Theorem of Frobenius (differential geometry) – Wikipedia

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The Frobenius theorem gives a necessary and sufficient condition for local integrability of a system of partial derivative equations of the first order whose right -wing member depends on the variables, the unknowns, but does not depend on partial derivatives of these unknowns: such a system D ‘Partial derivative equations is called a “PFAFF system”. The functions of the second member are assumed only to class

C first {displaystyle C^{1}}
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, which makes it impossible to apply the Cauchy-Kowalevski theorem, which supposes these analytical functions. The Frobenius theorem has close links with the Poincaré lemma for 1-formas, this lemma then indicating under what condition a differential 1-form

oh {displaystyle omega }

is locally exact. The Theorem of Frobenius leads to consider the “integral varieties” of differential geometry and can express themselves in this language. These full varieties lead to the concept of puff pastry [ first ] . The “Frobenius theorem” was actually established by Feodor Deahna (in) In 1840, in an article deepening the work of Johann Friedrich Pfaff and Charles Gustave Jacob Jacobi on the partial derivative equations of the first order (going back to 1815 and 1827 respectively) and which went unnoticed until Ferdinand Georg Frobenius exhumes it in 1875 [ 2 ] . The theorem of Chow-Rashevskii (in) and that of Hector Sussmann, dating from 1938-39 and 1973 respectively [ 3 ] , [ 4 ] , study the existence of full varieties for ” p -Champs »singular; They are, like the theorem of Frobenius, widely used to study the commandability of non -linear systems [ 5 ] (the link between this question of commandability and the Theorem of Frobenius was first noted by Robert Hermann (in) in 1963).

Frobenius theorem: “functional” formulation [ modifier | Modifier and code ]

Either IN an open of

R p {displaystyle mathbb {R} ^{p}}

, IN an open of

R n p {displaystyle mathbb {R} ^{n-p}}

, and, for everything k ,

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first k n p {Displaystyle 1Leq Kleq {n-p}}

, a function

B k : IN × IN R p {displaystyle B^{k}:Utimes Vrightarrow mathbb {R} ^{p}}

classy

C r {displaystyle C^{r}}

(

first r + {displaystyle 1leq rleq +infty }

). Consider the system (f) of partial derivative equations, or “pfaff system”

(F) :

A integral variety of this system, if it exists, is a sub-variety of N of

IN × IN {displaystyle Utimes V}

, of class

C r {displaystyle C^{r}}

, defined by parametric representation (RP):

(Rp):

On which the differential (or “pfaff forms”) linearly independently independently arranged.

Resolve the PFAFF (F) system is equivalent to determining an integral variety N From this system, and (f) admit a solution if, and only if such an integral variety exists.

Frobenius theorem in functional form The following conditions are equivalent: (1) for any point

( x 0, in 0) IN × IN {displaystyle (x_{0},v_{0})in Utimes V}

There is an open neighborhood

S IN {displaystyle Ssubset U}

of

x 0{displaystyle x_{0}}

, an open neighborhood

T IN {displaystyle Tsubset V}

of

in 0{displaystyle v_{0}}

, and a single function in classy

C r{displaystyle C^{r}}

, of S In T , solution of (f) and such that

in ( x 0) = in 0{displaystyle v(x_{0})=v_{0}}

. (2) Functions

B k{displaystyle B^{k}}

check in

IN × IN {displaystyle Utimes V}

The “Frobenius integrability condition”

Noticed [ modifier | Modifier and code ]

There is a generalization of this theorem in case

R p {displaystyle mathbb {R} ^{p}}

And

R n p {displaystyle mathbb {R} ^{n-p}}

are replaced by Banach spaces [ 6 ] .

