AMA2112: Mathematics II

Chapter 6. Vector Calculus

Dr. ZHANG Guofeng

guofeng.zhang@polyu.edu.hk

Department of Applied Mathematics

TU832, Yip Kit Chuen Bldg., HK PolyU

5 October 2021

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Chapter 6. Vector Calculus

Contents of Chapter 6:
Di↵erential calculus of scalar and vector fields
Line integrals and Green’s Theorem
Surface integrals, Divergence Theorem of Gauss
Stokes’ Theorem
Applications

1/36
Revision: vectors

We will always use i, j, and k to denote the coordinate vectors in the

Cartesian (rectangular) coordinate system. Namely,
i = (1 0 0) is the unit vector along the
positive x-axis, Teng this 1
j = (0 1 0) is the unit vector along the to> 0,1 )

positive y-axis,
k = (0 0 1) is the unit vector along the
positive z-axis. ( 0,1 ,
→

11.0.07

j, ~k instead of i, j, k.)
(Some people use ~i, ~

2/36
 Revision: vectors (Cont’d)
A point P(a, b, c) in the xyz space R3 can be
!
represented by a vector OP with initial point the
origin O and terminal point P (from O to P), i.e,
!
OP = (a, b, c) = ai + bj + ck. The length (also called
! p !
magnitude) k OP k = a2 + b2 + c2 . If k OP k = 1, the
!
vector OP is called a unit vector.
The length of the arrow represents the magnitude of the vector and
the arrow points in the direction of the vector (from its initial point to
its terminal point).
Remark 1
Vectors are used by scientists to indicate quantities (such as
displacement, velocity or force) that have both magnitude and
direction.

A vector has both magnitude and direction!

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Revision: vectors (Cont’d)
Given two points A(x1 , y1 , z1 ) and B(x2 , y2 , z2 ), the vector from A to B is
!
AB = (x2 x1 , y2 y1 , z2 z1 ) = (x2 x1 )i + (y2 y1 )j + (z2 z1 )k. (1)
! !
Clearly, BA = AB . That is, they have the same magnitude, but
opposite directions.
Definition 1 (Equivalent vectors)
If two vectors u and v have the same magnitude and direction even
though they are in di↵erent positions in the space, we say u and v are
equivalent (or equal) and we write u = v, see Figure below.
we can move a vector to

the origin
position vector

Vectors u and v are equivalent. 4/36

Revision: vectors (Cont’d)
"

!
/
a = (a1 , a2 ) a = (a1 , a2 , a3 )
Definition 1 (Position vector)
Let P(a1 , a2 , a3 ) be any point and O be the origin in space R3 . We often
!
use the symbol a to indicate the vector OP (namely, a vector from O
to P). By Equation (1) we know that a = a1 i + a2 j + a3 k = (a1 , a2 , a3 ). a is
called the position vector of the point P. The two-dimensional case
can be defined in a similar way. See Figure above.

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Revision: the dot product of two vectors

Given two position vectors a = (a1 , a2 , a3 ) = a1 i + a2 j + a3 k and

b = (b1 , b2 , b3 ) = b1 i + b2 j + b3 k, their sum is defined to be

a + b , (a1 + b1 , a2 + b2 , a3 + b3 ) .

Let t be any real number, then we define

ta , (ta1 , ta2 , ta3 ) .

÷
Definition 2 (Dot product, also called inner product)
If a = (a1 , a2 , a3 ) = a1 i + a2 j + a3 k and b = (b1 , b2 , b3 ) = b1 i + b2 j + b3 k,
then the dot product of a and b is defined to be
a. b = b. a

a • b , a1 b1 + a2 b2 + a3 b3 (2)

6/36
Revision: the dot product of two vectors (Cont’d)

Theorem 2

If ✓ is the angle between the vectors a and b (so 0  ✓  ⇡), then

a • b = kak kbk cos ✓ ←¥ (3)

9¥11 = 11511050 1151 / Gso

When ✓ = 0 or ⇡, position vectors a and b are parallel; by

Theorem 2, a • b =Ikak kbk. projection of bout
oa→
On the other hand, if ✓ = ⇡2 , i.e., vectors a and b are perpendicular
(namely, orthogonal) to each other; by Theorem 2, a • b = 0.

