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Math3.6 Differential Operators

Vector and scalar functions define vector and scalar fields, respectively. Vector functions have components that are functions and define vectors at each point in their domain, forming a vector field. Scalar functions have scalar values at each point, forming a scalar field. Examples of vector functions include velocity and magnetic fields, while temperature and pressure fields are scalar. Both types of functions may depend on additional parameters like time. Vector functions can be represented parametrically or as graphs by eliminating parameters between their components. Limits, continuity, and derivatives of vector functions are defined analogously to real functions by considering the individual components.

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Moaaz Ashraf
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0% found this document useful (0 votes)
16 views

Math3.6 Differential Operators

Vector and scalar functions define vector and scalar fields, respectively. Vector functions have components that are functions and define vectors at each point in their domain, forming a vector field. Scalar functions have scalar values at each point, forming a scalar field. Examples of vector functions include velocity and magnetic fields, while temperature and pressure fields are scalar. Both types of functions may depend on additional parameters like time. Vector functions can be represented parametrically or as graphs by eliminating parameters between their components. Limits, continuity, and derivatives of vector functions are defined analogously to real functions by considering the individual components.

Uploaded by

Moaaz Ashraf
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Scalar and Vector Functions and Fields

Vector calculus concerns two kinds of functions namely scalar functions


whose values are scalars; f  f ( p) depending on the points p in space and
 
vector functions whose values are vectors v  v ( p)  (v1 ( p), v 2 ( p), v3 ( p))
depending on p. Here p is a point in the domain of definition which in
applications is a (three-dimensional) domain or a surface or a curve in
space. We say that the vector function defines a vector field, and a scalar
function defines a scalar field in that domain or that surface or curve.
Examples of vector functions are shown in figures.

Field of tangent vectors Field of normal vectors


of a curve of a surface
Examples of scalar fields are the temperature field of a body or the
pressure field of the air in the earth's atmosphere. Vector and scalar
functions may also depend on time t or some other parameters.
Notation: If we introduce Cartesian coordinates x, y, z then, instead of

v ( p) we can also write

v ( x, y, z )  (v1 ( x, y, z ), v2 ( x, y, z ), v3 ( x, y, z ))
But we keep in mind that components depend on the choice of a
coordinate system, whereas a vector field that has a physical or a
geometric meaning should have magnitude and direction depending only
on p, not on that choice. Similarly for the value of a scalar field
f ( p )  f ( x, y , z )
Example: Scalar function.
The distance f ( p) of any point p from a fixed point po in space is a
scalar function whose domain of definition is the whole space. f ( p)
defines a scalar field in space. If we introduce a Cartesian coordinate
system and po has the coordinates xo , yo , zo , then f is given by
f ( p )  f ( x, y , z )  ( x  x o ) 2  ( y  y o ) 2  ( z  z o ) 2

where x, y, z are the coordinates of p. The coordinates of p changes if we


choose another coordinate system but f ( p) will have the same value as
before. Hence, f ( p) is a scalar function. The direction cosines of the
100
straight line through p and po are not scalar functions because their
values depend on the choice of the coordinate system.
Example: Vector function.

At any instant the velocity vectors v ( p) of a
rotating body B constitute a vector field,
called the velocity field of the rotation. If we
introduce a coordinate system having the origin
on the axis of rotation, then
   Velocity field of a
i j k
     rotating body
v ( x, y , z )    r  0 0    ( yi  xj )
x y z

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.
tt o tt 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

Example: Find each of the following limits:


sin t sin t
(1) lim (t 2  1, e t 2 , )  (lim (t 2  1), lim e t 2 , lim )  (1, e 2 ,1).
t 0 t t 0 t 0 t 0 t
(2) lim (ln t , cos(t  1), t  1)
t 1

lim ln t  0, lim cos(t  1)  1, lim t  1 does not exist as t  1 is not defined in


t 1 t 1 t 1

left neighborhood of t  1  lim  does not exist. t 1

Continuity of the vector function



Theorem: The vector function  (t ) is said to be continuous at t  to if
 
lim  (t )   (t o ) .
t t
o

 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  et , 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

