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Chuanxiang Tang1, Qingzi Xing2

Accelerator lab, Dept. Engineering Physics


1Email: tang.xuh@tsinghua.edu.cn
2Email: xqz@tsinghua.edu.cn
Vector Analysis

1.  Vector Algebra


2.  Differen4al Calculus
3.  Integral Calculus
4.  Curvilinear coordinates
5.  Dirac Delta Func4on
6.  Theory of Vector Fields

2
1. Vector Algebra
Ø  Vectors and Scalars
Vectors: Quan44es that have magnitude and direc4on
Scalars: Quan44es that have magnitude but no direc4on
Ø  Vector Opera4ons
(1)  Addi4on of two vectors
A+B=B+A (4)  Cross product of two vectors
(A+B)+C=A+(B+C) A × B ≡ ABsin θ n̂
A-B=A+(-B) A×(B+C) =A×B+A×C
A×B =-(B×A)
(2)  Mul4plica4on by a scalar
|A×B| is the area of the
α(A+B)=αA+αB
parallelogram generated by A and
(3)  Dot product of two vectors
B.
AŸB ≡ ABcosθ
AŸ(B+C) =AŸB+AŸC
AŸB =BŸA
AŸB is the product of A 4mes the projec4on of B along A.
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1. Vector Algebra
Ø  Vector Algebra: Component Form
A = Ax x̂ + Ay ŷ + Az ẑ , B = Bx x̂ + By ŷ + Bz ẑ
(1)  Addi4on

A + B = (Ax + Bx ) x̂ + (Ay + By ) ŷ + (Az + Bz )ẑ

(2)  Mul4plica4on by a scalar

α A = (α Ax ) x̂ + (α Ay ) ŷ + (α Az )ẑ

(3)  Dot product of two vectors

A i B = Ax Bx + Ay By + Az Bz
(4)  Cross product of two vectors
x̂ ŷ ẑ
A× B = Ax Ay Az
Bx By Bz
4
1. Vector Algebra
Ø  Scalar Triple Product
A i (B × C) = B i (C × A) = C i (A × B)
= (A × B) i C
In component form:
Ax Ay Az
A i (B × C ) = Bx By Bz

Cx Cy Cz

Ø  Vector triple Product
A × (B × C) = B(A i C) − C(A i B) BAC-CAB rule
p  Applica4on
It is never necessary to contain more than one cross product in any term:
(A × B) i (C × D) = (A i C)(B i D) − (A i D)(B i C)
A × (B × (C × D)) = B(A i (C × D)) − (A i B)(C × D) 5
1. Vector Algebra
Ø  Posi4on and Separa4on Vectors
p  Posi4on Vector
r ≡ xx̂ + yŷ + zẑ
p  Separa4on Vector
r - r ' = (x − x ') x̂ + (y − y') ŷ + (z − z ')ẑ
p  Unit Vector
A unit vector poin4ng from the origin to r:
r xx̂ + yŷ + zẑ
r̂ = r =
x +y +z
2 2 2

A unit vector poin4ng from r’ to r:


r -r' (x − x ') x̂ + (y − y') ŷ + (z − z ')ẑ
=
r -r' (x − x ')2 + (y − y')2 + (z − z ')2
r’: Source point
r: Field point 6
1. Vector Algebra
Ø  Vector Transforma4on
p  Transforma4on with the system rotated about the x axis
⎛ Ay ⎞ ⎛ cos φ sin φ ⎞ ⎛ Ay ⎞
⎜ ⎟ = ⎜⎝ − sin φ cos φ ⎟⎠ ⎜ A ⎟
⎝ Az ⎠ ⎝ z⎠

p  Transforma4on for rota4on about


an arbitrary axis
⎛ Ax ⎞ ⎛ Rxx Rxy Rxz ⎞ ⎛ Ax ⎞
⎜ ⎟ ⎜ ⎟
⎜ Ay ⎟ = ⎜ Ryx Ryy Ryz ⎟ ⎜ Ay ⎟ The (x,y,z) system is rotated
⎜ ⎟
⎜⎝ A ⎟⎠ ⎜⎝ R
z zx Rzy Rzz ⎟⎠ ⎜⎝ Az ⎟⎠ by angle ϕ, about the x axis

