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Mathematics
2
Curvilinear coordinates
3
Cartesian Coordinates
In terms of Cartesian coordinates,
the position vector of a point P in
space, with respect to a chosen origin: ( x, y , z)
x xˆi yˆj zkˆ
kˆ kˆ kˆ 4
Cartesian Coordinates (cont’)
x cos ˆi sin ˆj y sin ˆi cos ˆj z kˆ
that or
x cos sin 0 x x cos sin 0 x
y sin cos 0 y y sin cos 0 y
z 0 0 1 z z 0 0 1 z
R 1 R T R
The matrix R depends on the angle and axis of rotation, but not
on P.
5
Cylindrical Coordinates
In terms of cylindrical coordinates,
the position vector of a point P in
space, with respect to a chosen origin:
x rrˆ zkˆ
where r x2 y2 , z z
x r cos , y r sin , z z
rˆ cos ˆi sin ˆj drˆ d sin ˆi cos ˆj dˆ
6
Spherical Coordinates
In terms of spherical coordinates, the position
vector of a point P in space, with respect to a x rrˆ
chosen origin:
x r sin cos where r x2 y2 z 2
y r sin sin rˆ sin cos ˆi sin sin ˆj cos kˆ
It follows that
z r cos
ds drrˆ rd θˆ r sin dˆ
drˆ d cos cos ˆi cos sin ˆj sin kˆ sin d sin ˆi cos ˆj
θ̂ ˆ 7
Infinitesimal displacement vector
The infinitesimal displacement vector, from (x, y, z) to (x +
dx, y + dy, z + dz), is
ds dxˆi dyˆj dzkˆ
u1 r , u2 , u3 z u1 r , u2 , u3
eˆ1 rˆ , eˆ 2 ˆ , eˆ 3 kˆ eˆ 1 rˆ , eˆ 2 θˆ , eˆ 3 ˆ
h1 1, h2 r , h3 1 h1 1, h2 r , h3 r sin
9
cylindrical coordinates spherical coordinates
Vector algebra
10
Definitions
A vector A is a quantity with three components
A Ax ˆi Ay ˆj Az kˆ A1ˆi A2 ˆj A3kˆ
12
Dot Product
The dot product, or scalar product, of two vectors
A Ax ˆi Ay ˆj Az kˆ B Bx ˆi B y ˆj Bz kˆ
is a scalar A B Ax Bx Ay B y Az Bz
3
A1 B1 A2 B2 A3 B3 Ai Bi
i 1
It follows that
ˆi ˆi ˆj ˆj kˆ kˆ 1 ˆi ˆj ˆj kˆ kˆ ˆi 0
1 if i j
where the Kronecker delta tensor ij
0 if i j
13
Dot Product (cont’)
A dot B is a scalar:
A B AiBi Rij A j Rik Bk Rij Rik A j Bk
RTji Rik A j Bk RT R jk A j Bk jk A j Bk A B
Geometric meaning:
A dot B is the projection of A on B times the magnitude of B, or
the projection of B on A times the magnitude of A.
A B A B cos
14
Cross Product
The cross product, or vector product, of two vectors
A Ax ˆi Ay ˆj Az kˆ B Bx ˆi B y ˆj Bz kˆ
ˆi ˆj kˆ ˆi ˆj kˆ
is a vector A B Ax Ay Az A1 A2 A3
Bx By Bz B1 B2 B3
It follows that ˆi ˆj kˆ , ˆj kˆ ˆi , kˆ ˆi ˆj
3 3
A cross B is a vector:
A B i ijk Aj Bk Rip R jq Rkr pqr R js As Rkt Bt Rip R jq R js Rkr Rkt pqr As Bt
Geometric meaning:
A B A B sin nˆ
B j ijk Ai Ck B j jki Ck Ai B C A
Ck ijk Ai B j Ck kij Ai B j C A B
Note – A C B B A C C B A
17
Vector Product Identities (cont’)
Vector triple product:
A B C B A C C A B
il Bl jm A j Cm imCm jl A j Bl Bi A C Ci A B
18
Vector differential operators
(“del”), (“del dot”),
2 (“del squared”), (“del cross”)
19
Gradient of a Scalar Function
Consider the change of f (x) resulting from dx dxˆi dyˆj dzkˆ
an infinitesimal displacement:
The change of f from x to x + dx is
f f f
df f x dx f x dx dy dz f dx
x y z
In Cartesian coordinates, “del f ”
f ˆ f ˆ f ˆ f
f i j k f ê i
x y z xi
“del f ” is a vector:
3 x
f j f
3
f i Rij f j Rij f j
xi j 1 xi x j j 1
x j
Here, xi Rij x j x j R ji xi
1
R 1 ji R T ji Rij
xi
20
The “del” operator acts algebraically as a vector.
