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Lecture notes for mathematical methods for physics 2. Excellent resource for anyone studying maths or physics. Suitable for 1st year students onwards.

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Spring 2013

1 Useful Mathematical Results

1.1 Trigonometric Identities

We recall the following useful trigonometric identities:

q

H

O

A

Figure 1:

tan =

sin

cos

, cosec =

1

sin

, sec =

1

cos

, cot =

1

tan

=

cos

sin

.

From the well known identity

cos

2

+ sin

2

= 1 (1.1)

we have

1 + tan

2

= sec

2

and

cot

2

+ 1 = cosec

2

.

Addition and subtraction formulae:

sin ( ) = sin cos cos sin

and

cos ( ) = cos cos sin sin

If = then from the above addition and subtraction formulae we have

sin 2 = 2 sin cos

and

cos 2 = cos

2

sin

2

. (1.2)

1

Using (1.1) in (1.2) we have

cos 2 = 1 2 sin

2

sin

2

=

1

2

(1 cos 2) . (1.3)

Alternatively we have

cos 2 = 2 cos

2

1

cos

2

=

1

2

(1 + cos 2) . (1.4)

The formulas (1.3) and (1.4) are useful when trying to integrate cos

2

or sin

2

.

1.2 Trigonometric functions

In Figure 2 we display graphs of the trigonometric functions sin , cos , tan , csc , sec and cot .

p p

2

3p

2

2p

q

tan(q)

0

10

-10

p p

2

3p

2

2p

sin(q)

0

1

-1

q

p p

2

3p

2

2p

cos(q)

0

1

-1

q

p p

2

3p

2

2p

cot(q)

0

10

-10

q

p p

2

3p

2

2p

csc(q)

0

10

-10

q

p

p

2

3p

2

2p

sec(q)

0

10

-10

q

Figure 2:

1.3 Determinants of Matrices

For a 2 2 matrix we have

A =

_

a b

c d

_

det A = |A| = ad bc.

For a 3 3 matrix we have

A =

_

_

a b c

d e f

g h i

_

_

2

det A = |A| = a

e f

h i

d f

g i

+c

d e

g h

1.4 Vectors

Vectors have magnitude and direction.

The vector i has magnitude 1 and points in the increasing x direction. The vector j has magnitude 1

and points in the increasing y direction. The vector k has magnitude 1 and points in the increasing z

direction.

The vectors i, j and k are unit vectors. All unit vectors have magnitude 1 and usually they are written

with hats, e.g. u or v.

A standard vector

F = F

x

i +F

y

j +F

z

k

has 3 components, F

x

, F

y

and F

z

that are all scalars. F

x

is the x component of F, F

y

is the y component

of F and F

z

is the z component of F.

The magnitude of the vector F is denoted by |F| and is dened by

|F| =

_

F

2

x

+F

2

y

+F

2

z

.

A unit vector in the direction of F has magnitude 1 and points in the same direction as F, it is denoted

by

F =

1

|F|

F =

1

|F|

(F

x

i +F

y

j +F

z

k) .

Example 1.1 For the vector

G = 3i + 2j

nd the three components G

x

, G

y

and G

z

, then determine the magnitude of G and the unit vector that

points in the same direction as G.

Solution:

The three components G

x

, G

y

and G

z

are

G

x

= 3, G

y

= 2 and G

z

= 0.

Hence the magnitude of G is

|G| =

_

G

2

x

+G

2

y

+G

2

z

=

_

3

2

+ 2

2

+ 0

2

=

13

and the unit vector that points in the same direction as G is

G =

1

|G|

G =

1

13

(3i + 2j) .

Example 1.2 For the vector

F = 2yi 3zj + 9z

2

k

nd the three components F

x

, F

y

and F

z

and then determine the magnitude of F.

3

Solution:

The three components F

x

, F

y

and F

z

are

F

x

= 2y, F

y

= 3z, and F

z

= 9z

2

and hence the magnitude of F is

|F| =

_

(2y)

2

+ (3z)

2

+ (9z

2

)

2

=

_

4y

2

+ 9z

2

+ 81z

4

.

1.4.1 The scalar (or dot) product

The scalar product of 2 vectors A and B is given by

A B = |A| |B| cos

where is the angle between the two vectors.

Since cos 0 = 1 and cos

2

= 0 we have

i i = |i| |i| cos 0 = 1 1 1 = 1, j j = 1 and k k = 1.

Furthermore

i j = |i| |j| cos

2

= 1 1 0 = 0, i k = 0 and j k = 0.

If

A = A

x

i +A

y

j +A

z

k and B = B

x

i +B

y

j +B

z

k

A B = (A

x

i +A

y

j +A

z

k) (B

x

i +B

y

j +B

z

k)

= A

x

iB

x

i+A

x

iB

y

i+A

x

iB

z

i

+A

y

iB

x

i+A

y

iB

y

i+A

y

iB

z

i

+A

z

iB

x

i+A

z

iB

y

i+A

z

iB

z

i

= A

x

B

x

(i i) +A

x

B

y

(i j) +A

x

B

z

(i k)

+A

y

B

x

(j i) +A

y

B

y

(j j) +A

y

B

z

(j k)

+A

z

B

x

(k i) +A

z

B

y

(k j) +A

z

B

z

(k k)

= A

x

B

x

+A

y

B

y

+A

z

B

z

.

Example 1.3 For

F = 3yi 2xk and G = i + 2zj 3k

calculate F G.

Solution: We have

F G = 3y 1 + 0 2z + (2x) (3)

= 3y + 6x.

4

1.4.2 The vector (or cross) product

The vector product of 2 vectors A and B is given by

AB = |A| |B| sin n

where n is a unit vector perpendicular to A and B, pointing in the direction given by the right hand

screw rule (i.e. the direction in which a screw would advance if it were turned from A through the angle

to B. The cross product can be evaluated by calculating the determinant of the 3 3 matrix

AB =

i j k

A

x

A

y

A

z

B

x

B

y

B

z

= i

A

y

A

z

B

y

B

z

A

x

A

z

B

x

B

z

+k

A

x

A

y

B

x

B

y

= i (A

y

B

z

B

y

A

z

) j (A

x

B

z

B

x

A

z

) +k(A

x

B

y

B

x

A

y

) .

Example 1.4 For

A = 3xi 4k and B = 2i 9xj +k

evaluate AB.

Solution: We have

AB =

i j k

3x 0 4

2 9x 1

= i

0 4

9x 1

3x 4

2 1

+k

3x 0

2 9x

= i ((0) (1) (9x) (4)) j ((3x) (1) (2) (4)) +k((3x) (9x) (2) (0))

= i (36x) j (3x + 8) +k

_

27x

2

_

= 36xi (8 + 3x) j 27x

2

k.

