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SMA2116 ENGINEERING MATHS II

Chipo Mufudza
Applied Mathematics Department
NUST

August 20, 2018


Outline

1 Course outline
2 Multiple Integrals
3 Vector Calculus
4 Vector Integral function
5 Integral theorem
6 Fourier Series

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 2 / 66
Course Outline I

LECTURER: DR C. MUFUDZA
OFFICE N0: na Ext na
OFFICE HOURS Friday 14:00-16:00, Thursday 8:00-15:30
This course aims at introducing students to dealing with functions of more
than one variable and Fourier series. At the end of the course students
must be able to evaluate multiple integrals, change from one co-ordinate
system to another, use the integral theorems and to evaluate the Fourier
series for a given function. The pre-requisite to this course are calculus
and linear algebra.
Course Outline
1 Multiple integrals
Double integrals
Iterated integrals
Changing a double integral from Cartesian to polar coordinates
Surface integrals
Triple integral

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 3 / 66
Course Outline II
Changing the order of integration in triple integrals
Changing from the Cartesian to spherical coordinate system
Change of variables in integrals (changing from the xy-plane to the
uv-plane)
2 Vector calculus
Scalar and vector fields
Directional derivatives
Gradient, divergence and curl of a vector
3 Vector integral function
line integrals
line integrals independent of the path
4 Integral theorem
Green’s theorem
Stoke’s theorem
Divergence/Gauss’s theorem
5 Fourier’s series
Derivation of Fourier Coefficients
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Course Outline III
Fourier series of odd and even functions
Fourier sine, cosine and whole range
Complex form
Fourier transform and integrals
Assessment
At leas two in class tests will be given as a continous assesement during
the semester before a final exam, with the following weighting
Tests: 25% Exam: 75%
References
1 Calculus with analytic geometry by Dennis Zill
2 Vector Analysis Schaum’s outline Series
3 Vector Calculus by Miroslav Lovric
4 Elementary applied Partial Differential Equation by Richard Haberman
5 Introduction to Fourier Analysis by Norman Morrison

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 5 / 66
Double Integrals I

Reminder Rb
General definite Integral a f (x)dx implies
Integral over a ≤ x ≤ b i.e. a ≤ b
Normally thought of area problem between a ≤ x ≤ b into n
subintervals of width ∆x

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 6 / 66
Double Integrals II

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 7 / 66
Double Integrals III

Each rectangle has height f (x ∗ ) the the area


X
A≈ f (xi∗ )∆x

Z b n
X
f (x)dx = lim f (x)∆x
a x→0
i=0

Double Integrals over Regions


Refers to a function of 2 variables f(x, y) with functions of one
variable integrated over an interval (2D space)

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 8 / 66
Double Integrals IV

1 A rectangle R 2 over R = [a, b] ∗ [c, d] assuming f (x, y ) ≥ 0 and


a ≤ x ≤ b, c ≤ y ≤ d. The region is shown as below

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 9 / 66
Double Integrals V
S is given by graphing f (x, y ) over R giving V = x y f (x ∗ , y ∗ )∆x
P P
and Z Z XX
f (x, y )dA = lim f (x ∗ , y ∗ )∆x
x,y →0
x y

2 Non Rectangular Regions (Not always the case) where R is any region
Z Z
f(x, y)dx
R
Regions are basically given by 2 types case 1 and case 2 as shown below

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 10 / 66
Double Integrals VI
Case 1 R : a ≤ x ≤ b and g1 (x) ≤ y ≤ g2 (x) where the boundary
R g (x)
functions are continuous. we have the partial integral g12(x) f (x, y )dy

is function of x alone, we may integrate the resulting function w.r.t x


Z Z b g2 (x) Z "Z #
b g2 (x)
f(x, y)dydx = f(x, y)dy dx
a g1 (x) a g1 (x)

. This an integral of f over type 1 region. NB: Idea is to carry


iterative integrations
Case 2 R : c ≤ y ≤ d and h1 (x) ≤ y ≤ h2 (x). The same iterated
integral of f over type 2
Z Z d h2 (x) Z "Z #
d h2 (x)
f(x, y)dydx = f(x, y)dx dy
c h1 (x) c h1 (x)

General Properties
Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 11 / 66
Double Integrals VII

1
Z Z Z Z Z Z
f(x, y) + g(x, y)dA = f(x, y)dA + g(x, y)dA
R R R

2 Z Z Z Z
cf(x, y)dA = c f(x, y)dA
R R
where c is any constant.
3 If the region R : R1 ∪ R2 can be split into two separate regions then
the integral can be written as:
Z Z Z Z Z Z
f(x, y) + g(x, y)dA = f(x, y)dA + g(x, y)dA
R R1 R2
R R R R
4 If f(x, y) ≥ g(x, y) on R then R f(x, y)dA ≥ R g(x, y)dA

