GROUP THEORY AND DIFFERENTIAL EQUATIONS L, Marine 1959-1960 University of Minnesota 1. Historical Bac! Te theory of groups in the first half of the nineteenth century played a central role in the development of mathematics, In the theory of equations the analysis of substitution grouns on the roots of algebraic ecuations by J. Lagrange, P, Ruffini, N. Abel, and E, Galois culminated in the proof of the insolvability of the general quintic equation by radicals, In geometry, the projective group, as interpreted by J. Foncelet and A, Mbbius, Led to the creation of vrojective geometry as a structure independent of Buclidean geometry, Also the non-Buclidean geometries of N, Lobachewski, J. Bolya, XK, Gauss, B, Riemann, S, Lie, and H, Helmhotz emphasized their own groups of motions rather than the Buclidean motion group. Even in Buclidean geometry W, Hamilton, W, Clifforé, H, Grassmann, and A, Cayley were investigating new invariants of the group of rigid motions. ‘Thus the study of transformation groups and their invariants was well established in 1872 when F. Klein announced his program at Erlangen to cast all geometry in this intrinsic form In 1869 S, Lie wrote some notes on canonical forms for first order, non= linear, differential equations. He continued working, sometimes in conjunction with F. Klein, until in 1874 I1e obtained the basis for their differential invariants, ‘he classical formlation of this theory is found in Theorie der Trensformationgruppen, 8, Lie and 7, Engel, in three volumes, 19A8-1893, The results immediately apvlicable to differential equations are inDifferentialeleichungen mit Bokannten Infinitesimalen Transformationen, 3. Lie and ¥, Scheffers, 1991, A simplified English version of this latter is An Introduction fo the Lie Theory of One-paraneter Groups, A, Cohen, 1911. Also an important contritution to the classical theory is found in the text by L, Bianchi, 1903 (reprinted in 1918). ‘The study of abstract (as distinct from transformation) Lie groups was pursued by W, Killing, 3, Cartan, C, Chevalley, and L. Pontrjagin. A survey of this modern theory is found in the texts on Lie groups and Topological Groups, respectively, of the last two authors. In recent years important work on Lie groups has been done by A. Gleason, H. Yamabe ani many others. The text on Transformation Grouns by D, Montgonery and L. Zinpin returns to the analysis of transformation groune, but uses the modern techniques of global topological groups rather than the local groupe of S. Lie, later in this course we shall deal with the monodromy group and with the Galois or rationality group of a linear differential equation, The former concept was introduced ty B, Riemann in 1856 in a paper on the hypergeometric equation and then develored ty L, Fuchs, L, Schlesinger, D, Hilbert, @.D. Birkhoff, and quite recently by H. RBhrl, The rationality group was invented independently by E, Picard in 1883 and B, Vessiot in 1889. Recently this theory has been incorporated into differential algebra by J. Ritt and B. Kolchin. 2. Examples of Different Types of Differential Equations and Transformation Groups. An ordinary differential equation, say in the real plane R , is geo~ metrically a family or network of curves, the solution curves of the equation, We say two such differential equations are the sane, or of the same tyve, in case a one-to-one differentiable map, of the domain of definition of the firetequation onto the donain of definition of the second equation, oarries the first curva network onto the second, That is, we change both dependent and independent variable and seek a simplified canonical form for the differential equation. The canonical coordinates, in which the differential equation is to assume the simplified fom, is to be found from a study of the internal symmetries of the solution curve family. Technically, wo find transformation groups, say acting on R* , for which the curve family is an invariant (thet is, the family as a unit is an invariant -- the individual solution curves are permuted about under ABe ARTE RTA ST WAND sees Pe GRE te invariant differential equation into a simplified form fron which i+ oan, for oxanple, be integrated by quadrature alone. Tho classical theory of S. Lio is purely losal and refers to a region in the ples R” For the first part of these lectures wo follow the notho’s of Lie. Examples of types of differential equations (no proofs). a 28 2 (88) %ae not edotrmant se 7H, «£4 =(28)*t not cautmatont to dE oo (that is, no local diffeomorphism (x,y)-> (u,v) carries this equation to 2 13 a S420). However, y" = Acwgy g? te equivatent toy it Anz O, 2. 4 = 4g tom y/as not equivalent to 4" = Pay’ + QE + ROO. 3. 4 F(a4)is equivalent (Locally) to 4ro- Examples of transformation groups on R*, a. Tey 2 7 he get (translations), TsT, = Ts,4 is the XH =% group property. An invariant of the geometry under this group is @ curve family “ = £cx) , which is integrable by quadratures ei {Seo aeoe Here the slope {(x) 1s independent of y and hence y'= ¢(x) ie invariant under this translation group. Re KE KR coat -y ent a Th (rotations), TsTo = Vee Ym Ye Kat a yout yesy arteyey’ where “J 4s the angle Invariants of the geometry are curve families = fintay). between radius vector and solution curve — this is invariant under a rotation about the origin. xx e xd 3. TAs yet ep (aiiations), “Te ct Tere. Invariants of geometry are y'= SUy/x) , homogeneous differential equations. Xe KS KER at a yory=y yay yes (two parameter commtative group of translations with general group element TeRs ). Invariant of geometry is y" hcyy . Here Luyy) = Sy!) ds invariant under the rigid translations of the group. let v= y’ 80 \v' = S.v) 5 integrate by quaératures to find Vix) and y= Svurdx . x) 1x\ a b\ (x) s (3) aah |) = (Ve a}ly) ,24 bere Coonan tinenr erous). This is a noncommutative | peraneter group, GL(%,R) acting on R” aur by + . 6. vec dea 4 Affine group on R© . This isa 6 parameter non commutative group.6. OO as His ME Tony PRE arkeiary ae ee | MX + Ogg Fg 1S) G,% Faey Faq ‘ Pt ae (projective group of 8 essential parameters), Take (%,q) near origin of R* and uso only projective transformations near the identity -- this is local trans- formation group. Invariant of the geometry is 4" = © , solutions are all Lines. with complex numbers 46- By #0 This is the 6 (real, essential) parameter conformal local transformation group ih elle bene a5 ona plane region. Invariant of the geanetry is req Or yt ye ] =a, curve family of all circles and lines. 3, BXAMPLES OF ABSTRACT GROUPS Definition. A group G is a non-empty set of objects together with a binary aw of composition satisfying: 1. There exists a unique element O such that a+0= 04050 (er Faia: aistea =a) For each O there exists a unique element (- ©) such that Orl-Oa) = ayteazo (oy Je 9: ade casi) B (asbd+e= at lbo+e) (ow Cabde = albe) ) The group is abelian or commutative if ao+rb=eb+a (or ab: bain the mitiplicative notation), Example. 1. Tho real numbors with addition, R' . Same as positive reals R', using multiplicatio: Definition, A funotion Wz GH (into H ) suck that h(3,g,) = Wg. W(go)6 is a homomorphiem of G into 4H . If h 4g one-to-one onto G , then bh’! 4s also a homomorphism of G onto H . Exercise. hlOgy = On and A-a\=-0te). Also RRL ty Bow = e* is an isomorphism. . The cirole © , complex numbers Z with \2|= | under multiplication, 3 «OR with vector addition. 4, Set of all Linear transformations of ®” onto ” , pick tests in ®) then this is teomorphic with GLOW R) ¢ Girbye= Cum, det Wireo. 5, All affine transformations of line Ro, x>axtte ,e#e . Tsomorphic with subgroup of GL(2,R) of form CS By : Definition, A subset HC G which forms a group under the composition law of G isa subgroup of G . 6. All affine transformations of R°, «= x) = (ee , det layy# o, teonorphic with subgroup of GUCM+LR) of form CG & ) o lls 7. All linear transformations of ® with Buclidean inner product preserving length. Pick orthonormal basis in R” , then isomorphic with on); A= Lari) = § o = 8 + Subgroup with det =41 is with Fh, Oyen or SOC). 8, ALL Linear transformations of R” with Minkowski inner product. Pick orthonormal basis of R” , then isomorphic with Lorente eroun \(n) mI Cpe Biok mia an ys iy Ba «se Oral tele Ft Ohne Bay Bye eo: + Sen Ol, 403, t+ ++ + Ohye tb i woes with é ae ee ee a ee Gy, Gag 1 et am and each pair of rows orthogonal, wy 7 FO ki bee FOO =O. Subgroup preserving orientation (det = +1 ) and future time sense 2,7! is proper Lorentz group Lptn>9. Al1 Linear transformation of vector space where two transformations ere considered the sane if they have the same action on a set of rays through the origin (on nrojective svace P” ), Pick basis, then this is isomorphic with GLOW RVeman= P&L, RY where C(ns)) are scalar matrices. Let N be a subgroup of G . Then G~ Gp incase the (left) cosets Nand q.N Meoineide” is an equivalence relation which yields the coset decomposition of « . Ie gug is the coset \ , for each 4° GQ , then \\ te normal (or invariant) in G and we define the quotient or factor group as follows: The elements of G/N are the left cosets of N and the composition is well-defined by CQN)QQ NJ = YAN «Also CG G/N by am aN ie a homomorphiem of G onto G/N Tg 4.) GH 4s a homomorphism of G onto WW, then Hio)- Nis a normal subgrouv of Cand G/xi 4s teomorphic with 1; ina natural way. These results are all contained in Pontrjagin, Topological Groups, Chapter T, 10, All quaterntons with unit norm 24 bi+ca4dk where i Yoaed (and cyclic permtations). Also the real coefficients satisfy a7+ Ly 24s |, Tais group is the spinor group Spin 3, Vote, Hach of these above 10 examples are Lie groups. They bear a natural geometry, which is that of the curve, surface, or manifold and (locally near the origin) the points and their group mltiplications are given easily in terms of a finite mumber of local coordinates. Mote that S' and R! are locally isomorphic (technical definition later) and thie te also the case for O, 3) and Spin 3. 