Remark: AB = BA

1.5 Dierentiation

Given a function f(x), (or f(t)) of a single variable x (or t), we denote the derivative of f(x) by f

(x)

or

df

dx

(or the derivative of f(t) by

f(t) or

df

dt

) The following table gives the derivatives of some common

functions.

f(x) f

(x)

x

n

nx

n1

sin x cos x

cos x sin x

tan x sec

2

x

ln |x|

1

x

e

x

e

x

1.5.1 The product rule

If u = u(x) and v = v(x) then

d (uv)

dx

=

du

dx

v +u

dv

dx

= u

v +uv

.

5

1.5.2 The quotient rule

If u = u(x) and v = v(x) then

d

dx

_

u

v

_

=

u

v uv

v

2

.

1.5.3 The chain rule

If f = f (u(x)) then

df

dx

=

df

du

du

dx

.

Example 1.5 For

f(x) = x

3

cos x

calculate f

(x).

Solution: Sincef(x) = x

3

cos x we set

u = x

3

and v = cos x

and hence

du

dx

= 3x

2

and

dv

dx

= sin x

so from the product rule we have

df

dx

=

d (uv)

dx

=

du

dx

v +u

dv

dx

= 3x

2

cos x +x

3

(sin x)

= 3x

2

cos x x

3

sin x.

Example 1.6 For

f(x) =

e

x

sin x

calculate f

(x).

Solution: Setting

u = e

x

and v = sin x

we have

du

dx

= e

x

and

dv

dx

= cos x.

Hence from the quotient rule we have

df

dx

=

d

_

u

v

_

dx

=

du

dx

v u

dv

dx

v

2

=

e

x

sin x e

x

cos x

sin

2

x

.

Example 1.7 For

f(x) = cos 3x

2

calculate f

(x).

6

Solution: Setting u = 3x

2

we have f(x) = cos 3x

2

= cos u and hence

du

dx

= 6x and

df

du

=

d cos u

du

= sin u.

Thus from the chain rule we have

df

dx

=

df

du

du

dx

= sin u 6x = 6xsin u = 6xsin 3x

2

.

Remarks

We note the following useful identities

e

a+b

= e

a

e

b

, e

ab

= (e

a

)

b

and for a, b > 0

ln(ab) = ln a + ln b, ln

_

a

b

_

= ln a ln b and ln b

a

= a ln b.

1.6 Integration

The following table gives the integrals of some common functions.

f(x)

_

f(x)dx

kx

n k

n+1

x

n+1

+c, n = 1

sin kx -

1

k

cos kx +c

cos kx

1

k

sin kx +c

e

kx 1

k

e

kx

+c

k

x

k ln |x| +c

1.7 Integration by parts

Recalling the product rule we have

d

dx

(fg) = f

g +fg

_

b

a

d

dx

(fg) dx =

_

b

a

f

gdx +

_

b

a

fg

dx

[fg]

b

a

=

_

b

a

f

gdx +

_

b

a

fg

dx.

Manipulating the above equation gives the standard form of integration by parts formula

_

b

a

f

gdx = [fg]

b

a

_

b

a

fg

dx.

Example 1.8 Use integration by parts to integrate

_

2

1

xe

x

dx.

7

Solution: We have

_

2

1

xe

x

dx = [xe

x

]

2

1

_

2

1

e

x

dx, g = x g

= 1, f

= e

x

f = e

x

= [xe

x

]

2

1

[e

x

]

2

1

= 2e

2

e

_

e

2

1

_

= e

2

.

1.7.1 Integration using substitution

_

b

a

f(x)dx =

_

u(b)

u(a)

f(u)du

dx

du

=

_

u(b)

u(a)

_

f(u)

dx

du

_

du.

Example 1.9 Use integration using substitution to evaluate the following integral

_

1

0

x

_

1 +x

2

_

3

dx.

Solution: Setting u = 1 +x

2

we have

du

dx

= 2x

dx

du

=

1

2x

, u(0) = 1 + 0

2

= 1 and u(1) = 1 + 1

2

= 2

and hence

_

1

0

x

_

1 +x

2

_

3

dx =

_

u(1)

u(0)

xu

3

dx

du

du,

=

_

2

1

xu

3

1

2x

du

=

1

2

_

2

1

u

3

du

=

1

2

_

u

4

4

_

2

1

=

1

8

_

2

4

1

4

=

15

8

.

1.8 Polar coordinates

There are two unit vectors associated with polar coordinates: e

and e

point in the directions of increasing and respectively, also they are perpendicular so that

e

.

Remark 1 We note that e

and e

they point depends on where they are in the (x, y) plane).

8

r

f

x

y

i

j

= cos

= sin

=

lan =

Figure 3:

1.9 3-D coordinate systems

In 3-d there are three commonly used coordinate systems:

coordinate system variables unit vectors

Cartesian (x, y, z) (i, j, k)

Cylindrical (, , z) (e

, e

, e

z

)

Spherical (r, , ) (e

r

, e

, e

)

P(r,f,z)

= cos

= sin

=

lan =

r

z

x

y

f

z

Figure 4:

1.9.1 Cylindrical polar coordinates

A point P(x, y, z) can be written in terms of the cylindrical polar coordinates , , z such that P(x, y, z) =

P(, , z). One can think of P (, , z) as being a point on the surface of a cylinder with radius , see

Figure 4.

9

Remark 2 The unit vector e

z

points in the increasing z-direction (and is in fact k !).

f

x

y

z

r

r sinq

r sinq sinf

r sinq cosf

rcosq

P(r,q,f)

q

Figure 5:

1.9.2 Spherical polar coordinates

A point P(x, y, z) can be written in terms of the spherical polar coordinates r, , such that P(x, y, z) =

P(r, , ). One can think of P (r, , ) as being a point on the surface of a sphere with radius r, see Figure

5.

Remark 3 The unit vectors are such that e

r

points in the increasing r-direction, e

creasing -direction, e

10

2 2D Surface Integrals

2.1 Cartesian coordinates

The area A under a graph y = f(x) between two points x = a and x = b (see Figure 6) can be calculated

by evaluating the integral

A =

_

b

a

f(x)dx.

The area A can be approximated by the sum of the areas of N thin strips S

i

centred at x

i

with width

x and height f(x

i

) (see Figure 6)) hence we have

A

area of strips S

i

=

N

i=1

f(x

i

)x.

In the limit as the x 0 i.e. as the number of strips tends to innity we have

N

i=1

f(x

i

)x

_

b

a

f(x)dx = A.

Alternatively we could divide each strip into blocks with centre (x

i

, y

j

), width x and height y

A

N

i=1

(area of S

i

)

where

area of S

i

=

Mi

j=1

(area of B

j

).

Hence

A

N

i=1

(area of S

i

)

=

N

i=1

Mi

j=1

(area of B

j

)

=

N

i=1

Mi

j=1

yx

. .

area of Bj

.

