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 .
Let be the homogeneous density. A Lagrangian coordinate volume contains the same mass as its image under the Zeldovich approximation, so mass conservation gives
Since , the density contrast is
For , the deformation tensor is
Equality of mixed partial derivatives makes it a real symmetric matrix. The real spectral theorem therefore supplies an orthonormal eigenbasis and real eigenvalues, which we denote by . In that basis,
and hence
Before the first crossing all factors are positive, allowing the absolute values to be omitted.
When , the map loses rank in the corresponding principal direction. Its Jacobian determinant vanishes, trajectories meet, and shell crossing creates a cosmological caustic. The single-stream pressureless density formally diverges and the approximation no longer describes the subsequent multistream dynamics. If only one is positive, one axis first collapses while the other two remain extended, producing a sheet or pancake. Collapse along a second and then a third principal axis produces filaments and nodes. Spatial variation of the eigenvalues joins these objects into the cosmic web around underdense voids.
The approximation succeeds because it reproduces linear growing-mode evolution exactly, preserves the initial tidal displacement and anisotropic collapse, and follows matter along nearly inertial comoving trajectories instead of expanding only the density at a fixed point. Large scales remain weakly nonlinear and are insensitive to the detailed dynamics after crossing. Its limitations begin at shell crossing: it permits streams to pass through one another, cannot produce virialized halos, and omits velocity dispersion, vorticity, gas pressure, shocks, feedback, and strongly nonlinear self-gravity.
For the one-dimensional displacement,
so mass conservation gives
The earliest crossing occurs where the cosine is maximal:
for integers . The denominator vanishes at these isolated points.
Write at . The Taylor series gives
Thus and
The first caustic is therefore a cubic cusp with
Phase-space flow Jacobian 2026-10-07
The Jacobian determinant of a differentiable characteristic flow map measures its change of volume. The variational equation and the Liouville formula for a fundamental matrix give the displayed formula for a complete smooth field . For kinetic advection with , its divergence is . A zero divergence preserves phase-space Lebesgue measure.
The displayed map is a diffeomorphism of the open unit square onto itself. For fixed , the second coordinate decreases strictly from one to zero as increases from zero to one. Its inverse is , , and its positive Jacobian determinant is . Composing it with gives determinant . The reciprocal determinant therefore integrates to one over the target square by the change of variables formula, despite boundary singularities.
Reversible-jump Markov chain Monte Carlo samples a posterior on a disjoint union of model-specific parameter spaces. A dimension-matching bijection between old parameters plus auxiliary variables and new parameters plus reverse auxiliary variables supplies a reversible proposal. Its acceptance ratio includes posterior-density, model-selection, proposal-density, and Jacobian determinant factors. The equal-dimension reversible-jump acceptance probability is the ordinary density-based special case.
To deduce from , the remainder must be small in a topology controlling its spatial derivatives, such as locally. Small displacement alone is insufficient: differs uniformly from the identity by , but has Jacobian determinant at for nonzero . A smooth flow map generated by a smooth vector field has the required derivative control.
For the two-dimensional streamfunction convention , , the advective derivative of is . This antisymmetric Jacobian determinant bracket organizes nonlinear interactions in convection and vorticity equations.
For additive Gaussian white noise and a time-even order parameter, a midpoint discretization of the Onsager–Machlup functional evaluates drift derivatives at the midpoint configurations. Reversing a trajectory visits the same midpoints in reverse order, so the noise-to-path Jacobian determinant is invariant under reversal. It may depend on the trajectory, and must be distinguished from the constant normalization of the noise measure.
For nonconserved order-parameter dynamics with , the factor at one time step, apart from a path-independent power of the step size, is
Here the fields have first been restricted to a finite spatial grid, and is the Hessian matrix of the free energy.
For mixed conserved and nonconserved order-parameter dynamics, the required noises for a joint configuration and flux trajectory are
where represent the divergence and gradient, and represents the Laplacian. The Jacobian matrix is
Taking its Schur complement gives the joint factor
For periodic boundary conditions, discretizing the two spatial operators compatibly gives , so is the positive relaxation operator when . Reversal leaves unchanged and reverses the sign of the flux. The product of the joint factors is consequently the same for both histories, justifying its cancellation from the joint path probability of an order parameter and its flux. The functional chain rule used in the action ratio holds in the continuum limit of this midpoint convention.
For a smooth local diffeomorphism , each inverse branch contributes an inverse Jacobian determinant in the area formula. Their sum is the weighted inverse multiplicity. A lower determinant bound controls each branch separately, not the number of branches. Bounded weighted inverse multiplicity is sufficient for dispersion with a nonlinear velocity map.