7

1. Gradient, divergence and curl in R

3
in Cartesian coordinates
For the sequel we x the following notation.
Position vector: r = xi + yj + zk, here i, j, k or e
1
, e
2
, e
3
denote the canonical unit vectors.
|r| = r =
_
x
2
+ y
2
+ z
2
length of r.
Scalar eld (r) = (x, y, z) R, , . . .
Vector eld f(r) = f
1
e
1
+ f
2
e
2
+ f
3
e
3
= f(r)i + g(r)j + h(r)k where f(r) R
3
. Similarly for
other vector elds g, h etc.
We write for the dot (= scalar) product, and for the vector product. Recall that
e
i
e
i
= 1 = |e
i
|
2
, and e
i
e
j
= 0 for i = j.
e
1
e
2
= e
3
, e
2
e
3
= e
1
, e
3
e
1
= e
2
. (cyclic permuting is OK)
a b = b a, a b a, b for general a, b R
3
, is not associative!!.
Now we dene three dierential operators which are natural generalizations from Calculus
in 2 dimensions. It will turn out, that treating the nabla as a (formal) vector,
simplies and unies some of the expressions. This approach is widely used in the literature.
Althought we will not justify it here rigorously, it is very useful to gain some practice with
this so called nabla calculus
Gradient (vector valued)
=
3

i=1

x
i
e
i
=

x
1
e
1
+

x
2
e
2
+

x
3
e
3
=

x
i +

y
j +

z
k
Formally,
=
3

i=1

x
i
e
i
=

x
1
e
1
+

x
2
e
2
+

x
3
e
3
=

x
i +

y
j +

z
k
is a vector (technical problem: not in R
3
, so where?). With this agreement we have that

= vector scalar

= a vector.
8
Divergence (scalar valued)
div f =
3

i=1
e
i

f
x
i
=
3

i=1
e
i

x
i
[f
1
e
1
+ f
2
e
2
+ f
3
e
3
]
=
3

i=1
e
i

_
f
1
x
i
e
1
+
f
2
x
i
e
2
+
f
3
x
i
e
3
_
=
f
1
x
1
+
f
2
x
2
+
f
3
x
3
=
f
x
+
g
y
+
h
z
An alternative notation, often used in the literature is to write formally f = div f
Indeed,
div f =
3

i=1

x
i
f
i
=
_
3

i=1

x
i
e
i
_

_
3

i=1
f
i
e
i
_
= f
by formal application of the usual dot product.
Rotation or Curl (vector valued)
curl f =
3

i=1
e
i

f
x
i
=
3

i=1
e
i

_
f
1
x
i
e
1
+
f
2
x
i
e
2
+
f
3
x
i
e
3
_
=
_
f
3
x
2

f
2
x
3
_
e
1
+
_
f
1
x
3

f
3
x
1
_
e
2
+
_
f
2
x
1

f
1
x
3
_
e
3
=

i j k

z
f g h

i j k

considering a formal determinant.

Notice that the same formal determinant is used to dene the wedge product of two
vectors in R
3
. So replacing one vector by we obtain the nabla calculus presentation
curl f = f
In a more direct attempt to justify this we can calculate
_
3

i=1

x
i
e
i
_
f =
3

i=1

x
i
(e
i
f) =
3

i=1
e
i

f
x
i
,
using the product rule and that e
i
is constant, hence e
i
/x
i
= 0.
9
Now we can derive some basic properties of and between these dierential expressions
Theorem 1.1. If and f are smooth, then
(i) curl = 0
(ii) div =
2
( in some books) called Laplacian
(iii) div curl f = 0
Remark:
- (i), (iii) have far reaching generalisation in the theory of dierential forms
- Formally, these rules are clear, e.g. for (i) () = 0 since the two vectors
are parallel. We prefer, however, valid proofs and give them below.
Proof:
(i)
curl =

i
e
i

x
i
_

x
j
e
j
_
=
3

i,j=1

x
i
x
j
e
i
e
j
=: c
want to show c = 0. But indeed, just renaming i j we have
c =
3

j,i=1

x
j
x
i
e
j
e
i
=
3

i,j=1

x
j
x
i
e
j
e
i
, reordering indices of

=
3

i,j=1

x
i
x
j
e
j
e
i
, as

2
x
j
x
i
=

2
x
i
x
j
,
=
3

i,j=1

x
i
x
j
(e
i
e
j
) = c, as e
i
e
j
= e
j
e
i
Thus c = c & c = 0 follows.
(ii)
div =

x
i
() e
i
=

x
i

x
i
=

x
2
i
=
2
Laplacian
10
(iii)
div curl f =

i
e
i

x
i
(curl f)
=

i
e
i

x
i
_

j
e
j

f
x
j
_
=

i,j
e
i

_
e
j


2
f
x
i
x
j
_
, ( R
3
)
=

i,j

2
f
x
i
x
j
(e
i
e
j
) = 0
The last equality holds for the same reason as in (i) since again

