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For a closed system yes. There's a lot of confusion in the literature by considering only the energy-momentum tensor of the em. field and then wondering, why there is problem with total em. energy and momentum at presence of sources ##\rho## and ##\vec{j}##. You have to consider always the total EM tensor of a closed system, obeying the continuity equation, and only then the spatial integral gives an energy-momentum four-vector (for the entire system consisting of the em. field and the charges).PeterDonis said:I'm not sure what you mean by "for a closed system". The SET in SR always obeys the vanishing divergence condition you give, at every point of spacetime. In GR that condition becomes ##\nabla_{\mu} T^{\mu \nu}=0##, and is again always true. Since it applies at each point of spacetime, there is no such thing as a "closed system" vs. "open system" if you're just looking at the SET; it's just a continuous distribution of stress-energy.
I didn't want to discuss the GR case here, where it is of course even more complicated. You only have local energy conservation ##\nabla_{\mu} T^{\mu \nu}=0##, but you cannot so easily define total energy and momentum in a coordinate independent way. I guess you know this better than I.PeterDonis said:In relativity these conservation laws follow from the presence of Killing vector fields and are different from the divergence condition on the SET.