Math3.6 Differential Operators
Math3.6 Differential Operators
Vector Functions
If the components of a vector are not constant, but they are functions, for
example x(t ) and y(t ) for a two-components vector, then for every value
of t a vector or point is specified ( x(t ), y(t )) . Then, we have a function
(t ) ( x(t ), y(t )), whose independent variable t is a scalar variable,
therefore, its domain is some set of real numbers, while its range is a set
of vectors. This function is called a vector function, in contrast with real
function whose range is a set of real numbers. The velocity vector for
which the magnitude as well as direction may change with time is an
example of a vector function that depends on time as a scalar variable.
The Domain of the vector function
The domain of the vector function is the set of real numbers at which, all
the components are defined.
Scalar Function
x y f (x) y
Scalar Scalar
Vector Function
t ( x(t ), y(t ))
Scalar Vector
1
Example: Find the domain of ( 2 t , )
t 3
101
) R 3
1
D( 2 t ) (,2], D(
t 3
D( ) D( x(t )) D( y(t )) D( ) (,2] 3 (,2]
The graph of the vector function
As t changes the vector function (t ) also changes and the resulting set
consists of vectors or points that construct a graph or a chart. Therefore,
at every value of t, the coordinates x (t ) and y(t ) of a point on the graph
give the two components of the vector function. Then, we can look at the
two components x (t ) and y(t ) as a pair of parametric equations (x(t),y(t))
that represents the real function y f (x) . Upon removal of t, we express
the function in the explicit form y y(x) whose graph in the x-y plane
defines the chart of the vector function.
y
Example: Draw the graph of each
of the following vector functions:
(1) (t ) (2 t , t 2 )
Let x 2 t, y t 2 t 2 x
y
y ( 2 x) 2
(parabola) 2 x
b
(2) (t ) (a cos kt, b sin kt)
x a cos kt, y b sin kt
x2 y2 -a a x
1 (ellipse)
a2 b2
-b y
(3) (t ) (a chbt, a shbt )
x a chbt, y a shbt
x 2 y 2 a 2 (hyperbola)
-a y a x
(4) (t ) (a cos bt, a sin bt )
x a cos bt, y a sin bt a
x 2 y 2 a 2 (circle) x
102
The limit of a vector function
The limit of (t ) as t tends to t o is a vector such that (t ) is close to
for t close to to . For (t ) to be close to , the length of the
difference vector (t ) must be close to zero y
and vice versa.
(t )
Then, approaching (t ) to zero
is sufficient to bring (t ) close
to . But, as (t ) is a scalar x
quantity, then, we can define the limit of a vector function in terms of the
limit of a real function.
Definition: lim (t ) if lim (t ) 0.
tt o tt o
Theorem: The vector function (t ) ( x(t ), y (t )) has a limit at t to
if and only if the two real functions x(t ) and y(t ) have limits at t o , in
addition to that;
lim ( x(t ), y (t )) (lim x(t ), lim y (t ))
t to t to t to
sin t
Example: Discuss the continuity of (t ) (t 2 , ) at t 0.
t
103
The component sin t is not defined at t 0 . Then (t ) is not defined at
t
t 0 and consequently it is not continuous at t=0, although the limit at
t 0 exists and equals (0,1).
Derivative of the vector function:
At every t, the derivative (t ) of a vector function (t ) is given by;
(t t ) (t )
(t ) lim
t 0 t
Theorem: If (t ) ( x(t ), y(t )), then (t ) ( x(t ), y(t ))
(t t ) (t ) ( x(t t ), y (t t )) ( x(t ), y (t ))
Proof: (t ) lim lim
t 0 t t 0 t
x(t t ) x(t ) y (t t ) y (t )
( lim , lim ) ( x(t ), y (t ))
t 0 t t 0 t
Example: Find the derivative of each of the following functions:
cos t
(1) (t ) (t 2 , sin t ) (t ) (2t , )
2 t
t 1 t2 2 1
(2) (t ) ( , e , tan 1 t ) (t ) ( , 2te t2
, ).
t 1 (t 1) 2 1 t2
Example: A particle moves on a curve whose parametric equations are
given by x et , y 2 cos 3t , z 2 sin 3t , where t is time; find the velocity
and acceleration at any instant t.
Solution
The position vector of the particle at any instant t is given by
R(t ) (e t ,2 cos 3t ,2 sin 3t )
dR t dV
V (e ,6 sin 3t ,6 cos 3t ) a (e t ,18 cos 3t ,18 sin 3t ).
dt dt
Example: The position at time t for a point moving in the x y plane is
given by r (t 2 3,2t 4) . Find
(1) The trajectory of the point,
y
(2) The velocity and the acceleration vectors
at time t.