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 12 / 66
Examples I

1 Evaluate the integral of f (x, y ) = 2xy over R : −1 ≤ x ≤ 2 and


x ≤ y ≤ x2 + 1
Solution
sketch the graph and integrate over type 1
Z "Z 2
2
#
x +1 Z 2
2 +1
2xydy dx = xy 2 |xx (1)
−1 x −1
Z 2
x(x 2 + 1)2 − x(x)2 dx

=
−1
Z 2
x 5 + x 3 + x dx

=
−1
= 1/6x 6 + x 4 /4 + 1/2x 2 |2−1 = 63/4

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 13 / 66
Examples II

4xy − y 3 dA where R : y = x and y = x 3
R R
2 R
Solution: We need to establish the inequalities of x and y sketching
by two curves the sketch below:

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 14 / 66
Examples III

√ see 2 inequalities from the sketch 0 ≤ x ≤ 1 and


Thus we can
x3 ≤ y ≤ x

Z Z Z 1 Z x
3
4xy − y dA = 4xy − y 3 dydx (2)
R 0 x3
1 √x
Z
2xy 2 − 1/4y 4 x 3 dx

=
0
Z 1
= 7/4x 2 − 2x 7 + 1/4x 1/2 dx
0
 
= 7/12x 3 − 1/4x 8 + 1/52x 1/3 |10
= 55/156

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 15 / 66
Change of Order of Integration I

in some cases integration is easier to integrate when order of


integration is reversed type I(typeII) or type II (type I).
Example I
Evaluate Z Z
2
xe y dA
R
over the region R in the first quadrant bounded by the graph of
y = x 2 , x = 0, y = 4

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 16 / 66
Change of Order of Integration II

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 17 / 66
Change of Order of Integration III

Exercises
R R sin x
1 Evaluate the following R
dxdy where R : y ≤ x ≤ 1, 0 ≤ y ≤ 1
x
2 Find the volume for the solid under the surface Z = xy and above the
triangle with
R Rvertices (1, 1), (4, 1) and (1, 2)
3 Evaluate R (2x − y )dA where R is the region defined by parabola
x = y 2 and straight line x − y = 2
4 More Exercises in Tutorials

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 18 / 66
Double Integral in Polar form I

When we have regions described in term of a disk rather than


Cartesian plane say radius 2.
Then
R R we still have to determine inequalities in terms of x and y. i.e
f (x, y )dA where disk of radius 2 can be defined as
R √ √
R : −2 ≤ x ≤ 2 and − 4 − x2 ≤ y ≤ 4 − x2
These are complex we can change to polar in the following
0 ≤ θ ≤ 2π and 0 ≤ r ≤ 2 which are easier
General Regions in Polar Coordinates: The figure 19a) shows the
region in polar regions whilst the area is shown on 19b).
The region will be represented by α ≤ θ ≤ β and h1 (θ) ≤ r ≤ h2 (θ)

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 19 / 66
Double Integral in Polar form II

a) b)

Figure: Double Polar regions

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 20 / 66
Double Integral in Polar form III
Considering the mesh for radial lines and arcs we have ∆r = r0 − ri
where r0 is radius of outer arc and and ri is the inner arc.
Geometrically length of edge is ri ∆θ where ∆θ is angle between two
radial lines
Area of sector A = 12 r 2 θ and assume r0 ≈ ri = r then ∆A = r ∆r ∆θ
assuming the limits then we have

dA = rdrdθ

cartesian to polar we have x = r cos θ, y = r sin θ and r 2 = x 2 + y 2


The double Integral in polar coordinates will be
Z Z Z β Z h2 (θ)
f(x, y)dA = f(r cos θ, r sin θ)rdrdrθ
R α h1 (θ)

The double integral s normally given as the Volume

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 21 / 66
Double Integral in Polar form IV

Examples
1 Evaluate
R R the integral by converting to polar coordinates
R 2xy dxdy R is the portion of the region between radius 2 and 5
centered at the origin that lies in the first quadrant.
R R
2 Evaluate R (2x + 3y )dxdy where R is the region in the first
quadrant bounded by circles x 2 + y 2 = 1 and x 2 + y 2 = 4
3 Findp the volume of the solid that lies below the hemisphere
z = 9 − x 2 − y 2 above xy plane inside cylinder x 2 + y 2 = 1
1. Solutions
Boundaries inequality for r: 2 ≤ r ≤ 5 and we only want the portion
that is in the first quadrant we get 0 ≤ θ ≤ π2

