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Multiple Integrals and Vector Calculus (Oxford Physics

)
Ramin Golestanian

Synopsis and Problem Sets; Hilary 2014

The outline of the material, which will be covered in 14 lectures, is as follows:

1. Introduction and Outlook: Elementary Differential Geometry (a few quick concepts), Geometry of Curves, how to
parameterize a curve or a path, line element, curvature and torsion, Geometry of Surfaces, how to parameterize
a surface, tangent and normal directions for a given surface, line element, area element
2. Scalar and Vector Fields: definitions, transformation properties, an example showing transformation properties
of vectors and scalars due to rotation of coordinate system
3. Gradient: definition, Transformation Properties of Gradient, changing coordinate system and the Jacobian
matrix, example deriving gradient in polar coordinates, Geometric Properties of Gradient, normal vector to the
surface and tangent plane
4. Multiple Integrals: 2D Integrals, definition, integration domains, order of integration, 3D Integrals, Choice of
Coordinate System, Cartesian, cylindrical and spherical coordinates, Change of Variables in 2D Integrals, the
Jacobian, Change of Variables in 3D Integrals
5. Line Integrals: Line Integral of Scalar Fields, Line Integral of vector fields, Conservative Vector Fields, path
independence, exact differentials
6. Surface integrals: Surface Integral of Scalar Fields, parametrization of surfaces in surface integrals, Surface
Integral of Vector Fields, fluxes
7. Divergence and Curl: Divergence, definition and basic properties, Curl, definition and basic properties, Index-
Notation, Einstein summation convention, use of Dirac delta function, the epsilon symbol, simple identities, 1st
order operator identities
8. Second Order Vector Operators: Two Del’s Acting on Scalar Fields, Two Del’s Acting on Vector Fields, example
about spherically symmetric scalar and vector fields
9. Gauss’ Theorem: statement, proof, examples including Gauss’ law in electrostatics
10. Stokes’ Theorem: statement, proof, examples including Ampere’s law and Faraday’s law

Recommended reading material:

• Mathematical Methods for Physics and Engineering, K F Riley, M P Hobson and S J Bence, 3rd edition (CUP,
2006); this is the main textbook used in the lectures
• Mathematical Methods in the Physical Sciences, M L Boas, 3rd edition (Wiley, 2006)

Additional information:
Lecture notes will be made available to the students, although they should not be regarded as substitute to textbooks.
The notes contain worked Examples, which are discussed during the lectures, and are intended to help demonstrate
how the tools developed are used in practice. In addition, the notes contain many Exercises, which should be
attempted by the students on their own to help them think about the concepts and techniques more deeply. The
Problem Sets will be assigned as homework by the college tutors and will be discussed in tutorials.

(g) angle of polarization. 7. (b) Do as above for a semi-infinite sheet with mass per unit area [ ] σ = k exp −(x2 + y 2 )/a2 for x ≥ 0. (a) For the following integrals sketch the region of integration and so write equivalent integrals with the order of integration reversed. 0 y2 0 0 0 −y (b) Reverse the order of integration and hence evaluate: ∫ π∫ π x−1 sin x dx dy. 2 Problem Set 1 1. 2). −2). where r = |⃗r|. y x dy dx. 6. (b) magnetic field. (i) its mass M . σ = 0 for x < 0. If F = x2 z + ey/x and G = 2z 2 y − xy 2 . has mass per unit area k. Comment on the comparisons between the two sets of answers. find ∇(F ⃗ + G) and ∇(F ⃗ G) at (1. (ii) the coordinates (x̄. centred on the origin. Find ∇ϕ 4. Show that these circles are orthogonal if 2aa′ + 2bb′ = c + c′ . Note that ∫ ∞ √ 1 2 π exp(−λu ) du = . and (ii) x2 + y 2 + 2a′ x + 2b′ y + c′ = 0. 0 2 λ (c) Evaluate the following integral: ∫ a ∫ √a2 −y2 (x2 + y 2 ) arctan(y/x) dx dy. Find the equation for the tangent plane to the surface 2xz 2 − 3xy − 4x = 7 at (1. Find. where a is a constant. (c) acceleration. (f) area. Two circles have equations: (i) x2 + y 2 + 2ax + 2by + c = 0. 5. (b) ϕ = r−1 . 0 y ⃗ in the cases: (a) ϕ = ln |⃗r|. (e) molecular weight. using plane polar coordinates. (d) force. 0 0 . (iii) its moments of inertia about the x and y axes. 0. Evaluate the integrals both ways. Which of the following can be described by vectors: (a) temperature. ȳ) of its centre of mass. ∫ √ ∫ ∫ ∫ √ ∫ ∫ 2 2 4 x √ 1 y2 y dx dy. x dx dy. 2. (a) A mass distribution in the positive x region of the xy-plane and in the shape of a semicircle of radius a. −1. 3.

