Section 4.7 Optional — A Generalized Stokes’ Theorem
As we have seen, the fundamental theorem of calculus, the divergence theorem, Greens’ theorem and Stokes’ theorem share a number of common features. There is in fact a single framework which encompasses and generalizes all of them, and there is a single theorem of which they are all special cases. We now give a bare bones introduction to this framework and theorem. A proper treatment typically takes up a good part of a full course. Here is an outline of what we shall do:
First, we will define differential forms. To try and keep things as simple and concrete as possible, we’ll only define differential forms on \(\bbbr^3\) — all of our functions will be defined on \(\bbbr^3\text{.}\) Very roughly speaking, a \(k\)-form is what you write after the integral sign of an integral over a \(k\) dimensional object. Here \(k\) is one of \(0\text{,}\) \(1\text{,}\) \(2\text{,}\) \(3\text{.}\) As a example, a \(1\)-form is an expression of the form \(F_1(x,y,z)\,\dee{x}
+ F_2(x,y,z)\,\dee{y}
+ F_3(x,y,z)\,\dee{z}\text{.}\) For \(k=0\text{,}\) think of a point as a zero dimensional object and think of evaluating a function at a point as “integrating the function over the point”.
Then we will define some operations on differential forms, so that we can add them, multiply them, differentiate them and, eventually, integrate them. The derivative of a \(k\)-form \(\om\) is a \((k+1)\)-form that is denoted \(\dee{\om}\text{.}\) It will turn out that
differentiating a \(0\)-form amounts to taking a gradient,
differentiating a \(1\)-form amounts to taking a curl, and
differentiating a \(2\)-form amounts to taking a divergence.
Finally we will get to the generalized Stokes’ theorem which says that, if \(\om\) is a \(k\)-form (with \(k=0,1,2\)) and \(D\) is a \((k+1)\)-dimensional domain of integration, then
\begin{equation*}
\int_D d\om=\int_{\partial D}\om
\end{equation*}
It will turn out that
when \(k=0\text{,}\) this is just the fundamental theorem of calculus and
when \(k=1\text{,}\) this is both Green’s theorem and our Stokes’ theorem, and
when \(k=2\text{,}\) this is the divergence theorem.
Now let’s get to work. For simplicity, we will assume throughout this section that all derivatives of all functions exist and are continuous. Our first task to define differential forms.
As we said above we will define a 1-form as an expression of the form
\(F_1(x,y,z)\,\dee{x}
+ F_2(x,y,z)\,\dee{y}
+ F_3(x,y,z)\,\dee{z}\text{.}\) When you learned the definition of the integral the symbol “
\(\dee{x}\)” was not given any mathematical meaning by itself. A meaning was given only to collections of symbols like the indefinite integral “
\(\int f(x)\ \dee{x}\)” and the definite integral “
\(\int_a^b f(x)\ \dee{x}\)”. Later in this section, we will give a meaning to
\(\dee{x}\text{.}\) We will, in Definition
4.7.9, define a differentiation operator that we will call
\(\dee{}\text{.}\) Then
\(\dee{x}\) will be that differentiation operator applied to the function
\(f(x)=x\text{.}\) However, until then we will have to treat
\(\dee{x}\) and
\(\dee{y}\) and
\(\dee{z}\) just as symbols. Their sole role in
\(F_1(x,y,z)\,\dee{x}
+ F_2(x,y,z)\,\dee{y}
+ F_3(x,y,z)\,\dee{z}\) is to allow us to distinguish
\(F_1(x,y,z)\text{,}\) \(F_2(x,y,z)\) and
\(F_3(x,y,z)\text{.}\)
Similarly, we will define a 2-form as an expression of the form
\(F_1(x,y,z)\,\dee{y}\wedge\dee{z}
+ F_2(x,y,z)\,\dee{z}\wedge\dee{x}
+ F_3(x,y,z)\,\dee{x}\wedge\dee{y}\text{.}\) Once again there is a symbol, namely “
\(\wedge\)”, that we have not yet given a meaning to. We will, in Definition
4.7.3, define a product, called the wedge product, with
\(\wedge\) as the multiplication symbol. Then
\(\dee{x}\wedge\dee{y}\) will be the wedge product of
\(\dee{x}\) and
\(\dee{y}\text{.}\) Until then we will have to treat
\(\dee{y}\wedge\dee{z}\text{,}\) \(\dee{z}\wedge\dee{x}\) and
\(\dee{x}\wedge\dee{y}\) just as three more meaningless symbols.
