquely determines the larger system J. Also, if s 3, the hypothesis
154 CHAPTER 4. ADDITIONAL TOPICS
(4.25) that J =
,
i
is integrable is not necessary; it is easily seen to be a
consequence of the structure equation (4.24). However, in the case s = 2, J is
determined by I but is not necessarily integrable; our study of EulerLagrange
systems will not involve this exceptional situation, so we have ruled it out in
our denition.
It is not at all obvious how one can determine, given a Pfaan system I of
rank s on a manifold M of dimension n+s+ns, whether I comes from a multi
contact structure; deciding whether structure equations (4.24) can be satised
for some generators of I is a dicult problem. Bryant has given easily evaluated
intrinsic criteria characterizing such I, generalizing the Pfa theorems normal
form for contact manifolds, but we shall not need this here (see Ch. II, 4 of
[B
+
91]).
Aside from those of the form G
n
(TX), there are two other kinds of multi
contact manifolds in common use. One is J
1
(Y
n
, Z
s
), the space of 1jets of
maps from an nmanifold Y to an smanifold Z. The other is J
1
(E
n+s
, Y
n
),
the space of 1jets of sections of a ber bundle E Y with base of dimension n
and ber Z of dimension s. These are distinguished by the kinds of coordinate
changes considered admissible in each case; to the space J
1
(Y
n
, Z
s
), one would
apply prolonged classical transformations x
(x), z
(z), while to J
1
(E
n+s
, Y
n
),
one would apply prolonged gauge transformations x
(x), z
(x, z), z
(x, z) that we
apply to G
n
(TX), the space of 1jets of nsubmanifolds in X
n+s
.
Recall our claim that in the multicontact case s 2, every contact transfor
mation is a prolonged point transformation. This is the same as saying that any
local dieomorphism of M which preserves the Pfaan system I also preserves
J; for a local dieomorphism of M preserving J must induce a dieomorphism
of the local quotient space X, which in turn uniquely determines the original
local dieomorphism of M. To see why a local dieomorphism preserving I
must preserve J, we will give an intrinsic construction of J in terms of I alone,
for the local model G
n
(TX). First, dene for any 2form
_
2
(T
m
M) the
space of 1forms
(() = V : V T
m
M.
This is a pointwise construction. We apply it to each element of the vector
space
: (
) R
s
,
intrinsically given as the quotient of 1
2
, the degree2 part of the multicontact
dierential ideal, by the subspace I
2
, the degree2 part of the algebraic ideal
I. For example,
((d
) Span
i
,
i
(mod I).
The intersection
I2/{I}2
(()
is a welldened subbundle of T
M is
J =
,
i
, as is easily seen using the structure equations (4.22). Any local
4.2. EULERLAGRANGE PDE SYSTEMS 155
dieomorphism of M preserving I therefore preserves 1
2
, 1
2
/I
2
,
((), and
nally J, which is what we wanted to prove. Note that in the contact case
s = 1,
(() ((d)
i
,
i
modulo I, so instead of this construction
giving J, it gives all of T
, p
i
)dx as
an nform on a dense open subset of the multicontact manifold G
n
(TR
n+s
).
Note that this nform is semibasic for the projection G
n
(TR
n+s
) R
n+s
, and
that any nform congruent to L(x
i
, z
, p
i
)dx modulo dz
i
dx
i
gives the
same classical functional. This suggests the following.
Denition 4.4 A Lagrangian on a multicontact manifold (M, I, J) is a smooth
section (M,
_
n
J)
n
(M). Two Lagrangians are equivalent if they are
congruent modulo I.
An equivalence class [] of Lagrangians corresponds to a section of the vector
bundle
_
n
(J/I). It also denes a functional on the space of compact integral
manifolds (possibly with boundary) of the Pfaan system I by
T
(N) =
_
N
,
where is any representative of the class. The notion of divergence equivalence
of Lagrangians will appear later. In the discussion in Chapter 1 of the scalar case
s = 1, we combined these two types of equivalence by emphasizing a character
istic cohomology class in H
n
(
, p
i
)dx,
and motivated by the scalar case, we consider the equivalent form
= Ldx +
L
p
i
dx
(i)
, (4.26)
which has exterior derivative
d =
_
L
z
dx d
_
L
p
i
_
dx
(i)
_
. (4.27)
This suggests the following denition.
Denition 4.5 An admissible lifting of a functional [] (M,
_
n
(J/I)) is a
Lagrangian (M,
_
n
J) representing the class [] and satisfying d I.
4.2. EULERLAGRANGE PDE SYSTEMS 157
The preceding calculation shows that locally, every functional [] has an ad
missible lifting. Unfortunately, the admissible lifting is generally not unique.
This will be addressed below, but rst we show that any admissible lifting is
adequate for calculating the rst variation and the EulerLagrange system of
the functional T
.
We mimic the derivation in Chapter 1 of the EulerLagrange dierential
system in the scalar case s = 1. Suppose that we have a 1parameter family
N
t
of integral manifolds of the multicontact Pfaan system I, given as a
smooth map
F : N [0, 1] M,
for which each F
t
= F[
N{t}
: N M is an integral manifold of I and such that
F[
N[0,1]
is independent of t. Then choosing generators
(I), 1 s,
we have
F
= G
dt
for some functions G
[
t=0
for some 1parameter family N
t
.
The hypothesis that is an admissible lifting means that we can write
d =
for some
n
(M). Then we can proceed as in 1.2 to calculate
d
dt
t=0
__
Nt
F
t
_
=
_
N0
L
t
(F
)
=
_
N0
t
(
) +
_
N0
d(
t
)
=
_
N0
g
,
where in the last step we used the xedboundary condition, the vanishing of
F
= G
[
N0
. Now the same reasoning as in 1.2 shows
that F
0
: N M is stationary for T
[
N0
= 0 for all = 1, . . . , s.
We now have a dierential system
, d
I allows us to write
i
i
(mod I).
When n 2, this implies that
=
1
2
,
with
= 0, then
) = d(
(mod
_
2
I).
A consequence of this is that
of [] (M,
_
n
(J/I)) is the
dierential ideal on M generated by I and the nforms
1
, . . . ,
s
n
(M),
where is any admissible lifting of [] and d =
. A stationary
Legendre submanifold of [] is an integral manifold of c
.
4.2.3 The Betounes and PoincareCartan Forms
For scalar variational problems, the PoincareCartan form
n+1
(M) on
the contact manifold (M, I) is an object of central importance. Some of its
key features were outlined above. Underlying its usefulness is the fact that we
are associating to a Lagrangian functionala certain equivalence class of dier
ential formsan object that is not merely an equivalence class, but an actual
dierential form with which we can carry out certain explicit computations. We
would like to construct an analogous object in the multicontact case.
We will do this by imposing pointwise algebraic conditions on
def
= d. Fix
an admissible coframing (
,
i
,
i
) on a multicontact manifold as in Denition
4.3. Then any admissible lifting (
_
n
J) of a functional [] has the form
=
min(n,s)
k=0
_
_
(k!)
2
A=I=k
F
I
A
A
(I)
_
_
,
for some functions F
A
I
, which are skewsymmetric with respect to each set of
indices. Because J is integrable, = d lies in
n+1
(M)
_
n
J; the highest
weight part can be written as
=
min(n,s)
k=1
_
_
_
_
(k!)
2
,i
A=I=k
H
iI
A
i
A
(I)
_
_
_
_
(mod
_
n+1
J).
(4.28)
4.2. EULERLAGRANGE PDE SYSTEMS 159
The functions H
iI
A
are skewsymmetric in the multiindices I and A. Notice
that the equation d 0 (mod
_
n+1
J) gives for the k = 1 term
H
ij
= H
ji
.
To understand the relevant linear algebra, suppose that V
n
is a vector space
with basis v
i
, and that W
s
is a vector space with basis w
V (
_
k
W
_
k
V )
k
_
k+1
W
_
k+1
V 0.
Here the surjection is the obvious skewsymmetrization map, and U
k
is by def
inition its kernel. The term k = 1 will be exceptional, and we instead dene
0 U
1
Sym
2
(W
V )
_
2
W
_
2
V 0,
so that U
1
= Sym
2
W
Sym
2
V .
Now we can regard our coecients H
iI
A
, with [I[ = [A[ = k, at each point
of M as coecients of an element
H
k
= H
iI
A
w
v
i
w
A
v
I
W
V (
_
k
W
_
k
V ).
Denition 4.7 The form
n+1
(M)
_
n
J is symmetric if its expansion
(4.28) has H
k
U
k
for all k 1.
For k = 1 the condition is
H
ij
= H
ji
= H
ij
.
We rst need to show that the condition that a given be symmetric is
independent of the choice of admissible coframe. Equivalently, we can show
that the symmetry condition is preserved under the group of coframe changes
of the form (4.23), and we will show this under three subgroups generating the
group. First, it is obvious that a change
= a
,
i
= b
i
j
j
,
i
= a
j
(b
1
)
j
i
,
preserves the symmetry condition, because of the equivariance of the preceding
exact sequences under (a
) (b
i
j
) GL(W) GL(V ). Second, symmetry is
preserved under
,
i
=
i
,
i
= d
+ e
ij
j
+
i
,
with e
ij
= e
ji
, because such a change has no eect on the expression for
modulo
_
n+1
J. Finally, consider a change of the form
,
i
= c
i
+
i
,
i
=
i
.
160 CHAPTER 4. ADDITIONAL TOPICS
We will prove the invariance of the symmetry condition innitesimally, writing
instead of
i
the family
i
() = c
i
+
i
. (4.29)
This associates to each H
k
a tensor H
k+1
() for each k 1, and we will show
that
d
d
[
=0
H
k+1
() U
k+1
. This just amounts to looking at the terms linear
in when (4.29) is substituted into (4.28). Noting that C = (c
i
) W
V , we
consider the commutative diagram
W
V
_
k
W
_
k
V W
V
W
V
_
k+1
W
_
k+1
V
k
1
k+1
_
k+1
W
_
k+1
V W
V
_
k+2
W
_
k+2
V,
where is skewsymmetrization with the latter W
V , and
k
1 is an
extension of the earlier skewsymmetrization. The point is that given H
k
C
in the upperleft space of this diagram,
d
d
[
=0
H
k+1
() = (H
k
C).
So if we assume that (H
k
) U
k
, then
k
(H
k
) = 0, so (H
k
C) U
k+1
, which
is what we wanted to show.
This proves that the condition that the symmetry condition on = d is
independent of the choice of adapted coframe. We can now state the following.
Theorem 4.1 Given a functional [] (M,
_
n
(J/I)), there is a unique ad
missible lifting (M,
_
n
J) such that = d
n+1
(M) is symmetric.
Proof. We inductively construct =
0
+
1
+ +
min(n,s)
, with each
i
_
i
I chosen to eliminate the fully skewsymmetric part of
i1
def
= d(
0
+ +
i1
).
Initially,
0
= F is the prescribed Xsemibasic nform modulo I. We know
from the existence of admissible liftings that there is some
1
I such that
1
def
= d(
0
+
1
) I; and we know from Proposition 4.5 that
1
is uniquely
determined modulo
_
2
I. Now let
1
H
ij
(j)
(mod
_
2
I +
_
n+1
J).
If we add to
0
+
1
the Iquadratic term
2
=
1
2!
2
F
ij
(ij)
,
then the structure equation (4.24) shows that this alters the Ilinear term
1
only by
H
ij
;H
ij
+ F
ij
.