11, 11 homeomorphisms (one-to-one and bicontinuous maps) of plane region S < R* onto © forma group — not a Lie group,a 12, ‘Consider the torus 7°(5,,9:) with ©, an S' and ©, in S$! ont componentwise addition, that is T° > <' x. Thie te a Lie group locally isomorphic with the plane K* , Consider the subgroup N of +* corre- evonding to the line y= \ in @*. Then N 4s a one-to-one contimous image of ©’ in and oN is dense in 7" . Let ‘be the smallest group in 1% containing \ anda point Pe TN . Men H 4s nota Lie group for it is connected tut not locally connected. . Qne=paraneter transformation groups on Definition. Let © beanopenset of R. For each “© let @ homeomorphism of © onto © yye cP in en O 0 ond TT: gy) = “etss€,4)9) yy 2 whee 5) for all z,t eR! at Leggy eS = Then the functions ir,x,4) ,~9K.44) define a one-parameter transformation group of @' actingon S . A one-parameter transformation group is described by @ homomorphism of ' into the group of homeomorphiems of © . Mme 1, = 1 (identity 3 ey map of ) and e?(hy ° Exenples x K on O= R* , translation group, Naver2 XX eet -yent on Ro, — rotation group. NoP Rome y cot 3 x xe on & , dfalation group. yorye ox Sy Ly Definition, A differential system (or vector field) Ut Hi S'.4) = yrs) in ©” in Oc R* 4s called an infinitesimal one-parameter transformation eroupon S Remark, Let UW i= Sty), Y= 44,5) de an infinitesimal transformation group on § and assume that each solution curve is defined in © for all —w< t< (this 1s always the case if 3 is a compact manifold). Let (t,x YK x4) be the solution of U through (x-,y.at f= 0. Then Ole e4) We,x,y) define a one-parameter transformation group | ‘(on © , which we say is generated by \ . For certainly ott,x,41,V,%.4) © c™ in Rix . Also zs = PRS Ho.4.3, ESE, HD) Se VSte Kee = Qh eset, KK Wh see, med), Thus, for each fixed t , acsttsx., yd = Ses) evER, ay gyre shes) is the unique solution of \\ through LE, HD = Ky WL, He) at S= 0, Thus we have #684 Re yee @68,%,9)) VCSEL, ge) = WES.K 9.) which is the required group property.generates the translation group. generates the rotation group. generates the dialation group. 4 0, Y=N% has solution through Xs,4.20 of K=%e, Y= BIE which 1s defined in R’ only for << -- - Mme thie infinitesimal trans formation group does not generate an entire transformation group but only a local transformation group. Definition, Let © be open in R™ and let 44), VK4) bein CP in a neighborhood of >< © in R'x © and satisfy @ ls, BE, *4) WKY) = est tyey) UUs, @ URN WEED) = yistt 54) wherever defined. Ascume that for each compact set K C © there exists a te > O such that for (tic ty and (x,4)e K the map ey) LL (ess Th a) ee ie a homeomorphism of K onto some Ky c 6 + Then the functions QR 4) Wy) define a local 1-parameter transformation group on © . Tote. We identify two such local 1-peraneter transformation groups ta * yl dn case they coincide on some neighborhood of o<§ tn «Tt te easy to verify that <.o,x,5) =%, Wlo,x,y)=¥ and that T= CTS! wherever defined. Theoren 1, Fach infinitesimal L-paraneter trensfornation group on © generates a local l-perameter transformation group on © . Also each local 1-rarameter transformation group on © ie generated ty one and only one infinitesimal one-parameter transformation group.=11- Proof, Tg Us *= S044), 4 = Qbey) te an infinitesimal l-parameter transfor pation group then GiAx,4),VL HY) » where @ CL, x2.) ULE) te, 40) is the solution of U through (4.,4,) at t= 0 4s @ local 1-paraneter transformation croup. Yow let (T.{ eax) and © (4,¥,4) be @ local 1-parameter transformation group on 8 . Define the infinttesinal generator U of {Tx w k= [ema] Mme 9. 60,%,4) = FLAY) Worayd= Quy) and we mst show (where defined) Fousd , Y= Bey) = F Careeyy Ole 9)) Wg) = BEE KY) WED), Now ist, x4) = @LS, CL HY), WEK,* 4) y see, 8) = OLS, ah 29), WEED), Ts eg ise ey y) = BES, GY VE MVS BLE, RAY) = By L9H) YE DD Trae Ce) = FEES UYLE DY and similarly 4g, Ce, BYE GEER EWS) as required. The uniquene! of the infinitesimal generator of a 1-parameter local transformation group is obvious since distinct vector fields have distinct trajectories. @ 3. D. Note, The critical points of U are points of S where YC¥.,4. Other points are regular. A trajectory of U consists of a single point if and only if that point isa eritical point of VA.12+ nee Definition. Local 1-parameter transformation groups | T<{ on Q andile) on 6! are isomorphic in case there is a diffeomorphien of © onto 6’ and a constant factor change in time scale in @' , which carries the transformations of (1{ onto those of [71,/{ (where defined). wy he Bemark. The only continuous isomorphisms of @' onto R' (or even local iso- morphiems) are t+ ¢% fora constant © #0 . One sometimes permits only orientation vreserving ‘somorphisms, ¢ > 0. Theoren 2, Local 1-paraneter transformation groups (7, in © and {7/{ in ©! are isomorphic if and only if there is a diffeomorphism of © onto ©’ which carries the infinitesimal generator LL of [7,{ onto cl’, where C¥0 and Ll ie the infinitestmal generator of {T/$ in © . Definition the differential operator (on C°%CO)) We VeasrS. + gs0) Sy is also called the infinitesimal generator or "symbol for the generator" for the local group generated by ee Foy Y = ghy4d. The local transformation group is often written SM. where ey. ee yd = Tet Ws k= Sexy) ,)=9uy) de real anaiytic Co in O . et Aceyve C7 an S and define A CKx 4) = ALE cera), VE 4d) using the local group generated by U . Men LF a Be SE ane LES cmp tcesy Seeanrs Bebe goae bb, In fact, thie equation could be used as a definition for WL. Assume ‘Then wl] = 5 [Fae wom pemmouesesraee|yais. Thus wo wn Ri Beers ag) Hees, 14) | Sie) or * ah Uh = | L ae teo * Therefore, by Taylor's series for small | t/ 2 2 4 2 A 14) = Ay) +e tuh + * wh + Eulhe any or Feng 2 ek Rony, If we let nex, yy =x so hit, ay) (4, %, 4) then ®t, ay) = ety adatso YC 4 YD = ey Note that the concepts of a one-paranster local trensformtion group, its intinttostnd generator, andthe smbot or oporeor M2 $y tg Fg ae all defined without reference to tha coordinates in © and thus thoy are con- cepts of differential goometry, a ee ms 4 = BS Example, gorge 35 Avy Ket -yaint Ty % ms Ue-y So rad yo? Keint + gees t % oy + 2 a2 x>ne me ue tet 8 og eaee® 80 e“* x = Ketae ta, aes = xet tu 2 & = CUS TSP at arg tee: ee Let = a. 3 be the 4 me sy u Feayy 5 3M&g) a @ the infinitesimal generator of @ leparaneter local transformation group on © . Note that uz (ux) By + ertUe + reer , we (3) => (0 pe a diffeomorphism of © onto O/C Rt or ‘a change of coordinates in © . then the infinitesimal generator wi ke Soy, $= ay) » in the new coordinates, a Qu ye 2 av Nee ee Seg, Va te Re or ae a. 2 anv a su * ay 4) 2. + (oss ae . This can be written we UDR OOH. meorna, tet Ut tS, +g By dean inttnitentmar transformation group in 6 . let P< © ea noneritical point of WW. Then there exist local coordinates near Py (thatis WUY),Vvoy)e c” with | 2a) | ae = 2 | ale 2 terms of which UL = >) Proof. Consider the local transformation group @(t)<.4), 9 t,x,4) generated ty VW. Tet L bea Line segment through P orthogonal to the trajectory of the local transformation group through P and let u be the distance along L measured fron ©. For each point Q!\x,4) near PF define Wix,4) las the intersection coordinate of the trajectory through Q with L and let Vix sy) de the value of L which carries thie intersection point along the trajectory to Q, Then (4,V) are local ( ©” with C™ inverse) coordinates near P and the trajectories of the transformation group become Thy wee ye VE so U2 2 ‘ : BV a HD. Invariants of one-varaneter transformation groups on R%, Definition, Let Us $3.44 x ve the infinitesimal generator of a 1-parameter local transformation group in © ¢ R° , A function Rixyye C™CG) te im variant under the transformation group in case 4(x,4) 8 constant along each trajectory of Win GO , Theorem 4. (x,4\¢ C°C8) ts invariant under the one-parameter local transformation group generated by UW = 3,4 % Sy » if and only if use zoom 6. Eroot. Te ® x49) team dnvartant of U, then ALe,x54)= ALatd x4), ey) ua, 2 aa 1s indepentent of 1. Matias Buxyy=o . mt (al Mus Wt for each ixyjeO . Conversely, suppose WA EO in Gy Ten Beas Rey) = HL OLEAS, Hoe), VULES, HH Yo) ee KMS, He, MVE BC@CSI KU YESH) where X= @LAS KYL), Ms 24 (4,4, 4,) = 0 for each \ , where defined. ot = WU, Xe 40), Let] ee. =o. Q BD SON) | vhere MCX 4) and - Mo, 4) Nux,4) © ©” in © and do not vanish simltaneously, is a differentiable Definition A dteterentiat equation 2: line element field in O , dw Hote. We often write a first order differential equation as 4, = W6*.4) ‘tut we mean a line element field where vertical line elements are allowed. The-16- 4y 2 solutions of SY = w(»,4) are C” curves — not parametrized or sensed. Definition, A differential equation D: a =o Ter or oY Moogrds + NGGyddy =O in Ge R* 4s invariant under the local 1-parameter group (Tet generated ty UL = Foy) By guy) St case each diffeonorphien of an open set ©, onto ©, c © , effected by a transformation of {T.}, carries the line element field of ) in 6, onto thatof S in ©,. Mote. If D ts invariant under (1,{ then the solution curve fantly of S is mapped onto itself ty each transformation of {1,3 , wherever defined. Definition, The manifold %(S) of line elements of G@ is a differentiable 3-manifold wnich is diffeomorphic with Gx S' , ina natural way, The pro- jection « :£(6)~ 6 (onto) is differentiable and for each point T'(P) 4s the set of line elements based at P and this is diffeomorphic with S' .. A differential equation 8: Mixjy)dx + NOxyly = o (ment 50 in 9 ) is a differentiable surface in £(©) above © . That is a differ- entiable function 2:6 > £(8) such that 12 = fdentity, Remark, In %(©) we can use local coordinates (x.