Many more books

I recognize myself in these notes by Chris Tiee on tensor analysis—the fever of acquisition, the uses of comparison, and the stray insight that makes the whole book worth it (as the one track does for the whole album):

“One way to learn a lot of mathematics is by reading the first chapters of many books.”—Paul R. Halmos

Ah, the dreaded discussion of texts for tensor analysis. I am addicted to collecting math books (I also often have 10 books checked out from the library simultaneously) and reading the first 20 pages of them. Very occasionally I make it through farther than that. Despite the proliferation of bad tensor analysis texts (some would say all of them are bad), I have to admit I have gleaned everything I have learned about Tensor Analysis from reading these books, collecting the knowledge into a gigantic patchwork. The fact is, each text actually has a gem of insight or two that is not presented in any others. There is much overlap in the bad parts, and some in the good parts too, but of course, it’s always hard to consult so many references, since I often forget the transformation laws on those overlaps. . . not to mention also the transformation laws that tell how the notation changes—regarding this, we have the following

A.1. Joke. Differential geometry is the study of those things invariant under change of notation.

Another problem is also that it’s very hard to strike a balance between being intuitive in the explanations of what these things are—and hence being vague—and also developing a precise, formal theory that is the real deal—hence being obfuscatory.

The quote from Halmos isn’t quite right. It’s actually, “I wish I had read the first ten pages of many more books—a splendid mathematical education can be acquired that way.” As for tensors, a newer book rich in intuition is Dwight Neuenschwander’s Tensor Calculus for Physics.

The two cultures of integration theory

As a Math Stack Exchange question recently reminded me, every good calculus student eventually asks what the dx in integration really means—and every good calculus teacher has her own answer. But the answers are often confused.

The mess arises in part because the question can be interpreted syntactically or semantically. As a piece of notation, it is essentially a bookkeeping device, indicating the variable with respect to which the integration is carried out—as Leibniz, who gave us the symbol, well understood. In symbolic computation the formal string y dx thus means something quite different than x dx. The semantic question is even more interesting. As a matter of mathematical substance, the dx generalizes in two directions: in one direction it denotes a measure, and in another direction it denotes a differential form. These are the two cultures of integration theory. Experts speak both languages—and can translate fluently between them—but we do a very bad job at putting the two in conversation in the undergraduate curriculum.

The difference shows up not just in the sort of object we integrate (a function in the former case, a form in the latter), but also in the sort of object we integrate over. Measure-theoretic integration works over (certain) bare sets, but form-theoretic integration requires more structure: a set plus an orientation. Integrating a function over the unit disc is measure theory; integrating a form over the unit disc oriented counterclockwise is exterior calculus. The one theory is static: it is a theory of content, how much stuff is in a set. The other theory is dynamic: it is a theory of flux, how stuff is flowing through a set. The difference is also visible in how the two integrals transform. For measures, the change of variables theorem uses the absolute value of the Jacobian. For forms, the theorem drops the absolute value.

This distinction is important both conceptually (it leads to very different theories) and historically (the ideas emerged quite independently). But it tends to be glossed over in the typical undergraduate calculus sequence, where the various types of integrals are run together rather than carefully distinguished. (Witness the ambiguity of the phrase “surface integral.”) And it is all but lost once manifolds become the central object of study. In most cases, given the goal of generalizing vector calculus or developing de Rham cohomology, the tendency is to shortchange the measure-theoretic perspective, reducing the meaning of “calculus on manifolds” simply to the exterior calculus. This trajectory makes it look like Stokes’s theorem is the ultimate culmination of the basic ideas of derivative and integral, the Whiggish consummation the concepts have been building to all along.

Not that the theory of forms isn’t deep and important. But it is easy to leave the typical undergraduate sequence having forgotten entirely about measure, and we may come away thinking the only integration possible on a manifold is integration of forms. Indeed one could be forgiven for asking whether a differential geometer even needs to know the name Lebesgue. The impression is only reinforced when the diligent student of calculus is dropped into a first course in measure. There one encounters a totally new language, beginning with sigma algebras. Eventually connections come into view, but at first blush the subject appears to have little to do with calculus, and nothing to do with manifolds.

