Calculus of Several Variables

Course Material

Engineering Mathematics
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Reference Material: Howard Anton, Iril Bivens and Stephen Davis, Calculus
Early Transcedentals 10th Edition.
First printing, September 2017
 Contents

I Part One
3 Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.1 Introduction 7
3.2 Vector Fields 7
3.3 Graphical Representation of Vector Fields 8
3.4 Vector Field Calculus 9
3.4.1 Gradient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
3.4.2 Divergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.4.3 Curl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.4.4 Laplacian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
3.5 Conservative Field and Potential Functions 11
I
Part One

3 Vector Fields . . . . . . . . . . . . . . . . . . . . . . . . . 7
3.1 Introduction
3.2 Vector Fields
3.3 Graphical Representation of Vector Fields
3.4 Vector Field Calculus
3.5 Conservative Field and Potential Functions
 3. Vector Fields

3.1 Introduction
Previously, we have discussed func-
We have discussed the applications of functions of several variables in represent- tions of several variables. For func-
tions of two variables we have:
ing solids. Also discussed are various types of motions by placing for example
z = f (x, y) on a timeline to produce animated sequences. In this section, we z = f (x, y)
consider the concept of flow which is a fundamental subject in mathematics and
These functions are scalar fields, e.g.
particularly engineering. The main objective is to consider some applications of
f (x, y) = 2xy2 in contrast to vector
partial derivatives that are featured in vector representations.
fields which is the main subject of
this chapter. Vector fields are de-
noted by F(x, y)
3.2 Vector Fields
Several forms of flow (electricity, fluids, force fields, etc) can be represented using
functions of several variables in the form of a vector. i.e. vector-valued functions.
Consider Figure 3.1 for example. It is a two-dimensional representation of river
current with the arrows (vectors) indicating the movement of the river current
at every position. This can be captured in the Cartesian plane where every
point (x, y) is represented by an associated vector ai + bj. This representation
or placement of a vector field in every position (x, y) results in a vector field as
shown in Figure 3.1. This can be used to represent several real life phenomena.
We can now define mathematically what we mean by a vector field.
Definition 3.2.1 A vector field is a function F(x, y) or F(x, y, z) in two or
three dimension respectively that associates each point P(x, y) or P(x, y, z)
with a unique vector F(P(x, y)) or F(P(x, y, z)) parallel to the plane. A vector
field in 2D results in a plane and one in 3D results in a 3D space. Figure 3.1: Vector field represent-
ing a current

More specifically, we will denote a 2D vector field by

F(x, y) = f (x, y)i + g(x, y)j (3.1)


3.3
Graphing Utility: Matlab Matlab
is a great tool for plotting vector
fields. It houses the quiver plot func-
tion that displays vector fields using
velocity arrows. For a vector field in
2D space the function considers the
ordered components as (u, v) at any
point (x, y). For example:
F(x, y) = y cos xi + y sin xj
The Matlab routine is:
[x,y]=meshgrid[0:2,0:2];
u=cos(x).*y;
v=sin(x).*y;
figure
quiver(x,y,u,v)
8 Chapter 3. Vector Fields
The 3D representation of a vector field is expressed as
F(x, y, z) = f (x, y, z)i + g(x, y, z)j + h(x, y, z)k (3.2)
There are myriad examples of practical as well as theoretical vector fields.
These include: F(x, y) = 2i + j, F(x, y) = 2x2 yi + 3y2 j, F(x, y, z) = i + z2 yk. In
the next section, we examine the graphical illustration of vector fields.
Graphical Representation of Vector Fields
A vector field can be illustrated graphically by drawing the resulting vectors that
associate every point in an appropriate dimension that captures all the essential
variables.
Figure 3.2: Graphical Representation of Vector Fields
In 2-dimension for example the vector field can be pictured geometrically
by drawing the representative field vectors for every point (x, y) using F(x, y).
Usually, a domain for (x, y) is chosen, and selected points are drawn via a vector
field. This graphical representation can provide useful information on the general
behavior of the field. One condition that the the vectors are chosen appropriately.
Figure 3.2 shows three different illustrations associated with three different vector
fields.
From the left , the Figure 3.2 is a graphical illustration of the field
√
y
F(x, y) = i
5
In order to generate the graph of the vector field, we pick points (x, y) and
evaluate them at F(x, y). For example and for simplicity, let (x, y) = (1, 1) then
F(1, 1) = 15 i. Therefore in the position of the point (1,1) on the xy−plane, we
draw the vector ( 51 , 0). This is a vector with an x component and no y component.
So, it is vector pointing right as shown in√ the first diagram from the left. For
y
several other points, we evaluate F(x, y) = 5 i. Usually this can be a very difficult
process, but can be done using computer graphing utilities such as Matlab.
The middle vector field is
F(x, y) = −yi + xj
The third and final illustration in Figure 3.2 is a graphical illustration of the
vector field
xi + yj
F(x, y) =
10(x2 + y2 )3/2
It is obvious from the graphical illustrations that vectors fields are very important
in representing especially fluids. We now proceed to discuss some calculus
concepts relating vectors and their applications to flow.
 3.4 Vector Field Calculus 9

