C1.Vector Analysis

EP220 Lecture notes - prepared by- Assoc. Prof. Dr.
Eser OLAR 2013-Fall

1

Chapter 1. Vector Algebra
1. Scalars and vectors
The simplest kind of physical quantity is one that can be completely specified by its magnitude, a single
number, together with the units in which it is measured. Such a quantity is called a scalar and examples
include temperature, time and density. they are described by numbers:
Scalar = number (real or complex).
A vector is a quantity that requires both a magnitude (> 0) and a direction in space to specify it
completely; we may think of it as an arrow in space. A familiar example are force, velocity, displacement,
momentum and electric field. Vectors are also used to describe quantities such as angular momentum and
surface elements. Such quantities are represented geometrically by arrows.
Vector = number (its size) and direction.
Magnitude of vector: The length of the arrow representing a vector A is called the length or the
magnitude of a (written or a) or the norm of a (). In three dimensions
= =
2
+
2
+
2

where
(i = x,y,z ) are the component of the vector.

Unit Vector: A vector of length 1 is called a unit vector and is denoted by or
Given a vector , the unit vector in the direction of is
=

In the cartesian coordinate system (x, y, z), we may introduce the unit vectors i, j and k, which point along
the positive x-, y- and z- axes respectively. A vector a may then be written as a sum of three vectors, each
parallel to a different coordinate axis:
=
.
The sum of two vectors a and b is found by simply adding their components, i.e.

and their difference by subtracting them,

Example:

EP220 Lecture notes - prepared by- Assoc. Prof. Dr. Eser OLAR 2013-Fall

2

and geometrically the addition and substraction can be shown as

The Scalar Product:
The scalar product (or dot product) of two vectors a and b is denoted by a. b and is given by
. = cos()
where is the angle between the two vectors, placed 'tail to tail' or 'head to head'. It should be noted in
particular that the Cartesian basis vectors i, j and k, being mutually orthogonal unit vectors, satisfy the
. = . = . = 1 and . = . = . = 0. If the scalar product of two vectors is equal to zero, they are
orthogonal to each other. It is represented geometrically as

Example: Find the angle between the vectors a = i + 2j + 3k and b = 2i + 3j + 4k.
The scalar product a and b has the value a.b = lx2+2x3+3x4=20, and the lengths of the vectors are

3

= = 1
2
+2
2
+ 3
2
= 14 and = = 2
2
+3
2
+4
2
= 29.
Thus, cos = .
= 0.9926 and = 0.12 .

Example:
Find the angle between i + j and i 3j

The Vector Product: The vector product (or cross product) of two vectors a and b is denoted by axb and
is given by
= sin()
where is the angle between the two vectors and n is defined as a unit vector in the positive normal
direction to the plane of a and b.

Example:
Find the angle between the vectors A = 3 i - 2 j + 4 k and B = 2 i -3 j -2 k.


4

Example:

Example:

Example:
Work done by force F over distance (direction) d
W = F d
Find work done by force F = + 2 in moving from the origin to the point A = .
F d = (1 2) (0 1) = 2
Cross Products and Mechanics

Angular motion: If a particle in a rigid body is rotating about an axis with angular velocity w (yes a
vector!), then the linear velocity of a particle with position vector r, relative to the axis of motion is
v = w r

5

Angular Momentum: Suppose a planet of mass m is in orbit at position r with linear velocity v. Take the
centre of rotation (e.g., the sun) as being the origin of coordinates.
The angular momentum of the planet is then L = r (mv).

Moment: The moment, or torque, m of a force F applied to a point with position vector r with respect to
the origin is m = r F. The moment describes the turning effect of force about a fixed point, as shown in
the figure. Note that r denotes the position vector from origin of any point on the line of action of the
force.

2. Differentiation of Vectors
In many practical problems, we often deal with vectors that change with time, e.g. velocity, acceleration,
etc. If a vector A depends on a scalar variable time t, then a can be represented as A(t) and A is then said
to be a function of t. If A =
then
and
will also dependent on the parameter t.

() =
(t) +
(t) +
(t). Differentiation with respect to t gives

Perhaps the simplest application of the above is to finding the velocity and acceleration of a particle in
classical mechanics. If the time-dependent position vector of the particle with respect to the origin in
Cartesian coordinates is given by r(t) = x(t) i + y(t) j + z(t) k then the velocity and the acceleration of the
particle are given by the vector


6

Example:

The speed of the particle at t = 1 is simply (1) = 4
2
+3
2
+6
2
= 61 /. The acceleration of the
particle is constant (i.e. independent of t), and its component in the direction s is given by

Example: A particle moves in space so that at time t its position is stated as x = 2t+3, y = t
2
+3t, z =
t
3
+2t
2
. We are required to find the components of its velocity and acceleration in the direction of the
vector 2i + 3j + 4 k when t=1.
First we can write the position as a vector r as r = (2t+3) i + (t
2
+3t) j + (t
3
+2t
2
) k.

