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MATHEMATICS-I (MA1L001)

VECTOR CALCULUS
(July-December 2016)

by

Dr. Sabyasachi Pani


(Assistant Professor in Mathematics)
School of Basic Sciences
IIT BHUBANESWAR
Autumn Semester-2016-17
Email: spani@iitbbs.ac.in

1
Vector Calculus Mathematics-1 IIT Bhubaneswar
Vector Calculus(Syllabus-Text Books)
 Vector Calculus: Scalar and vector fields, level surfaces, directional derivative, Gradient, Curl,
Divergence, line and surface integrals, theorems of Green, Gauss and Stokes.

 TEXT BOOKS
 Calculus and Analytic Geometry, George B Thomas and Ross L Finney, PEARSON Education, 9th
Edition.
 Advanced Engineering Mathematics, Erwin Kreyszig, John Wiley & Sons, Eighth Edition.
 Advanced Engineering Mathematics, R K Jain, S R K Iyengar, Third Edition, Narosa.
 Engineering Mathematics, Peter V Onil, Tata McGraw Hill, New Delhi, India.

2
Vector Calculus-Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Line integrals)

Line integral: When a curve r(t)=g(t)i+ h(t)j + k(t)k, a ≤ t ≤ b, passes through the
domain of a function f(x, y, z) in space , the values of f along the curve are given
by the composite function f(g(t), h(t), k(t)) . If we integrate this composite function
with respect to arc length t=a to t=b , we calculate the so called line integral of f
along the curve.

Definition and Notation: Suppose that f(x, y, z) is a function whose domain


contains the curve r(t)=g(t)i+ h(t)j + k(t)k, a ≤ t ≤ b. We partition the curve into a
finite number of sub arcs. The typical sub arcs has length ∆Sk . In each sub arc we
choose a point (xk, yk, zk ) and form the sum
k n
Sn   f ( xk , yk , zk )sk . (1)
k 1

If f is continuous and the functions g, h, k have continuous first derivatives then


the sum (1) approaches to a limit as n increases, and the lengths
s k
approaches to zero.
3
Vector Calculus-Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Line integrals)
We call this limit the integral of f over the curve S from a to b.

If the curve is denoted by a single


letter C then the integral is denoted by

 f ( x, y, z)ds
c

“ the integrals of f over C ”

The curve r(t)=g(t)I +h(t)j+k(t)k partitioned


into Small arcs from t=a to t=b. The
length of a typical subarc is sk.

4
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Line integrals)

Evaluation for smooth curves:


To integrate a continuous function f(x, y, z) over a curve C:
1. Find a smooth parameterization of C,
r (t )  g (t )i  h(t ) j  k (t )k , a  t  b
2. Evaluate the integral as
b

C
 f ( x, y, z ) ds  
a
f ( g (t ), h(t ), k (t )) v(t ) dt

(If r(t) is smooth for a ≤ t≤ b ( v(t)=dr/dt) is continuous and never zero),


t
we have s(t )   v(t)dt  ds  v(t ) dt
a

ds
v(t )  ( g (t ))  (h(t ))  (k (t ))  ds  dt  ( dx
2 2 2
dt
) 2
 ( dy 2
dt
)  ( dz 2
dt
) dt
dt
5
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Line integrals)

Example 1: Integrate f ( x, y, z )  x  3 y 2  z over the line segment C joining


origin that is (0,0,0) and the point (1,1,1).
Solution: The simplest parameterization is r (t )  ti  tj  tk , 0  t  1
The components have continuous first derivatives and
v(t )  ( dg
dt
) 2
 ( dh 2
dt
)  ( dk 2
dt
)  12
 12
 12
 3 never zero. So
parameterization is smooth.
The integral of f over C is
1 1

  3  (t  3t 2  t ) dt  3t 2 t 3 0  0.
1
f ( x, y , z )ds  f (t , t , t ) 3dt 
C 0 0

Additivity: Line integrals have the usual property that if a curve C is made by joining a finite
number of curves C1 , C2, … , Cn end to end, then the integral of a function over C is the sum
of the integrals over the curves that make it up:

 f ds   f ds   f ds.  ...   f ds .
C C1 C2 Cn 6
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Line integrals)

Example 2: Integrate f ( x, y, z )  x  3 y  z over the path C , where C is the


2

line segment joining (0,0,0) and (1,1,0) and from (1,1,0) to (1,1,1)
Solution: Suppose C  C1  C2 , where C1 is the line segment joining (0,0,0) and
(1,1,0) and C2 is the line segment joining (1,1,0) and (1,1,1).
The parameterization: C1 : r (t )  ti  tj , 0  t  1, v  12  12  2
C2 : r (t )  i  j  tk , 0  t  1, v  02  02  12  1

Thus
 f ( x, y, z)ds   f ( x, y, z)ds   f ( x, y, z)ds
C C1 C2
1 1
  f ( x, y, z )ds   f (t , t ,0) 2dt   f (1,1, t )1dt
C 0 0
1 1
1
2
1
  (t  3t ) 2dt   (1  3  t )1dt  2
  t 3     2t    2  3 .
t 2 t 2

0 0  2  0  2  0 2 2

Note that the earlier integral is zero, where as in the above problem it is nonzero, though
the end points are same but along different paths we get different values. 7
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Line integrals) Problems for exercise.
Problem 1: Integrate f ( x, y, z )  x  y  z 2 over the path from (0,0,0) to
(1,1,1) given by C : r (t )  ti  t 2 j, 0  t  1 C2 : r (t )  i  j  tk , 0  t  1.
1

x yz
Problem 2: Integrate f ( x, y, z )  over the path
x2  y 2  z 2
C1 : r (t )  ti  tj  tk , 0  a  t  b.
Problem 3: Integrate f ( x, y, z )  x 2  y 2 over the path C : x 2  y 2  4 in the first
quadrate from (0,2) to (√2, √2).

Problem 4: Evaluate x 2 yds , x  3cos t , y  3sin t , 0  t   2
C
ds
Solution: ds  dt  ( dx
dt
) 2  ( dy
dt
) 2 dt  9dt  3dt
dt

Thus
2

 x yds   27 cos 2 t sin t 3dt  27cos3 t0  27.


2 1

C 0
8
Vector Calculus Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Vector Fields, work, Circulation and Flux)

Vector Fields, work, Circulation and Flux


Vector Field: A vector field on a domain in the plane or in space is a function
that assigns a vector to each point in the domain. A field of three dimensional
vectors might have a formula like
F ( x, y, z)  M ( x, y, z)i  N ( x, y, z) j  P( x, y, z )k.

The field is continuous if the component functions M, N and P are continuous and the field is
differentiable if M, N and P are differential.
Gradient Fields: A gradient field of a differentiable function f(x,y,z) is the field of
gradient vectors f f f
f  i j k.
x y z

Example: Find the gradient field of f(x, y, z)=xyz.


Solution: The gradient field of f is the field F  f  yz i  xz j  xy k.

