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Compact-support variation: the fundamental lemma, integration by parts and differentiation under the integral sign
Statement
Work in an inertial chart of the affine Minkowski model, identifying a nonempty open with its image in ; all integrals are Riemann (Darboux) integrals. (a) If is continuous and for every smooth compactly supported , then on . (b) If is and compactly supported and is , then for each , , provided is on and the products are extended by zero outside . (c) Let . If is continuous with continuous and there is a compact with for and all , then is on with derivative . The lemma is choice-free and is stated for the exact Riemann integration theory on bounded rectangles; no distribution theory, no hypothesis and no choice principle is used.
Facts & Assumptions
Given: The affine Minkowski model with an inertial chart (Oriented time-oriented affine Minkowski space (the spacetime primitives), Inertial frames and inertial charts of the affine Minkowski model), a nonempty open identified with its image , and coordinates whose partial derivatives are those of Directional derivatives and partial derivatives of a map . For a continuous vanishing outside a compact subset of , the symbol denotes the compactly supported Riemann integral over of the zero extension (The support of a function on and its compactly supported Riemann integral); a closed nondegenerate rectangle is called a box.
Compactness of the support and a bounding box: a compact set is contained in the interior of some box, and every box in with pairwise distinct side endpoints has positive volume. A finite union of boxes is compact and bounded. (The support of a function on and its compactly supported Riemann integral, The Riemann integral of a compactly supported function is independent of its bounding rectangle)
If is Riemann integrable on one box whose interior contains , it is integrable on every such box and all the integrals agree. (The Riemann integral of a compactly supported function is independent of its bounding rectangle)
The multidimensional integral is linear, monotone and satisfies ; cutting a box along a coordinate hyperplane that meets its interior splits the integral additively. (Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in )
Every continuous function on a closed nondegenerate rectangle is Riemann integrable. (Every continuous function on a closed nondegenerate rectangle in is Riemann integrable)
For a constant on a nondegenerate box , every lower and upper Darboux sum equals , so ; for a nondegenerate closed box , the zero-extended indicator of is integrable on with integral equal to the content of , which is its volume. (The lower and upper Darboux integrals over a nondegenerate rectangle in , A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content)
If , are nondegenerate closed rectangles and is Riemann integrable, then the iterated integral in an order in which every section is integrable equals . (Riemann--Fubini on product rectangles, with lower and upper section integrals and content-zero exceptional sections)
If is differentiable at every point of as a function on that interval, then whenever is integrable on . (The second fundamental theorem: if is differentiable on with and is integrable, then )
The one-variable sum, scalar multiple and product rules hold for coordinate derivatives: for functions on . (Sums, scalar multiples, products and quotients: , , , and when )
For every compact inside an open there is a smooth with on and . (A Euclidean bump for a compact set inside an open set)
If are continuous and is differentiable on with derivative for every , then has . (Leibniz's rule on a compact rectangle: an interior parameter derivative with a continuous extension may be passed through a Riemann integral)
A continuous function on a compact metric space is uniformly continuous. (Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous)
Sums, scalar multiples and products of continuous real-valued maps on a topological space are continuous where defined; in particular the product of a continuous and a smooth real-valued on is continuous, and the nonnegativity of a product of a nonnegative and a nonnegative function is pointwise. (Sums, products, absolute values, finite maxima and minima, and quotients of continuous real-valued maps on a topological space are continuous where defined)
Closed boxes in are compact, and a subset is compact exactly when it is closed and bounded. (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line,(1),(2))
Proof
Zero extensions. If a continuous vanishes outside a compact , its zero extension is continuous on : it is continuous at points of , and every point outside has a neighbourhood disjoint from the closed set , on which the extension is zero. Its support lies in ; [F1], [F2] and [F4] therefore define its finite integral independently of a bounding rectangle. The same argument gives a zero extension when is , with derivatives extended by zero; outside both and its derivatives vanish. For the parameter family in (c), zero extension of and is jointly continuous on , and the extended parameter derivative is still , because the common support gives the same zero neighbourhoods.
Fundamental lemma. Suppose and set if , otherwise. Continuity and openness give a nondegenerate closed box and with on . Choose a smaller nondegenerate closed box . By [F9] and [F13] there is a smooth , equal to on , whose support is a compact subset of ; compactness follows because the support is closed and bounded. For , the continuous product is nonnegative, compactly supported, and at least on . On a bounding rectangle, [F3] and [F5] give , contrary to the test hypothesis. Thus , proving (a).