Clearly,
a • b  kak kbk

the “=” sign holds if and only if a and b are parallel.

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 Given Ñ =
( 9 , ,
hi ,
9
] )

É i a of -5 9, -
I -

K
a
:-.
-

: ,
,
, ,

a-
'
±
cat Is i'
.
+ ( E. I > j + ( ii. iiii
Pepvesen(afionogapointinXgzsp
Given function to > = fcxtit )

%-) ÷ ,
an Gsu ✗ 1- bnsinnx
= < f) Sjhnx )
Cf Cosnx >

m=±s:*
←
,

""
:*
.
. . >* * .

[ 1 ,
Asx ,
9in . Cos 2¥ Sir > × ,
. . . } Orthogonal

is a
representation of a
function in Hilbert space .
Revision: the cross product of two vectors
Definition 3 (Cross product)
If a = (a1 , a2 , a3 ) = a1 i + a2 j + a3 k and b = (b1 , b2 , b3 ) = b1 i + b2 j + b3 k,
then the cross product of a and b is defined to be
" "

a cross b

a ⇥ b , (a2 b3 a3 b2 , a3 b1 a1 b3 , a1 b2 a2 b1 ) (4)

If you have learned linear algebra, you should know that the cross
product defined in equation (4) can be re-written as a determinant:
2 3
66 i j k 77 i j k
66 77
6
6 7
a ⇥ b = det 66 a1 a2 a3 77 = a1 a2 a3
7 (5)
64 75
b1 b2 b3 b1 b2 b3

According to equation (5), we know that a ⇥ b = b ⇥ a. Moreover,

i ⇥ j = k, j ⇥ k = i, k ⇥ i = j,
j ⇥ i = i ⇥ j = k, k ⇥ j = j ⇥ k = i, i ⇥ k = k ⇥ i = j
8/36
Revision: the cross product of two vectors (Cont’d)
Theorem 3

If ✓ is the angle between the vectors a and b (so 0 < ✓ < ⇡), then the
cross product defined in equation (4) can be written as the vector

a ⇥ b = (kak kbk sin ✓) n, (6)

whose magnitude is kak kbk sin ✓ and whose direction is given by the
vector n which is the unit vector perpendicular to the plane containing
a and b. See Figure below.

rule
right -
hand

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Revision: the cross product of two vectors (Cont’d)
Corollary 4
Theorem 3 tells us that the vector a ⇥ b is perpendicular to both a and
b.
Remark 2 (Geometric interpretation of cross product)
Because n in Theorem 3 is a unit vector, knk = 1. We have

ka ⇥ bk = kak kbk sin ✓.

From Figure below, we can see that ka ⇥ bk is equal to the area of the
parallelogram determined by the vectors a and b.

Geometric interpretation of cross product.

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Revision: the cross product of two vectors (Cont’d)
Remark 3 (Geometric significance of the scalar triple product)
Given three vectors a, b, and c, we may define a scalar triple product

a1 a2 a3
a (b⇥c) , b1 b2 b3 .
•

c1 c2 c3

The geometric significance of the scalar triple product can be seen by

considering the parallelepiped determined by the vectors a, b, and c.
(See Figure above.) The area of the base parallelogram is A = kb ⇥ ck.
If ✓ is the angle between a and b ⇥ c, then the height h of the
parallelepiped is h = kak | cos ✓|. (We must use | cos ✓| instead of cos ✓ in
case ✓ > ⇡/2.) Therefore, by Theorem 2, the volume of the
parallelepiped is = 11911.1lb Cll too
✗

V = Ah = kb ⇥ ck kak | cos ✓| = |a • (b ⇥ c)|.

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Revision: the cross product of two vectors (Cont’d)

The following properties of cross and dot products can be easily

proved.

a • (b ⇥ c) = (a ⇥ b) • c (7)
a ⇥ (b ⇥ c) = (a • c)b (a • b)c. (8)

Please verify them.

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Scalar fields and vector fields
Definition 4 (Scalar fields and vector fields)
Let R be a region in R3 . A function f : R ! R is also called a scalar
field on R that associates a unique real number with each point
F : R ! R0
P(x, y, z) in R. A function0 3 is called a vector field that

associates a unique vector F(x, y, z) with each point P(x, y, z) in R.