¥,¢) (where p= % is the slope of @ line element) and also another local coordinate system in obtained by interchanging x and y in the coordinates in GO, A diffeomorphism UaUg), VevEny) Between open sets 6, ©, ¢ GO induces a diffeomorphism vetween 17'S, and w' 8, in Z(G). In local coordinates the induced aifteonorphism t8 66 55,¢) + Gaya) where aca un) vy av qe — «= ae ducnyuo) wy as ax * ay @ A local transformation group @U,x,4), Wer xy) 3 © induces a local-17- transformation group in “(S) by Gayi@) — @Le%y), WH), EOE RY, ve) where, in local coordinates, avi wy) ay bey) es Se * ay FO 2g ae * SH + Be Theorem, let W= tome, vg) By de the ineinttestmal generator of a local 1~parameter group on © . ‘The infinitesimal generator of the induced local I-paraneter transformation group in S98) is Woe Sony R + gh B+ boos, e Be where (in local coordinates) «-Be -@)e- ye Aye = Proof, The induced transformtion group is @UE%Y), WLL,x.y) and Leayale MP 2e\ = Su, av eet eae? even * wo) (SO) = WO? [Woe tye yne tae) - ceerwnlaaiene t)] ls CR # eee mus QGo4,e) = LM ESP) -i Ct tye) T as required, Q B.D. Mote. A’ is called the once-extended infinitesimal transformation group. Theorem 6. A difgerential equation 9: We yddx VN) dy =o (MN DO in & ) 4s invariant under the local transformation group generated by-18- if and only if the surface © in (8) is invariant under the local group generated ty \\’. This occurs if and only if the vector field of \’ is everywhere tangent to the surface & . If, in local coordinates ‘x,\,7) in 7) , © te the surface p= wiry) (or winy)=- St), then 9 to invariant under \. if and only if Ui'[ y-wiy] =o at points of BS . Proof, It is clear that is invariant under the transformations generated by U if and only if U! is everywhere tangent to the surface 9 in 4(9). ‘The tangent vector {,5,# 18 in the surface q= wiry) Just in case Pew eyewye hi) se of Woe-wenyi zo on OD. QED leaves y/= $(x) Invariant. > wy eed cords + invariant. invariant. Theorem 7, Let the differential equation 8% Mixy)dx + NUxg)dy =o (MFENF > 0 in S )‘%e invariant unde# the transformation group eonerated oe Sard, + griur dy + Asmume the trajectories of Win © are nowhere tangent to the line elements of © , that is, PMs gute. men ye Tae QN is an integrating factor for 9 , that is, 5 am)-19- Proof. We verity («M)y = (4M), near a point Pe® and assume NOVY) #O near P otherwise M(%44> # O ana interchange the roles of % and 4 ana use other local coordinates in &(G) . i toe U'L-p eH] 20. on 1B sn tne aubeot ot LCG) aytng above a nasgivernada io (O' ., cma M 2M a 4 BAGH + ag) + ga+ Cay- Soe - ero whore 2p = 7 $3) + 6 GG) + grag CR) -4,GR) = 0 Adentioally in (%y) naar P in O . But this is just the assertion (eM) = Camry - QED. Remark, The condition that §M dx +N dy 4s (locally) independent of the path doas not depend on the local coordinates in which the differential Max +Ndy is oxprossed. Tus moar P&S solact local coordinates (sti21 called (x,y) ) so thet wee Then Nixyy tO nar Po and MOU 2 win) or Ming) =—wied Novy). Thus we must show that Now) mt te is an integrating factor for —Wix)Niay)ydy + Ning agro N&e) < But certainly — wlaydin ras is locally exact. Bxampl. 1, Linear differential equation a + Plw 4 = Qin) Grou ws @ PSX ge Fe 28d -Sedx u ay - Pme oe Integrating factor Spas OP Bx 7 POY = ays | sHoi-20- Grow U= [asp §s-0 em de] g? 2 ws [ere Sie) sets Bend | 2 Ye ep Sue Dente sie Homogeneous equation + [ts-0 Pay) Caney syle peg F (Be) Grom us eS Eg Be wWeat aby m= (-x%Fo gy! 4, Variables separable te 2 4! = Peo'Pey) i 4 , We Yop dy Fee -L. ¥eg) Group ys Yep Be Integrating factor 4 = Theorem 8. Let BF: Miay) bx 4 ND = 0, Hoobs invariant under the transformation sroup gororated by Uz Fem gy By + gragrBg in ©. tat PEO vee non-critical point of WU . Then ina neighborhood of P there exist local coordinates (canonical coordinates of U ) in which we obtain jo f) wwodv- duso oe 7 t ay £ € £ ie wl) #0, Proof. Take local coordinates Wi44),Vi%s) near P so that U: 45 . Then ‘the slopes of the Line elements of A do not depend on V . If the lim ele- ment of & at P is parallel to the V -axis, write duo Qed. Here & can be “solved by quadratures” in a coordinate system determined by the infinitesimal group U .-2i- 6. Canonical forms for certain second order differential equations, A first order differential equation G1 Mexyldx + Moe, y)dy =O CAE ENF A te Or) is locally equivalent (under change of local coordinates in 9 ) with =o. Not all second order differential equations y/ are 80 woe yy’) equivalent to y/2 oO . let © veapointin dco and let Oi x(t), y(t) anaG: 40), /(t) o. Wessy ¢ and & define ye differentiable curves through © at ¢ the came line element at © in case they have linearly dependent, tut non-zero, tangent vectors at ©. If © and G have the sane line element at / , choose new coordinates X,Y) so that ©! y= ocx) and: Y= F(% past 4 through 2: i=2,Y=0. We say © and € define the same curvature Line element incase to) and Go) are equal. Thus, in appropriate coordi- nates near / , a curvature line elenent has four coordinates x,y p=y/~ The manifold &(G) of all curvature line elements of G is a differ- entiable U-manifold, diffeomorphic with Gx 5’, .@/ ina natural way. There is a differentiable projection ©: K(g)-» Z(@) such that o %x,, 4s diffeomorphic with /@’ for each point (x., y,,p,) in MCA) . Definition. A second order differential equation, written y”= wiry y'J isa differentiable mp w: 5S —~ K(O) , where s is open in (0). such that ow identity on S . Mme y"wexy,y/) 18 8 3rsurface in KC@) lying above an open set 5-9), A diffeomorphism of open sets 0, > 3, in * induces a diffeonorphisn of <(G,) onto X(G,) and also «(O,) onto K(G,). In local coordinates 4y) > Cucny), Veqy)) intuees gp — x + We eau ln? ky P ¥a ss — Litvn APHE ARES agit Manat steve aol next Lesnar mms an I-peraneter local transformation group, generated by X= Med + zn on @, induces a l-parameter local transformation group on # (©) with infini- “Ll pe S a teotnal generator "= 6, + 95, + Rp ip ho yen)e, where Aeayp) = ant Gy-Lle- tee and bey) = Re t Ry BCA D - “fy ign or AG pO te) = Gra 2 BCL Gry fea) + ¥2CQyy thay) “By the (yee Sh) Definition. Let y% wix,yy!) be a second order differential equation over Se X68) andret U= £04y)% +7 generate a local 1-paran- eter transformtion grow {Zf in TSCH . men y~=weyys) 18 invariant under i (or under the transformations generated by 2 ) in case the curvature elements of the differential equation are carried onto curvature ele- nents of the same equation ty the induced transformations of {7:/ , wherever defined. Theorem 9, Let y“= w/tx,y,y'Jbe a second order differential equation in K(o) over an open set SC 470). let Us HepB. +g74)B, generate a Local Leparameter transformation group {%/ in 7S CG . Then yEwmyy/) is invariant under 7%} in c 48°35 45g rbS, 18 every where tangent to the hyper-surface of y= wex,yy') in KC@). In local coordinates (x,y, #70) thie occurs if and only if "CA -winyp)= 2 wherever = WOx,¥,p) + Bamle. y"> PlK)Y’+ QU y + ROD in C° over -w constant, Then -y#- x92 0 which ts impossible, Thus y/= xy + tary’ is nowhere invariant under @ local 1-paraneter transformation group, Therefore one cannot introduce new local coordinates in an open set in &* , Xéx,y/, Vex y) so that (near the slope 7 < ¢, ), this differential equation has a solution curve family which is diffeomorphic with the solutions of v= uJv/sQ(u) v4 Ala), Examples. Consider a) G23, atte , F woayy invariant under Ten yo = wy), Set y’ for quadrature.~2he Then ye ewouy') . Then ef Oe - we?) + Then y= wen? and solve by quadrature a) w= 5), Wax Reve. +2 rye 2 Ten w=wex,y) . Bt Us exB ry d,-n ZB, - Then eh Us Ce ~ Wha px = 0 nore = weg), Ts «Sieve? in Gop). So we “MA . Tus ye SOW (or y% = 0 ). Let so v= “VA and solve by quadrature, a) UB, wry. Men y's weay) « Bab WU =y¥ 5+ 7B ve Zh, : Then det (ewe?) = -P BY, +a 0 where & = win, Je ‘Then “eB ew Py in (op) . Tus we Cl @ . Ten y%= cca y’ + Let yiovo so V/s ctx) v and solve ty quadratures. The pair of infinitesimal groups a.) and c,) have non-tangent trajectories whereas b.) and 4.) have tangent trajectories. But a.) and c.) are different in that fora.) [&,%eJ= U4 ia-Mmu, = 0 whereas for c.) 4M I]= Uwy-yu,= Uu, + Also d,) and d,) are different in that for b.) Cay Vet = We U2 ~tn,= © whereas for de) Léjuil= au, - Meu, = %, ‘ Tt will be shown later that cases a.) d.) c.) and é.) represent all the parameter local transformation grouvs on 7. Thus a second order differen- tial equation which is invariant under a 2-parameter local transformation group in ©@* has a canonical form which can be "solved by quadratures." It is interesting to note that the cases b.) and d.) yield the canonical forms y’= w(x) and y= y’ which are linear and which are known to be equivalent to y” =o.-25= In <(3) there is a distinguished cl of non-singular differentiable (non- parametrized) curves known ac line-elenent unions, ‘These are the vertical fibers (xe, so, Po) and also the lifted curves of non-singular curves in (/ , that is xtoyce).P= Y. Mme all differentiable curves «(ty yit), ec) with Ateytn pF > 0 amd Y-E% 20. Definition, A contact transformation of an open set SC <¢4) ts a diffeo- morphism of S onto itself which (together with its inverse) preserves the claes of all unions of line elenents, Bach diffeomorphism of O onto itself induces a contact transformation of “ Me t¥ X68) onto tteelt, Cuye) = (Hoe), Vor? a ). ban ty Let D2 Cxyg)—> CZ yp), VRP), xy, p ) dew contact trans formation, in local coordinates, Then each union x(tJ,y(¢), #(¢) with KAjee pop amd Y -p~k =o mst transform to a unton Here Lree yee) Yee), Pee) » Ms Y-PX =O , this is guaranteed if ay -po« rxyeloY- P/zZ] fora positive function COx¥p) + Example, let S be -m x along each solution of “=v so that the map is a contact transformation, of, le and Scheffers Berthrungstransformationen, p. 83. QB. De Note: y”— cy")+ 4s not equivalent to y”= 2 under a contact trans- yi formation, ef. Bey traneformationen, p. Bb.-27- 7. Topological Groups. Definition, A topological group G is @ group which is also a Hausdorff space and 1.) Rye sy Mw Grea ra Gs 2.) are contimous, Note, An equivalont definition merely requires the map + x'y: OxG 4G ve contimous (using the vroduct topology on Gx @ ) Remark, For each g G , the maps xo gx, bgt 7a <9, 2 G6 ont eo hie are homeomorphisms of G onto © . Thus each point x of @ has a neighbor- hood //, honeonorphic with a neighborhood of the identity Me = x"! Me Examle. <” with vector addition. 