∫ Evaluate the line integral ⃗ · d⃗ℓ between the points with position vectors (0. (a) Using the change of variable x + y = u. where R is the region bounded by the straight lines y = x. 0). (0. (1. xy < 1. 2. −14yz. 0). it becomes exact. 1. 0). 1) in turn. A vector field A(⃗ (4x − y 4 . show that ∂(u. v) ∂u ∂v ∂u ∂v ∂(x. ∂y ∂y ∂v ∂v ∂u ∂v ∂x ∂y (a) Show using the chain rule that the product AB of these two matrices equals the unit matrix I. y > 0. y = x + 2. The thermodynamic relation δq = CV dT + (RT /V ) dV is not an exact differential. (b) on the path of straight lines joining (0. z = t . Hence evaluate the integral ∫ exp(−xy) dx dy over the region x > 0. 0) and (1. 1/2 < y/x < 2. Show that by dividing this equation by T . 3 Problem Set 2 1. 2. The pair of variables (x. 1. 0) along the A following paths (a) the straight line from (0. 0) and (1. ∫ Evaluate the line integral ⃗ · d⃗ℓ from (0. . θ). 1) and (1. y) = 2y/x. ∂(x. x − y = v evaluate the double integral R (x2 + y 2 ) dx dy. 2. Show that the surface area of the curved portion of a hemisphere of radius a is 2πa2 by (i) directly integrating the element of area a2 sin θ dθ dϕ over the surface of the hemisphere. 0. 1) along the following paths A 2 3 (a) x = t. y = t . 0) to (1. (b) Verify this property explicitly for the case in which (x. (b) A uniform lamina is made of that part of the plane x + y + z = 1 which lies in the first octant. 0. 0. Consider the matrices  ∂x ∂x   ∂u ∂u  ∂u ∂v ∂x ∂y A=  and B= . (1. −4xy 3 − 3y 2 . (a) Find the area of the plane x − 2y + 5z = 13 cut out by the cylinder x2 + y 2 = 9. 1. (b) Given that u = xy and v = y/x. 0. 0. v) and vice versa. v)/∂(x. (b) on the path of straight lines joining (0. 1). 0). deduce the relation between the Jacobians ∂(u. 0) to (1. 6. Find by integration its area and also its centre of mass. y) are each functions of the pair of variables (u. ⃗ r) is defined by its components 4. (1. 7. 1). y) ∂x ∂y ∂y ∂x ∂(u. v) ∂u ∂v ∂v ∂u ∫ 2. y = −x and y = −x + 2. 0. ⃗ r) is defined by its components 3. Show that A⃗ is conservative and find a scalar function V (⃗r) such that A ⃗ = ∇V ⃗ . 2. 0. 4). 0) in turn. y) are Cartesian coordinates and u and v are the polar coordinates (r. 20xz 2 ). (c) the straight line joining the two points. y) ∂x ∂y ∂x ∂y = − and = − . ⃗ conservative? Is A 5. A vector field A(⃗ (3x2 + 6y. (1. Use geometrical arguments to check your result for the area. (c) Assuming the result that the determinant of a matrix and the determinant of its inverse are reciprocals. (ii) projecting onto an integral taken over the x − y plane. 0.

(1. 2x. 0. 2 2 3. (0. 2xy 3 . (b) the surface of a sphere of radius a centred at the origin. (0. z = 0. ∫ 5. −x2 yz) and ϕ = 3x2 − yz. A solid hemisphere of uniform density k occupies the volume x2 + y 2 + z 2 ≤ a2 . Iyy . 1. x + y = 1 ∫ and z = 1. y = 0. 0). The magnetic field B ⃗ at a distance r from a straight wire carrying a current I has magnitude µ0 I/(2πr). Air is flowing with a speed 0. Evaluate A ⃗ · ⃗n dS for the following cases: •A ⃗ = (y. . etc. If ⃗n is the unit normal to the surface S. y. Show that the integral A ⃗ · dS⃗ taken outwards over the whole surface is not zero. Calculate the surface ∫ integral A ⃗ · dS ⃗ over each face of the triangular prism bounded by the planes x = 0. z) = r2 sin θ. y = 1 and z = 1. yz). 0). ⃗ (b) A ⃗ (c) ∇ ⃗ · (ϕA). find: (a) ∇ 7. ∂(r. The vector A ⃗ is a function of position ⃗r = (x. If A ⃗ · A. (1. ⃗ · ∇ϕ. ȳ. 1). The lines of force are circles centred on the wire and in planes perpendicular to it. y = 0. Using symmetry arguments wherever possible. 1. ∫ 4. 2x + y. z̄) of its centre-of-mass. the following: (1. θ. 0). and (iii) its moments and products of inertia. 1. 0. z) and has components (xy 2 . Show that ∇ ⃗ ·B ⃗ = 0. x = 0. 4 Problem Set 3 1.4 m s−1 in the direction of the vector (−1. Why? ⃗ = (3xyz 2 . in turn. 6. (ii) the position (x̄. z = 0 and y = 8. Ixy . ⃗ (d) ∇ ⃗ · (∇ϕ). x2 . −2x. •A •A ⃗ = (6z. Show that ∂(x. evaluate ⃗r · ⃗n dS over (a) the unit cube bounded by the coordinate planes and the planes x = 1. find (i) its total mass M . Calculate the volume of air flowing per second through the loop which consists of straight lines joining. Iyz . Show that it ∫ equals ∇ ⃗ ·A ⃗ dV calculated over the volume of the prism. 1) and (1. z ≥ 0. Ixy = − k xy dV. Izz . 1. where ∫ ∫ Izz = k (x + y ) dV. Spherical polar coordinates are defined in the usual way. Ixx . 2yz) and S is the surface of the plane 2x + y + 2z = 6 in the first octant. ϕ) 2. ⃗ = (x + y 2 . ⃗ 8. −x) and S is the entire surface of the region bounded by the cylinder x2 + z 2 = 9. 1). Izx . 0). −z) and S is the surface of the plane 2x + y = 6 in the first octant cut off by the plane z = 4. −1. y.

