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Vectors Calculus

Some Vector Properties (Revision)


The Scalar Product (Dot Product)
Definition
The dot product b a of 2 vectors a =
3 2 1
, , a a a and b =
3 2 1
, , b b b is defined as
= cos b a b a
where is the angle between a and b.
In component form,
b a =
3 3 2 2 1 1
b a b a b a + +
Properties of the scalar product
i. Parallel vectors
If a and b are parallel, then ab = |a||b| or -|a||b|
Note: When a = b, ab = a a =|a|
2

ii. Perpendicular vectors
For non-zero vectors a and b,
b a b a = 0
iii. Scalar product is commutative, that is a b = ba

The Vector Product (Cross Product)
The cross product ( ) b a of 2 vectors a = a
1
i + a
2
j + a
3
k and b = b
1
i + b
2
j + b
3
k is a
vector b a v =
where |v| = |a||b|sin and is the angle between a and b
The direction of v is perpendicular to both a and b and such that a, b, v in this order
form a right-handed triple
Note: b a = - a b that is vector product is not commutative.
Vector product of parallel vectors
If a and b are parallel vectors, b a = 0.
If a, b 0, then b a = 0 a is parallel to b

Vector product of vectors in Cartesian component form
3 2 1
3 2 1
b b b
a a a
k j i
b a =
( ) ( ) ( )k j i
k j i
1 2 2 1 1 3 3 1 2 3 3 2
2 1
2 1
3 1
3 1
3 2
3 2
b a b a b a b a b a b a
b b
a a
b b
a a
b b
a a
+ =
+ =


Vector Functions
A vector-valued function, or vector function, is a function whose domain is a set of real
numbers and whose range is a set of vectors.
If f(t), g(t) and h(t) are the components of the vector r(t), then f, g and h are real-valued
functions called the component functions of r and
( ) ( ) ( ) ( )k j i r t h t g t f t + + =
Suppose that f, g and h are continuous real-valued functions on an interval I. Then the
set C of all points (x, y, z) in space, where
x = f(t) y = g(t) z = h(t)
and t varies throughout the interval I, is called a space curve. The equations above are
called parametric equations of C and t is called a parameter. The space curve is traced
out by a moving particle whose position at time t is (f(t), g(t), h(t)). Hence, the vector r(t)
is the position vector of the point P(f(t), g(t), h(t)) on C.
Example
Describe the curve defined by the vector function ( ) k j i r t t t t + + = sin cos .

Derivatives of Vector Functions
Suppose points P and Q have position vectors r(t) and r(t + h), then ( ) ( ) t h t PQ r r + = is
known as the secant vector on the space curve C.

Definition: Derivative at a point
The vector function r(t) = f(t)i + g(t)j + h(t)k is differentiable at t = t
o
if f, g and h are
differentiable at t
o
. The derivative is the vector

( )
( ) ( )
k j i
r r r
r
dt
dh
dt
dg
dt
df
h
t h t
dt
d
t
h
+ + =
+
= =
0
lim '

Note:
i. A vector function r is differentiable if it is differentiable at every point of
its domain.
ii. The vector ( ) t ' r is called the tangent vector to the curve defined by r at
the point P, provided that ( ) t ' r exists and ( ) 0 ' t r .
iii. Unit tangent vector: ( )
( )
( ) t
t
t
'
'
r
r
T = .
Examples
1. Find the derivative of ( ) ( ) k j i r t te t t
t
2 sin 1
3
+ + + =

. Also, find the unit tangent
vector at the point where t = 0.



Q
P
C
0
z
y
x
Differentiation Rules for Vector Functions

Let u and v be differentiable vector functions of t, C a constant vector, c any scalar
and f any differentiable scalar function.