Solution
x
(1) r (t 2 3, 2t 4), (-3,-4)
104
1 1
Let x t 2 3, y 2t 4 t ( y 4) x 3 ( y 4) 2
2 4
dr dV
(2) V (2t ,2) a (2,0).
dt dt
Indefinite integral of a vector function
Since the indefinite integral is the inverse operation of differentiation,
then; for (t ) ( x(t ), y(t ))
(t )dt ( x(t ), y(t )) dt ( x(t )dt c1 , y (t )dt c 2 ) ( x(t )dt , y (t )dt ) c
where c is an arbitrary constant vector.
t
Example: Find (t 2 1, sin t ,
t 1
2
) dt
t t3 1
I ( (t 2 1)dt , sin tdt, dt ) c ( t , cos t , ln(t 2 1)) c
t 1
2
3 2
Definite integral of a vector function
If (t ) is a continuous vector function, then;
b b
a
(t )dt (t ) (b) (a) , where (t ) (t ).
a
2
Example: Find (t 4, et )dt
1
t2 2
I ( 4t , et ) (10, e 2 ) (9 / 2, e1 ) (11/ 2, e 2 e)
2 1
Example: Find 0
(2 cos t , t sin t 2 )dt
1 1
I (2 sin t , cos t 2 ) (0, cos 2 ) (0,1 / 2) (0, ( cos 2 1) / 2)
2 0 2
105
t2 t2 t3 t2
V ( , t ) r V dt ( , t ) dt ( , ) c2
2 2 6 2
At t 0 r ro (0,1) (0,1) (0,0) c2 c2 (0,1)
t3 t2 t3 t2
r ( , ) (0,1) ( , 1).
6 2 6 2
Partial derivatives of a vector function
If is a vector function that depends on several variables as; ( x, y, z)
instead of (t ) and regardless of the number of components, then has
three first partial derivatives in the form;
( x x, y, z ) ( x, y, z ) ( x, y y, z ) ( x, y, z )
lim , lim ,
x x0 x y y 0 y
( x, y, z z ) ( x, y, z )
lim
z z 0 z
Similarly, we can find the higher partial derivatives;
2 2 2 2 2 2
, , , , , , ...
x 2 y 2 z 2 xy yz xz
Also, as in scalar functions if the second partial derivatives of are
2 2
continuous, then; , and so on for the other second and higher
yz zy
order partial derivatives.
Example: For ( x 2 y, y z, e y sin( xz))
(2 xy, 0, ze cos( xz)),
y
( x , 1, e sin( xz)),
2 y
(0, 1, xe y cos( xz)),
x y z
2 2
(2 x, 0, ze cos( xz)),
y
(2 x, 0, ze y cos( xz))
xy yx
106
d dg df
(4) ( f . g ) f . . g
dt dt dt
d dg df
(5) ( f g ) f g
dt dt dt
d df dg d h
(6) ( f . g h ) . g h f . h f . g
dt dt dt dt
d df dg dh
(7) ( f ( g h )) ( g h ) f ( h ) f ( g )
dt dt dt dt
Q ( x x, y y , z z )
df df du
(8)
dt du dt
R
The gradient of a scalar field
R R
Let ( x, y , z ) be a single-valued P ( x, y , z )
continuous scalar function of R
position which possesses o
continuous first partial derivatives
with respect to x, y and z throughout
some region of space, and let R ( x, y, z ) be the vector drawn from the
origin to a general point P( x, y, z). If we move from P to a neighboring
point Q : ( x x, y y, z z) the function will change by an amount
;
x y z
x y z
If we divide by the distance S R between P and Q, we obtain a
measure of the rate at which changes where we move from P to Q:
x y z
s x s y s z s
For instance, if ( x, y, z) is the temperature at the general point P( x, y, z)
then / s is the average rate of change of temperature in the direction
in which S is measured. The limiting value of / s as Q P along
the segment PQ is called the derivative of in the direction PQ or
simply the directional derivative of ;
d dx dy dz
ds x ds y ds z ds
The first factor in each product on the right-side depends only on and
the coordinates of the point at which the derivative of is evaluated.
107
The second factor in each product is independent of and depends only
on the direction in which the derivative is being computed. This
observation suggests that d / ds can be thought of as the dot product of
two vectors: one depends only on and the coordinates of P and the
other depends only on the direction from P to Q;
d dx dy dz dR
( , , ).( , , ) ( , , ).
ds x y z ds ds ds x y z ds
108
(a) In what direction does that density increases most rapidly at the point
( x, y, z ) ? What is the maximum rate of increase in density?
(b) In what direction does the density decrease most rapidly?
(c) What are the rates of density change at ( x, y, z) in the i , j , k
directions?
Solution
(a) ( , , ) 2ke ( x y z ) ( x, y, z ) 2 r / r / r
2 2 2
x y z
Then, the gradient vector is directed towards the origin and therefore, the
temperature increases most rapidly towards the origin. The maximum rate
of increase is
2 r 2 x 2 y 2 z 2
(b) The density decreases most rapidly in the direction of /
(away from the origin).
(c) The rate change in i direction is: d .i 2 x
ds i
d
The rate of change in j direction is: . j 2 y
ds j
d
The rate of change in k direction is: .k 2 z
ds k
Normal Vector to a Surface: If we set ( x, y, z) c,
we obtain as c takes on different values, a family of
c
surfaces known as level surfaces of . On the
assumption that is a single-valued, one and only one
surface passes through any given point P. For a neighboring point Q
d
which lies on that surface which passes through P, we have, 0 since
ds
dR
=c on that surface . 0 for any vector dR / ds which has the
ds
limiting direction of a secant PQ of the level surface. Clearly such
vectors are all tangent to c at point P, and therefore; is normal to
every tangent and consequently, normal to the level surface of .