3.4 Vector Field Calculus

We have considered fields represented by
F(x, y) = f (x, y)i + g(x, y)j
or
F(x, y, z) = f (x, y, z)i + g(x, y, z)j + h(x, y, z)k
We will consider partial differential concepts involving scalar and vector fields
which are featured in applications. We focus on four derivative concepts ad-
dressed by William Rowen Hamilton and several other mathematicians of the
nineteenth century. These derivative concepts include the gradient, divergence,
curl and Laplacian.

3.4.1 Gradient
We begin by considering the concept of the differential of a scalar field φ =
φ (x, y, z).
∂φ ∂φ ∂φ
dφ = dx + dy + dz (3.3)
∂x ∂y ∂z
Now suppose that the function φ is a constant on a surface S with parametric
representation
R = x(t)i + y(t)j + z(t)j
This means that at every point on the curve S, the derivative of R. i.e.
dR dx dy dz
= i+ j+ k
dt dt dt dt
 
∂φ ∂φ ∂φ
lies in the tangent plane to the surface. The vector with components , ,
∂x ∂y ∂z
represents a vector perpendicular to S. This is known as the gradient vector of
the scalar field φ .
Definition 3.4.1 For a scalar function φ (x, y, z), the gradient of φ is given by;

∂φ ∂φ ∂φ
∇φ = i+ j+ k (3.4)
∂x ∂y ∂z

The symbol ∇ is known as del/nabla.

From the definition, we can note that the ∇ is an operator on the scalar
function. We can therefore write this as;
∂ ∂ ∂
∇= i+ j+ k (3.5)
∂x ∂y ∂z
Similarly, the gradient of a function of two variables defines the gradient
field in 2-dimensional space.

R Note that the gradient operator has an argument of a scalar

but the output is a vector field. At teach point in a gradient
field where the gradient is non-zero, the vector points in the
direction in which the rate of increase of φ is maximum.
 10 Chapter 3. Vector Fields

 Example 3.1 Find the gradient field of φ (x, y) = x + y 

 Solution The gradient of the field φ is

∂φ ∂φ
∇φ = i+ j = i+j
∂x ∂y
This is a constant vector. As shown in Figure 3.4.1, the level curves together
with the gradient field shows that at each point, ∇φ is normal to the level curve
of φ through any point.

R For a scalar function φ , the gradient ∇φ is normal to the

Figure 3.3: Vector field of a scalar level curve of the surface φ . This is a very important result
function which will be used in the applications of partial derivatives.

3.4.2 Divergence
The divergence is one of the very important concepts in the fluid flow. It essen-
tially relates to the way in which fluids flow toward or away from a point. We
define the divergence of a vector field as follows:
Definition 3.4.2 If F(x, y, z) = f (x, y, z)i + g(x, y, z)j + h(x, y, z)j, then the di-
vergence of F denoted by divF is given by
 
∂ ∂ ∂
divF = ∇ · F = i + j + k · ( f i + gi + hi)
∂x ∂y ∂z
∂ f ∂g ∂h
= + +
∂x ∂y ∂z

3.4.3 Curl
The curl provides information on the rotational properties of a vector field.
Definition 3.4.3 If F(x, y, z) = f (x, y, z)i + g(x, y, z)j + h(x, y, z)k, then we de-
fine the curl of the vector field F as
 
∂ ∂ ∂
curlF = ∇ × F = i + j + k × ( f i + gi + hi)
∂x ∂y ∂z
 
 i j k


∂ ∂ ∂ 
=   (3.6)
∂x ∂y ∂z

 f g h
     
∂h ∂g ∂ f ∂h ∂g ∂ f
= − i+ − j+ − k
∂y ∂z ∂z ∂x ∂x ∂y

R Let us note again divF results in a scalar function. The curlF

results in a vector field.

