Let have rank . A vector bundle covariant derivative is a real-linear operator
Pairing its one-form slot with a vector field gives , with and .
In the horizontal description, a connection on a vector bundle is a smooth splitting , where , and the horizontal choice is compatible with fibre addition and scalar multiplication. This linearity is essential; an arbitrary nonlinear horizontal splitting is not a vector-bundle connection. Identify a vertical vector at with the element of obtained by differentiating the curve . Let be vertical projection followed by this identification. The induced vector bundle covariant derivative is
In a local frame of a vector bundle , a linear horizontal splitting has the form
for a matrix-valued connection one-form . Thus for , , which directly verifies the Leibniz rule.
Conversely, the Leibniz rule makes local: if a section vanishes near a point, multiply it by a smooth cutoff function supported in that neighborhood and equal to one near the point to see that its derivative vanishes there too. Local sections can therefore be differentiated by any extension agreeing near the point. Given , define its local connection one-form by . The Leibniz rule gives . Under , , one has
The tangent fibre coordinate transforms by , so transforms precisely to . Consequently these local horizontal subspaces of a vector bundle connection glue to a smooth linear splitting inducing the given . Its local formula also shows uniqueness. This proves the horizontal connection associated to a covariant derivative construction.
A horizontal lift of is a smooth curve in with and . In a local frame write . Horizontality is exactly the linear ordinary differential equation
We use existence and uniqueness for an ODE with smooth coefficients, and the continuation theorem that a solution extends across a finite interval when it remains bounded inside the coordinate domain. For a linear system with continuous coefficients bounded by on a compact time interval, the Gronwall inequality bounds by its initial norm times , preventing finite-time fibre escape. Cover a compact subinterval of by finitely many bundle charts and partition it so each piece lies in one chart. Solve successively, changing fibre frames at the partition points. Coordinate invariance of the horizontal equation and uniqueness make the pieces agree. Exhausting by compact intervals containing produces a unique horizontal lift on all of for every prescribed . This is global continuation of linear parallel transport.
The lift equation is linear in its initial value. Hence the endpoint map is linear. Solving the same equation backwards, or transporting along , gives its inverse, so
This is parallel transport. For two parallel lifts , the assumed metric connection identity extends along the embedded curve and becomes
Here is the covariant derivative along a curve. The permitted extension of sections and the tangent vector along the embedded curve justifies applying the bundle identity; equivalently it follows in each local frame. Therefore
so parallel transport is an isometry. This is the principle that parallel transport preserves a fibre metric.
Extend complex-linearly to the complexification of a real vector bundle . Since , its and eigenbundles have smooth projections
Each has complex rank : complex conjugation interchanges them, and together they have rank . These are the type decomposition of the complexified tangent bundle. For an arbitrary almost complex structure, they are smooth complex vector bundles; a holomorphic vector bundle structure requires integrability.
When comes from a holomorphic atlas, write a holomorphic coordinate as . Its Wirtinger derivatives are
The induced almost complex structure has and . Hence the displayed vector fields are respectively and eigenvectors. They are linearly independent, and each collection has elements. Thus they give local frames for and respectively, with the holomorphic tangent bundle. The repeated in the first sentence of the printed item must be read as the two complementary eigenbundles.
With the normalization used here, , where is the standard Nijenhuis tensor. First check that it is a tensor: the Lie bracket identity gives
Skew symmetry gives the same -linearity in the second input. In coordinates from a holomorphic atlas, the real coordinate vector fields commute, and sends each to another such field with a constant sign. Every Lie bracket in therefore vanishes on these coordinate fields. Tensoriality then gives on all smooth vector fields. The factor two in this paper does not change this vanishing conclusion.
Use the complex-bilinear extension of the Nijenhuis tensor expression to complex vector fields. If , then and , so
For , the same substitution with gives . For inputs of opposite types, the two leading Lie brackets cancel, as do the two terms involving , so . Applying the type decomposition of the complexified tangent bundle to both inputs consequently gives
Thus precisely when the Lie bracket of any two sections of either eigenbundle remains in that same eigenbundle. In other words, if and only if both tangent-type distributions are involutive distributions. This proves the equivalence directly and does not assume that an arbitrary almost complex structure already has holomorphic coordinates.
Choose local coordinates on the hypersurface , and let be the local flow of the vector field . The map follows the integral curves of a vector field starting at . At , its differential maps the direction to and the remaining directions to a basis of . Transversality makes these vectors linearly independent, so the inverse function theorem makes a local manifold chart.