Note that the number of blocks M

i

, depends on the height of S

i

, i.e. the value of f(x

i

). In the limit as

y=f(x)

a b

A

f(x

i

)

x

i

b a

y=f(x)

Figure 6:

11

the number of blocks tends to innity and x and y tend to zero we have

N

i=1

Mi

j=1

yx

. .

area of Bj

_

b

a

_

f(x)

0

dydx = A.

In general the area of a 2D surface S can be approximated by

A =

=

dA.

In the limit as the area of the surface element tends to zero we have

A =

_

S

dA.

Here the integral

_

S

is a double integral i.e.

__

, and the dA is a double integrand i.e. dxdy

(1,0)

(0,1)

(0,0)

T

Figure 7:

Example 2.1 Calculate the area of the triangle T bounded by the lines x = 0, y = 0 and y = 1 x.

Solution:

First we draw the triangle T, see Figure 7. We have that

area of T =

_

T

dA =

_ __

dy

_

dx

The inner integral relates to the area of a strip with width x. The base of this strip is at y = 0, the top

varies depending on the position that the strip is along the x-axis (i.e. it is a function of x).

From Figure 7 we see that the top of the strip is 1 x, so the limits on the inner integral are

area of T =

_ __

1x

0

dy

_

dx.

For the limits on the outer integral we recall that this integral is associated with the sum of the strips.

The left hand strip is centred at x = 0 and the right hand one is at x = 1, so we have

area of T =

_

1

0

_

1x

0

dydx.

To evaluate a double integral we rst evaluate the inner integral and then we evaluate the resulting

integral

12

A =

_

1

0

__

1x

0

dy

_

dx =

_

1

0

_

y

1x

0

dx

=

_

1

0

[(1 x) 0] dx

=

_

1

0

(1 x)dx =

_

x

x

2

2

_

1

0

=

1

2

.

2.1.1 Polar coordinates

rDf

r

Dr

Df

Figure 8:

If we want to nd the area of a circular or part circular surface we use surface elements derived from

polar coordinates.

The area of a surface element can be approximated by (see Figure 8)

A .

Thus the area of the surface

A

.

In the limit as the area of each surface element tends to zero we have

A =

_

S

dA =

_ _

. .

S

dd

. .

dA

.

The limits on the integrals depend on the surface that you are integrating over.

13

Example 2.2 Calculate the area of the annular region S by 0 /2 and 1 2.

Solution: First we draw the annular region S, see Figure 9.

(1,0) (2,0)

(0,2)

(0,1) S

Figure 9:

We see that

area of S =

_

S

dA =

_ __

d

_

d

From Figure 9 we see that the limits for the integral are 1 and 2, while the limits for the integral are

/2 and /2. Thus

area of S =

_

2

0

_

2

1

dd

=

_

2

0

__

2

1

d

_

d

=

_

2

0

_

2

2

_

2

1

d

=

_

2

0

_

2

1

2

_

d

=

_

2

0

3

2

d

=

3

2

[]

2

0

=

3

2

( 0)

=

3

4

.

2.2 Calculating mass and charge density

The techniques that we have used to calculate the area of surfaces can be applied to calculate the mass

of a 2D object or the charge on a 2D object.

14

If the density of the rectangular plate S bounded by 0 x 2 and 0 y 1 is given by f(x, y) =

(1 + x

2

)(1 + y) kgm

2

we can approximate the mass of S by dividing it up into small surface elements

and summing the masses of each of these elements.

Since for an object with constant density, mass = area x density, we can approximate the mass of a

surface element by its area multiplied by the density at its mid-point

i.e. (mass of S.E.) xyf(x

i

, y

j

)

Thus we have

S =

(mass of S.E.) =

i,j

xyf(x

i

, y

j

)

_ _

f(x, y)dydx.

Adding the required limits for x and y gives

Mass of S =

_

2

0

_

1

0

(1 +x

2

)(1 +y)dydx

=

_

2

0

__

1

0

(1 +x

2

)(1 +y)dy

_

dx

=

_

2

0

_

(1 +x

2

)

_

1

0

(1 +y)dy

_

dx

=

_

2

0

(1 +x

2

)

_

y +

y

2

2

_

1

0

dx

=

_

2

0

(1 +x

2

)

__

1 +

1

2

_

0

_

dx

=

_

2

0

3

2

(1 +x

2

)dx

=

3

2

_

x +

x

3

3

_

2

0

= 7 kg.

Example 2.3 If the charge density on the semi circular disc S in Figure 10 is f(, ) = 3 Cm

2

,

calculate the total electric charge on S.

Solution: We have

total charge onS =

i

charge on S.E.

charge on S.E. area of S.E. charge density at the mid-point of S.E.(

i

,

j

)

= f(

i

,

j

).

So

15

(0,1)

(0,1)

(1,0)

S

Figure 10:

total charge onS =

_

2

2

_

1

0

f(, )dd

=

_

2

2

_

1

0

3dd

=

_

2

2

__

1

0

3

2

d

_

d

=

_

2

2

_

1

0

d

=

_

2

2

d

= []

2

= C.

2.3 General Formulas

We recall the following useful formulas.

Area of S =

_

S

dA,

Mass of S =

_

S

fdA where f = density,

charge on S =

_

S

fdA where f = charge density .

16

2.4 Double integrals from a mathematical point of view

So far we have been looking at things from a physical point of view. We could have asked the previous

questions in the following mathematical ways:

Example 2.4 Evaluate the integral of the function f(x, y) = (1 + x

2

)(1 + y) over the two dimensional

rectangular region with 0 x 2, 0 y 1.

Solution:

_

2

0

_

1

0

f(x, y)dydx =

_

2

0

_

1

0

(1 +x

2

)(1 +y)dydx = 7.

Example 2.5 Find the integral of f(, ) = 3 over the semi-circular region 0 1,

2

2

.

Solution:

_

2

2

_

1

0

3dd = .

17

3 Surface Areas in 3D

To evaluate the area of a 3D surface we use

A =

_

S

dA.

As in the case of 2D surface integrals

_

S

is a double integral i.e.

__

, and dA is a double integrand i.e.

dxdy.

3.1 Cartesian coordinates

If we wish to evaluate the surface area (or the mass, or the charge) of the hollow block 0 x 7,

0 y 5 and 1 z 3, we need to break the block up into six 2D surfaces, i.e. its six faces.

On the top and bottom faces of the block x and y vary, and z is constant, so we have

area of top =

_

5

0

_

7

0

dxdyand area of bottom =

_

5

0

_

7

0

dxdy.

On the left and right hand faces x and z vary and y is constant, so we have

area of left hand face =

_

3

1

_

7

0

dxdzand area of right hand face =

_

3

1

_

7

0

dxdz.

On the remaining two faces y and z vary, and x is constant, so

area of front =

_

3

1

_

5

0

dydzand area of back =

_

3

1

_

5

0

dydz.