9
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Work Done by A Force)

The work done by a force over a curve in space: The work done by a F = M(x,
y, z)i + N(x, y, z)j + P(x, y, z)k over a smooth curve r(t)=g(t)i + h(t)j + k(t)k from t=a to
t=b is given by t b
W  F  Tds .
t a

Follows from n t b
Wn   Fk .Tk sk as n   we get w   F  Tds .
k 1 t a

Suppose that the vector field F = M(x, y, z)i + N(x, y, z)j + P(x, y, z)k represents a force
throughout a region in space and that is r(t)=g(t)i + h(t)j + k(t)k, a ≤ t ≤ b is smooth curve in the
region. Then the integral of F.T, the scalar component of F in the direction of the curves of unit
tangent vector, over the curve is called the work done by F over the curve from a to b.

 force component in   distance 


    Fk .Tk sk .
 direction of motion   applied 

10
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Work Done by A Force)

Notation: Different ways to write the work integral. The work done by a F =
M(x, y, z)i + N(x, y, z)j + P(x, y, z)k over a smooth curve r(t)=g(t)i + h(t)j + k(t)k from
t=a to t=b can be written as
t b t b t b t b
dr  dg dh dk 
W   F  Tds   F  dr   F  dt    M N P  dt
t a 
t a t a t a
dt dt dt dt 

t b t b
 dx dy dz 
  M N  P  dt   Mdx  Ndy  Pdz.
t a 
dt dt dt  t a

How to evaluate a work integral:


1. Evaluate F on the curve as a function of the parameter t.
2. Find dr dr dg dh dk
, r  g (t )i  h(t ) j  k (t )k   i j k
dt dt dt dt dt

3. Dot F with dr 4. Integrate from t=a to t=b.


dt
11
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Work Done by Line integrals)

Example: Find the work done by F=(y-x2)i+(z-y2)j+(x-z2)k over the curve


r(t)=ti+t2j+t3k, 0≤t≤1 from (0,0,0) to (1,1,1).
Solution: Step-1: Evaluate F on the curve
F=(y-x2)i+(z-y2)j+(x-z2)k = (t2-t2)i+(t3-t4)j+(t-t6)k, [As x=t, y=t2, z=t3 from r(t)]
dr d
Step-2:  (ti  t 2 j  t 3k )  i  2tj  3t 2 k .
dt dt
dr
Step-3: F   [0i  (t 3  t 4 ) j  (t  t 6 )k ]  [i  2tj  3t 2k ]  0  (t 3  t 4 )2t  (t  t 6 )3t 2  2t 4  2t 5  3t 3  3t 8 .
dt
Step-4: Integrating from t=0 to t=1, we get the work done

 dr 
1 1

  29
1
w    F.  dt   (2t 4  2t 5  3t 3  3t 8 )dt  25 2 6 3 4 39
t  t  t  t  .
0
dt  0
5 6 4 9 0 60

12
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Flow integrals)

Flow integrals and circulation: If r(t)=g(t)i + h(t)j + k(t)k, a ≤ t ≤ b is a smooth


curve in the domain of a continuous velocity field F = M(x,y,z)i + N(x,y,z)j +
P(x,y,z)k, then the flux along the curve from t=a to t=b is the integral of F∙T over
the curve from a to b: b
Flux   F  Tds .
a

The integral in this curve is called a flux integral. If the curve is a closed loop,
then the flux is called the circulation around the curve.
Example: A fluids velocity field is F=xi + zj + yk. Find the flux along the helix
r(t)=(cost)i+(sint)j+ tk, 0 ≤ t ≤ π/2.
Solution: Step-1: Evaluate F on the curve F=xi + zj + yk=(cost)i + tj + (sint)k
Step-2: Find dr  ( sin t )i  (cos t ) j  k
dt
Step-3: dr
F  (cos t )( sin t )  t (cos t )  sin t   sin t cos t  t cos t  sin t.
dt
13
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Line integrals)

Step-4: Integrate from t=a to t=b


 1
t b
Flux   F 
dr 2
dt   ( sin t cos t  t cos t  sin t )dt 
 cos 2 t
 t sin t
  (0   )  ( 1  0)    1
t a
dt 0  2  0 2 2 2 2

Problem: Find the circulation of the field F=(x-y)i + xj around the circle
r(t)=(cost)i+(sint)j, 0 ≤ t ≤ 2π.
Flux Across a plane curve: If C is a smooth closed curve in the domain of a
continuous vector field F = M(x, y)i + N(x, y)j in the plane and if n is the outward
pointing unit normal vector on C, the flux of F across C is given by the following line
integral:
Flux of F across C   F  nds.
C
Note-1: Flux: Flux of F across C is the line integral with respect to arc length of F∙n, the
scalar component of F in the direction of the outward normal.

14
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Flux Across a line by Line integrals)

Note-2: Circulation = Circulation of F around C is the line integral with respect to arc
length of F∙T, the scalar component of F in the direction of the unit tangent vector.

To evaluate Flux of F across C   F  nds.


C
Follow the following steps:
Step 1. Parameterization (smooth, i.e. r(t)=g(t)i + h(t)j, a ≤ t ≤ b), thus x=g(t), y=h(t),
a ≤ t ≤ b, that traces the curve C exactly once as t increases from a to b.
Step 2. Find the outward unit normal vector n by crossing the curve’s unit tangent
vector T with the vector k.
Which order to take T×k or k×T ?
As t increases if C travels clockwise then k×T points outward.
As t increases if C travels counter clockwise then T×k points outward.
The usual choice is n= T×k. 15
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Flux Across a line by Line integrals)

Usual Choice is T×k (C travels counter clockwise then)


As t increases if C travels clockwise then k×T points outward.
As t increases if C travels counter clockwise then T×k points outward.

16
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Flux Across a line by Line integrals)

In terms of components
 dx dy  dy dx
n T k   i  j  k  i  j.
 ds ds  ds ds
If F = M(x,y)i + N(x,y)j , then
dy dx  dy dx 
F  n  M ( x, y)
ds
 N ( x, y)
ds
 C F  nds  C  ds ds  ds  C Mdy  Ndx.
M  N

The Flux of F=Mi + Nj across C (Smooth Closed plane curve) is given by

 Mdy  Ndx
C
C travels counter clockwise as t increases from a to b.

17
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Flux by Line integrals)

Example: Find the flux of F=(x-y)i + xj across the circle x2+y2=1 in the xy-
plane.  dx dy  dy dx
n T k   i  j  k  i  j.
 ds ds  ds ds

Solution: F=Mi+Nj =(x-y)i + xj  M(x, y)=x-y and N(x,y)=x.


r(t)=cost i + sint j, 0≤ t≤ 2π, traces counter clockwise exactly once.
Then M=x-y=cost-sint , dy=d(sint)=cost dt
N=x=cost , dx=d(cost)=-sint dt
2
Flux   Mdy  Ndx   (cos t  sin t ) cos tdt  cos t ( sin t )dt
C 0

t sin 2t 2
2 2
1  cos 2t
  cos tdt  sin t cos tdt  cos t sin tdt  
2
dt      .
0 0
2  2 4 0
18
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Problems on Line integrals)

Problem 1. Find the circulation and flux of the field F around and across the closed
semicircular path that consists of the semicircular arcs r1(t)=(a cos t)i+a sin t j, 0≤t≤2π
followed by the line segment r2(t)=ti, -a ≤ t ≤ a.
1. F=xi + yj, 2. F=-yi + xj .
Problem 2. Find the work done by F over the curve in direction of increasing t.
1. F = xyi + yj-yz k, r(t) = t i + t2 j + tk, 0 ≤ t≤ 1.
2. F = 6z i + y2j 12z k, r(t) = (sin t) i + ( cos t) j (t/6)k, 0 ≤ t ≤ 2π .
Problem 3. Evaluate the following line integrals

    , from (1,1) to (2, 4).


