Vector Analysis

SIF1001/SMES1103/KHChew/12092017/V1
Lecture Notes
SMES1103 BEGINNING MATHEMATICAL METHODS
SIF1001 MATHEMATICAL METHODS I
VECTOR ANALYSIS
Textbook
Chapter 6, Mathematical methods in the physical sciences (3rd ed) by Mary L. Boas
Contents
• Introduction
• Applications of Vector Multiplication
• Triple products
o Triple vector product; Applications of the triple scalar product; Applications of the
triple vector product
• Fields
• Directional Derivative; Gradient
• Some other expression involving 
• Line integrals
• Green’s Theorem in a plane
• Divergence and divergence theorem
• Curl and Stoke’s Theorem
1
Introduction
• Basic concept of vector has discussed in Linear Algebra.

• The principle topic of the present lecture will be vector calculus
o Derivatives and integrals of vector functions are important in physics such as mechanics,
quantum mechanics, optics, etc.
Application of vector multiplication
• Dot product
A  B  AB cos   Ax Bx  Ay By  AzBz  
 A B
• Cross product
i j k
A  B  Ax Ay Az , A  B  AB sin
Bx By Bz

Example 1.
(i) Work

W  Fd cos  F  d

dW  F  dr v
(ii) Torque
  r F r sin  
(iii) Angular Velocity
 r
v  r
2
Triple products
• Triple scalar product
height  A cos 
Volume of the parallelepiped

Ax Ay Az
A  (B  C )  Bx By Bz
Cx Cy Cz
• An interchange of rows changes just the sign of a determinant.

A  (B  C )  ( A  B )  C
 C  (A  B)
 ( A  C )  B
Note: volume of unit cell for reciprocal vectors (solid state physics)
a2  a3 a3  a1 a2  a3
b1  2 , b2  2 , b3  2
a1  a2  a3 a1  a2  a3 a1  a2  a3
3
• Triple vector product
A  (B  C )  aB  bC some vector in the plane of B and C
= ( A  C )B  ( A  B )C
Using the vectors below, prove this!
(Vector equation is true independently

of the coordinate system.)
B  Bxi
C  C x i  Cy j
A  Axi  Ay j  Azk
Application of the triple vector product: 


Angular momentum
L r p 
v
 mr  v
 mr  (  r )
r sin  
Centripetal acceleration  r
a    (  r )
4
Differentiation of vectors
• Differentiation of a vector
A  Axi  Ay j  Azk
dA dAx dAy dA
 i j z k
dt dt dt dt
Example 1.
r  ix  jy  kz,
dr dx dy dz
v i j k ,
dt dt dt dt
2 2
dv d r d x d 2y d 2z
a  2  i 2  j 2 k 2
dt dt dt dt dt
• Differentiation of product
d da dA
(aA)  Aa ,
dt dt dt
d dB dA
( A  B)  A    B,
dt dt dt
d dB dA
( A  B)  A   B (careful of order!)
dt dt dt
Example 2. Motion of a particle in a circle at constant speed
r 2  r  r  const .,
v 2  v  v  const .
Differentiating the above equations,
dr 
2r  0 or r  v  0, 
dt 
 two vectors are perpendicular
dv
2v  0 or v  a  0 
dt 

r  v  0,
Differentiating this, r  a  v  v  0
r  a  v 2
r a  v2 r  v  0 & v  a  0,
v2
a
r
5
Other coordinates (e.g., polar)
(i, j) rectangular coord.

 (e r , eθ ) polar coord.
(i, j) : constant in magnitude and direction
(e r , eθ ) : constant in magnitude, but directions changes
e r  i cos  j sin
eθ  i sin  j cos
de r d d d
 i sin  j cos   eθ ,
dt dt dt dt
de θ d d d
 i cos   j sin  er .
dt dt dt dt
Example 3.
dA
A  Ar e r  A eθ , ?
dt
dA dAr der dA de θ
 er  Ar  eθ  A
dt dt dt dt dt
dA dAr d dA d
 er  e θ Ar  eθ  er A .
dt dt dt dt dt
6
Directional derivative; Gradient
Fields
• The term Field is used to describe

o region + the value of physical quantity in the region
▪ e.g. electric field, gravitational field, magnetic field
o if the physical quantity is a scalar  a scalar field, e.g. temperature
o if the physical quantity if a vector  a vector field, e.g. electric field, force, etc.
Electric fields of charges
Magnetic fields of a magnet
Directional derivative; Gradient
The change of temperature with distance

