Let $M$ be an $n$-dimensional smooth manifold. An exterior differential system on $M$ is by definition a graded ideal $\mathcal{I}\subset \Omega^{\bullet}(M)$ in the ring $\Omega^{\bullet}(M)$ of differential forms on $M$ that is closed under exterior differentiation. The goal is then to find submanifolds $\iota \colon N \to M$ on which $\mathcal{I}$ vanishes, namely submanifolds for which $\iota^{\ast}\mathcal{I} = 0$. Now, suppose you want to study the existence of a global coframe $(e^1,\dots , e^n)$ on $M$, namely a section of its frame bundle, that satisfies the following differential equations: $$ d e^i = T^i_{jk} \, e^j\wedge e^k\, , \quad d ( F_k e^k) = 0 $$ where $T^i_{jk}, F_k \in C^{\infty}(M)$ are given smooth functions on $M$ and summation over repeated indices is assumed. If we interpret the $T^i_{jk}$ as map: $$ T \colon M \to \mathbb{R}^n\otimes \bigwedge\nolimits^2 (\mathbb{R}^n)^{\ast} $$ then typically (in the cases I want to study), the image of $T$ will belong to a given explicit subspace of $C\subset \mathbb{R}^n\otimes \bigwedge\nolimits^2 (\mathbb{R}^n)^{\ast}$. Intuitively speaking, I think this should define an exterior differential system, perhaps even the most natural one. Using the previous equations as "generators", I can define an ideal $\mathcal{I}$. However, I do not want to find submanifolds on $M$ where this ideal is zero, I want it to be zero on the whole manifold $M$! What am I missing in order to properly interpret this problem as an exterior differential system? Do I have to somehow construct a larger auxiliary manifold for which solutions will span appropriate integral submanifolds? If that is the case, is there a canonical way of doing so? I have thought of lifting the problem to the frame bundle, but that seems to be a sort of a random choice.
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4$\begingroup$ The graph of a section of a bundle is a submanifold of the bundle itself. Your equations define an exterior differential system on the bundle You want a $n$-dimensional submanifold on which the system vanishes and is transversal to the fibers. $\endgroup$– Deane YangCommented Jul 18 at 22:53
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4$\begingroup$ This is analogous to how to write a PDE as an exterior differential system. $\endgroup$– Deane YangCommented Jul 18 at 22:55
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2$\begingroup$ The manifold on which this problem is posed as an exterior differential system is the coframe bundle $\pi:P\to M$, where an element $u\in P$ is an isomorphism $u:T_{\pi(u)}M\to\mathbb{R}^n$. Your equations are then interpreted as $2$-forms on $P$ and you seek a section $e:M\to P$ such that $e:M\to P$ is an integral manifold of the ideal generated by these $2$-forms. The $2$-form $\mathrm{d}(F_k e^k)$ is of the form $\tfrac12\,F_{jk}\, e^j\wedge e^k$, where the functions $F_{jk}=-F_{kj}$ are defined on $P$, and your desired section $e$ must take values in the zero locus of these functions, etc. $\endgroup$– Robert BryantCommented Jul 19 at 9:38
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1$\begingroup$ Thanks a lot for the answer @RobertBryant. I understand but, is there any conceptual reason why that has to be the manifold on which the problem is formulated as an EDS? Or is it simply a choice that works well? Would it be possible that a different choice of "auxiliary manifold" would be better suited for the problem depending on the specific $T_{ij}^k$? $\endgroup$– BilateralCommented Jul 19 at 13:11
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3$\begingroup$ @Bilateral: That's a good question. Basically, my reason for formulating it on the coframe bundle $P$ is that this can be done without making any arbitrary choices (such as, for example, local coordinates on $M$) and the solutions to your problem are exactly the same as sections $e:P\to M$ of this bundle that are integral manifolds of the EDS that I described. I don't see any formulation that is more natural than that. Moreover, the 'hidden' compatibility conditions in the equations you have written are uncovered naturally by closing the EDS under exterior derivative. I'll illustrate below. $\endgroup$– Robert BryantCommented Jul 19 at 13:48
1 Answer
Here's an expansion of my comment that the natural formulation of this problem as an EDS is on the coframe bundle $\pi: P\to M$, which, I hope, will be helpful. Also, because it will match my usual notation better, I'm going to relabel the $T^i_{jk}$ so that the equation to be solved is $\mathrm{d}e^i = -\tfrac12\, T^i_{jk}\,e^j\wedge e^k$. I have to do this, or I will get confused.
