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Independence of Path and Conservative

Vector Fields
MATH 311, Calculus III

J. Robert Buchanan

Department of Mathematics

Summer 2011

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Goal
We would like to know conditions on a vector field function
F(x, y ) = hM(x, y ), N(x, y )i, so that if A and B are any two
points fixed in the plane, then
Z
F(x, y ) · dr
C

is the same regardless of the path C taken from A to B.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Goal
We would like to know conditions on a vector field function
F(x, y ) = hM(x, y ), N(x, y )i, so that if A and B are any two
points fixed in the plane, then
Z
F(x, y ) · dr
C

is the same regardless of the path C taken from A to B.

In this case the line integral is independent of path.


J. Robert Buchanan Independence of Path and Conservative Vector Fields
Connected Regions

Definition
A region D ⊂ R2 is called connected if every pair of points in D
can be connected by a piecewise-smooth curve lying entirely in
D.

Connected Not connected

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Simply Connected Regions

Definition
A region D ⊂ R2 is simply connected if every closed curve C
in D encloses only points in D

Simply connected Not simply connected

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Independence of Path (1 of 2)

Theorem
Suppose that the vector field F(x, y ) = hM(x, y ), N(x, y )i is
2
continuous onR the open, connected region D ⊂ R . Then the
line integral C F(x, y ) · dr is independent of path if and only if F
is conservative on D.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Independence of Path (2 of 2)
Suppose the vector field is conservative.
D E
∂f ∂f
F(x, y ) = ∇f (x, y ) = ∂x , ∂y = hM(x, y ), N(x, y )i
Select any two points A = (x0 , y0 ) and B = (x1 , y1 ) in D
and let C = (x(t), y (t)) for a ≤ t ≤ b be any path
connecting A and B.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Independence of Path (2 of 2)
Suppose the vector field is conservative.
D E
∂f ∂f
F(x, y ) = ∇f (x, y ) = ∂x , ∂y = hM(x, y ), N(x, y )i
Select any two points A = (x0 , y0 ) and B = (x1 , y1 ) in D
and let C = (x(t), y (t)) for a ≤ t ≤ b be any path
connecting A and B.

Z Z
F(x, y ) · dr = M(x, y ) dx + N(x, y ) dy
C C
Z b  
∂f 0 ∂f 0
= (x(t), y (t))x (t) + (x(t), y (t))y (t) dt
a ∂x ∂y
Z b
d
= [f (x(t), y (t))] dt
a dt
= f (x1 , y1 ) − f (x0 , y0 )

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Fundamental Theorem of Calculus for Line Integrals

Theorem
Suppose that F(x, y ) = hM(x, y ), N(x, y )i is continuous in the
open, connected region D ⊂ R2 and that C is any
piecewise-smooth curve lying in D, with an initial point (x0 , y0 )
and terminal point (x1 , y1 ). Then, if F is conservative on D, with
F = ∇f (x, y ), we have
Z (x1 ,y1 )

F(x, y ) · dr = f (x, y ) = f (x1 , y1 ) − f (x0 , y0 ).
C (x0 ,y0 )

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Example (1 of 4)

Suppose F(x, y ) = (2xe2y + 4y 3 )i + (2x 2 e2y + 12xy 2 )j.


R
1 Show that the line integral C F(x, y ) · dr is independent of
path.
2 Evaluate the line integral along any piecewise-smooth
curve connecting (0, 1) to (2, 3).

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Example (2 of 4)

F(x, y ) = (2xe2y + 4y 3 )i + (2x 2 e2y + 12xy 2 )j

1 If f (x, y ) = x 2 e2y + 4xy 3 , then ∇f (x, y ) = F(x, y ) which


implies F(x, y ) is conservative and hence independent of
path.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Example (2 of 4)

F(x, y ) = (2xe2y + 4y 3 )i + (2x 2 e2y + 12xy 2 )j

1 If f (x, y ) = x 2 e2y + 4xy 3 , then ∇f (x, y ) = F(x, y ) which


implies F(x, y ) is conservative and hence independent of
path.
2 By the Fundamental Theorem of Calculus for Line Integrals
Z (2,3)
= 216 + 4e6 .

F(x, y ) · dr = f (x, y )
C (0,1)

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Example (3 of 4)

Suppose F(x, y ) = x 2 y 3 i + x 3 y 2 j and then find the work done


moving from (0, 0) to (2, 1).

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Example (4 of 4)

F(x, y ) = x 2 y 3 i + x 3 y 2 j

1 3 3
1 If f (x, y ) = x y , then ∇f (x, y ) = F(x, y ) which implies
3
F(x, y ) is conservative and hence independent of path.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Example (4 of 4)

F(x, y ) = x 2 y 3 i + x 3 y 2 j

1 3 3
1 If f (x, y ) = x y , then ∇f (x, y ) = F(x, y ) which implies
3
F(x, y ) is conservative and hence independent of path.
2 By the Fundamental Theorem of Calculus for Line Integrals
Z (2,1)
8
W = F(x, y ) · dr = f (x, y ) = .
C (0,0) 3

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Closed Curves (1 of 4)

Theorem
Suppose that F(x, y ) is continuous in the open, connected
region
R D ⊂ R2 . Then F is conservative on D if and only if
C F(x, y ) · dr = 0 for every piecewise-smooth closed curve
lying in D.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Closed Curves (2 of 4)

R
Suppose C F(x, y ) · dr = 0 for every piecewise-smooth
closed curve lying in D.
Let P and Q be any two points in D.
Let C1 and C2 be any two piecewise-smooth curves
connecting P and Q as shown next.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Closed Curves (3 of 4)

Q
1 C2

C1
y

-1
P D

-2
-2 -1 0 1 2

C = C1 ∪ (−C2 ) is a closed curve in D.


