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Part 1 (syllabus)
-Coordinate Transformations
-Parametric representations of curves and surfaces
-Elements of length and area in curvilinear coordinates
-Vector valued functions of a scalar variable
-Scalar and Vector Fields
-Surface and volume integrals
dl 2 = dx1 + dx 2 + dx 3
"f1 "f1
J = "u "v
(definition)
"f 2 "f 2
"u "v
We choose transformations that are
(1-1) on Ruv - that is J # 0.
Geometrically, the Jacobian measures the distortion of area.
Note :
From the transformation, and the differentiability
of f1 (u,v) and f2 (u,v) , we have
"f1
"f1
dx1 = du + dv
"u
"v
"f 2
"f 2
dx2 =
du + dv
"u
"v
For these equations to be invertible, (solvable for (du, dv))
we require
"f1 "f1
J = "u "v # 0
"f 2 "f 2
"u "v
(see Adams section 14.4)
6
"u "u
"(u,v) "x "y
=
"(x,y) "v "v
"x "y
It can be shown that
"(x,y)
"(u,v)
=1
,
"(u,v)
"(x,y)
"(x,y)
=1
"(x,y)
# x 2 + y 2 = c 2 $ $ $ $circle
" = % = const
(r coordinate curves)
# x = rcos% , y = r sin %
# y = x tan % $ $ $ $ $ straight lines through origin
dlu = f u . f u du 2 = h1 du 2
dlv = f v . f v dv 2 = h2 dv 2
h1 = f u =
"f
"f
, h2 = f v =
"u
"v
10
#f
h1 =
,
#u P
u P ,v P
#f
h2 =
#v
u P ,v P
1 +# f # f .
"1 *" 2 =
, * / e3
h1h2 - #u #v 0 P
#f1 #f1
1 #f1 #f2 #f2 #f1
1 #u #v
=
(
1
)e 3 =
e3
h1h2 #u #v #v #u
h1h2 #f2 #f2
#u #v P
Note that for a non - degenerate transformation (i.e distinct families of
of coordinate curves required for a 1-1 transformation),we require
" 1 * " 2 2 0 . Since the Jacobian is non - zero, this is guaranteed.
11
$f1
$u
$f 2
$u
$f1
$v = h h
1 2
$f 2
$v P
Element of area
dA = (h1du " 1 )#(h2dv " 2 ) = f u # f v dudv
$f1
= Abs value of $u
$f 2
$u
$ ( f1 , f2 )
dA =
dudv
$(u,v)
or equivalently
$f1
$v dudv
$f 2
$v
$ ( f1 , f2 )
dx1dx2 =
dudv
$(u,v)
For an orthogonal system,
dA = h1h2dudv
13
#x #x
#(x,y) #r #" cos" $r sin"
=
=
=r
#
y
#
y
sin" r cos"
#(r," )
#r #"
#(r," ) 1
=
(check directly)
#(x,y) r
#(x,y)
dA =
drd" = rdrd"
#(r," )
Note :
#f
#f
#f
h1 =
= ( 1 )2 + ( 2 )2 = cos 2 " + sin 2 " = 1
#r
#r
#r
#f
#f1 2 #f2 2
h2 =
= ( ) + ( ) = r 2 sin 2 " + r 2 cos 2 " = r
#"
#"
#"
dA = (h1dr)(h 2d" ) $ $ $ $ $ because coordinate curves orthogonal
14
x = x(u)
dx
du
du
x
u
Double Integrals; x = x(u,v)
x2
u2
#(x1 ,x2 )
dudv
"" f (x1 ,x2 )dA = "" f ((x1 (u,v),x2 (u,v))
# (u,v)
R
R
or using (x,y) as variables
uv
#(x,y)
dudv
"" f (x,y)dxdy = "" f ((x(u,v),y(u,v))
#(u,v)
R
R
uv
15
Clear
Advantage!
16
2y
$(u,v) " 3
= x
$(x,y) 2x
$(x,y)
="
$(u,v)
1
2 y
(u +1) 2
2 ="
( 2 +1) = "2
x
1
x
x
1
v2
v
1
2
2(u +1)
3
2
17
"(x,y)
dudv
## dA = ## dxdy = ##
"(u,v)
1 v=4 u=1
$ ## dA = # ( #
2 v=1 u=0
1
2
(u +1)
3
2
du )dv
u=1
1 v=4 2
= ( # v dv)( #
2 v=1
u=0
1
(u +1)
3
2
du
3
1
+ (
1 2% 2( %
2
=
'v * '+2(u +1) *
2 3 & )1 &
)0
7
= ( 2 +1)
3
18
(shown previously)
$(x,y)
drd"
$(r," )
R
= %% f (r cos" ,r sin" )rdrd"
r"
Rr"
19
1
a
The two circles are : (x # a)2 + y 2 = : (x # a)2 + y 2 = a 2
2
4
Put x = r cos$ , y = r sin$
y
r
!
2a
x
20
$ /2
2a cos "
a cos "
%r 3 (
= # ' *
sin"d"
0 & 3 )a cos "
$ /2
7 3
a cos 3 " sin"d"
0 3
7 3 $ /2 3
= + a # cos " (d cos" )
3 0
4 ($ / 2
%
7 cos "
7 3
= + a 3'
=
a
*
3 & 4 )0
12
$ /2
= #
21
Example : Evaluate
"
I=
"
# #e
0
$(x 2 +y 2 )
dxdy
#e
$t 2
dt = %
22
(0 " t < #)
r(t)
Differentiation
Consider a vector v which is function of the scalar u.
v could be the velocity of a particle, and u the time.
We define its derivative in the standard way :
dv
"v
= lim
du "u#0 "u
v(u + "u) $ v(u)
= lim
"u#0
"u
v1 (u + "u) $ v1 (u)
v2 (u + "u) $ v2 (u)
v3 (u + "u) $ v3 (u)
= lim
i + lim
j + lim
k
"u#0
"u#0
"u#0
"u
"u
"u
dv1 dv2
dv3
=
i+
j+
k
du
du
du
That is, simply differentiate the components, and sum vectorially
24
!
r(t)
25
Example : To prove
d
df (u)
da(u)
( f (u)a(u)) =
a(u) + f (u)
du
du
du
d
( f (u)a(u))
du
f (u + "u)a(u + "u) - f (u)a(u)
lim
"u#0
"u
( f (u) + f $(u)"u + ..)(a(u) + a$(u)"u + ..) - f (u)a(u)
= lim
"u#0
"u
= f $(u)a(u) + f (u)a$(u)
Example :
p(u) = p1 (u)e1 + p2 (u)e 2 + p3 (u)e 3
d
dp1 (u)
de1
p(u) =
e1 + p1 (u)
+ ....... ( only because basis vectors constant)
du
du
du
dp1 (u)
dp2 (u)
dp3 (u)
=
e1 +
e2 +
e 3 ..(simply differentiate components)
27
du
du
du
!
