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18 Vector calculus

18.1 In the previous chapter, we looked at functions of more than one variable.
For a function of two variables (x, y) we define a function u = f (x, y)
Introduction which can be represented by a surface. For each pair of values (x, y) we
can find a single value for u, showing that u is a scalar quantity. For this
reason, a function of spatial coordinates is called a scalar field. We also
saw how to calculate a gradient of a function of two variables and that
the gradient depends on the direction of the path that we choose across
the surface. This means that the gradient must be described by both a
magnitude and a direction. From Chapter 9, we know that vectors are
used to represent quantities that have both magnitude and direction and
we shall show in this chapter that we represent the gradient of a scalar
field as a vector field.
A vector field is a vector function, which means that at each point in
space the function has both magnitude and direction and can be expressed
by a vector with x, y, and z components. In Chapter 6, we quoted
many relationships between physical quantities that involve derivatives.
There we considered only movement in a single spatial direction. Many
of these equations should properly be described by vector field equations
in space. In order to express these equations, we need to define the opera-
tions of divergence and curl of a vector field. Vector field equations are
particularly important in electromagnetic field theory.
In this chapter we give an introduction to vector fields and operations
on vector fields with applications to evaluating line and surface integrals.

18.2 The We define the gradient of a scalar field as follows


 

gradient of a =
x
i+
y
j+
z
k= ,
x y z
, .
scalar field is the gradient of , or simply grad , is called the del operator.
The meaning of this definition is that we take the partial derivative of the
scalar field with respect to x, y, and z, and these are the components of
our vector field.
This definition is equivalent to
 

= i +j +k
x x x
and also to
 

= , , .
x x x
If is defined for two spatial dimensions (x, y) only then we would have
 

= i+ j= , .
x y x y

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Vector calculus 447

Example 18.1 Given = x 2 + xyz, find the vector field that describes
its gradient.
Solution We use

= i+ j+ k.
x y z
Differentiating partially with respect to x, y, and z, we find:

= 2x + yz
x

= xz
y

= xy.
z
Therefore, we find that

= (2x + yz)i + xzj + xyk = (2x + yz, xz, xy).

Direction of maximum slope


We would like to know why this vector function is called the gradient.
We saw in the last chapter that a function of more than one variable has
many derivatives associated with it, depending on the direction that we
choose to measure it. We found that for a function of of two variables,
along a path defined by (x(t), y(t)), the derivative of is given by:
d dx dy
= + .
dt x dt y dt
Using the definition of the scalar product, we can write the above as
     
d dx dy dx dy
= , , = ,
dt x y dt dt dt dt
where (dx/dt, dy/dt) has components representing the rate of change of
x and y and therefore gives the direction of the path in the (x, y) plane.
We also know from Chapter 9 that for two vectors a and b:

a b = ab cos()

where a b is the scalar product of vectors a and b, is the angle


between them and a, b are their magnitudes. If the direction of b could be
chosen in order to maximize this scalar product we would choose = 0,
because | cos()|  1 with the maximum value occurring at = 0, where
cos() = 1. So to maximize the scalar product we choose the direction of
b to be along a. So the direction of the path which maximizes the scalar
product
  
d dx dy
= , ,
dt x y dt dt
will be when the direction of (dx/dt, dy/dt) is the same as that of .
So gives the magnitude and direction of maximum gradient of and
the slope in any general direction can be found by taking the component
of in the direction of interest.

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448 Vector calculus

Example 18.2 Given = z x 1/2 y 3/2 , find the vector field that
describes its gradient, where x, y > 0 and find the maximum slope at the
point (4, 9, 1).
Solution We use

= i+ j+ k.
x y z
Differentiating partially with respect to x, y, and z, we find:

1
= x 1/2
x 2
1
= y 1/2
y 2

= 1.
z
Therefore, we find that
 
= 21 x 1/2 i 21 y 1/2 j + k = 21 x 1/2 , 21 y 1/2 , 1

Therefore, the maximum slope at the point (4, 9, 1) is given by substituting


x = 4, y = 9, and z = 1 into the above expression for grad giving
(1/4, 1/6, 1). This has a magnitude of

 1 2  1 2
4 + 6 + 12 1.044

in a direction given by the unit vector


 
1 1 1
, , 1 = (0.261, 0.174, 1).
1.044 4 6

The (del) operator


We defined
 

= , ,
x x x

or equivalently
 

= i +j +k .
x x x

We can see that (del) can be considered as an operator defined by


 

= , ,
x x x

or equivalently
 

= i +j +k .
x x x

This same operator can be used when differentiating vector fields.