7" with angular coordinate addition, S’, Spin3 GLby, RP), O6w), Lond aunt 4) wine 40, not a topological group. not a topological group. Definition, Let <, and G, be topological groups, An abstract homo- morphism “/ G, > (©, , which 4s contimous is called a homomorphism. If £ is also a homeomorphism of G, onto then / is an isomorphism. An isomorphiem of @, onto itself is an automorphism, For each g=28 is an (inner) automorphism of G . Definition. A sudset 4/ of a topological group is called a subgroup in case +/ 18 a subgroup of the abstract group G and, with the subspace torology, / 4s a topological group. Definition, Let G, and G, be topological groups. Then the abstract direct product group x» @_ with the product topology, is the product topo- logical group. * (n factors). Theorem 11, Let € be a topological group and // © G ie an abstract eub- group of G . Then, in the subspace topology, 4 is a topological group. Also 7 48a closed euberoup of @. If // 1s normal or abelian, so is 7 Proof. Tt is clear that // is a Hausdorff space and thus a topological sub- group of G. let xe YF and ye 4 andlet (/+ be a neighborhood of 4 = xy. Suppose 1 9 4z 1s empty. Then for & near x and § meary swithiten, $e H weobtain £9 © 47 ue . which is impossible. Time xye / .» Similarly x"! H/ and so W 4g a subgroup of G@ . Assume // te abelian, let xe, ye #/ and surpose 17 ¥* ‘Ten separate xy and yx by netehborhoods Usy and ,y, » respectively. ‘Then, for < near X and Y near Y , with Se, eH 1 we obtain 2.2 eu. iuvy, + Which is impossible. Thus 7 4s abelian.=29- Now “/ is normal just in case the set ‘/ is invariant under each inner automorphism of G . But then the closure 7 1s also invariant. Q 3D. Theorem 12, Let // be a closed subgroup of the topological group @ . Then the right (or left) coset space @/+/ , with the identification topology, is a Eausdorff space. Also the natural projection eo A> of is an open, contimous map onto ¢/#/ . Proof. By the definition of the quotient topology, # is continuous onto C/H , Tet Sco @ ve open, Then pCO) te the set of all cosets in G/H which intersect 2 in G , that ts, g-//(¢)J te the saturation of O. mt pi[ylo] = 16 = U4 » Yow 2 te open and hence g/L 4¢8)J is open in @ . Tims (0) 4s open in ©/H so 1s an open nap. Let % and “y be distinct cosets of G/¥ ,s0 x¢ My . let z > y-'x and we need only show that there exist open neighborhoods (/, of 2 and Ue of the identity < whose saturations (by right cosets of “ ) are disjoint. Suppose the contrary, Then there exists a secuence (directed system in case there is no countable neighborhood base at < ) 27 Be, & +e, 4,64 or 4,95 &. €," . and so 4,72 + Mus Ze +/ or te My which is a contradiction, Therefore G/4/ ie Heusdor??, Q. B.D.-30- Corollary. If ig a closed normal subgroup of the topological group G then the abstract quotient group G/Av , with the quotient torology, is & topological group. Also the natural rrojection 7: G —> G/w 18 an open hhomomorphiem onto G/n/ + Theorem 13. Let 4: @ > “/ ve @ homomorvhism of the topological group onto the tovological group “/ . Then the kernel n= fe) {ea closed normal subgroup of G . Also there exists a contimous one-to~ one homomorphism gl G/x —> wf , onto Af , such that 4= 977 Proof. ‘Te function ¢ such that += ¢ 7% is an abstract group isomorrhisn. let Sc 4/ ve open, Then -/¢g)- pf l(a) is open in G/n/ . Tms ¢ ie continuous. Q BD. Gorotiary, If f is oven, g isan tsonorphisn of “/7/ onto W . Theorem 14, Let € be a topological group and let < be the component of the identity < of @ . Then & ise closed normal subgroup of @ , Broof. A component is necessarily closed since < is connected if K ts connected. An automorphism of G maps ¢ + € and the component of © again onto the component of © . QB. De Bramles. Gl,(n,2)= Sity, 2), Ga)=S5OM) Lyn).-31- Theoren 15. Let G bea connected topological group. Then each neighborhood % of the identity = generates all of G (by finite products of elements in lu). + Since = 4s the union of oven set: is open in @ » Let and take an open neighborhood \/ of < wo! and woe & . Men there exists Yc Wy , where ye © so ys Verte Va with Vee le. Then Wr yee wk and vy+ Thus = fe closed in@ and C-€ te open. Since “ is connected, G-& 1s empty. @ BD. Theorem 16, Let G bea connected topological grou. A discrete subgroup A Ag closed. If A/ is also normal, then / les in the center of @ Proof, Let / be discrete so that . 1s open in W . Thus there exists an open neighborhood U, of © in G much that WVqu,- © . let xe 9 . Then U,x intersects VV, or v,x=¥, with yo 4% and wen X, . Suppose vy, ~ ¢ . Then use a omaller neighborhood U,V, gc + then G acts effectively on K « Remark, the axioms 1.) and 2.) of ¢: GxZ—~ X insure that 7 = (7% y' « Axiom 3.) insures that and 7 a Definition, Topological transformation group a: Gx. By Fe isomorphic in case there existe an teonorphisn £3 G,—G, (onto) and a homeomorphism y/ Z,—~ X, (onto) such that oT e,0n,90] = @ Coyerd, Pega] for alt Theorem 17, bet ¢: Sx Z-~ Ede a topological transformation group, Ten the set V of g< © for which 7, = T ise closed normal subgroup a N of G « Moreover G/yv: X is then an effective transformation group under 7, = 7; . a Exoot. Clearly // ise subgroup of G . Also for a directed set 7,7 7 with ¢(< gu.) = ¥ for all «cE 5 we mst have 44,9) > - Tus // is closed in @ « For each coset G/N define the action on ZX by penes als , that ts J (x,We) = oixrg) + Tats te well-defined Mg )since if We VP , 80 EN we have B exh) = ote, a)=g org) =e Leena nd = etd). Miso 63,498") = el ocx, 47), 49) ele Coen, 8), 9), 6) = 9 cx, 44) 4) = glx, 88) 2 ocxpe)= tf gen. Ths A 4s normal. Finally suppose 3 uN g)= x forall xe x «Then o6x5)= x so ge + Ts C/w t ie effective, Q B.D Remark, We shall usually consider effective transformation groups. Definition, A topological transformation group @« 3a6 & is transitive in case for each pair xc ¥, y there existe a g¢ @ such that go9)=¥ - Theorem 18, Let @ be a topological group and “/ a closed subgroup of a men the group © acts transitively on the quotient space of left cosets G/n , If the only normal subgroup of @ which ts contained in / 1s the identity < (that is, V is abnormal), then G) ¢/y is effective. Proof. Yor each gc G andconet gV define oC gM. JiJ* ZN Men $C9N 929% Ge ggn = ogg Ng.) as required. We mst show that 7 > 9, V » 18 a honeomorphien of C/N onto itself, This transformtion of G/ onto itself is well-defined since tf zN AN 4 then g= 4m andeo 99M = phnN= gt3h Also the transformation 1s one-to-one since: 1, 9.V 29, 4N > 39-984 or » = 4” wo gl = AN Also the transformation is continuous in the pair 4, , gn since (hug > gg 0x6 G tn continuous and 7, 7 = 9g i 6 G/a is continuous, Ts (9,9) > 9,9 fron GxG = G/N 16 con- tinuous, Sinee the natural projection p: G =~ G@/,/ 48 open, the map 6a gu > 43 ‘y 18 continuous. Moreover this map is a homeomorphism of Ch onto iteelf since the inverse of the mp 7:4 g.gA te the continuous mre + It is easy to see that the transformation group G ° G/,/ 18 transitive. For given s/ and FA/, take 9, = 4 37! gv! and then gg VS A. Now let be abnormal. The subgroup A/c GQ which acts as the fdentity on C/V 4s closed and normal in J. If Jes) , then gw) -N fen . Tus Xe NM. Since MV 4s abnormal, ale) + Ts C2G// 1s effective, Q@ B.D. Remark, The left coset space G/// is called a homogeneous space since Gi G/A/ is transitive. Example, © Consider the rotation group ©; (» ) and the closed subgroup N2Cd oimiy)e Then the left coset space O,()/n 18 topologically the nt sphere S”~' and Qn); S acts transitively and effectively. Definition, Let v:GxX>E ve a transformation group. If ¢xo,g) is an open map of C+ X , forafixed x ,€ EZ , then the transformation group is called locally transitive at %. + Note. If yi cx¥>K is transitive, and if it is locally transitive at ue X + then it ts Locally transitive at each point xe X-35- Note, If /V 1s a closed subgroup of the topological group G » then G: G/s/ is transitive and locally transitive, Mheoren 12, Let y: GxZ— Z bea transitive, effective transformation group, For each point x< X , the subgroup Vc G such that (x,r/,)=« ie called the isotropy (or stability) subgroup for x . Then 4/4, is 9 closed abnormal subgroup of G , and A, {8 conjugate to NM, in @. Mixa point =< KZ andwrite %4=/ . Men G:G/y 1s isomorphic with Gx > EB , provided G/py 18 compact or go: Cx¥ > K it locally transitive, Proof, If ying.) = * for a directed aysten 2, g in G , then, dy con- timity, gcx,g)= x so that //y isa closed subgroup of G@ Take points xye X andwrite gix.g)=y oF oCy.g since ¢; xX -+ EK ie transitive, Ten 7% 4 POY gg) = elec “0, ge) = Gl alety-) &), Gg] ley, g-), J) elye) Sy s Mus 7Meg cM + By symmetry am ge yt Let “7 ve a normal subgroup of G whit lies in \ . Then a 7'- oy « Teen M acts as the identity on all x 80 Nzle) + o Tus each A/, is abnormal. To define the isomorphism of C > C/s/ onto y: Gx X>X use the identity automorphism of G onto G . Map G/,/ onto Z as follows. Yor each left coset ¢/ of C/s/ there corresponis a point xe X dy36 x alee tf giz,g) =< » then 2( jez 80 Mo and pe pv + Mms the mp Y > G//y >E gv ts one-to-one onto Z . By the contimity of ¢ , and since the natural projection .-~Z/r/ 1s open, we see that “j/ is contimous, It G/N ie comact, 7 isa homeomorphin, If ¢)Gxi 7 is locally transitive, then “1 is an open map and hence a honeonorphisn. Tt is clear that the action C/// is the same as that of gee p+ We must show = ee 9) and 80 wlnglen gy N+ Example. G3 G 0 G acts transitively and effectively on itself ty left multiplication. Tramples. 