Example: A particle moves in space at time t with position vector as r = t
3
i (4t
2
-8t+1) j. Fint the
corresponding quantities related with that particle.


7

3. Differentiation of composite vector expressions
In composite vector expressions each of the vectors or scalars involved may be a function of some scalar
variable u, and as we have seen. The derivatives of such expressions are easily found using the rules of
ordinary differential calculus. Let consider assume that a and b are differentiable vector functions of a
scalar u and that is a differentiable scalar function of u:

the order of the factors in the terms on the RHS of final equation is, of course, just as important as it is in
the original vector product.
Example: A particle of mass m with position vector r relative to some origin 0 experiences a force F,
which produces a torque T = r x F about O. The angular momentum of the particle about 0 is given by L
= r x mv, where v is the particle's velocity. Show that the rate of change of angular momentum is equal to
the applied torque.
The rate of change of angular momentum is given by

where in the last line we use Newton's second law, namely F = d(mv)/dt.
Similiarly, let consider the following vector and apply tis properties.

8

4. Vector functions of several arguments
The concept of the derivative of a vector is easily extended to cases where the vectors (or scalars) are
functions of more than one independent scalar variable, u
1
, u
2
,...,u
n
. In this case, the partial derivatives of
a in Cartesian coordinates is

If If a = a (u
1
, u
2
,...,u
n
) and each of the ui is also a function u
i
(v
1
, v
2
,...,v
n
) of the variables v
i
then, the
equation is generalized to

As an example, the infinitesimal change in an electric field E in moving from a position r to a
neighbouring one r + dr is given by

Example 8: If a vector function F is given by F = 2uv i + (u
2
-2v) j + (u+v
2
) k.
Find
2
and
= 2 + 2 +,
= 2 2 +2,
2
= 2 and
= 2

9

5. I ntegration of vectors
The integration of a vector (or of an expression involving vectors that may itself be either a vector or
scalar) with respect to a scalar u can be regarded as the inverse of differentiation. We must remember,
however, that
(i) the integral has the same nature (vector or scalar) as the integrand,
(ii) the constant of integration for indefinite integrals must be of the same nature as the integral.
Example:
If a vector F = (3t
2
+4t) i + (2t-5) j + 4t
3
k, then evaluate the integral of F over the range from 1 to 3.

Example 8.1:
If F = 3u i + u
2
j + (u+2) k and V = 2u i 3u j + (u-2) k, evaluate the integral of FxV over the range
from 0 and 2

5. Scalar and Vector Fields
If every point P(x,y,z) of a region R of space associated with it a scalar quantity (x, y, z), then (x, y, z)
is a scalar function and a scalar field is said to exist in the region R. Examples of scalar fields are,
temperature, potential, etc. Similiarly, if every point P(x, y, z) of region R has associated with it a vector
quantity F(x,y,z), then F(x,y,z) is a vector function and a vector field is said to exist in the region R.

10

Examples of vector fields are force, velocity, acceleration, etc.

6. Vector operators
Certain differential operations may be performed on scalar and vector fields and have wide-ranging
applications in the physical sciences. The most important operations are those of finding the gradient of a
scalar field and the divergence and curl of a vector field. Central to all these differential operations is the
vector operator , which is called del (or sometimes nabla) and in Cartesian coordinates is defined by

Gradient of a scalar field
The gradient of a scalar field (x, y, z) is defined by

Clearly, when is a scalar function is a vector field whose x-, y- and z- components are the first
partial derivatives of (x, y, z) with respect to x, y and z respectively.

Example: Find the gradient of the scalar field = x y
2
z
3
.
The gradient of is given by = y
2
z
3
i + 2xyz
3
j + 3xy
2
z
2
k.

Example: Find the gradient of the A.B where A = x
2
z i + xz j +y
2
z k and B = yz
2
i + xz j +x
2
z k.


11

Directional Derivative:
Starting from d = dr. , it can be reached to

= grad
where isa unit vector in the direction of dr as =
is thus the projection of grad on the unit vector is called the directional derivative of in the
direction of . It gives the rate of change of with distance measured in the direction of .