4.2. EULERLAGRANGE PDE SYSTEMS 161
Because F
ij
= F
ji
= F
ij
, we see that F
ij
lies in U
1
.
The inductive step is similar. Suppose we have
0
+ +
l
(
_
n
J) such
that
l
= d(
0
+ +
l
) is symmetric modulo
_
l1
I. Then the term of
Idegree l is of the form
l
1
l!
2
H
iI
A
i
A
(I)
(mod U
1
+ + U
l1
+
_
l+1
I).
for some H
iI
A
. There is a unique skewsymmetric term
l+1
=
1
(l+1)!
2
I=A=l+1
F
I
A
A
(I)
which may be added so that
l+1
U
1
+ + U
l
+
_
l+1
I.
We can continue in this manner, up to l = min(n, s).
Denition 4.8 The unique in the preceding theorem is called the Betounes
form for the functional [].
4
Its derivative = d is the PoincareCartan form
for [].
The unique determination of , along with the invariance of the symmetry
condition under admissible coframe changes of M, implies that is globally
dened and invariant under symmetries of the functional [] and the multi
contact structure (M, I, J).
It is instructive to see the rst step of the preceding construction in coordi
nates. If our initial Lagrangian is
0
= L(x, z, p)dx,
then we have already seen in (4.26) that
0
+
1
= Ldx +
L
p
i
dx
(i)
.
The H
1
term of d(
0
+
1
) (see (4.27)) is
2
L
p
i
p
j
dp
dx
(i)
. (4.30)
Of course L
p
i
p
j
= L
p
j
p
i
, corresponding to the fact that H
1
Sym
2
(W
V )
automatically. The proof shows that we can add
2
_
2
I so that
2
instead
includes
1
2
(L
p
i
p
j
+L
p
j
p
i
)
(j)
U
1
= Sym
2
(W
) Sym
2
V.
4
It was introduced in coordinates in [Bet84], and further discussed in [Bet87].
162 CHAPTER 4. ADDITIONAL TOPICS
In fact, this corresponds to the principal symbol of the EulerLagrange PDE
system (4.20), given by the symmetric s s matrix
H
() =
2
L
p
i
p
j
=
1
2
(L
p
i
p
j
+L
p
j
p
i
)
i
j
, V
.
In light of this, it is not surprising to nd that only the symmetric part of (4.30)
has invariant meaning.
Note also that if Lagrangians ,
dier by a divergence,
= d, (M,
_
n1
J),
then the construction in the proof of Theorem 4.1 shows that the Poincare
Cartan forms are equal, though the Betounes forms may not be. A related but
more subtle property is the following.
Theorem 4.2 For a functional [] (M,
_
n
(J/I)), the PoincareCartan
form = 0 if and only if the EulerLagrange system is trivial, c
= 1.
Proof. One direction is clear: if = 0, then the nform generators
for c
1
H
ij
(j)
(mod
_
2
I +
_
n+1
J).
c
is generated by 1 and
= H
ij
i
(j)
, 1 s, and our assumption
c
= 0; that is,
H
1
= H
ij
(j)
= 0.
We will rst show that this implies
H
2
= H
3
= = 0
as well, which will imply
_
n+1
J. To see this, suppose H
l
is the rst
nonzero term, having Idegree l. Then we can consider
0 d (mod
_
l
I +
_
n+1
J),
and using the structure equations (4.24),
0 =
I=A=l1
H
ijI
A
j
.
Written out fully, this says that
H
i1i2il+1
12l+1
= H
i2i1il+1
21l+1
.
4.2. EULERLAGRANGE PDE SYSTEMS 163
Also, H
iI
A
is fully skewsymmetric in I and A. But together, these imply in
that H
l
is fully skewsymmetric in all upper and all lower indices, for
H
i1i2i3
123
= H
i2i1i3
213
= H
i2i1i3
231
= H
i1i2i3
321
= H
i1i2i3
312
= H
i2i1i3
132
= H
i2i1i3
123
.
This proves full skewsymmetry in the upper indices, and the proof for lower in
dices is similar. However, we constructed so that each H
k
lies in the invariant
complement of the fully skewsymmetric tensors, so we must have H
k
= 0.
Now we have shown that if the EulerLagrange equations of [] are trivial,
then
_
n+1
J. But that means that the Betounes form is not merely
semibasic over the quotient space X, but actually basic. We can then compute
the (assumed trivial) rst variation down in X instead of M, and nd that for
any submanifold N X, and any vector eld v along N vanishing at N,
0 =
_
N
v d.
But this implies that d = 0, which is what we wanted to prove.
The preceding results indicate that is a good generalization of the classical
PoincareCartan form for secondorder, scalar EulerLagrange equations. We
note that for higherorder Lagrangian functionals on vectorvalued functions of
one variable (i.e., functionals on curves), such a generalization is known, and
not dicult; but for functionals of order k 2 on vectorvalued functions of
several variables, little is known.
5
We want to briey mention a possible generalization to the multicontact
case of Noethers theorem, which gives an isomorphism from a Lie algebra of
symmetries to a space of conservation laws. To avoid distracting global consid
erations, we will assume that H
q
dR
(M) = 0 in all degrees q > 0. First, we have
the space g
= v 1(M) : L
v
I I, L
v
= 0.
Second, we have the space of conservation laws
( = H
n1
(
(M)/c
);
under our topological assumption, this is identied with H
n
(c
), and we need
not introduce a notion of proper conservation law as in 1.3. In this situation,
Noethers theorem says the following.
5
But see Grassi, cit. p. 155n.
164 CHAPTER 4. ADDITIONAL TOPICS
There is a map : g
H
n
(c
), dened by v [v ], which is
an isomorphism if is nondegenerate in a suitable sense.
The map is certainly welldened; that is, for any v g
, the form v is a
closed section of c
. First,
v = (v
(v
),
so that v is a section of c
; and second,
d(v ) = L
v
v d = 0,
so that v is closed. However, the proof that under the right conditions this
map is an isomorphism involves some rather sophisticated commutative algebra,
generalizing the symplectic linear algebra used in Chapter 1. This will not be
presented here.
As in the scalar case, a simple prescription for the conserved density in
H
n1
(
(M)/c
) corresponding to v g
(M)/c
)
corresponding to (v) H
n
(c
, d
.
These forms and structure equations will be considered pulled back to T. To
complete a coframing of T, we take linear ber coordinates p
i
on R
ns
, and
dene
i
= dp
i
+
i
p
j
i
.
The motivation here is that Hom(TP, TQ) PQ is a vector bundle associated
to the principal (O(n) O(s))bundle T(P) T(Q) P Q, with the data
((e
P
i
), (e
Q
), (p
i
)) T dening the homomorphism e
P
i
e
Q
i
. Furthermore,
if a section (Hom(TP, TQ)) is represented by an equivariant map (p
i
) :
T(P) T(Q) R
ns
, then the R
ns
valued 1form (
i
) represents the covariant
derivative of .
For our purposes, note that M = Hom(TP, TQ) is the quotient of T under
a certain action of O(n) O(s), and that the forms semibasic for the projection
T M are generated by
i
,
i
. A natural multicontact system on M
pulls back to T as the Pfaan system I generated by
def
=
i
i
,
and the associated integrable Pfaan system on M pulls back to J =
,
i
=
,
i
. The structure equations on T adapted to these Pfaan systems are
_
_
_
d
i
i
,
d
i
=
i
j
j
,
d
i
=
i
p
j
j
i
j
j
i
.
(4.32)
We now dene the energy Lagrangian
=
1
2
[[p[[
2
(
_
n
J)
n
(T),
where the norm is
[[p[[
2
= Tr(p
p) =
(p
i
)
2
.
Although this
is not an admissible lifting of its induced functional [], a
computation using the structure equations (4.32) shows that
def
=
1
2
[[p[[
2
+p
(i)
is admissible:
d =
i
(i)
p
i
p
+ p
i
p
j
j
i
=
i
(i)
,
166 CHAPTER 4. ADDITIONAL TOPICS
where the last step uses
=
i
j
+
j
i
= 0. Now we dene
=
i
(i)
,
and note that is in fact the lift to T of a symmetric form on M, as dened
earlier. Therefore, we have found the Betounes form and the PoincareCartan
form for the energy functional.
The EulerLagrange system for [], pulled back to T, is
c
i
i
,
i
(i)
.
A Legendre submanifold N M = J
1
(P, Q) on which
_
i
,= 0 is the 1jet
graph of a map f : P Q. On the inverse image
1
(N) T, in addition to
i
= h
ij
j
, h
ij
= h
ji
.
Dierentiating this equation shows that the expression
h = h
ij
j
e
Q
ii
= 0 (M, f
TQ),
Denition 4.9 A map f : P Q between Riemannian manifolds is harmonic
if the trace of its second fundemental form vanishes.
Expressed in coordinates on P and Q, this is a secondorder PDE system for
f : P Q.
We now consider conservation laws for the harmonic map system c
(T)
corresponding to innitesimal isometries (Killing vector elds of either P or Q.
These are symmetries not only of but of the Lagrangian , so we can use the
simplied prescription (4.31) for a conserved (n 1)form.
First, an innitesimal isometry of P induces a unique vector eld on M =
J
1
(P, Q) preserving I and xing Q. This vector eld preserves , , and c
,
and has a natural lift to T which does the same. This vector eld v on T
satises
v
i
= v
i
, v
= 0 v
= p
i
v
i
,
for some functions v
i
. We can then calculate
v
def
= v (
1
2
[[p[[
2
v
i
p
i
p
j
v
j
)
(i)
(mod I).
4.2. EULERLAGRANGE PDE SYSTEMS 167
As in Chapter 3, it is useful to write this expression restricted to the 1jet graph
of a map f : P Q, which is
v [
N
=
P
(
1
2
[[p[[
2
v
i
p
i
p
j
v
j
)
i
=
P
1
2
_
v (
1
2
[[df[[
2
(
i
)
2
f
)
2
)
_
,
where we use f
= p
i
i
, and
P
(i)
=
i
. One might recognize the stress
energy tensor
S =
1
2
[[df[[
2
ds
2
P
f
ds
2
Q
,
and write our conserved density as
2(v )
P
(v S) (mod I). (4.33)
In fact, S is traditionally dened as the unique symmetric 2tensor on P for
which the preceding equation holds for arbitrary v 1(P) and f : P Q;
then (4.33) gives a conserved density when v is an innitesimal isometry and
f is a harmonic map. In this case In fact, for any innitesimal isometry v, a
calculation gives
d(
P
(v S)) = (v div S) (4.34)
on the 1jet graph of any map.
6
Now consider an innitesimal isometry of Q, whose lift w 1(T) satises
w
i
= 0, w
= w
i
w
= w
.
Then
w
def
= w = w
i
(i)
.
Given a map f : P Q, we can use df Hom(TP, TQ) and ds
2
Q
Sym
2
(T
Q)
to regard ds
2
Q
(df(), w) as a 1form on P, and then
w
=
P
(ds
2
Q
(df(), w)).
Because this expression depends linearly on w, we can simplify further by letting
a denote the Lie algebra of innitesimal symmetries of Q, and then the map
w w is an element of a
n1
(P). If we dene an a
valued 1form on
P by
(v) = ds
2
Q
(df(v), ), v T
p
P,
then our conservation laws read
d(
P
) = 0 a
n
(P). (4.35)
The a
valued (n 1)form
P
may be formed for any map f : P Q, and
it is closed if f is harmonic. In fact, if Q is locally homogeneous, meaning that
6
The divergence of a symmetric 2form S is the 1form div S = e
i
S(e
i
, ), where is the
LeviCivita covariant derivative and (e
i
) is any orthonormal frame. Equation (4.34) is true of
any symmetric 2form S and innitesimal isometry v.
