Use suffix notation, with repeated indices summed from one to three. The cross product, divergence, and curl have components , , and . Here is the Levi-Civita symbol.
The product rule gives
Using the cyclic identity in the first term and in the second identifies these terms as and . Therefore
For the second identity, contract two Levi-Civita symbols, using :
The four component expressions translate into
Both derivations require only continuously differentiable vector fields; no additional divergence-free assumptions are used.
A conservative vector field is the gradient of a single-valued differentiable scalar potential. Its line integral is path independent and equals the potential difference. If with a twice continuously differentiable potential, equality of mixed partial derivatives gives
The product rule then gives . Rearranging proves the integrating-factor equation for a planar vector field:
This argument does not require division by , so it remains valid even at its zeros. A nonvanishing integrating factor is normally sought when one wants to recover useful potential curves for the original field.
The Batchelor entrainment hypothesis makes the inward entrainment velocity proportional to the local plume speed:
where is the dimensionless entrainment coefficient. For an upward plume , this is . The hypothesis represents turbulent ingestion of ambient fluid; it is a closure rather than a consequence of mass conservation.
Let , suppressing the common factor from cross-sectional integrals. In the Boussinesq approximation, use a constant reference density in the leading-order mass conservation equation. Dividing that equation by gives volume conservation:
The factor two is the ratio of the perimeter to the suppressed area factor . Density differences are retained in buoyancy, even though they are neglected in the leading inertial and volume terms.
To derive the density-deficit balance, first leave the small density differences explicit in the supplied mass equation. Because the ambient density is time independent, the product rule gives
Thus the ambient mass entrained through the perimeter cancels exactly against its contribution to the volume budget, yielding the required buoyancy balance. It is understood to the accuracy of the underlying Boussinesq approximation; the volume equation is not an additional exact constraint on a fully variable-density fluid.
For later use define reduced gravity and the squared buoyancy frequency . With and , the balance is
A stably stratified ambient has , so upward motion consumes the plume's positive density deficit; an unstable ambient reverses this sign.
By differentiability implies continuity, . Add and subtract in the difference quotient:
The two quotient limits exist by the given differentiability. Taking the limit and using continuity yields the product rule:
Thus the product is differentiable at the specified point; differentiability elsewhere is not needed.
At zero, and
by continuity of at zero. Thus is always differentiable there, with , regardless of whether exists.
At , if is differentiable, the product rule applied to proves that is differentiable. Conversely, if is differentiable at , the function is differentiable on a neighborhood of . Apply the product rule to on that neighborhood. This proves the differentiability restored by a quadratic zero equivalence:
At a nonzero differentiability point, .
If is differentiable at , the product rule applied to gives
This proves sufficiency of the first alternative. No additional growth condition is required; if , the derivative of the square is zero.
The product rule gives
Apply the divergence theorem, with outward unit normal , and use the vanishing Laplacian of the harmonic function :
The boundary value of is one. Another application of the divergence theorem therefore gives
This is the gradient pairing with a boundary-constant function and a harmonic function, obtained directly from Green's first identity. The harmonic function must be regular throughout the volume; an interior singularity can supply an additional boundary flux.
Use , , and . By the rotating-frame derivative formula, . Apply the product rule for the cross product and the same rotating-frame derivative formula again:
We have and , since . Therefore
Rearranging this identity into an equation of motion in a rotating frame produces the apparent Coriolis acceleration, Euler acceleration and centrifugal acceleration, with signs opposite to their corresponding terms on the right of this inertial acceleration identity. No translational term is needed because the two origins coincide.
Take complex-valued functions. Pointwise multiplication is associative and commutative, with identity the constant function , whose norm is one. The product rule gives
To prove completeness, let be a Cauchy sequence in this norm. The functions and their derivatives converge uniformly to continuous functions . Passing to the limit in gives . The fundamental theorem of calculus yields , including the one-sided endpoint derivatives. Thus and in the stated norm. Consequently is a unital commutative Banach algebra.
Let . If , then belongs to . If , the function vanishes somewhere and cannot have a pointwise inverse. Thus . Every character of an algebra satisfies for some , by part (d), and therefore for every polynomial .
Polynomials are dense in this stronger norm, not just the supremum norm. By the Weierstrass approximation theorem, approximate the real and imaginary parts of uniformly by polynomials, combining them into . Put . Then is a polynomial and
Continuity of the algebra character now gives . Conversely each point evaluation is a continuous algebra character. Hence the character space of C1 on a compact interval consists exactly of the evaluation functionals, and part (c) gives
Distinct points give distinct maximal ideals, since the coordinate function separates them.
Away from zero and the zeros of , the sign function is locally constant and the absolute value function is differentiable at the value of the cosine. The product rule and chain rule give
Thus the triangle inequality and the bounds on sine and cosine imply . Part (c) rules out differentiability at every nonzero cosine zero, and part (b) gives , so this estimate covers every point where the derivative exists.