2
i. xy dx ( x y ) dy , C : y x
C

ii.  ( x  y) dx  ( x  y) dy,
C

C : counter clockwise around thetriangle joining , (0, 0), (1, 0) and (0,1).
19
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Conservative fields, Potential Functions)

Path Independence, Potential functions and Conservative Fields:


Definition: Let F be a field defined on an open region D in space and suppose that
for any two points A and B in D the work done in moving from A to B is the
same over all paths from A to B. Then the integral B
is path
A F.dr
independent in D and the field F is conservative on D.
[From Physics in which the principle of conservation of energy holds.]
F is conservative if and only if it is the gradient field of a scalar function f,
that is F=f for some f.

Definition: If F is a field defined on D and F=f for some scalar function f


on D, then f is called a potential function for F.

20
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Conservative Fields)

The Fundamental theorem of line integral:


1. Let F=M(x,y,z)i + N(x,y,z)j + P(x,y,z)k be a vector field where components
are continuous throughout an open connected region D in space. Then
there exists a differentiable function f such that
f f f
F  f  i j k
x y z
B

if and only if for all points A and B in D the value  F.dr is independent
of the path joining A to B in D.
A

2. If the integral is path independent then  F .dr  f ( B)  f ( A).


A

21
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Conservative Fields)

Proof: F  f  path independent of the integral. We have r(t)=g(t)i +


h(t)j + k(t)k, a ≤ t ≤ b, smooth joining A and B. Given f is differentiable
function of t and
df f dx f dy f dz  dx dy dz  dr dr
    f  i  j  k   f   F  .
dt x dt y dt z dt  dt dt dt  dt dt

t b b
dr df
  F .dr   F  dt   dt  f ( B)  f ( A).
C t a
dt a
dt

The other half is more technical and is for self reading (comes later).

22
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Potential Functions and Conservative Fields)

Example : Find the work done by the conservative field F  f  fx i  fy j  fz k along
any smooth curve C joining the point (-1,3,9) to (1,6,-4).
Solution: With f(x,y,z)=xyz, we have
B B

 F.dr   f .dr  f ( B)  f ( A)  xyz (1, 6, 4 )


 xyz ( 1,3,9)  1.6.(4)  (1).3.9  24  27  3.
Theorem 2: The following statements are equivalent
A A

1.  F.dr  0 around every closed loop in D.


2. The field F is conservative on D.
Finding Potentials for conservative fields:
The component test for conservative Fields: Let F=M(x, y, z)i + N(x, y,
z)j + P(x, y, z)k be a field where component functions have continuous
first partial derivatives. Then F is conservative if and only if
P N M P N M
 ,  and  .
y z z x x y 23
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Potential Functions and Conservative Fields)

Proof: If F is conservative, then there is a potential function f such that


f f f
F  Mi  Nj  Pk  i j  k.
x y z
P   f   2 f 2 f   f  N
Hence        .
y y  z  yz zy z  y  z
Similarly others.
Example: Show that F=(ex cosy + yz)i + (xz - exsin y)j + (xy + z)k is
conservative and find the potential function for it.
Solutions: M=(ex cosy + yz), N= (xz - exsin y), P=(xy + z)k.
P N M P N M
x y ,  z  e x sin y 
Thus y z
,
z x x y
f f f
Finding f: x
 e x cos y  yz ,
y
 xz  e x sin y,
z
 xy  z.

Thus f
f ( x, y, z )   dx  e x cos y  xyz  g ( y, z ).
x
f
  e x sin y  xz 
g
 xz  e x sin y 
g
 0.
Implies that g is a function of z alone.
y y y 24
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Potential Functions and Conservative Fields)

Thus f ( x, y, z)  e x cos y  xyz  h( z).


f z2
  xy  h( z )  xy  z  h( z )  z  h( z )   C.
z z2 2
Hence f ( x, y, z )  e cos y  xyz   C.
x

2
Problem: Find a potential function f for the field F
(i) F=2xi+3yj+4zk, (ii) F=ey+2z (i+xj+2xk) .
Definition: The form M(x, y, z)dx + N(x, y, z)dy + P(x, y, z)dz is called a
differential form. A differential form is exact on a domain D in space
if Mdx  Ndy  Pdz  f dx  f dy  f dz  df for some (scalar) function f
x y z
throughout D.
Test for exactness of Mdx + Ndy + Pdz: The differential form Mdx + Ndy
P N M P N M
+ Pdz is exact if and only if  ,  , 
y z z x x y
This is equivalent to saying that the field F=Mi + Nj + Pk is conservative. 25
Vector Calculus Line Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Potential Functions and Conservative Fields)

Example: Show that ydx+xdy+4dz is exact and evaluate the integral


( 2, 3, 1)
(1,1,1)
ydx  xdy  4dz over the line segment from (1,1,1) to (2,3,-1).
P N M P N M
Solution: M  y, N  x, P  4  0 , 0 , 1 . Thus exact.
y z z x x y
f f f
Suppose ydx  xdy  4dz  dt 
x
 y,
y
 x,
z
 4.

Calculation gives f(x,y,z)=xy+4z+C.


2, 3, 1
Thus  ydx  xdy  4dz  f (2,3,1)  f (1,1,1)  2  C  (5  C )  3.
(1,1,1)

Problem: Show that the differential form 2xdx+2ydy+2zdz is exact and


( 2, 3, 6 )
hence evaluate  2 xdx  2 ydy  2 zdz.
( 0, 0, 0 )

26
Vector Calculus Flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Flux Density: Divergence)
Flux density at a point: Divergence (the divergence of a fluids velocity field measures the
rate at which fluid is being piped into or out of the region at any given point.)
We consider the rectangle for defining the flux density (divergence) of a vector field
F(x,y) = M(x,y)i + N(x,y)j at a point as follows:

The rate at which fluid leaves the rectangle across


the bottom is approximately F(x,y)(-j)∆x=-N(x,y)∆x. 27
Vector Calculus Flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Flux Density: Divergence)

Flux density at a point: Divergence


The rate at which fluid leaves the rectangle across the bottom is approximately
F(x,y)(-j)∆x=-N(x,y)∆x.
Thus Top: F(x, y+∆y)∙j∆x=N(x, y+∆y)∆x, Bottom: F(x, y)∙(-j)∆x=-N(x, y)∆x
Right: F(x+∆x, y)∙i∆y=M(x+∆x, y)∆y, Left: F(x, y)∙(-i)∆y=-M(x, y)∆y.
Thus Top and Bottom:  N 
( N ( x, y  y )  N ( x, y ))x   y  x.
 y 
Right and Left:  M 
( M ( x  x, y)  M ( x, y))y   x  y.
 x 

 M N 
Adding we get flux across the rectangle boundary    xy.
 x y 

28
Vector Calculus Flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

Flux density at a point: Divergence

Thus Flux density for the rectangle:


Flux across rectangle boundary M N
 
Rectangle area x y
(Knows as flux density or the divergence of F).
Definition: The flux density divergence of a vector field F=Mi + Nj at the point (x,
y) is M N
div F   .
x y

Example: Find the divergence of F(x, y)=(x2-y2)i + (xy-y2)j.