This state of affairs is unfortunate, but also easy to remedy. The distinction is already apparent in the two basic types of surface integrals discussed in any multivariable calculus class: the integral of a function with respect to surface area (which does not require an orientation), and the flux integral of a vector field through a surface (which does require an orientation). Even more basically, it’s apparent in the two basic types of line integrals: the integral of a function with respect to arc length (which, again, does not require an orientation), and the work integral of a vector field along a curve (which does require an orientation). Emphasizing the differences between these two types of integrals would not only help resolve conceptual confusion; it would convey a fuller awareness of what “calculus on curved spaces” can mean and anticipate a wider range of mathematical territory.

Inside Euclidean space, the measure-theoretic ideas of arc length and surface area lead to notions such as surface measure (using Jacobians in a chart) and Hausdorff measure (for more complicated sets), generalizing Lebesgue measure to handle sets of lower dimension. This is the beginning of geometric measure theory, motivated historically by problems in the calculus of variations. Outside Euclidean space, where tools can’t be imported from the ambient space, these idea lead to the (intrinsic) notion of a density on a smooth manifold. (A related notion is what Ted Frankel calls a pseudoform in The Geometry of Physics.) Such densities always exist (by a partition of unity argument), but on a Riemannian manifold, a natural density is determined by compatibility with the metric: the Riemannian density, also known as the Riemannian volume element. It thus makes sense to talk about volume—and the integrals of functions with respect to volume—on any Riemannian manifold, orientable or not. (As it should: the Möbius band has an area, of course, even though it is not orientable.) Arc length, area, and volume elements aren’t forms; they aren’t even linear! They’re densities.

This understanding is not impossible to acquire, but it is harder than it needs to be. The few references that discuss these matters clearly and explicitly are all relatively advanced. The easiest fix, I think, is to linger a little longer over the special status of arclength and surface area integrals in the calculus sequence, taking time to preview these two rich cultures of integration.


On the two types of integral

Terry Tao, “Differential Forms and Integration”

“Integration of forms and integration on a measure space”, Math Stack Exchange

On surface measure and its relation to Hausdorff measure

John Benedetto and Wojciech Czaja, Integration and Modern Analysis

Gerald Folland, Real Analysis: Modern Techniques and Their Applications, sections 11.2-11.4 (theorem 11.25 gives the relationship between surface measure and Hausdorff measure)

Francesco Maggi, Sets of Finite Perimeter and Geometric Variational Problems, chapter 11 (theorem 11.3 gives the relationship between surface measure and Hausdorff measure)

Kennan Smith, Primer of Modern Analysis, chapter 15 (section 6 gives the relationship between surface measure and Hausdorff measure)

Daniel Stroock, Essentials of Integration Theory for Analysis (section 5.2 constructs surface measure, and section 8.3.4 shows the relationship with Hausdorff measure)

Michael E. Taylor, Measure Theory and Integration

On densities

John Hubbard and Barbara Hubbard, Vector Calculus, Linear Algebra, and Differential Forms, Chapter 5 (like Munkres, defines Riemannian density and surface measure for submanifolds of Euclidean space, without identifying them as such)

Folland Real Analysis, section 11.4

Serge Lang, Differential and Riemannian Manifolds

John M. Lee, Introduction to Smooth Manifolds, 2nd edition, pp. 427-434 (includes a discussion of the divergence theorem)

Lynn Loomis and Shlomo Sternberg, Advanced Calculus, revised edition, chapter 10 (includes the divergence theorem and an implicit discussion of the surface area problem)

James Munkres, Analysis on Manifolds, chapter 5 (defines Riemannian density and surface measure for submanifolds of Euclidean space, without identifying them as such)

Liviu I. Nicolaescu, Lectures on the Geometry of Manifolds, section 3.4

“The ds which appears in an integral with respect to arclength is not a 1-form. What is it?”MathOverflow

“Why do I need densities to integrate on a non-orientable manifold?”, MathOverflow

“Lebesgue measure theory vs. differential forms?”, Math Stack Exchange

Contrary to folklore

Paul Samuelson, “Heads I Win, and Tales, You Lose,” in the sixtieth anniversary edition of von Neumann and Morgenstern’s Theory of Games and Economic Behavior:

Contrary to folklore, mathematical ability is not a rare gift uncorrelated with other intellectual abilities: testing demonstrates that the child good with words and logic is most likely to have native potentiality for mathematics also. That schools […] should turn us out ignorant of and resentful of mathematics, is a crime. And not because, in the age of Sputnik and automation, mathematical proficiency is a prerequisite of national prosperity and survival, but rather because of the sheer fun that people miss […]

I think of this old title on my shelf: The Sheer Joy of Celestial Mechanics.

This notation sucks!

