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Applied Mathematics for Mechanical Engineers

ME216

Dr Ümit Keskin
umitkeskin@gazi.edu.tr

Gazi University,
Faculty of Engineering,
Mechanical Eng Dept,
Room 137,
https://mf-mm.gazi.edu.tr

June 3, 2024
L15 L16 FR

Lecture Content

1 L15: Vector Differential Calculus - Continued

2 L16: Vector Integral Calculus

3 Further Reading

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Differential Calculus - Continued

Divergence and Curl I


A Physical Interpretation of Curl

The curl vector is interpreted as a measure of rotation or swirl


about a point.
In British literature, the curl is often called the rot (for
rotation) of a vector field.
To understand this interpretation, suppose an object rotates
with uniform angular speed ω about a line L, as in Figure 1.1.
The angular velocity vector Ω has magnitude ω and is
directed along L as a right-handed screw would progress if
given the same sense of rotation as the object.
Put L through the origin and let R = xi + y j + zk for any
point (x, y , z) on the rotating object.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Differential Calculus - Continued

Divergence and Curl II


A Physical Interpretation of Curl

Fig 1.1 Interpretation of curl.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Differential Calculus - Continued

Divergence and Curl III


A Physical Interpretation of Curl

Let T(x, y , z) be the tangential linear velocity and R = ∥R∥.


Then
∥T∥ = ωR sin(θ) = ∥Ω × R∥,
with θ the angle between R and Ω.
Since T and Ω × R have the same direction and magnitude,
we conclude that T = Ω × R.
Now write Ω = ai + bj + ck to obtain

T = Ω × R = (bz − cy )i + (cx − az)j + (ay − bx)k.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Differential Calculus - Continued

Divergence and Curl IV


A Physical Interpretation of Curl

Then
i j k
∇ × T = ∂/∂x ∂/∂y ∂/∂z
bz − cy cx − az ay − bx
= 2ai + 2bj + 2ck = 2Ω.
Therefore,
1
Ω = ∇ × T.
2
The angular velocity of a uniformly rotating body is a
constant times the curl of the linear velocity.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals I
Intro

For line integrals we need some preliminary observations about


curves.
Suppose a curve C has parametric equations

x = x(t), y = y (t), z = z(t) for a ≤ t ≤ b.

These are the coordinate functions of C .


It is convenient to think of t as time and C as the trajectory
of an object, which at time t is at C (t) = (x(t), y (t), z(t)).
C has an orientation, since the object starts at the initial
point (x(a), y (a), z(a)) at time t = a and ends at the terminal
point (x(b), y (b), z(b)) at time t = b.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals II
Intro

We often indicate this orientation by putting arrows along the


graph.
We call C :
continuous if each coordinate function is continuous;
differentiable if each coordinate function is differentiable;
closed if the initial and terminal points coincide:
(x(a), y (a), z(a)) = (x(b), y (b), z(b));
simple if a < t1 < t2 < b implies that

(x(t1 ), y (t1 ), z(t1 )) ̸= (x(t2 ), y (t2 ), z(t2 ));

and smooth if the coordinate functions have continuous


derivatives which are never all zero for the same value of t.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals III


Intro

If C is smooth and we let R(t) = x(t)i + y (t)j + z(t)k be the


position function for C , then R′ (t) is continuous tangent
vector to C .
Smoothness of C means that the curve has a continuous
tangent vector as we move along it.
A curve is simple if it does not intersect itself at different
times.
The curve whose graph is shown in Figure 2.1 is not simple.
A closed curve has the same initial terminal points, but is still
called simple if it does not pass through any other point more
than once.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals IV
Intro

Fig 2.1 A nonsimple curve.

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Vector Integral Calculus

Line Integrals V
Intro

We must be careful to distinguish between a curve and its


graph, although informally we often use these terms
interchangeably.
The graph is a drawing, while the curve carries with it a sense
of orientation from an initial to a terminal point.
The graph of a curve does not carry all of this information.
Example 2.1

Solution 2.1

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals VI
Intro

Let C have coordinate functions

x = 4 cos(t), y = 4 sin(t), z = 9 for 0 ≤ t ≤ 2π.

The graph of C is a circle of radius 4 about the origin in the


plane z = 9.
C is simple, closed and smooth.
Let K be given by

x = 4 cos(t), y = 4 sin(t), z = 9 for 0 ≤ t ≤ 4π.

The graph of K is the same as the graph of C , except that a


particle traversing/travelling K goes around this circle twice.
K is closed and smooth but not simple.
Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals VII


Intro

Fig 2.2 Graph of C .


ref: https://christopherchudzicki.github.io/MathBox-Demos/parametric curves 3D.html

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals VIII


Intro

This information is not clear from the graph alone.


Let L be the curve given by

x(t) = 4 cos(t), y = 4 sin(t), z = 9 for 0 ≤ t ≤ 3π.

The graph of L is again the circle of radius 4 about the origin


in the plane z = 9.
L is smooth and not simple, but L is also not closed, since the
initial point is (4, 0, 9) and the terminal point is (−4, 0, 9).
A particle moving along L traverses the complete circle from
(4, 0, 9) to (4, 0, 9) and then continues on to (−4, 0, 9), where
it stops.
Again, this behaviour is not clear from the graph. ♦
Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals IX
Intro

We are now ready to define the line integral, which is an


integral over a curve.
Suppose C is a smooth curve with coordinate functions
x = x(t), y = y (t), z = z(t) for a ≤ t ≤ b.
Let f , g and h be continuous at least at points on the graph
of C .
R
Then the line integral C fdx + gdy + hdz is defined by
Z  Z b
dx
fdx + gdy + hdz = f (x(t), y (t), z(t))
C a dt

dy dz
+g (x(t), y (t), z(t)) + h(x(t), y (t), z(t)) dt.
dt dt
Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals X
Intro

R
C fdx + gdy + hdz is a number obtained by replacing x, y
and z in f (x, y , z), g (x, y , z) and h(x, y , z) with the
coordinate functions x(t), y (t) and z(t) of C , replacing

dx = x ′ (t)dt, dy = y ′ (t)dt and dz = z ′ (t)dt

and integrating the resulting function of t from a to b.