168 CHAPTER 4. ADDITIONAL TOPICS
innitesimal isometries span each tangent space T
q
Q, then (4.35) is equivalent
to the harmonicity of f.
An important special case of this last phenomenon is when Q itself is a Lie
group G with biinvariant metric ds
2
G
. Examples are compact semisimple Lie
groups, such as O(N) or SU(N), with metric induced by the Killing form on
the Lie algebra g. Now a map f : P G is uniquely determined up to left
translation by the pullback f
= , uniquely determined up
to lefttranslation. This is the idea behind the gaugetheoretic reformulation
of certain harmonic map systems, for which remarkable results have been ob
tained in the past decade.
7
Quite generally, PDE systems that can be written
as systems of conservation laws have special properties; one typically exploits
such expressions to dene weak solutions, derive integral identities, and prove
regularity theorems.
4.3 HigherOrder Conservation Laws
One sometimes encounters a conservation law for a PDE that involves higher
order derivatives of the unknown function, but that cannot be expressed in terms
of derivatives of rstorder conservation laws considered up to this point. An
example is the (1+1)dimensional wave equation z
tt
+z
xx
= 0, for which (z
2
tt
+
z
2
tx
)dt+2z
tt
z
tx
dx is closed on solutions, but cannot be obtained by dierentiating
any conservation law on J
1
(R
2
, R). In this section, we introduce the geometric
framework in which such conservation laws may be found, and we propose a
version of Noethers theorem appropriate to this setting. While other general
forms of Noethers theorem have been stated and proved (e.g., see [Vin84] or
[Olv93]), it is not clear how they relate to that conjectured here.
We also discuss (independently from the preceding) the higherorder rela
tionship between surfaces in Euclidean space with Gauss curvature K = 1
and the sineGordon equation z
tx
=
1
2
sin(2z), in terms of exterior dierential
systems.
4.3.1 The Innite Prolongation
We begin by dening the prolongation of an exterior dierential system (EDS).
When this is applied to the EDS associated to a PDE system, it gives the EDS
associated to the PDE system augmented by the rst derivatives of the original
7
The literature on this subject is vast, but a good starting point is [Woo94].
4.3. HIGHERORDER CONSERVATION LAWS 169
equations. This construction then extends to that of the innite prolongation,
an EDS on an innitedimensional manifold which includes information about
derivatives of all orders.
The general denition of prolongation uses a construction introduced in 4.2,
in the discussion of multicontact manifolds. Let X
n+s
be a manifold, and
G
n
(TX)
X the bundle of tangent nplanes of X; points of G
n
(TX) are of
the form (p, E), where p X and E T
p
X is a vector subspace of dimension
n. As discussed previously, there is a canonical Pfaan system I T
G
n
(TX)
of rank s, dened at (p, E) by
I
(p,E)
def
=
(E
).
Given local coordinates (x
i
, z
, p
i
)
on G
n
(TX), in terms of which I is generated by the 1forms
= dz
i
dx
i
. (4.36)
We let 1
(G
n
(TX)) be the dierential ideal generated by I.
Now let (M, c) be an exterior dierential system; that is, M is a manifold of
dimension m+s and c
E
= 0
_
(E
) for all c.
We will assume from now on that M
(1)
G
m
(TM) is a smooth submanifold.
Then we dene
c
(1)
def
=
(M
(1)
)
as the restriction to M
(1)
of the multicontact dierential ideal. This is the
same as the dierential ideal generated by the Pfaan system
I T
M
(1)
,
and the rst prolongation of (M, c) is dened to be the exterior dierential
system (M
(1)
, c
(1)
). Note that the rst prolongation is always a Pfaan system.
Furthermore, if : M
(1)
M is the obvious projection map, and assuming
that c is a Pfaan system, then one can show that
c c
(1)
. However,
the projection could be quite complicated, and need not even be surjective.
Finally, note that any integral manifold f : N M of c lifts to an integral
manifold f
(1)
: N M
(1)
of c
(1)
, and that the transverse integral manifold of
c
(1)
is locally of this form.
Inductively, the kth prolongation (M
(k)
, c
(k)
) of (M, c) is the rst prolonga
tion of the (k 1)st prolongation of (M, c). This gives rise to the prolongation
tower
M
(k)
M
(k1)
M
(1)
M.
An integral manifold of (M, c) lifts to an integral manifold of each (M
(k)
, c
(k)
)
in this tower.
Two examples will help to clarify the construction. The rst is the pro
longation tower of the multicontact system (G
n
(TX), 1) itself, and this will
170 CHAPTER 4. ADDITIONAL TOPICS
give us more detailed information about the structure of the ideals c
(k)
for gen
eral (M, c). The second is the prolongation tower of the EDS associated to a
rstorder PDE system, most of which we leave as an exercise.
Example 1. Consider the multicontact ideal 1 on G
n
(TX), over a manifold
X of dimension n + s with local coordinates (x
i
, z
ij
= dz
i
dx
i
, dp
i
p
ij
dx
j
T(G
n
(TX)),
for some constants p
ij
= p
ji
. These p
ij
are local ber coordinates for the pro
longation (G
n
(TX)
(1)
, 1
(1)
). Furthermore, with respect to the full coordinates
(x
i
, z
, p
i
, p
ij
) for G
n
(TX)
(1)
G
n
(TG
n
(TX)), the 1jet graphs of integral
manifolds of 1
(G
n
(TX)) satisfy
dz
i
dx
i
= 0, dp
i
p
ij
dx
j
= 0.
It is these s + ns 1forms that dierentially generate the prolonged Pfaan
system 1
(1)
. It is not dicult to verify that we have globally G
n
(TX)
(1)
=
G
2,n
(X), the bundle of 2jets of ndimensional submanifolds of X, and that
1
(1)
(G
2,n
(X)) is the Pfaan system whose transverse integral manifolds
are 2jet graphs of submanifolds of X.
More generally, let G
k
= G
k,n
(X) X be the bundle of kjets of n
dimensional submanifolds of X. Because a 1jet of a submanifold is the same
as a tangent plane, G
1
= G
n
(TX) is the original space whose prolongation
tower we are describing. G
k
carries a canonical Pfaan system 1
k
(G
k
),
whose transverse integral manifolds are kjet graphs f
(k)
: N G
k
of n
dimensional submanifolds f : N X. This is perhaps clearest in coordi
nates. Letting (x
i
, z
) be coordinates on X, G
k
has induced local coordinates
(x
i
, z
, p
i
, . . . , p
I
), [I[ k, corresponding to the jet at (x
i
, z
) of the subman
ifold
( x
i
, z
) X : z
= z
+p
i
( x
i
x
i
) + +
1
I!
p
I
( x x)
I
.
In terms of these coordinates, the degree1 part I
k
T
(G
k
) of the Pfaan
system 1
k
is generated by
= dz
i
dx
i
,
i
= dp
i
p
ij
dx
j
,
.
.
.
I
= dp
I
p
Ij
dx
j
, [I[ = k 1.
(4.37)
It is not hard to see that the transverse integral manifolds of this I
k
are as
described above. The point here is that (G
k
, 1
k
) is the rst prolongation of
(G
k1
, 1
k1
) for each k > 1, and is therefore the (k 1)st prolongation of the
original (G
1
, 1
1
) = (G
n
(TX), 1).
4.3. HIGHERORDER CONSERVATION LAWS 171
For future reference, we note the structure equations
d
i
dx
i
,
d
i
=
ij
dx
j
,
.
.
.
d
I
=
Ij
dx
j
, [I[ = k 2,
d
I
= dp
Ij
dx
j
, [I[ = k 1.
(4.38)
There is a tower
G
k
G
k1
G
1
, (4.39)
and one can pull back to G
k
any functions or dierential forms on G
k
, with
k
I
and forms
I
are consistent, and we can also write
I
k
I
k
T
G
k
, for k
< k.
None of the I
k
is an integrable Pfaan system. In fact, the ltration on G
k
I
k
I
k1
I
1
0
coincides with the derived ag of I
k
T
G
k,n
(cf. Ch. II, 4 of [B
+
91]).
Example 2. Our second example of prolongation relates to a rstorder PDE
system F
a
(x
i
, z
(x), z
x
i
(x)) = 0 for some unknown functions z
, p
i
) dene a locus M
F
in the space J
1
(R
n
, R
s
) of 1jets of maps
z : R
n
R
s
, and we will assume that this locus is a smooth submanifold which
submersively surjects onto R
n
. The restriction to M
F
J
1
(R
n
, R
s
) of the
multicontact Pfaan system I
1
= dz
i
dx
i
generates an EDS (M
F
, 1
F
).
Now, the set of integral elements for (M
F
, 1
F
) is a subset of the set of integral
elements for 1
1
in J
1
(R
n
, R
s
); it consists of those integral elements of 1
1
which
are tangent to M
F
J
1
(R
n
, R
s
). Just as in the preceding example, the inte
gral elements of 1
1
may be identied with elements of the space J
2
(R
n
, R
s
) of
2jets of maps. The collection of 2jets which correspond to integral elements of
(M
F
, I
F
) are exactly the 2jets satisfying the augmented PDE system
0 = F
a
(x
i
, z
(x), z
x
i(x)),
0 =
F
a
x
i
+
F
a
z
x
i +
F
a
p
j
z
x
i
x
j .
Therefore, integral manifolds of the prolongation of the EDS associated to a
PDE system correspond to solutions of this augmented system. For this reason,
prolongation may generally be thought of as adjoining the derivatives of the
original equations.
It is important to note that as the rst prolongation of arbitrary (M, c) is
embedded in the canonical multicontact system (G
n
(TM), 1), so can all higher
prolongations (M
(k)
, c
(k)
) be embedded in the prolongations (G
k,n
(M), 1
k
).
172 CHAPTER 4. ADDITIONAL TOPICS
Among other things, this implies that c
(k)
is locally generated by forms like
(4.37), satisfying structure equations (4.38), typically with additional linear
algebraic relations.
Of most interest to us is the innite prolongation (M
()
, c
()
) of an EDS
(M, c). As a space, M
()
is dened as the inverse limit of
k+1
M
(k)
k
1
M
(0)
= M;
that is,
M
()
= (p
0
, p
1
, . . . ) M
(0)
M
(1)
:
k
(p
k
) = p
k1
for each k 1.
An element of M
()
may be thought of as a Taylor series expansion for a possi
ble integral manifold of (M, c). M
()
is generally of innite dimension, but its
presentation as an inverse limit will prevent us from facing analytic diculties.
In particular, smooth functions and dierential forms are by denition the cor
responding objects on some nite M
(k)
, pulled up to M
()
by the projections.
It therefore makes sense to dene
c
()
=
_
k>0
c
(k)
,
which gives an EDS on M
()
whose transverse integral manifolds are the
innitejet graphs of integral manifolds of (M
(0)
, c
(0)
). c
()
is a Pfaan sys
tem, dierentially generated by its degree1 part I
()
=
I
(k)
, where each
I
(k)
is the degree1 part of c
(k)
. In fact, we can see from (4.38) that c
()
is
algebraically generated by I
()
; that is, I
()
is a formally integrable Pfaan
system, although this is not true of any nite I
(k)
. However, there is no ana
log of the Frobenius theorem for the innitedimensional M
()
, so we must be
cautious about how we use this fact.