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Vector calculus 449

18.3 We now consider vector fields, which represent a vector at each point in
space. Therefore, we have the field F which has components in the x, y,
Differentiating and z directions, all of which are also functions of x, y, and z, that is
vector fields
F(x, y, z) = iFx + jFy + kFz = (Fx , Fy , Fz )

where Fx , Fy , Fz are all functions of x, y, and z.


There are two important fields that can be found by differentiating
vector fields. The divergence of a vector field produces a scalar field and
the curl of a vector field produces a vector field. These are defined as
follows

Fx Fy Fz
F = div F = + +
x y z
   
Fz Fy Fx Fz
F = curl F = i+ j
y z z x
 
Fy Fx
+ k.
x y

The last expression can also be represented by using a determinant to


define the cross-product of a vector. We have that

 
   i j k 

F = , , (Fx , Fy , Fz ) = /x /y /z .
x x x  Fx Fy Fz 

There is one more operator that is used in many equations of electromag-


netic fields. This is the del squared operator 2 which operates on a
scalar field. This is defined by

2 2 2
   

2 = = , , , , = + + .
x y z x y z x y z

All of these operators are important in describing vector field relation-


ships. For instance

2
2 = k2
t 2

represents the three-dimensional wave equation.

Example 18.3 For F = (2x 2 y, 4y 2 z, 8z2 ) find F and F.

Solution From the definition

Fx Fy Fz
F = + +
x y z

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450 Vector calculus

we see that we find the scalar field by partially differentiating the first
component by x, the second by y, and the third by z, and summing the
result. Hence

F = 4xy + 8yz + 16z.

To find F we use the definition in terms of the determinant and expand


about the first row, which in this case gives:
 
 i j k 

F = /x /y /z
2x 2 y 4y 2 z 8z2 
   

= (8z2 ) (4y 2 z) i (8z2 ) + (2x 2 y) j
y z x z
 
2 2
+ (4y z) (2x y) k
x y
= 4y 2 i 2x 2 yk = (4y 2 , 0, 2x 2 y).

Example 18.4 Show the vector identity

F = 0.

Solution Taking F = (Fx , Fy , Fz ), we get from the definition of curl:


     
Fz Fy Fx Fz Fy Fx
F = i+ j+ k.
y z z x x y

Now taking the divergence of the resulting vector field we take the dot
product of
 

= , ,
x y z

with the above giving


       
Fz Fy Fx Fz Fy Fx
, , , ,
x y z y z z x x y



2 Fz 2 Fy 2 Fx 2 Fz 2 Fy 2 Fx

= + + .
xy xz yz yx zx zy

We use the fact that for functions with continuous partial derivatives

2 Fz 2 Fz
=
yx xy

that is, the order of differentiation used to calculate higher-order partial


derivatives is not important. Then all the terms in the above cancel out
giving

F = 0.

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Vector calculus 451

The result of integrating a scalar field along a given curve is important for
18.4 The scalar calculating many physical quantities. We know that in one dimension we
line integral relate the work done by a force in moving from one location to another
as W = F dx, where F is the force, W is the work done or energy
used and x is the distance moved in the direction of the force. In three
dimensions, an object can move along a path and the position of the object
will vary such that r = (x(t), y(t), z(t)) where t is some parameter used
to describe the path taken. The work done in any given direction will be
given by the component of the force in that direction multiplied by the
distance moved. Hence we find:

W = F dr
C

where C is the path along which the object moves and r describes its
position vector. To calculate this value we need to be able to integrate
fields along a path, where the path is described in terms of a position
vector, r = (x(t), y(t), z(t)).
We use
 
dr dx dy dz
= , ,
dt dt dt dt

and the symbolic relationship

dr
dr = dt
dt

to give
 
dx dy dz
dr = , , dt
dt dt dt

and
t2 
dx dy dz

F dr = (Fx , Fy , Fz ) , , dt
C t1 dt dt dt
t2 dx dy dz
= Fx + Fy + Fz dt
t1 dt dt dt

where t1 and t2 are the values of the parameter at the start and end points
of the curve C.