Remark:
“Scalar” is nothing but a nickname of “number”! ↳ >

“Scalar field” is nothing but a nickname of “scalar function”!

Example: mÉnt to a real
number
Consider the temperature in your room. Your room is a region R in R3 . At
each point P(x, y, z), there is a temperature T (x, y, z), which is a scalar
(number). T is a scalar field on R, namely, the temperature field.
Similarly, you can consider the scalar field defined by the humidity or
atmospheric pressure in your room.
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Vector fields

Remark
“Vector field” is nothing but a nickname of “vector-valued
function”.
maps point to a vector
a

A vector field F(x, y, z) is

F(x, y, z) = F1 (x, y, z)i + F2 (x, y, z)j + F3 (x, y, z)k

with three scalar fields (i.e., scalar functions) F1 , F2 , and F3 .

Vector fields in R2 can be defined in the same way.
We can describe a vector field by sketching the vectors in it (see
the example on the next slide)
2D

1797 : T-ilx.gs + Fix , , , ;-)

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Vector fields (Cont’d)

Example 5
A vector field on the xy plane is defined as F(x, y) = yi + xj. Describe it
by sketching some of the vectors F(x, y).

¥11,0 ]= j→
Flu , , >
=
- F

F- ( 2,2 ) : -22-12 ;

The arrow gives the direction of the vector and the length of the arrow
gives the magnitude of the vector.
15/36
Vector fields (Cont’d)

More examples

y x z
F(x, y, z) = yi + zj + xk, F(x, y, z) = yi 2j + xk, F(x, y, z) = z i z j + 4k

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Gradient of a scalar field
Definition 5 (Gradient)
Let f (x, y, z) be a scalar field in R3 . Its gradient is defined as
grad f ,
@f
@x
i+
@f
@y
j+
@f
@z
k. ( ¥
=
,
Fy ¥-7
,

We define the del operator r as

@ @ @ " "

r , i +j +k . deft
@x @y @z

Then we can write informally grad f = rf = g- @f

@x
@f @f
i + @y j + @z k.
The gradient rf of a scalar field f is a vector field (gradient field)!
The gradient field grad f points in the direction where f has the
greatest
q rate of increase or decrease, and its magnitude
@f @f @f
( @x )2 +l@y )2 +l@z )2 is this rate. (How to see this?)
The gradient of a scalar field in R2 can be defined in the same
way.
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 C

Gradient of a scalar field

Example 6
Find the gradient vector field of f (x, y) = x2 y y 3 . Plot the gradient
field together with a contour map of f (x, y). How are they related?

☐ f- = 3¥ i' + ¥5
a
I
-

= 2×9 i't Csi-353

the gradient field (blue) together with a

contour map (red) of f (x, y)

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 Examples of vector fields
At each point P(x, y, z), there is a gravity
G(x, y, z), which is a vector pointing to the
center of gravity of the earth. G is a vector
field, namely, the gravitational field.
o

Exercise 1. Consider a scalar field

f (x, y, z) = x2 + y 2 + z2 .

Find its gradient field.

Solution. Ff = 2×7-1 295
'
-1 22-17

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°
*

¥
/
Divergence of a vector field
Definition 6 (Divergence)
Let F(x, y, z) = F1 (x, y, z)i + F2 (x, y, z)j + F3 (x, y, z)k be a vector field. The
divergence of F is defined to be

@F1 @F2 @F3

div F , + + . (9)
@x @y @z

Since @ @ @
r = i +j +k ,
@x @y @z
F = iF1 + jF2 + kF3 ,
symbolically, we write div F defined in equation (9) as a dot
product
@F1 @F2 @F3
r·F = + + .
@x @y @z

div F is a scalar field (i.e., a scalar function)!

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Divergence of a vector field (cont’d)

Exercise 2. Consider a vector field F = x2 yi + 2y 3 zj + 3zk. Find div F.

Solution.
Div
=
} + + ¥ .
= Zxg -1652-+3

a scalar field .

Question: Why do we call div F divergence? What does it mean?

Answer: In physics, if F(x, y, z) is the velocity field of some flowing fluid
(for example, consider the air flow in your room), then div F(x, y, z)
measures how fast the fluid is flowing out at the point P(x, y, z).