For a finite interval , choose such that throughout . Then
The apparent factor in the derivative of the oscillation cancels against the multiplying , which is what makes a uniform bound possible even near zero.
The first-order chain rule, with regarded as functions of , is
Apply the product rule when differentiating the first identity in , and apply the chain rule to . Equality of mixed partial derivatives for a function gives
Thus . These terms record the second derivatives of the coordinate transformation, not of .
For the given transformation,
The mixed-derivative coefficient is zero, while , , and . The required partial differential equation is therefore exactly . Integrating first in and then in on a coordinate rectangle gives
where are arbitrary twice continuously differentiable functions. The Jacobian determinant of the transformation is , so this calculation uses patches with . On a positive-quadrant patch we can take and , obtaining
Changing branches merely redefines the arbitrary functions.
For completeness, the original equation also makes sense in quadrants with , where that particular real square-root transformation is unavailable. Multiplying the equation by gives
On any quadrant with , put , ; then set , . The equation becomes . Thus an equivalent general local answer on every such quadrant is
Here are arbitrary functions on the relevant intervals. If a solution is required across , its quadrant expressions must extend with matching derivatives; on that line the equation itself imposes , so its trace is on each interval with . The displayed coordinate transformations do not assert invertibility at .
Let and write the constant-coefficient linear ordinary differential equation as . Since ,
The exponential never vanishes, so .
For the second claim, the product rule gives
for , with the term treated separately. Summing the coefficients yields
A root of multiplicity at least two has , proving is also a solution. This directly establishes the repeated-root contribution without assuming a solution formula. If the displayed coefficient list has leading zeros, the exponential calculation still applies to its actual polynomial degree.
Retain and define the heat operator by . A Riemannian heat kernel satisfies for and has the delta initial limit
On standard Euclidean space the kernel is
On the Riemannian manifold, the Gaussian function factor in the local construction uses in place of .
Choose an open neighbourhood of the diagonal such that every pair is joined by a unique short minimizing geodesic and with the inverse exponential map smooth in both variables. It can be obtained from normal coordinates tubes of radius smaller than the local injectivity radius, or from normal neighbourhoods with geodesic convexity. Then is smooth on . Write the Riemannian volume form in normal coordinates as , where is smooth and .
For fixed , radial divergence in normal coordinates gives
For , use away from the diagonal and the product rule to obtain
The identities extend smoothly in the expressions involving , even though itself is not smooth on the diagonal. The singular powers cancel if
The correct initial normalization is . These heat-kernel transport equations have the explicit solutions
and, recursively,
To derive the integral, multiply the radial equation by and integrate the derivative of from zero to . The zero integration constant is forced by smoothness when . Changing variables from radial distance to gives the displayed nonsingular expression. Its integrand is smooth in , so differentiation under the integral proves inductively that every is smooth across the diagonal. In particular .
Summing the product-rule identity makes adjacent terms telescope. For , the only term remaining is
This also fixes the sign convention: with the nonnegative Laplace-Beltrami operator , the right-hand side would instead be .
A heat parametrix is an approximate kernel with the same delta initial limit and an error under that is sufficiently regular, or flat, at to be corrected by time convolution. On a closed compact manifold choose a smooth cutoff equal to one near the diagonal and supported in . A finite-order explicit parametrix is
Near the diagonal its error is . Derivatives of produce errors supported a positive distance from the diagonal, where decays faster than every power of . Taking large makes the whole error as regular at time zero as any specified finite number of derivatives requires. Its initial delta limit follows from and the Euclidean Gaussian function change of variables .
One may obtain a smooth error flat at zero by summing all coefficients with time cutoffs. Let equal one near zero and zero for arguments at least one, and choose sufficiently fast. Set
For each the sum is locally finite. Choosing successively so that the th term and its derivatives through order have bounds on their cutoff transition regions gives the usual smooth asymptotic sum. For any fixed derivative order, its tail is then smaller than an arbitrarily high power of ; the transport identities cancel all earlier orders. Consequently extends smoothly and flatly to .
Here is the Volterra parametrix correction, with the order of the Volterra convolution of kernels factors specified. Define
Since acts in the second spatial variable and has the delta initial limit, . Thus
Indeed, by the geometric-series cancellation, whence . If on a bounded time interval and , then
This proves convergence; the smooth flat error permits the corresponding derivative estimates. The correction has zero initial limit, so retains the delta initial condition. Uniqueness of the heat equation on a closed compact manifold identifies this kernel with the global Riemannian heat kernel.
The local coefficient construction requires no compactness. The global uniformly bounded convolution argument just given uses a closed compact manifold, the usual spectral-geometry setting. For noncompact or incomplete Riemannian manifolds one must specify the heat realization and justify global convergence separately; a canonical choice is the minimal kernel obtained as the increasing limit of Dirichlet kernels on a smooth relatively compact exhaustion. This gives the minimal heat semigroup rather than asserting an unqualified uniqueness statement at infinity or at a missing boundary.