T ( x, y , z ) depends on the direction.  directional
derivative
T for s dT
ds
• definition of directional derivative
 ( x, y , z ) : scalar function
  
  grad  i j k ,
x y z
d
   u (directional derivative for u: directional unit vector)
ds
7
Example 1. Find the directional derivative
  x 2 y  xz at (1,2,-1)
direction A  (2, 2,1)
A 1
u  (2, 2,1)
A 3
   
  i j k  (2 xy  z )i  x 2 j  xk,
x y z y
 (1,2, 1)  (3,1,1)
5
  u 
3
• Meaning of gradient : along it the change (slope) is fastest (steepest).
• Relation between scalar function and gradient

  0, 0
s

lim  0    u
s  0  s
“The vector grad. is perpendicular to the surface =const.”
8
Example 3. Given surface x3y2z=12. find the tangent plane and normal line at (1,-2,3)
Surface w
w  x 3 y 2z
w  i3 x 2 y 2 z  j2 x 3 yz  kx 3 y 2  36i  12 j  4k at (1,-2,3)
Equation of the tangent line is

9( x  1)  3( y  2)  ( x  3)  0,
And the equation of the normal line is
x 1 y  2 z  3
 
9 3 1
• other coordinates (e.g., polar coordinates)
   1 
  i  j  er  eθ
x y r r 
Note: cylindrical & Spherical coordinates
T 1 T T
T  rˆ  φˆ  zˆ (cylindrical)
s r  z
T 1 T ˆ 1 T
T  rˆ  θ φˆ (spherical)
r r  r sin 
• Some other expressions involving gradient

o vector operator
  
 i j k
x y z
     
  (i j  k )  i j k
x y z x y z
o divergence of V
  
  V  div V  (
, , )  (Vx ,Vy ,Vz )
x y z
V V V
 x  y  z
x y z
9
o curl of V
  
  V  curlV  ( , , )  (Vx ,Vy ,Vz )
x y z
i j k
  

x y z
Vx Vy Vz
o Laplacian
 2      div grad
     
( , , )( , , )
x y z x y z
 2  2  2
  
x 2 y 2 z 2
 2  0 is Laplace'equation.
1  2
 2  is the wave equation.
a2 t 2
1 
 2  2 is the diffusion equation or equation of heat conduction
a t
o others.
  (  V )  (  V )  (   )V
 (  V )   2V
  (V )  V     (  V )
10
Line integrals
• definition of line integral
 F  dr
o integrating along a given curve

only one independent variable!
Example 1. Given a force F=(xy)i-(y2)j, find the work

done from (0,0) to (2,1), as shown in figure.
dW  F  dr
dr  idx  jdy
F  dr  xydx  y 2dy
W   ( xydx  y 2dy )
• Path 1 (straight line)

2
1  1
2 2
1
1 1
y  x, dy  dx W1   xydx  y 2dy   x  xdx   x  dx  1
2 2 0 0
2 2  2
• Path 2 (parabola)
2
1  1
2 2
1 2
1 1
y  x 2 , dy  xdx W2   xydx  y dy   x  x 2dx   x 2 
2
xdx 
4 2 0 0
4 4  2 3
• Path 3 (broken line) (ii) dy  0

1 1
(i)  y 0
(0  y  0  y 2dy )  
3
(i)
2 1 5
(ii) 
y 0
( x  1 dx  1 0)  2, W3    2 
3 3 dx  0
• Path 4 (parameter) x = 2t2, y = t2 (broken line)

x: (0, 2)  t: (0,1)
1
  7
2
W4   xydx  y 2dy   2t 2  t 2  4tdt  2t 2 2tdt 
0
6
11
Example 2. Find the value of
xdy  ydx
I
x2  y 2
• Path 1 (polar coordinate ) r = 1 (constant)  only d may be considered.
x  cos , dx   sin d
y  sin , dy  cos d , x2  y 2  1
xdy  ydx cos (cos d )  sin (  sin d )

  d
x2  y 2 1
0
I1   d  

• path 2
xdy  ydx xdx  ( x  1)dx

0

 x 2  y 2  1 x 2  ( x  1)2   arctan(2 x  1) 1   2
0
xdy  ydx xdx  (1  x )dx

1

 x 2  y 2  0 x 2  (1  x )2   arctan(2x  1) 0   2
1
 I2   (0,1)
y  x  1 (i) y  1 x
(ii)
(-1,0) (1,0)
Question: Compare the results between Example 1 and 2?
12
Conservative fields (F or V)
• notes that the results from the two previous examples