2,2) acts on 1” , not transitive. CAlen,R) transitive on KR”. (GLtn,2) 12" R” \ ( }* ( ) = GAG) /arbaR) . Definition. Topological groups < and G, are locally 1somorchic in case there exist neighborhoods Y= C, and Yo G, of the identities such that: there is a homeomorphism /: U, —~ U2 (onto) such that 1f x), £0y,), $009, Frye Ue Ly, eu, then so are ad finy) = Ladfty). FOU = foxy Theorem 20. Let VV be a discrete normal subgroup of the topological group Gs Maen ps C— C/W 48 a homonorphion onto the factor group G/”/ and also © {#2 local isonorphien of G with G/W +37 Exoof, Tet W be an open set in <, such that W7Wsc . let Lf be open in Q@ with Ka'C Wand write p(uj=U! open in G/N. Now w is a homeomorphism between 4 and 2° . For if »,ye WU and pers gly) then xyteW and hence xy‘ = € or x=y QB. De 8. Le Groups. Definition, A Lie group is a topological group G which 1s also a differ- entiable manifold, and iS! x,y ap FO SRS He 2.) eG aE are differentiable maps. Remark, For each ¢ © we have XP, 4g 5 @ 7G cap, Ry l Oe xa xt o> 7 are diffeomorphisms of @ onto < . Definition, Let <, and G, be Lie groups. A (Lie) homomorphiem + : a, into, G, 188 continous hononorphien which {sa differentiable map, If f 18 a diffeomorphism of G, onto G, , then / 1s a (Lie) ismorphien, An isomorphism of 6; onto itself ts an automorphism, Yor each 7 € &, : Dye ae gn a° an¢ te an (inner) automorphism, Remark, let @ be a connected topological group, with a countable base for the topology. Assume there exists a neighborhood Uc V of <¢ in38 anda homeonorphien / of V onto an cpen bell @”"C K” . In the Local coordinates in V assume the group operations are differentiable, that 1s, *uUU' CV and zoe ery! sy) Ceehe, 9) and (x = 4 for x,y € 4 are differentiable real functions. ‘Then G ie a Lie group. To show this note that G 1s topologically homogeneous and tus G ts a topological manifold. Let 4 be the family of local coordinate systems obtained by right group translations of /¢ . let 9, 4 and 72L over— lep at © . Then the transformation of coordinates near “ corresponds to the map <—>9,',, in % , which 1s differentiable, Mus C tee dif- ferentiable manifold. Use the fact that a neighborhood of G generates to prove that the group operations are differentiable, Examle. ¢/,(») . Wear Z use the “* coordinates of /7/,( * real matrices) near O with (7 + oc” . Brample. 0, (>) . Near T use the “= coordinates of S near J with -S=S7 , Then cxpS 18 one-to-one with a neighborhood of Z in OrOr) « Definition, Let , and C, ve Lie groups, Then the topological direct produet group <,x G, + with the product differentiable structure is a Ie group. Definition, let @ bea lie eroupant /7” a differentiable manifold, Aesune that for each 7 @ there exists a diffeomorphism of 24 onto 17” Bi wae —— 79” x — tag) such that: 1.) o@! Cx" —» ay” 48 0 topological transformation group.-39- 2.) The function (9.x) > @,g)' Gxt" 47" 4 ateterentiable (in both variables together). Then @: Gx 7" —» 7” isa Lie transformation group. Definition, Ite transformation groups 26, */%," —= 77,” and eG. *M"— of,” are isomorphic in case there exists an isomorphism 26, ~G, (onto) and a diffeomorphism y> 77,” —- ae (onto) such that ai 2cang I] =qaloear, Api] tora Ogle on" &. Definition, Let G bea Lie group and “7” a differentiable manifold, Consider the differentiable manifold A#f (onto) such that elves £GI7 for all G@%,) 4m an open netgh- groups are isomorphic. Note. If G~' and M” is an open plane set, then these definitions coin- cide vith those given for one-parameter transformation groups. However here we have the new problem of finding (up to local isomorphism) all n-paraneter (or n-dimensional) Lie groups. This will be done through a study of the one~ peraneter subgroups of a Lie group @ ani through the infinitesimal group (or Le algebra)" of G « Definition. A Lie euberoup // of a lie group ¢ isa submanifold of G which ie also a subgroup of the abstract erour G . Tote, A may not de closed in © and the manifold topology on // may not be the inherited topology of G . ‘Mhoorem 21. let © bea Lie group and let “(<) bea tangent vector at the origin, Let v be the vector field on G defined ty right group mltiplica- tions, that is vin) = J&%V(c) . Then v ie a differentiable, right invariant vector field, The integral curve of v through ¢ is a one- Atmenstonal subgroup [7(¢)f, 1n fact, a hononorphisn of ©’ into @ , and the other integral curves of v are right cosets of f7(¢// . Furthermore perf 49 the untque (connected) 1-Ainensional subgroup of @ whose tangent veetor at the origin is Vic). ‘Thus there is established a one-to-one“ne correspondence between right-invariant vector fields of < and one-dimensional (connected) Lie subgroups of © . Proof, Let 2¢ be a neighborhood of < with local coordinates (x) so that Ve a ae eyr2, «© Tron at w in XL the vector BOs cay) = Cx! The vector vie) 1a, say v3. vio) is represented by the curve e(iJw where g‘(o) = v . Thus we con- sider the curve pice) = FCP, QE) wt, wo). The components of Viw) are 24%, uyyd « ZF o)+ 0 Bg SO Ne Sys ’ Thus V ts differentiable in 2. How near a point ge G@ use the local coordinates of “2 . Te vector field v 4s clearly right-tnvariant, Since G ina diffeonorphisn of onto G carrying U to Ug we see that v 4s differentiable everywhere. Consider the integral curve 3¢¢) of v , through e at ¢=0. Then the tangent vector to 9/<) 18 a vector of the field v . Tims, in the local coordinates near c , az BP i “Ge = Fe, 9c) ghee, In Pontrjagin, theorem 46, it is shown that g(t)-g(u) = g(t) and (which 18 a local isomorphimm) of 2’ hence fo cf 18 @ homomorphti onto ® one-dimensional subgroup of G . It 1s also shown that each one- parameter subgroup of G , with the initial tangent vector Vv , satisfies the above differential equation and thus coincides with [7 ¢)f . Qa HD. Definition, For each tangent vector v at < ina lie group G let fycuf de the one-parameter subgroup initiating at Vv . Define exp v= 9) (1). Then exp 7 > G 18 8 diffeomorphism of a neighborhood of the originabe in the vector space 72 onto a neighborhood of = in @ . For each choice of paste in 7 ve thus define the canonical coordinates (of the first king) ina neighborhood of < in @ . In canonical coordinates the one-parameter sub- groupe of @ all lave linear equations = 4{(¢) = 9 © , ref omall. Bramle. Let © -Cl,(»,@) . Then canonteal coordinates are defined by the aap exp My; > Cl-0v) + ina neighborhood of the zero in the linear space of all veh real matrices 7, . Tms es 5) 4p the one-parameter sub- + group in C/, (z,R) » otherwise described by ae =) Theorem 22, A closed topological subgroup A/ of a lie eroup @ isa Lie subgroup of G. A Lie subgroup of G which ie a closed subset of @ ine herits ite topology and differentiable structure from G . In fact, if / is a closed Lie subgroup of ¢ then there exist canonical coordinates bh x) tna netghborhoot UL of ¢ in G such that Vn 18 exactly the locus o. ‘The coordinates ¢ a! can then be used to make the quotient space of (left) cosets G/*/ into a differentiable panifold, ‘The natural projection yo: G@ — G/wW 1 a differentiable map, dim G/A/. Mote. Din @ — dim Vv Meoren 23. Let \/ be @ normal, closed Lie subgroup of a Lie eroup © - Then G// 4s alte group, Also let #~ <-> +/ bea homomorphism of @ onto a Lie group +/ . Then the kernel N eCale @ ie a normal, closed Lie subgroup of G and there exiets a (diffeomorphi feomorphien 27 6/0 = (onto) such that 4= of .=e Mreoren 2h, Let v2 Gv!" /7” dea Ie transformtion group, let A/ fe the subgroup of G which acte as the identity transformation on M4”. Then / 4e a normal, closed Lie subgroup of @ and Gi * 4" —> 4" 0 an effective Iie transformation group. root. We need only check that 4c, /g/=¢(x,j? 1s differentiable on Gi x4" —» 4” which is clear, Q B.D. Theorem 25, Let G bea lie group and // a closed Lie subgroup of © . Then the topological transformation group 6x 6/V¥ — C/A/ tea lie transformation group. ‘The action 1s transitive and 1a effective if and only Af the only closed Lie subgroup of G which lies in #/ 1s <. Breet, There are no non-trivial normal topological subgroups of G in if and only if there are no non-trivial normal, closed Iie subgroups of @ in BD we Theorem 26. Let #: G x M7» a7” ve a Iie transformation group which te transitive, effective. Assume, for a point 2 ece,g) carries the tangent space at < onto the tan- gent space at 2 . Let be the stability subgroup of = . Then Cx Gf/ —> G/p/ 18 Asomorphie with » 2 o< M47 Proof. Since y: Gx M7"—~/7" te transitive, effective, and also locel ly transitive there exists a honeomorphiem { of the space of left cosetshe onto Ay” which makes Gx 6/ —> G/W/ and 62 Gx" M1" tao morphic as topological transformation groups, We need only show that te a diffeomorphism, Bat V 10 differentiable and carries the n-dimensional tangent space at (/) in G/n/ onto the n-dimensional tangent space at = in sv”. Tus y-/ differentiable near Z . Using the transitivity of 4: Ox M"—» M7” ve see that ~ 4s a diffeomorphism @ B.D 9. Ue Algebras, ‘A real linear algebra is a real linear vector space (possible infinite. dimensional) together with a product between vectors such that ViGutGw) = ue Favw 6Gu+ Guy = Guvt Cou (bilinear). We do not require commutativity uv=v% , or associativity (au = utuw) or the exietence of a unit <¢ such that ev-ve =v . Definition. A Lie algebra / 1s a real linear algebra such that Cu,vJ = -Lv uJ] (anti-commtative) and [la vwi+Leywiele Coupug, v7 = 2 acoder ssenttty). Note. (u,1J=0 for all 41 . The only commtative Iie algebra te the trivial miltiplication [u,v] =o « Zamles. Te Tnclidean vector space ©” using vector cross product. 2. The set of all 7x» real matrices 7%, with (4,]= 6-84. 3. ‘The unique 1-dimensional Ite algebra <' with Luujleoe- 45 - Theorem 27. Let M™” bea differential manifold, let X%(M") ve the real linsar space consisting of all differentiable (contravariant) tangent veotor fields on M™ . For two such vector fields 4, define the Lie : gai ys gets : Beiyi Qua (4m Loca coords nates). Then X(m%) is a Lie algebra. product, = Lu Jt = Proof. awl oy Bvlous a Wo first mst show that “2S yao) Bus is a vector field (inde pendent of the chica of local coordinates). Use any Riemann metric and the i i é tensor covariant derivative $4; = Be 4 fej}ut + Then Cuyy's vider + Also ons can show that u,v] is the “Lis derivative” of U along V . That is, Fou atin Tew) — uP.) oo whore P_ is the trajectory of the one-paraneter group generated by V ani Ty” te the induced transferamtion of the tangent space at Py ante ‘the tangent space at P, . Thus [u,v] is a woll-dofined bilincar product on the set £(m")xZim>) into LC mr). Clearly Cujv}’=—Ly,al] . Also the Jacoby identity is easily verified by a direct computation. Q. B.D. Definition, Let M” be a differentiable manifold and Z(™") the Lio “ algebra of all differentiable vector fields om ™M , A finite dimensional subalgebra of Z(M") is called an infinitesimal transformation group on M* . Definition. Let |, and Labe real Lio algebras. A homomorphism Fil wl, is a linear transformation fron L, into L. such that F(tawa) = [Foo ford It 4s one-to-one onto lz, then is an isomorphism of L, onto La.hb Remark, The direct product of two Lie algebras is @ Lie algebra. Defi » A subalgebra K < 1 , a Lie algebra, is a linear subspace which 1s closed under products. Further A isan