2
f
x
i
x
j
=

2
f
x
j
x
i
.
Example 1.1. Let r(x, y, z) = xi + y j + z k be the position vector.
div r =
x
x
+
y
y
+
z
z
= 3 (since we are in 3 dimensions! Note that in contrast
div r = 2 in R
2
, this dierence has impact e.g. on the shape of the gravitational
potential.)
curl r =

i j k

z
x y z

= i (0 0) j (0 0) + k (0 0) = 0.
_
y
x
= 0 etc.
_
Now consider
r = |r| =
_
x
2
1
+ x
2
3
+ x
2
3

r
x
i
=
x
i
_
x
2
1
+ x
2
3
+ x
2
3
=
x
i
|r|
.
r =
r
x
1
e
1
+
r
x
2
e
2
+
r
x
3
e
3
=
x
1
e
1
+ x
2
e
2
+ x
3
e
3
r
=
r
|r|
r =
r
|r|
= e
r
unit vector in direction r.
11
Theorem 1.2. Product rules. If , , f are smooth, then
(i) () = + vector
(ii) div (f) = div f + f scalar,
(iii) curl (f) = curl f + f vector
Proof:
(i)
() =

i
()
x
i
e
i
=
3

i=1
_

x
i
e
i
_
+
_

x
i
e
i
__
= +
(ii) div (f) =
3

i=1

x
i
(f e
i
)
=
3

i=1

x
i
(f
i
) =
3

i=1
__

x
i

_
f
i
+
f
i
x
i
_
= f + div f
(iii) curl (f) =
3

i=1
e
i

x
i
(f)
=
3

i=1
_
e
i

x
i
f + e
i

f
x
i
_
(note

x
i
R)
=
3

i=1
_

x
i
e
i
_
f +
3

i=1
e
i

f
x
i
= f + curl f
12
Example 1.2. Let (x, y, z) = (r) = f(r) be a radially symmetric scalar eld (r = |r|).
We get easy expressions for the gradient and the Laplacian.

x
i
=
df
dr
r
x
i
=
df
dr
x
i
r
=
df
dr
r
r
= f

(r) e
r

2
= div() = div
_
1
r
df
dr
r
_
=
_
1
r
df
dr
_
r +
1
r
df
dr
div r
=
3
r
df
dr
+
_
d
dr
_
1
r
df
dr
_
e
r
_
r (applying the rst part)
=
3
r
df
dr
+
_

1
r
2
df
dr
+
1
r
d
2
f
dr
2
_
r

2
=
2
r
df
dr
+
d
2
f
dr
2
so
(r) =
1
r

2
= 0 in R
3
\ {0}
Question: Think about the situation in R
2
, which radially symmetric functions
have zero Laplacian?
Denition 1.1. A vector eld f is conservative if there exists a scalar potential eld
for f, i.e. we have f = for some suitable .
By Theorem 1.1 (i) we see curl = 0, so
curl f = 0 is necessary for f to be conservative.
Question: Is curl f also sucient for f to be conservative?
Yes, if we work in all of R
3
. Also in any open ball, and hence yes also locally (as any point
is in a small ball in the domain of f).
NOT sucient in general, e.g. if domain of f has tunnels - see the example on Problem
sheet 1, Q5. We will conider this question once more in Section 2 using line integrals.
To understand for which domains (= regions) the curl-condition is sucient
was one of the starting points for development of topology as branch of math-
ematics - links to work ofmathematicians like Poincare (and hence Perelman)
start from here.
13
Example 1.3. f(r) = f(r) r is conservative if f is continuous on [0, ) (but not only if ).
Indeed,
f(r) = [f(r) r] e
r
= [f(r) r] r = H(r),
if
d
dr
H(r) = f(r) r holds, i.e. if H(r) =
r
_
0
f(x) xdx. Hence, radial elds are conservative.
( Indeed, the fact f =
1
r
2
e
r
=
_
1
r
_
is conservative and has divergence zero plays the
central role in the inverse square law of gravitation.)
Example 1.4. c = 0 constant vector. Let f : = c r, then f is not conservative.
curl f =
3

i=1
e
i

x
i
(c r)
=
3

i=1
e
i

_
c
r
x
i
_
=
3

i=1
e
i
(c e
i
)
!
=
3

i=1
[(e
i
e
i
)c (e
i
c)e
i
] = 3c c = 2c
Compare to the example of rotation in the plane as discussed in Lecture 1, there was
c = k.
In the sequel, e.g. when calculating line integrals we will use
Theorem 1.3. If r = r(t), t (t
0
, t
1
) is the parametric representation of a smooth curve,
smooth scalar eld, then:
d
dt
(r(t)) = (r(t))
d
dt
r(t)
Proof: We just need to show the chain rule for the vectorial situation:
14
d
dt
(x(t), y(t), z(t)) =

x
dx
dt
+

y
dy
dt
+

z
dz
dt
=
_

x
i +

y
j +

z
k
_
|r(t)

_
dx
dt
i +
dy
dt
j +
dz
dt
k
_
|t
= (r(t))
d
dt|t
r.