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4.3.

F LUX AND D IVERGENCE

From here on, we will almost always think of vector elds as representing ows of material. In this section, we seek to quantify how this ow is moving. The rst quantity we study, outward ux, measures the net ow out of a region in the plane. The second quantity we study, divergence, measures ux per unit of area. In the next section, we establish the relationship between these two quantities (Greens Theorem).

O UTWARD F LUX
Suppose that we have a vector eld F which describes the velocity of moving air in a room with a lit replace and a glass of ice water. Near the replace, the air is being warmed, so it is expanding, which means that F near the replace is pointing out. Near the ice water, the opposite is happening, so F near the ice water is pointing in. In terms of ux, this means that the outward ux of this vector eld on a small region around the replace is positive, while in a small region around the ice water, it is negative. Flux is the rate of ow through a unit area during a unit time. Various sorts of ux appear in physics, for example: Newtons law of viscosity describes the rate of transfer of momentum across an area, Fouriers law of conduction descibes the rate of heat ow across an area, Ficks law of diffusion describes the rate of movement of molecules across an area. From our point of view, given a 2-dimensional vector eld F and a region R in the plane, the outward ux of F over R is the amount of material owing out of the region R. Suppose that the boundary of R is parameterized by the smooth curve r t . Then to compute the ux of F over R, we take the line integral of the amount of material owing out of the region at each point along r t . Consider the following region, R, whose boundary is parameterized by the vector function r t .

r t0 rt R r t0 n t0

We want to calculate the amount of material leaving the region R at each point r t0 on the boundary. At this point, the vector r t0 is tangent to the boundary of the region. There

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are two unit vectors normal to r t0 . Let n t0 denote the unit vector which is normal to r t0 and points away from the region, which we refer to as the outward-pointing unit normal vector. The ow at the point r t0 is given by the vector eld, F r t0 . We are only interested in the amount of this ow which is leaving the region, i.e., the amount of this ow that is parallel to n t0 . Therefore, the amount of this ow at the point r t0 is the scalar projection n t0 . The of F r t0 onto n t0 . Since we chose n t0 to be a unit vector, this is F r t0 line integral (with respect to arc length) of this quantity gives us the total ow out of the region, Outward ux
C

F n ds,

where C is the boundary of the region R, and n is the outward-pointing unit normal vector to C . In order to use this formula, we need to compute n. First, we make a rule: we always choose r t to parameterize the boundary of R in the counterclockwise direction (also known as the positive orientation). Note that if r t parameterizes the boundary of a region in counterclockwise orientation, then if you walked along the path given by r t , the region would always lie to your left, while n would always lie to your right (so our choice is in some sense another righthand rule). This choice is arbitrary, but it is consistently used. Now, given that r t goes counterclockwise, n can be found by rotating r t to the right by 90 . If r t x t , y t , then r t x t , y t , and nt y t, x t y t, x t .

Our formula for ux is with respect to arc length, so as usual, ds x t ,y t dt,

but notice that the speed quantity in this formula, x t , y t , is exactly the length we are dividing by in the equation for n t . Supposing, again as usual, that F x, y P x, y i Q x, y j,

we can rewrite the formula for outward ux as Outward ux

C

P x, y i P x, y y t
C

Q x, y j

y t, x t y t, x t

x t ,y t

dt

Q x, y x t dt.

We make one nal simplication in this formula: we distribute the dt to both terms of the integrand and replace x t dt with dx and y t dt with dy .

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Outward Flux. Suppose that C is a piecewise smooth, simple, closed curve enclosing a region R in the plane and oriented in the counterclockwise direction. Let F P i Qj be a vector eld and suppose that P and Q have continuous rst order partial derivatives. Then the outward ux of F on R is F n ds
C C

P dy

Q dx,

where n is the outward-pointing unit normal vector.

Example 1. Compute the outward ux of F centered at the origin.

xy

2x i

x2 j on the disc of radius a

Solution. The boundary of the given region is the circle of radius a, which we parameterize as rt a cos t, a sin t , 0 t 2 .

We then have the following four quantities P Q dx dy xy 2x x2 a sin t dt, a cos t dt. a2 cos t sin t a2 cos2 t, 2a cos t,

Substituting these into the integral gives us Outward ux P dy

C 2 0 2 0

Q dx, 2a cos t
2 0

a2 cos t sin t

a cos t 2a2 cos2 t dt

a2 cos2 t

a sin t dt

2a3 cos2 t sin t dt

The rst of these integrals can be done with a u-substitution; it is 0. For the second integral, 1 cos 2t 2, and this integral contributes 2 a2 . Therefore the we use the identity cos2 t outward ux of this vector eld over the disc of radius r centered at the origin is 2 a2 .

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D IVERGENCE
Divergence, also known as ux density, is a function div F that measures ux per unit area, as we compute this quantity over smaller and smaller regions. Informally, we can dene it as div F x, y Divergence of F at x, y Outward ux of F over R . Area of R R contains x, y lim
R becomes small

Note that div F is a scalar function, meaning that it returns a number for each point in the plane, unlike F itself. Positive divergence means that density is decreasing, while negative divergence shows that it is increasing:

div F x, y

div F x, y

Using the result of Example 1, we can compute our rst divergence value. Example 2. Compute div F at the point 0, 0 for the vector eld F xy 2x i x2 j.