Example 2.2

Solution 2.2

We will evaluate C xdx − yzdy + e z dz if C is the curve with


R

coordinate functions
Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XI
Intro

x = t 3 , y = −t, z = t 2 for 1 ≤ t ≤ 2.

First,
dx = 3t 2 dt, dy = −dt and dz = 2tdt.
Put the coordinate functions of C into x, −yz and e z to
obtain
Z Z 2
z
 3 2
xdx − yzdy + e dz = t (3t ) − (−t)(t 2 )(−1)
C 1
Z 2h
2
i 2
i 111
+e t (2t) dt = 3t 5 − t 3 + 2te t dt = + e 4 − e. ♦
1 4
2 2
xe cx dx = [1/(2c)]e cx
R

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XII


Intro

Example 2.3

Solution 2.3
R
Evaluate C xyzdx − cos(yz)dy + xzdz along the straight line
segment L from (1, 1, 1) to (−2, 1, 3).
Parametric equations of L are

x = 1 − 3t, y = 1, z = 1 + 2t for 0 ≤ t ≤ 1.

Then
dx = −3dt, dy = 0 and dz = 2dt.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XIII


Intro

The line integral is


Z Z 1
xyzdx − cos(yz)dy + xzdz = [(1 − 3t)(1 + 2t)(−3)
C 0
− cos(1 + 2t)(0) + (1 − 3t)(1 + 2t)(2)]dt
Z 1
3
= (−1 + t + 6t 2 )dt = . ♦
0 2

We have a line integral in the plane if C is in the plane and


the functions involve only x and y .
R (α + β) = cos α cos β − sin α sin β
cos
R cos (ax) = (1/a) sin (ax)
sin (ax) = −(1/a) cos (ax)

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Vector Integral Calculus

Line Integrals XIV


Intro

Example 2.4

Solution 2.4
R
Evaluate K xydx − y sin(x)dy if K has coordinate functions
x = t 2 and y = t for −1 ≤ t ≤ 2.
Here
dx = 2tdt and dy = dt
so
Z Z 2
xydx − y sin(x)dy = [t 2 t(2t) − t sin(t 2 )]dt
K −1

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Vector Integral Calculus

Line Integrals XV
Intro

Z 2
66 1
= [2t 4 − t sin(t 2 )]dt = + (cos(4) − cos(1)).
−1 5 2
Line integrals have properties we normally expect of integrals.
1 The line integral of a sum is the sum of the line integrals:
Z
(f + f ∗ )dx + (g + g ∗ )dy + (h + h∗ )dz
Z C Z
= fdx + gdy + hdz + f ∗ dx + g ∗ dy + h∗ dz.
C C

2 Constants factor through a line integral:


Z Z
(cf )dx + (cg )dy + (ch)dz = c fdx + gdy + hdz.
C C

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XVI


Intro

Rb Ra
For definite integrals, a F (x)dx = − b F (x)dx.
The analogue of this for line integrals is that reversing the
direction on C changes the sign of the line integral.
Suppose C is a smooth curve from P0 to P1 .
Let C have coordinate functions

x = x(t), y = y (t), z = z(t) for a ≤ t ≤ b.

Define K as the curve with coordinate functions


x̃(t) = x(a + b − t), ỹ (t) = y (a + b − t),
z̃(t) = z(a + b − t) for a ≤ t ≤ b.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XVII


Intro

The graphs of C and K are the same, but the initial point of
K is the terminal point of C , since

(x̃(a), ỹ (a), z̃(a)) = (x(b), y (b), z(b)).

Similarly, the terminal point of K is the initial point of C .


We denote a curve K formed from C in this way as −C .
The effect of this reversal of orientation is to change the sign
of a line integral.
3 Z Z
fdx + gdy + hdz = − fdx + gdy + hdz.
C −C

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XVIII


Intro

This can be proved by a simple change of variables in the


integrals with respect to t defining these line integrals.
The next property of line integrals reflects the fact that
Z b Z c Z b
F (x)dx = F (x)dx + F (x)dx
a a c

for definite integrals.


A curve C is piecewise smooth if it has a continuous tangent
at all but finitely many points.
Such a curve typically has the appearance of the graph in
Figure 2.3, with a finite number of “corners” at which there is
no tangent.
Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XIX


Intro

Fig 2.3 A piecewise smooth curve.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XX
Intro

Write
C = C1 ⊕ C2 ⊕ · · · ⊕ Cn
if, as in Figure 2.3, C begins with a smooth piece C1 .
C2 begins where C1 ends, C3 begins where C2 ends, and so on.
Each Cj is smooth, but where Cj joins with Cj+1 there may be
no tangent in the resulting curve.
For C formed in this way,
4 Z Z
fdx + gdy + hdz = fdx + gdy + hdz
C C1 ⊕C2 ⊕···⊕Cn
n Z
X
= fdx + gdy + hdz.
j=1 Cj

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XXI


Intro

Example 2.5

Solution 2.5

Let C be the curve consisting of the quarter circle


x 2 + y 2 = 1 in the x, y -plane from (1, 0) to (0, 1), followed by
the horizontal line segment from (0, 1) to (2, 1).
We will compute C dx + y 2 dy .
R

Write C = C1 ⊕ C2 , where C1 is the quarter circle part and C2


the line segment part.
Parametrise C1 by x = cos(t), y = sin(t) for 0 ≤ t ≤ π/2.