Vector elds on M
()
are more subtle. By denition, 1(M
()
) is the Lie
algebra of derivations of the ring (M
()
) of smooth functions on M
()
. In
case M
()
= J
(R
n
, R
s
), a vector eld is of the form
v = v
i
x
i
+ v
+ +v
I
+ .
Each coecient v
I
is a function on some J
k
(R
n
, R
s
), possibly with k > [I[.
Although v may have innitely many terms, only nitely many appear in its
application to any particular f (M
()
), so there are no issues of conver
gence.
4.3.2 Noethers Theorem
To give the desired generalization of Noethers theorem, we must rst discuss a
generalization of the innitesimal symmetries used in the classical version. For
convenience, we change notation and let (M, c) denote the innite prolongation
of an exterior dierential system (M
(0)
, c
(0)
).
4.3. HIGHERORDER CONSERVATION LAWS 173
Denition 4.10 A generalized symmetry of (M
(0)
, c
(0)
) is a vector eld v
1(M) such that L
v
c c. A trivial generalized symmetry is a vector eld
v 1(M) such that v c c. The space g of proper generalized symmetries
is the quotient of the space of generalized symmetries by the subspace of trivial
generalized symmetries.
Several remarks are in order.
The Lie derivative in the denition of generalized symmetry is dened by
the Cartan formula
L
v
= v d +d(v ).
The usual denition involves a ow along v, which may not exist in this
setting.
A trivial generalized symmetry is in fact a generalized symmetry; this is
an immediate consequence of the fact that c is dierentially closed.
The space of generalized symmetries has the obvious structure of a Lie
algebra.
Using the fact that c is a formally integrable Pfaan system, it is easy
to show that the condition v c c for v to be a trivial generalized
symmetry is equivalent to the condition v I = 0, where I = c
1
(M)
is the degree1 part of c.
The vector subspace of trivial generalized symmetries is an ideal in the
Lie algebra of generalized symmetries, so g is a Lie algebra as well. The
following proof of this fact uses the preceding characterization v I = 0
for trivial generalized symmetries: if L
v
c c, w I = 0, and (I),
then
[v, w] = w (v d) +v(w ) w(v )
= w (L
v
d(v )) +0 w d(v )
= w L
v
= 0.
The motivation for designating certain generalized symmetries as trivial comes
from a formal calculation which shows that a trivial generalized symmetry is
tangent to any integral manifold of the formally integrable Pfaan system c.
Thus, the ow of a trivial generalized symmetry does not permute the integral
manifolds of c, but instead acts by dieomorphisms of each leaf.
The following example is relevant to what follows. Let M
(0)
= J
1
(R
n
, R)
be the standard contact manifold of 1jets of functions, with global coordinates
(x
i
, z, p
i
) and contact ideal c
(0)
= dz p
i
dx
i
, dp
i
dx
i
. The innite prolon
gation of (M
(0)
, c
(0)
) is
M = J
(R
n
, R), c =
I
: [I[ 0,
174 CHAPTER 4. ADDITIONAL TOPICS
where M has coordinates (x
i
, z, p
i
, p
ij
, . . . ), and
I
= dp
I
p
Ij
dx
j
. (For the
empty index I = , we let p = z, so = dpp
i
dx
i
is the original contact form.)
Then the trivial generalized symmetries of (M, c) are the total derivative vector
elds
D
i
=
x
i
+p
i
z
+ +p
Ii
pI
+ .
We will determine the proper generalized symmetries of (M, c) shortly.
There is another important feature of a vector eld on the innite prolon
gation (M, c) of (M
(0)
, c
(0)
), which is its order. To introduce this, rst note
that any vector eld v
0
1(M
(0)
) on the original, nitedimensional manifold
induces a vector eld and a ow on each nite prolongation M
(k)
, and therefore
induces on M itself a vector eld v 1(M) having a ow. A further special
property of v 1(M) induced by v
0
1(M
(0)
) is that L
v
(I
k
) I
k
for each
k 1. Though it is tempting to try to characterize those v 1(M) induced
by such v
0
using this last criterion, we ought not to do so, because this is not
a criterion that can be inherited by proper generalized symmetries of (M, c).
Specically, an arbitrary trivial generalized symmetry v 1(M) only satises
L
v
(I
k
) I
k+1
,
so a generalized symmetry v can be equivalent (modulo trivials) to one induced
by a v
0
1(M
(0)
), without satisfying L
v
(I
k
) I
k
. Instead, we have the
following.
Denition 4.11 For a vector eld v 1(M), the order of v, written o(v), is
the minimal k 0 such that L
v
(I
0
) I
k+1
.
With the restriction o(V ) 0, the orders of equivalent generalized symmetries
of c are equal. A vector eld induced by v
0
1(M
(0)
) has order 0. Further
properties are:
o(v) = k if and only if for each l 0, L
v
(I
l
) I
l+k+1
;
letting g
k
= v : o(v) k, we have [g
k
, g
l
] g
k+l
.
We now investigate the generalized symmetries of the prolonged contact
system on M = J
(R
n
, R). The conclusion will be that the proper gener
alized symmetries correspond to smooth functions on M; this is analogous to
the nitedimensional contact case, in which we could locally associate to each
contact symmetry its generating function, and conversely. Recall that we have
a coframing (dx
i
,
I
) for M, satisfying d
I
=
Ij
dx
j
for all multiindices I.
To describe vector elds on M, we will work with the dual framing (D
i
, /
I
),
which in terms of the usual framing (/x
i
, /p
I
) is given by
D
i
=
x
i
+
I0
p
Ii
p
I
,
I
=
p
I
.
4.3. HIGHERORDER CONSERVATION LAWS 175
The vector elds D
i
may be thought of as total derivative operators, and
applied to a function g(x
i
, z, p
i
, . . . , p
I
) on some J
k
(R
n
, R) give
(D
i
g)(x
j
, z, p
j
, . . . , p
I
, p
Ij
) =
g
x
i
+p
i
g
z
+p
ij
g
pj
+ +p
Ii
g
pI
,
which will generally be dened only on J
k+1
(R
n
, R) rather than J
k
(R
n
, R).
These operators can be composed, and we set
D
I
= D
i1
D
ik
, I = (i
1
, . . . , i
k
).
We do this because the proper generalized symmetries of 1 =
I
: [I[ 0 are
uniquely represented by vector elds
v = g
+ g
i
i
+ + g
I
I
+ , (4.40)
where g = v and
g
I
= D
I
g, [I[ > 0. (4.41)
To see this, rst note that any vector eld is congruent modulo trivial gener
alized symmetries to a unique one of the form (4.40). It then follows from a
straightforward calculation that a vector eld of the form (4.40) is a generalized
symmetry of 1 if and only if it satises (4.41). If one denes
k
(M) to
consist of functions pulled back from J
k
(R
n
, R), then one can verify that for
any proper generalized symmetry v g,
o(v) k g = v
k+1
.
The general version of Noethers theorem will involve proper generalized
symmetries. However, recall that our rstorder version requires us to distin
guish among the symmetries of an EulerLagrange system the symmetries of the
original variational problem; only the latter give rise to conservation laws. We
therefore have to give the appropriate corresponding notion for proper general
ized symmetries.
For this purpose, we introduce the following algebraic apparatus. We lter
the dierential forms
p+q
(M) = Image(c c
. .
p
(M)
(M))
p+q
(M). (4.42)
We dene the associated graded objects
p,q
(M) = I
p
p+q
(M)/I
p+1
p+q
(M).
Because c is formally integrable, the exterior derivative d preserves this ltration
and its associated graded objects:
d :
p,q
(M)
p,q+1
(M).
176 CHAPTER 4. ADDITIONAL TOPICS
We dene the cohomology
H
p,q
(M) =
Ker(d :
p,q
(M)
p,q+1
(M))
Im(d :
p,q1
(M)
p,q
(M))
.
A simple diagramchase shows that the exterior derivative operator d induces
a map d
1
: H
p,q
(M) H
p+1,q
(M).
8
Now, the PoincareCartan form
n+1
(M
(0)
) pulls back to an element I
2
n+1
(M) which is closed and
therefore denes a class [] H
2,n1
(M).
It follows from the denition that a generalized symmetry of c preserves the
ltration I
p
p+q
(M), and therefore acts on the cohomology group H
2,n1
(M).
The generalized symmetries appropriate for Noethers theorem are exactly those
generalized symmetries v of c satisfying the additional condition
L
v
[] = 0 H
2,n1
(M).
In other words, v is required to preserve modulo (a) forms in I
3
n+1
(M),
and (b) derivatives of forms in I
2
n
(M). We also need to verify that a trivial
generalized symmetry v preserves the class []; this follows from the fact that
v I = 0, for then v I
2
n
(M), so that
L
v
[] = [d(I
2
n
(M))] = 0.
We now have the Lie subalgebra g
[]
g of proper generalized symmetries of
the variational problem. It is worth noting that this requires only that we have
dened modulo I
3
n+1
(M). A consequence is that even in the most general
higherorder, multicontact case where a canonical PoincareCartan form is not
known to exist, there should be a version of Noethers theorem that includes
both the rstorder multicontact version discussed in the previous section, and
the higherorder scalar version discussed below. However, we will not pursue
this.
The other ingredient in Noethers theorem is a space of conservation laws,
dened by analogy with previous cases as
((c) = H
n1
(
/c,
d) = H
0,n1
(M),
where the last notation refers to the cohomology just introduced. It is a sub
stantial result (see [BG95a]) that over contractible subsets of M
(0)
we can use
the exterior derivative to identify ((c) with
((c)
def
= Ker(d
1
: H
1,n1
(M) H
2,n1
(M)).
Now we can identify conservation laws as classes of nforms, as in the previous
case of Noethers theorem, and we will do so without comment in the following.
8
Of course, H
,
(M) is the E
1
term of a spectral sequence. Because we will not be using
any of the higher terms, however, there is no reason to invoke this machinery. Most of this
theory was introduced in [Vin84].
4.3. HIGHERORDER CONSERVATION LAWS 177
We dene a Noether map g
[]
((c) as v v . To see that this is
welldened, rst note that
v I
1
n
(M),
so v represents an element of
1,n1
(M), which we shall also denote as
v . Furthermore, its exterior derivative is
d(v ) = L
v
, (4.43)
and this lies in I
2
n+1
, simply because v preserves c and therefore also the
ltration (4.42). Consequently,
v Ker(d :
1,n1
(M)
1,n
(M)),
and we therefore have an element
[v ] H
1,n1
(M).
Finally, we need to verify that
[v ] Ker(d
1
: H
1,n1
(M) H
2,n1
(M)).
This follows from the hypothesis that v preserves not only the EulerLagrange
system c and associated ltration (4.42), but also the class []. Specically, the
image
d
1
([v ]) H
2,n1
(M)
is represented by the class (see (4.43))
[d(v )] = [L
v
] = L
v
[] = 0.
This proves that
v [v ]
denes a map between the appropriate spaces.
We can now make the following proposal for a general form of Noethers
theorem.
Conjecture 4.1 Let (M, c) be the innite prolongation of an EulerLagrange
system, and assume that the system is nondegenerate and that H
q
dR
(M) = 0
for all q > 0. Then the map v [v ] induces an isomorphism
g
[]
((c).