3.4.4 Laplacian
The final operator we will discuss is the Laplacian. This is the dot product of
del/nabla operator and itself. It is denoted by ∇2 and given as follows;
∂2 ∂2 ∂2
∇2 = ∇ · ∇ = + + (3.7)
∂ x 2 ∂ y2 ∂ z2
 3.5 Conservative Field and Potential Functions 11

Definition 3.4.4 Consider a scalar function given by φ (x, y, z). The Laplacian
operation of the scalar function φ is

∂ 2φ ∂ 2φ ∂ 2φ
∇2 φ = ∇ · ∇φ = + 2+ 2 (3.8)
∂ x2 ∂y ∂z

Note that ∇2 φ = div(∇φ ). A popular and very useful form of the Laplacian
operator is its occurrence as an equation. ie the Laplacian equation, ∇2 φ = 0
which can be expressed as

∂ 2φ ∂ 2φ ∂ 2φ
∇2 φ = + 2 + 2 =0 (3.9)
∂ x2 ∂y ∂z
This is a partial differential equation that plays an important role in a wide
variety of functions.
 Example 3.2 If φ = x2 yz3 and A = zi − y2 j + 2x2 yk. Find the gradient of φ ,
the divA, the curlA and evaluate div(φ A) 

 Solution The gradient of φ is given by;

∂ 2φ ∂ 2φ ∂ 2φ
∇φ = i + j + k
∂ x2 ∂ y2 ∂ z2
= 2xyz3 i + x2 z3 j + 3x2 yz2 k

The div of A;
divA = ∇ · A
∂ ∂ ∂
= (xz) + (−y2 ) + (2x2 y)
∂x ∂y ∂z
= z − 2y

The curl of A;
 
 i j k 

∂ ∂ ∂ 
∇ × A = 
∂x ∂y ∂ z 
 xz −y 2x2 y
2

= 2x2 i + (x − 4xy)j

The div of φ A

div(φ A) = ∇ · (φ A)
= 3x2 yz4 − 3x2 y2 z3 + 6x4 y2 z2

3.5 Conservative Field and Potential Functions

If we have a vector field, it is important to investigate if it is a gradient field of a
scalar function. If this is true, then how can we find the given potential function.
This section considers the investigation of scalar fields whose gradient result in
vector fields. This is widely applied in several applications.
12 Chapter 3. Vector Fields
Definition 3.5.1 A vector field F in 2D space or 3D space is said to be
conservative in a region if it is the gradient field for some function φ in the
region. That is if

∂φ ∂φ
F = ∇φ = i+ j (3.10)
∂x ∂y
The function φ is called the gradient field of the function F in the region.

In order to find out if a given function vector field F in 2D space is conserva-

tive, we use the second derivative property of mixed partial derivatives such that
if F(x, y) is conservative, then given

∂φ ∂φ
F= i+ j = f (x, y)i + g(x, y)j
∂x ∂y

This result means that

∂ f (x, y) ∂ g(x, y)
= (3.11)
∂y ∂x

This is the condition for checking for certain if F is conservative. Concluding

that F(x, y) is conservative implies that
Z
∂φ
= f =⇒ φ = f (x, y)∂ x + φ (y) (3.12)
∂x
and
Z
∂φ
= g =⇒ φ = g(x, y)∂ y + φ (x) (3.13)
∂y

The two conditions are used in finding the potential function φ .

 Example 3.3 Determine whether the vector field

F(x, y) = (2y + 2x)i + (2y − 2x)j

is conservative. 

 Solution Let f (x, y) = (2y + 2x) and g(x, y) = (2y − 2x). Then

∂f ∂g
=2 and = −2
∂y ∂x

This implies that F is not conservative.

 Example 3.4 Let F(x, y) = (2xy3 + 2y)i + (2x + 3x2 y2 )j.
(a) Determine if F is a conservative vector field on the entire xy−plane.
(b) Determine the potential function of F, if F is conservative.


 Solution (a) Since f (x, y) = 2xy3 + 2y and g(x, y) = 2x + 3x2 y2

∂f ∂g
= 6xy2 + 2 = (3.14)
∂y ∂x
3.5 Conservative Field and Potential Functions 13

(b) Since F is conservative, there exist a potential function φ such that;

∂φ ∂φ
= 2xy3 + 2y and = 2x + 3x2 y2 (3.15)
∂x ∂y
Integrating the first of these equation with respect to x(and treating y as a
constant) results in
Z
φ= 2xy3 + 2y∂ x + ψ(y) = x2 y3 + 2xy + ψ(y) (3.16)

Where ψ(y) is the constant of integration. In order to find ψ(y), we use

the second equation in (3.15) and take the derivative of (3.16) with respect
to y.

∂φ
= 3x2 y2 + 2x + ψ 0 (y) = 2x + 3x2 y2 + 1 (3.17)
∂y

It follows that ψ 0 (y) = 1. Thus

Z Z
ψ(y) = ψ 0 (y)∂ y = 1dy = y + K (3.18)

Where K is a numerical constant of integration. Substituting equation

(3.18) into (3.16), we have

φ (x, y) = x2 y3 + 2xy + y + K

Exercise 3.1 Find div(F) and curl (F) for the following functions:
1. F(x, y, z) = x2 i − 2j + yzk
2. F(x, y, z) = xz3 i + 2y4 x2 j + 5z2 yk
1
3. F(x, y, z) = p (xi + yj + zk)
x2 + y2 + z2