Away from zero, the product and composition of the displayed smooth functions are continuous and differentiable. At zero,
so remains continuous. Hence the continuity set is .
The difference quotient at zero is . For it equals one, and for it equals minus one. Both sequences tend to zero, so no derivative exists there. For , the product rule and chain rule give
Thus the differentiability set is .
The fundamental theorem of calculus connects the Riemann integral with differentiation. Its first part says that for continuous , the accumulation function is continuous on and differentiable inside it, with
To prove this, boundedness of gives , proving continuity. For an interior point and a sufficiently small nonzero increment ,
Its absolute value is at most , which tends to zero by continuity of at . This proves the derivative formula. The same estimate gives the appropriate one-sided endpoint derivatives.
The second part says that if is continuous on , differentiable on , and with continuous, then
Indeed , so the mean value theorem makes constant, and evaluating at the endpoints proves the formula. A useful stronger version only requires to be Riemann integrable. For a partition , the mean value theorem on each subinterval provides such that
As the mesh tends to zero, these tagged Riemann sums converge to , proving that version too. Its integrability hypothesis must not be omitted.
An integrable integrand need not give an everywhere differentiable accumulation function. For a counterexample, let for and for . This bounded step function is Riemann integrable, but
Its left and right derivatives at are zero and one. Thus need not be differentiable at every interior point. The first part of the fundamental theorem of calculus does apply at every point where the integrand is continuous.
A derivative need not have a Riemann integral. Define on all of
At zero , so ; elsewhere the product rule and chain rule give
At , this equals . Hence is unbounded on , whereas a properly Riemann integrable function on a compact interval must be bounded. The requested Riemann integral therefore need not exist, even though is differentiable everywhere. This example is an unbounded derivative obstruction to Riemann integrability; it does not contradict the theorem's version that explicitly assumes integrability of the derivative.
Use suffix notation, with repeated indices summed. Contracting the two Levi-Civita symbols gives
Applying the product rule to and substituting the two evolution equations yields
In the second line we renamed dummy indices in and then combined product derivatives. Hence
No zero-divergence assumption was used in this local identity.
When both fields are solenoidal vector fields, the product rule for divergence rewrites this as a conservation law:
Because the volume is fixed, differentiation under its integral and the divergence theorem give
under the two tangency conditions. Thus the volume integral is conserved. This is helicity conservation by tangent boundary conditions; when , the density is the magnetic helicity density.
For the given axisymmetric field, the curl in spherical coordinates gives
There are no derivatives and . Consequently
The volume form in spherical polar coordinates is , so
Here at , as required for the magnetic-field tangency condition in the conservation argument; tangency of is a separate hypothesis.
In Cartesian coordinates, independent coordinate variables satisfy
where is the Kronecker delta. Applying the product rule and chain rule to gives the Jacobian matrix
This tensor is symmetric in . Hence its contraction with the antisymmetric Levi-Civita symbol vanishes:
Similarly, and the constancy of give
The trace of the Jacobian matrix is
which vanishes for . The curl of a cross product identity, with constant, now gives
For ,
so
All identities for this singular case hold on . In particular, zero divergence here is a pointwise assertion away from the origin, not an assertion that the flux through a sphere enclosing the singularity is zero.
Since the common radius of convergence is infinite, the termwise differentiation of a power series theorem applies on the entire real line. For the even series, differentiation and the index change give
The odd series similarly gives . Thus everywhere. By the product rule,
The mean value theorem implies that a differentiable function with zero derivative is constant on the real line. At zero, the series give and . Consequently . This derives the identity from the power series without assuming a trigonometric identity in advance.
Use the Einstein summation convention and the contraction of two Levi-Civita symbols. For the first cross product term,
The last term cancels . Interchanging gives the analogous cancellation with . The surviving terms are by the product rule. This proves the dot-product gradient identity
The proof only requires continuously differentiable vector fields; neither field needs to be an irrotational vector field.
Under the usual bounded-domain hypotheses, with piecewise smooth boundary and a sufficiently smooth vector field, the divergence theorem states
where is outward. Apply it to and use the product rule to obtain
For uniqueness, let for two classical solutions with the same Dirichlet boundary data. Then and on the boundary. Taking , gives Green's first identity in the form
The continuous nonnegative integrand must vanish, so is constant on each connected component. The zero boundary data make every such constant zero. Thus the solution of the Dirichlet problem for the Laplace equation is unique, if it exists. This establishes Uniqueness of the Dirichlet problem; existence is assumed. Boundedness, or suitable conditions at infinity, is needed: on an unbounded half-space the harmonic function has zero boundary values but is not identically zero.