o Example 1 : depends on the path. nonconservative field
o Example 2 : does not depend on the path. conservative field
• It is important to be able to recognize conservative and non-conservative fields before doing
integration
curl F  0, necessary and sufficient condition for conservative field
W W W
F  W  i j k
x y z
W W W
Fx  , Fy  , Fz 
x y z
 2W  2W
Using  ,
x y y x
Fx  2W Fy Fy Fz Fx Fz
  , and similarly  ,  ,
y y x x z y z x
From this,   F  0
If F  W , F  0
Conversely, if   F  0, we can find W for which F  W .
• Potential 
 F : conservative field
F  , 
  (  W ) : scalar potential
B
    F  ds
A
where A is a proper reference point
Note that Electric field, gravitational field  conservative
13
Green’s theorem in the plane

• Definition of Green theorem
o The integral of the derivative of a function is the function
b
d
 dx f ( x )dx  f (b)  f (a)
a
• We want to find a relation between a double integral over the area A and a line integral
around the curve C (simple closed curves C)
o evaluate the double integral either with respect to x first or with respect to y
first
• points 1 & 2: upper part of C by y = yu(x) and lower part of C by y = yl(x)
• points 3 & 4: left part of C by x = xl(y) and right part of C by x = xr(y)
• P ( x, y ), Q( x, y ) : a function with continuous first partial derivatives
Area integral:
Q( x, y ) Q( x, y )
d b d
A x dxdy   
y c x a
x
dxdy   [Q(b, y )  Q(a, y )]dy
c
Line integral:
d c
 Q( x, y )dy   Q(b, y )dy   Q(a, y )dy

C c d
d
  [Q(b, y )  Q(a, y )]dy
c
Q
  dxdy   Qdy (1)
A
x C
14
Similarly,
P ( x, y ) P ( x, y )
d b b
A y dxdy   
y c x a
y
dxdy   [P ( x, d )  P ( x, c )]dx
a
b a
 P ( x, y )dx   P ( x, c )dx   P ( x, d )dx

C a b
b
  [P ( x, c )  P ( x, d )]dx
a
P
   dxdy   Pdx (2)
A
y C
Adding equation (1) and (2) gives the Green’s theorem in the plane:
Q P
 Pdx  Qdy   ( x  y )dxdy ,
C A
The line integral is counterclockwise around the boundary of A (that is C). This relation is valid even
for an irregular shape!!
“Using Green’s theorem we can evaluate either a line integral around a

closed path or a double integral over the area inclosed, whichever is easier
to do.”
15
Example 1. F =xy i-y2 j, find the work from (0,0) to (2,1) and back
dW  F  dr
dr  idx  jdy
F  dr  xydx  y 2dy
W   ( xydx  y 2dy )
For a closed path (previous discussion),
W2  W3  1
Path 2 (parabola)
1 2 1
y x , dy  xdx
4 2
2
1  1
2 2
1 2 2
W2   xydx  y 2dy   x  x dx   x 2  xdx 
0 0
4 4  2 3
Path 3 (broken line)
(1)
1 1

y 0
(0  y  0  y 2dy )  
3
(ii)
dy  0
(2)
(i)
1 5
dx  0
2

y 0
( x  1 dx  1 0)  2, W3  
3
2
3
For a closed path, W2  W3  1
Using Green’s theorem,
  
W   xydx  y dy    (  y 2 ) 
2
( xy ) dxdy
A A 
x y 
1 2 y
   xdxdy     xdxdy  1
A y 0 x 0
Q P
note :  Pdx  Qdy   ( x  y )dxdy
C A
16
Two useful way to apply Green’s theorem to the integration of vector functions
(a) Divergence theorem
Let Q  Vx , P  Vy , where V  iVx  jVy
Q P Vx Vy
(1)     div V (or   V ), with Vz  0
x y x y
if r  ix  jy (z=0)
dr  idx  jdy (tangent)
nds  idy  jdx (outward normal), where ds  dx 2  dy 2
dr  nds  0
(2) Pdx  Qdy  Vy dx  Vx dy  (iVx  jVy )  (idy  jdx )  V  nds
(1) and (2) into the Green’s theorem in plane gives the “divergence theorem”:
 div Vdxdy  
A
A
V  nds divergence theorem in 2D


div Vdxdydz   V  nd
 
divergence theorem in 3D
notes : the Green’s theorem in plane

Q P
 Pdx  Qdy   ( x
C A

y
)dxdy
17
(b) Stoke’s theorem
Let Q  Vy , P  Vx , where V  iVx  jVy
Q P Vy Vx
(3)     (curl V )  k, with Vz  0
x y x y
Similarly, using dr  idx  jdy , we have
(4) Pdx  Qdy  Vx dx  Vy dy  (iVx  jVy )  (idx  jdy )  V  dr
(3) and (4) into the Green’s theorem in plane gives the “Stoke’s theorem”:
 (curl V )  kdxdy   V  dr
A A
Stoke's theorem in 2D
 (curl V )  nd   V  dr