Solution: M N
div F    2 x  x  2 y  3x  2 y.
x y
29
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Flux density at a point: Divergence)

Divergence:

The Divergence is
positive at a
“source” where the
fluid enter a system
and a “sink” a point
where the fluid
leaves the system.

30
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Circulation Density: The Curl)

Circulation Density at a point: The Curl


We consider the velocity field F(x, y)=M(x, y)i+N(x, y)j and a rectangle A.

The counter clockwise circulation of F around the boundary of A is the sum of flow rates along the sides. 31
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Circulation Density: The Curl)

Circulation Density at a point: The Curl


We consider the velocity field F(x, y)=M(x, y)i+N(x, y)j and a rectangle A.
The counter clockwise circulation of F around the boundary of A is the sum of flow
rates along the sides.

Top: F(x, y+∆y)∙(-i)∆x=-M(x, y+∆y)∆x


Bottom: F(x, y)∙i∆x=M(x, y)∆x
Right: F(x+∆x, y)∙j∆y=N(x+∆x, y)∆y
Left: F(x, y)∙(-j)∆y=-N(x, y)∆y.
Adding opposite sides:

 M 
Top + Bottom  ( M ( x, y  y)  M ( x, y))x    y  x.
 y 
32
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Circulation Density: The Curl)
 N 
 ( N ( x  x, y)  N ( x, y))y   x  y.
Right + Left  x 
Adding both and dividing by ∆x ∆y gives an estimate of the circulation density
Circulatio n around rectangle N M
for the rectangle:   .
Rectangle area x y
We let ∆x and ∆y approaches zero to define what we call the circulation density of
F at the point (x, y).
Definition: The Circulation density or curl of a vector field F=Mi + Nj at the
point (x,y) is N M
curl F   .
x y

Example: Find the curl of the vector field F(x,y)=(x2-y)i+(xy-y2)j.


Solution: N M
curl F    y  (1)  y  1.
x y

33
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Circulation Density: The Curl)

The Circulation density or curl of a vector field F=Mi + Nj at the point

34
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)
Green’s Theorem (Flux-divergence or normal form):
The outward flux of a vector field across the boundary of a plane region
equals the double integral of the divergence of the field over the interior
of the region.
Its corresponding theorem in three dimensions is called the Divergence theorem. It
states that: the net outward flux of a vector field across a closed surface in space equals the triple
integral of the divergence of the field over the region enclosed by the surface.

Green’s Theorem (Circulation-curl or Tangential form):


The counter clockwise circulation of a field around the boundary of the
region equals the double integral of the curl of the field over the region.
Its corresponding theorem in three dimensions is called the Stokes Stokes
theorem. It states that: the circulation of a vector field around the boundary of an
oriented surface in space in the direction counter clockwise with respect to the surface
unit normal vector field n equals the integral of the normal component of the curl field
over the surface.
35
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

Green’s Theorem (Flux-divergence or normal form):


The outward flux of a field F=Mi + Nj across a simple closed curve C equals
the double integral of div F over the region R enclosed by C.

 M N 
 F  nds 
C
C Mdy  Ndx  R  x  y dxdy.
Outward Flux  Divergence integral

Green’s Theorem (Circulation-curl or Tangential form):


The counter clockwise circulation of a field F=Mi + Nj around a simple closed
curve C in the plane equals the double integral of curl F over the region R
enclosed by C.  N M 
C F  Tds  C Mdx  Ndy  R  x  y dxdy.
Counter Clock wise circulation  Curl integral 36
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)
Green’s Theorem (Circulation-curl or Tangential form): The counter clockwise circulation of a field F=Mi
+ Nj around a simple closed curve C in the plane equals the double integral of curl F over the region R
enclosed by C.
N M
 F  Tds   Mdx  Ndy   ( x
C C R

y
)dxdy.

Proof of Green’s theorem (Circulation form, Special Regions)

37
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)
N M
 F  Tds   Mdx  Ndy   ( x
C C R

y
)dxdy.

Proof of Green’s theorem(special Regions):


M and N and their first derivatives are continuous at every point of some open
region containing C and R.
Suppose C1: y=f1(x), a ≤ x ≤ b, C2: y=f2(x), b ≥ x ≥ a.

Thus for any x between a and b, we can integrate ∂M/∂y with respect to y from
y=f1(x) to y=f2(x) and obtain

M
f2

dy   M ( x, y )  y  f 2( x )  M ( x, f 2 ( x))  M ( x, f1 ( x)).
y f ( x)

f1
y 1

Then Integrate with respect to x from a to b:

M
b f2 b

a f y dydx  a [M ( x, f2 ( x))  M ( x, f1 ( x)]dx


1
38
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

b b
  M ( x, f 2 ( x))dx   M ( x, f1 ( x)    Mdx   Mdx   Mdx.
a a C1 C1 C

 M 
Therefore C Mdx  R   y dxdy.........................(1)

Now Integrating ∂N/∂x first with respect to x and then with respect to y, we get
N
 Ndy  
C R
x
dxdy...........................(2)

Combining (1) and (2) we get  N M 


C Mdx  Ndy  R  x  y  dxdy

Extending the proof to other regions (Left to you). Similar way we argue and can
see the Theorem holds for other regions. 39
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

Example: Verify Both forms of Green’s theorem for the field F(x,y)=(x-y)i+xj and
the region R bounded by the unit circle C: r(t)=(cos t)i+(sin t)j, 0 ≤ t ≤ 2π.
Solution: (Flux-divergence form)Expanding all terms in terms of t, that is
M=cost – sin t, N=cost, dx=-sint dt, dy=cost dt M M N N
 1,  1,  1,  0.
x y x y
t  2 t  2

 Mdy  Ndx   [(cos t  sin t )(cos tdt )  (cos t )( sin tdt )]   tdt   .
2
cos
C t 0 t 0

 M N 
R  x  y dxdy  R (1  0)dxdy  R dxdy   .
Other form(Circulation-curl form):
t  2 t  2

 Mdx  Ndy  
C t 0
[(cos t  sin t )( sin tdt )  (cos t )(cos dt )]  
t 0
( sin t cos t  1)dt  2 .