Example 3.1 Find the integral of f(x, y, z) = 1 +x +y +z over the surface of the hollow block S.

18

Solution: We have

_

S

fdA =

_

top

fdA+

_

bottom

fdA+

_

left side

fdA+

_

right side

fdA+

_

front

fdA+

_

back

fdA

=

_

5

0

_

7

0

_

1 +x +y + z

(=1)

_

dxdy +

_

5

0

_

7

0

_

1 +x +y + z

(=3)

_

dxdy

+

_

3

1

_

7

0

_

1 +x + y

(=0)

+z

_

dxdz +

_

3

1

_

7

0

_

1 +x + y

(=5)

+z

_

dxdz

+

_

3

1

_

5

0

_

1 + x

(=0)

+y +z

_

dydz +

_

3

1

_

5

0

_

1 + x

(=7)

+y +z

_

dydz

=

_

5

0

_

7

0

(1 +x +y + 1) dxdy +

_

5

0

_

7

0

(1 +x +y + 3) dxdy

+

_

3

1

_

7

0

(1 +x +z) dxdz +

_

3

1

_

7

0

(1 +x + 5 +z) dxdz

+

_

3

1

_

5

0

(1 +y +z) dydz +

_

3

1

_

5

0

(1 + 7 +y +z) dydz

=

_

5

0

_

7

0

(6 + 2x + 2y) dxdy +

_

3

1

_

7

0

(7 + 2x + 2z) dxdz +

_

3

1

_

5

0

(9 + 2y + 2z) dydz

=

_

5

0

_

6x +x

2

+ 2yx

7

0

dy +

_

3

1

_

7x +x

2

+ 2zx

7

0

dz +

_

3

1

_

9y +y

2

+ 2zy

5

0

dz

=

_

5

0

(91 + 14y) dy +

_

3

1

(98 + 14z) dz +

_

3

1

(70 + 10z) dz

=

_

91y + 7y

2

5

0

+

_

91z + 7z

2

3

1

+

_

70z + 5z

2

3

1

= 630 + 336 98 + 255 75 = 1048.

3.2 Cylindrical polar coordinates

a

x

y

z

4

0

Figure 11:

What about if we wish to nd the mass of a hollow cylinder S in Figure 11 whose surface density is

f(, , z) = 1 +z

2

?

We use Mass =

_

S

fdA, but what is dA? First we split the surface of the cylinder into three parts; the

top, the base and the curved surface (C.S.), so

mass =

_

top

fdA+

_

base

fdA+

_

C.S.

fdA.

19

The top and the base are 2D surfaces, so as in Section 2 we have (see Figure 12)

_

top

fdA =

_

2

0

_

a

0

fdd and

_

base

fdA =

_

2

0

_

a

0

fdd

with z constant on both surfaces.

On the curved surface we have is constant, and in fact = a where a is the radius of the cylinder.

DA1 = (r Df) (Dz)

dA1 = r df dz

DA1

DA2

DA2 = (r Df) (Dr)

dA2 = r df dr

Df

r Df

Dr

r

z

x

y

Dz

r Df

Figure 12:

We know that dA is related to the area of a surface element on the curved surface of the cylinder see

gure 12.

So area = az and hence dA = addz.

Thus

_

C.S.

fdA =

_

4

0

_

2

0

faddz.

So

mass =

_

2

0

_

a

0

fdd +

_

2

0

_

a

0

fdd +

_

4

0

_

2

0

faddz.

Since f = 1 +z

2

we have

mass =

_

2

0

_

a

0

_

1 + z

2

(=16)

_

dd +

_

2

0

_

a

0

_

1 + z

2

(=0)

_

dd +

_

4

0

_

2

0

_

1 +z

2

_

addz

=

_

2

0

_

a

0

17dd +

_

2

0

_

a

0

dd +

_

4

0

_

2

0

_

1 +z

2

_

addz

=

_

2

0

17

2

a

2

d +

_

2

0

a

2

2

d +

_

4

0

2a

_

1 +z

2

_

dz

= 17a

2

+a

2

+ 2a

_

z +

z

3

3

_

4

0

= 18a

2

+ 50

2

3

a.

20

3.3 Spherical polar coordinates

DA= (r sinq Df) (r Dq)

dA= r

2

sinq dq df

Df

x

y

z

r Dq

r sinq Df

Dq

Figure 13:

If we want to evaluate the integral of f(r, , ) over the surface of a sphere with radius R we note that

since r is constant (= R) and and vary on the surface of the sphere we have (see Figure 13)

area of S.E. = R Rsin

= R

2

sin

and hence

dA = R

2

sin dd.

Remark 4 The angle only varies from 0 to , while the angle varies from 0 to 2 (for the whole

surface of a sphere).

Example 3.2 Given a hollow sphere with centre at the origin, radius 2, with charge density f(R, , ) =

sin

2

+ cos

2

, calculate the total charge on the surface of the sphere.

Solution: We have

total charge =

_

S

fdA (f is charge density)

=

_

0

_

2

0

_

sin

2

+ cos

2

_

R

2

sin dd

=

_

0

_

2

0

1 2

2

sin dd

=

_

0

_

2

0

4 sin []

2

0

d

= 8

_

0

sin d

= 16.

21

3.4 Scalar and vector elds

A scalar (vector) eld is a distribution of scalar values (vector values) on/in a specied surface/region in

space, such that there is a unique scalar (vector) associated with each point on/in the surface/region.

Examples of scalar elds are temperature in a room or pressure in a room.

Examples of vector elds are magnetic ux around a bar magnet or water velocity on the surface of a

river.

3.5 Flux of a vector eld

The ux of a vector eld F = F

x

i+F

y

j+F

z

k (F = F

+F

+F

z

e

z

, F = F

r

e

r

+F

+F

),

through a surface S is equal to the surface integral of the component of F normal to the surface.

Mathematically we have that

Flux = =

_

S

F

n

dA =

_

S

F ndA

where F

n

denotes the component of F that points in the direction of n.

If n points out of the surface we have outward ux, if n point in to the surface we have the inward

ux.

Example 3.3 Evaluate the outward ux of F = 3e

2e

z

through the base of a cylinder centred at the

origin, with height H and radius R.

Solution:

On the base of the cylinder n =e

z

and hence

F n = (3e

2e

z

) (e

z

)

= (3)(0) + (0)(0) + (2)(1) = 2

Since

Flux = =

_

S

F ndA

we have

=

_

S

2dA.

But what is dA? On the base of a cylinder and vary and we have dA = dd so,

=

_

2

0

_

R

0

2dd =

_

2

0

_

2

2

2

_

R

0

d = 2R

2

.

Alternatively, since we know that the area of S =

_

S

dA, we have = 2 area of S = 2R

2

.

