The Jacobian determinant of is , while every coordinate and every coordinate differential is multiplied by under . Hence the pullback of a differential form operation gives
To compare directly with Cartan's magic formula, note and compute
The first two differentiated terms vanish because their coordinate differentials repeat; the last contributes . Also
Their sum is , as required. Equivalently the divergence of relative to the standard volume form is one.
Put and . The fundamental theorem of calculus along a line segment, followed by averaging, gives
For fixed , use the change of variables formula . Its Jacobian determinant is . The transformed domain lies in , because a cube is a convex set. Moreover, implies . Thus Tonelli theorem gives
The diagonal is a null set. The Holder inequality with now applies: implies , and integration in spherical coordinates bounds the kernel by
This proves the Morrey inequality on a cube, uniformly even when approaches its boundary:
Apply this at both and the center and use the triangle inequality to obtain
For real test functions , the Dirichlet inner product in the normalization compatible with the logarithmic Green kernel is
Its norm measures gradient energy rather than the values of the functions. A change of variables shows that this energy is invariant under planar conformal maps: the squared derivative in the transformation of the gradient cancels the area Jacobian determinant.
Write and let
This is the accepted fraction of directions when zero-length chords are redrawn; it equals one in the interior. The Markov kernel integrates a test function as
The signed polar representation has Jacobian determinant . Each point is represented twice, once with positive and once with negative and the opposite direction. Since the chord is the same in either representation, the hit-and-run kernel density is
for almost every , and it is zero outside the body. Thus the transition is absolutely continuous with respect to planar Lebesgue measure. Redrawing removes the only potential zero-chord atoms.
Let . For distinct , the chord contains their segment, so it has positive length, and
Hence . Values on the diagonal, and on other null sets where a density is only specified almost everywhere, can be assigned this same lower bound. This gives a version satisfying
For interior , and the chord length is unchanged on interchanging its endpoints, so . A convex body's boundary has area zero; for example contractions about an interior point fill the interior and their areas tend to the body's area. Thus this symmetry holds almost everywhere for two uniform points, proving detailed balance and stationarity of the uniform distribution. Without positive area or the boundary convention in part (a), the literal assertion need not hold.
A log-flat improper prior is not appropriate when all known are positive: the integrated likelihood in (iii) has a positive finite limit as , so its integral against diverges. One defensible noninformative choice is the scalar Jeffreys prior for an additive variance component, calculated holding the mean parameters fixed:
Indeed the normal variance score has information . This is a scalar conditional-information prior, not a claim that its product with the flat mean prior is the joint Jeffreys prior. It is bounded near zero and is at infinity. The integrated likelihood is uniformly bounded near zero and is bounded by a constant times at infinity, independently of the mean-shape parameters, since . Thus and a proper external prior on the physically admissible ensure posterior propriety. Proper weak scale priors are another option. If known errors vanish, the boundary argument and appropriate prior need separate reconsideration.
For an efficient parameterization, use with and . A chain on this joint reduced parameter space targets
The factor is the Jacobian determinant. At each iteration propose , with for a fixed nonsingular proposal covariance, and accept with probability . Proposals outside the physical prior domain have target zero. Tune during warmup and freeze it for the retained random-walk Metropolis algorithm. To obtain samples of the full original parameter vector, independently draw from its retained positive prior and reconstruct ; the resulting vector is . Analytically marginalizing using (iii) would also be valid.
Use several dispersed chains, trace plots, rank-normalized split , and the effective sample size of a Markov chain for each parameter and for . These Markov chain Monte Carlo convergence diagnostics reveal poor mixing and disagreement but do not prove convergence. Estimate the integrated autocorrelation time ; with retained draws, . Default to no thinning of a Markov chain, so the thinning factor is . If storage requires thinning, choose a spacing after inspecting the autocorrelation and verify the retained-chain effective sample size; no finite spacing guarantees independent draws.
Using the retained samples, compute
These are posterior summaries, provided the corresponding moments exist, not uncertainties of the numerical estimates. A proper prior alone does not ensure finite second moments; choose or check the external prior accordingly. The Monte Carlo standard error of the posterior mean is approximately .