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XXII


Intro

On C1 ,
dx = − sin(t)dt and dy = cos(t)dt,
so
Z Z π/2
2
dx + y 2 dy = [− sin(t) + sin2 (t) cos(t)]dt = − .
C1 0 3

Parametrise C2 by x = s, y = 1 for 0 ≤ s ≤ 2.
On C2 ,
dx = ds and dy = 0

sinn (ax) cos(ax)dx = a(n+1)


1 sinn+1 (ax) for n ̸= −1
R

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Vector Integral Calculus

Line Integrals XXIII


Intro

so Z Z 2
2
dx + y dy = ds = 2.
C2 0

Then Z
2 4
dx + y 2 dy = − + 2 = . ♦
C 3 3
We often write a line integral in vector notation.
Let F = f i + g j + hk and form the position vector
R(t) = x(t)i + y (t)j + z(t)k for C .
Then
dR = dxi + dy j + dzk

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Vector Integral Calculus

Line Integrals XXIV


Intro

and
F · dR = fdx + gdy + hdz
suggesting the notation
Z Z
fdx + gdy + hdz = F · dR.
C C

Example 2.6

Solution 2.6

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Vector Integral Calculus

Line Integrals XXV


Intro

A force F(x, y , z) = x 2 i − zy j + x cos(z)k moves an object


along the path C given by x = t 2 , y = t, z = πt for
0 ≤ t ≤ 3.
We want to calculate the work done by this force.
At any point on C the particle will be moving in the direction
of the tangent to C at that point.
We may approximate the work done along a small segment of
the curve starting at (x, y , z) by F(x, y , z) · dR, with the
dimensions of force times distance.
The work done in moving the object along the entire path is
approximated by the sum of these approximations along
segments of the path.
Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals XXVI


Intro

In the limit as the lengths of these segments tend to zero we


obtain
Z Z
work = F · dR = x 2 dx − zydy + x cos(z)dz
C C
Z 3
= [t 4 (2t) − (πt)(t) + t 2 cos(πt)(π)]dt
0
Z 3
6
= [2t 5 − πt 2 + πt 2 cos(πt)]dt = 243 − 9π − .♦
0 π
· Work is the energy transferred to or from an object via the application of force along a displacement.
·R Integration Rby parts formula Ris used for integrating the product of two functions:
uv dx = u v dx − ( du
R
dx
v dx) dx

Dr Ümit Keskin Gazi University, Faculty of Engineering, Mechanical Eng Dept, Room 137, https://mf-mm.gazi.edu.tr
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Vector Integral Calculus

Line Integrals I
Line Integral With Respect to Arc Length

In some contexts it is useful to have a line integral with


respect to arc length along C .
If φ(x, y , z) is a scalar field and C is a smooth curve with
coordinate functions x = x(t), y = y (t), z = z(t) for
a ≤ t ≤ b, we define
Z
φ(x, y , z)ds
C
Z b q
= φ(x(t), y (t), z(t)) [x ′ (t)]2 + [y ′ (t)]2 + [z ′ (t)]2 dt.
a

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Vector Integral Calculus

Line Integrals II
Line Integral With Respect to Arc Length

The rationale behind this definition is that


q
ds = [x ′ (t)]2 + [y ′ (t)]2 + [z ′ (t)]2 dt

is the differential element of arc length along C .


To see how such a line integral arises, suppose C is a thin wire
having density δ(x, y , z) at (x, y , z), and we want to compute
the mass.
Partition [a, b] into n subintervals by inserting points

a = t0 < t1 < t2 < · · · < tn−1 < tn = b

of length ∆t = (b − a)/n, where n is a positive integer.


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Vector Integral Calculus

Line Integrals III


Line Integral With Respect to Arc Length

We can make ∆t as small as we want by choosing n large, so


that values of δ(x, y , z) are approximated as closely as we
want on [tj−1 , tj ] by δ(Pj ), where Pj = (x(tj ), y (tj ), z(tj )).
The length of wire between Pj−1 and Pj is
∆s = s(Pj ) − s(Pj−1 ) ≈ dsj .
The
Pn mass of this piece of wire is approximately δ(Pj )dsj , and
j=1 δ(Pj )dsj approximates the mass of the wire.
In the limit as n → ∞, this gives
Z
mass of the wire = δ(x, y , z)ds.
C

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Vector Integral Calculus

Line Integrals IV
Line Integral With Respect to Arc Length

A similar argument gives the coordinates (x̃, ỹ , z̃) of the


centre of mass of the wire as
Z Z
1 1
x̃ = xδ(x, y , z)ds, ỹ = y δ(x, y , z)ds,
m C m C
Z
1
z̃ = zδ(x, y , z)ds,
m C

in which m is the mass.


Example 2.7

Solution 2.7

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Vector Integral Calculus

Line Integrals V
Line Integral With Respect to Arc Length

A wire is bent into the shape of the quarter circle C given by


x = 2 cos(t), y = 2 sin(t), z = 3 for 0 ≤ t ≤ π/2.
The density function is δ(x, y , z) = xy 2 .
We want the mass and centre of mass of the wire.
The mass is
Z
m= xy 2 ds
C
Z π/2 q
= 2 cos(t)[2 sin(t)]2 4 sin2 (t) + 4 cos2 (t)dt
0
Z π/2
16
= 16 cos(t) sin2 (t)dt = .
0 3

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Vector Integral Calculus

Line Integrals VI
Line Integral With Respect to Arc Length

Fig 2.4 Graph of the quarter circle.

sinn (ax) cos(ax)dx = a(n+1)


1 sinn+1 (ax) for n ̸= −1
R

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Vector Integral Calculus

Line Integrals VII


Line Integral With Respect to Arc Length

Now compute the coordinates of the centre of mass.