ideal of 4 in case Caxj ck for every 22 L * Theorem 28, If A ie an ideal in the lie algebra 4 then the (additive) cosets of AK forma lie algebra J //¢ under Chek), eek) f = [4 aI t Ks Moreover the natural projection p: L>U/e: £7 L+k isa homomorphism of £ onto L/K . Also if 4 ¢,-—— 4, is a homomorphism of the Lie algebra <, onto the Me algebra 4, , the kernel Kk = £0) ¢ isan ideal in 4, and there exists an isomorphien g: L/x, 22 , onto 4, , such that f-pp . Example. Let / bea lie algebra. ‘The smallest subalgebra containing all the commtators Cu, vJ ie an ideal [2,2] , the commutator sub- algebra of 4 (or first derived algebra). Theorem 29, Every 2-dimensional Lie algebra 1s 1somorphic with a.) Caw] = or v) Cave =v for a basis of vectors u,v . Bvery 3~dimensional Lie algebra is isomorphic with Cur usJ=o conmtator 1s 2 . MJ s0, Ly, uJ= ks commutator has dimension ° 1. a) La, alae, Wu, udev, Cur, asJ= cu, Coxe) commtator has ee) Laut so, Cu, UsSeueur, £42 43] = be dimension 2,-47- dy] = Uy tell, Gil real we) ks commtator is all fe) Ca, H.Jzo, Cu uJ rauty, bi Be) Cea 2 Us, Cee Mee Mr, Cau] ke Erect, Let L ve a tvo dimensional Lie algebra and take a basis u,v . Then Cau =, CVV] =© gna ve need only specify Lu yJ= @ur bv - it @=b=0 we have the unique commtative Lie algebra. Suppose < or & is not zero, say S40 « Replace v ty y= Surv soluviJssu, How replace x ty uz fu 0 Cu,u,j=y, ae Fequired for the second case, Next let 4 be J-dimensional. Firet assume the commutator ideal £/, 4] 4s sero. Then, for a basis Yue, Up > We have Ca teJ = Cau, usl=0, fa 4,3 = 9% Next assume that (/,/] 1s l-dimensional, Choose a basis of / 80 that (4,4,] = 44s Cans 326 Deus? de, wnere 0 If 2-6-0 » change the scale of 3, so that Cu 4jJ=u, + Time Cena] =o, Caugleo, CMe, U7 = & + If g40 (otherwise interchange names of 4. and “s) let Ze ui -% us to eet Cu, %,)= 0, Ca jus =p, + Finally change the scale on Ws p Us to est tuu’] =o, Cuusd=u, lus uj=0 i where u,’2h-¥u,. These two cases are distinct since M, is distinguished (up to a constant multiple) as the generator of [1,1] and in the first case U4, annthi- tates L vy Le products. Wow assume [L, 1] 42 2-dimenstonal. Choose » bas: so that U, Uy generate [L,L] . ‘men we can require [U,,U,] =O or eles Cu,,W)= 4, + We show that the caso [U,,l4 ]= Ui, ts impossible nere, Write [Us,u,]= ¢,f U,+ Ce ua, [uuJ=cs + & da.8 Use the Jacovt identity to obtain Coz = °, Cs, = 2 . But then £4] is not 2-dimensional, Thus we can assume £4,,u,J = O « Consider the matrix representing Lie multiplication of (1,LJ ty any elenent not in Li,2J 5 way Ve cu, tb, + oUs,c#O + Mie matrix te Cvj,u] = CC G,x, + Cf,42) Cup ta PE 8 CELE eR ae ‘Thus the matrix is Case 1.) 4) has simple real eigenvalues, Choose a new basis in Le, 4] 0 that a 2(™ Sele A ape oe Ten, take C= / , and write £a,,U2T =O, Las, ust ar Ur, CUs,te] = Azden Change scale of &, 80 and 4,40 . Tus Coed eo, Cea de ty, Cu dele rete , 2% O° These are distinct for distinct values of 2 # 2 since the ratio 77/2, 4s determined by the algebra, The normalization ,=/ fixes 22 » Case 2.) A has a miltiple eigenvalue. Choose a new basis in [4,4] 20: Manip: atend sa Geagutehapkon ge 2! » Maen Cute =O) £4] = mt be, Las med = Due. LOR alent FG LH Wade ue Let %= ~ Then £2] Ten let Z.2 $4, « Then Lu,la}-o CU; uj= wri, cy Wah. case 3.) A ‘has complex conjugate etgenvalues J=(% ©), zo men Lu tr t= 0, Cu tn]eaue gue , Lis uel = B44 %ee.Change soale on u, 80 %;- bus, Lajmdee, O% wl Buta, ! e @ Mee Thus Cet urd = 2 Casa, uly tUe Cds Y)e-U,¢uu, » all real ~~ , The complex mmber + ¢/4 | , up toa real mltiplier, 1s determined by the algebra, If we normalize ¢=/ , then X ts fixed. Finally assume £¢, 4] has dimension 3, Then no independent elements commte — for then [4,4] has dim less than 3, If there is a real sub~ algebra of dimension 2, take a basis so that La ueJeme, Luu) From the Jacobi identity we find j= 2, @. +4, © 0, #2¢/-6,) 79, ey te ly Fs, Lee as] +6 +B Ue +Bs . Now x. #0 for otherwise £4,,usJ = «1, u,= 2, Cu,ueJ and Cid] doee not have dimension 3, Thus 4,=/,4:-«), + Tas Cu tad uy Cats) Et otg Ue, Lua, Wa) = BM - Watts, Ae FO - Bet uf = uy + Bia ~ oye 2 then 64, Jeni te, eae) = “6 (replace «, ty -4, to mke 4:70), Let i = 2M, U2= Ue, 3 * ae and take aid, = 2 ~ Then CR] = , 6%, 09] = 2G, CH, BI =a, Next assume (/,(.] is 3 dim and { contains no 2 dim subalgebra. Then one can show that the unique algebra is Coupe ds, Caz, 4st= eu, Cas 4,0 = 42 - QB dD ‘Theorem 30. Let G de a n-dimensional Lie group, The right invariant veetor fields of G , under the Lie product («,yJ , form a n-dimensional Lie algebra.~50= Proof. Let “and Vv be right invariant vector fields. Let ¢*' °° )*") be Local coordinates in an open neighborhood / of < in @ . For each point 7¢ G consider the neighborhood W4 and use the local coordi- sates in Wo defined by the diffeonorphiem YY =» Wo + If the components of « in /*',-) x") are %* then the components of “ in we arealso %" , In fact a vector field 1s right invariant Juet in case 1t has the sane mmerical components in each such coordinate system in each such Wy , ave vd - fie Ons same components in \/ as in We .» Mus (a,v] is right invariant. Since [u,v]‘ = we that fu,vJ has the Thus the right invariant vector fields of @ form a Lie algebra 42(G) + There is an teomorphi: of the vector space 72 onto the vector space of 4. (G) since each tangent vector at < generates exactly one right invariant vector field, thus din 42(G@)= 7+ q B.D Mote, Tf right invariant vector fields % and vy of Engi, Remark. Tho adjoint representation is an isomorphism of L into the Lie algebra of endomorphiems of 1. just incase L has no center. For the kernel of Gay) L —> EnL 1 consists of those LEL for which [2,h]=0 forall REL , that is, those 4¢€ L for which Cael= fh, 2] tore Rel, Bxample. Take Cu,yJ=\ as L ~ Here the conter is empty. Use the o-1 vasie UV. then Ue (2 $) ana ve (OY. mus the Lie group with | is the smallest subgroup of GL(2,R) containing exp[a(e) + 0(22)] tore exe (SB = 1+ (Sab (SEY a. oe ‘ oa Tas exe (27>) _ 1b +52") | tute group is isomorphic with GA, (I), rehab . 10, Infinitesimal Transformation Groups. Definition, Let ©:GxM"->M"be a Lie transformation group, or only a local Lie transformtion group, Lat the Lie algebra L(G) of G be repre- sented by the tangent space at © . For each vector Ve g(G) consider ‘the one-parameter subgroup que) ¢ G with initial vector V . Then Butt> — acts on M” ty P(x, Gd). For each point Ke € M™=Bh = consider the curve §P(%_, 4,(t)) in M™ and let Vi%,v) be the tangent vector to this curv, that is Virgy) 2 BE cu,e), The vector field V(«,v) is differentiable on M™ (since @ (x, 9,ct>) ie differentiable in M"*R' ), Thus we map Ag(G) into the Linear space of differentiable vector fields on M™” . Call the image Ac XCM") | then \ is called the infinitesimal, generator of Y: Gx M*—» MM", Theorem 33. Let @: GxM"-»M™ de a local Lie transformation group and let A CLM") be its infinitesimal generator, Then the mp Z_(6) —> is an homorphism of the Lis algebra L(G) onto the Lio algebra A. If &! GxM"—»M" ds locally effective, then SplG)—> A isan isomorphism. Proof, We first show that J is a linear space in <(M") and that AglG)—>A isa linear transformation onto JL. Consider the vector M7 C2V_ € Sl@). Consider the 1-paraneter local transformation group P(%, Joye, (¢)) and compute (in local coordinates) — "x, 6,¥,404¥,) = BS wey . Use canonical coordinates of first kind near € in G so Sep eost8 = (C,v'+ vg) t.then, writing 9(%', Vinovraud= BE oor leviecad) Thus , ' . VEG, Gy, +ey,) = GV (4y,d 4 CVC), Thus j{\ isa linear space, and 2%_(G)—» is a linear transformation.~55- Wow asmume ¢/ Gx “7"—» Ay” ie locally effective (for a local transfor- mation group this means that there is a neighborhool of < in which the only group element yielding the identity transformation is < — othervise there is l-parameter subgroup vhich acts as the identity). If v—> Vix,v ° then for each x, YC, 9, (e/) =< an 80 ep: Gx M"—» M" 18 not effective, Thus the kerneliof (0G) —~ A is zero, Tt 1a shown that .7(@)—> \ preserves the Ie product on p. 288, Pontrjagin, nD. Example. Projective local transformation group on plane. ax thy ee ex thy + Ce “= Semen ute asxthyt Ga - : tia Asx t bey 4 & Mie is a local transformtion group. Coordinates in projective group are Find basis for / , infinitesimal generator of projective transformation group. This consiats of 8 vector fields in * . Le (dae by Wot 1+ (ant ey) SE ae = K+ Girt bye c, St - klagx t bgy JSC” HX SK 4 HY HG — Myxt bsxy + OCS). Salk HAY +a Sagny -byy? 4 OSE). Se ‘me consider the vector fields Us Cone by #6 ~ 2x Se + Gxufay 14 emyrby Ey.‘Ts a basis for 71 consists of Or in Lie's notation: Pro G PIXE IP VG 2M REA ZAR TY GZ. ‘The affine transformtion group on &* 4s generated by Pe Gr PONG, vhs YR Hote, The one-parameter transformations generated by the members of generate all Gx /7”—» pv” (for a connected group @ ). Theoren 4. Let (7 dea differentiable manifold ant /| an infinitesi- mal transformation group on 7” . Then there exists exactly (up to iso- norphian) locally effective, local Lie traneformation group ¢: Gx "> 1” for which the infinitesimal generator is A . If there exists a Ite trans- formtion group generated by A , then there exists a unique effective Lie transformation group generated by | . ‘hia ts always the case if /7” te compact. Goroliary, If there exists a Lie transformation group generated ty then / generates a unique locally effective 7: @ x M1”—» A/” where E18 simply connected, The locally effective transformation ercups generated ty “ are exactly G/k x" —» a7” where toa iscrete normal subgroup of G which 1s contained in the discrete normal subgroup /W yielding the identity transformetion.Mneoren 35, let 2 Gx M"—~ 4” and 2 Gx My 14," Be locally effective, local Lie transformation groups generated ty , and Az + respectively. The local Ie transformation groups are isomorphic if and only if there exists a diffeonorphien of 7%" onto M, carrying A, ato A, « Gorollary. If 2: Gx M"—> M, Gx Mg Me are effective transformtion groups generated by “, and /\, respectively, then they are isomorphic if and only if there 1s a diffeomorphiem of "onto 4" carrying A, onto A, - ‘mus all problems