It is quite possible that this is already essentially proved in [Vin84] or [Olv93],
but we have not been able to determine the relationship between their state
ments and ours. In any case, it would be illuminating to have a proof of the
present statement in a spirit similar to that of our Theorem 1.3.
178 CHAPTER 4. ADDITIONAL TOPICS
To clarify this, we will describe how it appears in coordinates. First, note
that for the classical Lagrangian
L(x
i
, z, p
i
)dx,
the EulerLagrange equation
E(x
i
, z, p
i
, p
ij
) = (
D
j
L
pj
L
z
)(x
i
, z, p
i
, p
ij
) = 0
denes a locus M
(1)
J
2
(R
n
, R), and the rst prolongation of the Euler
Lagrange system (J
1
(R
n
, R), c
L
) discussed previously is given by the restriction
of the secondorder contact Pfaan system on J
2
(R
n
, R) to this locus. Higher
prolongations are dened by setting
M
(k)
= E
I
def
= D
I
E = 0, [I[ k 1 J
k+1
(R
n
, R)
and restricting the (k + 1)storder contact system 1
(k+1)
. We will consider
generalized symmetries of (M
()
, c
()
) which arise as restrictions of those
generalized symmetries of (J
(R
n
, R), 1) which are also tangent to M
()
(R
n
, R). This simplies matters insofar as we can understand generalized
symmetries of 1 by their generating functions. The tangency condition is
L
v
(E
I
)[
M
() = 0, [I[ 0. (4.44)
This Lie derivative is just the action of a vector eld as a derivation on functions.
Now, for a generalized symmetry v of the inniteorder contact system, all of
the conditions (4.44) follow from just the rst one,
L
v
(E)[
M
() = 0.
If we let v have generating function g = v (J
(R
n
, R)), then we can
see from (4.40, 4.41) that this condition on g is
I0
E
pI
D
I
g = 0 on M
()
. (4.45)
We are again using p = z for convenience. For instance, E =
p
ii
f(z)
denes the Poisson equation z = f(z), and the preceding condition is
i
D
2
i
g f
(z)g = 0 on M
()
. (4.46)
We now consider the Noether map for M
()
J
(R
n
, R). We write the
PoincareCartan form pulled back to M
()
using coframes adapted to this in
nite prolongation, starting with
dL
pi
= D
j
(L
pi
)dx
j
+L
piz
+L
pipj
j
,
4.3. HIGHERORDER CONSERVATION LAWS 179
and then the PoincareCartan form on J
(R
n
, R) is
= d(Ldx + L
pi
dx
(i)
)
=
_
(D
i
(L
pi
) +L
z
)dx
j
L
pipj
dx
(i)
_
.
Restriction to M
()
J
(R
n
, R) kills the rst term, and we have
= L
pipj
j
dx
(i)
.
We then apply a vector eld v
g
with generating function g, and obtain
v
g
= gL
pipj
j
dx
(i)
+(D
j
g)L
pipj
dx
(i)
.
This will be the dierentiated form of a conservation law precisely if L
vg
[] =
0, that is, if
d(v
g
) 0 (mod I
3
n+1
(M) +dI
2
n
(M)).
Concerning generalized symmetries of a PDE, note that in the condition
(4.45) for g = g(x
i
, p, p
i
, . . . , p
I
)
k
= C
(J
k
(R
n
, R)), the variables p
I
with
[I[ > k appear only polynomially upon taking the total derivatives D
J
g. In
other words, the condition on g is polynomial in the variables p
I
for [I[ > k.
Equating coecients of these polynomials gives a PDE system to be satised
by a generalized symmetry of an EulerLagrange equation. With some eort,
one can analyze the situation for our Poisson equation z = f(z) and nd the
following.
Proposition 4.6 If n 3, then a solution g = g(x
i
, p, p
i
, . . . , p
I
) of order k
to (4.46) is equal on M
()
to a function that is linear in the variables p
J
with
[J[ k 2. If in addition f
ij
p
ll
= p
ij
1
n
ij
f(p),
q
ijk
= p
ijk
1
n+2
(
ij
p
kll
+
jk
p
ill
+
ki
p
jll
)
= p
ijk
1
n+2
(
ij
p
k
+
jk
p
i
+
ki
p
j
)f
(p), &c.
These, along with x
i
and p, give coordinates on M
()
. In addition to working
modulo various
l
to isolate terms with higherorder derivatives, we will also at
times work modulo functions that are linear in the q
I
. In what follows, we use
the following index conventions: p
(l)
= (p, p
j
, . . . , p
J
) (with [J[ = l) denotes the
derivative variables up to order l, and the multiindices I, K, A, satisfy [I[ = k,
[K[ = k 1, [A[ = k 2.
Now, starting with g = g(x
j
, p
(k)
)
k
, we note that
0 =
i
D
2
i
g f
g
k+1
;
that is, the possible order(k + 2) term resulting from two dierentiations of g
already drops to order k when restricted to the equation manifold. We consider
this expression modulo
k
9
, and obtain a quadratic polynomial in q
Ij
with
coecients in
k
. We consider only the quadratic terms of this polynomial,
which are
0
I,I
=k
1in
2
g
p
I
p
I
q
Ii
q
I
i
. (4.47)
To draw conclusions about
2
g
pIp
I
i
X
Bi
z
B
Y
Pi
z
P
is surjective; here, [C[ 1 = [B[ = l, [Q[ 1 = [P[ = m.
We will apply this in situations where a given g
BP
Sym
l
(R
n
) Sym
m
(R
n
) is
known to annihilate all X
Bi
Y
Pi
with X
C
, Y
Q
harmonic, for then we have g
BP
9
In this context, modulo refers to quotients of vector spaces by subspaces, not of rings
by ideals, as in exterior algebra.
4.3. HIGHERORDER CONSERVATION LAWS 181
orthogonal to H
l
H
m
Sym
l
(R
n
)
Sym
m
(R
n
)
2
g
p
I
p
J
q
I
q
J
0.
This means that the restriction of the function g to the hyperplanes p
Aii
=
d
A
f
dx
A
is linear in the highest p
I
; in other words, we can write
g(x
i
, p
(k)
) = h(x, p
(k1)
) +h
I
(x, p
(k1)
)p
I
for some h
I
k1
. We can further assume that all h
Aii
= 0, where [A[ = k2.
This completes the rst step.
The second step is to simplify the functions h
I
(x, p
(k1)
), substituting our
new form of g into the condition (4.46). Again, the highest terms appear
modulo
k
, and are
0 2
h
I
p
K
q
Ki
q
Ii
+ 2
h
I
p
A
q
Ai
q
Ii
;
here we recall our index convention [A[ = k2, [K[ = k1, [I[ = k. Both terms
must vanish separately, and for the rst, our lemma on harmonic polynomials
gives that [h]
IK
def
=
h
I
pK
is orthogonal to harmonics; but then our normalization
hypothesis h
Aii
= 0 gives that [h]
IK
= 0. We conclude that
g(x
i
, p
(k)
) = h(x, p
(k1)
) +h
I
(x, p
(k2)
)p
I
, [I[ = k.
For the second term, our lemma gives similarly that
h
I
pA
= 0, so have
g(x
i
, p
(k)
) = h(x, p
(k1)
) + h
I
(x, p
(k3)
)p
I
.
This completes the second step.
For the third step, we again substitute the latest form of g into the condition
(4.46), and now work modulo
k1
. The only term nonlinear in the p
I
is
0
2
h
p
K
p
K
p
Ki
p
K
i
,
and as before, the lemma implies that h is linear in p
K
. Now we have
g(x
i
, p
(k)
) = h(x, p
(k2)
) + h
K
(x, p
(k2)
)p
K
+h
I
(x, p
(k3)
)p
I
.
Again working modulo
k1
, the only term that is nonlinear in (p
K
, p
I
) is
h
K
pA
p
Ai
p
Ki
, so as before, we can assume
h
K
pA
= 0 and write
g(x
i
, p
(k)
) = h(x, p
(k2)
) + h
K
(x, p
(k3)
)p
K
+h
I
(x, p
(k3)
)p
I
.
The nal step is similar, and gives that h is linear in p
A
. This yields
g(x
i
, p
(k)
) = h + h
A
p
A
+h
K
p
K
+ h
I
p
I
, (4.48)
182 CHAPTER 4. ADDITIONAL TOPICS
where each of h, h
A
, h
K
, h
I
is a function of (x
i
, p
(k3)
). This is the rst state
ment of the proposition.
To derive the second statement, we use the form (4.48) in the condition
(4.46) modulo
k2
, in which the only term nonlinear in (p
K
, p
I
) is
0 h
I
(x
i
, p
(k3)
)
d
I
f
dx
I
h
I
(x
i
, p
(k3)
)f
(p)
iI
p
I\i
p
i
.
In particular, if f
a
b
=
b
a
satisfying the structure equations
d
a
=
a
b
b
, d
a
b
=
a
c
c
b
.
We set =
3
,
i
=
3
i
, and then
1
(T) is the pullback of a global contact
form on M = G
2
(TE
3
). The forms that are semibasic over M are generated by
,
i
,
i
1
(T).
We dene the 2forms on T
= d =
1
1
2
2
,
=
1
2
+
1
2
,
which are pullbacks of uniquely determined forms on M. On a transverse inte
gral element E
2
T
m
M of the contact system 1 = , , on which
1
2
,= 0,
4.3. HIGHERORDER CONSERVATION LAWS 183
there are relations
i
= h
ij
j
, h
ij
= h
ji
.
In this case,
1
2
= K
1
2
,
where K = h
11
h
22
h
12
h
21
is the Gauss curvature of any surface N
2
E
3
whose 1jet graph in M
5
is tangent to E T
m
M. Therefore, transverse integral
manifolds of the EDS
c = , , (4.49)
correspond locally to surfaces in E
3
with constant Gauss curvature K = 1.
The EDS (M, c) is an example of a hyperbolic MongeAmpere system; this
notion appeared in 2.1, where we used it to specify a branch of the equiva
lence problem for PoincareCartan forms on contact 5manifolds. The dening
property of a hyperbolic MongeAmpere system c = , , is that modulo
the algebraic ideal , c contains two distinct (modulo scaling) decomposable
2forms; that is, one can nd two nontrivial linear combinations of the form
1
+
1
=
1
1
,
2
+
2
=
2
2
.
This exhibits two rank2 Pfaan systems I
i
=
i
,
i
, called the characteristic
systems of c, which are easily seen to be independent of choices (except for which
one is I
1
and which one is I
2
). The relationship between the geometry of the
characteristic systems and that of the original hyperbolic MongeAmpere system
is very rich (see [BGH95]). Of particular interest are those hyperbolic systems
whose characteristic systems each contain a nontrivial conservation law. We
will show that this holds for the K = 1 system introduced above, but only
after one prolongation. In other words, for the prolonged system c
(1)
, there is
also a notion of characteristic systems I
(1)
i
which restrict to any integral surface
as the original I
i
, and each of these I
(1)
i
contains a nontrivial conservation law
for c
(1)
.
Returning to the discussion of integral elements of c = , , , note that
for any integral element E T
(p,H)
M, given by equations
i
h
ij
j
= 0,
there is a unique frame (p, (e
1
, e
2
, e
1
e
2
)) T over (p, e
1
e
2
) M for which
the second fundamental form is normalized as
h
11
= a > 0, h
22
=
1
a
, h
12
= h
21
= 0.