First,
Z
1
x̃ = xδ(x, y , z)ds
m C
Z π/2
3
q
= [2 cos(t)]2 [2 sin(t)]2 4sin2 (t) + 4cos 2 (t)dt
16 0
Z π/2

=6 cos 2 (t)sin2 (t)dt = .
0 8

sinn+1 (ax) cosm−1 (ax)


sinn (ax) cosm (ax)dx = + m−1 sinn (ax) cosm−2 (ax)dx for m, n > 0
R R
a(n+m) n+m
R 2 x 1
sin (ax)dx = 2
− 4a
sin (2ax)

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Vector Integral Calculus

Line Integrals VIII


Line Integral With Respect to Arc Length

Next,
Z
1
ỹ = y δ(x, y , z)ds
m C
Z π/2
3
q
3
= [2 cos(t)][2 sin(t)] 4sin2 (t) + 4cos 2 (t)dt
16 0
Z π/2
3
=6 cos(t)sin3 (t)dt = .
0 2

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Vector Integral Calculus

Line Integrals IX
Line Integral With Respect to Arc Length

And
Z
3
ỹ = zxy 2 ds
16 C
Z 16
3
q
= 3[2cos(t)][2sin(t)]2 4sin2 (t) + 4cos 2 (t)dt
16 0
Z π/2
=9 sin2 (t)cos(t)dt = 3.
0

It should not be surprising that z̃ = 3 because the wire is in


the z = 3 plane. ♦

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Vector Integral Calculus

Green’s Theorem I

Green’s theorem is a relationship between double integrals and


line integrals around closed curves in the plane.
It was formulated independently by the self-taught amateur
British natural philosopher George Green and the Ukrainian
mathematician Michel Ostrogradsky, and is used in potential
theory and partial differential equations.
A closed curve C in the x, y -plane is positively oriented if a
point on the curve moves counter-clockwise as the parameter
describing C increases.
If the point moves clockwise, then C is negatively oriented.
We denote orientation by placing an arrow on the graph, as in
Figure 2.5.

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Vector Integral Calculus

Green’s Theorem II

Fig 2.5 Orientation on a curve.

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Vector Integral Calculus

Green’s Theorem III

A simple closed curve C in the plane encloses a region, called


the interior of C .
The unbounded region that remains if the interior is cut out is
the exterior of C (Figure 2.6).
If C is positively oriented then, as we walk around C in the
positive direction, the interior is over our left shoulder.
We will use the term path for a piecewise smooth curve.
And
H we often denote a line integral over a closed path C as
C , with a small oval on the integral sign.
This is not obligatory and does not affect the meaning of the
line integral or the way it is evaluated.

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Vector Integral Calculus

Green’s Theorem IV

Fig 2.6 Interior and exterior of a simple closed curve.

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Vector Integral Calculus

Green’s Theorem V

Theorem 2.1
Green’s Theorem
Let C be a simple closed positively oriented path in the plane.
Let D consist of all points on C and in its interior.
Let f , g , ∂f /∂y and ∂g /∂x be continuous on D.
Then
I ZZ  
∂g ∂f
f (x, y )dx + g (x, y )dy = − dA.
C D ∂x ∂y

A proof under special conditions on D is sketched in Problem


14 in Chapter 12 of the reference book.

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Vector Integral Calculus

Green’s Theorem VI

Example 2.8

Solution 2.8

Sometimes Green’s theorem simplifies an integration.


Suppose we want to compute the work done by
F(x, y ) = (y − x 2 e x )i + (cos(2y 2 ) − x)j in moving a particle
counter-clockwise about the rectangular path C having
vertices (0, 1), (1, 1), (1, 3) and (0, 3).
R
If we attempt to evaluate C F · dR we encounter integrals
that cannot be done in elementary form.

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Vector Integral Calculus

Green’s Theorem VII

However, by Green’s theorem, with D the solid rectangle


bounded by C ,
I
work = F · dR
C
ZZ  
∂ 2 ∂ 2 x
= (cos (2y ) − x) − (y − x e ) dA
∂x ∂y
ZZ D
= −2dA = (−2)[area of D] = (−2)(2) = −4. ♦
D

Example 2.9

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Vector Integral Calculus

Green’s Theorem VIII


Solution 2.9

Another use of Green’s theorem is in deriving general results.


Suppose we want to evaluate
I
2x cos (2y )dx − 2x 2 sin (2y )dy
C

for every positively oriented simple closed path C in the plane.


There are infinitely many such paths.
However, f (x, y ) and g (x, y ) have the special property that
∂ ∂
−2x 2 sin (2y ) −

(2x cos (2y ))
∂x ∂y

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Vector Integral Calculus

Green’s Theorem IX

= −4x sin (2y ) + 4x sin (2y ) = 0.