Use index notation to find the div and curl of the following vector functions of position ⃗r = (x. −x. z). 7. 2 or 3) plane polygons. (c) (⃗a · ⃗r)⃗b. Calculate ∇ ⃗ · ⃗h. 0). prove: (a) ∇ ⃗ × (∇ϕ) ⃗ = 0. ⃗a and ⃗b are fixed vectors. ϵijk ai bk . (b) |⃗r|n⃗r. 0) and B 4. Sketch the vector fields A and explain the physical significance of the results obtained. 9. B. A bucket of water is rotated slowly with angular velocity ω about its vertical axis. −z. and ϵijk δij . To what scalar or vector quantities do the following expressions in index notation correspond (expand and sum where possible): ai bj ci .e. repeat question 8 above but hopefully by a faster method). 0) respectively. and (ii) when seen from the direction of the vector (0. z = t3 from t = 0 to t = 1. zx and xy planes and calculating the components of S. A ⃗ · d⃗ℓ for a closed loop on the surface of the cylinder (x − 3)2 + y 2 = 2. x2 ) and C is the curve x = t2 . Use index notation to find the grad of the following scalar functions of position ⃗r = (x. −x. 13. Calculate ∇ × ⃗v . y. Calculate ∇ ⃗ · ⃗v and interpret the result. z ≥ 0. . By what fraction does the volume increase? ⃗ = (y. y. ai bj cj di . Verify Stokes’ Theorem for the hemispherical surface |⃗r| = 1. (b) ⃗a · ⃗r. 12. (b) C F⃗ × d⃗r. ⃗ and (b) by filling the loop with (e.g. 5. C are points with position vectors ⃗a = (1. 2. evaluate the line ∫ ∫ integrals: (a) C ϕ d⃗r. y = 2t. 3. and (b) ∇ ⃗ · (∇ ⃗ × A) ⃗ = 0 (i. Calculate the projected area of the loop (i) when seen from the direction which makes it appear as large as possible. z): (a) |⃗r|n . what is ϕ? 8. and (b) ∇ ⃗ · (∇ ⃗ × A) ⃗ = 0. ascribing a vector area to each and taking the resultant. When a steady state has been reached the water rotates with a velocity field ⃗v (⃗r) as if it were a rigid body. and (d) ⃗a × ⃗r. Calculate the solid angle of a cone of half-angle α. Without using index notation. F⃗ = (xy. ⃗ r) = (y. Can the flow be represented in terms of a velocity potential ϕ such that ⃗v = ∇ϕ? ⃗ ⃗ If so. Calculate the divergence and curl of each vector field ⃗ = (x. δij ai aj . Because of the expansion. y. 1) and ⃗c = (0. z): (a) ⃗r. O is the origin and A. δij δij . Use index notation to prove: (a) ∇ ⃗ × (∇ϕ) ⃗ = 0. −1. 1. 5 Problem Set 4 1. −x. 1)? What are the corresponding answers for the loop OACBO? 2. Find A 6. The vector A(⃗ ∫ ⃗ = (y. Find the vector area S⃗ of the loop OABCO (a) by drawing the loop in projection onto the yz. a point at position ⃗r is displaced to ⃗r + ⃗h. 0. A body expands linearly by a factor α because of a rise in temperature. 11. 0). ⃗b = (1. If ϕ = 2xyz 2 . 10. Here. 0).