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 22 / 66
Double Integral in Polar form V

π
Z Z Z
2
Z 5
(2xy )dxdy = 2(r cos θ)(r sin θ)rdrdθ (3)
R 0 2
π
Z
2
Z 5
= r 3 sin 2θdrdθ
0 2
Z π
2 1 4
= r sin(2θ)|52 dθ
0 4
Z π
609 2
= sin(2θ)dθ
0 4
609 π
= − cos(2θ)|02
8
609
=
4
2. Solution
Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 23 / 66
Double Integral in Polar form VI

Z Z Z θ= π2 Z r =2
(2x + 3y )dxdy = (2r cos θ + 3r sin θ)rdrdθ (4)
R θ=0 r =1
Z θ= π Z r =2
2
= (2r 2 cos θ + 3r 2 sin θ)drdθ
θ=0 r =1
θ= π2 2
2r 3
Z 
3
= cos θ + r sin θ dθ
θ=0 3 1
Z θ= π  
2 16
= cos θ + 8 sin θ
θ=0 3
 
2
− cos θ + sin θ dθ
3
Z θ= π  
2 14
= cos θ + 7 sin θ dθ
θ=0 3
 π/2
14 35
= sin θ = 7 cos θ =
3 0 3
Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 24 / 66
Application of Double Integrals I

These can be applied to many examples in Physics, Engineering and


medicine. Examples include the following:
Centre of mass, Moment of Inertia (Homework)
Surface Area
Volumes

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 25 / 66
Triple Integrals I
Reminder
R
1 f (x)dx ⇒ region under f (x) is Area 2D: Mass of a thin wire 1D
RR R
2 R f (x, y )dA ⇒ region under f (x, y ) is Volume 3D: mass of
lamina is 2D
R RR
3 R f (x, y , z)dV ⇒ region under f (x, y , z) is Volume 4D: mass of
volume is 3D
Definition Let F be a continuous function of 3 variables defined on a
rectangular box B, and let P be equal to P = {Bijk } be partition of B
then
A Riemann sum of F over B wrt to partition P is the sum of the form:
l X
X m X
n
∗ ∗ ∗
F (xijk , yijk , zijk )∆V
i=1 j=1 k=1

∗ , y∗ , z∗ )
where (xijk ijk ijk
Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 26 / 66
Triple Integrals II

Z Z Z l X
X m X
n
∗ ∗ ∗
f (x, y , z) = lim F (xijk , yijk , zijk )∆V
R l,m,n→0
i=1 j=1 k=1

where Z can be h1 (x, y ) ≤ z ≤ h2 (x, y )


Z Z Z Z Z "Z h2 (x,y )
#
f (x, y , z)dV = f (x, y , z)dz dA
B R h1 (x,y )

Thus we can have 6 possible orders of integration:


dzdxdy, dzdydx, dydxdz, dydzdx, dxdydz, dxdzdy
Examples
1 Evaluate the triple integral of x 2 y + yz 2 over
B : {(x, y , z) : −1 ≤ x ≤ 1, 0 ≤ y ≤ 3, 1 ≤ z ≤ 2}
RR R
2 Evaluate T zdv where T is the solid in the first octant bounded
by the graph of z = 1 − x 2 and y = x
Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 27 / 66
Triple Integrals III

Solution
Z 2Z 3Z 1 2 3 1
x 3y
Z Z 
2 2 2
(x y + yz )dxdydz = + xyz dydz
(5)
1 0 −1 z=1 y =0 3 x=−1
Z 2Z 3
2 y /3 + yz 2 dydz
 
=
1 0
2 2 3
y 2z 2
Z
y
= 2 + dz
1 6 2 0
2
9z 2
Z
= 2 9/6 +
dz
1 2
2
= 1/3 z + z 3 1 = 24


2. Z simple : 0 ≤ z ≤ 1 − x 2 , 0 ≤ x ≤ 1, 0 ≤ y ≤ x NB
0 = 1 − x 2 ⇒ x = ±1 but we ignore negative as we consider first octant.