I'm going to regard $\mathbb{R}^n$ as the vector space of columns of height $n$, so a differential form $\phi$ that takes values in $\mathbb{R}^n$ can be written as $\phi = (\phi^i)$ where each $\phi^i$ an ordinary differential form. Recall $\pi:P\to M$ is the principal right $\mathrm{GL}(n,\mathbb{R})$-bundle over $M$ (an $n$-manifold), for which an element $u\in P$ that satisfies $\pi(u)=p\in M$ is a linear isomorphism $u:T_pM\to\mathbb{R}^n$. The right action by $\mathrm{GL}(n,\mathbb{R})$ is given by $u\cdot A = A^{-1} u$ for $A\in \mathrm{GL}(n,\mathbb{R})$. There is a canonical $\mathbb{R}^n$-valued $1$-form $\omega$ on $P$ defined by $\omega(v) = u\bigl(\pi'(v)\bigr)$ for $v\in T_uP$. It satisfies $R_A^*(\omega) = A^{-1}\omega$. I'll write $\omega = (\omega^i)$. Note that $\omega$ is $\pi$-semi-basic, i.e., that the kernel of $\pi': TP\to TM$ is the kernel $\omega$. By construction, a (smooth) section $e = (e^i):M\to P$ of $\pi:P\to M$ necessarily satisfies $e^*(\omega^i) = e^i$.
Now, the functions $T^i_{jk}=-T^i_{kj}$ and $F_i$ are defined on $M$, but I want to use them on $P$, so I'll just pull them up to $P$ via $\pi$, but, as is standard in EDS, I won't notate the pullback. Thus, when I regard $F_i$ as a function on $P$, I'll really mean $F_i\circ\pi:P\to \mathbb{R}$. That understood, I am going to write down $(n{+}1)$ $2$-forms that are defined on $P$: $$ \Omega^i = \mathrm{d}\omega^i + \tfrac12\,T^i_{jk}\,\omega^j\wedge\omega^k \quad\text{and}\quad \Phi = \mathrm{d}\bigl( F_i\,\omega^i \bigr). $$ If $e:M\to P$ is a coframing of $M$, then $e = (e^i)$ satisfies $e^*(\Omega^i) = e^*(\Phi) = 0$ if and only if $\mathrm{d}e^i = - \tfrac12\,T^i_{jk}\,e^j\wedge e^k$ and $\mathrm{d}\bigl( F_i\,e^i \bigr)=0$. Thus, if $\mathcal{I}$ is the differential ideal generated by the $\Omega^i$ and $\Phi$, then coframings satisfying the desired equations are exactly the integral manifolds of $\mathcal{I}$ that are sections of $\pi:P\to M$.
To see what this buys us, we need to see the algebraic generators of $\mathcal{I}$. For this, we need to observe that $\mathrm{d}F_i = F_{ij}\,\omega^k$ and $\mathrm{d}T^i_{jk} = T^i_{jkl}\,\omega^l$ for unique functions $F_{ij}$ and $T^i_{jkl}$ on $P$. (These new functions will not be functions on $M$ unless they are identically zero, i.e., the functions $F_i$ and $T^i_{jk}$ on $M$ are constants.). Using these functions, we compute $$ \Phi - F_i\Omega^i = \tfrac12\bigl(F_{kj}-F_{jk} - F_iT^i_{jk}\bigr)\,\omega^j\wedge\omega^k := \tfrac12 A_{jk}\,\omega^j\wedge\omega^k $$ and $$ \mathrm{d}\Omega^i - \tfrac12 T^i_{jk}\,\Omega^j\wedge\omega^k + \tfrac12 T^i_{jk}\,\omega^j\wedge\Omega^k := \tfrac16 B^i_{jkl}\,\omega^j\wedge\omega^k\wedge\omega^l $$ where $$ B^i_{jkl} = T^i_{jkl} + T^i_{klj} + T^i_{ljk} - T^i_{mj}T^m_{kl} - T^i_{mk}T^m_{lj} - T^i_{ml}T^m_{jk}\,. $$ Thus, $\mathcal{I}$ is generated algebraically by the $\Omega^i$, the $\pi$-semi-basic $2$-form $\alpha = \tfrac12 A_{jk}\,\omega^j\wedge\omega^k$, and the $\pi$-semi-basic $3$-forms $\beta^i = \tfrac16 B^i_{jkl}\,\omega^j\wedge\omega^k\wedge\omega^l$.