If we want to calculate the outward ux of G = ze

+ cos()e

e

z

through the curved surface of the

cylinder in Example 3.3, we have n = e

and so

G n = (2ze

+ cos()e

e

z

) e

= 2z

22

and hence the outward ux

=

_

S

2zdA

=

_ H

2

H

2

_

2

0

2zRddz

=

_ H

2

H

2

_

2

0

2RzRddz

=

_ H

2

H

2

_

2

0

2R

2

zddz

=

_ H

2

H

2

_

2R

2

z

2

0

dz

=

_ H

2

H

2

4R

2

zdz

= 4R

2

_

z

2

2

_

H

2

H

2

= 0.

23

4 Volume Integrals

4.1 Cartesian, cylindrical polar and spherical polar coordinates

DV= (r Df) (Dr) (Dz)

dV= rdr df dz

Df

rDf

Dr

Dz

r

z

x

y

Figure 14:

The integral of a function g(x, y, z), or g(, , z) or g(r, , ), over a 3D object is given by

_

object

gdV

where dV is the limit of the volume of a small volume element in the object.

In Cartesian coordinates dV = dxdydz.

In cylindrical polar coordinates dV = dddz (see Figure 14).

In spherical polar coordinates dV = r

2

sin()dddr (see Figure 15).

24

DV= (r sinq Df) (r Dq) (Dr)

dV= r

2

sinq dr dq df

x

y

z

Dr

r Dq

r sinq Df

Dq

Df

Figure 15:

Volume integrals can be used to calculate the volume of 3D objects, or the mass or charge of/in a 3D

object. Also they can be used to calculate the moment of inertia of a 3D object. For the objects in Figure

16 we have:

y

z

x

R

0

y

z

x

a

H

0

y

z

x

a

0

b

c

Figure 16:

In cartesian coordinates

_

V

gdV =

_

c

0

_

b

0

_

a

0

gdxdydz.

In cylindrical polar coordinates

_

V

gdV =

_

H

0

_

2

0

_

a

0

gdddz.

In spherical polar coordinates

_

V

gdV =

_

2

0

_

0

_

R

0

gr

2

sin()drdd.

Example 4.1 Evaluate the volume integral of g(r, , ) = 4r cos(/8) over a sphere centred at the origin

with radius 2.

Solution: We have

_

sphere

f(, , z)dV =

_

2

0

_

0

_

2

0

g(r, , )r

2

sin()drdd

25

with g(r, , ) = 4r cos(/8). Thus

_

sphere

f(, , z)dV =

_

2

0

_

0

_

2

0

4r

3

cos(/8) sin()drdd

=

__

2

0

cos(/8)d

___

0

sin()d

___

2

0

4r

3

dr

_

= [8 sin(/8)]

2

0

[cos()]

0

_

r

4

2

0

= 8

_

1

2

0

_

((1 1)) (16 0)

=

256

2

.

4.2 Moment of Inertia

The moment of inertia of a mass m about the z-axis is given by I = m

2

, where =

_

x

2

+y

2

is the

distance from the z-axis.

The moment of inertia of a solid object V about the z-axis is equal to the sum of the moments of inertia

of the individual volume elements in the object.

Since the volume elements are small we can approximate their mass by their volume multiplied by the

density at their mid points p

i

. Also we can approximate their distance from the z-axis by the distance of

their mid points p

i

from the z-axis.

Hence the moment of inertia of a volume element is approximated by

I

i

=

2

Mass f(p

i

)V

i

2

i

.

Thus we have that the moment of inertia I is such that

I

N

i=1

I

i

=

N

i=1

f(p

i

)V

i

2

i

_

object

f

2

dV.

Example 4.2 Calculate the moment of inertia of a cylinder with radius 1, height H, centre the origin

and density f = z

2

.

Solution: We have

I =

_ H

2

H

2

_

2

0

_

1

0

2

z

2

dddz

=

_ H

2

H

2

_

2

0

_

1

0

4

z

2

dddz

=

_ H

2

H

2

_

2

0

_

1

0

_

5

5

_

1

0

z

2

ddz

=

_ H

2

H

2

_

2

0

1

5

z

2

ddz

=

_ H

2

H

2

2

5

z

2

dz

=

_

2

15

z

3

_H

2

H

2

=

H

3

120

.

26

5 Line Integrals

5.1 Work done by a force

A

B

C

Figure 17:

Line integrals are used to calculate the work done by a force F (or a vector eld) F = F

x

i+F

y

j+F

z

k, on

a particle in moving it along a curve C =

The work done by a constant force F on a body undergoing linear displacement is given by the distance

|AB| multiplied by the component of F in the direction AB, i,e, in the direction S, see Figure 18.

S

e

q

A B

S

F

Figure 18:

Thus we have

W = F S = |F| |S| cos()

and since

F = F

s

S +F

s

with

F

s

= |F| cos()

we have

W = F

s

|S| .

For a non-constant force F acting on a particle moving along a non-linear path C we can approximate

the work done by approximating the path C by small linear path segments, and then on each of these

27

Figure 19:

segments we can approximate the force F by the value of F at the start of each linear segment (i.e. by a

constant value).

On the i

th

segment along the curve that has start point at r

i

= x

i

i + y

i

j + z

i

k and at end point

r

i+1

= x

i+1

i + y

i+1

j + z

i+1

k (see gure 19), we have that the work done by the constant force F(r

i

) in

moving a particle along the segment is

W

i

= F(r

i

) r

i

.

So

W

i

W

i

=

i

F(r

i

) r

i

.

In the limit as the size of the line segments tends to zero, we have

W =

_

C

F(r) dr.

Since F = F

x

i+F

y

j+F

z

k and r = xi +yj +zk we have

F dr = (F

x

i+F

y

j+F

z

k) (dxi +dyj +dzk)

= F

x

dx +F

y

dy +F

z

dz.

Hence

W =

_

C

F

x

dx +F

y

dy +F

z

dz. (5.5)

We need to write (5.5) as a denite integral involving a single variable, say x, y, z, t or .

5.2 Line integrals in the x-y plane

Example 5.1 Calculate the work done by F = 3yi 5xj+100xyk on a particle moving along the path

AB shown in Figure 20.

Solution: On the path AB we have y =

1

2

x and z = 3 and hence

dy

dx

=

1

2

and

dz

dx

= 0.

We can write (5.5) as a denite integral in x:

W =

_

C

F

x

dx +F

y

dy +F

z

dz =

_

X

B

X

A

(F

x

(x)

dx

dx

+F

y

(x)

dy

dx

+F

z

(x)

dz

dx

)dx

28

y=x/2

plane z=3

A

B

4

x

y

2

Figure 20:

where X

A

is the x coordinate at the start point A and X

B

is the x coordinate at the end B.