Example 18.5 Given F = 2xyzi x 2 yj + z2 xk, Find the integral of F


along a path defined by 2ti tj + k from t = 1 to t = 4.
Solution We have r = 2ti 3tj + k, and therefore, x = 2t, y = 3t,
and z = 1 giving
 
dx dy dz
dr = , , dt = (2, 3, 0)dt and F = (2xyz, x 2 y, z2 x)
dt dt dt

Therefore, we want to find


4 4
2 2
(2xyz, x y, z x) (2, 3, 0) dt = (4xyz + 3x 2 y) dt
1 1

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452 Vector calculus

Substituting for x, y, z in terms of t, as above, we get


4 3 4
24t 24t 4
24t 2 24t 3 dt = = [8t 3 6t 4 ]41
1 3 4 1
= (4 64) (6 256) (8 6)
= 1792 + 14 = 1778.

Example 18.6 Find



F dr
C
where F = (2xy, 3z, 12xyz), and C is a path clockwise around a triangle
ABC with vertices A(1,0,1), B (1,1,1), C (0,1,1).
Solution We need to integrate along each of the three sides of the trian-
gle. We need, in each case to find the equation of the line along the side
of the triangle. The vector equation of a line between two points a and b
was found in Chapter 9 to be r = a(1 t)+bt where t is some parameter
and for points between A and B then 0  t  1.
From A to B: r = (1, 0, 1)(1 t) + (1, 1, 1)t = (1, t, 1 + 2t). So
x = 1, y = t, and z = 1 + 2t, and
dx dy dz
= 0, = 1, =2
dt dt dt
 
dx dy dz
dr = , , dt dr = (0, 1, 2)dt
dt dt dt
t2 
dx dy dz

F dr = (Fx , Fy , Fz ) , , dt
A to B t1 dt dt dt
1
= (2xy, 3z, 12xyz) (0, 1, 2) dt
0
1
= 3z + 24xyz dt
0
1
= 3(1 + 2t) + 24t(1 + 2t)dt
0
1
= 3 18t + 48t 2 dt
0

= [3t 9t 2 + 16t 3 ]10 = 4.


Similarly, we find that from B to C: r =(1, 1, 1)(1 t) + (0, 1, 1)t =
(1 t, 1, 1). So x = 1 t, y = 1, and z = 1, and
dx dy dz
= 1, = 0, =0
dt dt dt
t2 
dx dy dz

F dr = (Fx , Fy , Fz ) , , dt
B to C t1 dt dt dt
1
= (2xy, 3z, 12xyz) (1, 0, 0) dt
0
1 1
= 2xy dt = 2(1 t) dt = [(1 t)2 ]10 = 1
0 0

TLFeBOOK
Vector calculus 453

From C to A: r = (0, 1, 1)(1 t) + (1, 0, 1)t = (t, 1 t, 1 2t). So


x = t, y = 1 t, and z = 1 2t, and

dx dy dz
= 1, = 1, = 2
dt dt dt
t2 
dx dy dz

F dr = (Fx , Fy , Fz ) , , dt
C to A t1 dt dt dt
1
= (2xy, 3z, 12xyz) (1, 1, 2) dt
0
1
= 2xy 3z 24xyz dt
0
1
= 2t 2t 2 3(1 2t) 24t(1 t)(1 2t) dt
0
1
= 48t 3 + 70t 2 16t 3t dt
0
1
70t 3

= 12t 4 + 8t 3t
3 0
70 1
= 12 + 83= .
3 3

Therefore, the total integral around the path is given by the sum of the
integral along the three sections that is

1
41+ 3 = 3 31 .

Integrals round a closed curve


If we are calculating the line integral round a closed curve in a plane
(where the field is a function of x and y only) we can use Greens theorem
in a plane to convert the integral into a double integral over the enclosed
surface. This theorem is as follows

Fy Fx
Fx dx + Fy dy = dx dy.
C s x y

The left-hand side of this expression represent the integral of F dr,


as before, however now we are limited to considering a plane so that
r = (x, y) and also the path of integration must be closed. The fact that
C is a closed path is indicated by the small circle on the integral sign.

Example 18.7 Using Greens theorem find the integral



F dr
C

where F = (3x 2 , 4xy), and C a path clockwise along the perimeter of


the rectangle 0  x  4, 0  y  1.