7
2. Differential Calculus
Ø  Ordinary Deriva4ves
df/dx : Slope of the graph of f versus x.
⎛ df ⎞
df = ⎜ ⎟ dx
⎝ dx ⎠
Ø  Gradient of scalar func4on T(x,y,z)
⎛ ∂T ⎞ ⎛ ∂T ⎞ ⎛ ∂T ⎞ ⎛ ∂T ∂T ∂T ⎞
dT = ⎜ ⎟⎠ dx + ⎜ ⎟ dy + ⎜ ⎟⎠ dz = ⎜ x̂ + ŷ + ẑ ⎟ i ( dxx̂ + dyŷ + dzẑ )
⎝ ∂x ⎝ ∂y ⎠ ⎝ ∂z ⎝ ∂x ∂y ∂z ⎠
= ( ∇T ) i ( dl ) = ∇T dl cosθ
≡ ∂T x̂ + ∂T ŷ + ∂T ẑ
∇T
∂x ∂y ∂z
p  The gradient gives the slope and direc4on of maximum increase
∇T
of the func4on T.
p  Locate the extrema of a func4on of three
variables, set its gradient equal to zero.
A saddle point 8
2. Differential Calculus
Ø  The “del” Operator or Hamiltonian
∂ ∂ ∂
∇ = x̂ + ŷ + ẑ
∂x ∂y ∂z
p  Ways of mul4plica4on
Vector A:
Mul4ply a scalar a: aA
Mul4ply another vector B, via the dot product: AŸB
Mul4ply another vector via the cross product: A×B
Hamiltonian:
On a scalar func4on T: ∇T
On a vector func4on v, via the dot product: ∇ i v
On a vector func4on v, via the cross product: ∇ × v

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2. Differential Calculus
Ø  Divergence
⎛ ∂ ∂ ∂⎞
⎝ ∂x ∂y ∂z ⎠
(
∇ i v = ⎜ x̂ + ŷ + ẑ ⎟ i vx x̂ + vy ŷ + vz ẑ )
∂vx ∂vy ∂vz (a)
= + +
∂x ∂y ∂z
p  Divergence is a measure of how much the vector
spreads out (diverges) from the point in ques4on.

p  Example 1: Supposing the func4ons in the figure are


(b)
⎧va = r = xx̂ + yŷ + zẑ

⎨vb = ẑ
⎪v = zẑ
⎩ c
calculate their divergences.

(c)10
2. Differential Calculus

Ø  Curl
x̂ ŷ ẑ
∂ ∂ ∂
∇×v =
∂x ∂y ∂z
v x v y vz
⎛ ∂vz ∂vy ⎞ ⎛ ∂vx ∂vz ⎞ ⎛ ∂vy ∂vx ⎞
= x̂ ⎜ − ⎟ + ŷ ⎜ − ⎟⎠ + ẑ ⎜ −
⎝ ∂y ∂z ⎠ ⎝ ∂z ∂x ⎝ ∂x ∂y ⎟⎠
p  Curl is a measure of how much the vector
curls around the point in ques4on.