1. Constant Function Rule: 0 = C
dt
d

2. Scalar Multiple Rules: ( ) [ ] ( ) t c t c
dt
d
' u u =
( ) ( ) [ ] ( ) ( ) ( ) ( ) t t f t t f t t f
dt
d
' ' u u u + =
3. Sum Rule: ( ) ( ) [ ] ( ) ( ) t t t t
dt
d
' ' v u v u + = +
4. Difference Rule: ( ) ( ) [ ] ( ) ( ) t t t t
dt
d
' ' v u v u =
5. Dot Product Rule: ( ) ( ) [ ] ( ) ( ) ( ) ( ) t t t t t t
dt
d
' ' v u v u v u + =
6. Cross Product Rule: ( ) ( ) [ ] ( ) ( ) ( ) ( ) t t t t t t
dt
d
' ' v u v u v u + =
7. Chain Rule: ( ) ( ) [ ] ( ) ( ) ( ) t f t f t f
dt
d
' ' u u =
Example

If k j i A
3 2
5 t t t + = and j i B t t cos sin = , find
( ) B A
dt
d
.

Scalar and vector fields
A scalar or vector quantity is said to be a field if it is a function of position.
A scalar field associates a scalar value to every point in space. For example, ( ) z y x f , , is
a scalar function of 3 variables and defines a scalar field in space.
A vector field on a domain in the plane or in space is a function that assigns a vector to
each point in the domain. A field of three-dimensional vectors could be written as
( ) ( ) ( ) ( )k j i F z y x F z y x F z y x F z y x , , , , , , , ,
3 2 1
+ + =



Gradient, Divergence and Curl

The vector differential operator del, , is defined by

z y x z y x

= k j i k j i
`

This vector operator possesses properties analogous to those of ordinary vectors.
The operator is also known as nabla.
The Gradient
Let f(x, y, z) defines a differentiable scalar field. Then the gradient of f, written f or
grad f, is defined by

k j i k j i
z
f
y
f
x
f
f
z y x
f

=


Note that f defines a vector field.
Examples
1. If ( )
2 3 2
3 , , z y y x z y x = , find (or grad ) at the point (1, -2, -1).

Diagram on the left shows a 2D vector field
( ) j i F y x y x + = ,
Diagram on the left shows a 3D vector
field ( ) k j i F z x y z y x + + = , ,
2. Find if
i. = ln |r|
ii.
r
1
=

The component of f in the direction of a unit vector u is given by f u and is called
the directional derivative of f in the direction of u. Physically, this is the rate of change
of f at the point (x, y, z) in the direction u.
Properties of the directional derivatives
cos cos f f f f D = = = u u
u

i. f D
u
is maximum when u is parallel to f ; f increases most rapidly at any point in
its domain in the direction of f; the maximum rate of change of f is f .
ii. f decreases most rapidly in the direction of - f.
iii. ( ) f D f f f D
u u
u u = = =
iv. The relationships of the partial derivatives of f to the directional derivative are

z y x
f f f D f f f D f f f D = = = = = = k j i
k j i
, ,

x
f - derivative of f in the i direction

y
f - derivative of f in the j direction

z
f - derivative if f in the k direction

z y x
f f D f f D f f D = = =
k j i
, ,
v. Any direction u perpendicular to the gradient is a direction of zero change in f
0 0
2
cos = =

= f f f D

u

Example
Find the maximum rate of change of the scalar field =

+2

at the point (2, 1, 1).




Geometric relationship between the level curves and the gradient of a function f of
two variables
If f is differentiable at ( )
0 0
, y x , then ( )
0 0
, y x f is normal to the level curve of f
through ( )
0 0
, y x and forms the normal vector to the level curve of f at the point
( )
0 0
, y x .
Geometric relationship between the level surfaces and the gradient of a function f
of three variables
If f is differentiable at ( )
0 0 0
, , z y x , then ( )
0 0 0
, , z y x f is normal to the level surface
of f through ( )
0 0 0
, , z y x ; the unit normal vector to the level surface, n , is given by
f
f

= n .
Example
Find a unit vector that is normal to the level surface 11 2
2
= yz y x at the point
(1, 1, -5).

