Vector Calculus

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VECTOR CALCULUS

VECTOR CALCULUS

• Single variable calculus studied how to take limits, derivatives,


and integrals of single variable functions like f(x) = sin x.
Multivariable or vector calculus studies how to take limits,
derivatives, and integrals of multivariable functions of the sort
VECTORS
• Vector calculus starts out, appropriately enough, with vectors: those
quantities, often denoted by arrows, that have a magnitude and direction but
perhaps no fixed location.(For much of these pages, vectors will be denoted
by either a bold symbol, such as v for a generic vector or i for a unit vector
when these quantities appear in the text. Overarrows may be used in
displayed equations as well as the boldface symbols.)
• If we adopt a cartesian coordinate system, then a three dimensional vector
• may be represented as the 3-tuple

* You can add vectors and multiply them by scalars:


• The magnitude of a vector v is denoted by

• and is equal to

• by the Pythagorean theorem, with similar forms for a higher or lower number of
dimensions. A unit vector is a vector with magnitude 1, and any nonzero vector can
be made into a unit vector by dividing by its magnitude.
• There are two ways to multiply vectors: the dot product and the cross
product. The two ways are quite different, and a major part of learning vector
calculus is appreciating the difference. The dot product of two
vectors v and w is the scalar value

where the angle ``theta'' is the angle between v and w. Two nonzero vectors are
orthogonal (perpendicular) if and only if their dot product is zero. It can be
shown that
• and that the projection of v onto w is

• The cross product of two three-dimensional vectors is another vector, denoted


• This vector has magnitude

• and direction orthogonal to the two vectors v and w, with orientation given by the
right-hand rule. Two nonzero vectors are parallel if and only if their cross product is
zero. Note that the magnitude of the cross product is also the area of the
parallelogram with sides v and w. It can be shown that the cross product in 3-tuple
form is

• Vectors make it easier to describe our favorite geometric objects. For
example, lines in three-space can be written parametrically as

• where P is a point on the line and v is a nonzero vector parallel to the line.
• The plane with normal vector n that contains the point Q can be described
implicitly by the equation

• Cartesian coordinates are not the only way to label points in three-dimensional space. You
might recall polar coordinates, which associated the pair of coordinates

• to each point in the plane, where the first coordinate is the distance from the origin and the
second is the angle with respect to the positive x-axis. There are two different ways of
generalizing polar coordinates to three dimensions: cylindrical and spherical coordinates.
In cylindrical coordinates, each point has an r and a theta coordinate obtained by projecting
the point onto the x-y plane and using the polar coordinates of the projection, plus
a z coordinate which is the same as in cartesian coordinates. In spherical coordinates, every
point is assigned three coordinates

where the first (``rho'') is the distance from the origin, the second (``theta'', as in plane polar
coordinates) is the angle that the vector from the origin to the point makes with the x-z plane, and
the third (``phi'') is the angle that the vector makes with the positive z-axis.
VECTOR CALCULUS AT A GLANCE
Now that we have vectors, we can use them as the input and output of certain
operators.. The following table summarizes the sorts of objects we get when we
do this, and what their derivatives and integrals are called. The column labeled
``function'' gives the domain and range of the type of function considered.
SCALAR-VALUED FUNCTIONS

Sections and level sets Linear approximation


Graphing scalar valued functions
Limits Differentiability
Continuity The Simple Chain Rule
Directional derivatives The Matrix Chain Rule
Partial derivatives
Total differentials The Paths Chain Rule
The Derivative Matrix The gradient
Tangent planes Iterated partial derivatives
MAXIMIZATION AND MINIMIZATION
To find the maximum and minimum points of a scalar valued function f(x) on a
domain D, follow this procedure:
1.Look at all the critical points x where the gradient of f(x) = 0. Throw out any that aren't
in D.
2. Look at any points where f isn't differentiable.
3. Look at the boundary of D. You can this either by
• Parameterizing the boundary so that you have an unconstrained max/min problem, or by
• Lagrange multipliers: if the boundary of D is described as a level set by g(x) = 0, then the critical
points of f constrained to be on the boundary of D can be found by solving
the gradient of f is ``lambda'' times the gradient of g.
4. If x is the critical point in an unconstrained max/min problem, you
can determine whether it is a local max, local min, or saddle point by
looking at the Hessian.
VECTOR FIELDS
VECTOR FIELDS
• A vector field is a function which associates a vector to every point in space.
You can graph a vector field (for n=2) by picking lots of points (preferably
some in each quadrant), evaluating the vector field at these points, and then
drawing the resulting vector with its tail at the point. You may also want to
indicate flow lines, which are paths whose velocity vector at a point is the
same as the value of the vector field at that point.
There are two derivatives which are useful in examining the local
geometry of a vector field with n=2 or 3.
The divergence of f(x, y, z) is

(only the first two terms if n=2) and measures the extent to which
the point is a ``source'' or ``sink'' of the vector field.
The curl of F(x, y, z) is

(only the z-component is nonzero if n=2) and measures the ``rotation'', or ``circulation per unit
area'', of the vector field at a point.
Of special interest are gradient vector fields, those vector fields that
are the gradient of some scalar potential function. Gradient vector
fields are also called conservative vector fields, because the work
done by a particle moving in a closed loop against a gradient vector
field is always 0. The curl of a gradient vector field is the zero
vector; this is useful in testing whether an arbitrary vector field is
conservative. Symbolically,
DOUBLE AND TRIPLE INTEGRALS
• Cavalieri's Principle
• Definition of Double Integral