p  Example 2: Supposing the func4ons in the figure are

⎧va = −yx̂ + xŷ

⎩vb = xŷ
Calculate their curls.
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2. Differential Calculus
Ø  Product rules
p  Product rules for ordinary deriva4ves
d ⎛ dg ⎞ ⎛ df ⎞
( fg ) = f ⎜ ⎟ + g⎜ ⎟
⎝ dx ⎠ ⎝ dx ⎠
dx
p  Product rules for gradients, divergences and curls
( )
∇ fg = f ∇g + g∇f ⎫⎪
⎬ Gradients
∇ ( A i B ) = A × ( ∇ × B ) + B × ( ∇ × A) + ( A i ∇ ) B + ( B i ∇ ) A ⎪⎭
∇ i ( fA) = f ( ∇ i A) + A i ( ∇f ) ⎫⎪
⎬ Divergences
∇ i ( A × B ) = B i ( ∇ × A) − A i ( ∇ × B ) ⎪⎭
∇ × ( fA) = f ( ∇ × A) − A × ( ∇f ) ⎫⎪
⎬ Curls
∇ × ( A × B ) = ( B i ∇ ) A − ( A i ∇ ) B + A ( ∇ i B ) − B ( ∇ i A) ⎪⎭
⎛ A ⎞ g ( ∇ × A) + A × ( ∇g )
p  Example 3: Prove ∇ × ⎜⎝ g ⎟⎠=
g2 12
2. Differential Calculus
Ø  Second Deriva4ves
p  Five species of second deriva4ves can be constructed by applying twice

(1) ∇ i ( ∇T )
(2) ∇ × ( ∇T )
(3) ∇ ( ∇ i v )
(4) ∇ i ( ∇ × v )
(5) ∇ × ( ∇ × v )

Only two of them are new: the Laplacian (which is of fundamental importance)
and the gradient-of-divergence (which we seldom encounter).

Fortunately second deriva4ves suffice for prac4cally all physical applica4ons!

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2. Differential Calculus
⎛ ∂ ∂ ∂ ⎞ ⎛ ∂T ∂T ∂T ⎞
(1) ∇ i ( ∇T ) = ⎜ x̂ + ŷ + ẑ ⎟ i ⎜ x̂ + ŷ + ẑ ⎟
⎝ ∂x ∂y ∂z ⎠ ⎝ ∂x ∂y ∂z ⎠
∂2 T ∂2 T ∂2 T
= 2 + 2 + 2 = ∇ 2T Laplacian of a scalar, T
∂x ∂y ∂z
( ) ( ) ( )
∇ 2v ≡ ∇ 2 vx x̂ + ∇ 2 v y ŷ + ∇ 2 vz ẑ Laplacian of a vector, v

⎛ ∂ ∂ ∂ ⎞ ⎛ ∂T ∂T ∂T ⎞
(2) ∇ × ( ∇T ) = ⎜ x̂ + ŷ + ẑ ⎟ × ⎜ x̂ + ŷ + ẑ ⎟ = 0
⎝ ∂x ∂y ∂z ⎠ ⎝ ∂x ∂y ∂z ⎠

(3) ∇ ( ∇ i v ) Seldom occurs in physical applica4ons.

∇ 2v = ( ∇ i ∇ ) v ≠ ∇ ( ∇ i v )

(4) ∇ i ( ∇ × v ) = 0

(5) ∇ × ( ∇ × v ) = ∇ ( ∇ i v ) − ∇ 2v Ofen used to define the Laplacian of a vector.


14
3. Integral Calculus
Ø  Line, Surface and Volume Integrals

b
∫a
v i dl ∫ v i da
S
∫ T dτ or ∫ v dτ
!∫ v i dl (if b=a) !∫ v i da (if surface is closed)
V V

Ø  Fundamental Theorem of Calculus


b

a
F(x)dx = f (b) − f (a)
df
where F(x) =
dx
15
3. Integral Calculus
Ø  Fundamental Theorem for Gradients

∫ (∇T ) i dl = T (b) − T (a)


b

(∇T ) i dl = dT
Ø  Fundamental Theorem for Divergences
At least three special names: Gauss’s
∫ (∇ i v ) dτ = !∫ v i da
V S theorem, Green’s theorem, or simply,
divergence theorem.
∫ ( faucets within the volume ) = !∫ ( flow out through the surface )

p  Example 4: Check the divergence theorem using
the following func4on and the unit cube situated at
the origin.
v = y 2 x̂ + ( 2xy + z 2 ) ŷ + ( 2yz ) ẑ