Thus X

A

= 0 and X

B

= 4. Furthermore since

F

x

(x) = 3y =

3

2

x, F

y

(x) = 5x, F

z

(x) = 100xy = 50x

and

dx

dx

= 1,

dy

dx

=

1

2

and

dz

dx

= 0

we have

W =

_

4

0

__

3

2

x

_

(1) (5x)

_

1

2

_

+ (50x)(0)

_

dx

=

_

4

0

xdx =

_

x

2

2

_

4

0

= 8.

Remark 5

1. The line integral of a vector eld F along a path P = P

1

+P

2

can be written as

_

P

F dr =

_

P1

F dr+

_

P2

F dr.

2.

_

B

A

F dr =

_

A

B

F dr.

Example 5.2 Calculate the work done by F = 3xi + 5xj 2k on a particle moving along the path

Ac = AB +BC shown in Figure 21.

Solution: We have

_

C

A

F dr =

_

B

A

F dr+

_

C

B

F dr

=

_

B

A

F

x

dx +F

y

dy +F

z

dz +

_

C

B

F

x

dx +F

y

dy +F

z

dz.

On path P

1

we have

x = 1, z = 0

dx

dy

= 0 and

dz

dy

= 0

29

plane x=-1

A(0,0) B(2,0)

C(2,1)

P

1

P

2

y

z

Figure 21:

and on path P

2

we have

x = 1, y = 2

dx

dz

= 0 and

dy

dz

= 0.

Thus we have

_

B

A

F dr =

_

Y

B

Y

A

(F

x

(y)

dx

dy

+F

y

(y)

dy

dy

+F

z

(y)

dz

dy

)dy

_

C

B

F dr =

_

Z

C

Z

B

(F

x

(z)

dx

dz

+F

y

(z)

dy

dz

+F

z

(z)

dz

dz

)dz

_

B

A

F dr =

_

2

0

((3x)(0) + (5x)(1) (2)(0))dy =

_

2

0

5dy = 10

_

C

B

F dr =

_

1

0

((3x)(0) + (5x)(0) (2)(1))dz =

_

1

0

2dz = 2

and hence

_

C

A

F dr =10 2 = 12.

Example 5.3 Calculate the work done by F = yi +xj on moving a particle along the path AB shown

in Figure 22.

Solution: The work done is given by

W =

_

B

A

F dr =

_

B

A

F

x

dx +F

y

dy =

_

X

B

X

A

(F

x

(x)

dx

dx

+F

y

(x)

dy

dx

)dx

and since

y = (4 x

2

)

1

2

dy

dx

=

1

2

(4 x

2

)(2x) =

x

(4 x

2

)

1

2

we have

W =

_

X

B

X

A

_

(4 x

2

)

1

2

(1) + (x)

_

x

(4 x

2

)

1

2

__

dx

=

_

2

0

_

(4 x

2

)

1

2

x

2

(4 x

2

)

1

2

_

dx.

This is not an easy integral to solve, so hopefully there is a better way of calculating W.

30

x

A(2,0)

B(0,2)

z=constant

y

Figure 22:

P

1

=(x

1

,y

1

,z

1

)

P

2

=(x

2

,y

2

,z

2

)

Figure 23:

5.3 Parametric Equations

Any path in 3D may be expressed in terms of three parametric equations x(t), y(t) and z(t) that involve

a parameter t that varies from t

1

to t

2

such that

x(t

1

) = x

1

, y(t

1

) = y

1

, z(t

1

) = z

1

, x(t

2

) = x

2

, y(t

2

) = y

2

and z(t

2

) = z

2

.

We have (see Figure 23)

_

P2

P1

F dr =

_

t2

t1

(F

x

(t)

dx

dt

+F

y

(t)

dy

dt

+F

z

(t)

dz

dt

)dt.

Example 5.3 (continued)

Using polar coordinates we can write the curve C = AB in terms of three parametric equations

x = 2 cos , y = 2 sin , z = constant

dx

d

= 2 sin ,

dy

d

= 2 cos ,

dz

d

= 0.

When = 0 x = 2, y = 0 and z = constant and hence we are at point A. While when =

2

x = 0,

y = 2 and z = constant hence we are at point B.

Thus we have

31

_

B

A

F dr =

_

B

A

(y

dx

d

+x

dy

d

)d

=

_

2

0

[(2 sin )(2 sin ) + (2 cos )(2 cos )] d

=

_

2

0

(4 sin

2

+ 4 cos

2

)d

=

_

2

0

4d = 2.

Example 5.4 Evaluate the integral of F = 2xi + 3zj 5k along the curve given parametrically by

x(t) = t, y(t) = 2t, z(t) = t

2

where t varies from 0 to 1.

Solution: Since

x(t) = t, y(t) = 2t, z(t) = t

2

dx

dt

= 1,

dy

dt

= 2,

dz

dt

= 2t

we have

_

C

F dr =

_

t2

t1

(F

x

(t)

dx

dt

+F

y

(t)

dy

dt

+F

z

(t)

dz

dt

)dt

=

_

1

0

[(2x)(1) + (3z)(2) + (5)(2t)] dt

=

_

1

0

(2t 6t

2

+ 10t)dt

=

_

1

0

(12t 6t

2

)dt

=

_

6t

2

2t

3

1

0

= 4.

5.4 Path dependence/independence

A line integral of a eld/force F from a point A to a point B is said to be path dependent if it depends

on the path taken to get from A to B, otherwise it is said to be path independent. If the line integral of

F is path dependent F is non conservative.

Example 5.5 By considering two paths that start from A = (2, 0) and end at B = (0, 2) (see Figure 24),

show that the line integral of the vector eld F = yi +xj is path dependent.

Solution: From Example 5.3 we have that

_

P2

F dr = 2.

While on P

2

we have

_

P2

F dr =

_

B

A

F

x

dx +F

y

dy =

_

X

B

X

A

(F

x

(x)

dx

dx

+F

y

(x)

dy

dx

)dx.

32

x

A(2,0)

B(0,2)

y

P

1

P

2

Figure 24:

Since the path P

2

is dened by y = 2 x we have

dy

dx

= 1 and hence

_

P2

F dr =

_

0

2

[(y)(1) + (x)(1)] dx

=

_

0

2

[(2 x) x] dx

=

_

0

2

2dx = [2x]

0

2

= 4.

So

_

P1

F dr =

_

P2

F dr and hence the integral of F is path dependent which tells us that F is non-

conservative.

5.5 Closed curves (loops)

rA

rB

C

1

C

2

Figure 25:

For a closed curve C that comprises of the path C

1

from r

A

to r

B

(see Figure 25) and the path C

2

from

r

B

to r

A

, we have that the line integral of F around the closed curve (loop) C is given by

_

C

F dr=

_

C1

F dr+

_

C2

F dr.

The circle around the integral of C indicates that C is a closed curve.

33

5.6 Conservative elds (or forces)

Remark 6 1. The line integral of a conservative eld from a point A to a point B is path independent,

i.e. it only depends on the initial point A and the end point B.