Stoke's theorem in 3D
18
Divergence and Divergence Theorem

The divergence of a vector function is
  
  V  div V  ( , , )  (Vx ,Vy ,Vz )
x y z
V V V
 x  y  z
x y z
• if V corresponds to the velocity of flow of gas, heat, particles etc, then   V  div V is the
amount of the substance flows out of a given volume.
• Physical Applications of the divergence theorem

o e.g. flow of water
flow of a gas, heat, electricity, or particles
V   v : flow of water
amount of water crossing A’ for time t,

(vt )( A)(  )
Then, at surface A, we have
vtA  vt  A cos
v  cos  V cos   V  n
V  V  (Vx ,Vy ,Vz )
19
Consider an element of volume dx dy dz in the region through which the water is flowing,
Rate at which water flows across surface 1,
V x (at surface 1)dydz

Rate at which water flows across surface 2,
V x (at surface 2)dydz

Net outflow along x-axis
 V 
[V x (at surface 2)  V x (at surface 1)]dydz   x dx  dydz
 x 
In this way,
 Vy 
 dy  dzdx, along y-axis
 y 
 Vz 
 z dz  dxdy , along z-axis
 
Thus, the total net rate of loss of water from dxdydz (unit volume) is
 Vx Vy Vz 

    dxdydz  div Vdxdydz    Vdxdydz
 x y z 
  V or div V => the rate of loss of water per unit volume (physical meaning of divergence)
20
“Divergence is the net rate of outflow per unit volume at a point.”
(a) positive divergence for positive charge or negative

divergence for a negative charge
(b) zero divergence (c) positive divergence

along the z-axis
NOTE:
  V or div V may be different from zero due to time variation of density or sources and
sinks. Let
 = (source density) minus (sink density)
= net mass of fluid being created (or added via something like a minute sprinkler system)
per unit time per unit volume
 = density of fluid = mass per unit volume
/t = time rate of increase of mass per unit volume
Rate of increase of mass in dxdydz is

 
dxdydz   dxdydz    Vdxdydz      V
t t
(1) If there is no source or sinks,   0


V   0, equation of continuity
t

(2) If 0,
t
  V 
21
Now, let us consider a closed surface and d represents an area element on

the surface. For a spherical surface, we have
d  r 2 sin d d [for a plane: d  dxdy ]
By taking n to be the unit vector normal to d and pointing out of the surface (see
figure), the mass of fluid flowing out through d is
V  nd
then, the total outflow from d becomes
 V  nd
Similarly, for volume element d = dxdydz, the outflow from d is
  Vd
Then, the total outlflow from d becomes
  Vd  
surface of
V  nd
d
and we have the divergence theorem as
    Vd  
volume surface
V  nd divergence theorem
inclosing 
The divergence theorem is also called the Gauss’s theorem (NOT Gauss’s law !),
and it is very important in electricity.
22
Example:
Let V  ix  jy  kz and evaluate  V  nd over the closed

Surface of the cylinder.
Using divergence theorem,
 V  nd     Vd

x y z
V     3,
x y z

surface of
V  nd   
volume of
  Vd   3d  3 a 3 h
cylinder cylinder
Note: volume of a cylinder with radius a =  a3 h
Try to evaluate  V  nd !
23
Curl of a Vector field and Stoke’s theorem

Definition of Curl of a vector field V
i j k
     
  V  curl V  ( , , )  (Vx ,Vy ,Vz ) 
x y z x y z
Vx Vy Vz


The sum of the line integrals around the rectangular paths shown is equal to the line
integral around 

around d
V  dr   (curl V )  kdxdy   (curl V )  nd
d d
or
curve
 V  dr    (  V )  nd
surface
bounding 
24
Example
Given V  yi  xj  zk,
verify the Stoke's theorem

curve
V  dr  
surface 
(   V )  nd 
bounding 
for the hemispherical surface

x 2  y 2  z 2  a 2 , z  0.
We first evaluate the surface integral

surface 
(  V )  nd
Here,
  V  2k
r r xi  yj  zk
n  
|r | a a
and we have
xi  yj  zk z
   V   n  2k( )  2
a a
In spherical polar coordinates, the surface element

z  r cos 
d  r 2 sin d d
Thus,
2  /2  a cos   2
  (  V )  nd   
surface
0 0
2 
 a
 a sin d d