• Fubini's Theorem
• Iterated Integrals
• Double Integrals over General Regions

• Changing the Order of Integration


• Triple Integrals
• Applications of Double and Triple Integrals

• Change of Variables
SURFACES
• The graph of a function of two variables is a surface, and the set of points in three-
space satisfying a single equation in general is a surface, but the most useful and
most general definition of a surface is as a mapping from a two dimensional region
into three space. [Think of the straight longitude and latitude lines on a flat map
being sent to the curved longitude and latitude lines on a sphere.]
• Surface Area
• Scalar Surface Integrals
• Surface Flux Integrals

https://web.mit.edu
GRADIENT
Consider the three-dimensional scalar field f = f(x, y, z),
and the differential df , given by

Using the dot product, we can write this in vector form as


• where in Cartesian coordinates,

• is called the gradient of f . The nabla symbol 𝛻 is pronounced “del” and 𝛻f


is pronounced “del-f ”. Another useful way to view the gradient is to
consider 𝛻 as a vector differential operator which has the form
• Because of the properties of the dot product, the differential df is maximum
when the infinitesimal displacement vector d𝑟 is along the direction of the
gradient 𝛻f . We then say that 𝛻f points in the direction of maximally
increasing f , and the magnitude of 𝛻f gives the slope (or gradient) of f in that
direction.
• Example: Compute the gradient of f(x, y, z) = xyz. The partial derivatives are
easily calculated, and we have

𝛻f = yz 𝑖 + xz 𝑗 + xy 𝑘.
Example:
SOLUTIONS :

1. a) Let φ(x, y, z) = x 2 + y 2 + z 2 . The gradient is given by


𝛻φ = 𝛻(x 2 + y 2 + z 2 ) = 2x𝑖 + 2y𝑗 + 2z𝑘.
In terms of the position vector, we have 𝛻(r 2 ) = 2𝑟.
SOLUTIONS :

𝑟.
DIVERGENCE
DIVERGENCE

• Consider in Cartesian coordinates the three-dimensional vector field, 𝑢 =


u1(x, y, z)𝑖 + u2(x, y, z)𝑗 + u3(x, y, z)𝑘. The divergence of 𝑢, denoted as 𝛻 · 𝑢
and pronounced “del-dot-u”, is defined as the scalar field given by
• Here, the dot product is used between a vector differential operator 𝛻 and a
vector field 𝑢. The divergence measures how much a vector field spreads out,
or diverges, from a point.
Example: let the position vector be given by 𝑟 = x𝑖 +
y𝑗 + z𝑘. Find 𝛻 ·r.
Example: let the position vector be given by 𝑟 = x𝑖 +
y𝑗 + z𝑘. Find 𝛻 ·r.
Using the quotient rule for the derivative, we have

and analogous results for ∂F2/∂y and ∂F3/∂z.


Adding the three derivatives results in

valid as long as |𝑟| , 0, where 𝐹 diverges. In electrostatics, 𝐹 is proportional


to the electric field of a point charge located at the origin.
PROBLEMS

1. Find the divergence of the following vector fields:


a) 𝐹 = xy𝑖 + yz𝑗 + zx𝑘;
b) 𝐹 = yz𝑖 + xz𝑗 + xy𝑘.
CURL
CURL

• Consider in Cartesian coordinates the three-dimensional vector


field 𝑢 = u1(x, y, z)𝑖 + u2(x, y, z)𝑗 + u3(x, y, z)𝑘. The curl of 𝑢,
denoted as 𝛻 × 𝑢 and pronounced “del-cross-u”, is defined as the
vector field given by
CURL

the cross product is used between a vector differential operator and


a vector field. The curl measures how much a vector field rotates, or
curls, around a point.
Example: show that the curl of a gradient is zero,
that is, 𝛻 × (𝛻f) = 0
Example: show that the curl of a gradient is zero,
that is, 𝛻 × (𝛻f) = 0
Example: show that the divergence of a curl is zero,
that is, 𝛻 · (𝛻 × 𝑢) = 0.
PROBLEMS:

1. Find the curl of the following vector fields:


a) 𝐹 = xy𝑖 + yz𝑗 + zx𝑘;
b) 𝐹 = yz𝑖 + xz𝑗 + xy𝑘.
PROBLEMS:

2. Consider a two-dimensional velocity field given by


𝑢 = u1(x, y)𝑖 + u2(x, y)𝑗.
Show that the vorticity 𝜔 = 𝛻 × 𝑢 takes the form 𝜔 = ω3(x,
y)𝑘.
Determine ω3 in terms of u1 and u2
Laplacian
Laplacian

• The Laplacian is the differential operator 𝛻 · 𝛻 = ∇2 , given in


Cartesian coordinates as
The Laplacian can be applied to either a scalar field or a vector
field. The Laplacian applied to a scalar field, f = f(x, y, z), can be
written as the divergence of the gradient, that is,
The Laplacian applied to a vector field, acts on each
component of the vector field separately. With 𝑢 = u1(x, y,
z)𝑖 + u2(x, y, z)𝑗 + u3(x, y, z)𝑘, we have
The Laplacian appears in some classic partial differential equations.
The Laplace equation, wave equation, and diffusion equation all
contain the laplacian and are given, respectively, by
Example: find the laplacian of
f(x, y, z) = x ^2 + y^ 2 + z^ 2
∇^2 f = 2 + 2 + 2 = 6

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