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Lecture 40

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Lecture 40

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pitonib499
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© © All Rights Reserved
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Lecture 40

1 Vector Calculus
1.1 Line integrals and Green’s theorem
In many physical phenomena, the integrals over paths through vector filed plays important
role. For example, work done in moving an object along a path against a variable force or to
find work done by a vector field in moving an object along a path through the field. A vector
field on a domain in the plane or in the space is a vector valued function f : IR3 → IR3 with
components say M, N and P , for example

F (x, y, z) = M (x, y, z)î + N (x, y, z)ĵ + P (x, y, z)k̂

We assume that M, N, P are continuous functions. Suppose F represents a force throughout


a region in space and let r(t) = x(t)î + y(t)ĵ + z(t)k̂, a ≤ t ≤ b is a smooth curve in the region.
Then we introduce the partition a = t1 < t2 ..... < tn = b of [a, b].
If Fk denotes the value of F at the point on the corresponding to tk on the curve and Tk
denotes the curve’s unit tangent vector a this point. Then Fk · Tk is the scalar component of
F in the director of T at tk . Then the work done by F along the curve is approximately
n
X
Fk · Tk ∆sk ,
k=1

where ∆sk is the length of the curve between tk−1 , tk . As the norm of the partition approaches
zero, these sum’s approaches
Z b Z b r

− → − dx dy
F · T ds = F · T ( )2 + ( )2 dt.
t=a a dt dt


r 0 (t)
Now substituting T (t) = |−

r 0 (t)|
, we get
b

− →
Z
F ·−
r 0 (t)dt.
a

The following can be shown:

Theorem 1.1.1 The Line integral is independent of choice of parametrization.

Definition 1.1.1 The orientation of a parameterized curve is the direction determined by


increasing values of the parameter.

The line integral over a parametrized curve depends on the orientation. If we change the
orientation, then the integral is equal to −1 times: That is,
Z Z
− F · dr = F · dr.
C −C

1
Example 1.1.2 Find the work done by F = 3x2 î + (2xz − y)ĵ − z k̂ over the curve r(t) =
tî + t2 ĵ + t3 k̂, 0 ≤ t ≤ 1 from origin to (1, 1, 1)
dr
Solution: The tangent along the curve T is dt . Therefore,
1 1
d→

Z Z
r
F · T ds = F· dt
0 0 dt
Z 1
2
= 3t2 + t5 − 2t3 dt = .
0 3


Definition 1.1.3 Conservative vector field: A verctor field F is called conservative vector
field if the line integral depends only on the end points. Equivalently, the line integral over
any closed curve is zero.

The following is knon as fundamental thoerem of Line integrals. Recall the fundamental
theorem of integral calculus.


Theorem 1.1.2 Let F be a vector field and if there exists a differentiable function f : IR3 →


IR such that F = ∇f . Then
Z Q

− →
F · d−r = f (Q) − f (P )
P


Proof. Suppose there exists f such that F = ∇f . let → −r (t) : {(x(t), y(t), z(t)), t ∈ [0, 1]}
represent a curve connecting P and Q. Then
Z Q Z 1 

− → − ∂f dx ∂f dy ∂f dz
F ·dr = + + dt
P 0 ∂x dt ∂y dt ∂z dt
Z 1
d
= (f (x(t), y(t), z(t)))dt
0 dt
= f (Q) − f (P ).

It is clear that if P = Q, then above integral is zero.




Theorem 1.1.3 Let F = M î + N ĵ + P k̂ be a conservative whose components are continuous
over an open connected domain D in R3 . Then there exists a differential function f such that


F = ∇f .

Proof. let X0 be a fixed point in D. For any point (x, y, z) in D, let C be a path from X0
to (x, y, z) . Define f (x, y, z) by

− →
Z
f (x, y, z) = F · d−
r.
C

(Note that this definition of f makes sense only because it is independent of path). We want


to show that f satisfies ∇f = F .

2
Since domain D is open, it is possible to find a disk centered at (x, y, z) such that the disk is
contained entirely inside D. Let (a, y, z) with a < x be a point in that disk. Let C be a path
from X0 to (x, y, z) that consists of two pieces: C1 and C2 . The first piece, C1 , is any path
from C to (a, y, z) that stays inside D and C2 is the horizontal line segment from (a, y, z) to
(x, y, z). Then

− → →
− →
Z Z
f (x, y, z) = F · d−
r + F · d−r
C1 C2

Then differentiating this with respect to x, we see that the ∂x of the first term on the right
hand side is zero. Therefore

− →
Z
∂f ∂
= F · d−r
∂x ∂x C2

− −
Now considering the parametrization →

r (t) = tî+y ĵ+z k̂, a ≤ t ≤ x. Then F ·d→
r = M (t, y, z).
Hence Z x
∂f ∂
= M (t, y, z)dt = M (x, y, z)
∂x ∂x a
thanks to fundamental theorem of integral calculus. A similar argument using a lines parallel
to y-axis and z-axis rather than a line parallet to x−axis, shows that fy = N (x, y, z) and
fy = N (x, y, z). 