Example:
Suppose the temperature T at the point (x,y,z) is given by T = x
2
- y
2
+ xyz + 273; in which direction is the
temperature increasing most rapidly at (-1,2,3), and what is the rate?
Here, T = (2x+yz) i + (-2y+xz) j + xy k and at (-1,2,3) T = 4 i -7 j -2 k.
The rate of increase is
= = 16 +49 + 4 = 69. We can also say that the temperature is

decreasing most rapidly in the direction - = 69. Heat flow in the direction - (that is from hot to
cold.)
Example:
Find the directional derivative of the function = x
2
z

2xy
2
+ yz
2
at the point (1, 2,-1) in the direction of
the vector given as A = 2 i + 3 j - 4 k.


12

Unit normal vector
The equation of (x,y,z)=constant represents a surface in space. For example, 3x - 4y + 2z = 1 is the
equation of the plane and x
2
+ y
2
+ z
2
= 4 represents a sphere centered on the origin and of radius 2. The
unit vector N in the direction of grad is called the unit normal vector at P.

Example 12:
Find the unit normal vector to the surface x
3
y + 4xz
2
+ xy
2
z + 2 = 0 at the point (1, 3, -1).

Divergence of a vector field
The divergence of a vector field a (x, y, z) is defined by

Clearly, . is a scalar field. Any vector field a for which . = 0 is said to be solenoidal.
Example 13:
Find the divergence of the vector field a = x
2
y
2
i - y
2
z
2
j - x
2
z
2
k. The divergence of a is given by

The operator
2
, the Laplacian

Now if some vector field a is itself derived from a scalar field via a = then . a has the form . or,
as it is usually written
2
, where
2
(del squared) is the scalar differential operator

is a scalar differential operator which is called the Laplacian, after a French mathematician of the
eighteenth century named Laplace.
2
is called the Laplacian of and appears in several important
partial differential equations of mathematical physics.

13

Example: Find the Laplacian of the scalar field = xy
2
z
3
.
The Laplacian of is given by

Curl of a vector field
The curl of a vector field a(x, y, z) is defined by

The RHS can be written in a more memorable form as a determinant

where it is understood that, on expanding the determinant, the partial derivatives in the second row act on
the components of a in the third row. Clearly, xa is itself a vector field. Any vector field a for which
xa = 0 is said to be irrotational.
Example: If A = (y
4
-x
2
z
2
) i + (x
2
+y
2
) j - yzx
2
k, determine the curl of A at the point (1,3,-2).


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7. Line I ntegrals:
Suppose an object moves along same path (say from A to B as in figure) with the force F acting on it
varying as it moves. For example F might be the force on a charged particle in electric field; then F would
be vary from point to point, that is, it would be a function of x, y, z. However, on a curve, x, y, z are
related by the equation of curve. Thus along a curve, there is one independent variable; then we write F
and dr = dx i+ dy j+ dz k as a functions of a single variable. The integral of dW = F.dr along the given
curve gives the total work done by F in moving an abject. Such an integral is called a line integral. A line
integral means an integral along a curve (or line), that is, a single integral as contrasted to a double
integral over a surface or area, or a triple integral over a volume.

In general, we may encounter line integrals of the forms

, .

where is a scalar field and a is a vector field. The three integrals themselves are respectively vector,
scalar and vector in nature. As we will see below, in physical applications line integrals of the second type
are by far the most common.
Each of the line integrals is evaluated over some curve C that may be either open (A and B being distinct
points) or closed (the curve C forms a loop, so that A and B are coincident). In the case where C is closed,
the line integral is written C to indicate this. The curve may be given either parametrically by r(u) = x(u) i
+ y(u) j + z(u) k or by means of simultaneous equations relating x, y, z for the given path (in Cartesian
coordinates). In practice, x, y, and z are often expressed in terms of parametric equations of a fourth
variable (say u), i.e. x = x(u); y = y(u); and z = z(u). From these, dx, dy and dz can be written in terms of
u and the integral evaluated in terms of this parameter.

Evaluating line integrals
The method of evaluating a line integral is to reduce it to a set of scalar integrals. It is usual to work in
Cartesian coordinates, in which case dr = dx i + dy j + dz k. The first type of line integral then becomes
simply
=
(, , )
+ (, , )
+ (, , )

The second and third line integrals in (11.1) can also be reduced to a set of scalar integrals by writing the
vector field a in terms of its Cartesian components as a = a
x
i + a
y
j + a
z
k, where a
x
, a
y
, and a
z
are each (in
general) functions of x, y, z. The second line integral can then be written as


15

. =
. + +
dx +
dy +
dx
dy

Example 1:
Given the force F = xy i y
2
j, find the work done by F along the paths indicated in figure from (0, 0) to
(2, 1).