Set and transport the unchanged along each integral curve of a vector field. Then the adapted coordinates satisfy
The flow-box theorem gives this construction locally. The parameter is the flow parameter, and need not be arc length; a global manifold chart would require additional hypotheses.
Contract the Christoffel symbol formula for the Levi-Civita connection. The first and third derivative terms cancel after relabelling their summed indices:
The Jacobi determinant derivative formula gives . In a Lorentzian chart , and hence . Thus the trace is the logarithmic derivative of the volume density:
In particular, the covariant divergence formula for a vector field is .
Rescale the ambient coordinates by . For each and , take the relatively open set where . Define a manifold chart by retaining all the except :
Here is the open unit open unit ball. The inverse of this manifold chart is explicit:
The coordinate labels in retain their original indices. All the are nonzero, so this inverse exists; the strictly positive radicand makes it smooth on the whole open open unit ball. Projection and this inverse are continuous, so each manifold chart is a homeomorphism onto an open subset of .
These manifold charts cover the ellipsoid, because at every point at least one is nonzero. On an overlap with a different chart , the coordinates of are the retained for together with
Its domain is the open subset of . The displayed functions, and the reverse transition functions obtained by exchanging , are smooth. Transitions between identical charts are the identity; opposite-sign charts with the same omitted coordinate do not overlap. The ambient subspace topology is Hausdorff and second countable, as it is inherited from Euclidean space. Thus this coordinate-projection atlas of an ellipsoid is a smooth atlas, proving the ellipsoid is a smooth manifold of dimension . The rescaling also gives a diffeomorphism with the unit sphere .
For the three-sphere, use its identification with SU(2) rather than separate local constructions. With the Pauli matrices , put . These form a real basis of the SU(2) Lie algebra and satisfy
For , the identification SU(2) as the three-sphere is
The matrix is unitary with determinant one. Conversely, every SU(2) matrix has this form, and both the correspondence and its inverse are smooth.
The left translations are diffeomorphisms. Define three left-invariant vector fields by
Matrix multiplication makes these vector fields smooth globally. Since is an isomorphism from the SU(2) Lie algebra to , the three vectors are linearly independent at every point, and each is nowhere zero. This is the parallelization of a Lie group by left translations.
Transporting the left-invariant vector fields to the three-sphere gives the quaternionic left-invariant frame on the three-sphere:
Directly, and on the unit three-sphere. Thus the vectors are tangent and form a global orthonormal frame of a vector bundle. The three-sphere is a parallelizable manifold, with tangent bundle .
The characteristic polynomials of a linear multistep method are
The consistency of a numerical method conditions hold for every real :
Both roots of a polynomial of , namely and , are simple and have modulus one. The root condition for a multistep method therefore gives zero-stability for every . The Dahlquist equivalence theorem now gives convergence for every fixed . As usual, this means convergence of a numerical method on each fixed finite interval for a sufficiently regular ordinary differential equation with a Lipschitz continuous vector field and starting values tending to the exact starting values. When , the implicit time-stepping method update is locally uniquely solvable for sufficiently small , for example by a contraction mapping if . Zero-stability does not assert that a large fixed step is suitable for a stiff differential equation.
Consider an initial value problem on , with a Lipschitz continuous vector field in the solution variable and enough smoothness for the stated error expansions. Convergence of a numerical method means
with consistent starting values. An order of a numerical method quantifies this approximation: with sufficiently accurate starting data and the required stability, the global error is . Stability of a numerical method controls the amplification and accumulation of perturbations; it is the link between a small local defect and small global error.
For a one-step formula , define the unscaled local truncation error
The method has local order if uniformly along sufficiently smooth solutions. If the defect is divided by , its order is instead ; the convention must be specified. Assume also the perturbation estimate
The global error then satisfies
Iterating, or applying the discrete Gronwall inequality, gives
There are steps on a fixed interval, so stable propagation turns local defects into accumulated error. Starting error is needed to retain order . This explains why matching an exact Taylor expansion is insufficient unless errors are controlled during repeated steps.
For a fixed-coefficient linear multistep method, write
The consistency of a numerical method conditions are and . The higher order conditions for a linear multistep method are
with right side zero for ; exact order means first failure at . They come from inserting the exact solution and comparing its Taylor expansion.