Finally here is the definition.
Definition 4.7.1.
There are four operations involving differential forms — addition, multiplication (\(\wedge\)), differentiation (\(\dee{}\)) and integration. Here are their definitions. First, addition is defined, and works, just the way that you would expect it to.
Definition 4.7.2. Addition of differential forms.
There is one wrinkle in multiplication. It is not commutative, meaning that \(\alpha\wedge\be\) need not be the same as \(\be\wedge\alpha\text{.}\) You have already seen some noncommutative products. If \(\va\) and \(\vb\) are two vectors in \(\bbbr^3\text{,}\) then \(\va\times\vb = -\vb\times \va\text{.}\) Also, if \(A\) and \(B\) are two \(n\times n\) matrices, the matrix product \(AB\) need not be the same as \(BA\text{.}\)
Definition 4.7.3. Multiplication of differential forms.
So the wedge product obeys most of the usual multiplication rules, with the one big exception that if \(\om\) is \(k\)-form and \(\om'\) is a \(k'\)-form with \(k\) and \(k'\) both odd then \(\om\wedge\om'=-\om'\wedge\om\text{.}\)
The best way to get a handle on the wedge product is to work through some examples, like these.
Example 4.7.4.
Let \(\om = F_1\,\dee{x}
+ F_2\,\dee{y}
+ F_3\,\dee{z}\) and \(\om' = G_1\,\dee{x}
+ G_2\,\dee{y}
+ G_3\,\dee{z}\) be any two \(1\)-forms. Their product is
\begin{align*}
\om\wedge\om'
&=\big[F_1\,\dee{x}
+ F_2\,\dee{y}
+ F_3\,\dee{z}\big]
\wedge
\big[G_1\,\dee{x}
+ G_2\,\dee{y}
+ G_3\,\dee{z}\big]\\
&= \ \big(F_1\,\dee{x}\big)\wedge\big(G_1\,\dee{x}\big)
+\big(F_1\,\dee{x}\big)\wedge\big(G_2\,\dee{y}\big)
+\big(F_1\,\dee{x}\big)\wedge\big(G_3\,\dee{z}\big)\\
&\hskip0.1in +\big(F_2\,\dee{y}\big)\wedge\big(G_1\,\dee{x}\big)
+\big(F_2\,\dee{y}\big)\wedge\big(G_2\,\dee{y}\big)
+\big(F_2\,\dee{y}\big)\wedge\big(G_3\,\dee{z}\big)\\
&\hskip0.1in+ \big(F_3\,\dee{z}\big)\wedge\big(G_1\,\dee{x}\big)
+\big(F_3\,\dee{z}\big)\wedge\big(G_2\,\dee{y}\big)
+\big(F_3\,\dee{z}\big)\wedge\big(G_3\,\dee{z}\big)\\
&\hskip0.5in\text{(by linearity, i.e. by part (b) of the last Definition)}\\
&= \ F_1G_1\,\dee{x}\wedge\,\dee{x}
+ F_1G_2\,\dee{x}\wedge\,\dee{y}
+ F_1G_3\,\dee{x}\wedge\,\dee{z}\\
&\hskip0.1in +F_2G_1\,\dee{y}\wedge\,\dee{x}
+ F_2G_2\,\dee{y}\wedge\,\dee{y}
+ F_2G_3\,\dee{y}\wedge\,\dee{z}\\
&\hskip0.1in+ F_3G_1\,\dee{z}\wedge\,\dee{x}
+ F_3G_2\,\dee{z}\wedge\,\dee{y}
+ F_3G_3\,\dee{z}\wedge\,\dee{z}\\
&= \big(F_1G_2-F_2G_1)\,\dee{x}\wedge\dee{y}
+\big(F_3G_1-F_1G_3)\,\dee{z}\wedge\dee{x}\\
&\hskip0.1in