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 28 / 66
Triple Integrals IV

Z Z Z Z 1 Z x Z 1=x 2
zdv = z dzdydx (6)
x=0 y =0 z=0
Z 1 Z x
1
(1 − x 2 ) − 0 dydx

=
x=0 y =0 2
Z 1 Z x
1
= (1 = 2x 2 + x 4 )dydx
2 x=0 y =0
1 1 
Z
x
= y − 2x 2 y + x 4 y y =0 dx
2 x=0
1 1
Z
= x − 2x 3 + x 5 dx
2 x=0
1
1 x 2 2x 4 x 6

1
= − + =
2 2 4 6 0 12

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 29 / 66
Triple Integrals in Cylindrical cordinates I

In the cylindrical coordinate system, a point P in 3D is represented by


the ordered triple (r , θ, z) where r , θ are polar coordinates of the
projection of P onto the xy plane and z is the directed distance from
the xy plane to P.
to convert a point in rectangular (x, y , z) from to cylindrical
coordinate we use the following equations:
y
r 2 = x 2 + y 2 , tan θ = , z = z,
x
p y
x 2 + y 2 , θ = tan−1 ( ), z = z
r=
x
Reversing from cylindrical to rectangular we use

x = r cos θ, y = r sin θ, z = z, dV = rdzdrdθ

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 30 / 66
Triple Integrals in Cylindrical cordinates II
Let region E be 2 simple region described by

E = {(x, y , z)|(x, y ) ∈ R, u1 (x, y ) ≤ z ≤ u2 (x, y )}

where R is the projection of of E on xy plane. This can be given as


E = (r , θ, z)|α ≤ θ ≤ β, h1 (θ) ≤ r ≤ h2 (θ) and
u1 (r cos θ, r sin θ) ≤ z ≤ u2 (r cos θ, r sin θ) Thus the triple Integral in
cylindrical cordinates can be give as
Z Z Z Z β Z h2 (θ) Z u2 (r cos θ,r sin θ)
f (x, y , z)dV = rf (r cos θ, r sin θ, z)
E α h1 (θ) u1 (r cos θ,r sin θ)

dzdrdθ
NOTE we have done this over for which is in XY plane but this can
be modified in the yz plane or xz plane.
Examples

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 31 / 66
Triple Integrals in Cylindrical cordinates III

RR R
1 Evaluate E
ydV where E is the region that lies below the plane
z = x + 2 above the xy -plane and between the cylinders x 2 + y 2 = 1
and x 2 + y 2 = 4.
2 Convert
Z 1 Z √1−y 2 Z √x 2 +y 2
xyz dzdxdy
−1 0 x 2 +y 2

to an integral to cylindrical coordinates.


Solution:
1. start converting z in terms of cylindrical coordinates
0 ≤ z ≤ x + 2 ⇒ 0 ≤ z ≤ r cos θ + 2.
– we are above xy plane so the plane is z = 0.

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 32 / 66
Triple Integrals in Cylindrical cordinates IV
–Region R is the region between the two circles x 2 + y 2 = 1 and
x 2 + y 2 = 4 in the xy -plane giving 0 ≤ θ ≤ 2π and 1 ≤ r ≤ 2
Z Z Z Z 2π Z 2 Z r cos θ+2
ydV = (r sin θ)rdzdrdθ (7)
E 0 1 0
Z 2π Z 2
= r 2 sin θ(r cos θ + 2)drdθ
0 1
Z 2π Z 2
1 3
= r sin(2θ) + 2r 2 sin θdrdθ
0 1 2
Z 2π  2
1 4 2 3
= r sin(2θ) + r sin θ dθ
0 8 3 1
Z 2π
15 14
= sin(2θ) + sin θdθ
0 8 3
 2π
15 14
= − cos(2θ) − cos θ =0
16 3 0

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 33 / 66
Triple Integrals in Cylindrical cordinates V

2. We have inequalitiesp p
−1 ≤ y ≤ 1, 0 ≤ x ≤ 1 − y 2 , x 2 + y 2 ≤ z ≤ x 2 + y 2 .
The first 2 inequalities define R: the lower and upper bounds of x so
we have at least part of the right half a circle of radius 1 centered at
the origin. So the ranges for R in cylindrical coordinates are:
π π
≤θ≤ , 0≤r ≤1
2 2
The limits of the range of z are r 2 ≤ z ≤ r . Therefore
Z 1 Z √1−y 2 Z √x 2 +y 2 Z π Z 1Z r
2
xyz dzdxdy = r (r cos θ)(r sin θ)zdz
−1 0 x 2 +y 2 − π2 0 r2
π
Z
2
Z 1Z r
= zr 3 cos θ sin θdzdrdθ
− π2 0 r2

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 34 / 66
Triple Integrals in Spherical Cordinates I

Recall: definition of Spherical Coordinates

The conversion formulas are: x = ρ sin ϕ cos θ, y = ρ sin ϕ sin θ, z =


ρ cos ϕ, x 2 + y 2 + z 2 = ρ2 , r = ρ sin ϕ.