28
Example
d
(1) ( p. p " p) = p . p " p + p. p " p + p. p " p
dt
= p. p " p
(2)
d
( p " p ) = p " p + p " p
dt
= p " p
29
Taylors Series
p(a + h) = p(a) + p"(a)h + ......+
1 (n)
p (a)h n + ....
n!
1 (n)
p (a)h n + ....
n!
30
"p
p(u + #u,v) % p(u,v)
pu =
= lim
"u #u$0
#u
provided the limit exists.
The rules we had previously carry over also to partial derivatives :
Thus
"
" a(u,v)
" b(u,v)
(a(u,v) . b(u,v)) =
.b(u,v) + a(u,v).
"u
"u
"u
etc.
31
Ex : # (x) = x1 + x2 + x3 = r
32
Example : v = (x,0,0)
Velocity has only a "x" component.
The magnitude is
v = x2 + 0 + 0 = x
Example : v = (y,0,0)
Velocity has only a "x" component.
The magnitude of the velocity is
v(x,y,z) = y 2 + 0 + 0 = y
x
y
,
,0)
2
2
2
2
x +y x +y
The magnitude of the velocity is
1
1
1
v = 2 2 x 2 + y2 =
=
x +y
x 2 + y2 r
Example : v = (
33
34
Curves
A curve C is a set (" R 3 ) of points having
at least one parametric representation
x = f (t) = f1 (t)e1 + f2 (t)e 2 + f3 (t)e 3
where f is continuous in [a,b] (that is f # C 0 )
We say that f maps Ct :[a,b] onto C.
C is an arc if f (a) $ f (b)
C is a closed curve if f (a) = f (b)
35
f "(t) =
on [a,b]
A simple
piecewisesmooth curve
Each simple curve has two orientations. A simple curve with a sense of
orientation is said to be a oriented simple curve or a directed simple
curve.
Q
Q
P
37
'=
f &(t) 1
d x dt
=
= f &(t)
d x dt
f &(t) h
38
P(t)
x
Element of Length
2
dl=IdxI = hdt
Q(t+dt)
x +dx
dl =
Curvature
Suppose that C is a simple smooth curve parametrised as
x = f (s)
a" s"b
where s is the arc length along the curve (for an arbitrary parametrisation t,
ds
to change variables from t # s)
dt
With this parametrisation the tangent
use
dx
T=
ds
is now also the unit tangent because the
scale factor
dx
h=
=1
ds
dx
$% =
ds
(Q d x = ds)
40
d"
.
ds
$=
1 d " 1 d 2 x(s)
n=
=
$ ds $ ds 2
41
#%
d"
#"
= lim
= lim
=&
#s$0
#s$0
ds
#s
#s
So curvature measures the
rate of rotation of the
unit tangent as we move along the curve.
1
Radius of Curvature: " =
#
42
X2
X1
43
Torsion
Define the unit bi - normal vector by
b(s) = " (s)#n(s)
(i.e. complete the orthonormal triad).
db(s)
b(s).b(s) = 1 $ 2b(s).
=0
ds
db
$
is perpendicular to b
ds
Also
d"
db
" .b = 0 $ .b + " . = 0
ds
ds
db
% n.b + " . = 0
ds
db
". = 0
ds
db
$
is perpendicular to "
ds
db
&
is in the direction of n
ds
44
We define torsion by
db
= "# n
ds
That is,
db
ds
Since b is a unit vector, we see as before that #
is the rate of rotation of b, or equivalently of
the osculating plane with distance along the curve.
#=
X2
X1
- - - -unit binormal
db 1
=
(coste1 + sinte 2 )
dt
2
db db dt 1
&
=
= (coste1 + sinte 2 )
ds dt ds 2
db
1
Using
= #' n, torsion ' =
ds
2
46
Line Integrals
Line integrals along a path C may be of one of
several forms;
" A(x).d x, " A(x)#d x , " $ (x)dl , " A1 (x)dx2
C
etc.
Therefore, all such line integrals can be built up from the following two
basic elements :
b
and
b
(k = 1,2,3)
48
Explicit representation
If we have an explicit representation of C
C : x2 = g(x1 ), x3 = h(x1 ) a " x1 " b
where h and g are continuous functions in [a,b],
the parametric representation is
x = e1 x1 + e 2 x2 + e 3 x3
= e1 x1 + e 2 g(x1 ) + e 3h(x1 ) (t = x1 )
d x = e1dx1 + e 2 g#(x1 )dx1 + e 3h#(x1 )dx1
dl = ds = d x = 1+ g# 2 + h# 2 dx1
Then these basic elements become
b
a
b
a
b
...etc.
49
x = cost, y = sint (0 # t #
$
)
2
r = (x,y) = (cost,sint)
ds =
dr
dt = sin 2 t + cos 2 tdt = dt
dt
$ /2
%sin 3 t (
1
2
2
2
=
" xy ds = " cost sin tdt = " sin td(sint) = '
*
3
C
0
0
& 3 )0
$ /2
$ /2
Example : Evaluate " xy 2dx , " xy 2dy along the parabola y = x 2 from (0,0) to (2,4).
C
r = (x,y) = (x,x 2 )
(dx,dy) = (dx,2xdx)
% x 6 ( 32
2
4
" xy dx = " x.x dx = ' * =
C
0
& 6 )0 3
2
% x 7 ( 256
2
4
" xy dy = " x.x .2xdx = 2' * =
7
C
0
& 7 )0
2
50
51
W = $ F.dr = $ F.dr
C1
Circulation
Integral
x2
x1
If C is a closed curve,
I = " A.d x or " A.dl
is called the CIRCULATION of A about C and written
Example : Calculate the circulation of v = (x1 ,0) over unit circle.