 N M 
R  x  y dxdy  R (1  (1))dxdy  2R dxdy  2 . 40
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

Using Green’s theorem evalution of line integrals:


2
Example: Evaluate  xydy  y dx , where C is the square cut from first quadrant by
the lines x=1 and
C
y=1.
Solution: The line integral can be converted to a double integral by Green’s
theorem and solved.
Taking M=xy, N=y2 and C and R as the square boundary and interior gives (using
first form)
1 1 1 1
3
 xydy  y 2
dx   ( y  2 y ) dxdy   3 ydxdy    3 xy 1
0
dy   3 ydy 
2
.
C R 0 0 0 0

Using second form: Taking M=-y2 and N=xy gives


3
C    R   
2
y dx xydy ( y ( 2 y )) dxdy .
2
Exercise: Calculate the outward flux of the field F(x,y)=xi+y2j across the region
bounded by the lines x=1, x=-1, y=1, y=-1. 41
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

Solution: Calculating Flux with a line integral would take four integrations, one for each
side of the square. With green’s theorem we can change it to a double integral and
evaluate. Consider M=x, N=y2, C is the square and R the squares integral.
 M N  1 1 1
Flux   F .nds   Mdy  Ndx      dxdy    (1  2 y)dxdy   (1  2 y)dy  4.
C C R 
x y  1 1 0

Example: Verify Green’s theorem for  [( xy  y )dx  x dx] ,where C is bounded by y=x
2 2

and y=x2. C

Solution: Vector field F=M(x,y)i + N(x,y)j=(xy+y2)j+x2j.

 Mdx  Ndy   Mdx  Ndy   Mdx  Ndy


C C1 C2
For C1: x=t, x2=t2, y=t2, dx=dt, dy=2tdt
1
1
  2 
t4 t5 t4 1 1 1 5  4  10 19
 Mdx  Ndy   [(t  t  t )  t  2t ] 
2 4 2     .
 4 5 4 

C1 0
4 5 4 20 20
0 42
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

For C1: x=t, y=t, thus


 
1 1

  
Mdx  Ndy   [(t 2  t 2 )  t 2 ]dt   3t 2dt   t 3 1  1
0
C2 0 0
19 1
Thus  Mdx  Ndy 
C
20
1   .
20
N M
1 x

Also  (  )dxdy   (2 x  2 y  x)dxdy    ( x  2 y)dydx.


x y 0 x2

 
R R

 
1 1
x 1 1 1 1
 xy  y 2 dx   ( x 4  x 3 )dx 
2 x5 x 4
    .
x 5 4 0 5 4 20
0 0
Tangential form is verified.
Problem: Verify Green’s theorem for  [(3x  8 y 2 )dx  (4 y  6 xy )dy] , where C is the
boundary of the region bounded by x=0,
C y=0 and x + y=1.
Example: Apply Green’s theorem to evaluate  [(2 x  y )dx  ( x  y )dy] , where C is the
2 2 2 2

C
boundary of the area enclosed by the x-axis and the upper half of the circle
x2+y2=a2. 43
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

 2 
Solution:  (2 x 2  y 2 )dx  ( x 2  y 2 )dy   ( x  y 2 )  (2 x 2  y 2 )dxdy  2 ( x  y)dxdy.
C R
x x R

Writing in polar form a


 a 
 2  (r cos   r sin  )rdrd  2 (cos   sin  )
 
r3
d
0 0 0  3 
 0
2 2  2 4
 a 3  (cos   sin  )d  a 3 sin   cos    a 3[(1  1)]  a 3 .
3 0 3 0 3 3

Problem: Evaluate  [( x  xy )dx  ( x  y )dy] , where C is the boundary of the region


2 2 2

formed by the lines x=1, x=-1, y=1, y=-1.


C

Theorem-2: The following statements are equivalent.


1.  F  dr  0 , around every closed loop in D.
2. The field F is conservative on D.
44
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

Proof: (1)  (2)


We want to show that for every two points A and B in D the integral of F∙dr has
the same value over any two paths C1 and C2 from A to B.
We reserve the direction on C2 to take a path –C2 from B to A. Together C1 and -C2
make a closed loop and
 F  dr   F  dr   F  dr   F  dr   F  dr.
C1 C2 C1 C 2 C

Thus integrals over C1 and C2 gives the same value.


(2) =>(1)
We want to show that the integral of F∙dr is zero over any closed loop C.
We pick two points A and B on C and use them to break C into two pieces: C1 from
A to B followed by C2 from
B
B toB A.
Then  F  dr   F  dr   F  dr   F  dr   F  dr  0.
C C1 C2 A A

Note-1: Theorem-1 : Theorem-2:


F  f on D  F is conservative on D   F  dr  0 over any closed path in D. 45
C
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

Problem: Find the work done in moving a particle in the force of


F=3x2i+(2xz-y)j+2k along (a) a straight line joining (0, 0, 0) to (2, 1, 3)
(b) curve denoted by x2=4y, 3x2=8z from x=0 to x=2.
Proof: (a) F  3x 2i  (2 xz  y) j  zk (b) x  t in x 2  4 y , 3x3  8z.

r (t )  2ti  tj  3tk t2 3x 3
xt,y ,z , 0  t  2.
4 8
 F  Tds  16.  F  Tds  16.
Note-1: C C

The divergence of a fluids velocity field means the rate at which fluid is being
piped into or out of the region at any given point.

The curl means the fluids rate of rotation at each point.

46
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Del Operator)

The Operator grad Applied to vector Functions:


(a) Divergence: The divergence of a continuously differentiable vector function
F=M(x, y, z)i+ N(x, y, z)j + P(x, y, z)k is denoted by
     M N P
div F    F   i j k  F    .
 x y  z  x y z
f f f
In case of scalar function grad f  f  i j k.
x y z

(b) Curl: The curl of a continuously differentiable vector field F=M(x, y, z)i+ N(x, y, z)j
+ P(x, y, z)k is defined as
   
curl F   F   i  j  k   (Mi  Nj  Pk ).
 x y z 
i j k
    P N   M P   N M 
    
i    j     k.
x y z  y z   z x   x y 
M N P 47
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

Example: Find div F and curl F, where F=grad (x3+ y3 + z3 -3xyz).


Solution: If u= x3+ y3 + z3 -3xyz, then
u u u
F  grad u  i  j  k.
x y z
 (3x  3 yz)i  (3 y  3zx) j  (3z 2  3xy)k.
2 2

 M N P 
 div F   F       6( x  y  z ).
 x y z 
   
curl F   F   i  j  k   (Mi  Nj  Pk ).
 x y z 
i j k
  
curl F   (3x  3x)i  (3 y  3 y) j  (3z  3z )k  0.
x y z
48
M N P
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

Formulas Associated with div, grad and curl:


2 f 2 f 2 f
(1) div grad f   f  2  2  2 .
2

x y z
(2) curl grad f    f  0.
(3) div curl F      F  0.
(4) curl curl F  grad div F  2 F or   (  F )  (  F )  2 F .
(5) grad div F  curl curl F   2
F or  (  F )    (  F )   2
F.
 f f f    f    f    f 
Proof: 2 f   f     i  j  k       
2 x 2 x 2 x  2x  2x  2y  y  z  z 
 f  f  f    
 2  2  2   2  2  2  f  2 f .
x y z  x y z 
 2
 2
 2
Where  2  2  2  2 is called the Laplacian operator and  2 f  0
x y z 49
is called Laplace’s equation.
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Operators: Gradient, Divergence, Curl)

Some other properties: If f and g are a scalar valued functions G is a


vector field, then we have:
(1) ( fg )  f .g  gf .
(2)   ( fG )  f  G  f  G.
(3)   ( fG )  f  G  f  G.
and etc.
Green’s Theorem in the plane: The connection between the fluids
boundary behaviour and its internal behaviour is made possible by the
notions of divergence and curl. The divergence of fluids velocity field
measures the rate at which fluid is being piped into or out of the
region at any given point. The curl measures the fluids rate of rotation
at each point.