From now on,

r = + {displaystyle r=+infty }

and all differential varieties (which will simply be called varieties ) are class

C {DisplayStyle C^{Infty}}

. Either M A variety of dimension n . We designate by

E0 ( M ) {displaystyle {mathcal {E}}_{0}left(Mright)}

the

R {displaystyle mathbb {R} }

-Algèbre of indefinitely derivable functions on variety M and by

T0 first ( M ) {displaystyle {mathcal {T}}_{0}^{1}left(Mright)}

the

E0 ( M ) {displaystyle {mathcal {E}}_{0}left(Mright)}

-Modle of class vector fields

C {DisplayStyle C^{Infty}}

on M . By definition,

T0 first ( M ) {displaystyle {mathcal {T}}_{0}^{1}left(Mright)}

is the set of the fiber -tangent fiber

T ( M ) {displaystyle Tleft(Mright)}

.

  • Either
  • Given
  • Lie hook is an application
  • The LIE hook has the following “land ownership”: either M , N two varieties,
  • Either
  • Either

So we have the following result:

Lemme And

[ X1,X2] = 0 {displaystyle left[X_{1},X_{2}right]=0}

, then whatever the vector fields

AND , WITH {displaystyle Y,Z}

belonging to

E0( M ) {displaystyle {mathcal {E}}_{0}left(Mright)}

-module

s p a n { X1,X2} {displaystyle spanleft{X_{1},X_{2}right}}

generated by

X 1{displaystyle X_{1}}

And

X 2{displaystyle X_{2}}

, the lie crochet

[ Y,Z] {displaystyle left[Y,Zright]}

belongs to

s p a n { X1,X2} {displaystyle spanleft{X_{1},X_{2}right}}

.

Example [ modifier | Modifier and code ]

Consider the elementary case where

p = 2 , n = 3 {displaystyle p=2,n=3}

And let’s see how the theorem of Frobenius in its functional form is expressed in the geometric formalism of the Lie hooks, by bringing itself to the situation where M is an open of

R 3 {displaystyle mathbb {R} ^{3}}

. Let’s ask

D = s p a n { X1, X2} {displaystyle Delta =spanleft{X_{1},X_{2}right}}

with

Frobenius’ integrability condition is written, with

B h first = B h = B h ( x1, x2, x3) {displaystyle B_{h}^{1}=B_{h}=B_{h}left(x_{1},x_{2},x_{3}right)}

,

equivalent to

[ X1, X2] = 0 {displaystyle left[X_{1},X_{2}right]=0}

. Consequently, Frobenius’s fulfillability condition leads, according to the lemma above, only for all fields of vectors

AND , WITH D {displaystyle Y,Zin Delta }

,on a

[ AND , WITH ] D {displaystyle left[Y,Zright]in Delta }

. As we will see further, we can express this by saying that the “2-champ”

D {displaystyle Delta }

is “involved”.

The recovery theorem of landmarks generalizes the theorem for recovery of vector fields.

Recovery theorem of landmarks Either M A variety of dimension n ,

x 0{displaystyle x_{0}}

a point of M And

X 1, . . . , X p{displaystyle X_{1},…,X_{p}}

vector fields on M such as

X 1( x0) , . . . , X p( x0) {displaystyle X_{1}left(x_{0}right),…,X_{p}left(x_{0}right)}

are linear independent. The following conditions are equivalent: (1) LIE hooks

[ Xi,Xj] {displaystyle left[X_{i},X_{j}right]}

are all zero

( i , j = first , . . . , p ) {displaystyle (i,j=1,…,p)}

. (2) There is a card

( U,φ,n) {displaystyle left(U,varphi ,nright)}

centered on

x 0{displaystyle x_{0}}

such as

Phi ( Xi|U) = xi. {displaystyle varphi _{ast }left(X_{i}leftvert _{U}right.right)={frac {partial }{partial x^{i}}}.}

(The question being local, we can assume that

M = IN {displaystyle M=U}

is an open of

R n {displaystyle mathbb {R} ^{n}}

. The condition is necessary, because the land of the lie hute implies

Phi ( [ Xi,Xj] ) = [ φ(Xi), φ(Xj)] = [ xi, xi] = 0 {displaystyle varphi _{ast }left(left[X_{i},X_{j}right]right)=left[varphi _{ast }left(X_{i}right),varphi _{ast }left(X_{j}right)right]=left[{frac {partial }{partial x^{i}}},{frac {partial }{partial x^{i}}}right]=0}

. We show that it is sufficient thanks to the theory of differential equations [ 7 ] .)