Errors at follow the homogeneous recurrence determined by . Zero-stability is equivalent to the root condition for a multistep method: all roots of a polynomial have modulus at most one, and every unit-modulus root is simple. Roots outside the disk give exponential growth in the number of steps; repeated unit roots give polynomial growth in that number. Repeated interior roots are harmless because their polynomial factors are dominated by decay. Under the usual Lipschitz continuity and initialization assumptions, the Dahlquist equivalence theorem gives
For a zero-stable order- linear multistep method, local defects and starting errors of the stated orders yield global error by a recurrence bound and the discrete Gronwall inequality. Every required starting value matters.
A concrete failure of “consistency implies convergence” is
Here and , so and : the method is consistent, of order one. But its root violates zero-stability. For with exact solution zero and starting values , , the computed solution is . These starting errors vanish, yet at the error diverges. Local accuracy cannot compensate for an unstable recurrence.
A different meaning of stability concerns a fixed step on decaying equations. The Dahlquist test equation introduces . A one-step method gives and is absolutely stable when . For a linear multistep method, the corresponding amplification polynomial of a multistep method is , and every root must satisfy the bounded root condition, not just the root approximating . Strict asymptotic decay requires the roots to have modulus less than one for . This distinction matters at reducible methods with an undamped parasitic mode, as in question 1(c).
The Forward Euler method has order one and , so its linear stability domain is . For , with , it requires . It converges as , yet an excessively large step can produce growing oscillations on an exactly decaying problem. The Backward Euler method has the same order, but makes it A-stable and L-stable. For a stiff differential equation, fast decay can impose a severe explicit time-step restriction even when accuracy of the slow dynamics would permit a much larger step.
The trapezoidal rule has order two and is A-stable, but is not L-stable, since its stability function tends to along the negative real axis. The Second Dahlquist barrier limits an irreducible A-stable linear multistep method to order at most two. This does not limit implicit Runge-Kutta methods: question 4's Lobatto IIIA method is fourth-order and A-stable. Conversely, question 1's fourth-order member is convergent but not A-stable. These examples show that order of a numerical method, zero-stability and A-stability answer different questions.
For nonlinear dissipative problems, B-stability controls distances between numerical solutions; algebraic stability of a Runge-Kutta method is a sufficient coefficient criterion. Question 4 shows that A-stability alone does not imply that coefficient criterion. Variable time steps require additional analysis of step ratios and error propagation, and stiff problems may require uniform-in-stiffness error estimates beyond the fixed-problem convergence result. The useful chain is local accuracy plus the appropriate perturbation bound, giving global accuracy; absolute and nonlinear stability then determine which practical time steps preserve the intended dynamics.
The flow of the vector field is obtained by solving
Define to be this solution at parameter . Uniqueness implies and wherever both sides are defined: shifting the solution parameter gives the same initial-value problem. In particular is the local inverse. This constructs the one-parameter group generated by the vector field, generally as a local group if the flow is not complete.
Symmetry of the derivative matrix means . Contracting this symmetric pair with the antisymmetric Levi-Civita symbol gives
Every circle bounds its planar disk, and the vector field is smooth on all of , including that disk. Stokes theorem therefore gives for either orientation
The global domain is essential to this argument; the same local symmetry condition on a domain with a hole need not make every closed-curve line integral vanish.
Away from the origin, the given vector field is the gradient of the globally single-valued radius:
The sphere has centre , at distance from the origin, and radius one. Its intersection circle is therefore wholly away from the origin, since every point on the sphere has distance at least . Along the closed curve the chain rule gives . Consequently, independently of orientation,
The intersection is nondegenerate: the centre's distance from the plane is . No parametrization of the resulting circle is needed because is a potential of a conservative vector field throughout the punctured space.
Set . The first two components of the curl vanish since the horizontal components are independent of and the last component depends only on . For the third,
so this is a curl-free vector field everywhere in its domain:
Choose the orientation in which the projection onto the -plane runs counterclockwise, and parametrize
On this curve the horizontal contribution is , while the vertical contribution is . Its integral over a closed curve is zero. Therefore
with for the opposite orientation. This does not contradict Stokes theorem: the planar disk spanning this curve meets the excluded -axis at , where the vector field is undefined. The horizontal one-form is the angular differential and records one winding about that axis; thus this curl-free vector field has no single-valued global potential of a conservative vector field on its domain.
A conservative vector field on is a vector field for a globally defined smooth potential of a conservative vector field . The chain rule gives
so its line integral is path independent.