Write , and . A flat density in means with respect to ; likewise . The Jacobian determinant must therefore appear when using the original scale variables. The joint hierarchical Bayesian model kernel, with respect to , is
This is a kernel, not a normalized joint probability distribution, because the stated priors are improper. Conditioning on would still require posterior propriety. In fact that check fails here, as shown in part (iii)(c); proper formal full conditionals alone do not repair it. The Gaussian–exponential hierarchical colour model distinguishes the intrinsic normal colour, positive interstellar dust reddening, and measurement noise.
Write for the functional derivative of the action. Under time reversal in classical mechanics, changes sign whereas is even by assumption. Thus the forward and reversed Gaussian white noise histories associated with the same geometric path are
The Onsager--Machlup path probability therefore gives
Here the path probabilities are densities conditional on their respective initial states; they are not separately normalized bridges conditioned on both endpoints. The noise-to-path Jacobian determinant must be treated with a consistent discretization: it cancels when it is invariant under time reversal in classical mechanics. This is the usual additive-noise Langevin dynamics convention, including a constant-mass Underdamped Langevin dynamics or the time-reversal invariance of a path Jacobian in midpoint overdamped Langevin dynamics. A completely arbitrary velocity-dependent Lagrangian would require specifying that measure rather than deducing its cancellation solely from the parity of .
For the one-to-one transformation , the Jacobian determinant used in the stated formula is
Locally, the derivative maps a small rectangular box of volume to a parallelepiped of volume . Partitioning the region into such boxes and passing to the Riemann integral gives the change of variables formula
In the plane , the region is inside the unit circle and on the right-hand side of the hyperbola
It is nonempty exactly when ; it has positive area when . In , its boundaries are and . The minimum and maximum values are and , both at . The largest absolute occurs where the boundaries meet:
Figure 1.
Cross-section of the integration region
. Details.
Now set , , and . The inverse Jacobian determinant is , and in cylindrical coordinates the transformed region is
Thus , and each horizontal cross-section is an annulus. Its volume is
Therefore, for ,
For the region has zero volume.
Put . The noises required by a joint trajectory are and . Their independent Gaussian white noise weights give the joint path probability of an order parameter and its flux:
For the physically reversed path, is time-even and the transport flux is time-odd. Therefore , , and
The common factor includes the two noise normalizations and the midpoint Jacobian determinant. Its calculation must include both relaxation channels. On a finite spatial grid, let and represent the divergence and gradient, with the discrete Laplacian, and let be the Hessian matrix of at the midpoint of time step . Differentiating the two required noises with respect to the next configuration and the interval flux gives the Jacobian matrix
Using the Schur complement, its Jacobian determinant, apart from the path-independent power of , is
Reversal visits the same midpoint configurations in reverse order, so the product of these factors is unchanged. The joint time-reversal invariance of a path Jacobian therefore involves the complete relaxation operator .
Taking the action difference gives
Repeated component indices are summed. The second squared norm sums over both flux indices. This is mixed conserved and nonconserved order-parameter dynamics; reversing the order parameter history while leaving the flux unreversed would give the wrong probability ratio.
Write , the absolute Jacobian determinant. Under the usual meaning of a map on domains, the injective area formula gives, for any nonnegative measurable ,
This version of the change of variables formula does not require to be nonsingular everywhere. A map is a locally Lipschitz function, and the formula applies by exhaustion if the domains are unbounded. For non-open , one needs the corresponding extension or regularity interpretation of the stated assumption.
First suppose almost everywhere with respect to Lebesgue measure. For each bounded nonnegative measurable ,
Taking indicator functions proves .
Conversely, the area formula shows that the measure with probability density function has total mass one and satisfies . The assumed equality then implies , since the measurable bijection has a measurable inverse on these domains. Equivalently, apply both pushforward measure identities to for each Borel set . Uniqueness of the Radon-Nikodym derivative yields
Define ; the printed quotient is undefined at the origin, but this continuous extension changes no transport cost because . In polar coordinates, the two probability density functions give
Both angular distributions are uniform, with independence of angle and radius. The proposed transport map preserves the angle and sends to . Therefore
and preservation of the angle proves . As a local check using the Jacobian determinant, its radial and tangential derivatives for are and , respectively, so and .