50
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem )

Green’s theorem states that, under conditions usually met in possible,


the outward flux of a vector field across the boundary of a plane region
equals the double integral of the divergence of the field over the interior
of the region. In other words it states that the counter clockwise
circulation of a field around the boundary of the region equals the
double integral of the curl of the field over the region.
Green’s theorem is one of the great theorem of calculus. It is deep and
surprising and has far reaching consequences. In pure mathematics, it ranks in
importance with the fundamental theorem of calculus. In applied mathematics,
the generalizations of Green’s theorem to three dimensions provide the
foundation for theorems about electricity, magnetism and fluid flow.
Gianacy George Green (1793-1841), a self taught scientist in Nottingham.

51
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem)

Example: Verify the circulation form of Green’s theorem in the annular


ring R: h2≤x2+y2≤1, 0<h<1 if y x
M , N  .
x y
2 2
x y
2 2

Solution: The boundary of the region R converts of the circle


C1: x=cost, y=sin t, 0 ≤ t≤ 2π transverses counter-clockwise as t increases
and the circle C2: x=cos t, y=sin t, 0 ≤ t ≤ 2π transverses clockwise as t
increases.

52
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Green’s Theorem in the Plane)

M ( x 2  y 2 )(1)  y(2 y) x2  y2 N
  2  .
y (x  y )
2 2 2
(x  y )2 2
x
 N M 
So   x  y dxdy  0.
Now xdy  ydx xdy  ydx
 Mdx  Ndy  
C C
x y
2 2
 
Ch
x y
2 2
.

2 2
h 2 (cos 2   sin 2  )
0 (cos t  sin t )dt  0 d  2  2  0.
2 2
2
h

53
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

 The surface is defined by the equation f(x,y,z) =c (denoted by S). If the surface is
smooth then f is continuous and never vanish on S. Then we define and calculate its
area as a double integral over R (the vertical projection (or shadow) of S on the
coordinate plane).
 Partition the region R into small rectangles ∆AK (already clear earlier).Directly above
each ∆AK lies in a patch of surface ∆K that we may approximate with a portion ∆PK of
the tangent plane. ∆PK is a portion of the plane that is tangent to the surface at the
point TK (xK, yK, zK ) directly above the back corner CK of ∆AK .
 If the tangent plane is parallel to R then ∆PK will be congruent to ∆AK . Otherwise, It
will be a parallelogram whose are is some what larger than the area of ∆AK .
 At (xK, yK, zK ), f(xK, yK, zK ) is the gradient vector at TK and a unit vector P that is
normal to R.
 We have ᵞK the angle between f and P. The vector in the picture are uK and vK lie
along the edges of the patch ∆PK in the tangent plane. Thus both uK×vK and f are
normal to the tangent plane.
 |(uK×vK ) ∙p| is the area of the projection of the parallelogram determined by uK and vK
onto any plane whose normal is p.
54
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

55
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

 Thus |(uK×vK ) ∙p| = ∆AK . But |uK×vK | is the area of ∆PK .

 Thus we have |uK×vK | |p| |cos(angle between uK×vK and p)| = ∆AK

∆PK 1
same as |cos ᵞK| , f and uK×vK are
both normal to the tangent plane .

A k
or ∆PK | cos ᵞK | = ∆AK or Pk  cos k  0
cos k
A
Thus the surface area is given by  Pk   cosk
k

1 f
For f(x,y,z) =C where f . p  f p cos   
cos  f . p

56
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

Thus we have the formula for surface area as:

The area of the surface f(x,y,z)=C over a closed and bounded plane region R is

f
surface area   dA
R
f . p

where p is a unit vector normal to R and ∆f ∙p≠0.

Example: Find
the area of the surface cut from the bottom of the
parboiled x  y  z  0 by the plane z=4.
2 2

Solution: f ( x , y , z )  x  y  z  0
2 2

R is the disk x 2  y 2  4 in the xy-plane.


57
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

To get a unit normal vector to the plane R, we take p=k.


Thus at any point (x,y,z) on S we have
f ( x , y , z )  x 2  y 2  z , f  2 xi  2 yj  k
f  2 x 2  2 y 2   12  4x2  4 y2 1
f .P  f .K   1  1
In the region R ,dA=dx dy. Therefore
f
surface area   f .P
dA   4 x 2  4 y 2  1 dxdy
R x  y2 4
2

2 2
1   3

 
2 2
   4r 2  1 rdrd     d
2
4 r 1 2
0 0
0
12  0
2

 
1
12
173 2  1 d 
6

17 17  1  58
0
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

Example-2: Find the area of the cap cut from the hemisphere
f ( x , y , z )  x 2  y 2  z 2  2 , z  0 by the cylinder x2  y 2  1.

Solution: The cap S is part of the level surface f ( x , y , z )  x  y  z  2 , as


2 2 2

projection onto the xy-plane is R: x  y  1 .The vector p=k is normal to the


2 2

plane of R.

At any point (x,y,z) of the surface

f ( x, y, z )  x 2  y 2  z 2 , f  2 xi  2 yj  2 zk
f  2 x 2  y 2  z 2  2 2 since x 2  y 2  z 2  2 on S .
f . p  f .k  2 z  2 z

59
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

f 2 2
Therefore surface area  
R
f .P
dA  
R
2z
dA

But z  2  x 2  y 2 , thus
dA dA
Surface area  2   2 
R
z x  y 2 1
2 2  x2  y 2
2
 2 
0

2  1 d  2 2  2 .
EXERCISE:

1.Find the area of the surface cut from the parboiled x 2  y 2  z  0 by the plane z=2.

2.Find the area of the region cut from the plane x+2y+2z=5 by the cylinder whose walls
are x  y 2 and x  2  y 2 .
60
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

Suppose we have an electrical charge distributed over a surface f(x,y,z)=C and


the function g(x,y,z) gives the charge per unit area (charge density) at each point
of S. Then we may calculate the total charge on S as an integral in the following
way.

We partition the shadow R on the ground plane beneath the surface into small
rectangles. Suppose one typical rectangle is ∆AK then above this lies a patch of
surface ∆K , that we approximate with a parallelogram-shaped portion of tangent
plane ∆PK .Now we evaluate g at (xK, yK, zK ) and then approximate the total
change on the surface patch ∆K by the product g (xK, yK, zK ) ∆PK .
Ak
Total charge   g ( xk , yk , z k )Pk   g ( xk , yk , zk )
cos  k
If f and its first partial derivatives are continuous and g is continuous over S. Then
the sum approach to limit.
61
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral
dA f
R g ( x, y, z) cos   R g ( x, y, z ) f .P dA
This limit is called the integral of g over the surface S, and is calculated as a double integral
over R. The value of the integral is the total charge on the surface S.