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Divergence of a vector field (cont’d)
: velocity field
If div !
v (x, y, z) > 0, then P(x, y, z) is called a source.
!
If div v (x, y, z) < 0, then P(x, y, z) is called a sink.
If div !
v (x, y, z) ⌘ 0 for all P(x, y, z), then we say !
v is divergence
free or incompressible.

• e •

Geometric interpretation of the divergence of the vector field !

v at P(x, y, z)

More discussions will be given by the Divergence Theorem of Gauss.

22/36
 1 -
-
-
-

-
I
←
④
a
¥ ①
-
→ ←

positive eie-fricha-rge-negat.ie
electric
Chasse
Curl of a vector field
Definition 7 (Curl)
Let F(x, y, z) = F1 (x, y, z)i + F2 (x, y, z)j + F3 (x, y, z)k be a vector field. The curl of
F is defined as a vector field
! ! !
@F3 @F2 @F1 @F3 @F2 @F1
curl F , i+ j+ k.
@y @z @z @x @x @y
Since
@ @ @
r = i +j +k , F = iF1 + jF2 + kF3 ,
@x @y @z
symbolically, we have
i j k ! ! !
@ @ @ @F3 @F2 @F1 @F3 @F2 @F1
r⇥F , @x @y @z = i+ j+ k.
@y @z @z @x @x @y
F1 F2 F3
Hence we also write curl F = r ⇥ F (the “cross product” of r and F).
Notice that curl F is a vector field (i.e., a vector-valued function)!
Remark. Physically, if F(x, y, z) is the velocity field of some flowing fluid, then
r ⇥ F characterizes the rotation of the flow.
23/36
 Curl of a vector field (cont’d)

The curl vector is associated with rotations.

Particles near (x, y, z) in the fluid tend to
rotate about the axis that points in the
direction of r ⇥ F, and the length of this curl
vector is a measure of how quickly the
particles move around the axis.

More discussions will be given by Stokes’ theorem.

24/36
?⃝
Curl of a vector field (cont’d)

Exercise 4. Consider a vector field F = x' 2 yi + 2y 3 zj + 3zk. Find curl F.

Solution. I i
' Ii '

Curl

Tx -5=1
X ¥ ¥ ¥
/
I 5dg zejz 3Z

=/ 0 -

us
'
Ii't lo -

o 75
'

7 IF '
? I
f zy -

+
-

o - =

25/36
Some properties

Theorem 8 (Linearity)
Let f , g be scalar fields, F, G be vector fields, and ↵, be numbers.
r(↵f + g) = ↵rf + rg.
r · (↵F + G) = ↵(r · F) + (r · G).
r ⇥ (↵F + G) = ↵(r ⇥ F) + (r ⇥ G).

26/36
Some properties (cont’d)
¥ In . ¥.
.
2¥ .
.
.

Theorem 9
For a continuously di↵erentiable scalar field f , r ⇥ (rf ) = 0.
For a continuously di↵erentiable vector field F, r · (r ⇥ F) = 0.

Remark
If we use grad , div , and curl to write the equalities, then

curl (grad f ) = 0 (gradient fields are curl free),

div (curl F) = 0 (curl fields are divergence free).

Notice the di↵erence between 0 and 0 in the two equalities: the

former is a vector, the latter is a scalar.

27/36
Proofs of the two equalities (DIY)
'

I ii

r ⇥ (rf ) =
i
@ @
j k
@
F- F-
-

/
I
%
F,
Is
Fi
¥
Fs
/
@x @y @z
@f @f @f
@x @y @z
" 2 2
# " # " 2 #
@ f @ f @2 f @2 f @ f @2 f
= i j+ k
@y@z @z@y @x@z @z@x @x@y @y@x
= 0.

! ! !
@ @F3 @F2 @ @F1 @F3 @ @F2 @F1
r · (r ⇥ F) = + +
@x @y @z @y @z @x @z @x @y
! ! !
@2 F 1 2
@ F1 2 2
@ F2 @ F2 2 2
@ F3 @ F3
= + +
@y@z @z@y @z@x @x@z @x@y @y@x
= 0.