J. Robert Buchanan Independence of Path and Conservative Vector Fields
Closed Curves (4 of 4)

Z
0 = F(x, y ) · dr
ZC Z
= F(x, y ) · dr + F(x, y ) · dr
C1 −C2
Z Z
= F(x, y ) · dr − F(x, y ) · dr
C1 C2
Z Z
F(x, y ) · dr = F(x, y ) · dr
C1 C2

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Simply-connected Regions

Recall: a region is simply-connected if it contains no holes.

Theorem
Suppose that M(x, y ) and N(x, y ) have continuous first partial
derivatives
R on a simply-connected region D. Then
C M(x, y ) dx + N(x, y ) dy is independent of path in D if and
only if My (x, y ) = Nx (x, y ) for all (x, y ) ∈ D.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Example

Show that the following line integral is independent of path.


Z
e2y dx + (1 + 2xe2y ) dy
C

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Example

Show that the following line integral is independent of path.


Z
e2y dx + (1 + 2xe2y ) dy
C

Let M(x, y ) = e2y and N(x, y ) = 1 + 2xe2y . Then

My (x, y ) = 2e2y = Nx (x, y )

and thus by the previous theorem the line integral is


independent of path.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Conservative Vector Fields

Summary: suppose that F(x, y ) = hM(x, y ), N(x, y )i where


M(x, y ) and N(x, y ) have continuous first partial derivatives on
an open, simply-connected region D ⊂ R2 . In this case the
following statements are equivalent.
1 F(x, y ) is conservative in D.
2 F(x, y ) is a gradient field in D (i.e. F(x, y ) = ∇f (x, y ) for
some potential function f , for all (x, y ) ∈ D.
R
3 F(x, y ) · dr is independent of path in D.
RC
C F(x, y ) · dr = 0 for every piecewise-smooth closed
4

curve C lying in D.
5 My (x, y ) = Nx (x, y ) for all (x, y ) ∈ D.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Graphical Interpretation (1 of 2)

1
Suppose F(x, y ) = √ h−y , xi.
x 2 +y 2

1.0

0.5

y 0.0

-0.5

-1.0

-1.0 -0.5 0.0 0.5 1.0

The vector field is not conservative since along the closed path
the vector field is always oriented with the curve (or always
against it).

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Graphical Interpretation (2 of 2)

Suppose F(x, y ) = hy , xi.


1.0

0.5

y 0.0

-0.5

-1.0

-1.0 -0.5 0.0 0.5 1.0

The vector field is conservative since along the closed path as


much of the vector field is oriented with the curve as against it.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Three Dimensions (1 of 3)

Remark: much of what we have stated for two-dimensional


vector fields can be extended to three-dimensional vector fields.

Example
Evaluate the line integral
Z
y 2 dx + (2xy + e3z ) dy + 3ye3z dz
C

along any piecewise-smooth path connecting (0, 1, 1/2) to


(1, 0, 2).

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Three Dimensions (2 of 3)

F(x, y , z) = hy 2 , 2xy + e3z , 3ye3z i

1 If f (x, y , z) = xy 2 + ye3z then F(x, y , z) = ∇f (x, y , z) which


implies F(x, y , z) is conservative.

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Three Dimensions (2 of 3)

F(x, y , z) = hy 2 , 2xy + e3z , 3ye3z i

1 If f (x, y , z) = xy 2 + ye3z then F(x, y , z) = ∇f (x, y , z) which


implies F(x, y , z) is conservative.
2 By the Fundamental Theorem of Calculus for Line Integrals
Z (1,0,2)
2 3z
F(x, y , z) · dr = xy + ye = −e3/2 .
C (0,1,1/2)

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Three Dimensions (3 of 3)

Theorem
Suppose that the vector field F(x, y , z) is continuous on the
open,
R connected region D ⊂ R3 . Then, the line integral
C F(x, y , z) · dr is independent of path in D if and only if the
vector field F is conservative in D, that is,
F(x, y , z) = ∇f (x, y , z), for all (x, y , z) in D, for some scalar
function f (a potential function for F). Further, for any
piecewise-smooth curve C lying in D, with initial point
(x1 , y1 , z1 ) and terminal point (x2 , y2 , z2 ) we have
Z (x2 ,y2 ,z2 )

F(x, y , z) · dr = f (x, y , z) = f (x2 , y2 , z2 )−f (x1 , y1 , z1 ).
C (x1 ,y1 ,z1 )

J. Robert Buchanan Independence of Path and Conservative Vector Fields


Homework

Read Section 14.3.


Exercises: 1–51 odd

J. Robert Buchanan Independence of Path and Conservative Vector Fields

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