If we write the integrand in terms of one variable, we can obtain y = x, dy = dx. Substituting these
values, we get

We could just as well use y as the independent variable and put x = 2y, dy = 2 dy, and integrate from 0 to
1. Along path 2 (a parabola), y = 1/4 x
2
, dy = xdx, then we get

Along path 3, we integrate first from (0,0) to (0,1) and then from (0,1) to (2,1) and add the results. Along
(0,0) to (0,1), x = 0 and dx = 0 so we must use y as the variable. Then we have

Along (0,1) to (2,1), y = 1, dy = 0, so we use x as the variable. We have

Then the total W
3
= -1/3 + 2 = 5/3.

16

Path 4 illustrates still another technique. Instead of using either x or y as the integration variable, we can
use a parameter t. For x = 2t
3
, y = t
2
, we have dx = 6t
2
dt, dy = 2tdt. At the origin, t = 0 and at (2, 1), t =
1. Substituting these values, we get

Example 2:
If V = xy
2
z, evaluate the integral of V dr for the curve having parametric equations x = 3u; y = 2u
2
; z = u
3

between A(0,0,0) and B(3,2,1).

x = 3u, dx = 3du; y = 2u
2
, dy = 4udu; z = u
3
, dz =3 u
2
du, thus the position vector becomes
dr(u) = 3du i + 4udu j +3 u
2
du k and the points A(0,0,0) corresponds u = 0, and B(3,2,1) corresponds u =
1.

8. Conservative fields and potentials

We saw that, for paths in the xy-plane, line integrals whose integrands have certain properties are
independent of the path taken. For line integrals of the form a dr, there exists a class of vector fields for
which the line integral between two points is independent of the path taken. Such vector fields are called
conservative. A vector field a that has continuous partial derivatives in a simply connected region R is
conservative if, and only if, any of the following is true.

(i) The integral . from A to B lie in the region R, is independent of the path from A to B.
Hence the integral of . around any closed loop in R is zero.
(ii) There exists a single-valued function of position such that a = .
(iii) a = 0 or curla = 0
(iv) a dr is an exact differential.

Let us assume that (i) above is true. If the line integral from A to B is independent of the path taken
between the points then its value must be a function only of the positions of A and B. We may therefore
write
. = ()

which defines a single-valued scalar function of position .

One example of conservative filed is the work done by an applying force F. The integration of F.dr must
be independent of the path, that is, curlF = 0 for conservative fields and curlF is different from zero for
nonconservative fields. Suppose that for a given function F there is a function W(x,y,z) such that

= , , =

Then
,


17

Example 2:

Show that F = (2xy - z
3
)

i + x
2
j (3xz
2
+1)

k is conservative, and find a scalar potential such that
=

So, F is conservative. Then

or

Physical examples of line integrals

There are many physical examples of line integrals, but perhaps the most common is the
expression for the total work done by a force F when it moves its point of application from a point
A to a point B along a given curve C.

Naturally, other physical quantities can be expressed in such a way. For example, the electrostatic
potential energy gained by moving a charge q along a path C in an electric field E is q E dr.
We may also note that Amperes law concerning the magnetic field B associated with a current-
carrying wire can be written as

=
0

where I is the current enclosed by a closed path C traversed in a right-handed sense with respect to
the current direction.


18

Magnetostatics also provides a physical example of the third type of line integral. If a loop of wire
C carrying a current I is placed in a magnetic field B then the force dF on a small length dr of the
wire is given by dF = I drB, and so the total (vector) force on the loop is
=

9. Surface integrals

As with line integrals, integrals over surfaces can involve vector and scalar fields and, equally, can result
in either a vector or a scalar. The form of surface integrals have forms

, .

(a) A closed surface and (b) an open surface. In each case a normal to the surface is shown: = .

All the above integrals are taken over some surface S, which may be either open or closed, and are
therefore, in general, double integrals. Following the notation for line integrals, for surface integrals over
a closed surface
S
is replaced by
S
.


19

Exampe 4:

A scalar field V = xyz exists over the curved surface S defined by x
2
+ y
2
= 4 between the planes z = 0 and
z = 3 in the first octant. Evaluate
S
V dS over this surface.

We have to evaluate this integral over the prescribed surface. Changing to cylindrical coordinates
with = 2.

Example 5:

A vector field F = y i + 2j + k exist over a surface S defined by x
2
+ y
2
+ z
2
= 9 bounded by x = 0, y = 0,
z = 0, in the first octant. Evaluate
S
F.dS over the surface indicated.