concerning lie transformation groups can be referred to their infinitesinal generators, Definition, let / be an infinitesimal transformation group on a differ- entiable manifold ’7”, Yor each point Pc 7” let A, de the subspace of the tangent space at / which is spanned by the vectors of A . let ee ei le Ais and oosnen + If dA,» then Q fe an ordinary point of A . The set of ordinary pointe 1s open wn 7", If Leodge hm , then Q teneritical point of A. If Aim Ag= 0 » then@ isa fixed point of A. If hivy ah. then ve say that 1 ie locally transitive at @. How let the infinitesimal generator of a 2-dimensional locally effective, local transformation group on <*. In the neighborhood of — , an ordinary point of | , we shall choose local coordinates to display in a certain canonical form.Case, A 18 commtative. a.) A 4s locally transitive (map of tangent space of co G ts ‘onto tangent space at © ). Then there exists a basis for / of vector Melde of the form y, eixy) 3 (4n appropriate local coordinates near P ) with oxo . Bat Le wxy)pl = 2p 20 0 ¢= ey). x 3. fe Now change coordinates ty X= x, j= (725, end then /| has a basis (eal. b.) A 4s commutative but nowhere locally transitive. Then take a asis for A in the form, Wixy)j? (we aseume that /| contain non- zero vectors). Then [~, vixy)e] =-E¥ p= 0+ Bas ¥= Wy). Let Y= Wly) (choose an open set near in which yy) 4 o 80 A vecomes | [eye] . Gase 2. /\ 18 not commutative, a.) A is locally transitive at / . Choose a tasis for /\ of Sherer 5, RENE tA) with ¢Coy)# oO . Ton cuylee ag] = - 2% y - 2 = £3, eerytee eg] St SEifutd Tus = 408) and fe = -y- atx). let <= (* otk to write generators for A as ° ar) xprreng 6 pr xe e (ytecn)g + Where g x [2 = (Lovo) and Noto. Again change variables by F2x,j:y-x{ 222° ar ie a. b.) “A not commutative and nowhere locally transitive. Choose a Pacis for A of the form 9, HCKy)7 wath Cy ecuy gt = id +f. Tus w= -y + 4G) . Ts take a basis Je by - FONG» Let R= «Ys y¥-he) to get i 3 ‘The problem of finding all traneformtion groups on the plane is very complicated ae evidenced ty the following exampli759 Brame. 9.43.97 f 0 9, vg PLA is a baste for a trans- itive infinitesimal transformation group on ~. Yet the dimension 1s arbitrarily large. Bample. p, xp <*e , x7 go doce not determine an infinitesimal trans- formation group on <’ aince the emllest Lie algebra in .//A') containing these four vector fields 1s infinite dimensiom1. For if Ui, =x "p for 20, then [ Me, el = Cs-m) Uys, Definition, Let V bea differentiable vector field on a comected differ- entiable 47” and choose local coordinates around a point Pe /7” go i ¢ oy © IK = Views = Cateatele al ataky.. ) By a at P=? The lowest order of the functions ated xd 14, + 4e called the order of Vix) at ©. If 2°=0 , mut some ato . then V bas order lat >. & C™ vector field can have order co at / vat an analytic (#0) vector field (on a real anelytic “7”) mst have a finite order, The order of V at / 4s independent of the choice of local coordinates around © . Theorem 36. et V and UL be infinitesimal transformations (that is, differ entiable vector fields) on /7”. If V has order <> 0 and LL bas order Azo at PF, then Cuvl has order > ws g-/ . ame :E Write Vico = 25. ue wees gat Win) = Bi, atthe teen 6 vad _ ou yf Men Lu,v] = Sad — Sa V so the order of [u,v] te 2ate-/. Q B.D.Note: It might happen that Cu,vJ = o and thus has infinite order. Definition, Let /” ve a differentiable manifold ant consider the tangent space 7, ata point . ‘The one-dimension subspace of 7, are called line elements and the set of all line elements at ‘1s the line space Ap at P . Wow cp ie a differentiable manifold since for each choice of local coordinates ¢x!,-+-,x”) on M” around © there te @ natural baste (Se, +1, 25) tor To and thus coordinates in 7e. These furnish homogeneous coordinates (still called ¢*)+-+,x") ) in Jp so that Lp is net diffeomorphic with the real projective space — , A change in basis in “> defines a projectivity of Lo onto itself. Definition, Let A be an infinitesimal transformation group ina differ- entiable manifold 7”, For each point Pe /7 consider the vector fields of A which have order 2/ at © . This forms a subalgebra A, (>) of Ay + Hach member of /,(/) defines a local one-parameter transformation Qrovp on MM with P Fued » and Thus & ene-parameter Trenssormation, groupon Zp. ‘therety ve obtain a homomorphism of //,() onto an infini- teeinal transformation group on /, , called the direction transformation group D, at Po, Meeoren 37, let A be an infinitesimal transformation group on a differ- entiable manifold 47” and let 2/7”. ten the homomorphism /\¢p)-> Dp can be expressed in local coordinates by aS gE go view = Cafate ay, Therefore Dp is a subalgebra of the infinitesimal projective transfor— mation group on 7! , Note. A change of coordinates near P< A7” defines a projectivity of Lp = ©”! onto itself which defines an isonorphion between two representations6 of O, asa subalgebra of the infinitesimal projective transformation group. Mote. The projective transformation group on ©” ’ has dimension 7% / , Theorem 38. Tet “ de en infinitesimal transformation group, locally transi- tive at each point of a connected differentiable manifold 7”, ‘then the local transformation group generated ty A is transitive on 7”, Proof. a Tet Pe 7” and consider the set KO 7” of a2 points vhich are images of / under the local transformation group. Then K ig clearly open. ir gek then there is a neighborhood /V of @ vhich consists of images of Q underA . Take Te KITA/ , Ton move © to % and thereafter to @ , unter 1. Tms K= /7” ont A 4g transitive on 7”, Q 2. D, Theoren 39, let A bea locally transitive (everywhere) infinitesimal transformation group on a connected differentiable manifold /7”. Let © and @ ve points of *7” with corresponting direction transformation groups Do ant Dy . ‘hen there te a projectivity of Zp onto Lg which carries Do onto 2, . TmsL, ond,» and Ly one are isomorphic transformation groups and, for a correct choice of local coordinates near © and Q , Op and Dg are represented by the same subalgebra of the infinitesimal projective transformation group on P|, Definition, Let / be an infinitesimal transformtion group on a differ- entiable manifold “”, If, at Pe/7” , Dp 49 all the infinitesinal projective transformation group, then we call A primitive at 7 . (the term "primitive" is slightly different in the works of Lie),Meoren 41, Let A de an everywhere locally transitive end primitive, analytic infinitesinal transformation group on a real analytic manifold 7” , Then, for each Pe 7” , each member of A hasan order <2 at / . Yarthermare the dimension of 1 te ¢ Gln) < nent-l + mut) z Proof, Choose-lodal coordinates nent Pe yteay Cx vison, Ten A contains » vector fields of the form Pitres peer y te ty Patt Be one There is an independent set of 7%. « The rest of a basis for A can be chosen from 1\(/) « where in A,(P) which maps onto 2o + We display these for the case 722 Ape YOR npg te, Nowlet “= pepe” for s2 2° bea member of 4 of highest order s at ©. Then Cxg + pups x pe Oo Geeag det’ 5: te of order S but tmnibee degree in y in 33 . Repeat this process eo that we can assume that ¢, does not contain y. . Tims &5=x°. wor Co sereger ds sgt Usnigotor'e’ ie of order 25-).. But ; Leip t tong tp taped 8 et 4s of order as-2 . Tms 25-265 ad Ss2ie How we complete our basis for /| by vector fields which are of order 2at ©. Bat the number of symmetric linearly independent bilinear forns awe BI GRE UR Ae Just 7 [eee] = nice - ‘us xi dime N $ Brie nenrmuse n%nei) aes @ 3D. Hote. Tor the plane © one can show that, G(2) = £ ..and thie dimenston is realized by the infinitesimal projective transformation group. For, Rha-6- 5G)=3 and all locally transitive analytic / are subalgebras of 7 , xp ep. Yor locally transitive / in the plane we can define the germ of the infinttesinal transformation group near a point P< ©” by restricting the open neighborhood of / in which we consider / . Such a germ is isomorphic with a local Lie group G acting on a quotient space C/A” , where / is @ closed abnormal local subgroup of G@ . In other words the germ of 4 near / is specified ty a pair CX,S) of real Ie algebras where Sis an abnormal subalgebra of <°. The gern of A near © can be extended to a global traneformation group on a nanifold #7 just in case the abnormal subgroup *7 ~~ aotermined by S , is closed in the sixply-connected Lie group determined ty < . It 16 known that every such germ on 2* can be extended to a global transformation group on *7* . However the corresponding statonent is false in <* ‘The analytic, locally transitive, primitive, infintesimal transformation groups on ‘°° each have a germ isomorphic with one of the following: LE WG, *e-yg 5 PGP IP KG, yg : RPh IP AP Ngo SCP) VRPT YG) « U1. Digferentiel Invarianta of Transformation Grouns, Definition. A fiber bundle consists of three differentiable mnifolds, the ‘andle space © , the base space 7”, the fiber / and a differentiable map ei CoH exists a local coordinate system Ux) and a prescribed diffeomorphiom of (2) "called projection onto “7”, For each point <7” there onto Ux)x* , Using these "product coordinates* (7¢<)x in p'Cu) the projection mp is ps Uex)xF —e Uta) .ble Te set pC) te the fiber above 7 and it 1s diffeomorphic with * . Definition, Let G bea fiber bundle over the base /7” . A cross-section isa differentiable mp y: 1” —~ @ (inte) such that pe = Mentity on 47”. Remark, Assume there exists a lie group G which acts effectively on F , GxF > F , and assume for each intersection of local coordimtes Ty tx) 1 Ugly) there existe a differentiable map of Ui, UG 12-Ja2) Require that a point in the fiber above any Qe UU, U7z should have “product coordinates" ( xg, 4x )and (yg, fe ) where fe=[ 93 (@)] fa. Ten G 18 called the structure group of the bundle [ &, "F, p]. Example. Let ” be a differentiable manifold and consider the set of all (contravariant) tangent vectors at all points of 7” , Call this set of all tangent vectors 7(/7") , Coordinates defining the differentiable structure (and the topolegy) on 7(/1") are defined for each coordinate systen U(x) in MM” as follows: Yor a vector VV in the tangent space at Q © U(x) write V= v' Sx and