2. The line integral of a conservative eld around any closed loop is always equal to zero, i.e.

_

C

F dr =0 (5.6)

for a conservative eld F and for any closed curve C.

3. If

_

C

G dr =0 then G is non conservative.

4. If

_

C

G dr =0 then G is might be conservative.

Example 5.6 Show that a conservative force F satises (5.6).

Solution:

Since

_

C

F dr=

_

C1

F dr+

_

C2

F dr and

_

B

A

F dr =

_

A

B

F dr, and for a conservative eld

_

C1

F

dr =

_

C2

F dr, we have the following for any conservative eld.

_

C

F dr =

_

C1

F dr+

_

C2

F dr

=

_

C2

F dr+

_

C2

F dr = 0.

x

y

A(0,0)

B(1,1)

C

2

P(1,0)

Figure 26:

Example 5.7 Calculate the line integral of F = x

2

i + yj along the two paths C

1

= AP + PB and C

2

shown in Figure 26. Say if the eld F could be a conservative eld.

Solution:

The path C

1

consists of the two straight line paths AP and PB. On the rst path AP, y = 0 and x

varies from 0 to 1

dy

dx

= 0.

On the second path PB, x = 1 and y varies from 0 to 1

dx

dy

= 0.

Hence we have

34

_

C1

F dr =

_

P

A

F dr+

_

B

P

F dr

=

_

X

P

X

A

(F

x

(x)

dx

dx

+F

y

(x)

dy

dx

)dx +

_

Y

B

Y

P

(F

x

(y)

dx

dy

+F

y

(y)

dy

dy

)dy

=

_

1

0

_

(x

2

)(1) + (y)(0)

dx +

_

1

0

_

(x

2

)(0) + (y)(1)

dy

=

_

1

0

x

2

dx +

_

1

0

ydy

=

_

x

3

3

_

1

0

+

_

y

2

2

_

1

0

=

1

3

+

1

2

=

5

6

.

On C

2

, y = x

dy

dx

= 1

_

C2

F dr =

_

A

B

F

x

dx +F

y

dy

=

_

X

A

X

B

(F

x

(x)

dx

dx

+F

y

(x)

dy

dx

)dx

=

_

0

1

_

(x

2

)(1) + (y)(1)

dx

=

_

0

1

(x

2

+x)dx

=

_

x

3

3

+

x

2

2

_

0

1

=

5

6

.

Since the path C

1

+C

2

is a closed curve with

_

C1+C2

F dr =

_

C1

F dr+

_

C2

F dr

=

5

6

5

6

= 0

it follows that F may be conservative.

35

6 Partial derivatives

t

x

F(x,t)

(x,t)

(x,t+h)

(x+h,t)

Figure 27:

The partial derivative of a function F(x, y, z, t, ...) with respect to x is dened by

F

x

and is evaluated by

treating the other variables as constant and dierentiating with respect to x. Consider a function of two

variables F(x, t), the partial derivatives

F

x

and

F

t

at a given point (x, t) of a function F(x, t), represent

the slopes of the 3D graph y = F(x, t) in the direction of the x-axis and the t-axis at the given point

(x, t) (see gure 27). We dene

F

x

= lim

h0

F(x +h, t) F(x, t)

h

(6.7)

and

F

t

= lim

h0

F(x, t +h) F(x, t)

h

. (6.8)

Example 6.1 Given that f(x, y, t) = 3x

2

te

y

nd

f

x

,

f

t

and

f

y

.

Solution: We have

f

x

= 3te

y

d

dx

x

2

= (3te

y

)(2x) = 6te

y

x

f

t

= 3x

2

e

y

d

dt

t = 3x

2

e

y

f

x

= 3x

2

t

d

dy

e

y

= 3x

2

te

y

.

6.1 The chain rule for partial derivatives

For a function f(u(x, y, t)) we have

x

f(u(x, y, t)) =

df

du

u

x

,

y

f(u(x, y, t)) =

df

du

u

y

and

t

f(u(x, y, t)) =

df

du

u

t

. (6.9)

Example 6.2 For f = cos(3x

2

y) nd

f

x

.

Solution: Setting u = 3x

2

y we have

cos(3x

2

y) = cos u with

df

du

= sin u, and

u

x

= 6xy.

36

Hence from the chain rule (6.9) we have

f

x

= 6xy sin(3x

2

y).

6.2 Higher order partial derivatives

From the example above we see that partial derivatives of a function F(x, y, t) are also functions of x, y

and t, and so can be partially dierentiated themselves.

Second order partial derivatives take the following form

2

F

x

2

=

x

F

x

2

F

yx

=

y

F

x

2

F

y

2

=

y

F

y

2

F

xy

=

x

F

y

.

Example 6.3 For F(x, y) = 3e

x

cos 2y calculate

F

x

,

F

y

,

2

F

x

2

,

2

F

yx

,

2

F

y

2

and

2

F

xy

.

Solution: We have

F

x

= 3e

x

cos 2y,

F

y

= 6e

x

sin 2y

and

2

F

x

2

=

x

F

x

=

x

(3e

x

cos 2y) = 3e

x

cos 2y

2

F

yx

=

y

F

x

=

y

(3e

x

cos 2y) = 6e

x

sin 2y

2

F

y

2

=

y

F

y

=

y

(6e

x

sin 2y) = 12e

x

cos 2y

2

F

xy

=

x

F

y

=

x

(6e

x

sin 2y) = 6e

x

sin 2y.

Remark 7 It is always the case that

2

F

xy

=

2

F

yx

.

37

7 Directional derivatives

u

P

Q

R

0 cm 20 cm 40 cm

0

o

C

10

o

C 20

o

C

q

n

Figure 28:

The spatial rate of change of a scalar eld in a specied direction is known as a directional derivative.

Example 7.1

Consider a 40 cm thick wall that has a temperature of 0

temperature varying uniformly within the wall (see Figure 28).

The rate of change of temperature (T) in the direction specied by u is given by

change in T

distance in specied direction

=

(10 5)

C

PQ

=

5 cos

10

C

cm

= 0.5 cos

C

cm

. (7.10)

Since PR = PQcos we have PQ =

PR

cos

=

10

cos

cm.

The equation (7.10) is an example of a directional derivative. At any point P there is an innity of

directional derivatives.

A vector at P with magnitude equal to the largest directional derivative, and pointing in the direction

in which this largest directional derivative occurs, is known as the gradient vector or more commonly as

grad.

Remark 8 The directional derivative at P in the direction u can be obtained by taking the scalar product

of u with the gradient vector.

Example 7.2 What is grad T at P in the previous example? Also show that

u grad T = 0.5

C

cm

.

Solution: Since grad T has magnitude equal to the largest directional derivative of T we see that grad

T at P is when cos = 1 i.e. when = 0 and grad T points in the direction of n. So from (7.10) we have

grad T = 0.5n

C

cm

.