Parametrise circle : x = (cost,sint)
(0 # t # 2$ )
2$
dx
" v.d x = " v. dt = " (cost,0).(%sint,cost)dt
dt
unit circle
unit circle
0
2$
53
This is interpreted as
I = # (e1 A1 + e 2 A2 + e 3 A3 )"(e1dx1 + e 2dx2 + e 3dx3 )
C
Components are
I1 = # A2dx3 $ # A3dx2 etc. of the standard form.
C
!
54
unit circle
x1
I3 =
" v1 dx2 $
unit circle
" v1 dx2 =
unit circle
" v2dx1
unit circle
2%
2%
2
x
dx
=
cost
d(sint)
=
cos
t dt
" 1 2 "
"
unit circle
1 2%
= " [1+ cos 2t] dt = %
2 0
and " v2dx1 = 0
unit circle
& I = % e3
55
Surfaces
Not all surfaces can be represented as a graph of a function
of 2 variables using rectangular cartesian coordinates
z = f(x,y)
Thus, it is not possible to represent the surface of a doughnut
by such an equation.
We are therefore led to consider more general parametric
representations of surfaces.
Just as curves can be seen as mappings of a straight line
surfaces can be seen as being mappings of the plane
56
Parametric Surfaces
Cuv is positively directed (simple piecewise smooth) curve in the (u,v) plane.
Suv is the union of Cuv and its interior.
A surface S is a set (" R 3 ) of points having at least one parametric representation
x = g(u,v) = e1g1 (u,v) + e 2 g2 (u,v) + e 3g3 (u,v) u,v # Suv
g(u,v) is continuous on Suv . As u,v vary, the tip of x describes a
surface in x1 x2 x3 space. g is a mapping of Suv onto S.
If g(u,v) # C1 , we say that the surface is differentiable,
or a C1 surface.
Mapping
57
"g
"g
S is smooth if the functions
and
are continuous
"u
"v
on Suv (that is, g # C1 ) with
"g "g
$
%0
" u "v
( u, v # S)
58
x3
(r # 0)
and
(0,0) $ (0,0,0).
x2
45
r
!
%g
T1 =
= cos " e1 + sin " e 2 + e 3
%r
%g
T2 =
= &r sin " e1 + r cos " e 2
%"
and
T 1 'T 2 = 0 at (o,o)
This is a differentiable surface, but it is not smooth (by definition).
x1
x3 = x1 + x2
59
Coordinate Curves
Let S be a simple smooth surface. Consider a point P " (u P ,v p ) on S.
The curves
C1 : x = g(u,v P )
C 2 : x = g(uP ,v)
which clearly lie on S and pass through P, are
called the coordinate curves through P.
We can form tangents T1 to C1 and T 2 to C2 at P.
$# g '
$# g '
T1 = & )
,T 2 = & )
%#u (uP ,v P
% #v (uP ,v P
#g #g
*
+0
# u #v P
#g #g 1 #g
#g #g 1 #g
"1 =
=
, "2 =
=
#u #u h1 #u
#v #v h2 #v
h1 ,h2 can be identified as the length scales
along the coordinate curves (see below)
61
"g
dlu = gu .gu du =
du = h1du (dv = 0)
"u
Similarly, along v coordinate curve
"g
dlv = gv .gv dv =
dv = h2dv (du = 0)
"v
h2dv
T(u,v+dv)
P(u,v)
h1du
R (u+du,v)
62
dl 2 = h1 du 2 + h2 dv 2
63
64
$g
T1 =
= R(cos" cos # e1 + cos" sin # e 2 % sin" e 3 )
$"
$g
T2 =
= R(%sin" sin # e1 + sin" cos # e 2 )
$#
T 1 .T 2 = 0 & orthogonal curvilinear coordinates
X3
$g
h1 =
=R
$"
$g
h2 =
= Rsin"
$#
! R
X2
"
X1
#g
= R($sin " e1 + cos " e 2 )
#"
#g
T2 =
= Re 3
#z
T 1 .T 2 = 0 % orthogonal curvilinear coordinates
T1 =
#g
h1 =
=R
#"
h2 =
z coordinate
curve
! coordinate
curve
#g
=1
#z
R coordinate
curve
dl 2 = R 2d" 2 + dz 2
!
X
66
67
!
68
Element of area dS
Now, between adjacent points on surface,
"g
"g
dl = d x = du + dv = gu du + gv dv
"u
"v
and along coordinate curves
dl u = gu du, dl v = gv dv
dS is the area of the parellelogram formed by dlu and dlv .
This can be seen to be
dS = dl u #dl v = (dlu $1 )#(dlv $ 2 ) = gu # gv dudv
69
&g
=R
&"
&g
h2 =
= Rsin"
&#
Note : Since this is an orthogonal curvilinear coordinate system, we also
could have written directly
dS = h1h2d"d# = R 2 sin"d"d#
70
An orientable surface is a two sided surface with one side specified as the outside
or positive side and the other side the inside or the negative side.
Not all surfaces are two sided, even though we can assign two normals to every
point on the surface. For a two sided surface we can assign a unit normal n at
every point of the surface such that the resulting vector field n(x) of
normals is continuous everywhere. For such a surface, when the foot of n describes
any closed curve not crossing C, the initial and final directions of n are the same.
Such a surface has two orientations (two sides) determined
by the normals n(x), - n(x).
Non orientable
-Mobius strip-
Orientable
71
One orientation of a
two sided surface
72
74
Two Orientations of S
n+
Orientable Sums
75
Surface Integrals
Surface integrals can be of one of many types :
" a(x).dS, " # (x)dS
S
where
" a(x).dS = "" a(x).(ndS) = " a1 (x)n1dS + " a2 (x)n2dS + " a3 (x)n3dS
S
etc.