The tangent lines in E
3
spanned by these e
1
, e
2
are the principal directions at
p of any surface whose 1jet graph is tangent to E; they dene an orthonormal
frame in which the second fundamental form is diagonal. The number a > 0 is
184 CHAPTER 4. ADDITIONAL TOPICS
determined by the plane E TM, so to study integral elements of (M, c), and
in particular to calculate on its rst prolongation, we introduce
T
(1)
= T R
,
where R
).
We dene on T
(1)
the forms
1
=
1
a
1
,
2
=
2
+
1
a
2
,
which are semibasic for T
(1)
M
(1)
. The rst prolongation of the system c
on M is a Pfaan system on M
(1)
, which pulls back to T
(1)
as
c
(1)
= ,
1
,
2
, d
1
, d
2
.
We have structure equations
d
1
1
2
2
0
d
1
da
1
+
1+a
2
a
1
2
2
d
2
1
a
2
da
2
+
1+a
2
a
1
2
1
_
_
_
(mod ,
1
,
2
),
and in particular, we have the decomposable linear combinations
d
1
a d
2
= (da (1 +a
2
)
1
2
) (
1
+
1
a
2
),
d
1
+a d
2
= (da + (1 +a
2
)
1
2
) (
1
1
a
2
).
(4.50)
The EDS c
(1)
is algebraically generated by ,
1
,
2
, and these two decomposable
2forms. The characteristic systems are by denition dierentially generated by
I
(1)
1
= ,
1
,
2
, da (1 +a
2
)
1
2
,
1
+
1
a
2
,
I
(1)
2
= ,
1
,
2
, da + (1 +a
2
)
1
2
,
1
1
a
2
.
(4.51)
Now, the universal second fundamental form can be factored as
II = a(
1
)
2
1
a
(
2
)
2
= a(
1
+
1
a
2
)(
1
1
a
2
). (4.52)
These linear factors, restricted any K = 1 surface, dene the asymptotic curves
of that surface, so by comparing (4.51) and (4.52) we nd that:
On a K = 1 surface, the integral curves of the characteristic sys
tems are the asymptotic curves.
Now we look for Euclideaninvariant conservation laws in each I
(1)
i
. Instead
of using Noethers theorem, we work directly. We start by setting
1
= f(a)(
1
+
1
a
2
) I
(1)
1
,
4.3. HIGHERORDER CONSERVATION LAWS 185
and seek conditions on f(a) to have d
1
c
(1)
. A short computation using the
structure equations gives
d
1
(f
(a)(1 + a
2
) f(a)a)
1
2
(
1
+
1
a
2
) (mod c
(1)
),
so the condition for
1
to be a conserved 1form is
f
(a)
f(a)
=
a
1 +a
2
.
A solution is
1
=
1
2
_
1 +a
2
(
1
+
1
a
2
);
the choice of multiplicative constant
1
2
will simplify later computations. A
similar computation, seeking an appropriate multiple of
1
1
a
2
, yields the
conserved 1form
2
=
1
2
_
1 +a
2
(
1
1
a
2
).
On any simply connected integral surface of the K = 1 system, there are
coordinate functions s, t such that
1
= ds,
2
= dt.
If we work in these coordinates, and in particular use the nonorthonormal
coframing (
1
,
2
) then we can write
1
=
_
1
1 +a
2
_
(
1
+
2
), (4.53)
2
=
_
a
1 +a
2
_
(
1
2
), (4.54)
I = (
1
)
2
+(
2
)
2
= (
1
)
2
+2
_
1 a
2
1 + a
2
_
2
+(
2
)
2
, (4.55)
II =
_
4a
1 + a
2
_
2
. (4.56)
These expressions suggest that we dene
a = tan z,
where a > 0 means that we can smoothly choose z = tan
1
a (0, /2). Note
that 2z is the angle measure between the asymptotic directions
1
,
2
, and
that
1
= (cos z)(
1
+
2
),
2
= (sin z)(
1
2
). (4.57)
The following is fundamental in the study of K = 1 surfaces.
186 CHAPTER 4. ADDITIONAL TOPICS
Proposition 4.7 On an immersed surface in E
3
with constant Gauss curvature
K = 1, the associated function z, expressed in terms of asymptotic coordinates
s, t, satises the sineGordon equation
z
st
=
1
2
sin(2z). (4.58)
One can prove this by a direct computation, but we will instead highlight certain
general EDS constructions which relate the K = 1 dierential system to a
hyperbolic MongeAmpere system associated to the sineGordon equation. One
of these is the notion of an integrable extension of an exterior dierential system,
which we have not yet encountered. This is a device that handles a forseeable
diculty; namely, the sineGordon equation is expressed in terms of the variables
s and t, but for the K = 1 system, these are primitives of a conservation law,
dened on integral manifolds of the system only up to addition of integration
constants. One can think of an integrable extension as a device for appending
the primitives of conserved 1forms. More precisely, an integrable extention of
an EDS (M, c) is given by a submersion M
M, with a dierential ideal c
on M
generated algebraically by
(M
of any integral
manifold of (M, c) is foliated by a 1parameter family of integral manifolds of
(M
, c
3
= dz p
1
q
2
,
4
=
1
2
+p
1
q
2
,
and then the prolonged dierential system is
c
(2)
= ,
1
, . . . ,
4
, d
3
, d
4
.
Integral manifolds for the original K = 1 system correspond to integral man
ifolds of c
(2)
; in particular, on such an integral manifold f
(2)
: N M
(2)
we
have
0 = d
3
[
N
(2) = dp
1
dq
2
10
For more information about integrable extensions, see 6 of [BG95b].
4.3. HIGHERORDER CONSERVATION LAWS 187
and
0 = d
4
[
N
(2)
= K
1
2
+ dp
1
dq
2
= (1)(cos z)(
1
+
2
) (sin z)(
1
2
) +dp
1
dq
2
= sin(2z)
1
2
+dp
1
dq
2
.
Now we dene the integrable extension
M
(2)
= M
(2)
R
2
,
where R
2
has coordinates s, t, and on M
(2)
we dene the EDS c
(2)
to be
generated by c
(2)
, along with the 1forms
1
ds,
2
dt. An integral manifold
f
(2)
: N M
(2)
of c
(2)
gives a 2parameter family of integral manifolds f
(2)
s0,t0
:
N M
(2)
of c
(2)
. On any of these, the functions s, t will be local coordinates,
and we will have
0 = dz p ds q dt,
0 = dp ds dq dt,
0 = sin(2z)ds dt ds dp dq dt.
These three clearly imply that z(s, t) satises (4.58).
Note that we can start from the other side, dening the dierential system
for the sineGordon equation as
c
sG
= dz p ds q dt, dp ds dq dt, ds dp +dq dt sin(2z)ds dt,
which is a MongeAmpere system on the contact manifold J
1
(R
2
, R). One can
form a nonabelian integrable extension
T = J
1
(R
2
, R) T
of (J
1
(R
2
, R), c
sG
) by taking
c
P
= c
sG
+
_
1
(cos z)(ds +dt),
2
(sin z)(ds +dt),
3
,
1
2
+p ds q dt,
3
1
(sin z)(ds +dt),
3
2
+(cos z)(ds dt).
_
_
.
This system is dierentially closed, as one can see by using the structure equa
tions for T and assuming that z satises the sineGordon equation. Though the
188 CHAPTER 4. ADDITIONAL TOPICS
following diagram is complicated, it sums up the whole story:
(M
(2)
, c
(2)
)
//
wwo
o
o
o
o
o
o
o
o
o
o
''
O
O
O
O
O
O
O
O
O
O
O
O
(T, c
P
)
(M
(2)
, c
(2)
)
''
O
O
O
O
O
O
O
O
O
O
O
(M
(1)
, c
(1)
)
wwo
o
o
o
o
o
o
o
o
o
o
o
(J
1
(R
2
, R), c
sG
)
(M
(1)
, c
(1)
)
(M, c)
The system (M
(1)
, c
(1)
) was not introduced in the proof; it is the integrable
extension of (M
(1)
, c
(1)
) formed by adjoining primitives s, t for the conserved 1
forms
1
,
2
, and its prolongation turns out to be (M
(2)
, c
(2)
). In other words,
starting on M
(1)
, one can rst prolong and then adjoin primitives, or vice versa.
The main point of this diagram is:
The identication (M
(2)
, c
(2)
) (T, c
P
) is an isomorphism of
exterior dierential systems. In other words, modulo prolongations
and integrable extensions, the K = 1 system and the sineGordon
system are equivalent.
Note that while conservation laws are preserved under prolongation, there is
an additional subtlety for integrable extensions. In this case, only those conser
vation laws for the sineGordon system that are invariant under s, ttranslation
give conservation laws for the K = 1 system. Conversely, only those conser
vation laws for the K = 1 system that are invariant under Euclidean motions
(i.e., translations in T) give conservation laws for the sineGordon system. There
is even a diculty involving trivial conservation laws; namely, the nontrivial,
Euclideaninvariant conservation laws
1
,
2
for the K = 1 system induce the
trivial conservation laws ds, dt for the sineGordon system.
However, we do have two conservation laws for sineGordon, obtained via
Noethers theorem applied to s, ttranslations and the Lagrangian
sG
= (pq
1
2
(cos(2z) 1))ds dt;
they are
1
=
1
2
p
2
ds
1
4
(cos(2z) 1)dt,
2
=
1
2
q
2
dt +
1
4
(cos(2z) 1)ds.
The corresponding conserved 1forms on (M
(2)
, c
(2)
) are
3
=
1
2
p
2
1
4
(cos(2z) 1)
2
,
4
=
1
2
q
2
2
+
1
4
(cos(2z) 1)
1
.
4.3. HIGHERORDER CONSERVATION LAWS 189
In the next section, we will introduce a B acklund transformation for the sine
Gordon equation, which can be used to generate an innite doublesequence
2k1
,
2k
of conservation laws (see [AI79]). These in turn give an innite
doublesequence
2k+1
,
2k+1
of independent conservation laws for K = 1, ex
tending the two pairs that we already have. Although we will not discuss these,
it is worth pointing out that the generalized symmetries on (M
()
, c
()
) to
which they correspond under Noethers theorem are not induced by symmetries
at any nite prolongation. For this reason, they are called hidden symmetries.
Finally, we mention the following nonexistence result, which is similar to the
result in Proposition 4.6 for higherdimensional nonlinear Poisson equations.
Proposition 4.8 In dimension n 3, there are no secondorder Euclidean
invariant conservation laws for the linear Weingarten system for hypersurfaces
in E
n+1
with Gauss curvature K = 1.
Proof. In contrast to our proof of the analogous statement for nonlinear
Poisson equations, we give here a direct argument not appealing to generating
functions. We work on the product
T
(1)
= T (a
1
, . . . , a
n
) R
n
:
a
i
= 1,
where T is the Euclidean frame bundle for E
n+1
, and the other factor param
eterizes eigenvalues of admissible second fundamental forms. We use the usual
structure equations, but without the sum convention:
d
i
=
ij
j
+
i
,
d =
j
j
d
ij
=
ik
kj
+
i
j
,
d
i
=
j
ji
.
There is a Pfaan system 1 on T
(1)
whose transverse ndimensional integral
manifolds correspond to K = 1 hypersurfaces; it is dierentially generated by
and the n 1forms
i
=
i
a
i
i
.