Definition: If R is the shadow region of a surface S defined by the equation f(x,y,z)=c and
g is a continuous function defined as the points of S, then the integral of g over S is the
integral
f
 g ( x, y, z)
R
f .P
dA

Where P is a unit vector normal to R and f  P  0 .

The integral itself is called a surface integral.

d 
f
dA  gd
f  P S

62
Surface area differential differential formula for surface integrals
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

Example: Integrate g(x,y,z)=xyz over the surface of the cube cut from the first octant by
the planes x=1, y=1,and z=1.

Solution: We integrate xyz over each sides and add the results. Since xyz=0 on the sides
that lies in the coordinate planes, the integral over the surface of the case reduces to

 xyzd   xyzd   xyzd   xyzd


cube sideA sideB sideC

Side A is, f(x,y,z)=z=1 over the square Rxy : 0  x  1, 0  y  1

For this surface and region p  k ,f  k , f  1, f  P  k  k


63
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

f 1
d  dA  dx dy , xyz  xy 1  xy
f  P 1
1 1 1
4 1
Thus  A xyz d  
Rxy
xy dx dy  0 0 xydx dy  0 z dy 
4
1
.
Symmetry tells us that the integrals of xyz over sides B and C are also 4
Hence
1 1 1 3
 xyz d 
Cube
  
4 4 4 4
surface
:

64
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar …
Vector Calculus (Orientable Surfaces)

Orientations: We call a smooth surface S orientable or two sided if it is


possible to denote a field n of unit normal vectors on S that varies
continuously with position. Any patch or sub-position of an orientable
surface is orientable. Spheres and other closed surfaces in space
(smooth surfaces that enclose solids) are orientable. By convention, we
choose n on a closed surface to point outward.
In the Mobius band this not possible (Non Orientable surface).

65
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

Definition: If S has a unique normal at each of its point whose direction


depends continuously on the points of S then the surface S is called a
smooth surface. If S is not smooth but can be divided into finitely many
smooth portions then it is called piecewise smooth surface.
Examples: Surface of space is smooth, surface of cube is piecewise
smooth.
Definition: A surface S is said to be orientable or two sided if the positive
normal direction at any point P of S can be continued in a unique and
continues way to the surface.
If the positive direction of the normal is reversed as we move around a
curve on S passing through P, then the surface is non orientable (i.e.
one sided). Mobius strip is non orientable.

66
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Integral The Surface Integral for flux

Definition: The flux of a three dimensional vector field F across an oriented


surface S in the direction of n is given by the formula
Flux   F .n d
S
(If F is the velocity field of a three dimensional fluid flow, the flux of F across S is
the net rate at which fluid is crossing S in the chosen positive direction.)
If S is a part of a level surface g(x,y,z)=c, then n may be taken to be one of the
two fields g
n
g
depending upon one gives the preferred direction.

    g 
Then flux   F .n d    F . 
g  dA  F .  g dA

R 
g   g .P  R g .P
S   67
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Area and Surface Integral

Example: Find the flux of F=yzj+z2k outward through the surface S cut
from the cylinder y  z  1, z  0 by the planes x=0 and x=1.
2 2

Solution: g 2 yj  2 zk
n   yj  zk .
g 4 y  4z
2 2

g
dA  dA z  0.
2 1
With P=K, We have d  dA 
g .K 2z z
The value of F.n on the surface is given by the formula

   
F .n  yzj  z 2 k . yj  zk   y 2 z  z 3  z y 2  z 2  z
Therefore, the formula of F outward through S is

S  z   R dA  areaRxy   2


1 
S F .n d   z  dA
xy 68
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Integral

Definition: If S is a smooth surface defined parametrically as r(u,v)=


f(u,v)i+g(u,v)j+h(u,v)k, a  u  b ,c  v  d , and G(x,y,z) is a continuous function
defined on S, then the integral of G over S is
d b

 Gx , y , z d    G f u , v , g u , v , hu , v  r


S c a
u  rv du dv .

ru  f u i  g u j  hu k
rv  f v i  g v j  hv k

Example: Interpret G(x,y,z)=x 2over the cone z  x 2  y 2 ,0  z  1 .


Solution: z  x 2  y 2 ,0  z  1 can be parameterized as (cylindrical coordinates )
x=r cos ɵ, y=r sin ɵ, z  x  y ,0  z  1 and 0    2 .
2 2

Taking u=r and v=ɵ we have ,

69
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Integral

r r ,   r cos  i  r sin   j  rk , 0  r  1, 0    2 .
i j k
Now rr  r  cos   
sin  1  r cos  i  r sin   j  r cos 2   sin 2  k
 r sin  r cos  0
Thus rr  r  r 2 cos 2   r 2 sin 2   r 2  2r 2  2r .
2 1 2 1

 d    r 
cos 2  2r dr d  2   r 3 cos 2  dr d
2 2
Thus x
S 0 0 0 0
2 2
2 2  1 2   2
       
2
cos d  sin  .
4 0 4 2 4 0 4
70
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Integral

Example: Find the flux of F=yzi+xj-z2k outward through the parabolic cylinder
y=x2, 0  x  1, 0  z  4 .
Solution: On the surface we have x=x, y=x2, and z=z thus the
parameterization r(x,z)=xi+x2 j+zk, 0  x  1, 0  z  4 .
The cross product of the tangent vectors is
i j k
rx  rz  1 2k 0  2 xi  j .
0 0 1
The unit normal pointing outward from the surface is
rk  rz 2 xi  j
n 
rk  rz 4x2  1
2
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Integral

On the surface, y=x2, so the vector field is F=yzi+xj-z2 k=x2 zi+xj-z2 k.

Thus F  n 
1
x z 2 x   x  1   z 0 
2 2 2 x3 z  x
4x2 1 4x2 1
2 x3 z  x
4 1
Now Flux   F.n d    4 x 2  1 dx dz
S 0 0 4x2 1
1

  1 4 1 2 
4 1 4
  2 x z  x dx dz    x z  x  dz
3

0
0 0
2 2 0
4
2
4
  z  1dz  z  1    9  1  2
1 1 1 1
0
2 4 0 4 4
72
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Surface Integral

Definition: If the vector field is the velocity field F=Mi+Nj+Pk (three dimensional)
the greatest circulation is given by the curl that is
 P N   M P   N M 
Curl F    i     j    k
 y z   z x   x y 

Del notation (symbolic operator)


  
i  j k .
i j k x y z
    P N   M P   N M 
Then curl F    F     i     j    k
x y z  y z   z x   x y 
M N P
Example: Find the curl of F=(x2-y)i+4zj+x2k
i j k
Solution :   
curl F    F   4i  2 xj  k
x y z
M N P 73
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Stokes’s Theorem

Stokes’s Theorem:
The circulation of F=Mi+Nj+Pk around the boundary C of an oriented surface S
in the direction counter clockwise with respect to the surface’s unit normal vector
n equals the integral of   F  n over S.