+\big(F_2G_3-F_3G_2)\,\dee{y}\wedge\dee{z}
\end{align*}
because
\begin{equation*}
\dee{x}\wedge\,\dee{x}=\dee{y}\wedge\,\dee{y}=\dee{z}\wedge\,\dee{z}=0
\end{equation*}
and
\begin{equation*}
\dee{x}\wedge\,\dee{y}=-\dee{y}\wedge\,\dee{x}\qquad
\dee{x}\wedge\,\dee{z}=-\dee{z}\wedge\,\dee{x}\qquad
\dee{z}\wedge\,\dee{y}=-\dee{y}\wedge\,\dee{z}
\end{equation*}
Note that, looking at the last example, if we view \(\vF=(F_1,F_2,F_3)\) and \(\vG=(G_1,G_2,G_3)\) as vectors, we can write the product simply as
Equation 4.7.5.
\begin{align*}
&\big[F_1\,\dee{x}
+ F_2\,\dee{y}
+ F_3\,\dee{z}\big]
\wedge
\big[G_1\,\dee{x}
+ G_2\,\dee{y}
+ G_3\,\dee{z}\big]\\
&\hskip1in=(\vF\times\vG)_1\, \dee{y}\wedge\dee{z}
+(\vF\times\vG)_2\, \dee{z}\wedge\dee{x}
+(\vF\times\vG)_3\, \dee{x}\wedge\dee{y}
\end{align*}
where we are using \((\vF\times\vG)_\ell\) to denote the \(\ell^{\rm th}\) component of the cross product \(\vF\times\vG\text{.}\) In the special case that \(F_3=G_3=0\text{,}\) we have
Equation 4.7.6.
\begin{align*}
\big[F_1\,\dee{x}
+ F_2\,\dee{y}\big]
\wedge
\big[G_1\,\dee{x}
+ G_2\,\dee{y}\big]
&=\big(F_1G_2-F_2G_1)\,\dee{x}\wedge\dee{y}\\
&=\det\left[\begin{matrix} F_1 & F_2 \\
G_1 & G_2\end{matrix}\right]
\dee{x}\wedge\dee{y}
\end{align*}
We can now see why in the Definition
4.7.1.c of
\(2\)-forms
there were no \(\dee{x}\wedge\dee{x}\) or \(\dee{y}\wedge\dee{y}\) or \(\dee{z}\wedge\dee{z}\) terms — they are all zero and
there were no \(\dee{y}\wedge\dee{x}\) or \(\dee{z}\wedge\dee{y}\) or \(\dee{x}\wedge\dee{z}\) terms — they can all be rewritten using \(\dee{x}\wedge\dee{y}\text{,}\) \(\dee{y}\wedge\dee{z}\) and \(\dee{z}\wedge\dee{x}\) terms (or vice versa).
The reason that we chose to write the Definition
4.7.1.c as
\begin{equation*}
F_1\,\dee{y}\wedge\dee{z}
+ F_2\,\dee{z}\wedge\dee{x}
+ F_3\,\dee{x}\wedge\dee{y}
\end{equation*}
as opposed to in the form, for example,
\begin{equation*}
f_1\,\dee{x}\wedge\dee{y}
+ f_2\,\dee{x}\wedge\dee{z}
+ f_3\,\dee{y}\wedge\dee{z}
\end{equation*}
was to make formulae like
4.7.5 work. The easy way to remember
\begin{equation*}
F_1\,\dee{y}\wedge\dee{z}
+ F_2\,\dee{z}\wedge\dee{x}
+ F_3\,\dee{x}\wedge\dee{y}
\end{equation*}
is to rename (in your head) \(x,y,z\) to \(x_1,x_2,x_3\text{.}\) Then the subscripts in the three terms of
\begin{equation*}
F_1\,\dee{x_2}\wedge\dee{x_3}
+ F_2\,\dee{x_3}\wedge\dee{x_1}
+ F_3\,\dee{x_1}\wedge\dee{x_2}
\end{equation*}
are just \(1,2,3\) and \(2,3,1\) and \(3,1,2\) — the three cyclic permutations of \(1,2,3\text{.}\)
Example 4.7.7.
