Why an elementary work is written $\delta W$ instead of $dW$? For example, it's often written $$\delta W=F\cdot dr$$ if $dr$ is the elementary displacement. Why don't we write as usual $dW=F\cdot dr$ ? I saw an answer here but it doesn't really answer to the question (at my opinion). By the way, since at the end $W_{AB}=\int_A^B \delta W$, I really don't understand this $\delta W$. Is there mathematically a sense ?
Why in physics the elementary work is written as $\delta W$ instead of $dW$?
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The notation $\delta W$ rather than $\mathrm{d} W$ aims to underline that work (like heat) is an improper differential, i.e. its integral depends crucially on the integration path taken.
In physical terms, the work done on a system will not only depend on the initial and final condition of the system, but on the transformation chosen to drive the system from its initial to its final condition.
In more mathematical terms, an inexact differential cannot be expressed as the the gradient of another function, making an integral of that differential path-dependent.
I found the wikipedia article on the topic quite helpful; any good textbook on thermodynamics will discuss this, for example Schwabl's Statistical Mechanics.
In physical literature the symbol $d W$ is used to indicate an exact differential form, and $\delta W$ is used because, in general, the infinitesimal work $\delta W=F \cdot d\vec r$ is not an exact differential form. It is an exact form if the force $F$ is conservative, so, in this case we write $\delta W=dW$.