Frobenius theorem: geometric formulation [ modifier | Modifier and code ]

Let’s start with some definitions.

(1) and p -champ (or a p -Direction, or a distribution of dimension contact elements p , or a dimension subfibrum p Fiber tangent

T ( M ) {displaystyle Tleft(Mright)}

) class

C {DisplayStyle C^{Infty}}

is an application

D : M x D x {displaystyle Delta :Mni xmapsto Delta _{x}}

Or

D x {displaystyle Delta _{x}}

is a dimension subspace p Tangent space

T x ( M ) {displaystyle T_{x}left(Mright)}

To M on point x , checking the following condition: for everything

x M {Displaystyle please

, there is an open neighborhood IN of x In M and vector fields

X first , . . . , X p T0 first ( M ) {displaystyle X_{1},…,X_{p}in {mathcal {T}}_{0}^{1}left(Mright)}

such as

X first ( and ) , . . . , X p ( and ) {displaystyle X_{1}(y),…,X_{p}(y)}

form a base of

D and {Displaystyle Delta _ {y}}

for everything

and IN {displaystyle yin U}

(We write then

D and = s p a n { X1( and ) , . . . , Xp( and ) } {Displaystyle Delta _ {y} = spanleft {x_ {1} (y), …, x_ {p} (y) right}}}}

And

D = s p a n { X1, . . . , Xp} {displaystyle Delta =spanleft{X_{1},…,X_{p}right}}

, this last writing meaning that

D {displaystyle Delta }

is the

E0 ( IN ) {displaystyle {mathcal {E}}_{0}left(Uright)}

-Module engendered by

X first , . . . , X p {displaystyle X_{1},…,X_{p}}

). In the following, ” p -champ “means” p -Champ

C {DisplayStyle C^{Infty}}

».

(2) a sub-variety N of M is called a integral variety of p -champ

D {displaystyle Delta }

If for everything

x M {Displaystyle please

, and by designating by

i : N M {displaystyle iota :Nrightarrow M}

l’inclusion,

i ( Tx(N)) = D x {displaystyle iota _{ast }left(T_{x}left(Nright)right)=Delta _{x}}

(In other words, the tangent space

T x ( N ) {displaystyle T_{x}left(Nright)}

identify with the subspace

D x T x ( M ) {displaystyle Delta _{x}subset T_{x}left(Mright)}

). This full variety is said maximum If any integral variety that contains it coincides with it (it is then dimension p [ 8 ] ). The notion of integration is local and invariant by differential.

(3) the p -champ

D {displaystyle Delta }

is said completely integrable If he admits an integral variety. It is said engaging and

[ X1, X2] D {displaystyle left[X_{1},X_{2}right]in Delta }

for everyone

X first , X 2 D {displaystyle X_{1},X_{2}in Delta }

.

(4) for everything

x M {Displaystyle please

, either

D x 0 {displaystyle Delta _{x}^{0}}

The polar of

D x {displaystyle Delta _{x}}

, that is to say the subspace of the cotangent space

T x ( M ) {displaystyle T_{x}^{ast }left(Mright)}

Orthogonal at

D x {displaystyle Delta _{x}}

, And

oh j ( x ) {displaystyle omega ^{j}left(xright)}

A base of

D x 0 {displaystyle Delta _{x}^{0}}

. L’application

D 0 : x D x 0 {displaystyle Delta ^{0}:xmapsto Delta _{x}^{0}}

, if she’s class

C {DisplayStyle C^{Infty}}

(notion that we define by “dualisant” that of p -Champ

C {DisplayStyle C^{Infty}}

), is a codistribution , namely a

E0 ( M ) {displaystyle {mathcal {E}}_{0}left(Mright)}

-module, having as a basis

n p {displaystyle n-p}

1-form (or forms of PFAFF)