16
3. Integral Calculus
Ø  Fundamental Theorem for Curls

∫ (∇ × v ) i da = !∫ v i dl
S
Stokes’ theorem


p  Example 5: Check the Stokes’ theorem using the following func4on and
the square surface shown.

v = ( 2xz + 3y 2 ) ŷ + ( 4yz 2 ) ẑ

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3. Integral Calculus
Ø  Integra4on by Parts
p  How ofen one is likely to encounter an integral involving the product of one
func4on and the deriva4ve of another? The answer is: surprisingly ofen!
p  Exploits the product rule and invoking the fundamental theorem
d ⎛ dg ⎞ ⎛ df ⎞
( fg ) = f ⎜⎝ ⎟⎠ + g ⎜⎝ ⎟⎠
dx dx dx
d b ⎛ dg ⎞ b ⎛ df ⎞
( fg )dx = ( fg ) a = ∫a f ⎜⎝ ⎟⎠ dx + ∫a g ⎜⎝ ⎟⎠ dx
b

b

a dx dx dx
Transfer the deriva4ve
⎛ dg ⎞ b ⎛ df ⎞
f ⎜ ⎟ dx = − ∫ g ⎜ ⎟ dx + ( fg ) a from g (or A) to f, at the
b

b

a ⎝ dx ⎠ a ⎝ dx ⎠ cost of a minus sign and a


boundary term.
∇ i ( fA) = f ( ∇ i A) + A i ( ∇f )

∫ ∇ i ( fA) dτ = ∫ f (∇ i A) dτ + ∫ A i (∇f ) dτ = !∫ fA i da
∫ f (∇ i A) dτ = − ∫ A i (∇f ) dτ + !∫ fA i da
V V S
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4. Curvilinear coordinates
Ø  Spherical Polar Coordinates (r,θ,ϕ)
v = vr r̂ + vθθˆ + vφφ̂
p  Rela4on to Cartesian coordinates (x,y,z)

⎧ x = r sin θ cos φ

⎨ y = r sin θ sin φ
⎪ z = r cosθ


⎧r̂ = sin θ cos φ x̂ + sin θ sin φ ŷ + cosθ ẑ
⎪ˆ
⎨θ = cosθ cos φ x̂ + cosθ sin φ ŷ − sin θ ẑ

⎩φ̂ = − sin φ x̂ + cos φ ŷ
p  Do not naively combine the spherical
components of vectors associated with different A+B=0, not 2 r̂
points. AŸB=-1, not +1
p  Unit vectors themselves are func4ons of
posi4on. ∂r̂ / ∂θ = θˆ
19
4. Curvilinear coordinates
dl = dxx̂ + dyŷ + dzẑ ⎫
⎬ Cartesian coordinate
dτ = dxdydz ⎭
dl = drr̂ + rdθθˆ + r sin θ dφφ̂ ⎫⎪
⎬ Spherical Polar coordinate
dτ = r sin θ drdθ dφ
2
⎪⎭
p  Vector deriva4ves

⎧ ∂T 1 ∂T ˆ 1 ∂T
⎪ ∇T = r̂ + θ + φ̂
∂r r ∂θ r sin θ ∂φ

⎪ 1 ∂ 2 1 ∂ 1 ∂vφ
⎪∇ i v = r 2 ∂r ( r vr ) + r sin θ ∂θ ( sin θ vθ ) + r sin θ ∂φ