The Divergence
Let F(x, y, z) = F
1
i + F
2
j + F
3
k defines a differentiable vector field. Then the divergence of
F, written F or div F, is defined by
( )
z
F
y
F
x
F
F F F
z y x

= + +

=
3 2 1
3 2 1
k j i k j i F
Note:
i. F is a scalar field
ii. F F
The term divergence originated in the study of fluid flow; it relates to the way in which
fluid flows toward or away from a point.
In other words, div F( ) z y x , , measures the tendency of the fluid to diverge from the
point ( ) z y x , , .
div F( )
0 0 0
, , z y x > 0 net flow of fluid outwards near ( )
0 0 0
, , z y x .
div F( )
0 0 0
, , z y x < 0 net flow of fluid inward near ( )
0 0 0
, , z y x .
div F( ) z y x , , = 0, F is incompressible or solenoidal.

Examples
1. If k j i A z xy z y z x
2 2 3 2
2 + = , find A (or div A) at the point (1, -1, 1).
2. Given
4 2 3
2 z y x =
i. Find (or div grad )
ii. Show that =
2
, where
2
2
2
2
2
2
2
z y x

= denotes the
Laplacian operator.
The Curl
If F(x, y, z) = F
1
i + F
2
j + F
3
k is a differentiable vector field then the curl or rotation of F,
written F, curl F or rot F, is defined by
F = ( ) k j i k j i
3 2 1
F F F
z y x
+ +


=
3 2 1
F F F
z y x

k j i

= k j i

y
F
x
F
x
F
z
F
z
F
y
F
1 2 3 1 2 3

Note:
i. in the expansion of the determinant the operator
z y x

, , must
precede F
1
, F
2
, F
3
.
ii. F is a vector field.
iii. F measures circulation density at a point.
iv. If F = 0 at any point ( )
0 0 0
, , z y x , then F is said to be irrotational at
( )
0 0 0
, , z y x .
Example
If k j i A z xy z y z x
2 2 3 2
2 + = , find
i. A (or curl A) at the point (1, -1, 1)
ii. curl curl A

Formulae involving
If A and B are differentiable vector functions and and are differentiable scalar
functions of position (x, y, z), then
1. ( ) f k kf =
2. ( ) g f g f =
3. ( ) f g g f fg + =
4. ( + ) = +
5. (A + B) = A + B
6. (A + B) = A + B
7. (A) = () A + ( A)
8. (A) = () A + ( A)
9. (A B) = B ( A) A ( B)
10. (A B) = (B )A B( A) (A )B + A( B)
11. (A B) = (B )A + (A )B + B ( A) + A ( B)
12. ()
2

2
2
2
2
2
2
z y x



where
2
2
2
2
2
2
2
z y x

= is called the Laplacian operator


13. () = 0. The curl of the gradient of is zero
14. ( A) = 0. The divergence of the curl of A is zero.
15. ( A) = ( A)
2
A



Conservative vector field
( ) ( ) ( ) ( )k j i F z y x F z y x F z y x F z y x , , , , . . , ,
3 2 1
+ + = is conservative if it is the gradient of
some scalar function. In other words, if ( ) z y x f , , exists such that f = F , then
( ) ( ) ( ) ( )k j i F z y x F z y x F z y x F z y x , , , , . . , ,
3 2 1
+ + = is a conservative vector field and
( ) z y x f , , is a potential function for F.
( ) ( ) ( ) ( )k j i F z y x F z y x F z y x F z y x , , , , , , , ,
3 2 1
+ + = is conservative F = 0.
If F is a differentiable vector field on R
3
and F = 0, then F is a conservative
vector field.
A conservative vector field is irrotational.

Example
Show that ( ) k j i F
2
) 2 4 ( 4 , , y yz x y z y x + + + = is conservative and find its potential
function.










References
1. Stewart, J. (2003). Calculus. Thomson.
2. Weir, M.D., Hass, J. and Giordana, F.R. (2005). Thomas Calculus. Pearson Addison Wesley.
3. Salas, S.L., Hille, E. and Etgen, G.J. (2003). Calculus: One and Several Variables. Wiley.
4. Anton, H. (1995). Calculus with Analytic Geometry. Wiley
5. Kreyszig, E. (1999). Advanced Engineering Mathematics. Wiley

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