 Solution

The expression $d\varphi (X)$ is in general a vector field along a map, rather than a vector field on $M$. Its intended meaning in the required formula is pointwise evaluation of the vector-bundle-valued differential form $\nabla s$:using the canonical identification $({\varphi }^{\ast }E{)}_p=E_{\varphi (p)}$. This interpretation works for every smooth map, including a constant map or a map with self-intersections.

Choose a frame of a vector bundle over $U$, written as a row $e=(e_1,\dots ,e_r)$. Define its connection one-form $\Omega$ byfor component columns $u$. The pulled-back frame $e^{\varphi }=({\varphi }^{\ast }{e}_1,\dots ,{\varphi }^{\ast }{e}_r)$ is a frame of a vector bundle over ${\varphi }^{-1}U$. For any component column $v$ of smooth functions on that open set, defineHere the matrix entries of ${\varphi }^{\ast }\Omega$ are ordinary pullbacks of a differential form. The displayed operator is linear and satisfies the Leibniz rule, hence is locally a connection on a vector bundle.

To prove these local operators glue, change the original frame of a vector bundle to $\tilde{e}=eh$. Expanding $\nabla (ehu)$ gives the change of frame of a vector-bundle connectionThe pullback of a differential form and the chain rule giveThis is precisely the required transformation law for the pulled-back frame ${\tilde{e}}^{\varphi }=e^{\varphi }(h\circ \varphi )$. Thus the definitions agree and give a global pullback connection.

For $s=eu$, substitute $v=u\circ \varphi$ in the defining formula and use $d(u\circ \varphi )(X)=du(d\varphi (X))$. This proves the required identity. Conversely that identity fixes ${\nabla }_X^{\prime }({\varphi }^{\ast }{e}_a)$; the Leibniz rule then fixes the derivative of every ${\sum }_a{v}^a{\varphi }^{\ast }{e}_a$, proving uniqueness. If the identity is initially imposed only on global sections of a vector bundle, multiply each local frame section by a smooth bump function equal to one near the point in question and supported in $U$, and extend by zero. These global sections agree with the frame locally, so the same uniqueness argument applies. The pullback connection exists and is unique.