⎪∇ × v = 1 ⎡ ∂ sin θ v − ∂vθ ⎤ r̂ + 1 ⎡ 1 ∂vr − ∂ rv ⎤θˆ + 1 ⎡ ∂ ( rv ) − ∂vr ⎤ φ̂
( ) ( )
r sin θ ⎢⎣ ∂θ ∂φ ⎥⎦ r ⎢⎣ sin θ ∂φ ∂r
φ ⎥ ⎢⎣ ∂r θ ∂θ ⎥⎦
φ
⎪ ⎦ r

⎪∇ T = 1 ∂ ⎛ ∂T ⎞ 1 ∂ ⎛ ∂T ⎞ 1 ∂ 2
T
⎟⎠ + 2 ⎜⎝ sin θ ⎟⎠ + 2 2
2 2
⎪⎩ ⎜⎝ r
r ∂r
2
∂r r sin θ ∂θ ∂θ r sin θ ∂φ 2
20
4. Curvilinear coordinates
Ø  Cylindrical Coordinates (r, ϕ, z)
v = vr r̂ + vφφ̂ + vz ẑ
p  Rela4on to Cartesian coordinates (x,y,z)


⎧ x = r cos φ

⎨ y = r sin φ
⎪z = z


⎧r̂ = cos φ x̂ + sin φ ŷ

⎨φ̂ = − sin φ x̂ + cos φ ŷ
⎪ ẑ = ẑ

21
4. Curvilinear coordinates

dl = drr̂ + rdφφ̂ + dzẑ ⎫


⎬ Cylindrical coordinate
dτ = rdrdφ dz ⎪⎭

p  Vector deriva4ves

⎧ ∂T 1 ∂T ∂T
⎪∇T = ∂r r̂ + r ∂φ φ̂ + ∂z ẑ

⎪ 1 ∂ ∂vφ ∂vz
⎪∇ i v = r ∂r ( rvr ) + r ∂φ + ∂z


⎪∇ × v = ⎛ 1 ∂vz − ∂vφ ⎞ r̂ + ⎛ ∂vr − ∂vz ⎞ φ̂ + 1 ⎡ ∂ rv − ∂vr ⎤ ẑ
( )
⎜⎝ r ∂φ ∂z ⎟⎠ ⎜⎝ ⎟
∂z ∂r ⎠ r ⎢⎣ ∂r ∂φ ⎥⎦
φ


⎪∇ 2 T = 1 ∂ ⎛ ∂T ⎞ 1 ∂ 2
T ∂ 2
T
⎜ r ⎟ + +
⎪⎩ r ∂r ⎝ ∂r ⎠ r 2 ∂φ 2 ∂z 2

22
5. Dirac Delta Function
Start from one example.
p  Example 6: Compute the divergence of the vector func4on:

v=
r2
1 ∂ ⎛ 1⎞ 1 ∂
∇ i v = 2 ⎜ r 2 2 ⎟ = 2 (1) = 0
r ∂r ⎝ r ⎠ r ∂r
⎛ 1 ⎞
( ) (∫ )( ∫ φ )
π 2π
!∫ = ∫∫ ⎜⎝ R2 ⎟⎠ sinθ dθ dφr̂ = sin θ dθ = 4π
2
v i da r̂ i R d
0 0

∫ (∇ i v ) dτ ≠ !∫ v i da
V S
???

Reason: has the bizarre property that it vanishes everywhere except
∇iv
at one point, and yet its integral (over any volume containing that
point) is 4π! No ordinary func4on behaves like that.

23
5. Dirac Delta Function
Ø  One-Dimensional Dirac Delta Func4on
⎧0, if x≠0
δ (x) = ⎨
⎩∞, if x=0

and ∫ δ (x)dx = 1
−∞

Known as a generalized func4on,


or distribu4on, or limit of a
sequence of func4ons.