Example: If the acceleration vector for a particle moving in a plane is


  
given at any time t by a  ti  j , find the position and velocity vectors at
 
any time, knowing that the initial velocity Vo  0 and initial position

ro  (0,1).
Solution
  t2 
V   a (t )dt   (t ,1)dt  ( , t )  c1
2
      
At t  0, V  Vo  0  0  (0,0)  c1  c1  0

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 x0 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 xy yz xz

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
yz zy
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))
xy yx

Rules for differentiation of vector functions


  
If f , g , h are differentiable vector functions and u is a scalar function;
 
d   df dg
(1) ( f  g )  
dt dt dt

d  df
(2) (cf )  c , c is a constant.
dt dt

d  df  du
(3) (u f )  u  f
dt dt dt

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

The vector function (  ,  ,  ) is known as the gradient of  or simply


x y z

grad  or  .
 
d dR  dR
 grad .   .
ds ds ds
To determine the significance of grad  , we observe first that since s is
   
just the length of R , then dR / ds is a unit vector. Therefore,  .dR / ds
  
is the projection of  in the direction of dR / ds . Then,  has the
property that its projection in any direction is equal to the derivative of 
in that direction. Also, as the maximum projection of a vector is the

vector itself, it is clear that  extends in the direction of the greatest rate
of change of  and that rate of change is given by its magnitude.
Example: What is the directional derivative of the function
 ( x, y, z )  xy 2  z 3 y at the point (2,1,1) in the direction of the vector
(1,2,2) ? . What is the direction of the maximum as well as the minimum
rate of change of  ?.

  ( y 2 ,2 xy  z 3 ,3z 2 y ) and at the point (2,1,1) is given by
 d  (1,2,2)  11
  (1,3,3)   . 
ds (1,2,2) 9 3
  (1,3,3)
The direction of maximum rate of change is given by;  /  
19
  (1,3,3)
The direction of minimum rate of change is given by   /  
19
The maximum rate of change = 19
Example: The mass density (mass per unit volume) of a metal ball
centered at the origin is given by the function  ( x, y, z )  ke  ( x  y  z ) ,
2 2 2

where k is a positive constant.

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

Example: Find the unit normal vector to the surface


( x  1)  y  ( z  2)  9 at (3,1,-4).
2 2 2


  ( 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

Example: Find the constants a, b, and c such that



V  ( x  2 y  az, bx  3 y  z , 4 x  cy  2 z ) is irrotational.
  
i j k
 
 V   / x  / y  / z
x  2 y  az bx  3 y  z 4 x  cy  2 z

   
 i (c  1)  j (4  a)  k (b  2)  0  c  1, a  4, b  2.

Interpretation of Divergence and Curl


 
View V as the velocity field of some fluid. The divergence of V at a
point P gives us as indication of whether the fluid tends to accumulate
near P (negative divergence) or tends to move away from P (positive
divergence). In the first case, P is sometimes called a sink, and in the
second case, it is called a source. The curl at P measures the rotational
tendency of the fluid.
  2 2 2
Laplacian Operator:  2  .   
x 2 y 2 z 2

For a scalar twice-differentiable function  ;


 2  2  2
 2    .
x 2 y 2 z 2

Example: For   3x2 z  y 2 z 3  4x3 y  2x  3 y  5 find  2 .


  2   2
 6 xz  12 x 2 y  2,  6 z  24 xy,  2 yz 3
 4 x 3
 3,  2 z 3
x x 2 y y 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

The equation of the normal line and tangent plane to a surface:



Let the surface defined as  ( x, y, z)  c . We determine   at ( xo , yo , zo )
which is normal to the surface.
The equation of the normal line is given by

 ( x o , y o , z o ) ( x0 , y0 , z0 )
( x, y , z )  ( x o , y o , z o )   
 ( x o , y o , z o )

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

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