By Green’s theorem, for any such closed path C in the plane,
I ZZ
2
2x cos (2y )dx − 2x sin (2y )dy = 0dA = 0. ♦
C D

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Vector Integral Calculus

An Extension of Green’s Theorem I

There is an extension of Green’s theorem to include the case


that there are finitely many points P1 , · · · , Pn enclosed by C
at which f , g , ∂f /∂y and/or ∂g /∂x are not continuous, or
perhaps not even defined.
The idea is to excise/remove these points by enclosing them
in small disks which are thought of as cut out of D.
Enclose each Pj with a circle Kj of sufficiently small radius
that no circle intersects either C or any of the other circles
(Figure 2.7).
Draw a channel consisting of two parallel line segments from
C to K1 , then from K1 to K2 , and so on, until the last
channel is drawn from Kn−1 to Kn .

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Vector Integral Calculus

An Extension of Green’s Theorem II

Fig 2.7 Enclosing points with small circles interior to C .

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Vector Integral Calculus

An Extension of Green’s Theorem III

Fig 2.8 Channels connecting C to K1 , K1 to K2 , · · · , Kn−1 to Kn .

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Vector Integral Calculus

An Extension of Green’s Theorem IV


This is illustrated in Figure 2.8 for n = 3.
Now form the simple closed path C ∗ of Figure 2.9, consisting
of “most of” C , “most of” each Kj , and the inserted channel
lines.
By “most of” C , we mean that a small arc of C and each
circle between the channel cuts has been excised in forming
C ∗.
Each Pj is external to C ∗ and f , g , ∂f /∂y and ∂g /∂x are
continuous on and in the interior of C ∗ .
The orientation on C ∗ is also crucial.
If we begin at a point of C just before the channel to K1 , we
move counter-clockwise on C until we reach the first channel
cut,
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Vector Integral Calculus

An Extension of Green’s Theorem V

Fig 2.9 The simple closed path C ∗ , with each Pj exterior to C ∗ .

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Vector Integral Calculus

An Extension of Green’s Theorem VI


then go along this cut to K1 , then clockwise around part of
K1 until we reach a channel cut to K2 , then clockwise around
K2 until we reach a cut to K3 .
After going clockwise around part of K3 , we reach the other
side of the cut from this circle to K2 , move clockwise around
it to the cut to K1 , then clockwise around it to the cut back
to C , and then continue counter-clockwise around C .
If D ∗ is the interior of C ∗ , then by Green’s theorem,
I ZZ  
∂g ∂f
fdx + gdy = − dA. (2.1)
C∗ D∗ ∂x ∂y

Now take a limit in Figure 2.9 as the channels are made


narrower.
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Vector Integral Calculus

An Extension of Green’s Theorem VII

The opposite sides of each channel merge to single line


segments, which are integrated over in both directions in
equation 2.1.
The contributions to the sum in this equation from the
channel cuts is therefore zero.
Further, as the channels narrow, the small arcs of C and each
Kj cut out in making the channels are restored, and the line
integrals in equation 2.1 are over all of C and the circles Kj.
Recalling that in equation 2.1 the integrations over the Kj ’s
are clockwise, equation 2.1 can be written
Pn  
H H RR ∂g ∂f
C fdx + gdy − j=1 Kj fdx + gdy = D∗ ∂x − ∂y dA. (2.2)

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Vector Integral Calculus

An Extension of Green’s Theorem VIII

in which all integrations (over C and each Kj ) are now taken


in the positive, counter-clockwise sense.
This
H accounts for the minus sign on each of the integrals
Kj fdx + gdy in equation 2.2.
Finally, write equation 2.2 as
I n I
X
fdx + gdy = fdx + gdy
C j=1 Kj
ZZ   (2.3)
∂g ∂f
+ − dA.
D∗ ∂x ∂y

This is the extended form of Green’s theorem.

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Vector Integral Calculus

An Extension of Green’s Theorem IX

When D contains points atH which f , g , ∂f /∂y and/or ∂g /∂x


are not continuous,
H then C ∗ fdx + gdy is the sum of the line
integrals Kj fdx + gdy about small circles centred at the Pj ’s,
together with ZZ  
∂g ∂f
− dA
D∗ ∂x ∂y
over the region D ∗ formed by excising from D the disks
bounded by the Kj ’s.

Example 2.10

Solution 2.10

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Vector Integral Calculus

An Extension of Green’s Theorem X


We will evaluate
−y
I
x
dx + 2 dy
C x2 +y 2 x + y2
in which C is any simple closed positively oriented path in the
plane, but not passing through the origin.
With
−y x
f (x, y ) = 2 and g (x, y ) = 2
(x + y 2 ) (x + y 2 )
we have
∂g ∂f (y 2 − x 2 )
= = 2 .
∂x ∂y (x + y 2 )2
Given two differentiable functions f (x) and g (x) such that g (x) ̸= 0, the derivative with respect to x of
f ′ (x)g (x)−f (x)g ′ (x)
h i
d f (x)
the quotient of f (x) and g (x) is dx g (x)
= 2 .
[g (x)]

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Vector Integral Calculus

An Extension of Green’s Theorem XI

This suggests that we consider two cases.


Case 1 If C does not enclose the origin, Green’s theorem
applies and
ZZ  
−y
I
x ∂g ∂f
2 2
dx + 2 dy = − dA = 0.
C x +y x + y2 D∗ ∂x ∂y

Case 2 If C encloses the origin, then C encloses a point


where f and g are not defined.
Now use equation 2.3.
Let K be a circle about the origin, with sufficiently small
radius r that K does not intersect C (Figure 2.10).

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Vector Integral Calculus

An Extension of Green’s Theorem XII

Fig 2.10 Case 2 of Example 2.10.

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Vector Integral Calculus

An Extension of Green’s Theorem XIII

Then
I I :0
  ZZ 
∂g ∂f

fdx + gdy = fdx + gdy +  −
∂x
dA.
C K D∗
 ∂y

where D ∗ is the region between D and K , including both


curves.
Both of these line integrals are in the counter-clockwise sense.
The last line integral is over a circle and can be evaluated
explicitly.
Parametrise K by x = r cos(θ), y = r sin(θ) for 0 ≤ θ ≤ 2π.