20

Before integrating over the surface,
we convert to spherical coordinates as

Limits of
= 0 to /2;
and
= 0 to /2;

Physical examples of surface integrals

There are many examples of surface integrals in the physical sciences.

Surface integrals of the form occur in computing the total electric charge on a surface or the mass
of a shell,
(r) dS, given the charge or mass density (r).

For a vector field a, the surface integral a dS is called the flux of a through S. Examples of
physically important flux integrals are numerous. For example, let us consider a surface S in a
fluid with density (r) that has a velocity field v(r). The mass of fluid crossing an element of
surface area dS in time dt is dM = v dS dt. Therefore the net total mass flux of fluid
crossing S

M = (r)v(r) dS.

As another example, the electromagnetic flux of energy out of a given volume V bounded by a
surface S is (E H) dS.

The solid angle, to be defined below, subtended at a point O by a surface (closed or otherwise) can
also be represented by an integral of this form, although it is not strictly a flux integral (unless we
imagine isotropic rays radiating from O). The integral
=
.
3
=
.
2

gives the solid angle subtended at O by a surface S if r is the position vector measured from O
of an element of the surface.

21

4. Volume integrals:

Volume integrals are defined in an obvious way and are generally simpler than line or surface integrals
since the element of volume dV is a scalar quantity. We may encounter volume integrals of the forms

Clearly, the first form results in a scalar, whereas the second form yields a vector. Two closely related
physical examples, one of each kind, are provided by the total mass of a fluid contained in a volume V,
() , and the total linear momentum of that same fluid, given by () () where v(r) is the
velocity field in the fluid.

Example 6:
Evaluate
V
F dV where V is the region bounded by the planes x = 0, x = 2, y = 0, , y = 3, z = 0, z = 4
and the vector field F = xy i + zj x
2
k.


22

Appendix
7. Curvilinear Coordinates

In order to study solutions of the wave equation, the heat equation, or even Schrdingers equation in
different geometries, we need to see how differential operators, such as the Laplacian, appear in these
geometries. The most common coordinate systems arising in physics are polar coordinates, cylindrical
coordinates, and spherical coordinates. These reflect the common geometrical symmetries encountered in
our studies.
In this section we will consider general coordinate systems and how the differential operators are written
in the new coordinate system.

Cylindrical Polar Coordinates (, , z):

Let P be a point with cylindrical coordinates (, , z) as shown. The position of the P is a function of the
three variables (, , z).

Spherical Polar Coordinates (r, , ):
The position of the P is a function of the three variables (r, , ).

Where

Scale Factors

Collecting the recent results together, we have:
a) For cylindrical polar coordinates, the unit base vectors are

23

b) For spherical polar coordinates, the unit base vectors are

where in each case h is called scale factor.


24


25

General Curvilinear Coordinate system ( u, v, w)

Transformation Equations


26

Elements of arc ds and element of volume dV in orthogonal curvilinear coordinates

Example:


27

Grad, div and Curl in orthogonal curvilinear coordinates

Exercises:
1.

2.

3. A particle moves along the curve x = 2 t
2
, y = t
2
-4t , and z = 3t - 5, where t is the time. Find the
components of the particles velocity and acceleration at time t = 1 in the direction i 3 j + 3 k.
4. Find the unit vector normal to the surface x
2
+ y
2
z = 1 at the point P(1,1,1).
5. Find the directional derivative of = x
2
yz + 4xz
3
at (1,-2,-1) in the direction 2 i j - 2 k.
6. Consider an electric dipole moment p at the origin. It produces an electric field of =
.
4
3
outside
the dipole. Nothing that E = - , find the electric field at r.
7. Find constants a, b, c such that A = ( x + 2y + a z)

i +( b x - 3y - z)

j +(4 x + 2cy + 2 z)

k is
irrotational.

References:
1. Mathematical methods for physics and engineering, K.F. Riley, M.P. Hobson and S. J. Bence, 3th
edition.
2. Advanced Engineering Mathematics, K.A. Stroud, 4th edition.
3. Mathematical Methods in the Physical Sciences, Mary L. Boas, 2
nd
edition.

C1.Vector Analysis

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EP220 Lecture notes - prepared by- Assoc. Prof. Dr.

Eser OLAR 2013-Fall

(i = x,y,z ) are the component of the vector.

= 0.9926 and = 0.12 .

will also dependent on the parameter t.

(t). Differentiation with respect to t gives

= = 16 +49 + 4 = 69. We can also say that the temperature is

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