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454 Vector calculus

Solution We want to find


 
F dr = Fx dx + Fy dy
C C

which, by Greens theorem in the plane, is equal to



Fy Fx
dx dy.
s x y

We have F = (3x 2 , 4xy) = (Fx , Fy ) and therefore

Fy Fx
= 4y and = 0.
x y
The surface is a rectangle so the limits for the integration are easy to
establish as being for x from 0 to 4 and for y from 0 to 1. Hence, we get
the surface integral.
 1  4 
F dr = 4y dx dy.
0 0
C

To perform a multiple integral we simply do one integral and then inte-


grate the result. The order of performing the integrations will not matter
in this case because the limits of integration are independent of the other
variable and the integrals exists and are continuous in the relevant region.
We do the inner integration with respect to x. Here we are integrating
4y, which does not contain a term in x, so we treat it as a constant for
the purposes of the first integration giving the integral as 4yx.
1 4  1 1
4y dx dy = [4yx]x=4
x=0 dy = 16y dy.
0 0 0 0

Now, we do the integration in y to give

[8y 2 ]10 = 8.

18.5 Surface Many problems in field theory involve the calculation of flux of a vector
field out of some enclosed surface. This requires us to integrate a vec-
integrals tor field over the surface. Such problems are simplified by using the
divergence theorem, which relates the integral of a vector field over a
bounding surface to the integral of the divergence of the field over the
enclosed volume.

F dS = (F) dV .
S V

S is a surface enclosing the volume V . This expresses the relationship


between the amount of source material in a volume and the flux out of
the enclosing surface. An example is the relationship between electric
charge within a volume and the flux of the resulting electric field.

Example 18.8 Given F = (x y + z, 2x 2 y, 1) find the integral of F


over the closed surface consisting of the edges of the cube 0  x  3,
0  y  3 and 0  z  3.

TLFeBOOK
Vector calculus 455

Solution We want to use the divergence theorem



F dS = (F) dV
V
S

so we need to find the divergence of the vector field F = (x y + z,


2x 2 y, 1) giving Fx = x y + z, Fy = 2x 2 y, and Fz = 1 and

Fx Fy Fz
F = + + = 1 + 2x 2
x y z

The integral is
 3 3 3
F dS = (F) dV = 1 + 2x 2 dx dy dz.
0 0 0
S V

We can now perform each of the integrations one after the other. We begin
with, the integration over x, which gives

3 3 3 3 3 3
x3

2
1 + 2x dx dy dz = x+ dy dz
0 0 0 0 0 3 0

and evaluating the limits for x, this gives:


3 3 3
21 dy dz = [21y]30 dz,
0 0 0

now evaluating the limits for y, we get:


3
63 dz = [63z]30 = 189.
0

Example 18.9 Use the divergence therem to evaluate the surface inte-
gral of F where R = e(x+y+z) and S is the surface of a tetrahedron
defined by the vertices (0,0,0), (1,0,0), (0,1,0), and (0,0,1).
Solution We use

F dS = (F) dV
S V
z
(0,0,1)
but in order to express the limits of the integration we need to consider
the geometry of the given tetrahedron. This is shown in Figure 18.1.
We can see from the figure that the sides of the tetrahedron lie along
the x, y- and z-axes and the fourth side is the plane ABC, given by the
equation x + y + z = 1. In this simple case, we can guess the equation
y
of this plane and check that it is correct by substituting the values for the
(0,0,0) (0,1,0)
points A (1,0,0), B (0,1,0), and C (0,0,1). We need to choose the limits
of integration so that we integrate correctly over this tetrahedron. x must
(1,0,0)
x
start from 0 and go up to values lying on the plane ABC. This means that
x is from 0 to 1 y z. If we integrate for x first then when considering
Figure 18.1 Tetrahedron for the integration for y, we will have eliminated the x variable and will be
Example 18.9.
left with the y, z plane. So y goes between y = 0 and the line BC, given

TLFeBOOK
456 Vector calculus

by y = 1 z. Finally, in considering z we have the values of z from 0 to


1. This gives:
1 1z 1yz
e(x+y+z) dx dy dz.
0 0 0

We perform the integration with respect to x:


1 1z
1yz
= [e(x+y+z) ]0 dy dz
0 0
1 1z
= e(1yz+y+z) e(y+z) dy dz
0 0
1 1z
= e1 e(y+z) dy dz.
0 0

Now we integrate with respect to y:


1 1
[e 1
y + e(y+z) ]1z
0 dz = e1 (1 z) + e1 ez dz
0 0

Finally, integrating with respect to z we get:


1
(z 1)2

1
e1 + e1 z ez = e1 + e1 e1 1
2 0 2
3 1
= e 1.
2
3
So the integral gives e1 1.
2

1. A scalar field is a function of spatial coordinates giving a single,


18.6 Summary scalar value at every point (x, y, z).
2. The gradient of a scalar field , grad , is defined by:
 

= i+ j+ k= , , .
x y z x y z

3. The gradient of a scalar field gives the magnitude and direction of


the maximum slope at any point r = (x, y, z) on .
4. is the del operator where
 

= , ,
x x x

or equivalently
 

= i +j +k
x x x

5. A vector field is a vector function of spatial coordinates, for example,


F(x, y, z) = iFx + jFy + kFz = (Fx , Fy , Fz ) where Fx , Fy , Fz are
all functions of x, y, and z.

TLFeBOOK
Vector calculus 457

6. The divergence and curl of a vector field are defined by

Fx Fy Fz
F = div F =
+ +
x y z
   
Fz Fy Fx Fz
F = curl F = i+ j
y z z x
 
Fy Fx
+ k.
x y

The expression for curl F can also be represented using a determinant,


to define the cross product of two vectors. We have that:
 

F = , , (Fx , Fy , Fz )
x x x
 
 i j k 

= /x /y /z
 Fx Fy Fz 

7. A line integral of a vector field, F , along some path C can be


calculated by
t2 dx dy dz
F dr = Fx + Fy + Fz dt
t1 dt dt dt
C

where r = (x(t), y(t), z(t)) is the position vector of a position on


the curve C represented using a parameter t and values t1 and t2
correspond to the end points of the path of C.
8. The line integral around a closed path in two dimensions can be
converted to a surface integral by using Greens theorem in two
dimensions:

Fy Fx
Fx dx + Fy dy = dx dy.
s x y
C

This gives a double integral evaluated over the given surface in the
plane.
9. A surface integral around a closed surface in three dimensions can
be converted to a volume integral over the volume enclosed within
the surface using the divergence theorem

F dS = (F)dV .
S
V

This then gives a triple integral to be evaluated over the given volume.

18.7 Exercises
18.1. Given that = x 2 yz + 5z3 , = x 2 y 2 z, F = (d) G
(xy, 3xyz, x z), and G = (3z, 4x, 2), find (e) curl (i + j)
(f ) div(G)
(a) at (1, 1, 2) (g) The magnitude of the maximum slope and the unit
(b) at (0.5, 0.1,0) vector in the direction of the maximum slope of
(c) F at the point (1, 2, 0).
TLFeBOOK
458 Vector calculus

18.2. and are scalar field functions of (x, y, z). Show (a) F = xi + y 2 j, where C is the perimeter of a
the following vector identities: rectangle ABCD where A = (0, 0), B = (0, 2),
C = (1, 2), and D = (1, 0);
(a) () = +
(b) F = (x y)i + (x y)j where C is the perimeter
(b) () = 0.
of the square given by 1  x  3 and 0  y  2;
18.3. Calculate (c) F = (cos(y), sin(x)) where C is the region
bounded by the lines x = 0, x = 1, y = /2,
F dr and y = /2.
C

where 18.6. For the following vector fields, F, use the divergence
theorem to evaluate the surface integrals over the
(a) F = (y 2 , x, zy) and C is along the line joining the surface, S, indicated:
points A (2,0,0) and B (1,1,0),
(b) F = x 2 yi + 2xyj + 3xyzk and C is along the path
given by r = ti + (1 t)j + tk for t from 1 to 3. (a) F = xyi + yzj + xzk, where S is the surface of
the cube given by 0  x  a, a/2  y  a/2,
18.4. Find the work done by the force F = (3x, 2y, z) in
and a  z  0;
the displacement along the curve y = x, z = 2x 2 as x
(b) F = zi y 2 j and S is the surface of 0  x  4,
goes from 1 to 2.
0  y  1 and 0  z  y;
18.5. Use Greens theorem in the plane to evaluate the (c) F = (x + y, x z, x 2 + z2 ) where S is the surface
following line integrals clockwise around the given of a tetrahedron defined by the vertices (0,0,0),
closed curve (1,0,0), (0,1,0), and (0,0,1).

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