Divergence and Curl: For a vector field F = M î + N ĵ + P k̂ the Divergence and curl are
defined as

− →
− ∂M ∂N ∂P
div F = ∇ · F = + +
∂x ∂y ∂z
î ĵ k̂

− →
− ∂ ∂ ∂
curl F = ∇ × F = ∂x ∂y ∂z
M N P

The following theorem is known as curl-div theorem:




Theorem 1.1.4 Suppose F is a vector field with all its components have continuous second
order partial derivaties then


div(curl F ) = 0.

Proof. Proof is a simple calculation. 

The following is a neccessary condition.

Theorem 1.1.5 Suppose F is a onservative vector field with all its components are differen-


tiable and partial derivatives are continuous in the domain D. Then curl F = 0.

− →

Proof. Since F is conservative, there exists f such that F = ∇f . Therefore, second order
partial derivatives are continuous. Hence mixed derivatives are equal. Now it is easy to check


that ∇ × ∇f = 0. Therefore curl F = 0. 

3


Definition 1.1.4 A vector field is irrotational if curl F = 0.

Now we ask the question: Is irrotational vector field is always conservative?


The answer is NO. The following example

− y x ∂F2 ∂F1
Example 1.1.5 Let F = F1 î + F2 ĵ = − 2 2
î + 2 2
ĵ. Then = implying
x +Zy x +y ∂x ∂y


− →
− →
Z
curl F = 0. But the line integral F · d−r = sin2 θ + cos2 θ = 2π.
C 0

− →

But depending on the shape of the domain D, curl F = 0 implies F is conservative.
Definition 1.1.6 A subset D of Rn is called simply connected if it is path-connected and and
every loop in D can be contracted to a point without ever leaving the domain.

Examples 1.1.7 1. The whole space Rn is simply connected.

2. The unit ball {(x, y, z) : x2 + y 2 + z 2 < 1} is simply connected.

3. The annulus {(x, y, z) : 1 < x2 + y 2 + z 2 < 2} is NOT connected.

4. The punctured disc {(x, y) ∈ R2 : x2 + y 2 < 1}\{(0, 0)} is NOT simply connected.

5. The punctured space {(x, y, z) ∈ R3 : x2 + y 2 + z 2 < 1}\{(0, 0, 0)} is simply connected.

6. {(x, y, z) ∈ R3 : x2 + y 2 + z 2 < 1}\{z − axis} is NOT simply connected.




Theorem 1.1.6 Let F be a vector field with its components are differentiable and partial

− →

derivatives are continuous. Then curl F = 0 implies F is conservative.

Proof. Proof requires Stoke’s theorem. We omit it.




Example 1.1.8 Consider the vector field F = (3x2 y 2 z + 5y 3 )î + (2x3 yz + 15xy 2 − 7z)ĵ +


(x3 y 2 − 7y + 4z 3 )k̂ Determine whether F is conservative, and if it is, find a potential function


f for which F = ∇f .

− →

Solution It is easy to check that curl F = 0 and domain of definition of F is the whole space


R3 which is simply connnected. Therefore, F is conservative.
To find the function f , we take
fx = 3x2 y 2 z + 5y 3 , fy = 2x3 yz + 15xy 2 − 7z, fz = x3 y 2 − 7y + 4z 3
Using the first equation we obtain
Z
f (x, y, z) = (3x2 y 2 z + 5y 3 )dx = x3 y 2 z + 5y 3 x + g(y, z)

Differentiation with respect to y and equating with second equation we get


2x3 yz + 15y 2 x + gy (y, z) = 2x3 yz + 15xy 2 − 7z =⇒ gy = −7z
Integrating gy we get g(y, z) = −7yz+h(z). Hence f = x3 y 2 z+5y 3 x−7yz+h(z). Substituting
this the third equation, we get h0 (z) = 4z 3 . Therefore h(z) = z 4 + c. Hence f (x, y, z) =
x3 y 2 z + 5y 3 x − 7yz + z 4 + c. 

4


Example 1.1.9 Consider the vector field F = x2 +y12 +z 2 (xî + y ĵ + z k̂). Determine whether

− →

F is conservative, and if it is, find a potential function f for which F = ∇f .

Solution: In this case again the domain of definition is the punctured space R3 \{(0, 0, 0)}
which is simply connected. Also it is easy to check

− −2  
∇× F = (zy − yz)î + (xz − zx) ĵ + (yx − xy)k̂ = 0.
(x2 + y 2 + z 2 )2

Now following the steps as above, it is not difficult to find f as


1
f (x, y, z) = ln(x2 + y 2 + z 2 ).
2

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