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 35 / 66
Triple Integrals in Spherical Cordinates II
We have following restrictions

ρ ≥ 0, 0 ≤ ϕ ≤ π

. When the region of integration is bounded by portions of spheres where:


ρ is the distance from origin to a point P
ϕ is the angle between the positive z axis and ρ
θ is the angle between the positive and negative x axis and r .
This will mean we will have the ranges for the variables

a ≤ ρ ≤ b, α ≤ θ ≤ β, δ ≤ ϕ ≤ γ

Then

∆V = ρ2i sin ϕj ∆ρ∆ϕ∆θ (9)


2
dV = ρ sin ϕdρdθdϕ.
Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 36 / 66
Triple Integrals in Spherical Cordinates III

Therefore the
integral will become
Z Z Z Z γ Z β Z b
F (x, y , z) = ρ2 sin ϕF (ρ sin ϕ cos θ, ρ sin ϕ sin θ, ρ cos ϕ)d
E δ α a

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 37 / 66
Triple Integrals in Spherical Cordinates IV

EXAMPLES
RR R
1 Evaluate T xdV where T is the part of the region in the first
octant lying inside the sphere x 2 + y 2 + z 2 = 1
RR R
2 Evaluate T xzdV where T is bounded by sphere
p
2 2 2
x + y + z = 4 and cone z = x 2 + y 2
Solution
1 First Octant implies x ≥ 0, y ≥ 0, z ≥ 0
π π
T = (ρ, ϕ, θ)|0 ≤ ρ ≤ 1, 0 ≤ ϕ ≤ , 0≤θ≤
2 2
x = sin ϕ cos θ
dV = ρ2 sin ϕdρdϕdθ

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 38 / 66
Triple Integrals in Spherical Cordinates V
π π
Z Z Z Z
2
Z
2
Z 1
xdV = ρ sin ϕ cos θρ2 sin ϕdρdϕdθ
T θ=0 ϕ=0 ρ=0
π π
Z
2
Z
2
Z 1
= ρ sinϕ cos θdρdϕdθ
3
0 0 0
Z π Z π
2 2
= ρ4 sinϕ cos θdϕdθ
0 0
Z π Z π
1 2 2
= sinϕ cos θdϕdθ
4 0 0
Z π Z π
1 2 2 1
= (1 − cos 2ϕ) cos θdϕdθ
4 0 0 2
Z π Z π
1 2 2
= (1 − cos 2ϕ) cos θdϕdθ
8 0 0
Z π
1 2 sin 2θ
= θ− cos θdθ
8 0 2
Z π
1 2 π π π
2
π
= cos θdθ = sin θ| 0 = 20, 2018
Mufudza C. (Faculty of Applied Sciences) 8 ENGINEERING
SMA2116 2 MATHS 16
II 16
August 39 / 66
Change of Variable for Multiple Integrals I

Reminder in Single variable: Change of variable when we integrate a


function of one
R var. to transform the given integrated into one easier
to evaluate f (x)dx we let x = g (u), du = g 0 (u) → dx = g 0 (u)du
dx

Z b Z d
f (x)dx = f (g (u))g 0 (u)dudx
a c

The we have f (x, y ) = f (g (u, v )) for 2 var.


In double integrals we have R converted to polar when coordinates
are circular with x = r cos θ, y = r sin θ
In General we want to change region R by transformation T:
R ∈ (x, y) to plane region D ∈ (u, v)

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 40 / 66
Change of Variable for Multiple Integrals II
Transformation is one relationship between R and D:

T (u, v ) = (x, y ) : x = g (u, v ), y = h(u, v )

The Jacobian: transformation of T defined by


x = g (u, v ), y = h(u, v ) then
∂x ∂x
∂(x, y ) ∂u ∂v
J= =
∂(u, v ) ∂y ∂y
∂u ∂v

∂x ∂y ∂x ∂y
−=
∂u ∂v ∂v ∂u
If F is cont. and Jacobian is non zero the
Z Z Z Z
f (x, y )dA = f (g (u, v ), h(u, v ))Jdudv
R D

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 41 / 66
Change of Variable for Multiple Integrals III

where
∂(x, y , z)
dV = dudvdw
∂(u, v , w )
Example: R R
1. Evaluate R (x + y )dA where R is the region bounded by
y = −2x, y = 12 x − 15 1
2 , y = −2x + 10, y = 2 x with transformation
x = u + 2v , y = v − 2v
2. Show that when changung to polar cordinates we have dA = rdrdθ
Solution

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 42 / 66
Change of Variable for Multiple Integrals IV

Change of variables and finding boundaries:

y = −2x ⇒ v − 2u = −2(u + 2v ), i.e v = 0


1 15 1
y= x− ⇒ v − 2u = (u + 2v ), ie u = 0
2 2 2
y = −2x + 10 ⇒ v − 2u = −2(u + 2v ) + 10, i.e v = 2
1 1
y= x ⇒ v − 2u = (u + 2v ), ie u = 3
2 2
∂(x, y )
J=| |=5
∂(u, v )