Now use the convex function
It is convex because the Euclidean norm is convex and is increasing and convex on . It is differentiable, including at zero, and
Its graph transport plan lies in the graph of , so the Knott–Smith optimality criterion proves quadratic optimality. Since that plan is induced by a map, part 1(b) proves optimality for the Monge optimal transport problem as well. The minimum provides a useful independent check:
On the interior of the support , differentiating the joint distribution of Brownian motion and its running maximum gives the joint probability density
Make the change-of-variables formula for a probability density and . Its inverse is , , and its Jacobian determinant has absolute value one. Since , for this yields
Set
The ellipsoid becomes the unit ball and the Jacobian determinant is . Therefore
assuming .
An abstract smooth surface is a Hausdorff second-countable topological space with an atlas of charts to open subsets of whose transition maps are smooth. It is orientable when it has such an atlas for which every transition map has positive Jacobian determinant. A map is a smooth map when every coordinate representation
is smooth wherever it is defined.
The map is a smooth involution with no fixed point: the equation
would force , which is impossible on . For each , choose a sufficiently small coordinate neighbourhood such that
Then the quotient projection restricts to a homeomorphism
Transporting a smooth chart across this homeomorphism gives the quotient chart
On an overlap, a lift lies either in another chosen neighbourhood or in its image under . The corresponding transition map is therefore a transition map on , possibly composed with the diffeomorphism , and is smooth. Since this is a free action of the finite group , the quotient is Hausdorff and second countable. This constructs the smooth quotient by a free finite group action, and in these charts is locally the identity. Hence is a local diffeomorphism, in particular smooth.
To test orientability, parametrize the cylinder by
The involution acts in these coordinates as
whose derivative has determinant . Thus is an orientation-reversing diffeomorphism of the cylinder.
If the quotient surface were orientable, its orientation would pull back through the local diffeomorphism to an orientation of . The identity would then force to preserve that pulled-back orientation, contradicting the negative determinant above. Therefore
An orientable smooth manifold is a smooth -manifold that admits a smoothly varying orientation of its tangent spaces. Equivalently, it has an atlas whose coordinate-transition Jacobian determinants are positive, or a nowhere-vanishing smooth top-degree differential form.
With buoyancy perturbation , the inviscid Boussinesq equations are
For
incompressibility is automatic. Define the Jacobian determinant
The material derivative is . Taking the component of the curl of momentum gives the exact finite-amplitude system
If the disturbance amplitude is small enough that each Jacobian is asymptotically smaller than its corresponding time derivative, the system can be linearized. Eliminating then gives
Set
Because the region lies in the positive quadrant, its four inequalities become
Thus this change of variables sends to a rectangle in the -plane. Its Jacobian determinant is
so
Since , the double integral is
For a point charge, the charge density and current density are
Insert these into the retarded electromagnetic potential. The argument of the Dirac delta function depends on through
At its unique zero , the Jacobian determinant contributes the factor
Since the source is subluminal, this quantity is positive. Writing , , and evaluating at gives the Lienard-Wiechert potentials
The identity equivalently gives .
A positive chart orients its coordinate frame. Conversely, smoothly oriented frames determine local positive coordinate volume forms. A partition of unity subordinate to an oriented atlas glues these positive forms: at each point they are positive multiples of one another, so their weighted sum cannot vanish. Finally, a nowhere-zero top form declares positive exactly when . These constructions are inverse at the level of orientations.
With , pull the bounded measurable initial value back along the characteristic flow map:
The flow is measurable and invertible, so is measurable and . Choose smooth converging to in with uniformly bounded essential suprema, and define
Part a makes each a classical, hence weak, solution. On every compact subset of spacetime, the change-of-variables formula for the flow and its locally bounded Jacobian determinant give in . Passing to the limit in the weak identity by dominated convergence proves that is a bounded weak solution with initial datum .