28/36
Laplacian of a scalar field
Definition 10 (Laplacian)
Let f be a scalar field. The Laplacian of f is defined to be
f
↳ "
Delta
@2 f @2 f @2 f
f , r · rf = + + .
@x2 @y 2 @z 2

Remark
@ @ @
Recall that the del operator r is r = i @x + j @y + k @z . Therefore,
symbolically,
@2 @2 @2
r·r = + + .
of =
@x2 @y 2 @z 2
@ f @
2 2f
@ 2 t
We call = r · r = @x 2 + @y 2 + @z 2 the Laplacian operator.

f is a scalar field (i.e., a scalar function).

In a certain sense, the Laplacian f measures how much the
value of the scalar field f di↵ers from its “average value” taken
over the surrounding points.
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Exercise 5

Consider a scalar field

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

Find f .
F- try + 2-
~
¥ 74297,3¥ __y42Z✗
=

Solution.
= ,

it }¥_ = 2x

?¥-~= zz
=
,
us ,
g.

☐ f- = 21×+9+2-7 :
a scalar field.

30/36
Conservative vector fields

Definition 11 (Conservative vector fields)

A vector field F is called conservative if it is the gradient field of a
function f , that is
F = rf .
tlftc ) ←
If
Remark
We say f is a potential function of F. If F is a conservative force
field, then f is the potential energy associated with the force.
If f is a potential function of F, then so is f + C for any constant C.

31/36
How to tell whether a vector field is conservative?
Theorem 12
Let F be a vector field in R3 . Then F is conservative if and only if
→ f. 5. f. É=Tf
curl F = 0. Curl If =
JX If --
O

Exercise 6. Is F = (yz + 2x)i + (xz 4y)j + (xy + 1)k conservative?

Solution. '
II

%-)
I I
9×-5--1 Z
,
Is
, ✗ 2- -4g xytl
192--1 2x

=
I ✗
-
x 75+19 -
y 75+(2--7) Ñ=o

32/36
How to find a potential function of a conservative
vector field?
Exercise 7. For F = (yz + 2x)i + (xz 4y)j + (xy + 1)k (which has been
proved to be conservative in the previous exercise), find its potential
function.
Find f Such that =
Tf :( ¥ ¥ }¥→
,
Solution.
,

0¥ =
F, = yZt2✗
( Ion )

( I b)
¥
>

✗ Z -
4g
=
Fz=

3¥ =
F- > = XY -11 11 C)
}¥=o
d ( Iea ) w.at ✗
Integrate both sides
- .

-1¢ 9-19,2-2
"

f- my , 2-7=-5192--1 )d×
2x =
Xyz + x

f- exist ) -
-
Xy -2-1*+917 ,
# 7
( Il )

33/36
Exercise 7 (cont’d)
9
Differentiate 111 > w .
v. t .

¥ =
✗ 2- + 3¥ =
✗ 2- -

4g [from 11 > b) 7

¥y= -4g 5¥ ,
=
S -
tasty

gey ,
t) = -29 -1
"

h ok
1127
}hy = ,

(1) 7- 111 ) ft , 9. f) =
Xyz -1 ✗
~
-

zg~-1412-3 ( 132

Z
Differentiate 11£ > w.ir t
-

+3¥ [ from 7
2¥
lie c)
=
✗ g+ ,
xg

3¥ = I hit )= 2- -1C

flag .tl F- 25--1-7 + c

:
Xyz +

34/36
2D conservative vector fields
Theorem 13
Let F = F1 (x, y)i + F2 (x, y)j be a vector field in R2 . Then F is
conservative if and only if

@F2 @F1
= .
@x @y

Remark. If F is conservative, then F = rf for its potential function f .

Therefore @f @f
F1 = , F2 = .
@x @y
! !
@F2 @ @f @2 f @2 f @ @f @F1
) = = = = = .
@x @x @y @x@y @y@x @y @x @y
Exercise 8. (DIY) Is F(x, y) = x2 yi + xyj conservative?
@(xy) @(x2 y)
Solution. = y , x2 = . Hence it is not conservative.
@x @y
35/36
Summary
In this lecture, we have learned
Basic concepts in vector calculus:
dot product, cross product,
scalar fields, vector fields
gradient, divergence, curl, Laplacian
Conservative vector fields:
definition, criterion, calculation of potential functions
Let f be a scalar field and F a vector field. Then
grad f = rf
div F = r · F
Curl F = r ⇥ F
Laplacian of f = f = r · rf

Moreover,
r ⇥ (rf ) = 0, r · (r ⇥ F) = 0
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