The final inequalities will be

0 ≤ u ≤ 3, 0 ≤ v ≤ 2

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 43 / 66
Change of Variable for Multiple Integrals V

Integral becomes

Z Z Z 2Z 3
(x + y )dA = (u + v )|J|dudv
R 0 0
Z 2Z 3
= 5(u + v )dudv
0 0
Z 2
= 5 [u 2 /2 + uv ]30 dv
0
= [9/2v + 3v 2 /2]20 = 75

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 44 / 66
Vector Calculus I

Vector: quantity with magnitude and direction


Calculus: quantity with magnitude only
Vector Field: a vector field on two(three) dimensional space is a

function F that assigns to each point (x,y) or (x,y,z) a two (three
→ →
dimensional) vector given by F (x, y ) or F (x, y , z).
standard notation is given by :
→ → →
F (x, y ) = P(x, y ) i +Q(x, y ) j
→ → → →
F (x, y , z) = P(x, y , z) i +Q(x, y , z) j +R(x, y , z) k
The functions P,Q,R are sometimes called scalar functions
Calculus Field: If to each point x, y , z of region R in space the
corresponds a number of scalar φ(x, y , z) then φ is called scalar
function of the position and we say that a scalar field φ has been
defined.
Example: Sketch each of the following vector fields:
Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 45 / 66
Vector Calculus II

→ → →
1 F (x, y ) = −y i +x j
→ → → →
2 F (x, y ) = 2x i −2y j −2x k
Solution
1 To graph the vector fields we need some values of the function Thus
plugging in values

→ 1 1 1 → 1 →
F ( , )=− i + j
2 2 2 2
→ 1 1 1 → 1 →
F ( ,− ) = i + j
2 2 2 2
→ 3 1 1 → 3 →
F ( , )=− i + j
2 4 4 2

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 46 / 66
Vector Calculus III

→ →
Thus we have vector − 21 i + 12 j at point 12 , 12 and so on.

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 47 / 66
Vector Calculus IV

Exercise: → → → →
→ →
Sketch the following F (x, y ) = 2 j , F (x, y ) = y i −x j , F
→ →
(x, y ) = √ y i −√ x j
x 2 +y 2 x 2 +y 2

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 48 / 66
Vector Calculus V
Gradient of Vector field: If F is a scalar function f (x, y , z) then
gradient vector field is given by ∇f = hfx , fy , fz i
Find the gradient vector field of the following:
1 f (x, y ) = x 2 sin(5y )
2 f (x, y ) = ze −xy
3 Sketch the gradient vector field for f (x, y ) = x 2 + y 2
4 Solution:
1 ∇f =
2x sin(5y ), 5x 2 cos(5y )

2 ∇f = −yze −xy , −xze −xy , e −xy


→ →
3 sketch ∇f (x, y ) = 2x i +2y j

Conservative Vector field: it exist when there exist a fuction f :


such that
→ ∂f → ∂f → ∂f →
F = ∇f = i + j + k
∂x ∂y ∂z
→ →
If F is conservative then the function F is called the potential for F ie
if it is a gradient field
Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 49 / 66
Vector Calculus VI

Dot Product/inner product


Let a = a1 i + a2 j + a2 k and b = b1 i + b2 j + b2 k then the dot product
of a and b is
   
a1 b1
a.b =  a2  .  b2  = a1 b1 + a2 b2 + a3 b3
a3 b3

Divergence of vector: is a measure of how much fluid flow enters


the neighbourhood around P compared to how much leaves the
neighbourhood.
If more fluid is enters the neighbourhood around P than leaves then
divergence is negative around P
If more fluid is leaves the neighbourhood around P than enters then
divergence is positive around P If more same fluid enters as leaves the
neighbourhood around P than leaves then divergence is zero around P

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 50 / 66
Vector Calculus VII

Divergence diagrams

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 51 / 66
Vector Calculus VIII

F (x, y , z) = Pi + Qj + Rk
 ∂   
∂x i Pi

div F = ∇.F =  ∂y j  .  Qj 
∂ Rk
∂x k

Exercise
Find the divergence of
1 F (x, y ) = xi + yj
2 F (x, y ) = yi
1
3 F (x, y ) = x+1 i
Solution
∂ ∂
1 div F = ∇.F = ∂x (x) + ∂y (y )
=1+1=2
∂ ∂
2 div F = ∇.F = ∂x (y ) + ∂y (0)=0
∂ 1
3 div F = ∇.F = ∂x ( x+1 ) = ln(x + 1)