The above integral is called a flux integral (more later)
76
$g $g
dudv
## " (x)dS = ## " [g(u,v)] %
$u $u
S
S
and
'$g1 $g2 $g2 $g1 *
+
&
dudv
## " (x)n3 dS = ## "[g(u,v)])
,
( $u $v $u $v +
S
S
uv
uv
+
1
(x1 = u, x2 = v)
77
% $"f (
% "f (
"g "g
#
= e1 '
* + e2 ' * + e3
"x1 "x2
& "x1 )
& "x 2 )
2
% "f ( % "f (
"g "g
#
= ' * + ' * +1
"x1 "x2
& "x1 ) &"x2 )
% "g "g (
dS = ' #
*dx1dx2
& "x1 "x2 )
% $f ( 2 % $f ( 2
## " (x )dS = ## " (x1, x 2, f (x1, x 2)) '&$x *) + '& $x *) + 1 dx 1dx 2
1
2
S
S
x1x2
S x1x2
78
#r
= i " 2xk
#x
#r
= j " 2yk
#y
Element of area is
Sxy
#r #r
dS = ( $ )dxdy = (2xi + 2y j + k)dxdy " " " (outward)
#x #y
(0,0,4)
r(x,y)
Y
X
79
S = $ $ 1+ 4r 2 rdrd#
0 0
2
&1
%
2 3/2 )
= 2% ( (1+ 4r ) + = (17 3 / 2 ,1)
'12
*0 6
80
81
If " (r) is the density of a fluid and v(r) is the velocity of a fluid,
the "mass flux" across element of area dS is " v.n dS.
## " v.n dS
S
unit disc
unit disc
1 2$
2
## F .n dS = ## (i + j + (x + y )k).k dS = ## (x + y ) dS = # # r (rdrd% ) =
unit disc
0 0
1
2$
4
82
( f continuous)
$f j
(1) The functions
are continuous
$u k
(2) The mapping is one to one ( f(u) = f(u 0 ) % u = u 0 )
with the Jacobian J
$f1
$u1
$f1
$u 2
$f1
$u 3
,0
$f 3
$u 3
83
#f
#u1
#f
#u1
"1 =
#f
"2 =
#u 2
#f
#u 2
#f
"3 =
#u 3
#f
#u 3
85
"f
"f
"f
2
2
2
=
du1 +
du2 +
du3 + (....)du1du2 + (.........)du2du3 + (.........)du3du1
"u1
"u 2
"u 3
Note that in the (u1 ,u2 ,u3 ) coordinate system, the form of the metric element
of length may be such that it is not immediately obvious that the underlying
space is Euclidean ( flat).
That is, it may not be obvious that there is a transformation
(u1 ,u2 ,u3 ) ) (r,s,t) such that
dl 2 = ds 2 + dt 2 + dw 2
86
$k =
"x
du k = hk du k
"u k
"x
=
"u k
(k = 1,2,3)
"x1 2
"x
) + ..+ ( 3 ) 2
"u k
"u k
"f1 2
"f
) + ..+ ( 3 ) 2 # 0
"u k
"u k
1 "x
1 "f
=
hk "u k hk "u k
1
"x "x "x
{
&
%
}
h1h2 h3 "u1 "u2 "u 3
"f "f "f
1
1
=
{
&
%
} =
J
h1h2 h3 "u1 "u 2 "u3
h1h2 h3
Note : J # 0 ' $ 1 ,$ 2 ,$ 3 are not coplanar, and none are null.
$ 1 .($ 2 % $ 3 ) =
87
88
Volume Integrals
(change of variable)
### " (x)dV
D
!
89
#x
#(x,y,z) #u
J=
= .
#(u,v,w)
.
#x #x
a 0 0
#v #w
.
. = 0 b 0 = abc
.
.
0 0 c
V = $$$ dxdydz =
$$$ abcdudvdw =
ellipsoid
unit sphere
4%
abc
3
90
Volume integrals :
%%% $ (x)dV = %%% $ (x(u))h1h2h3du1du2du3
V
91
$x
= (sin" cos # ,sin" sin # ,cos" )
$r
$x
= r(cos" cos # ,cos" sin # ,%sin" )
$"
$x
= (%sin" sin # ,sin" cos # ,0)
$#
$x
h1 =
=1
$r
$x
h2 =
=r
$"
h3 =
$x
= r sin"
$#
! coordinate
curve
Z
r coordinate
curve
P
" r
" coordinate
curve
Y
!
X
dV = r 2 sin" drd"d#
92
#x
= (cos " ,sin " ,0)
#R
#x
#x
= R($sin " ,cos " ,0), = (0,0,1)
#"
#z
#x
h1 =
=1
#R
h2 =
#x
=R
#"
h3 =
#x
=1
#z
z coordinate
curve
! coordinate
curve
R coordinate
curve
z
!
dV = R dRd"dz
93
94
VECTOR CALCULUS
Part 2: Vector differential operators
95
Part 2 (syllabus)
-Vector differential operators: grad, div and curl
-Irrotational and Solenoidal Fields
-Scalar and Vector potentials
-Integral Theorems (Greens, Gausss, Stokess)
-Grad, Div and Curl (cylindrical and spherical polar coordinates)
96
" = e1
#
#
#
+ e2
+ e3
#x1
#x 2
#x 3
97
"del" operates on a vector field a(x) in two different ways, producing either
another scalar field, or another vector field :
#
#
#
+ e2
+ e3
). (a1 e1 + a2 e 2 + a3 e 3 )
#x1
#x 2
#x 3
#a1 #a2 #a3 #a p
=
+
+
=
(implied summation over p)
#x1 #x2 #x3 #x p
#
#
#
Curl : curl a = " $ a = (e1
+ e2
+ e3
) $ (a1 e1 + a2 e 2 + a3 e 3 )
#x1
#x 2
#x 3
e1
#
=
#x1
a1
e2
#
#x 2
a2
e3
#
#a 3 #a 2
=(
%
)e1 + ..........
#x 3
#x 2 #x 3
a3
The above definitions of grad, div and curl use cartesian components. However,
there are coordinate free definitions which allow us to interpret these in a 98
geometrical way;
Example :
Y
F = r = xi + y j + zk
F = x 2 + y2 + z2 = r
#x #y #z
divF = ".F = + + = 3
#x #y #z
div measures divergence
Example :
F = $yi + x j (2D field)
F = x 2 + y2 = r
(in 2D)
i
j k
# # #
curl F =
= 0i + 0 j + 2k
#x #y #z
$y x 0
= 2k
Curl measures rotation
99
100
"#
"#
"#
"#
= e1 .$#,
= e2 .$# ,
= e 3 .$#
"x 1
"x 2
"x 3
"#
"#
"#
%$# =
e1 +
e2 +
e 3 as before
"x 1
"x 2
"x 3
101
"#
!