f (x)δ (x) = f (0)δ (x) δ a (x) =


1 − x2
e a2
as a → 0
a π
∞ ∞
∫−∞
f (x)δ (x)dx = f (0)∫ δ (x)dx = f (0)
−∞

∫−∞
f (x)δ (x − a)dx = f (a)
24
5. Dirac Delta Function
Ø  Three-Dimensional Delta Func4on
δ 3 (r) = δ (x)δ (y)δ (z)
∞ ∞ ∞
∫ δ (r)dτ = ∫ ∫ ∫ δ (x)δ (y)δ (z)dxdydz = 1
3
all space −∞ −∞ −∞

∫all space
f (r)δ 3 (r − a)dτ = f (a)

p  Example 7: Compute the divergence of the


vector func4on: v = r̂
r2
⎛ r̂ ⎞
∇ i ⎜ 2 ⎟ = 4πδ 3 (r)
⎝r ⎠
⎛ r -r' ⎞
∇i⎜ 3 ⎟ = 4πδ (r - r ')
3

⎝ r -r' ⎠
1 ⎛ 1 ⎞ ⎛ r -r' ⎞
∇ 2
= ∇i⎜∇ ⎟ = ∇ i ⎜ − ⎟ = −4 πδ 3
(r - r ')
⎝ r -r' ⎠
3
r -r' ⎝ r -r' ⎠ 25
6. Theory of Vector Fields
Ques4on:
Can you determine the func4on F, if the divergence and curl of F are given?
Answer: No.
Ø Helmholtz Theorem
If the divergence D(r) and the curl C(r) of a vector func4on F(r) are specified,
and if they both go to zero faster than 1/r2 as r→∞, and if F(r) goes to zero as
r→∞, then F is given uniquely by:
F = −∇V + ∇ × A
where

⎧ 1 D(r ')



⎪V (r) ≡ 4π r − r ' dτ ' ⎧∇ i F = D
⎨ and ⎨
⎪ A(r) ≡ 1 C(r ') dτ ' ⎩∇ × F = C

⎪⎩ ∫
4π r − r '

p  Example 8: Prove the Helmholtz Theorem.
26
6. Theory of Vector Fields
Ø  Poten4als
If the curl of a vector field (F) vanishes (everywhere), then F can be wripen as
the gradient of a scalar poten4al (V):
∇ × F = 0 ⇔ F = −∇V
p  Theorem 1: Curl-less (or “irrota4onal”) fields. The following condi4ons are
equivalent:
(1)  ∇ everywhere.
×F=0
b

(2)  is independent of path, for any given end points.
a
F i dl
∫ for any closed loop.
(3)  ! F i dl = 0
(4)  F is the gradient of some scalar, F = −∇V

27
6. Theory of Vector Fields
If the divergence of a vector field (F) vanishes (everywhere), then F can be
wripen as the curl of a vector poten4al (A):

∇i F = 0 ⇔ F =∇× A
p  Theorem 2: Divergence-less (or “solenoidal”) fields. The following
condi4ons are equivalent:
(1)  ∇ iF=0
everywhere.

∫ F i da
(2)  is independent of surface, for any given boundary line.

∫ for any closed surface.


(3)  ! F i da = 0
(4)  F is the curl of some vector, F = ∇ × A

p  The above scalar poten4al V and vector poten4al A are not unique!
p  In all cases a vector field F can be wripen as the gradient of a scalar plus
the curl of a vector:
F = −∇V + ∇ × A (always)
28
Homework
1、Calculate the divergence and curl of the following two func4on:
F = sin x cosh y x̂ − cos x sinh y ŷ
F = y 2
x̂ + (2xy + z 2
) ŷ + 2yzẑ
2、For the func4on F = ( xy ) x̂ + (2yz) ŷ + 3xzẑ
(1) test the divergence theorem taking as your volume the cube
shown in Fig. 1 with sides of length 2;
(2) test Stokes’ theorem using the triangle shaded area of Fig. 2.





Fig. 1 Fig. 2

3、Show that ∫S f ( ∇ × A) i da = ∫S ⎡⎣ A × ( ∇f ) ⎤⎦ i da + !∫ fA i dl
29

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