Paul Votja on Serge Lang:

During my time at Yale, I gave two or three graduate courses. Serge always sat in the front row, paying close attention to the point of interrupting me midsentence: “The notation should be functorial with respect to the ideas!” or “This notation sucks!” But, after class he complimented me highly on the lecture.

While on sabbatical at Harvard, he sat in on a course Mazur was giving and often criticized the notation. Eventually they decided to give him a T-shirt which said, “This notation sucks” on it. So one day Barry intentionally tried to get him to say it. He introduced a complex variable Ξ, took its complex conjugate, and divided by the original Ξ. This was written as a vertical fraction, so it looked like eight horizontal lines on the blackboard. He then did a few other similar things, but Serge kept quiet—apparently he didn’t criticize notation unless he knew what the underlying mathematics was about. Eventually Barry had to give up and just present him with the T-shirt.

The acid test of concepts

A striking passage from Frege’s unpublished essay “Boole’s logical calculus and the concept-script,” which he submitted in 1881 first to Zeitschrift für Mathematik und Physik, then the Mathematischen Annalen, and finally the Zeitschrift für Philosophie und philophische Kritik, but was rejected each time:

I now return once more to the examples mentioned earlier, so as to point out the sort of concept formation that is to be seen in those accounts. The fourth example gives us the concept of a multiple of 4 […]. The eighth example gives us the concept of the congruence of two numbers with respect to a modulus, the 13th that of the continuity of a function at a point etc. All these concepts have been developed in science and have proved their fruitfulness. For this reason what we may discover in them has a far higher claim on our attention than anything that our everyday trains of thought might offer. For fruitfulness is the acid test of concepts, and scientific workshops the true field of study for logic.

This is pp. 32-33 in the translation by Peter Long and Roger White, with the assistance of Raymond Hargreaves, in Posthumous Writings, edited by Hans Hermes et al (Blackwell, 1979).

This remains one of the lesser appreciated themes in Frege’s work. The standard fare in a philosophy major mentions sense and reference, concept and anti-psychologism, but I’d bet even very few working philosophers are familiar with these suggestive passages on fruitfulness. Of course, every time I read the word I can only think of Keats, on autumn: “Season of mists and mellow fruitfulness…”

Some helpful discussions appear in:

  • Jamie Tappenden, “Fruitfulness as a Theme in the Philosophy of Mathematics,” The Journal of Philosophy (2012)
  • Jamie Tappenden, “The Mathematical and Logical Background to Analytic Philosophy,” The Oxford Handbook of the History of Analytic Philosophy
  • Jamie Tappenden, “Extending knowledge and ‘fruitful concepts’: Fregean themes in the philosophy of mathematics,” in Gottlob Frege: Critical Assessments of Leading Philosophers, Vol. III, Frege’s philosophy of mathematics, edited by Michael Beany and Erich Reck

Recondite but fertile analogies

The opening of Bertrand Russell’s preface to a 1914 translation of Poincaré’s Science and Method:

Henri Poincaré was, by general agreement, the most eminent scientific man of his generation—more eminent, one is tempted to think, than any man of science now living. From the mere variety of subjects which he illuminated, there is certainly no one who can appreciate critically the whole of his work. Some conception of his amazing comprehensiveness may be derived from the obituary number of the Revue de Métaphysique et de Morale (September 1913), where, in the course of 130 pages, four eminent men—a philosopher, a mathematician, an astronomer, and a physicist—tell in outline the contributions which he made to several subjects. In all we find the same characteristics—swiftness, comprehensiveness, unexampled lucidity, and the perception of recondite but fertile analogies.

Visual X

Needham’s book is the example par excellence of treating modern analytical material in a more classical, geometric vein; some of these books approach it in that regard, while others just include nice pictures or illustrations. I’m sure I’m forgetting about many texts with beautiful figures; I’ll add to the list as I’m reminded of them.