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 52 / 66
Vector Calculus IX
Curl of Vector: It is the measurement of rotation of a vector field in
the neighbourhood of P.
Positive curl means fluid flow flows clockwise direction (Paddle)
Zero Curl means no rotation (irrotational)
If F (x, y , z) = Pi + Qj + Rk then

i j k
∂ ∂ ∂
Curl F = ∇ ∗ F = ∂x ∂y ∂x
P Q R
∂ ∂ ∂ ∂ ∂ ∂
= ∂y ∂z i −j ∂x ∂z +k ∂x ∂y
Q R P R P Q
     
∂R ∂Q ∂R ∂P ∂Q ∂P
= − i −j − +k −
∂y ∂z ∂x ∂z ∂x ∂y
Exercise
Find the curl of the following vectors
Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 53 / 66
Vector Calculus X
1 F (x, y ) = xi + yj
2 F (x, y ) = yi
1
3 F (x, y ) = x+1 i
4 Show that
∇.(∇ ∗ F ) = 0
∇.(φF ) = φ(∇.F ) + F . (∇φ) where φ is potential of F
Solution
1      
∂R ∂Q ∂R ∂P ∂Q ∂P
− i −j − +k − =0
∂y ∂z ∂x ∂z ∂x ∂y
2 0
3 0    
∂Q
4 ∇ ∗ F = ∂R ∂R ∂P
+ k ∂Q ∂P

∂y − ∂z i −j ∂x − ∂z ∂x − ∂y
∂ ∂R ∂Q

   
∂x ∂y ∂z
∂  .  ∂R − ∂P 
∇.(∇ ∗ F ) =  ∂y ∂x ∂z
∂ ∂Q ∂P
∂y ∂x − ∂y
∂2R ∂2Q ∂2R ∂2P ∂2Q ∂2P
= ∂x∂y − ∂x∂z − ∂y ∂x + ∂y ∂z + ∂z∂x − ∂z∂y = 0

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 54 / 66
Line Integrals I

Reminder: Parametric Equations


Curve Parametric Equations
Circle: x 2 + y 2 = r 2 x = r cos t, y = r sin t, 0 ≤ t ≤ 2π
y = f (x) x = t, y = f (t)
x = f (y ) x = g (t), y = t
Line segment from r(t) = (1 − t) hx0 , y0 , z0 i + t hx1 , y1 , z1 i
(x0 , y0 , z0 ) to (x1 , y1 , z1 ) OR
x=(1-t)x0 + tx1
y=(1-t)y0 + ty1
z=(1-t)z0 + tz1

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 55 / 66
Line Integrals II

Suppose we have a curve a smooth curve and given by parametric


equations x = h(t), y = g (t), a ≤ t ≤ b
The parametrized of the curve as vector function is given by

r(t) = h(t)i + g (t)j, a ≤ t ≤ b

The curve is called smooth if r(t) 6= 0 for all t


Definition: Line Integral
Z
f (x, y )ds
C
ds acknowledge the facat that we are moving along curve, C instead
of dx/dy thus we also call it Line integral of f with respect to arc
length

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 56 / 66
Line Integrals III
r  2
dx 2
Rb  dy
Arc length: L = a ds, ds = dt + dt dt. Thus we have
s 
dx 2
Z Z b  2
dy
f (x, y )ds = f (h(t), g (t)) + dt
C a dt dt
r  2
dx 2 dy

Remember dt + dt = kr(t)k where kr(t)k is the magnitude
or norm.
Thus integral
Z Z b
f (x, y )ds = f (h(t), g (t)) kr(t)k dt
C a

Example
c is curve r(t) = 2ti + t 3 j
R
1 R yds2 where
2 C
(x + y )ds where C is right half circle x 2 + y 2 = 9
2

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 57 / 66
Line Integrals IV

x 3 ds where C is the curve shown


R
3 C

Solution

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 58 / 66
Line Integrals V

1 r(t) = x(t)i + y (t)j, x(t)p= 2t, y (t) = t 3√


r0 t = 2i + 3t 2 j, |r(t)| = 22 + (3t 2 )2 = 4 + 9t 4
The Integral becomes
Z 1 p
t3 4 + 9t 4 dt
t=0

u = 4 + 9t 4 , du = 36t 3 dt : t = 1, u = 13, t = 0, u = 4 Then


Integral in u
13 √ 1 2u 3/2 13
Z
1
udu = . 4 = 0.7199
36 u=4 36 3

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 59 / 66
Line Integrals VI

2 For circle x = r cos t, y = r sin t given the half circle r = 3 thus


x(t) = 3 cos t, y (t) = 3 sin t

p
r (t) = (3 cos t)i + (3 sin t, )j ⇒ kr (t)k = 9 sin2 t + 9 cos2 t = 3
−π π
For half circle 2 ≤t≤ 2. The integral becomes
Z −π Z −π
2 2
(9 sin2 t + 9 cos2 t)3dt = 27 dt = 27π
−π −π
2 2

