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For fixed $u\in (0,1)$, $x=1-u\in (0,1)$ andAs $v$ runs from zero to one, $y$ decreases continuously from one to zero. Thus the map is onto the open unit square and is one-to-one, with smooth inverseIts denominator is positive in the open square. This is a rational square diffeomorphism. Its Jacobian determinant isWriting $A=1-(1-x)y$, the inverse relation gives $1-uv=x/A$. ConsequentlyThe second transformation also maps the open unit square bijectively onto the open unit square: for fixed $w$, $u=(1-t)/(1-wt)$ decreases strictly from one to zero as $t$ goes from zero to one, while $v=1-w$ independently spans $(0,1)$. Its positive Jacobian determinant isTo express this in $x,y$, the composite transformation gives $y=w/[x+(1-x)w]$ and $x=t(1-w)/(1-wt)$. Put $B=1-(1-x^2)y$. Solving these relations givesThe chain rule for Jacobian determinants therefore givesThe requested integrand is exactly the reciprocal of this positive determinant. Apply the change of variables formula using the composite diffeomorphism:Possible singular behavior at the square's boundary does not invalidate the calculation: first integrate over the images of compact interior squares, where all transformations are smooth with nonzero Jacobian determinant, and then increase these domains to the full square. Positivity and monotone convergence theorem justify this limit.

The local flow of $X$ is the smooth map $\Phi :D\to M$, where $D\subset \mathbb{R}\times M$ is the maximal open domain of initial-point/time pairs, whose curve $t\mapsto \Phi (t,q)={\varphi }_t(q)$ is the maximal integral curve of a vector field through $q$, with ${\varphi }_0(q)=q$. Smooth dependence in the ordinary differential equation theorem gives joint smoothness and openness of $D$. Each time slice is a diffeomorphism between its domain and image, with inverse ${\varphi }_{-t}$.

Here is the group law, including its domain qualification. Fix $s,q$ where the relevant trajectories exist. Both curvessolve the same autonomous ordinary differential equation and have value ${\varphi }_s(q)$ at $t=0$. The uniqueness from the first part therefore giveson their common interval. These are local identities; neither the vector field nor its local flow has been assumed complete.

For the commuting local flows ${\varphi }_t$ and ${\psi }_s$, differentiate ${\varphi }_t({\psi }_s(q))={\psi }_s({\varphi }_t(q))$ with respect to $s$ at zero. The chain rule givesThus the pushforward of a vector field $Y$ by the $X$ flow equals $Y$. Interchanging the two fields gives the analogous identity for $X$ under ${\psi }_s$.

Now let ${\mathcal{D}}_q=\mathrm{span}(X_q,Y_q)$. Pointwise linear independence makes this a rank-two smooth distribution. The identity just proved implies $[X,Y]=0$: in coordinates, differentiating $D_q{\varphi }_t{Y}_q=Y_{{\varphi }_t(q)}$ at $t=0$ gives $DX(q)Y_q=DY(q)X_q$, precisely the vanishing Lie bracket of vector fields. The bracket of two local sections is also in $\mathcal{D}$, sinceand the analogous terms for $[fX,gX]$ and $[fY,gY]$ remain in the same span. Therefore $\mathcal{D}$ is an involutive distribution.

The Frobenius theorem says that a smooth constant-rank involutive distribution has local coordinates $(u^1,\dots ,u^n)$ in which it is spanned by ${\partial }_{u^1},{\partial }_{u^2}$, and has unique maximal connected integral manifolds through its points. These are the leaves of a regular foliation. Let $S$ be the maximal leaf through $p$. The global confinement to an immersed leaf gives the answer: $S$ is a two-dimensional immersed integral manifold and every smooth $\mathcal{D}$-tangent curve starting at $p$ stays in $S$.

For the curve assertion, in each Frobenius chart the transverse coordinate functions $u^3,\dots ,u^n$ have zero derivative along such a curve. Hence its segment in that chart stays in one plaque. On any compact subinterval of the curve's parameter interval, a finite chain of overlapping such segments connects the initial plaque to the last; all belong to the same maximal leaf. Exhausting the parameter interval proves the assertion for every time.

The two commuting local flows also give the leaf parametrization directly near $p$:Its partial derivatives are ${\partial }_{s}F=X_F$ and ${\partial }_{t}F=Y_F$, by the pushforward identity. Its differential has rank two. The constant rank theorem makes a sufficiently small image an embedded local plaque with tangent plane $\mathcal{D}$. This is a concrete local construction of the integral manifold.