102
S: x + y + z =1
r
x 2 + 2y 2 + xz = 6
" (x, y, z) = x 2 + 2y 2 + xz # 6
$" = (2x + z, 4y,x)
$"(r0 ) = (5, 4,1)
Equation of tangent plane is
(r # r 0 ).$" (r 0 ) = 0
5(x #1) + 4(y # 1) + 1(z # 3) = 0
5x + 4 y + z = 12
104
x#S
V : Interior of S
a(x) : Vector field (visualise as fluid velocity)
(a.n)dS ="flux" of a across dS
a.n = "flux" per unit area
%% a.n dS
[div a]P = lim
" $0
vol V
& total outward flux of a through S)
= lim (
+*
" $0 '
vol V
If a is velocity, flux is rate of outflow of fluid.
x R = x Q + e1"x 1
$ #a '
* a1R + a1Q = & 1 ) "x1 + o("x 1 )
% #x1 ( P
, rate of outflow .
lim
volume
/
, 0 #a 1
.
3
(
) "x + o("x1 )4"x 2"x 3 + two similar expressions
6 12 #x 1 P 1
7
5
= lim6
7
"x1"x 2"x 3
6
7
/
#a
#a
= 1 + ...+ 3
#x 1
#x 3
= div a
limit independent of shape of boundary (later)
106
Curl
x#C
107
Example 1: v = (x,0,0)
div v = ".v = 1, curl v = " #v = 0
Excess of flux leaving region ABCD
No rotation imparted to region.
1
Note : v = "( x 2 ) - -can be derived from scalar potential
2
Example 2 : v = (y,0,0)
div v = ".v = 0, curl v = " #v = (0,0,$1)
Flux leaving region balances flux
entering region.
Rotation about - Z direction
No scalar potential exists for flow.
x
y
Example 3 : v = ( 2 2 , 2 2 ,0)
x +y x +y
div v = ".v = 0
(except at origin)
curl v = " #v = 0
Zero net flux and rotation
1
v = "[ ln(x 2 + y 2 )]
2
108
109
Differentiation of Sums
If " and# are scalar fields, a and b are vector fields and
$ and % are scalars
& ($" + %# ) = $&" + %&#
&. (a + b) = &. a + &. b
& '(a + b) = & ' a + & ' b
These, and other identities can be proved by
taking components
110
Differentiation of Products
div (" a) = " diva + grad" . a
curl ( " a) = " curla + grad" $a
div (a $b) = b.curla - a.curl b
111
#a 3 #a 2
#"
#"
$
)+(
a3 $
a2 )
#x 2 #x 3
#x 2
#x 3
= "[curl a]1 +[grad" %a]1
&curl " a = " curl a + grad" %a
= "(
112
Example :
1
1
1
curl ( 2 r) = 2 curlr + grad( 2 )"r
r
r
r
1
2r
= 2 0 # 3 "r = 0
r
r r
113
$ 2# $ 2# $ 2#
= 2 + 2 + 2 - - - (in R - Cartesians)
$x1 $x2 $x3
" 2 a = grad (div a) - curl(curl a)
Caution ...
" 2 a = (" 2a1 ," 2a2 ," 2a3 ) only in RC system. In any other system, must
take into consideration the fact that th eunit vectors are functions of positions
in space. Their rates of change must also be allowed for (see later)
114
e2
$
$x 2
a2
e3
$
$x 3
a3
$ ' $# * $ ' $# *
&[" %"# ]1 =
) ,) ,= 0
$x 2 ( $x 3 + $x 3 ( $x 2 +
similarly for other two components
&curl grad # = " %"# = 0
115
Laplace's Equation
Poisson's Equation
117
Simple domain :
g1 (x) " y " g2 (x), f1 (y) " x " f2 (y) describe C
$ #dx = $ #dx + $ #dx
C
C1
C2
'g ( x) &# *
&#
=%$) $
dy,dx = % $$
dxdy
a ( g ( x) &y
S &y
+
Similarly
&dy
=
+
dxdy
$
$$
C
S &x
Hence
'&- &# *
$ #dx + -dy = $$ ) % ,dxdy
&y +
C
S ( &x
b
118
Example : Evaluate
I = " (y 2 + sin x 2 )dx + (cos y 2 # x)dy
over the square C : 0 $ x $ 1: 0 $ y $ 1
&%
)
% 2
2
2
I = "" ( (cos y # x) # (y + sin x )+dxdy
%y
S '%x
*
1 1
0 0
S1
S2
C3
C4
C2
C4
C1
C2
120
" y dx + 2xdy
C
x 2 + y 2 = 9.
%#
# 2(
" y dx + 2xdy = "" '&#x (2x) $ #y (y )*) =
C
S
2
"" [2 $ 2y ]dxdy
S
RHS :
2,
"" [2 $ 2y ]dxdy = " " (2 $ 2.3r sin+ )rdrd+ = " (9 $18sin+ )d+ = 18,
S
LHS :
2
y
" dx + 2xdy =
C
2,
2
9sin
t($3sin t)dt + " 2.3cos t.3cos tdt = 0 + 18,
"
0
121
&$
y2 ' x 2
&%
y2 ' x 2
= 2 2 2,
= 2 2 2
&y (x + y )
&x (x + y )
First order partial derivatives are continuous except at (0,0).
Expect to be able to apply Green's theorem to any region
not containing origin.
122
"#
&% &$
= # $dx + %dy = ## ( ' )dxdy
&x &y
C
S
y2 ' x 2
y2 ' x 2
= ## [ 2 2 2 ' 2 2 2 ]dxdy = 0
(x + y )
S (x + y )
!
123
Case 2 : C encloses origin. In this case construct a closed contour which excludes
the origin (see diagram). Here we take C0 to be a small circle of radius a.
-ydx + xdy
=0
becase C + L1 + L2 + C0 excludes O.