Gradient of a Scalar Function (cont’)
The direction of “del f ” at a point x is perpendicular to the
surface of constant f that includes the point x:
f dx df 0
f f f
The change of f, du1 du2 du3 df
u1 u2 u3
It follows that
1 f 1 f
f i f êi
hi ui hi ui
f 1 f ˆ f ˆ
In cylindrical coordinates, “del f ” f rˆ k
r r z
f 1 f ˆ 1 f ˆ
In spherical coordinates, “del f ” f rˆ θ 22
r r r sin
Example
1 x x
Show that
x x x x 3
Show that fg f g g f
g f
Solution: fg i fg f g
xi xi xi
24
Homework: Work through Example 2 @ Page 22
Divergence of a Vector Function (or Field)
In Cartesian coordinates, “del dot F”
F Fx Fy Fz F Fi
x y z xi
“del dot F” is invariant under rotation of the coordinate system:
x j
F Fi Rik Fk Rij Rik Fk
xi xi x j x j
R Rik
T
ji Fk R R jk
T
Fk jk Fk F
x j x j x j
“del dot F” is a scalar function.
The Laplacian (or “del squared”) is the f 2 f
divergence of the gradient:
In Cartesian coordinates,
2 f 2 f 2 f
f 2 2 2
2
25
x y z
Divergence of a Vector Function (cont’)
The divergence is a measure of how the vector function F(x)
diverges, i.e., spreads out from x.
Let dV be an infinitesimal cubic volume centered at x, of size x
x , aligned with the Cartesian directions:
The flux of F outward through the boundary
surface dS of dV,
3
2
dSF dA
i 1
Fi x 2 eˆ i Fi x 2 eˆ i
3
Fi x 3
i 1 xi
F 3
F dV F dA
dS
F1h2 h3 u du F1h2 h3 u du2 du3
1 1 1
F2 h3 h1 u
2 du 2 2
F2 h3 h1 u du3 du1
F3 h1h2 u
3 du3
F3 h1h2 u du1du2
3
F1h2 h3 du1du2 du3 F2 h3h1 du2 du3du1 F3h1h2 du3du1du2
u1 u2 u3
1
F F h h F h h F h h
h1h2 h3 u1
1 2 3 2 3 1 3 1 2 27
u2 u3
Divergence of a Vector Function (cont’)
1 f
Recall f êi It follows that
hi ui
1 h2 h3 f h3 h1 f h1h2 f
f f
2
h1h2 h3 u1 h1 u1 u2 h2 u2 u3 h3 u3
In cylindrical coordinates, “del dot F”
1 1
F rFr F Fz
r r r z
1 f 1 2 f 2 f
“del squared f ” f
2
r 2 2 2
r r r r z
In spherical coordinates,
1 2 1 1
F 2 r Fr sin F F
r r r sin r sin
1 2 f 1 f 1 2 f
f 2 r
2
2 sin 2 2 28
r r r r sin r sin 2
Example
1
Show that 2
0
x x
provided |x – x’| is not zero.