There is a global distinction in the word “submanifold”. If it is required to mean an embedded submanifold, the assertion for all times is not valid in general. On the three-dimensional torus ${\mathbb{R}}^3/{\mathbb{Z}}^3$, takeThe fields are independent and commute, and their dense immersed cylinder in a three-dimensional torus through zero isIt is an injectively immersed cylinder $\mathbb{R}\times (\mathbb{R}/\mathbb{Z})$ and is dense in the torus. Indeed, fixing $x\mathrm{mod}1$ and varying $s$ by integers makes $\alpha s\mathrm{mod}1$ dense by an irrational rotation of the circle; $t$ is unrestricted. Every point of this leaf is reached by a tangent curve $r\mapsto (rs,rt,\alpha rs)\mathrm{mod}{\mathbb{Z}}^3$. An embedded surface containing it would, in a submanifold chart near one of its points, be a closed coordinate plane containing a dense subset of the ambient open chart, an impossibility. Thus the global conclusion uses an immersed leaf; the embedded conclusion is local, for curve segments remaining in a suitable chart.

The space of smooth differential forms of degree $p$ isThus a form assigns smoothly to each point an alternating $p$-linear function on its tangent space. Here ${\Omega }^0(M)=C^{\infty }(M)$, and forms of degree greater than $\dim M$ vanish. The wedge product of differential forms gives the graded exterior algebra of forms.

The exterior derivative is an $\mathbb{R}$-linear map of degree one satisfying the following axioms: $df(X)=X(f)$ for functions; for a $p$-form $\alpha$,and $d^2=0$. The sign is the graded Leibniz rule.

To construct it, write in a coordinate chartThis formula is linear, agrees with differentiation on functions and obeys the graded Leibniz rule. Its square vanishes because symmetric second partial derivatives are contracted against antisymmetric wedge products.

The construction is independent of the chart. For coordinates $y^j=y^j(x)$, the chain rule gives $d{y}^j={\sum }_i({\partial }_i{y}^j)d{x}^i$, and the coordinate formula gives $d(d{y}^j)=0$ by equality of mixed partial derivatives. Consequently, expressing a form as ${\sum }_I{b}_{I}d{y}^I$ and applying the $x$-coordinate formula gives exactly ${\sum }_{I}d{b}_I\wedge d{y}^I$, the $y$-coordinate formula. The local constructions agree on overlaps and therefore define a global exterior derivative.

For uniqueness, first derive locality from the axioms. If $\alpha$ vanishes near $p$, choose a smooth bump function $\chi$ supported in that neighborhood and equal to one near $p$. Then $\chi \alpha =0$, andimplies $(d\alpha {)}_p=0$. Thus the value depends only on the local germ of $\alpha$. Local coordinate functions can be extended using bump functions, so the same axioms apply to their germs. Since $d(d{x}^i)=d^2{x}^i=0$, the graded Leibniz rule forces precisely the coordinate formula above. The exterior derivative exists and is unique, as expressed by uniqueness of the exterior derivative from its axioms.

The Lie algebra of a Lie group $G$ is the vector space $\mathfrak{g}=T_{e}G$ equipped with the bracket transferred from left-invariant vector fields. For $a\in G$, write $L_a(g)=ag$. A field is left-invariant when $(D_g{L}_a)X_g=X_{ag}$ for all $a,g$. Given $v\in T_{e}G$, defineThis is smooth and left-invariant, because $L_a{L}_g=L_{ag}$ and the chain rule applies. Conversely a left-invariant field is determined by its value at $e$, through this formula. Thusis a vector-space isomorphism, whose inverse is evaluation at the identity.

The Lie bracket of vector fields is preserved by diffeomorphisms: on functions this follows by transporting the commutator of derivations. Therefore the bracket of two left-invariant fields is again left-invariant. Define $[v,w]=[X_v,X_w{]}_e$. Bilinearity, antisymmetry and the Jacobi identity follow from the same properties of commutators of derivations. This supplies the asserted Lie algebra structure.

For the general linear group $G{L}_n(\mathbb{R})$, invertible matrices form an open subset of $M_n(\mathbb{R})$, so $T_{I}G{L}_n(\mathbb{R})=M_n(\mathbb{R})$. The left-invariant field determined by $A$ is $X_A(g)=gA$. Its ambient derivative is $D_g{X}_A(H)=HA$. Therefore differentiating left-invariant matrix fields givesHenceThis is the general linear Lie algebra, with the ordinary matrix commutator; right invariance with the same identification would give the opposite sign.