oh j ( first j n p ) {displaystyle omega ^{j}left(1leq jleq n-pright)}

. These forms of pfaff are canceled on N , namely that for any field of vectors

X T0 first ( N ) {displaystyle Xin {mathcal {T}}_{0}^{1}left(Nright)}

,

ωj, X = 0 ( first j n p ) {displaystyle leftlangle omega ^{j},Xrightrangle =0left(1leq jleq n-pright)}

. It is also said that the PFAFF system

(P)::

oh j = 0 ( first j n p ) {displaystyle omega ^{j}=0left(1leq jleq n-pright)}

where the

oh j {displaystyle omega ^{j}}

are linear independently, is associated At p -champ

D {displaystyle Delta }

and defines the integral variety N .

(5) either

Oh q ( M ) {displaystyle Omega ^{q}left(Mright)}

The vector space of degree forms q on M And

Oh ( M ) {displaystyle Omega left(Mright)}

graduated algebra defined by

We designate by

O ( D ) {displaystyle {mathfrak {O}}left(Delta right)}

the ideal graduated of

Oh ( M ) {displaystyle Omega left(Mright)}

constituted by forms

oh {displaystyle omega }

checking the following condition: for any q -form

oh O ( D ) {displaystyle omega in {mathfrak {O}}left(Delta right)}

And all vector fields

X first , . . . , X q D {displaystyle X_{1},…,X_{q}in Delta }

,

Finally, we designate by

d ( O(Δ)) {displaystyle dleft({mathfrak {O}}left(Delta right)right)}

the

R {displaystyle mathbb {R} }

-vector spaces made up of

d oh ( oh O(Δ)) {displaystyle domega left(omega in {mathfrak {O}}left(Delta right)right)}

.

Frobenius theorem in geometric form Either

D {displaystyle Delta }

and p -champ on a variety M and (p) the associated pfaff system. The following conditions are equivalent:

(i)
(ii)
(iii)
(iv) for everything
(V) for everything

Remarks [ modifier | Modifier and code ]

  • The equivalence (i) ⇔ (ii) of the geometric formulation of the Theorem of Frobenius extends to the infinite dimension by reasoning with bananachic varieties [ 9 ] . On the other hand, it does not extend in the case of the varieties of Fréchet.
  • In the case where
  • In the analytical case, Cartan-Kähler’s theorem (in) is a theorem of existence of an integral variety for a differential system; This theorem is a generalization of the Frobenius theorem.

Notes [ modifier | Modifier and code ]

References [ modifier | Modifier and code ]

  • (of) Wei-liang Chow , About systems of linear partial differential equations first order » , Mathematical annals , vol. 117, 1940-1941, p. 98-105 ( read online )
  • Jean Dieudonné , Analysis elements, vol. 1, 3 and 4 , Gauthier-Villars, 1969-1971
  • (in) Velimir Jurdjevic , Geometric Control Theory , Cambridge University Press,
  • (in) Serge Lang , Fundamentals of Differential Geometry , Springer,
  • Daniel One eyed , Differential calculation and geometry , PUF,
  • (in) His Samelson , Differential forms, the Early Days; or the Stories of Deahna’s Theorem and of Volterra’s Theorem » , The American Mathematical Monthly , vol. 108, n O 6, , p. 522-530 ( read online )
  • (in) Michael Spivak , (A Comprehensive Introduction to) Differential Geometry [Detail of editions] , flight. 1, chap. 6 and 7
  • (in) Hector J. Sussmann , Orbits of Families of Vector Fields and Integrability of Distributions » , Trans. Am. Math. Soc. , vol. 180, , p. 171-188 ( read online )

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