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Let $M$ be a smooth manifold, then this post here seems to indicate that embedded submanifolds (that is not an open submanifold) need not be $f^{-1}(0)$ for some smooth function $f:M\rightarrow \mathbb R$, however, this seems to contradict the following statement theorem from Lee:

Let $M$ be a smooth manifold, then for any closed $K\subset M$ there is a smooth nonnegative function such that $f^{-1}(0)=K$.

What is going on here? Am I missing something?

Chris
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