Now let $F:G\to H$ be a smooth Lie group homomorphism. It sends the identity to the identity and induces the linear mapSince $F\circ L_g=L_{F(g)}\circ F$, differentiation givesThese fields are $F$-related; no injectivity or surjectivity of $F$ is needed. For every smooth function $f$ on $H$,Apply this first with $w$ and then with $v$, and subtract the reversed order. The result isAt $e$, smooth functions detect tangent vectors, soThis proves that the differential of a Lie group homomorphism preserves Lie brackets, and hence that $F_{\ast }$ is a Lie algebra homomorphism.

For the exponential identity, let ${\eta }_v$ be the integral curve of $X_v$ through $e$. Left invariance and uniqueness show ${\eta }_v(t+s)={\eta }_v(t){\eta }_v(s)$ for small times: translating the curve through $e$ gives the curve through ${\eta }_v(s)$. Repeating this identity extends the curve to all real times. This proves completeness of left-invariant vector fields without assuming that an arbitrary smooth field is complete. Rescaling the parameter also gives ${\eta }_v(t)={\eta }_{tv}(1)$. By the definition of the Exponential map of a Lie group, ${\exp }_G(v)={\eta }_v(1)$.

The field-related identity shows that $F({\eta }_v(t))$ is an integral curve of $X_{F_{\ast }v}$ starting at $e_H$. By uniqueness it equals ${\eta }_{F_{\ast }v}(t)$ for all times. At time one,This is the naturality of the Lie group exponential.

Apply this to the determinant homomorphism $G{L}_n(\mathbb{R})\to {\mathbb{R}}^{\times }$. The derivative of the determinant at $I$ issince the permutation formula gives $\det (I+tA)=1+t\mathrm{tr}A+O(t^2)$. The left-invariant field on ${\mathbb{R}}^{\times }$ with initial tangent $c$ is $y\mapsto cy$; its curve through one solves $y^{\prime }=cy$, hence is $e^{ct}$. The matrix exponential determinant identity therefore follows from naturality:This argument uses only the flow definition of the exponential and the scalar exponential, not an unproved matrix formula.

To identify it explicitly with the usual matrix exponential, the series $E(t)={\sum }_{k\ge 0}{t}^k{A}^k/k!$ converges in operator norm, uniformly with its differentiated series on bounded intervals. Termwise differentiation gives $E^{\prime }=EA$ and $E(0)=I$. The series commutes with $A$, and differentiating $E(t)E(-t)$ gives zero, so $E(t)E(-t)=I$. Thus $E(t)$ stays in $G{L}_n(\mathbb{R})$ and, by uniqueness, is the integral curve of $X_A$ through $I$. The matrix series is exactly the flow-defined exponential, justifying either notation in the determinant identity.

The chain rule yieldsIf $f$ is a canonical transformation, the symplectic matrix identity $AJ{A}^T=J$ makes this expression $\{F,G{\}}_{Q,P}\circ f$. Thus preservation of the symplectic form implies preservation of every Poisson bracket, for all $C^1$ functions.

Conversely, assume this Poisson bracket identity for every $F,G$. Take $F(Z)=u\cdot Z$ and $G(Z)=v\cdot Z$, for arbitrary constant vectors $u,v\in {\mathbb{R}}^{2n}$. It gives $u^{T}AJ{A}^{T}v=u^{T}Jv$. Since this holds for every $u,v$, $AJ{A}^T=J$, hence $A^{T}JA=J$. Therefore preservation of all Poisson brackets is equivalent to canonicity. Only first derivatives of $f,F,G$ enter this argument.

Apply preservation of Poisson brackets to the coordinate functions. It givesConversely, the entries of $AJ{A}^T$ are exactly the Poisson brackets between all transformed coordinate functions. The displayed relations therefore say $AJ{A}^T=J$, which implies the canonical transformation condition and, by the chain rule, preservation of every Poisson bracket. Thus all three conditions are equivalent:In particular the original coordinate bracket $\{q_i,p_j\}$ is ${\delta }_{ij}$ with the chosen Poisson bracket convention.

Write $u=u_x$ and $B=B_z$. In this geometry the Lorentz force density is purely longitudinal and equals $-{\partial }_x(B^2/2{\mu }_0){\mathbf{e}}_x$. The ideal magnetohydrodynamic induction equation becomes $B_t+{\partial }_x(uB)=0$. Together with the continuity equation and adiabatic pressure evolution, the four primitive-variable equations areThey have the required quasilinear form ${\mathbf{U}}_t+A{\mathbf{U}}_x=0$ withHere the notation $u_x$ in derivatives means ${\partial }_{x}u$, whereas $u$ denotes the longitudinal velocity. Spatial dependence is one-dimensional; time dependence is allowed in the wave problem.