109
Example: Find the unit normal vector to the surface z x 2 y 2 at point
(1,2,5).
Let x 2 y 2 z 0 (2 x,2 y,1)
(2 x,2 y,1) (2,4,1)
n / at (1,2,5) : n
4x2 4 y 2 1 21
( x 1) 2 y 2 ( z 2) 2 9 0 (2( x 1), 2 y, 2( z 2))
(2,1,2)
At (3,1,4) : (4,2,4) n
3
The vector differential operator is not an ordinary vector. Its
components
are differentiation symbols. As the term "operator" suggests,
can be thought of as something that operates on thing such as scalar
fields and vector fields.
Operation on a scalar field: If f is a differentiable scalar function; then
f f f
f ( , , ) (gradient of f ) which discussed before.
x y z
Operation on a vector field: If V (V1, V2 , V3 ) is a differentiable vector
field; then the gradient vector can operate on V in two ways as:
V V V
.V divV 1 2 3 (divergence of V or div V ).
x y z
i j k
V V V V V V
V curl V / x / y / z ( 3 2 , 1 3 , 2 1 )
y z z x x y
V1 V2 V3
If .V 0, then V is called solenoidal, and if V 0, then V is called
irrotational.
Example: Prove that A (3 y 4 z 2 ,4 x 3 z 2 ,3x 2 y 2 ) is solenoidal.
. A 0 0 0 0 A is solenoidal.
Example: Find the value of a such that V ( x 3 y, y 2 z, x az )
is solenoidal.
.V 1 1 a 0 a 2.
Example: Show that A (6 xy z 3 , 3x 2 z , 3 xz 2 y ) is irrotational.
110
i j k
A / x / y / z 0 A is irrotational.
6 xy z 3 3x 2 z 3 xz 2 y
i (c 1) j (4 a) k (b 2) 0 c 1, a 4, b 2.
2
3x 2 3 y 2 z 2 , 6 y 2 z 2 6 z 24 xy 2 z 3 6 y 2 z.
z z 2
111
The equation of the tangent plane is given by;
(r ( xo , yo , zo )). ( xo , yo , zo ) 0
Example: For the surface ( x 1)2 y 2 ( z 2)2 9, find the equation of the
normal line and tangent plane at the point (3,1,4).
(2,1,2)
As before, we find /
3
(2,1,2)
The equation of the normal line; r (3,1,4)
3
The equation of the tangent plane;
(2,1,2) 2 1 2
(r (3,1,4)) . 0 ( x 3) ( y 1) ( z 4) 0
3 3 3 3
Useful vector relationships:
(1) (1 2 ) 1 2
(2) .( A B ) . A .B
(3) ( A B) A B
(4) .( A) . A . A
(5) ( A) A A
(6) .( A B) B. ( A) A . ( B)
(7) .( ) 2 div grad
(8) ( ) curl grad 0
(9) .( A) div curl A 0
(10) .(1 2 ) 0
(11) ( A) (. A) 2 A
(12) ( A B) ( B.) A B(. A) ( A.) B A(.B)
(13) ( A.B) ( B.) A ( A.) B B ( A) A ( B)
Important result:
it follows from relation (8) for the vector A , that if
A 0, then A can be expressed as the gradient of a scalar function that
is A .
But if A 0, then A which shows that A can not be
expressed as the gradient of a scalar function.
112
Example: Prove that A ( y 2 2 xyz 3 , 3 2 xy x 2 z 3 , 6 z 3 3 x 2 yz 2 ) is
irrotational vector and then find such that A .
i j k
A / x / y / z 0
y 2 2 xyz3 3 2 xy x 2 z 3 6 z 3 3 x 2 yz 2
A is irrotational, then A ( , , )
x y z
y 2 2 xyz 3 ( y 2 2 xyz 3 ) x xy 2 x 2 yz 3 f1 ( y, z )
x
3 2 xy x 2 z 3 (3 2 xy x 2 z 3 ) y 3 y xy 2 x 2 z 3 y f 2 ( x, z )
y
3
6 z 3 3x 2 yz 2 (6 z 3 3x 2 yz 2 ) z z 4 x 2 yz 3 f 3 ( x, y )
z 2
3 4
xy 2 x 2 yz 3 3 y
z c
2
Example: Prove that V (2 xyz 3 , x 2 z 3 , 3x 2 yz 2 ) is irrotational and find
such that V .
i j k
V / x / y / z 0 V is irrotational, then V
2 xyz3 x 2 z 3 3 x 2 yz 2
2 xyz 3 x 2 yz 3 f1 ( y, z ) , x 2 z 3 x 2 yz 3 f 2 ( x, z )
x y
3x 2 yz 2 x 2 yz 3 f 3 ( x, y ) x 2 yz 3 c
z
113