2 1
1 xi xi
2
2
3
xi x x x x
3
x x
5
29
Example
Show that f G f G f G
Solution: f G f Gi f Gi f Gi
xi xi xi
30
Homework: Work through Example 3 @ Page 22
Curl of a Vector Function (or Field)
In Cartesian coordinates, “del cross F”
ˆi ˆj kˆ
F x y z F i ijk Fk
x j
Fx Fy Fz
“del cross F” is a vector function:
x
F i ijk Fk Rip R jq Rkr pqr s Rkt Ft
xj xj xs
Rip R jq R js Rkr Rkt pqr Ft Rip RqjT R js RrkT Rkt pqr Ft
xs xs
Rip qs rt pqr Ft Rip pqr Fr Rip F p
xs xq
The curl is a measure of vorticity, i.e., how the vector function
F(x) curls around the point x. 31
Curl of a Vector Function (cont’)
Let dS be an infinitesimal square ê j
centered at x, of size x , aligned
with the Cartesian directions:
The circulation of F, i.e.,
the line integral of F,
counterclockwise around the
perimeter dP (ij ) of the square,
dPF ij dl Fi x 2 eˆ j Fj x 2 eˆ i êi
The curl of F is equal to the
Fi x eˆ j F j x eˆ i circulation of F per unit area
2 2 around an infinitesimal loop:
F j Fi 2 1
F k 2
nˆ F lim F dl
xi x j
A0 A C
F 3 dA F dl
C
F1h1 u2 F1h1 u2 du2 du1
F2 h2 u du F2 h2 u du 2
1 1 1
F1h1 du2 du1 F2 h2 du1du2
u2 u1
eˆ 1 h2 h3 eˆ 2 h3h1 eˆ 3 h1h2
F u1 u2 u3
h1 F1 h2 F2 h3 F3 33
Curl of a Vector Function (cont’)
In cylindrical coordinates, “del 1
F r Fz F
cross F”: r z
rˆ r ˆ kˆ r
F r z F Fr Fz
z r
Fr rF Fz 1 1
F z rF F
In spherical coordinates, “del r r r
cross F”: rˆ r 2 sin θˆ r sin ˆ r
F r
Fr rF r sin F
1
F r sin F F
r sin
F 1 1
Fr rF F 1 rF Fr
r sin r r r 34
Example
f x F x i
35
Example
Show that
f x F x f x F x 2 f x F x
Solution:
f x 2 f x
f x F x i ijk klm x Fm x kij klm x x Fm x
x j l j l
2 f x
il jm im jl Fm x
x j xl
2 f x
F j x 2 f x Fi x
xi x j
F F 2 F
2
F i ijk klm Fm kij klm Fm
x j xl x j xl
2 2
il jm im jl Fm F j 2 Fi 37
x j xl xi x j
Integral theorems
volume V,
F
dS
dA F 3
39
Stokes’s Theorem
The circulation of a vector field F(x) around
a loop C with length element dl is the line
integral of F x tˆ where t̂ is the unit tangent CF t C
ˆdl F dl
ê i
Homework: Work through
2
F dl F k 40
dP ij
Examples 5, 6 @ Page 27
The Helmholtz theorem
is called irrotational.
A vector function (or field) G(x) that has zero divergence:
G 0 G A
is called solenoidal.
Any vector function (or field) H(x) can be written as the sum of
an irrotational function F(x) and a solenoidal function G(x):
H FG H A
45
The Dirac delta function (cont’)
The 3-dimensional Dirac delta function 3(x) is defined
analogously:
x f x d x x y z f x, y, z dxdydz f 0,0,0 f 0
3 3
0 when x 0
Exercise:
3
x a f x d 3
x f a
46
The Green’s Function of 2
1
G x x x x
2 3
G x x
4 x x
along with the boundary condition that G approaches 0 at infinity.
Proof:
2 1 3
Consider the integral V d x
4 x x
in a spherical volume V of any radius around x’.
1 2 1 3 1 1 divergence
d x dA
4 V x x 4 S x x theorem
1 1 1 1 1
rˆ dArˆ rˆ r drˆ d 1
2
4 rS 2
4 rS 2
4 S
1 x x r 1
Here, we recall 3 2 rˆ
x x x x 3
r r
In addition, when |x – x’| 0, then 2 1 x x 0 47