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Vector Integral Calculus

An Extension of Green’s Theorem XIV


Then
I
fdx + gdy
K
2π  
−r sin(θ)
Z
r cos(θ)
= [−r sin(θ)] + [r cos(θ)] dθ
0 r2 r2
Z 2π
= dθ = 2π.
0

We conclude that
I (
0 if C does not enclose the origin
fdx + gdy =
C 2π if C encloses the origin.

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Vector Integral Calculus

Independence of Path and Potential Theory I

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Vector Integral Calculus

Surface Integrals I
Intro

Just as there are integrals of vector fields over curves, there


are also integrals of vector fields over surfaces.
We begin with some facts about surfaces.
A curve in R 3 is given by coordinate functions of one variable,
and may be thought of as a one-dimensional object (such as a
thin wire).
A surface is defined by coordinate or parametric functions of
two variables,

x = x(u, v ), y = y (u, v ), z = z(u, v )

for (u, v ) in some specified set in the u, v -plane.

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Vector Integral Calculus

Surface Integrals II
Intro

We call u and v parameters for the surface.


Example 2.11

Solution 2.11

Figure 2.11 shows part of the surface having coordinate


functions
1
x = u cos(v ), y = u sin(v ), z = u 2 sin(2v )
2
in which u and v can be any real numbers.

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Vector Integral Calculus

Surface Integrals III


Intro

Fig 2.11 The surface x = u cos(v ), y = u sin(v ), z = (u 2 /2) sin(2v )


in Example 2.11.

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Vector Integral Calculus

Surface Integrals IV
Intro

Since z = xy , the surface cuts any plane z = k in a hyperbola


xy = k.
However, the surface intersects a plane y = ±x in a parabola
z = ±x 2 .
For this reason the surface is called a hyperbolic paraboloid. ♦
Often a surface is defined as a level surface f (x, y , z) = k,
with f a given function.
For example

f (x, y , z) = (x − 1)2 + y 2 + (z + 4)2 = 16

has the sphere of radius 4 and centre (1, 0, −4) as its graph.
sin (2θ) = 2 sin θ cos θ

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Vector Integral Calculus

Surface Integrals V
Intro

Fig 2.12 The surface z = xy cutting the plane z = 2 in the


hyperbola xy = 2.

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Vector Integral Calculus

Surface Integrals VI
Intro

Fig 2.13 The surface z = xy intersecting the plane y = ±x in the


parabola z = ±x 2 .

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Vector Integral Calculus

Surface Integrals VII


Intro

Fig 2.14 Sphere of radius 4 at the centre (1, 0, −4).

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Vector Integral Calculus

Surface Integrals VIII


Intro

We may also express a surface as a locus/set of points


satisfying an equation z = f (x, y ) or y = h(x, z) or
x = w (y , z).
Figure 2.15 showsppart of the graph of
z = 6 sin(x − y )/ 1 + x 2 + y 2 .
We often write a position vector

R(u, v ) = x(u, v )i + y (u, v )j + z(u, v )k

for a surface.
R(u, v ) can be thought of as an arrow from the origin to the
point (x(u, v ), y (u, v ), z(u, v )) on the surface.

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Vector Integral Calculus

Surface Integrals IX
Intro

p
Fig 2.15 The surface z = 6 sin (x − y )/ 1 + x 2 + y 2 .

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Vector Integral Calculus

Surface Integrals X
Intro

Although a surface is different from its graph (the surface is a


triple of coordinate functions, the graph is a geometric locus
in R 3 ), often we will informally identify the surface with its
graph, just as we sometimes identify a curve with its graph.
A surface is simple if it does not fold over and intersect itself.
This means that R(u1 , v1 ) = R(u2 , v2 ) can occur only when
u1 = u2 and v1 = v2 .

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Vector Integral Calculus

Surface Integrals I
Normal Vector to a Surface

We would like to define a normal vector to a surface at a


point.
Previously this was done for
alertlevel surfaces.
Let Σ be a surface with coordinate functions x(u, v ), y (u, v ),
z(u, v ).
Let P0 be a point on Σ corresponding to u = u0 , v = v0 .
If we fix v = v0 we can define the curve Σu on Σ, having
coordinate functions

x = x(u, v0 ), y = y (u, v0 ), z = z(u, v0 ).

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Vector Integral Calculus

Surface Integrals II
Normal Vector to a Surface

The tangent vector to this curve at P0 is

∂x ∂y ∂z
Tu 0 = (u0 , v0 )i + (u0 , v0 )j + (u0 , v0 )k.
∂u ∂u ∂u
Similarly, we can fix u = u0 and form the curve Σv on the
surface.
The tangent to this curve at P0 is

∂x ∂y ∂z
Tv0 = (u0 , v0 )i + (u0 , v0 )j + (u0 , v0 )k.
∂v ∂v ∂v
These two curves and tangent vectors are shown in Figure
2.16.

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Vector Integral Calculus

Surface Integrals III


Normal Vector to a Surface

Fig 2.16 Curves Σu and Σv and tangent vectors Tu0 and Tv0 .