Solution. Example 1 shows that the ux of F over the disc of radius a centered at the origin is 2 a2 , so div F 0, 0 Flux of F over the disc of radius a centered at the origin a 0 Area of this disc 2 a2 lim a 0 a2 2. lim

Because this divergence is positive, the density at the origin in this vector eld is decreasing, or in other words, material is owing away from the origin. We will never again compute div F by computing outward ux, as we did in Example 2, because there is a much simpler formula for divergence. In order to derive this formula, we consider a rectangle with width x, height y , and corner x, y . (It doesnt matter where the point x, y is in this rectangle, and the algebra is easier if we place it at a corner.)

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n x, y y

j x x, y y

n n i

x, y n j

x, y

We want to compute the ux of F over this rectangle. We know from earlier in this section that the ux is given by the line integral C F n ds, where C is the boundary of the rectangle and n is the outward-pointing unit normal vector. We dont have enough information to compute this ux exactly, but we will be able to approximate it well enough to get the correct limit. Suppose, as usual, that F x, y P x, y i Q x, y j.

Because C isnt smooth, we need to divide it into smooth pieces: the top, the bottom, the left, and the right. For ow out of the top side of this rectangle, we can approximate F by F x, y y P x, y y i Q x, y y j. Our outward-pointing unit normal vector for this side is n j, and we have
x

Flow out of top side

Top

F j ds
0

Qx

t, y

y dt

Q x, y

y x.

The four other sides are similar, although the outward-pointing unit normal vectors change. j, so For example, for the bottom side, the outward-pointing unit normal vector is n
x

Flow out of bottom side

Bottom

j ds
0

Qx

t, y dt

Q x, y x.

Adding these together, we have Flow out of top and bottom sides Now recall the denition of partial derivatives, Q y lim Q x, y
0

Q x, y

Q x, y x.

y y

Q x, y

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Therefore, assuming that Q y is continuous, the total ow out of these two sides can be approximated with this partial derivative: Flow out of top and bottom sides Q xy. y

A similar computation for the left and right sides shows that their ow is approximated by a partial derivative of P : Flow out of left and right sides P xy. x

P Q x y . x y The area of the rectangle is xy , so if we divide by this we get ux per unit area. Taking the limit as x and y approach 0 corrects for the inaccurate approximations we used above and gives the following formula. The total outward ux for this rectangle is therefore approximately

Divergence. function

The divergence of the vector eld F div F P x Q y F.

Pi

Qj is the

Note that the expression F on the right of this denition is just a shorter way to x, y , then write the exact same formula; if we dene F x , y P, Q P x Q . y

When used in this way, the symbol is referred to as the Del operator. While the dot product notation is convenient, note that is not really a vector (for example, what is F ?). Bending rules such as this is known as abuse of notation. (Another example is the determinant form of the cross product.) With this formula in hand, we return to our running example. Example 3. Compute div F for the vector eld F Solution. By our formula for divergence, div F This shows that div F 0, 0 work. x xy 2x y x2 y 2. xy 2x i x2 j.

2, as we computed in Example 2, but this time with a lot less

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Because matter can neither be created nor destroyed, for vector elds that represent ows of material, the ux over a region really should be the double integral of divergence. In the next section, we prove this and more. To conclude this section, we return to our running example to check this intuition. Example 4. Show that the double integral of the divergence of the eld F over the disc of radius a centered at the origin is 2 a2 . Solution. For this vector eld, div F y 2, so y
R

xy 2x i x2 j

Integral of divergence

2 dA,

where R is the disc of radius a centered at the origin. It is easiest to evaluate this double integral in polar coordinates, where y 2 r sin 2:
2 a

Integral of divergence
0 2 0 2 0 0

r sin r 3 sin 3 a3 sin 3

2 r dr d ,
r a

r2
r 0

d ,

a2 d ,
2

a3 cos 3 2 a2 .

2 0

Note that this is the same quantity that we got in Example 1 when we integrated the ux of F around its boundary. While we have a heuristic argument that ux should equal the (double) integral of divergence, this rule is based on physical intuition. Could it be that vector elds which arise in nature behave more nicely than arbitrary vector elds1 , or does our equation for ux equal the integral of our equation for divergence even when the vector elds do not arise in nature? This is our topic for the next section.

In fact, in the 1800s, the fundamental forces of nature were believed to satisfy Laplaces equation,
2

f x2

f y2

in the two-dimensional case, which would make them very special indeed. However, Einsteins general theory of relativity, published in 1915, showed that nature is more complicated than this.

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E XERCISES FOR S ECTION 4.3

Compute the divergence of the vector elds in Exercises 16. 1. F 2. F 3. F 4. F 5. F 6. F xi xi yj yj cos y sin x j In Exercises 710, use a line integral to compute the outward ux of the vector eld F over the unit disc centered at the origin. 7. F 8. F 9. F 10. F xi xi 2xy i x4 y 8 i yj yj x2 y2 j

cos x sin y i sin5 x i 2xy i x4 y 8 i

sin4 x cos y j x2 63 j y2 j

63 j

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A NSWERS TO S ELECTED E XERCISES , S ECTION 4.3

1. 2 3. 5. 0
2

2 sin x sin y

7.
0 2

cos2 t

sin2 t dt

2 . 0.

9.
0

3 cos2 t sin t

sin3 t dt