The product of the (general) \(1\)-form \(\om = F_1\,\dee{x}
+ F_2\,\dee{y}
+ F_3\,\dee{z}\) and the (general) \(2\)-form \(\om'=\big[G_1\,\dee{y}\wedge\dee{z}
+ G_2\,\dee{z}\wedge\dee{x}
+ G_3\,\dee{x}\wedge\dee{y}\big]\) (again note the numbering of the coefficients in the \(2\)-form) is
\begin{align*}
\om\wedge\om'
&=\big[F_1\,\dee{x}
+ F_2\,\dee{y}
+ F_3\,\dee{z}\big]
\wedge
\big[G_1\,\dee{y}\wedge\dee{z}
+ G_2\,\dee{z}\wedge\dee{x}
+ G_3\,\dee{x}\wedge\dee{y}\big]\\
&= \ F_1G_1\,\dee{x}\wedge\dee{y}\wedge\dee{z}
+ F_2G_2\,\dee{y}\wedge\dee{z}\wedge\dee{x}
+ F_3G_3\,\dee{z}\wedge\dee{x}\wedge\dee{y}\\
& = \big(F_1G_1+F_2G_2+F_3G_3)\,\dee{x}\wedge\dee{y}\wedge\dee{z}
\end{align*}
Here we have used that, for \(1\)-forms, \(\alpha\wedge\beta=-\beta\wedge\alpha\text{,}\) so that
\begin{align*}
\dee{y}\wedge\dee{z}\wedge\dee{x}
&=-\dee{y}\wedge\dee{x}\wedge\dee{z}=\dee{x}\wedge\dee{y}\wedge\dee{z}\\
\dee{z}\wedge\dee{x}\wedge\dee{y}
&=-\dee{x}\wedge\dee{z}\wedge\dee{y} =\dee{x}\wedge\dee{y}\wedge\dee{z}
\end{align*}
We have also used that any wedge product of three \(\dee{\{x\text{ or }y\text{ or }z\}}\)’s with at least two of the coordinates being the same is zero. For example
\begin{equation*}
\dee{x}\wedge\dee{z}\wedge\dee{x} = - \dee{x}\wedge\dee{x}\wedge\dee{z}
=0
\end{equation*}
So
\begin{align*}
&\big[F_1\,\dee{x}
+ F_2\,\dee{y}
+ F_3\,\dee{z}\big]
\wedge
\big[G_1\,\dee{y}\wedge\dee{z}
+ G_2\,\dee{z}\wedge\dee{x}
+ G_3\,\dee{x}\wedge\dee{y}\big]\\
&\hskip4in = \vF\cdot\vG\,\dee{x}\wedge\dee{y}\wedge\dee{z}
\end{align*}
Example 4.7.8.
Our next operation is a differential operator which unifies and generalizes gradient, curl and divergence.
Definition 4.7.9. Differentiation of differential forms.
Example 4.7.10.
Example 4.7.11.
Let us summarize what we have seen in the Example
4.7.10.
Lemma 4.7.12.