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Vector Integral Calculus

Surface Integrals IV
Normal Vector to a Surface

Assuming that neither of these tangent vectors is the zero


vector, they both lie in the tangent plane to the surface at P0 .
Their cross product is therefore normal to this tangent plane.
This leads us to define the normal to the surface at P0 to be
the vector

N(P0 ) = Tu0 × Tv0


i j k
∂x ∂y ∂z
= ∂u (u0 , v0 ) ∂u (u0 , v0 ) ∂u (u0 , v0 )
∂x ∂y ∂z
∂v (u0 , v0 ) ∂v (u0 , v0 ) ∂v (u0 , v0 )

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Vector Integral Calculus

Surface Integrals V
Normal Vector to a Surface

   
∂y ∂z ∂z ∂y ∂z ∂x ∂x ∂z
= − i+ − j
∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂v
 
∂x ∂y ∂y ∂x
+ − k,
∂u ∂v ∂u ∂v
in which all partial derivatives are evaluated at (u0 , v0 ).
To make this vector easier to write, define the Jacobian of two
functions f and g to be

∂(f , g ) ∂f /∂u ∂f /∂v ∂f ∂g ∂g ∂f


= = − .
∂(u, v ) ∂g /∂u ∂g /∂v ∂u ∂v ∂u ∂v

Then

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Vector Integral Calculus

Surface Integrals VI
Normal Vector to a Surface

∂(y , z) ∂(z, x) ∂(x, y )


N(P0 ) = i+ j+ k,
∂(u, v ) ∂(u, v ) ∂(u, v )
with all the partial derivatives evaluated at (u0 , v0 ).
This expression is easy to remember with an observation.
Write x, y , z in this order.
For the i component of N, delete x, leaving y , z, (in this
order) in the numerator of the Jacobian.
For the j component, delete y from x, y , z, but move to the
right, getting z, x in the Jacobian.

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Vector Integral Calculus

Surface Integrals VII


Normal Vector to a Surface

For the k component, delete z, leaving x, y , in this order.


Example 2.12

Solution 2.12

The elliptical cone has coordinate functions

x = au cos (v ), y = bu sin (v ), z = u

with a and b positive constants.


Part of this surface is shown in Figure 2.17.
Since
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Vector Integral Calculus

Surface Integrals VIII


Normal Vector to a Surface

Fig 2.17 Elliptical cone x = au cos(v ), y = bu sin(v ), z = u.

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Vector Integral Calculus

Surface Integrals IX
Normal Vector to a Surface
 x 2  y 2
z2 = . +
a b
this surface is a “cone” with major axis the z-axis.
Planes z = k parallel to the x, y -plane intersect this surface in
ellipses.
We will √ write the normal vector N(P0 ) at
P0 = (a 3/4, b/4, 1/2) obtained when u = u0 = 1/2 and
v = v0 = π/6.
Compute the Jacobian components:
 
∂(y , z) ∂y ∂z ∂z ∂y
= −
∂(u, v ) ∂u ∂v ∂u ∂v (1/2,π/6)

= [b sin(v )(0) − bu cos(v )](1/2,π/6) = − 3b/4,

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Vector Integral Calculus

Surface Integrals X
Normal Vector to a Surface

 
∂(z, x) ∂z ∂x ∂x ∂z
= −
∂(u, v ) ∂u ∂v ∂u ∂v (1/2,π/6)
= [−au sin(v ) − a cos(v )(0)](1/2,π/6) = −a/4,
 
∂(x, y ) ∂x ∂y ∂y ∂x
= −
∂(u, v ) ∂u ∂v ∂u ∂v (1/2,π/6)
= [a cos(v )bu cos(v ) − b sin(v )(−au sin(v ))](1/2,π/6)
= ab/2.
Then √
3b a ab
N(P0 ) = − i − j + k. ♦
4 4 2

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Vector Integral Calculus

Surface Integrals XI
Normal Vector to a Surface

We frequently encounter the case that a surface is given by an


equation z = S(x, y ), with u = x and v = y as parameters.
In this case
∂(y , z) ∂(y , z) 0 1 ∂S
= = =− ,
∂(u, v ) ∂(x, y ) ∂S/∂x ∂S/∂y ∂x
∂(z, x) ∂(z, x) ∂S/∂x ∂S/∂y ∂S
= = =− ,
∂(u, v ) ∂(x, y ) 1 0 ∂y

and
∂(x, y ) ∂(x, y ) 1 0
= = = 1.
∂(u, v ) ∂(x, y ) 0 1

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Vector Integral Calculus

Surface Integrals XII


Normal Vector to a Surface

Now the normal vector at P0 : (x0 , y0 ) is

∂S ∂S
N(P0 ) = − (x0 , y0 )i − (x0 , y0 )j + k
∂x ∂y
∂z ∂z
= − (x0 , y0 )i − (x0 , y0 )j + k.
∂x ∂y

Example 2.13

Solution 2.13

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Vector Integral Calculus

Surface Integrals XIII


Normal Vector to a Surface

Let Σ be the hemisphere given by


p
z = 4 − x 2 − y 2.

We will find the normal vector at P0 : (1, 2, 1).
Compute

∂z x
√ = −p = −1
∂x (1, 2) −x 2 − y 2 + 4

and
∂z y √
√ = −p = − 2.
∂y (1, 2) −y 2 − x 2 + 4

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Vector Integral Calculus

Surface Integrals XIV


Normal Vector to a Surface

Then √
N(P0 ) = i + 2j + k.
This result is consistent with the fact that a line from the
origin through a point on this hemisphere is normal to the
hemisphere at that point. ♦

p
Fig 2.18 Hemisphere given by z = 4 − x 2 − y 2.