take the 27 coordimtes cx) ,--+,xJ, vi °°', ¥") . the projection is Ve 7% > pp: VY —~Q_ — , Thus we have defined the tangent bundle 70/7") over 7”. The fiber is &” . The transition functions are 752) = Skye ©60%-R) —, ant the structure group of the TOM") i8 G46nR) , Example, A line element at € /7” is a one-dimensional subspace of the tangent space 7% . ‘The set of all line elenents at all points of 47” form the line element bundle L(/77), ‘The fiber is the real projective space PU qk Cx, 0B, vv v2), where the last coordinatesare not all zero and are specified only up to a non-zero conmon miltiple, yielde the "product coordinates", ‘The structure group of 4/7") is PEL(,R)~ GLOR/ (27), Note that there 1s no natural embedding of the base space // in 1/47”) . Write the projection map git koran) —~ er, ‘Example. A curvature line element 1s a class of non-singular differentiable e Tet Or x") be ot £2 OM” at feo) local coordinates centered at “ and such that the tangent vector to has @ non-zero component along the x'-aris, Say that ¢, and 7, are equivalent (define the same curvature line element) in case the two curves can be written xP = ox), aa Oe) ar ks wet), ey hs Bx) + The set of all with ¢“fo)= w'%co) for ¢ curvature Line elements at all points of /7” 16 the bundle space AC”) Te 37-2 product coordinates in K(A7”/ are (RE cee “ Me gttod +, eta), ei AE, cm 8%, By oe , Thus we have defined the tundle (/77) over A7” . Write the rro~ jection map = 72, KC A") —e AT”, Romerk, © Note that there 1s a canonical projection Pe. KEPT) mm Le pany (and 2 #2,= Fe ) 80 that 70/7) tee fiber tandle over 4 (477) with fiver 497", le £5 4» MO Ae 0 aifteomorphien of 7 onto AZ” , there ts Anduced corresponding diffeomorphisms of 4 4%”) onto £¢/4,") and also KAA?) onto KOA) ee at Definition, A first order differential equation, written s2 =f Cx?) ona differentiable manifold *7” 48 a cross-section of “7” into <(/7”) A seconi order differential equation, written s = f Cx yy) :-66- de a cross-section from an open set (Pc L( m1") into KC mr) oe G=@'(U) , where Ute openin 47” ., then we say thet tye FR HYD ie defined ever ox Definition, A firat order differential equation Ms Fay) ona artter- entiable manifold *7” 1s invariant under a local transformation group with infinitesimal generator in case: for each diffeomorphism of an open set 77 c 4” onto anopenset 2, c /7” , defined by A + the induced map of 1 (77) onto LCt% ) carries the cross-section of aoeiian ators U dv _ ficx.y) above Uj onto the corresponding eror ae LoL fGen’). ove Se hb over an open set 6 ¢ £ (477) 46 invariant under a lecel transformtion group Definition. A second order differential equation with infinitesimal generator 4 in case: for each diffeomorphism of an open set UC M7” onto U, c 47” , defined by A» the induced atgteonorphion of «9,102,708 — F'(Y)AP section at LX = Lic yy’) adore ge7)09 tn the corresponding cross-section above £/(%)00 « Tet V ven Aifferentiable vector field (infinitesimal transfermtion) on 17", Ten V defines a vector field VY‘ oan 4 C07") and aise Vv". in Kar?) . For V generates a local one-parameter traneforma- tion group i @’x 7/1” , ach diffeomorphism (of open sets U—~ We As” ) of this transformtion group induces a diffeonorphis of All) —gtew) + end alse of ge'CV) A’ Cw). Tus there te defined a local one-parameter transformation group. a2 Ble £¢047) — LOKI") ond we aa Rie KLIP KOM), The infinitesimal generators of these local transformation groups are Vi! and V" , respectively.~67= Definition, et /\ be an infinitesizal transformation group on a differen- tiable mnifold ” . Then each member Ve A lifts toa vector field Vo in £0077) ont v% tn KOM") , Mme we map A onto A’ tn LCé(r77)) amt algo map onto AY tn CK A). Wo call A‘ the first extension of 4 , and A” the second extension of 1 . Theorem 41, Let A de an infinitestnal transformation group on /7” . Then the extensions A’ and A” are infinitesimal transformation groups on L(077) and KO AT") , respectively, ‘The maps. Aommoa! A A” are abstract isomorphisms of these Lie algebras, Ereof, See Lte-Scheffers, Differentialgletchngen, p. 397. Theoren uz, tet §: 2's FCey) ve a ateterential syaten on a differen- tiable manifold /7”, An 4nfinitesimal transformation group on /” leaves J invariant if and only if each vector of 4/ 1s tangent te the cross-section {) ¢ L(/7"). This occurs if and only if a basis for A tte toa beste for A’ — vhich ds tangent to the croe-section J , Bezark, 4s invariant under | just in cate each local one-paraneter transformation group gmerated by a taste menber'ef A leaves J tuvartant, Theor 43, tet 2 fe #(x,y,y) veo differential equation over an open set oc AC A7") , Let 7 de an infinitesimal transformation group defined on the epen set 7(S/ of the differentiable manifold 47”, Ten {leaves 4 snvartant tf and only 1¢ /\” , defined on y~"(5) , ection BC KOM) | mie consists of vectors tangent to the crosi~68- eccure if and only if a basis for lifts toa basis for A” which te tangent to the cross-section S Remark, 9) 4s invariant under | Just in case each member of a basis of | leaves invariant. 12, The Complete Transformation Group of a Second Order Differential Syston. 2ye ‘ Theorem ut, tet 2 Sk = £'Cxyy be an analytic differential system defined on all L(//”) over a real analytic connected manifeld /” , The set Ag ef all analytic infinitesimal transformations on /7” which leave () invariant form an infinitesinal transformation group of dimension Ss Ory =] Proof. A calculation 1n loca coordinates (see Lie-Scheffers, Differential~ gleichungen, p. 401) shows that if V, and V, are infinitesimal transfor~ mations which leave «9 invariant, then se do c,v,+ G Ve and CV vey + Mme Ag its alie algebra in 2/7/77) . By anlyticity two vector fields of 1g which coincide on an open set of /7” are iden- tical en 7”, Suppose there are (7/!)° linearly independent vector fields LVMenvit Of A Select n? points F + +4,P ayers, Pye «near Pan aq” , in general position (ne 3 on same solution curve of <9 ) se that a Linear combination of V= ¢,V, + ++ +Cy,,2 Vet Vanishes at each of the 7 pointe. ‘thie is possible since one need only selve 7° linear equations in the Casi) unknowns C++), Cay) + Tous the lecal transformation group generated by helds each point 7,2...) 5,2 fixed. The direction group Dp 1s 8 subgroup of the infinitesimal projective 76 transformation group on the line elements at /7 , that is, on the projective space 7” , But V induces an element of O- vhich leaves 7°-/ directions fixed and ts V induces the identity transfermation on the line elements at /> . Similarly V induces the identity transformation on the line elements at 222. : : + Bat every point on 47” near 1s determined ty the intersection of two solution curves radiating fron /7 and. 4, Tims each point of //” near / 12 left fixed by the transfor- mations generated by V . Thus V vanishes on an open neighborheed of (2 « Thus \/ vanishes on all ot”, But this contradicts the suppesition that Vénenyt Were Linearly independent. ‘Therefore din 4< (n4/)° Mu Q HD. Definition, g 8 called the complete infinitesinal transfermtion group tr J. 9. S¥8_ ps Thee 5. Let YE ah. f cxy yd ve an analytic differential systen ae defined on all 2 (/7") ever @ real analytic connected manifela A7” , Consider the group G of all real analytic diffeomorphiens ef 47” onte itself which preserves “) . Topologize C by the compact-open topology. Tien G 10 8 Lie group of dimension <(>/)*-! . Then the component of the identity G_ of @ , using analytic coordinates on G , acts analyti- cally as a transfermation group G2 x MM —> 7” » Mereever Ge Me rg de generated ty a subalgebra of the complete infini- tesinal transformation group 5 . If M’ 4s comact, Gx M"—— /7” is generated by Ay + Erect. A preliminary analysis shows that G is lecally compact and acts70= contimously on 7”. Thon see Montgonery-Zippin, p. 208 anf p. 213. This fe a very difficult theorem (has never been proved) and includes the results of Meyere-Steonrod that the group of isometries of a Riemannian space is # Ite group and also the theorem of Womimu that the group of affinities of an affinely connected space 16 a Lie group. ty ‘ Lee tony) Now consider analytic differential equations « tn the plane R° . te J te invariant unter g ant xg , then (locally) 3 te of the form y"= ftc) , ae seen earlier, But such an equation ot tet 4s locally diffeomorphic with oy” = a Mreoren 4g, If the analytic equation 4)’ he flany) ink de invariant under two linearly independent analytic infinitesimal transfor- z. mtions V, and V/, which have the same path curves, then OS ts locally diffeomorphic with y” =o - Froot, The subset of /ig. which consiste of vector fields having the same path curves as V) ie a subalgebra 49, * The locally intransitive groups on the plane are Df, HOG, 102, Mg 23) 2) z YZ. Vlnrg yo’ VAM FZ (424) D gn gr 07 wg, x7 5) § Oo PT 7 ¥$ + Under the coordinate change Y= ¥.(*) , T= y we note that 1) contains Oat. Find the right invariant vector fields for the Lie group <* and verify that they forma finite dimensional Lie algebra, Mind a basis for the Ite algebra 7,(2*)+3. 5. 78 Let @ ve a commtative connected Lie group and consider the effective, transitive, Iie transformation group g:G 1(x.%9') in &* invariant under the infinitesimal transformation group PR RD CetYg . Verity that inj ,--- x" §, vg, g 24, 0>4) te a dante for an tnfint testinal transformation group on @2 . For £=7 48 this tsomorphic with a mb- group of the projective infinitesinal transformtion groupt Show that a) 7 ) Og ce) xrtyg, 3 are complete infinitesinsl transformtion groups for sone second order differential equations in €*, Prove that the examples constructed are not qualitatively equivalent to y’= 0.BIBLIOGRAPHY Classical Theory of Local Transformation Groups 1, L, Blanchi, Leziont sulla Storia det gruvpt contimat fintti, Pisa 1918, 2, 4k, Cohen, An Introduction to the Lie Theory of One-Parameter Groups, New York, 1911. 3. 1, Eisenhardt, Continuous Groups of Transformations, Princeton 1933. 4, @. Kowalewski, Hafihrung in die Theorie der Kontinujeriichen Gruppen, Leipzig 1931. 5. S. Lie and F, Bngel, Theorie der Transformetionserumpen, 3 vol. 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