For any
\(0\)-form
\begin{equation*}
\dee{f}
=\vnabla f(x,y,z)\cdot\dee{\vr}
\end{equation*}
For any
\(1\)-form
\begin{align*}
&\dee{}\big[F_1\dee{x} + F_2\dee{y} + F_3\dee{z}\big]\\
&\hskip1in
= (\vnabla\times\vF)_1\,\dee{y}\wedge\dee{z}
+(\vnabla\times\vF)_2\,\dee{z}\wedge\dee{x}
+(\vnabla\times\vF)_3\,\dee{x}\wedge\dee{y}
\end{align*}
For any
\(2\)-form
\begin{equation*}
\dee{}\big[F_1\,\dee{y}\wedge\dee{z}
+ F_2\,\dee{z}\wedge\dee{x}
+ F_3\,\dee{x}\wedge\dee{y}\big]
= \vnabla\cdot\vF\ \dee{x}\wedge\dee{y}\wedge\dee{z}
\end{equation*}
For any
\(3\)-form
\begin{equation*}
\dee{}\big[f\,\dee{x}\wedge\dee{y}\wedge\dee{z}\big]=0
\end{equation*}
Our final operation is integration of differential forms.
Definition 4.7.13. Integration of differential forms.
Finally, after all of these definitions, we have a very compact theorem that simultaneously covers the fundamental theorem of calculus, Green’s theorem. Stokes’ theorem and the divergence theorem. Had we given all of our definitions in \(n\) dimensions, rather than just three dimensions, it would cover a lot more. This general theorem is also called Stokes’ theorem.
Theorem 4.7.14. Stokes’ Theorem.
If \(\om\) is a \(k\)-form (with \(k=0,1,2\)) and \(D\) is a \((k+1)\)-dimensional domain of integration, then
\begin{equation*}
\int_D d\om=\int_{\partial D}\om
\end{equation*}
Here \(\partial D\) is the boundary of \(D\) (suitably oriented).
To see the connection between the general Stokes’ theorem
4.7.14 and the Stokes’ and divergence theorems of the earlier part of this chapter, here are the
\(k=1\) and
\(k=2\) cases of Theorem
4.7.14 again.
Let
\(\om = F_1 \dee{x} + F_2 \dee{y} + F_3 \dee{z}\) be a
\(1\)-form and let
\(S\) be a piecewise smooth oriented surface as in (our original) Stokes’ theorem
4.4.1. Then, by Lemma
4.7.12.b,
\begin{equation*}
d\om = (\vnabla\times\vF)_1\,\dee{y}\wedge\dee{z}
+(\vnabla\times\vF)_2\,\dee{z}\wedge\dee{x}
+(\vnabla\times\vF)_3\,\dee{x}\wedge\dee{y}
\end{equation*}
So, by parts (c) (but with
\(\vF\) replaced by
\(\vnabla\times\vF\)) and (b) of Definition
4.7.13, the conclusion
\(\int_D d\om=\int_{\partial D}\om\) of (the general) Stokes’ theorem
4.7.14 is
\begin{gather*}
\dblInt_S \vnabla\times\vF\cdot\hn\,\dee{S}
=\int_S d\om=\int_{\partial S}\om
=\int_{\partial S}\vF\cdot\dee{\vr}
\end{gather*}
which is the conclusion of (our original) Stokes’ theorem
4.4.1.
\(\om = F_1(x,y,z)\,\dee{y}\wedge\dee{z}
+ F_2(x,y,z)\,\dee{z}\wedge\dee{x}
+ F_3(x,y,z)\,\dee{x}\wedge\dee{y}\) be a
\(2\)-form and let
\(V\) be a solid as in the divergence theorem
4.2.2. Then, by Lemma
4.7.12.c,
\begin{equation*}
d\om = \vnabla\cdot\vF\,\dee{x}\wedge\dee{y}\wedge\dee{z}
\end{equation*}
So, by parts (d) (with
\(f =\vnabla\cdot\vF\)) and (c) of Definition
4.7.13, the conclusion
\(\int_D d\om=\int_{\partial D}\om\) of (the general) Stokes’ theorem
4.7.14 is
\begin{gather*}
\tripInt_V \vnabla\cdot\vF\,\dee{x}\dee{y}\dee{z}
=\int_V d\om=\int_{\partial V}\om
=\dblInt_{\partial V}\vF\cdot\hn\,\dee{S}
\end{gather*}
which is the conclusion of the divergence theorem
4.2.2.