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Vector Integral Calculus

Surface Integrals I
Tangent Plane to a Surface

If a surface Σ has a normal vector N(P0 ) at a point then it


has a tangent plane at P0 .
This is the plane through P0 : (x0 , y0 , z0 ) having normal vector
N(P0 ).
The equation of this tangent plane is
N(P0 ) · [(x − x0 )i + (y − y0 )j + (z − z0 )k] = 0,
or
   
∂(y , z) ∂(z, x)
(x − x0 ) + (y − y0 )
∂(u, v ) (u0 ,v0 ) ∂(u, v ) (u0 ,v0 )
 
∂(x, y )
+ (z − z0 ) = 0.
∂(u, v ) (u0 ,v0 )

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Vector Integral Calculus

Surface Integrals II
Tangent Plane to a Surface

If Σ is given by z = S(x, y ), this tangent plane has equation


   
∂S ∂S
− (x − x0 ) − (y − y0 ) + z − z0 = 0.
∂x (x0 ,y0 ) ∂y (x0 ,y0 )

Example 2.14

Solution 2.14

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Vector Integral Calculus

Surface Integrals III


Tangent Plane to a Surface

For
√ the elliptical cone of Example 2.12, the tangent plane at
( 3a/4, b/4, 1/2) has equation
√ √ !    
3b 3a a b ab 1
− x− − x− + z− = 0.
4 4 4 4 2 2

Example 2.15

Solution 2.15

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Vector Integral Calculus

Surface Integrals IV
Tangent Plane to a Surface

For√the hemisphere of Example 2.13, the tangent plane at


(1, 2, 1) has equation
√ √
(x − 1) + 2(y − 2) + (z − 1) = 0,

or √
x+ 2y + z = 4.

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Vector Integral Calculus

Surface Integrals I
Piecewise Smooth Surfaces

A curve is smooth if it has a continuous tangent.


A smooth surface is one that has a continuous normal.
A piecewise smooth surface is one that consists of a finite
number of smooth surfaces.
For example, a sphere is smooth and the surface of a cube is
piecewise smooth, consisting of six smooth faces.
The cube does not have a normal vector (or tangent plane)
along an edge.

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Vector Integral Calculus

Surface Integrals II
Piecewise Smooth Surfaces

In calculus it is shown that the area of a smooth surface Σ


given by z = S(x, y ) is
s  2  2
ZZ
∂S ∂S
area of Σ = 1+ + dA
D ∂x ∂y

where D is the set of points in the x, y -plane over which the


surface is defined.
We now recognise that this area is actually the integral of the
length of the normal vector:
ZZ
area of Σ = ∥N(x, y )∥dx dy . (2.4)
D

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Vector Integral Calculus

Surface Integrals III


Piecewise Smooth Surfaces

This is analogous to the formula for the length of a curve as


the integral of the length of the tangent vector.
More generally, if Σ is given by coordinate functions x(u, v ),
y (u, v ), z(u, v ) for (u, v ) varying over some set D in the
u, v -plane, then
ZZ
area of Σ = ∥N(u, v )∥du dv .
D

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Vector Integral Calculus

Surface Integrals I
Surface Integrals

The line integral of f (x, y , z) over C with respect to arc


length is
Z
f (x, y , z)ds
C
Z b q
= f (x(t), y (t), z(t)) x ′ (t)2 + y ′ (t)2 + z ′ (t)2 dt.
a

We want to lift this idea up one dimension to integrate a


function over a surface instead of over a curve.
To do this, imagine that the coordinateR functions are
b
two variables u and v , so a · · · dt will be
functions of RR
replaced by D · · · dudv .
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Vector Integral Calculus

Surface Integrals II
Surface Integrals

The differential element of arc length ds for C will be replaced


by the differential element of surface area on Σ, which by
equation 2.4 is dσ = ∥N(u, v )∥du dv .
Let Σ be a smooth surface with coordinate functions x(u, v ),
y (u, v ), z(u, v ) for (u, v ) in D.
Let f be continuous on Σ.
Then the surface integral of f over Σ is denoted
RR
Σ f (x, y , z)dσ and is defined by
ZZ
f (x, y , z)dσ
ZZ Σ

= f (x(u, v ), y (u, v ), z(u, v ))∥N(u, v )∥du dv .


D
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Vector Integral Calculus

Surface Integrals III


Surface Integrals

If Σ is piecewise smooth, then the line integral of f over Σ is


the sum of the line integrals over the smooth pieces.
If Σ is given by z = S(x, y ) for (x, y ) in D, then
ZZ
f (x, y , z)dσ
Σ
s  2  2
ZZ
∂S ∂S
= f (x, y , S(x, y )) 1 + + dx dy ..
D ∂x ∂y

Example 2.16

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Vector Integral Calculus

Surface Integrals IV
Surface Integrals

Solution 2.16
RR
We will evaluate Σ zdσ over the part of the plane
x + y + z = 4 lying above the rectangle D : 0 ≤ x ≤ 2,
0 ≤ 1 ≤ 1.
This surface is shown in Figure 2.19.
With z = S(x, y ) = 4 − x − y we have
ZZ ZZ q
zdσ = z 1 + (−1)2 + (−1)2 dy dx
Σ D
√ Z 2Z 1
= 3 (4 − x − y )dy dx.
0 0

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Vector Integral Calculus

Surface Integrals V
Surface Integrals

Fig 2.19 Part of the plane x + y + z = 4.

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Vector Integral Calculus

Surface Integrals VI
Surface Integrals

First compute
Z 1
1 1 1 7
(4 − x − y )dy = (4 − x)y − y 2 =4−x − = − x.
0 2 0 2 2

Then
√ Z 2 √
ZZ 
7
zdσ = 3 − x dx = 5 3. ♦
Σ 0 2

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Further Reading
PV O’Neil.
Advanced Engineering Mathematics.
Cengage Learning, 7th edition, 2011.

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