 F  dr     F  n d
S
Counter clockwise Curl integral
circulation

Example: Verify Stokes’s theorem for the hemisphere S: x 2  y 2  z 2  9 , z  0if S


binding circle C:x2+y2=9, z=0 and the field F=yi-xj.
Solution: Using parameterization
r    3 cos  i  3 sin  j , 0    2
dr   3 sin d i  3 cos  d  j
F  yi  xj  3 sin i  3 cos   j 74
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Stokes’s Theorem

F  dr  9 sin 2  d  9 cos 2  d  C
2

 F  dr    9d
C 0
 18

 P N   M P   N M 
We have   F    y  
i     j  
 x  
k
  z   z x   y 
 0  0 i  0  0  j  0  0 k  2k .
xi  yj  zk xi  yj  zk
n  , outer unit normal.
x y z
2 2 2 3

3  f 3 

d  dA  d  dA  dA 
z  f  P z 
 
75
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Stokes’s Theorem

f  x 2  y 2  z 2  9  f  2 xi  2 yj  2 zk  f  2 x 2  y 2  z 2  2  3  6
f 6 3
f  P  f  K  2 z  2 z  d  dA  dA  dA
f  P 2z z
2z 3
  F  n d   dA  2dA
3 z
Thus    F  n d    2dA  18
S x 2  y 2 9

2 3 2 3
2
d  9 0  18 .
r 2
 2  r dr d  2 
0 0 0
2 0
76
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Divergence Theorem

Divergence in three Dimensions:


The divergence of a vector field F =M(x,y,z)i+N(x,y,z)j+P(x,y,z)k is the scalar function
M N P
divF    F    .
x y z
Example: Find the divergence of F=2xzi-xyj-zk.
Solution: 2 xz   xy   zk 
divF    F     2z  x 1
x y z

The Divergence Theorem:


The flux of a vector field F=Mi+Nj+Pk across a closed oriented surface S in the
direction of the surface’s outward unit normal field n equals the integral of
over the region D enclosed by the surface:

 F  n d     F dV .
S D

Outward flux Divergence integral


77
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Divergence Theorem

Example: Verify divergence theorem for the field F =xi+yj+zk over the sphere
x2+y2+z2=a2 .
Solution: The outer unit normal to S, calculated from the gradient of f(x,y,z) =
x2+y2+z2 - a2 is
2xi  yj  zk  xi  yj  zk
n 
4x 2  y 2  z 2  a
x2  y2  z2 a2
Hence F  n d  d  d  ad .
a a
Therefore  F  n d   a d  
 a  d  a 4a 2  4a 3 .
S S S

The divergence of F is
 x    y   z 
F     3,
x y z
4 3 
So    F dV   3 dV  3 a   4a .
3

D D 3  78
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Divergence Theorem and Stokes Theorem

Example: Find the flux of F=xyi+yzj+xzk outward through the surface of the cube
cut from the first octant by the planes x=1, y=1, z=1.
Solution: Calculation of flux requires evaluation of six separate integrals (one for
each face for the cube).We calculate the flux by integrating the divergence,

 xy    yz   xz 
F     yzx
x y z
Flux   F  n d     F dV The divergence Theorem 
cube cube
surface interior
1 1 1

  x  y  z  dx dy dz 
3
0 0 0
2

79
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Divergence Theorem and Stokes Theorem

Example: Find the circulation of the field F=(x2-y)i+4zj+x2k around the curve C in
which the plane z=2 meet the cone z  x 2  y 2 , counter clock wise as viewed
from above.
Solution: Stokes's theorem enables us to find the circulation by interprating over
the surface of the cone. C in the counter clock wise direction viewed from above
corresponds to taking the inner normal n to the cone (which has a positive z-
component).
We parameterize the cone as

r r ,   r cos  i  r sin   j  rk , 0  r  2 , 0    2 .
rr  r  r cos  i  r sin   j  rk
Then n   
1
 cos  i  sin j  k 
rr  r r 2 2
 rr  cos  i  sin  j  k rr  r   r cos  i  r sin   j  r 
  
 r  r sin  i  r cos  j  rr  r  r cos   r sin   r  2r 
2 2 2 2 2
80
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Divergence Theorem and Stokes Theorem

d  2r dr d
M  x2  y
P N  P N   M P   N M 
 F      i     j     k N  4 z
y z  y z   z x   x y 
P  x2
 4i  2 xj  k  4i  2r cos  j  k

Thus   F  n 
1
4 cos   2r cos  sin  1  4 cos   r sin 2  1
1
2 2
Thus the circulatio n is

 2 4 cos   r sin 2  1r 


2 2
1
 F  dr     F  n d 
C S 0 0
2 dr d  4
81
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Divergence Theorem and Stokes Theorem

Example: Use Stokes's theorem to evaluate


 F  drof F=xzi+xyj+3xzk
c
and C

is the boundary of the position of the plane 2x+y+z=2 in the first octant , counter
clock wise as viewed from above.
Solution: The plane is the level surface f(x,y,z)=2 of the function f(x,y,z)=2x+y+z .
The unit normal vector
f 2i  j  k
n  is constant with counterclockwise motion around C.
f 6
i j k
  
Curl F    F   x  3 z  j  yk
x y z
M N P
On the plane z  2  2 x  y
82
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Divergence Theorem and Stokes Theorem
  F   x  3  2  x  y   i  yk   7 x  3 y  6  j  yk
1 1
 F n  7x  3y  6  y   7x  4 y  6
6 6
f 6
Surface area element d  dA  dx dy
f  k 1
1 22 x
1
Thus  F  dr     F  n d     7 x  4 y  6  6 dy dx
C S 0 0 6
1 22 x

0
  7 x  4 y  6  dy dx  1
0
83
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
Divergence Theorem and Stokes Theorem

Using the Divergence theorem calculate outward flux:


1: F=(y-x)i+(z-y)j+(y-x)k
D: The cube bounded by the planes x  1, y  1 and z  1.
Ans=-16
2: F= yi+xyj-zk
D:The region inside the solid cylinder x2  y2  4 between the plane
z=0 and the parboiled z=x2+y2.
Ans  8
3: F= x2i - 2xyj+3xzk
D: The region cut from the first octant by the sphere x2+y2+z2=4.
Ans  3

4: F= 2xzi – xyj-z2k
D: The wedge cut from the first octant by the plane y+z=4 and the
 40
elliptical cylinder 4x2+y2=16 Ans 
3 84
Vector Calculus flow Integrals Mathematics-1 IIT Bhubaneswar
General Information

End Semester Examination is of 100 marks.


Most of the questions will be from the portion taught
to you after mid semester examination.

All topics are equally important. Questions will be there from


all the concepts that have been taught to you.

MANAGE YOUR TIME TO GET THE BEST SCORE FOR YOU.

ALL OUR BEST WISHES TO YOU FOR YOUR EXAMINATION.


MATHEMATIS-1 TEACHING TEAM
85
VECTOR CALCULUS …

========================

The Beginning
of your Journey
Thank You
========================
86
Mathematics The Gem of all Sciences
========================
As are the crests on the heads of peacocks,
As are the gems on the hoods of cobras,
So is mathematics,
at the top of all sciences.
Yajurveda
87

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