A conservation law for this system is an (n 1)form on T
(1)
whose exterior
derivative vanishes on any integral manifold of 1. A conservation law is invariant
under Euclidean motions if its restriction has the form
=
f
i
(a
1
, . . . , a
n
)
(i)
.
What we will show is that for n 3, such a form cannot be closed modulo 1
unless it equals 0.
190 CHAPTER 4. ADDITIONAL TOPICS
First, we calculate using the structure equations that
d
i
(df
i
j
f
j
ij
)
(i)
(mod 1). (4.59)
To proceed further, we want an expression for
ij
(i)
, which we obtain rst
by computing
0 d
i
(mod 1)
k
ki
da
i
i
+a
i
ik
k
da
i
i
+
k
(a
i
a
k
)
ik
k
.
and then by multiplying the last result by
(ij)
:
0 da
i
(j)
+(a
i
a
j
)
ij
(i)
(mod 1).
Using this in (4.59), we obtain
d
i
_
_
df
i
+
j
f
i
a
j
a
i
da
j
_
_
(i)
(mod 1).
So is a conservation law only if for each i,
df
i
= f
i
j
da
j
a
i
a
j
.
Keep in mind that we are requiring this equation to hold on the locus T
(1)
where a
i
= 1. Wherever at least one f
i
(a
1
, . . . , a
n
) is nonzero, we must
have
0 = d
_
_
j
da
j
a
i
a
j
_
_
=
j
da
i
da
j
(a
i
a
j
)
2
.
However, when n 3, the summands in the expression are linearly independent
2forms on T
(1)
.
It is worth noting that when n = 2, this 2form does vanish, and we can
solve for f
1
(a
1
, a
2
), f
2
(a
1
, a
2
) to obtain the conservation laws
1
,
2
discussed
earlier. The same elementary method can be used to analyze secondorder
conservation laws for more general Weingarten equations; in this way, one can
obtain a full classication of those few Wiengarten equations possessing higher
order conservation laws.
4.3. HIGHERORDER CONSERVATION LAWS 191
4.3.4 Two B acklund Transformations
We have seen a relationship between the K = 1 surface system, and the sine
Gordon equation
z
xy
=
1
2
sin(2z). (4.60)
Namely, the halfangle measure between the asymptotic directions on a K = 1
surface, when expressed in asymptotic coordinates, satises the sineGordon
equation. We have also interpreted this relationship in terms of important EDS
constructions. In this section, we will explain how this relationship connects the
B acklund transformations associated to each of these systems.
There are many denitions of B acklund transformation in the literature, and
instead of trying to give an allencompassing denition, we will restrict attention
to MongeAmpere systems
c = , , ,
where is a contact form on a manifold (M
5
, I), and ,
2
(M) are linearly
independent modulo I. Suppose that (M, c) and (
M,
c) are two Monge
Ampere systems, with
c = , , ,
c =
,
,
.
A B acklund transformation between (M, c) and (
M,
c), is a 6dimensional sub
manifold B M
M such that in the diagram
B
~
~
~
~
~
~
~
~
A
A
A
A
A
A
A
M
M,
(4.61)
each projection B M, B
M is a submersion; and
pulled back to B, we have
,
,
(mod ,
).
The second condition implies that the dimension of the space of 2forms spanned
by , ,
,
modulo ,
is at most 2. Therefore,
,
,
(mod ,
).
This consequence is what we really want, but the original formulation has the
extra benet of ruling out linear dependence between and
, which would
lead to a triviality in what follows.
A B acklund transformation allows one to nd a family of integral manifolds
of (
M,
c) from one integral manifold N
2
M of (M, c), as follows. On the
3dimensional preimage
1
(N) B, the restriction
c is algebraically gen
erated by
alone, and is therefore an integrable Pfaan system. Its integral
192 CHAPTER 4. ADDITIONAL TOPICS
manifolds can therefore be found by ODE methods, and they foliate
1
(N)
into a 1parameter family of surfaces which project by to integral manifolds
of (
M,
c). In each of the following two examples, (M, c) and (
M,
c) are equal,
so one can generate from one known solution many others.
Example 1: B acklund transformation for the sineGordon equation.
The primary example concerns the sineGordon equation (4.60). The well
known coordinate phenomenon is that if two functions u(x, y), u(x, y) satisfy
the rstorder PDE system
_
u
x
u
x
= sin(u + u),
u
y
+ u
y
=
1
sin(u u),
(4.62)
where ,= 0 is any constant,
11
then each of u(x, y) and u(x, y) satises (4.60).
Conversely, given a function u(x, y), the overdetermined system (4.62) for un
known u(x, y) is compatible, and can therefore be reduced to an ODE system,
if and only if u(x, y) satises (4.60). This indicates that given one solution of
the sineGordon equation, ODE methods give a family of additional solutions.
We t this example into our denition of a B acklund transformation as
follows. Start with two copies of the sineGordon MongeAmpere system, one
on M = (x, y, u, p, q) generated by
c =
_
_
_
= du p dx q dy,
= d = dp dx dq dy,
= dx dp + dq dy sin(2u)dx dy
_
_
_
,
the other on
M = ( x, y, u, p, q) generated by
c =
_
_
_
= d u p d x q d y,
= d
= d p d x d q d y,
= d x d p + d q d y sin(2 u)d x d y
_
_
_
.
One can verify that the submanifold B M
M dened by
_
_
_
x = x, y = y,
p p = sin(u + u),
q + q =
1
sin(u u),
satises the criteria for a B acklund transformation, and that the process of
solving the overdetermined system (4.62) for u(x, y) corresponds to integrating
the Frobenius system as described previously.
For example, the solution u(x, y) = 0 of sineGordon corresponds to the
integral manifold N = (x, y, 0, 0, 0) M, whose preimage in B M
M has
coordinates (x, y, u) and satises
u = p = q = 0, p = sin(u), q =
1
sin(u).
11
This will not correspond to the integration parameter in the B acklund transformation.
It plays a role only in the relation to the K = 1 system, to be discussed shortly.
4.3. HIGHERORDER CONSERVATION LAWS 193
The system c is algebraically generated by the form
[
1
(N)
= du sin(u)dx
1
sin(u)dy.
The problem of nding u(x, y) on which this vanishes is the same as solving
the overdetermined system (4.62) with u = 0. It is obtained by integrating
du
sin u
dx
1
dy = 0,
which has the implicit solution
ln(csc u + cot u) x
1
y = c,
where c is the integration constant. This can be solved for u to obtain
u(x, y) = 2 tan
1
(e
x+
1
y+c
).
One can verify that this is indeed a solution to the sineGordon equation. In
principle, we could rename this as u, and repeat the process to obtain more
solutions.
Example 2: B acklund transformation for the K = 1 system.
Suppose that f,
f : N E
3
are two immersions of a surface into Euclidean
space. We say that there is a pseudospherical line congruence between f,
f if
for each p N:
1. the line through f(p) and
f(p) in E
3
is tangent to each surface at these
points (we assume f(p) ,=
f(p));
2. the distance r = [[f(p)
f(p)[[ is constant;
3. the angle between the normals (p) and (p) is constant.
This relationship between f,
f will play a role analogous to that of the system
(4.62). We prove the following theorem of Bianchi.
Theorem 4.3 If there is a pseudospherical line congruence between f,
f : N
E
3
, then each of f and
f has constant negative Gauss curvature
K =
sin
2
()
r
2
.
It is also true that given one surface
f, there locally exists a surface f sharing
a pseudospherical line congruence with
f if and only if
f has constant nega
tive Gauss curvature. We will partly verify this claim, after proving Bianchis
theorem.
194 CHAPTER 4. ADDITIONAL TOPICS
Proof. Choose Euclidean frame elds F,
F : N T which are adapted to the
pair of surfaces in the sense that
e
1
= e
1
, (4.63)
made possible by condition 1 above. Also, as usual, we let e
3
, e
3
be unit normals
to f,
f, respectively, which must then satisfy
_
e
2
= (cos )e
2
+(sin )e
3
,
e
3
= (sin )e
2
+ (cos )e
3
,
(4.64)
with constant by condition 3. Now condition 2 says that
f, d e
i
, to obtain relations among the pullbacks by F and
F of
the canonical forms on T. Namely,
d
f = e
1
1
+((cos )e
2
+ (sin )e
3
)
2
,
and also
d
f = d(f +re
1
) = e
1
1
+e
2
(
2
+r
2
1
) + e
3
(r
3
1
),
so that
_
_
_
1
=
1
,
(cos )
2
=
2
+r
2
1
,
(sin )
2
= r
3
1
.
(4.66)
Note that
2
+r
2
1
= (r cot )
3
1
, and this gives a necessary condition on f alone
to share a pseudospherical line congruence. Similar calculations using e
1
= e
1
yield
_
2
1
= (cos )
2
1
+ (sin )
3
1
,
3
1
= (sin )
2
1
+ (cos )
3
1
,
and dierentiating the remaining relations (4.64) gives
3
2
=
3
2
,
giving complete expressions for
F
in terms of F
K
1
2
. (4.67)
4.3. HIGHERORDER CONSERVATION LAWS 195
First,
d
2
1
=
2
3
3
1
=
2
3
sin
r
2
= h
21
sin
r
1
2
,
where h
21
is part of the second fundamental form of F : N M, dened by
3
i
= h
ij
j
. Note in particular that if h
12
= 0, then
3
1
is a multiple of
1
, so
by (4.66),
1
2
= 0, a contradiction; we can now assume that h
12
= h
21
,= 0.
On the righthand side of (4.67),
K
1
2
=
K
1
r
sin
3
1
=
Kh
12
r
sin
1
2
.
Equating these expressions, we have
K =
sin
2
r
2
as claimed.
Now suppose given a surface f : N E
3
with constant negative Gauss
curvature K = 1. We are interested in nding
f which shares with f a
pseudospherical line congruence.
We start with local coordinates (s, t) on N whose coordinate lines ds = 0,
dt = 0 dene the asymptotic curves of f. It will be convenient to instead have
orthogonal coordinate lines, so we dene the coordinates x = s + t, y = s t,
for which dx = 0 and dy = 0 dene the principal curves of f. We have seen in
(4.55, 4.56) that the rst and second fundamental forms are given by
I = ds
2
+ 2 cos(2z)ds dt +dt
2
(4.68)
= cos
2
z dx
2
+sin
2
z dy
2
, (4.69)
II = 2 sin(2z)ds dt (4.70)
= sin(z) cos(z)(dx
2
dy
2
), (4.71)
where 2z is half of the angle measure between the asymptotic directions and
satises the sineGordon equation. One orthonormal coframing is given by
(cos(z)dx, sin(z)dy); we consider an orthonormal coframing diering from this
one by rotation by some :
_
1
2
_
=
_
cos sin
sin cos
__
cos(z)dx
sin(z)dy
_
(4.72)
=
_
cos( z) cos( +z)
sin( z) sin( + z)
__
ds
dt
_
. (4.73)
196 CHAPTER 4. ADDITIONAL TOPICS
The idea here is that we are looking for a function on N for which this
coframing could be part of that induced by a pseudospherical line congruence.
The main compatibility condition, derived from (4.66), is
2
+ r
2
1
= r(cot )
3
1
. (4.74)
We can compute the LeviCivita connection form
2
1
using the structure equa
tions d
i
=
i
j
j
, and nd
2
1
= (
s
+z
s
)ds +(
t
z
t
)dt.