"
2
2
x +y
C+L +L +C
-ydx + xdy
-ydx + xdy
=#"
"
2
2
x +y
x 2 + y2
C
C
On circle set x = a cost, y = a sint
(Note : t decreases from 2$ to 0)
1
L1
L2
124
"#
$$$ "x dV =
k
V
$$ n k# dS
(k = 1,2, 3)
[ Rule :
"
on V becomes nk on S]
"x k
125
Standard Domain
V : f (x,y) " z " g(x,y),
f ,g continuous on Sxy
Sxy
Sxy
nz dS = dxdy
on z = g(x,y)
nz dS = &dxdy
on z = f (x,y)
#$
' %%% dxdydz = %% nz $dS
V #z
S
Similarly
#
#
,
%%%
%%%
V #x
V #y
z = g(x,y)
n = n + ( nz > 0)
Z
z = f(x,y)
n = n - (nz< 0 )
Sxy
126
Alternative form :
Set " = ak
(k = 1,2,3)
a = (a1 ,a2 ,a3 ) = (a x ,a y ,az )
#a1
dxdydz = $$ n1a1dS
$$$
V #x
S
#a 2
dxdydz = $$ n2a2dS
$$$
V #y
S
#a 3
dxdydz = $$ n3a3dS
$$$
V #z
S
and sum;
#a1 #a2 #a3
+
+
)dxdydz = $$ (a.n)dS
$$$ (
#x #y #z
V
S
127
V2
128
Sxy
Syz
2
A.ndS
=
(3x
i + 0 j + zk).(# j)dS = 0
""
""
Szx
Szx
130
"r
= i # k,
"x
"r
= j#k
"y
"r "r
$ =i+ j+k
"x "y
dS = (i + j + k)dxdy
2
A.
dS
=
(3x
i + xy j + zk).(i + j + k)dxdy
%%
%%
S
Sxy
1 1# x
= % % ( 3x 2 + xy + (1# x # y))dydx =
0 0
11
24
131
Now
dy
dx
$j
(dl - element of length : dl 2 = dx 2 + dy 2 )
dl
dl
dx
dy
(% = i + j
, % &k = #)
dl
dl
Set
a = i' $ j(
# =i
)' )(
$
)x )y
)' )(
dy
dx
"" [ $ ] dxdy = " [i' $ j( ].[i $ j ]dl
)y
dl
dl
S )x
C
div a =
"" [
S
)' )(
$ ] dxdy = " (dx + 'dy
)x )y
C
2D Stokes Theorem
Let a be a 2 - D vector field.
Set a = i" + j# and let k be unit vector in z direction.
%" %#
curla = (0,0,$ + )
%y %y
%" %#
k. && curla dxdy = && ($ + )dxdy
%y %y
S
S
= & " dx + # dy
(using 2D Green's Theorem)
C
= & (a.' ) dl
C
= & a. dl
C
133
A plausibility argument
div (curl a) = 0 identically
" ## curla.dS = ### div curl a dV = 0 - any closed S
S
Let S = S1 $ S2 :
C common boundary
S2
S2
S1
134
135
(ii) %% (# "a ).dS = % a.& dl ' ' ' ' ' (standard form)
S
136
n "#$dS =
xu " xv
"#$ x u " x v dudv
xu " xv
137
& , ,xi
, ,xi )
& +
)
' %% n "#$dS* = %% ' ($ ) - ($ )*dudv
(S
+i S (,u ,v ,v ,u +
,xi
,xi
= % ($
du + $
dv) (by Green's Theorem for plane)
,u
,v
C
= % $dxi
u
. %% n "#$dS = % $d x
S
(ii) For an orientable sum of simple smooth surfaces, apply the result to each,
integrals along common boundaries Sn / Sm = Cn /Cm cancel.
Sufficient Restrictions : $ 0 C1 on each Sn , $ 0 C on S
138
'"
'"
( n3
)dS = % "dx1
%% (n2
'x 3
'x 2
S
C
'a1
'a1
(n
(
n
)dS = % a1dx1 (putting " = a1 )
%% 2
3
'x 3
'x 2
S
C
Similarly
'a 2
'a 2
(n
(
n
)dS = % a2dx2
%% 3
1
'x1
'x 3
S
C
'a 3
'a 3
( n2
)dS = % a3dx3
%% (n1
'x 2
'x1
S
C
Now sum
%% n.curla dS = % a.d x = % a.)dl
S
139
140
x 2 + y2 + z2 = 1
1
bounded by the planes z = 0, z = ; a = zi + x j + yk
2
C2
!/3
n
Y
C1
$
$
( % " % ,0 % # % 2$ )
3
2
&r &r
' d"d# = sin"d"d#
&" &#
)) (( 'a ).ndS = )) (i + j + k).(sin" cos # i + sin" sin # j + cos" k) sin"d"d#
dS =
S
S"#
$ 2 2$
$
= 2$ ) sin" cos"d" =
4
$ 3
141
dr
a
.dr
=
a
.
$
$ dt dt =
C
0
1
(t : 0 " 2# )
2#
2#
2
cos
$ tdt = #
Z
n
C2
3 2
On C2 : x + y = ( )
2
3
3
1
r=
costi +
sint j + k (t : 2# " 0)
2
2
2
0
dr
3#
$ a.dr = $ a. dt dt = % 4 (check!)
C
2#
2
Y
X
C1
Hence sum is
#
4
142
dr
a
.dr
=
a
.
$
$ dt dt =
C
0
1
2#
$ cos
(t : 0 " 2# )
2#
tdt = #
C2
3 2
2
2
On C2 : x + y = ( )
2
3
3
1
r=
costi +
sint j + k (t : 2# " 0)
2
2
2
0
dr
3#
$ a.dr = $ a. dt dt = % 4 (check!)
C
2#
Y
X
C1
Hence sum is
#
4
143
&$
&"
( $ )dS
&n
&n
V
S
where " ,$ ' C 2 piecewise on V
2
2
%%% ("# $ ( $# " )dV = %% ("
!
144
&$
dS
&n
Using
div(" a) = " diva + #" .a
" div(grad$ ) = div(" grad$ ) ' grad" .grad$
%%% " div(grad$ )dV = %%% [div(" grad$ ) ' grad" .grad$ ]dV
V
&$
( %%% (" # $ + #" .#$ )dV = %% " dS
&n
V
S
2
145
"
"#
i.e. $$$ #dV = $$$ dV = % $$ (# v.n)dS
"t V
V "t
S
"#
(
+ div # v)dV = 0
applying divergence theorem.
$$$
"t
V
But above is true for every volume V.
"#
+ div # v = 0 % % % % % at all points of material.
"t
146
# (x P ) = & F.d x
B
BNP
=0
147
1P
curl F = 0 " F = #$
148
Uniqueness
Suppose # " is another potential for the vector field F.
Then F = $# " and F = $# . Writing U = # % # " we see that
$U = 0
or
&U &U &U
=
=
=0
&x &y &z
'U = # % # " = a constant.