C1 : x = t, y = −1, −2 ≤ t ≤ 0
C2 : x = t, y = t 3 − 1, 0 ≤ t ≤ 1
C3 : x = 1, y = t, 0≤t≤2

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 60 / 66
Line Integrals VII
Now for each line integral over each of these curves:
Z Z 0 p Z 0
3 3
4x ds = 4t 12 + 02 dt = 4t 3 dt = t 4 |0−2 = −16
C1 −2 −2
Z Z 1  
p 1 2
4x 3 ds = 4t 3 12 + (3t 2 )2 dt = (1 + 9t 4 )3/2 |10
C2 0 9 3
= 2.268
Z Z 2 p Z 2
4x 3 ds = 4t 3 02 + 12 dt = 4dt = 8
C3 0 0

Finally, the line integral that we were asked


Z Z Z Z
3 3 3
4x ds = 4x ds + 4x ds + 4x 3 ds
C C1 C2 C3
= −16 + 2.268 + 8
= −5.732

4 Line Integrals with respect to variable x/y


Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 61 / 66
Line Integrals VIII

Suppose a 2D curve is give as x = x(t), y = y (t), a ≤ t ≤ b then Line


with respect to x and y are given as:
Z Z b
f (x, y )dx = f (x(t), y (t))x 0 (t)dt
C a
Z Z b
f (x, y )dy = f (x(t), y (t))y 0 (t)dt
C a
They often appear together as
Z Z
Pdx + Qdy = P(x, y )dx + Q(x, y )dy
C C
R R
Fact −C
f (x, y )dy = − C
f (x, y )dy
5 Examples
sin(πy )dy + yx 2 dx where C is the line segment from (0,2)
R
1 Evaluate C
to (1,4) R
2 Evaluate C ydx = xdy + zdz where c is given by
x = .y = y − sin t, z = t 2 , 0 ≤ t 2 ≤ 2π

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 62 / 66
Line Integrals IX

6 Solution 1. The parametric curve


r (t) = (1 − t) < 0, 2 > +t < 1, 4 >=< t, 2 + 2t >. The line integral
becomes

Z
sin(πy )dy + yx 2 dx
C
Z Z
= sin(πy )dy + yx 2 dx
C C
Z 1 Z 1
= sin(π(2 + 2t)(2))dt + (t)2 (2 + 2t)(1)d
0 0
 1
−1 2 3 1 4
= cos(2π + 2πt)10 + t + t
π 3 2 0
7
=
6

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 63 / 66
Line Integrals X

2.
Z Z Z
ydx + xdy zdz =
C C C
Z 2π Z 2π Z 2π
sin t(− sin t)dt + cos t(cos t)dt + t 2 (2t)dt =
0 0 0
Z 2π Z 2π Z 2π
2
− sin tdt + 1(1 + cos(2t))dt + 2t 3 dt =
0 0 0
8π 4

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 64 / 66
Line Integrals of Vector Fields I

1 Line int over a vector field



F (x, y , z) = P(x, y , z)i + Q(x, y , z)j + R(x, y , z)k over a smooth

curve r (t) = x(t)i + y (t)j + z(t)k, a ≤ t ≤ b. Then the Line
Integral of F along C is
Z t=b Z
→ →0
F ( r (t)) r (t)dt = F .dr
t=a C

where [dr = dx dy dz], thus we have


Z Z b
F1 dx + F2 dy + F3 dz = [F1 x 0 + F2 y 0 + F3 z 0 ]dt
C a

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 65 / 66
Line Integrals of Vector Fields II

2 Examples: Find the value of the integral F (r ) = −yi − xyj and C is


the circular arc from A to B represented by r (t) = cos ti + sin tj and
0 ≤ t ≤ π2 then x(t) = sin t and y (t) = sin t and
F (r (t)) = y (t)i − x(t)y (t)j = sin ti − cos t sin tj where
dr = − sin ti + cos tj then
Z Z π
2
F (r ).dr = [− sin t, − cos t sin t].[− sin t, cos t]dt
C 0
Z π Z π
2 2 1 π 1
= [sin2 t − cos2 t sin t]dt = (1 − cos 2t)dt = − 0 − = 0.4521
0 0 2 4 3
check Kreyzig 423

Mufudza C. (Faculty of Applied Sciences) SMA2116 ENGINEERING MATHS II August 20, 2018 66 / 66

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