Now, pulled back to any section $e:M\to P$, the $e^i$ are linearly independent $1$-forms, so it follows that any $e:P\to M$ that is an integral manifold of $\mathcal{I}$ must pull back the functions $A_{jk}$ and $B^i_{jkl}$ to be zero. In other words, $e(M)$ must lie in the zero locus $Z\subset P$ of the functions $A_{jk}$ and $B^i_{jkl}$.
For any $n>1$, it's easy to construct examples for which $Z$ is empty. Just take the $F_i$ and $T^i_{jk}$ to be constants for which some $A_{jk}$ (which is also constant in this case) is nonzero. When $n\ge 4$ and the functions $T^i_{jk}$ and $F_i$ are chosen generically, the set $Z$ will be empty, so there will be no solutions to the problem in such a case.
Finally, one nice thing that may not be immediately apparent is that the equations $A=B=0$ are actually more tractable than one might expect: If one chooses a 'reference section' $\eta:M\to P$, then we can write $\omega = g^{-1}\,\eta$ where $(\pi,g):P\to M\times \mathrm{GL}(n,\mathbb{R})$ defines a trivialization of $P$ as a $\mathrm{GL}(n,\mathbb{R})$-bundle. Then $F_{ij}$ and $T^i_{jkl}$ are actually linear in the coefficients of the matrix-valued function $g$, so it follows that $A_{jk}$ and $B^i_{jkl}$ are linear in the coefficients of $g$ as well, i.e., the 'fiber variables'. Hence the locus $Z\subset P$, when nonempty, is actually not very bad. It could even happen that $\pi:Z\to M$ is a smooth submersion, and you can now simplify your problem by looking for sections $e:M\to Z$ that are integral manifolds of the ideal $\mathcal{I}$ pulled back to $Z$ (which, by the calculation above, is generated algebraically by the $2$-forms $\Omega^i$). When $n=2$ or $3$, this is actually a reasonable thing to do; you get an exterior differential system that has a reasonable structure.
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$\begingroup$ Thanks a lot! I am studying your review "Notes on exterior differential systems" and now I understand that I am precisely in the situation that you describe on page 17. In particular, Theorem 4 in that review is very useful for me. Since there are no citations there, I don't know if this is new material or if it can be found elsewhere. Do you know of any references where that particular situation is further explored? $\endgroup$ Commented Jul 22 at 20:04
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$\begingroup$ @Bilateral: If you look at the final section of those notes, you'll see several applications of Theorem 4. I don't know any other place where Theorem 4 is stated explicitly in the form that I gave in those notes, but I confess that I don't know the EDS literature of the 1930-40s that well. Because the proof of Theorem 4 via Cartan-Kähler is so straightforward, I believe that some version of Theorem 4 was known to Élie Cartan (and I'm sure that he would have regarded it as 'obvious' after Kähler's extension of Cartan's existence theorem to differential ideals generated in arbitrary degree). $\endgroup$ Commented Jul 25 at 9:01
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$\begingroup$ Thanks a lot. It is quite fascinating that these powerful results were known so long ago. Discussing nowadays with some mathematicians it seems that the power of the techniques of EDS is not so well-known and is considered to be a "hard topic". I was wondering if the cohomological techniques you developed in "Characteristic Cohomology of Differential Systems (I): General Theory" are relevant to the EDS of my question, namely if there is any non-trivial cohomology associated with it. $\endgroup$ Commented Jul 27 at 13:26