( r  a)
2  /2
 2a 2  d  sin cos d
 0  0
1
 2a 2  2   2 a 2
2
Now, find the line integral around the perimeter curve 

curve
V  dr  ?
bounding 
25
Some intuition for Vector Fields
Diverging radial field V = r = (x,y). div V = .V = 3 > 0, but x V =0. Vector field spreads out or
“diverges”. Flux  V  nd through closed surface surrounding r = 0 obviously nonzero.
surface
inclosing 
Constant vector field V = (1, 1). div V = .V = 0. No spreading. Net flux through any closed
surface is zero.
26
Constant vector field V = (-y,x,0). div V = 0, but, x V = (0,0,2). Stoke’s theorem works?
27
Problem
Given V  yi  xj  zk,
verify the Stoke's theorem for the hemispherical surface
x 2  y 2  z 2  a 2 , z  0.
We first evaluate the surface integral

surface 
(  V )  nd
Here,
  V  2k
r r xi  yj  zk
n  
|r | a a
and we have
xi  yj  zk z
   V   n  2k( )  2
a a
In spherical polar coordinates, the surface element

z  r cos 
d  r 2 sin d d
Thus,
2  /2  a cos   2
 
surface
(  V )  nd   
 0  0
2 
 a
 a sin d d

( r  a)
2  /2
 2a 2  d  sin cos d
 0  0
1
 2a 2  2   2 a 2
2
We now evaluate the line integral around the perimeter curve  of the surface, which is the circle
x 2  y 2  z 2  a2 in the xy-plane,

curve
V  dr    4yi  xj  2zk  dxi  dyj  dzk 
curve
bounding  bounding 
   4 ydx  xdy 
curve
bounding 
Using
28
x  r cos , dx  r sin  d
y  r sin , dy  r cos  d
2
  4ydx  xdy   a  (sin   cos  )d

2 2 2
curve 0
bounding 
2
 a  d  2 a .
2 2
Therefore,
curve
 V  dr    (  V )  nd
surface
bounding 
29

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SIF1001/SMES1103/KHChew/12092017/V1

• Basic concept of vector has discussed in Linear Algebra.

Application of vector multiplication

• Triple scalar product

Volume of the parallelepiped

• An interchange of rows changes just the sign of a determinant.

• Triple vector product

A  (B  C )  aB  bC some vector in the plane of B and C

Using the vectors below, prove this!

(Vector equation is true independently

Application of the triple vector product: 

Example 2. Motion of a particle in a circle at constant speed

Other coordinates (e.g., polar)

(i, j) rectangular coord.

(i, j) : constant in magnitude and direction

(e r , eθ ) : constant in magnitude, but directions changes

Directional derivative; Gradient

• The term Field is used to describe

Electric fields of charges

Magnetic fields of a magnet

Directional derivative; Gradient

The change of temperature with distance

• definition of directional derivative

Example 1. Find the directional derivative

• Meaning of gradient : along it the change (slope) is fastest (steepest).

• Relation between scalar function and gradient

“The vector grad. is perpendicular to the surface =const.”

Equation of the tangent line is

And the equation of the normal line is

• other coordinates (e.g., polar coordinates)

Note: cylindrical & Spherical coordinates

• Some other expressions involving gradient

• definition of line integral

o integrating along a given curve

Example 1. Given a force F=(xy)i-(y2)j, find the work

• Path 1 (straight line)

• Path 3 (broken line) (ii) dy  0

• Path 4 (parameter) x = 2t2, y = t2 (broken line)

Example 2. Find the value of

• Path 1 (polar coordinate ) r = 1 (constant)  only d may be considered.

xdy  ydx cos (cos d )  sin (  sin d )

xdy  ydx xdx  ( x  1)dx

xdy  ydx xdx  (1  x )dx

Question: Compare the results between Example 1 and 2?

• notes that the results from the two previous examples

curl F  0, necessary and sufficient condition for conservative field

where A is a proper reference point

Note that Electric field, gravitational field  conservative

Green’s theorem in the plane

• P ( x, y ), Q( x, y ) : a function with continuous first partial derivatives

 Q( x, y )dy   Q(b, y )dy   Q(a, y )dy

 P ( x, y )dx   P ( x, c )dx   P ( x, d )dx

“Using Green’s theorem we can evaluate either a line integral around a

For a closed path (previous discussion),

Path 3 (broken line)

For a closed path, W2  W3  1

Using Green’s theorem,

(a) Divergence theorem