Green theorem states that, for a bounded planar region with piecewise smooth boundary and continuously differentiable on a neighbourhood of its closure,
The boundary is positively oriented: the region lies on the left while it is traversed, so outer components run counterclockwise and hole boundaries clockwise.
For the proposed potential of a conservative vector field, the fundamental theorem of calculus and differentiation under the integral sign give
Since , the last integral equals , including negative with the usual signed-integral convention. Hence the proposed potential is global and
The fact that the vector field is defined on all of ensures both straight integration segments stay inside its domain; a hole in the domain could obstruct a global potential.
Integrating the oscillatory term together with the constant components gives a potential of a conservative vector field
Direct partial derivatives recover both components of , proving it is a conservative vector field. Its line integral is therefore path independent. At an integer endpoint , the sine term vanishes, so for any of the specified paths
Any other potential has the same gradient, so differs from by a constant on the connected plane. In particular every potential changes by under and by under . Equivalently the integral from to is , whereas a unit-periodic potential would make that difference zero. There is no potential periodic with period one in both coordinate directions. This is an example of how periods obstruct a periodic potential: a periodic vector field need not have a periodic potential.
A smooth vector field on a smooth manifold is a smooth section of the tangent bundle: it assigns to each , smoothly in local coordinates. In a coordinate chart it has the form , with smooth coefficients . Equivalently, it acts on smooth functions as a derivation, .
For a Lie group , write for Left translation on a Lie group. A left-invariant vector field satisfies
Thus it is determined by its value at the identity. Given the printed , first translate it to the identity:
The unique left-invariant vector field with value at is
The smoothness of multiplication makes this a smooth vector field, the chain rule proves left invariance, and setting gives .
We prove the completeness of left-invariant vector fields: this left-invariant vector field is a complete vector field. The Picard-Lindelof theorem, applied in a local chart, gives a unique local integral curve of a vector field through . For every , the curve is an integral curve of a vector field through , because
Crucially, the same interval works for every initial point.
Let be the maximal integral curve of a vector field through , with maximal interval . If , choose with . The curve
exists on and agrees with on the overlap by uniqueness of the local ordinary differential equation. It extends past , a contradiction. The same argument at a finite excludes that possibility. Thus , and uniqueness on overlapping intervals gives uniqueness on all of .
After establishing completeness, uniqueness also gives the one-parameter subgroup law for the global curve through :
Both sides, as curves in , are integral curves of a vector field through at . Defining the Exponential map of a Lie group by , the answer is
The identity component is an open normal subgroup, and every open identity neighbourhood generates it. Let be the connected component of . The product of connected spaces is connected, so the image of under multiplication is connected and contains . It is therefore contained in . Inversion has the same property. Thus is a subgroup.
A smooth manifold is locally connected. In particular, a coordinate neighbourhood of can be chosen homeomorphic to an open ball, so there is a connected open neighbourhood of contained in . Its translates , , are open and lie in , and cover . Therefore the identity component of a Lie group is open in . Conjugation by any is a homeomorphism fixing , so it maps into itself; conjugation by gives the reverse inclusion. Hence is a normal subgroup.
If is an open neighbourhood of in , let , allowing inverses in the meaning of generated subgroup. For each , is open and lies in , so is open in . Every other left coset of is also open. Thus is both open and closed in the connected space . It is nonempty, so .
A quadratic form on is a function for a symmetric bilinear form . Equivalently, and the polarization
is a bilinear map. In coordinates there is a unique real symmetric matrix with . No assumption of nondegeneracy or positive definiteness is needed.
An element stabilizes when for every . By the polarization identity, this is equivalent to preserving , or in coordinates to
This is a closed Matrix Lie group. The Lie algebra of a quadratic-form stabilizer is
To prove necessity, differentiate along any smooth curve in with , . The derivative at zero is .
To prove sufficiency, suppose and consider the matrix exponential . Then
Its value at zero is , so for every real . This curve has derivative at zero, proving the claimed tangent space description even for a degenerate quadratic form.
Equivalently, the condition is for all . For a nondegenerate quadratic form it is the corresponding Special orthogonal Lie algebra. To see the degenerate case explicitly, choose a basis with
Writing , the condition becomes
while are arbitrary. Thus the nullspace of the quadratic form is invariant, but arbitrary infinitesimal maps into it are allowed. When , the formula correctly gives and .