Put $c_f^2=\gamma p/\rho +B^2/({\mu }_0\rho )$, and assume $\rho >0$ and $c_f>0$. Expansion of the characteristic polynomial givesTwo independent eigenvectors for ${\lambda }_0$ can be chosen as $(1,0,0,0{)}^T$ and $(0,-B/{\mu }_0,0,1{)}^T$. For the two propagating branches, useful eigenvectors areThe repeated branch advects an entropy disturbance and a disturbance with unchanged total gas-plus-magnetic pressure. The $\pm$ branches are perpendicular fast magnetosonic waves, with speed $c_f$ relative to the fluid.

On a uniform background, a Fourier amplitude $\hat{\mathbf{U}}{e}^{i(kx-\omega t)}$ obeys $(kA-\omega I)\hat{\mathbf{U}}=0$. Thus the eigenvalues are the phase velocities $\omega /k$ for $k\ne 0$, and the four dispersion branches are $\omega =ku$ twice and $\omega =k(u\pm c_f)$. The reduced geometry retains neither an independent transverse velocity nor an additional propagating Alfvén wave.

To construct each finite-amplitude simple wave in magnetohydrodynamics, trace a state-space curve with tangent $r_{\pm }$, using $\rho$ as its parameter. Integrating the pressure and magnetic components givesThe constants $K$ and $b$ are the entropy and transverse magnetic flux freezing invariants along this state curve. HenceSince $A{\mathbf{U}}_{\rho }={\lambda }_{\pm }{\mathbf{U}}_{\rho }$, substituting this curve into the original system reduces it to ${\rho }_t+{\lambda }_{\pm }(\rho ){\rho }_x=0$. By the chain rule,Thus the characteristic speed itself satisfies the Inviscid Burgers equation. For initial speed $L(a)$, its smooth solution is ${\lambda }_{\pm }=L(a)$ along $x=a+tL(a)$, until the characteristic curves intersect. This derivation supplies genuine state curves for simple waves, not merely a linear dispersion relation.

The chain rule gives $d[f(t,X(t),V(t))]/dt=0$ along each characteristic curve. Pulling the initial datum back by the inverse characteristic flow map therefore givesDirect differentiation also gives $f_t=-a(v)\cdot {\nabla }_{x}f$, so this is a classical solution of the transport equation. Composition with a smooth function makes $f$ smooth jointly in $(t,x,v)$; nonnegative initial data remain nonnegative.

If $K=\mathrm{supp}{f}_{\mathrm{in}}$, then $\mathrm{supp}f(t)=S_{0,t}(K)$. A continuous image of a compact set is compact. Thus compact support is preserved at every finite time; there is no claim of one fixed compact support for all $t\ge 0$.

Set $x=e^z>0$. The chain rule gives $\ddot{x}=x(\ddot{z}+{\dot{z}}^2)$, so the transformed equation is the forced harmonic oscillator $\ddot{x}+x=-1$, with $x(0)=1$ and $\dot{x}(0)=V$. ThereforeThis real solution is defined only where its logarithm has positive argument. Put $R=\sqrt{V^2+4}$ and $\delta =\arctan (V/2)$. Then $x+1=R\cos (t-\delta )$, and the connected interval containing zero is $|t-\delta |<\arccos (1/R)$.

Since $\dot{z}=\dot{x}/x$, a stationary point requires $\dot{x}=0$. The positive branch cannot contain the oscillator minimum $x=-R-1$. It contains the maximum $x=R-1$, attained first at $t=\delta$. HenceAt the endpoints where $x\downarrow 0$, $z$ tends to minus infinity; the oscillator solution cannot be continued through those zeros as a finite real $z$.

For differentiable maps $F$ at $x$ and $G$ at $F(x)$, the chain rule assertsWrite $F(x+h)=F(x)+Ah+r(h)$ with $\Vert r(h)\Vert =o(\Vert h\Vert )$, and $G(F(x)+u)=G(F(x))+Bu+s(u)$ with $\Vert s(u)\Vert =o(\Vert u\Vert )$. Since $u=Ah+r(h)=O(\Vert h\Vert )$, substitution givesBoth remaining terms are $o(\Vert h\Vert )$, proving differentiability and the stated chain rule. The estimate for $s$ also holds when its argument is zero, by setting $s(0)=0$.

For the circle constraint take $H(u)=u_1^2+u_2^2$. The composite $H\circ F$ is constant, so the chain rule givesSince $\Vert F(x)\Vert =1$, this is a nonzero row vector annihilating $D{F}_x$. Thus $D{F}_x$ cannot be invertible: $\det D{F}_x=0$ at every $x$. Geometrically, the derivative of a map into a level set takes values in the tangent space to the circle.