Integration by parts. For (b), put . The function is on , vanishes outside , and has a zero extension by step 1.1. Its derivative is the zero extension of by [F8]. Choose a nondegenerate bounding rectangle with in its interior. On each line in the th coordinate, vanishes at both endpoints, so [F7] gives integral zero for . By [F4] and [F6], integrating over the remaining coordinates gives . This is (b).
Parameter differentiation. For (c), fix a closed interval with and a nondegenerate rectangle containing in its interior. Use the joint zero extensions from step 1.1 on . Integrating in one coordinate produces a jointly continuous function of and the remaining coordinates: its difference at two parameter tuples is bounded by that coordinate's interval length times the uniform oscillation of on the compact product, which tends to zero by [F11]. Apply [F10] with as parameter to differentiate this one-coordinate integral. The resulting derivative, the integral of , is jointly continuous by the same bound and [F11]. Repeat this argument in each of the four coordinates. [F4] and [F6] identify the repeated integrals with the four-dimensional integrals; hence is on and .
Every parameter in lies in the interior of such a closed interval, so step 2.3 proves (c) on the entire open interval. Steps 2.1 and 2.2 prove (a) and (b). All selections are finite, the bump supplier and [F13] are choice-free, and no distributional or local-integrability hypothesis is used.
Depends on
A Euclidean bump for a compact set inside an open set
Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in
Every continuous function on a closed nondegenerate rectangle in is Riemann integrable
The lower and upper Darboux integrals over a nondegenerate rectangle in
A bounded set is Jordan measurable iff its indicator is Riemann integrable, and the integral is its Jordan content
Riemann--Fubini on product rectangles, with lower and upper section integrals and content-zero exceptional sections
The second fundamental theorem: if is differentiable on with and is integrable, then
Sums, scalar multiples, products and quotients: , , , and when
Leibniz's rule on a compact rectangle: an interior parameter derivative with a continuous extension may be passed through a Riemann integral
Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous
The support of a function on and its compactly supported Riemann integral
The Riemann integral of a compactly supported function is independent of its bounding rectangle
Directional derivatives and partial derivatives of a map
Inertial frames and inertial charts of the affine Minkowski model
Oriented time-oriented affine Minkowski space (the spacetime primitives)
Sums, products, absolute values, finite maxima and minima, and quotients of continuous real-valued maps on a topological space are continuous where defined
Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
Dependency tree · 2 levels
Sources
- B. Crowell, Special Relativity, revision 2020-12-10 (author-published undergraduate textbook, 246 PDF pages); signature (+---) converted to (-+++) and c = 1 formulas converted to x^0 = c t; Chapter 9 pp. 179-197: 9.1 pp. 179-182 (current vector, flux, charge conservation), 9.2 pp. 183-191 (stress-energy tensor, conservation and flux, symmetry, dust, rank-2 transformation law, pressure, perfect fluid, worked examples, energy conditions), 9.3 pp. 192-197 (Gauss's theorem, integral conservation laws, the energy-momentum vector, angular momentum); the printed 9.2.8 dominant energy condition p. 191 has the defective |P| > rho and is not used
- D. Tong, General Relativity, University of Cambridge Part III Mathematical Tripos (Michaelmas Term 2019); c = 1 formulas converted to x^0 = c t; 4.5.1-4.5.5 printed pp. 181-191: scalar-field action (4.42)-(4.43) and equation of motion, Hilbert energy-momentum tensor (4.46), diffeomorphism invariance and conservation (4.50), flat-space Noether form, scalar tensor (4.51), Maxwell tensor (4.52), perfect fluid (4.53) with conservation equations (4.54)-(4.55), and the flat-space conserved-charge box argument of 4.5.5
- S. M. Carroll, Lecture Notes on General Relativity, arXiv:gr-qc/9712019v1 (1997), Chapter 1 printed pp. 28-30 (energy-momentum tensor, dust T^{mu nu}=rho U^mu U^nu (1.106), perfect fluid (1.107)-(1.110), scalar and Maxwell tensors (1.111)-(1.112), conservation (1.113) with the remark that the proof follows from each matter model's equations of motion) and Chapter 5 printed pp. 138-139 (on-shell conservation from diffeomorphism invariance with compact-support variations, (5.34)-(5.38))