The scalar potential is unique apart for an arbitrary constant.
!
149
An equivalent theorem
F is irrotational on a simply connected domain D
if and only if the work integral
" F.d x
C AB
j k
" "
=0
"y "z
0 0
151
152
153
Suppose
" (y,z) = F1 (0, y,z)
is the values of the x - component of F, at the
point(0, y,z) of the plane x = 0. If F2 and F3
are the y and z components of F,
consider
x
where
with (y,z) fixed from Q(0, y,z) to the point P(x, y,z) and
154
Now
x
A(x, y,z) = ( # F3 ( x ", y,z)dx " $ # % (y, z")dz") j $ ( # F2 ( x ", y,z)dx ")k
0
&'A =(
(A ( A
(Az (Ay
(A ( A
$
)i + ( x $ z ) j + ( y $ x )k
(y
(z
(z ( x
(x ( y
z
(Az (Ay ( x
( x
$
= (- # F2 ( x ", y,z)dx ") $ ( # F3 ( x ", y,z)dx " $ # % (y, z")dz")
(y
(z (y 0
(z 0
0
x
(F ( x ", y,z)
=-# 2
dx " $
(y
0
(Ax (Az
$
= F2
(z (x
(Ay (Ax
$
= F3
(x (y
155
# x
# x
Curl A = (" $ F2dx " $ F3dx + % )i + F2 j + F3 k
#y 0
#z 0
& x #F2 #F3
)
= "' $ (
+
)dx " % *i + F2 j + F3 k (Q F continuously differentiable)
( 0 #y #z
+
#F #F #F
But divF = 1 + 2 + 3 = 0
#x #y #z
& x #F3
)
,CurlF = ' $
dx + % *i + F2 j + F3 k
( 0 #x
+
x
= ([F1 ]0 + % )i + F2 j + F3 k
= F1 i + F2 j + F3 k
Uniqueness :
If F = - . A and F = - . A/ then
- .( A/ " A) = 0
Hence there exists a scalar field 0 such that
A/ " A = -0
, A/ = A + -0
156
As for the case of scalar potentials, vector potentials can also be obtained by solving
PDEs. Suppose v is solenoidal (i.e. div v = 0). We have to solve the PDEs
"A3 "A2
#
= v1
"y "z
"A1 "A3
#
= v2
"z "x
"A2 "A1
#
= v3
"x "y
We have 3 equations relating the 9 independent partial derivatives
of the 3 components of A. So we have 6 degrees of freedom at our disposal
in finding a solution, which can be used in many ways.
All we need to show is that we can find a potential satisfying above
equations. Here is one method - (the potentials are not unique!.).
We demonstrate the result by example - a formal proof follows a similar
argument but is not given here
157
"Az
=z
% Az = yz + f (x,z) = yz (take f (x,z) = 0)
"y
(we have used up 2 degrees of freedom here)
158
"Ax
"g
1 2
#
=y
$ # = y $ g = # y + h(x)
"y
"y
2
Take h(x) = 0 (last degree of freedom used here)
1 2
A = (xz # y )i + (yz) k
2
Vector potentials are not unique. Another possible vector potential is (check)
1
A = {(zx # y 2 )i + (xy # z 2 ) j + (yz # x 2 )k }
3
159
Vector potential
Scalar potential
F = "# + " $ B
Scalar potential
Vector potential
160
"Q % " P
"Q & + o('u1 ) % " P
grad " : # 1 .$" = lim
= lim
PQ
h1'u1 + o('u1 )
("
'u1 + o('u1 )
1 ("
(u1
= lim
=
h1'u1 + o('u1 )
h1 (u1
1 ("
1 ("
1 ("
$" = # 1
+ #2
+ #3
h1 (u1
h2 (u2
h3 (u3
#f 1 #f
1 #f
"f = ( ,
,
) & & & Spherical Polars
#r r #$ r sin$ #%
#f 1 #f #f
"f = ( ,
, )
- - - - - Cylindrical Polars
#R R #% #z
(all evaluated at P)
161
(all evaluated at P)
#f 1 #f
1 #f
"f = ( ,
,
) & & & Spherical Polars
#r r #$ r sin$ #%
#f 1 #f #f
"f = ( ,
, )
- - - - - Cylindrical Polars
!
#R R #% #z
h1 = hr = 1
h2 = h" = r
h3 = h# = r sin"
162
div a = lim [
*
1 '&
&
&
=
(" 2h3h1 ) +
(" 3h1h2 )+
( ("1h2h3 ) +
h1h2h3 )&u1
&u 2
&u 3
,
Spherical polars
1 #(r 2 Fr )
1 # (sin$F$ )
1 #F%
".F = 2
+
+
r
#r
r sin$
#$
r sin$ #%
163
div a = lim [
*
1 '&
&
&
=
(" 2h3h1 ) +
(" 3h1h2 )+
( ("1h2h3 ) +
h1h2h3 )&u1
&u 2
&u 3
,
h1 = hr = 1
h2 = h" = r
h3 = h# = r sin"
Spherical polars
1 #(r 2 Fr )
1 # (sin$F$ )
1 #F%
".F = 2
+
+
r
#r
r sin$
#$
r sin$ #%
164
# a." dl
area A
( %
+
1
%
=
('&1h1$u1 )]$u2 ,
)[ (& 2 h2$u2 )]$u1 + [
h1h2$u1$u2 * %u1
%u2
Proof follows since :
Circulation of vector field about rectangle has a contribution
from sides parallel to u1 curves of
%
("#1h1$u1 ) u2 +$u2 + .(#1h1$u1 ) u2 =
("#1h1$u1 )]$u2 ....(using Taylor's theorem incrementing in u2 )
%u2
and from sides parallel to u2 curves of
%
(# 2 h2$u2 )]$u1 ...........(using Taylor's theorem incrementing in u1 )
%u1
165
h2 " 2
$
$u 2
h2% 2
h3 " 3
$
$u 3
h3% 3
Spherical polars
166
1 "V
1 "V
1 "V
#1 +
#2 +
#3
h1 "u1
h2 "u2
h3 "u3
and
(