Tristan Needham, Visual Complex Analysis

Nathan Carter, Visual Group Theory

Martin Weissman, An Illustrated Theory of Numbers

Elias Wegert, Visual Complex Functions

Siegmund Brandt and Hans Dieter Dahmen, The Picture Book of Quantum Mechanics

James Callahan, Advanced Calculus: A Geometric View

H. M. Schey, Div, Grad, Curl and All That

Michio Kuga, Galois’ Dream: Group Theory and Differential Equations

Charles Misner, Kip Thorne, and John Archibald Wheeler, Gravitation

Michael Spivak, A Comprehensive Introduction to Differential Geometry

David Hilbert and Stephan Cohn-Vossen, Geometry and the Imagination

Admirers so few and so languid

Samuel Taylor Coleridge, age 18, to his brother George, with a very green poem setting Euclidean reasoning to verse:

Dear Brother,

I have often been surprising that Mathematics, the quintessence of Truth, should have found admirers so few and so languid. Frequent consideration and minute scrutiny have at length unravelled the case; viz. that though Reason is feasted, Imagination is starved; whilst Reason is luxuriating in its proper Paradise, Imagination is wearily travelling on a dreary desert. To assist Reason by the stimulus of Imagination is the design of the following production. In the execution of it much may be objectionable. The verse (particularly in the introduction of the ode) may be accused of unwarrantable liberties, but they are liberties equally homogeneal with the exactness of Mathematical disquisition, and the boldness of Pindaric daring. I have three strong champions to defend me against the attacks of Criticism; the Novelty, the Difficulty, and the Utility of the work. I may justly plume myself, that I first have drawn the nymph Mathesis from the visionary caves of abstracted Idea, and caused her to unite with Harmony. The first-born of this Union I now present to you; with interested motived indeed—as I expect to receive in return the more valuable offspring of your Muse.

This is now—this was erst,
Proposition the first—and Problem the first.


On a given finite line
which must no way incline;
To describe an equi—
—lateral Tri—
—A, N, G, E, L, E.
Now let A. B.
Be the given line
Which must no way incline;
The great Mathematician
Makes the Requisition,
That we describe an Equi—
—lateral Tri—
—angle on it:
Aid us Reason—aid us Wit!


From the centre A. at the distance A. B.
Describe the circle B. C. D.
At the distance B. A. from B. the centre
The round A. C. E. to describe boldly venture.
(Third postulate see.)
And from the point C.
In which the circles make a pother
Cutting and slashing one another,
Bid the straight lines a journeying go.
C. A. C. B. those lines will show
To the points, which by A. B. are reckon’d,
And postulate the second
For authority ye know.
A. B. C.
Triumphant shall be
An Equilateral Triangle,
Not Peter Pindar carp, nor Zoilus can wrangle.


Because the point A. is the centre
Of the circular B. C. D.
And because the point B. is the centre
Of the circular A. C. E.
A. C. to A. B. and  B. C. to B. A.
Harmoniously equal must forever stay;
Then C. A. and B. C.
Both extend the kind hand
To the basis A. B,
Unambitiously join’d in Equality’s Band.
But to the same powers, when two powers are equal
My mind forebodes the sequel;
My mind does some celestial impulse teach,
And equalizes each to each.
Thus C. A. with B. C. strikes the same sure alliance.
That C. A. and B. C. had with A. B. before
And in mutual affiance
None attempting to soar
Above another,
The unanimous three
C. A. and B. C. and A. B.
All are equal, each to his brother,
Preserving the balance of power so true:
Ah! the like would the proud Autocratix do!
At taxes impending not Britain would tremble,
Nor Prussia struggle her fear to dissemble;
Nor the Mah’met-sprung wight
The great Mussulman
Would stain his Divan
With Urine the soft-flowing daughter of Fright.


But rein your stallion in, too daring Nine!
Should Empires bloat the scientific line?
Or with dishevell’d hair all madly do ye run
For transport that your task is done?
For done it is—the cause is tried!
And Proposition, gentle maid,
Who soothly ask’d stern Demonstration’s aid,
Has prov’d her right, and A. B. C.
Of angles three
Is shown to be of equal side;
And now our weary stead to rest in fine,
‘Tis raised upon A. B. the straight, the given line.

Stupid for the rest of the day

From the Wikipedia page on Paul Valéry:

Valéry’s most striking achievement is perhaps his monumental intellectual diary, called the Cahiers (Notebooks). Early every morning of his adult life, he contributed something to the Cahiers, prompting him to write: “Having dedicated those hours to the life of the mind, I thereby earn the right to be stupid for the rest of the day.”

The subjects of his Cahiers entries often were, surprisingly, reflections on science and mathematics. In fact, arcane topics in these domains appear to have commanded far more of his considered attention than his celebrated poetry. The Cahiers also contain the first drafts of many aphorisms he later included in his books. To date, the Cahiers have been published in their entirety only as photostatic reproductions, and only since 1980 have they begun to receive scholarly scrutiny. The Cahiers have been translated into English in five volumes published by Peter Lang with the title Cahiers/Notebooks.