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Periodic integration by parts on a flat torus

Statement

Let d≥1, let g∈Cper1(Td;R), and let F∈Cper1(Td;Rd). Then

∫Tddiv⁡F dx=0,∫Td∇g⋅F dx=−∫Tdg div⁡F dx.

Facts & Assumptions

Given: An integer d≥1, a scalar field g∈Cper1(Td;R), and a vector field F∈Cper1(Td;Rd).

[F1]

Periodic torus calculus: Td=Rd/(2πZ)d, integration is Riemann integration over Qd=[0,2π]d, fields are periodic lifts, and first derivatives are bounded, uniformly continuous, and Riemann integrable on Qd.

[F2]

The mean value theorem, as the case g(x)=x of Cauchy's: for f continuous on [a,b] with a<b and differentiable on (a,b) there is c∈(a,b) with f(b)−f(a)=f′(c)(b−a): if a real function is continuous on a closed interval and differentiable on its interior, some interior derivative equals its average rate of change across the interval.

Proof

Given: The fields and periodic-calculus convention in [F1].

1.1givenF1construct

Fix j∈{1,…,d} and h∈Cper1(Td;R). Put ℓn:=2π/n and xk:=ℓnk for k∈{0,…,n−1}d. The uniform-grid Riemann sum Sn:=ℓnd∑k∂jh(xk) converges to ∫Td∂jh dx: if ωj(δ) is the supremum oscillation of ∂jh between points of Qd at distance at most δ, the upper-minus-lower Darboux sum on this grid is at most (2π)dωj(d ℓn), which tends to 0 by [F1], and Sn lies between those Darboux sums.

2.1givenF1F2step 1.1algebra

For each grid point xk, apply [F2] to the one-variable restriction of h along the jth coordinate segment of length ℓn. Its difference quotient differs from ∂jh(xk) by at most ωj(ℓn). The sum of these difference quotients over each complete j-cycle telescopes to [h(…,2π,…)−h(…,0,…)]/ℓn=0 by periodicity; when d=1 the remaining-coordinate index is the single empty tuple. Hence ∣Sn∣≤(2π)dωj(ℓn)→0. By step 1.1, ∫Td∂jh dx=0.

3.1givenF1step 1.1step 2.1algebra

Apply step 2.1 to each component h=Fj. The finite sum div⁡F=∑j∂jFj is uniformly continuous; the same Darboux-gap bound from step 1.1, with its own modulus of continuity, proves it is Riemann integrable and that its uniform-grid sums converge. Each such sum is the sum of the corresponding component sums, so taking their limits gives ∫Tddiv⁡F dx=∑j=1d∫Td∂jFj dx=0.

4.1givenF1step 1.1step 3.1algebra∎

The product field gF is periodic. For each component, expanding its difference quotient as g(x+hej)Fj(x+hej)−g(x)Fj(x)h=g(x+hej)−g(x)hFj(x+hej)+g(x)Fj(x+hej)−Fj(x)h and taking h→0 proves ∂j(gFj)=(∂jg)Fj+g ∂jFj. These derivatives are finite sums of products of bounded uniformly continuous fields, hence uniformly continuous; the Darboux-gap argument of step 1.1 makes them Riemann integrable, so gF qualifies in step 3.1. The same argument makes ∇g⋅F and g div⁡F integrable, and the finite Riemann sums are linear. Applying step 3.1 to gF therefore gives 0=∫Td∇g⋅F dx+∫Tdg div⁡F dx. Rearranging proves the second identity.

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