1 %"
"
"
div a =
($ 2h3h1 ) +
($ 3h1h2 ))
& ($1h2h3 ) +
h1h2h3 '"u1
"u 2
"u 3
*
1
" - h2h3 "V 0 " - h1h3 "V 0 " - h1h2 "V 0
+, V = div(grad V ) =
[ /
2+
/
2+
/
2]
h1h2h3 "u1 . h1 "u1 1 "u2 . h2 "u2 1 "u3 . h3 "u3 1
2
167
1 # $ 2 #V '
1
# $
#V '
1 # 2V
" V = 2 &r
, ,Spherical
)+ 2
&sin* ) + 2 2
2
r #r % #r ( r sin* #* %
#* ( r sin * #+
1 # $ #V ' 1 $# 2V ' # 2V
2
"V=
& R ) + 2 & 2 ) + 2 , , , , , , , , , , , , , ,Cylindrical
R #R % #R ( R % #+ ( #z
2
h1 = hr = 1
h2 = h" = r
h3 = h# = r sin"
1 # $ 2 #V '
1
# $
#V '
1 # 2V
" V = 2 &r
, ,Spherical
)+ 2
&sin* ) + 2 2
2
r #r % #r ( r sin* #* %
#* ( r sin * #+
1 # $ #V ' 1 $# 2V ' # 2V
2
"V=
& R ) + 2 & 2 ) + 2 , , , , , , , , , ,!, , , ,Cylindrical
R #R % #R ( R % #+ ( #z
2
Some Applications
170
Apple
of mass
Earth of
of mass
GMm
GMm r
r
Electron
of charge
-e
plectron
of charge
+e
171
172
(i = 1,2,3)
P
x
O
(i = 1,2,3)
1
type potential
R
173
174
Appendix 1
Vector Algebra (Revision)
175
If a and b are any two vectors in R 3 , then the scalar, or "dot" product of
the two vectors is
a.b = a b cos" = abcos"
(0 # " # $ )
From definition
(i) a.b = b.a
(ii) a.b = 0 % either a = 0, b = 0 or " = $ 2
(iii) Unit basis vectors for RC system satisfy
e 1.e 2 = 0, e 2 .e 3 = 0 , e1 .e1 = e 2 .e 2 = e 3 .e 3 = 1
(iii) a.b = (a1 e 1 + a2 e 2 + a3 e 3 ).(b1 e1 + b2 e 2 + b3 e 3 )
= a1b1 + a2 b2 + a3 b3
176
(0 $ # $ % )
(i) b "a = &ba sin# (&n ) (because b,a and - n form a RH system)
'a "b = &b "a ....anti - commutative
(ii) a "b = 0 ( either a = 0, b = 0 or sin# = 0 (# = 0, % )
(iii) e1 "e1 = 0, e 2 "e 2 = 0, e 3 "e 3 = 0
e1 "e 2 = &e 2 "e1 = e 3
e 2 "e 3 = &e 3 "e 3 = e1
e 3 "e1 = &e1 "e 3 = e 2
177
e2
a2
b2
e3
a3
b3
179
e2
b2
c2
e3
b3 = (b2c3 # b3c2 )e1 + (b3c1 # b1c3 )e 2 + ......
c3
a1
a2
a3
b2
c2
b3
c3
a1
a2
a3
c1
c2
c3
but b1
c1
b2
c2
b3 = a1
c3 b1
a2
b2
a3
b3
181
a "(b "c)
!
a "(b "c) is perpendicular to a and b "c and is
therefore a vector in the plane containing b and c.
a "(b "c) = # b + c
Similarly
(a "b)"c = $ a + % b
( # , constants)
( $ ,% constants)
182
Now,
a = a1 e1 + a2 e 2 + a3 e 3
e1
b "c = b1
e2
b2
e3
b3 = (b2c3 # b3c2 )e1 + (b3c1 # b1c3 )e 2 + ......
c1
c2
c3
e1
a "(b "c) =
a1
b2c3 # b3c2
e2
a2
b3c1 # b1c3
e3
a3
b1c2 # b2c1
183
(" , parameters)
185
Appendix 2
Area and Volume Integrals (Revision)
186
Area Integrals
Consider a 2 - D Euclidean space. In a RC system points have coordinates
(x,y)
Suppose f (x,y) " C 0 in some closed region R of x,y plane.
Partition R into n sub - regions Rk
(i) area of Rk is #Ak
(ii)(xk ,yk ) " Rk
The area integral (a Riemann integral) is defined as
the limit of a sum of the function value weigthed
by the areas;
n
#Ak $0
k=1
187
188
Double Integral
as a repeated integral
Consider a simple region which can be
specified as;
f1 (y) " x " f2 (y) for y1 " y " y2
g1 (x) " y " g2 (x) for x1 " x " x2
Then
y2
f2 ( y )
y1
f1 ( y )
x2
g 2 ( x)
x1
g1 ( x)
Example : Evaluate
2 y
x
"" e dA
R
2x
2 y
x
e
dxdy
=
x
""
" ( " e dy )dx
R
= " [x e
0
2 y
2x
dx = " x 2 (e 2 x # e x )dx
x
1 2
7
= e #e+
4
4
(integrating by parts)
191
(i) Choose order of integration (x first and then y or vice - versa) carefully
to make calculations easy (in the previous example, y first, then x).
Had we done it the other way, we have to evaluate two integrals
over two simple regions;
1
y
2
y
2
R1
R2
192
x2
2
x2
x
A = # { # dy }dx = # (8 " " 2 + )dx
x
2
2
"3
"3
2"
4
x2 x
= # (6 " + )dx
2 2
"3
2
3 '4
$
x x
343
= &6x + " ) =
2 6 ("3 12
%
4
193
Volume Integrals
f (x,y,z) continuous in some closed region " of x,y,z plane.
Partition " into n sub - regions "i
(i) volume of "i is #Vi
(ii) (xi ,yi ,zi ) $ "i
n
"
#Vi &0
i=1
Example :
Evaluate """ zdV over the region between planes z = 0, y = 0, y = x
V
and cylinder x 2 + z 2 = a 2 .
a
a2#x2
a2#x2
""" zdV = " dx " dy " zdz = " [ " [ " zdz]dy]dx
0
a $a 2 # x 2 '
$a 2 # x 2 '
= "["&
)dy]dx = " &
)xdx
2 (
2 (
0 0%
0%
a
$ (a 2 # x 2 )2 ' a 4
= &#
) =
8
%
(0 8
!
195