Similarly, we can compute from (4.70) and (4.73) the coecients of the second
fundamental form with respect to the coframe (
1
,
2
), and nd
3
1
= sin( z)ds sin( + z)dt,
3
2
= cos( z)ds cos( +z)dt.
Substituting these into the compatibility condition (4.74), we obtain an equation
of 1forms whose ds, dt coecients are
s
+ z
s
= (csc + cot ) sin( z),
t
z
t
=
_
1
csc +cot
_
sin( + z).
We compare this to (4.62), and conclude that the local existence of a solution
is equivalent to having z satisfy the sineGordon equation. Note that the role
played by in (4.62) is similar to that played by the angle in the pseudo
spherical line congruence. We conclude by exhibiting a surprising use of the
B acklund transformation for the K = 1 system. This starts with an integral
manifold in M
5
of c (see (4.49)) that is not transverse as a Legendre subman
ifold, in the sense of being a 1jet lift of an immersed surface in E
3
. Instead,
regarding the contact manifold M as the unit sphere bundle over E
3
, N M
consists of the unit normal bundle of the line (0, 0, w) : w R E
3
. This
Legendre surface is topologically a cylinder. To study its geometry, we will work
in the circle bundle T M. Its preimage there is parameterized by
(u, v, w)
_
_
(0, 0, w),
_
_
e
1
= (sin u cos v, sin u sin v, cos u),
e
2
= (cos u cos v, cos u sinv, sin u),
e
3
= (sin v, cos v, 0)
_
_
_
_
, (4.75)
where (u, v, w) S
1
S
1
R. It is easily veried that this is an integral manifold
for the pullback of c by T M. We will apply the B acklund transformation
to this degenerate integral manifold, and obtain a nontrivial surface in E
3
with
Gauss curvature K = 1.
We will take the B acklund transformation to be the submanifold B T
T
(
T is another copy of T) dened by (4.63, 4.64, 4.65); this is a lift of the original
picture (4.61) from M to T. We x the constants of the line congruence to be
=
2
, r = 1.
4.3. HIGHERORDER CONSERVATION LAWS 197
As a consequence, if our B acklund transformation gives a transverse Legendre
submanifold, then Theorem 4.3 states that the corresponding surface in E
3
will
have Gauss curvature K = 1.
Now, the denition of B T
T provides a unique lift
1
(N) of our
degenerate integral manifold (4.75) to B. The other K = 1 system
c should
restrict to
1
(N) B T
T to be algebraically generated by the 1form
, and then
1
(N) will be foliated into surfaces which project into integral
manifolds of
c. So we compute
=
3
:
3
= d x, e
3
)
= dx + de
1
, e
2
)
= sin u dw du.
Indeed, this 1form is integrable, and its integral manifolds are of the form
u = 2 tan
1
(exp(w +c)), (4.76)
where c is an integration constant. We will consider the integral manifold cor
responding to c = 0. The Euclidean surface that we are trying to construct is
now parameterized by x(u, v, w), constrained by (4.76). We obtain
x(u, v, w) = x(u, v, w) + e
1
(u, v, w)
= (0, 0, w) + (sin u cos v, sin u sin v, cos u)
=
_
2e
w
1+e
2w
cos v,
2e
w
1+e
2w
sin v, w +
1e
2w
1+e
2w
_
= (sech wcos v, sech wsin v, w tanh w) .
This surface in E
3
is the pseudosphere, the most familiar surface of constant
negative Gauss curvature; we introduced both it and the framed line in 1.4, as
examples of smooth but nontransverse Legendre submanifolds of the unit sphere
bundle M E
3
. In principle, we could iterate this B acklund transformation,
obtaining arbitrarily many examples of K = 1 surfaces.
198 CHAPTER 4. ADDITIONAL TOPICS
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Index
admissible lifting, 156161, 165
ane
frame bundle, 5865
fundamental forms, 5965, 73
hypersurface, 37, 5765, 73, 74
normal line, 6063
transformation, x, 5865
area functional, vii, 15, 2435
asymptotic curve, 184, 190
B acklund transformation, xi, 23, 188,
190197
basic form, xii, 57
Betounes form, xi, 158164
Bianchi identity, 9192
Bianchi, L., 193
Blaschke, W., 61
calibration, 145149, 156
Cartan lemma, 24, 59, 60, 94, 108
Cartan,
E., ix, xi, 37
Cauchy problem, 118120
CauchySchwarz inequality, 129
characteristic cohomology, 4
characteristic system, 183185
Christodoulou, D., 118
coframe bundle, 38
conformal
bundle, 104
curvature, 82
frame bundle, 83, 85
group, 40, 79, 97, 101, 111, 139
innerproduct, 80, 83, 136
Laplacian, 79, 80, 9397, 102,
120, 138
structure, x, 79110, 133, 136
140, 149
at model, 7985, 91, 96100,
102, 115118
conformal energy, 127
connection, 42, 52
Cartan, 85, 91, 137
LeviCivita, 22, 77, 87, 95, 141,
142
conservation law, ix, 1421, 79
almost, 3435, 125
for cmc hypersurfaces, 3234
for harmonic maps, 166168
for K = 1 surfaces, 183190
for minimal hypersurfaces, 27
32
for wave equations, 118127
for z = Cz
n+3
n1
, 123127
for u = Cu
n+2
n2
, 110118
hidden, 31
higherorder, 176190
proper, 15, 1819
trivial, 15, 116, 188
contact
form, 2, 7, 15, 16, 98, 102, 103,
124
ideal, 3, 4, 10
line bundle, 4, 10, 16, 52, 123,
125
manifold, ix, 18, 10, 39, 77,
83, 97
Cotten tensor, 92
covariant derivative, 90, 92, 94, 95,
109, 138144, 165
Darboux theorem, 50
decomposable form, 41, 53, 183
density line bundle, 9297, 120, 124,
126, 138, 149
202
INDEX 203
dilation, 34, 84, 116, 121, 123
divergence equivalence, 155, 156
energy, vii, 122123, 127129
of a map, 164, 165
equivalence
of Gstructures, 42
of conformal structures, 8592
of Lagrangians, 3
of MongeAmpere systems, 39
52
of PoincareCartan forms, 65
78, 102110
equivalence method, ix, 3738, 41
53, 6574, 79, 8588, 102
110, 134
Euclidean
frame bundle, 21, 26, 28, 182
motion, 2134, 78
space, vii, 2135
EulerLagrange
equation, vii, viii, 7, 10, 72, 99,
151, 156
system, ix, 1, 715, 40, 51, 133
149
exterior dierential system, xii
eld, 147150
rst variation, viii, 7, 133134
Frobenius theorem, 55
functional, viiix, 37
Gauss curvature, 13, 41, 182197
Gauss map, 23
generating function, 1617
Grassi, M., 155n, 163n
Grassmannian, 2, 13, 56, 142, 151
Greens theorem, viii, 127130
Gstructure, 3738, 4150, 8588, 102
H olders inequality, 130
harmonic
function, 29
map, 164168
harmonic map, xi
HodgeLepage decomposition, 4
holomorphic curve, 3132
ideal
algebraic, 2n, 154
dierential, 2, 9, 10, 158
independence condition, 2, 20
integrable extension, xi, 185188
integral manifold, xii, 2, 4, 15
transverse, 12
inverse problem, 1, 7, 1014, 24, 39,
51
inversion, 84, 117, 121, 125
Jacobi operator, ix, 145, 149150
jets, viin, 2, 99100, 103
John, F., 129
K3 surface, 13
Killing vector elds, 166
Koszul complex, 144
Lagrangian, viiix, 37, 155164
Lagrangian potential, 5758, 73, 145
Laplace equation, 139
Legendre submanifold, 23, 711, 133
145, 158
nontransverse, 23, 27, 196
transverse, 3, 9, 142
Legendre variation, 79, 134149
Levine, H., 128n
Lorentz
conformal group, 119, 121, 126
frame, 81, 83, 98
metric, 78, 119
space, 80
Lorentz boost, 121
MaurerCartan
equation, 58, 82
form, 8082, 85, 100, 167
mean curvature, vii, 13, 24
constant, 24, 27, 141
prescribed, x, xi, 38, 74, 77, 105n,
133, 140145
minimal surface, ix, 15, 2435, 78,
145
Minkowski space, 20, 118127
204 INDEX
compactied, 119
moment conditions, 3134
MongeAmpere system, 1014, 99
hyperbolic, ix, 4052, 182
moving frames, 59
multicontact geometry, 151158
Noethers theorem, ix, 1, 7, 10, 14
21, 28, 29, 79, 114, 115,
163, 184
nondegenerate
1form, 1
ane hypersurface, 5960
functional, 9, 10, 15
null vector, 80
positive, 80, 97
Pfa theorem, 2, 154
Pfaan system, xii
Plateau problem, 31
Pohozaevs theorem, 117
Poincare lemma, 11, 50, 55
PoincareCartan form, ix, 1, 611,
133147, 151164
almostclassical, 5256, 6567
conformally invariant, 97118
Euclideaninvariant, 2526
neoclassical, x, 37, 5259, 65
67, 7478, 98
denite, 6774, 102110, 135
Poisson equation, x, 1113, 79
conformally invariant, 110118
nonlinear, 9697, 102110, 118,
188
primitive, 4, 9n, 1012, 3940
principal direction, 183
prolongation
of a Gstructure, x, 42, 8588
of a linear Lie algebra, 87
of an EDS, 183
pseudoconnection, 4252, 8590, 103
pseudosphere, 23
pseudospherical line congruence, 192
195
Ricci curvature, 95
Riemann curvature tensor, 22, 78,
89, 105, 137, 142
Riemannian
frame bundle, 22, 77, 95, 141
144, 164
Laplacian, 96, 144
manifold, 22, 74, 87
metric, 7778, 80, 95, 140
rotation, 29, 34, 84, 116
Rumin, M., 9n
scalar curvature, 95, 106
second fundamental form, 24, 26, 141,
183
of a map, 166
second variation, ix, x, 78, 133140
for prescribed mean curvature,
140145
semibasic form, xii, 38, 43, 57
simple foliation, 56, 78n, 97, 104
sineGordon equation, xi, 185188,
190195
spacelike hypersurface, 78
Spencer cohomology, 44, 87
stationary, viiix, 710, 134149
stereographic projection, 79, 119
Stokes theorem, 147148
Strauss, W., 121n
stressenergy tensor, 166
strong local minimum, 145149
summation convention, 68
symbol, 10, 162
symmetric form, 159, 165
symmetry, ix, 1421, 7885, 102, 111
113, 136
generalized, 188
hidden, 188
symplectic
linear algebra, 46, 10, 11, 17
18, 50, 164
transformation, 3940
tautological 1form, 38, 4250, 85
timeorientation, 80
torsion
absorption of, 4445, 85
INDEX 205
intrinsic, of a Gstructure, 44,
4647, 87
normalization of, 46, 85, 8788
of a pseudoconnection, 4352,
8590, 103
total derivative, 10
transformation
classical, vii, 101, 154
contact, viii, 1617, 2627, 56
57, 151155
gauge, vii, 154
point, viii, 26, 57, 151155
translation, 27, 33, 84, 115
wave equation, 20
conformally invariant, 118131
homogeneous, 39, 51
nonlinear, 79, 118131
wave operator, 118
conformal, 120
weak local minimum, 145149
Weierstrass excess function, 148149
Weierstrass representation, 32
Weingarten equation, ix, 13, 2627,
182
Weyl tensor, 92, 106