Since

u n =| u| |n| cos = cos

we have that

u grad T = 0.5 u n

C

cm

= 0.5 cos

C

cm

.

38

7.1 Directional derivative at a point

Dr

u ^

r

Q=r+Dr u ^

Figure 29:

The directional derivative of a scalar eld at a point at r in the direction u (see Figure 29) is given by

u

(r) = lim

r0

(r + r u) (r)

r

.

If we take the limit as r tends to zero we have the directional derivative of at the point at r in the

direction u.

The directional derivative of at a point at r = (x, y, z) in the direction of the x-axis, i.e. in the direction

of i is

i

(r) = lim

x0

(x + x, y, z) (x, y, z)

x

.

This is the partial derivative of with respect to x. Hence

i

(r) =

(r)

x

Similarly we have

j

(r) =

(r)

y

and

k

(r) =

(r)

z

7.2 The gradient vector, grad

We recall that any directional derivative in the direction u can be calculated by evaluating

u

= u grad .

So we have

i

= i grad ,

j

= j grad ,

k

= k grad

Since grad is a vector we can write it as

grad = ai +bj +ck

and hence

i

= i (ai +bj +ck) = a =

x

j

= j (ai +bj +ck) = b =

y

k

= k (ai +bj +ck) = c =

z

.

39

Thus we have

grad =

x

i +

y

j +

z

k. (7.11)

Example 7.3

1. Find the gradient of the scaler eld U =

1

2

(x

2

+y

2

+z

2

).

2. Evaluate the magnitude of grad U at the point P = (1, 2, 3).

3. Calculate the directional derivative of U at P in the direction s = i +j.

Solution:

1. Using (7.11) we have

grad U =

U

x

i +

U

y

j +

U

z

k =xi +yj +zk.

2.

|grad U(P)| =

_

1

2

+ 2

2

+ 3

2

=

14.

3. The directional derivative of U at P in the direction s = i +j is given by

U

s

(P) = grad U(P) s = (i + 2j + 3k)

i +j

2

=

1

2

+

2

2

=

3

2

.

7.3 Gradient and physical laws

The following physical laws involve the gradient vector.

F = grad U F - conservative force eld U - potential energy eld (7.12)

E = grad V E - electric eld V - electric potential (7.13)

h = k grad T h - heat ow T - temperature k - thermal conductivity (7.14)

Example 7.4 The electric potential V at a point is given by V (x, y, z) = x

2

e

y

(z+1). Find the magnitude

and direction of the electric eld vector E at the point (1, 0, 0).

Solution: Since

E = grad V =

V

x

i

V

y

j

V

z

k

we have

grad V = 2xe

y

(z + 1)i x

2

e

y

(z + 1)j x

2

e

y

k

and hence the direction of the electric eld E at the point (1, 0, 0) is

E(1, 0, 0) = grad V (1, 0, 0) = 2i j k

and its magnitude is

|E(1, 0, 0)| =

_

(2)

2

+ (1)

2

+ (1)

2

=

6.

40

7.4 Dierential operators

The dierential operator

x

is an example of a scaler dierential operator, it operates on a scalar eld T

to give another scalar eld

T

x

.

The dierential operator i

x

is an example of a vector dierential operator, it operates on a scalar eld

T to give a vector eld i

T

x

.

The expression for the gradient of a scalar eld involves a dierential operator.

grad f =

f

x

i +

f

y

j +

f

z

k

=

_

_

i

x

+j

y

+k

z

. .

_

_

(1)

f.

Here (1) =

_

i

x

+j

y

+k

z

_

is a vector dierential operator, it acts on the scalar eld f to give a

vector eld grad f

The dierential operator (1) is commonly known as del or nabla, and is denoted by the symbol

grad f = f =

f

x

i +

f

y

j +

f

z

k.

We can write the physical laws (7.12)-(7.14) in terms of dierential operator :

h = kT, E = V , F = U.

7.5 Other coordinate systems

We have seen that it is often easier to work in coordinate systems other than rectangular Cartesian. We

will, in fact, concentrate on two others, cylindrical polars and spherical polars. We will indicate here,

however, a general approach for nding dierential operators in other systems.

Suppose the new system (q

1

, q

2

, q

3

) has orthogonal vectors e

1

, e

2

, e

3

at each point ( eg e

, e

, e

z

). Then

we can write a small distance ds as ds

2

= dx

2

+ dy

2

+ dz

2

= h

2

1

dq

2

1

+ h

2

2

dq

2

2

+ h

2

3

dq

2

3

. For example,

in 2-d, we have ds

2

= d

2

+

2

d

2

. The coecients h

i

are called the metric, and generally in 3-d

space they will form a 3x3 matrix. They are a key component of Einsteins theory of General Rel-

ativity, in which the metric of 4-dimensional space-time is determined by the distribution of matter.

Famously, the metric for the space-time outside a point mass M is called the Schwarzschild metric, given

by ds

2

= (1

2GM

rc

2

)dt

2

+ (1

2GM

rc

2

)

1

dr

2

+ r

2

d

2

+ r

2

sin

2

d

2

. Notice that for large r, this reduces

to ds

2

= dt

2

+dr

2

+r

2

d

2

+r

2

sin

2

d

2

, which is the (Minkowski) metric for at space-time, in which

we can see embedded the familiar 3-d spherical polar distance.

We now use the h

i

coecients to nd a general denition of the gradient operator. We can write the

small change in any quantity as d =

q1

dq

1

+

q2

dq

2

+

q3

dq

3

, but we also have that

d = .(h

1

e

1

dq

1

+h

2

e

2

dq

2

+h

3

e

3

dq

3

). This shows that h

1

.e

1

=

q1

etc, and hence

=

1

h1

q1

e

1

+

1

h2

q2

e

2

+

1

h3

q3

e

3

.

Our two important cases give

i) Cylindrical Polars =

+

1

+

z

e

z

, and

ii) Spherical Polars =

r

e

r

+

1

r

+

1

r sin

.

41

8 The divergence of a vector eld

So far we have only looked at the spatial variations of scalar elds, what about the spatial variations of

vector elds?

There are two elds that are used to describe spatial variations of vectors elds F, one is a scalar eld

known as the divergence of F, and the other is a vector eld known as the curl of F.

8.1 Mathematical approach to divergence

The divergence of a vector eld F is the scalar eld

div F = F =

_

i

x

+j

y

+k

z

_

(F

x

i+F

y

j+F

z

k)

=

F

x

x

+

F

y

y

+

F

z

z

.

Example 8.1 Calculate the divergence of the vector eld F = 3xe

y

i+2yj+z

2

k and evaluate F(2, 0, 4).

Solution: We have

div F = F =

(3xe

y

)

x

+

(2y)

y

+

(z

2

)

z

= 3e

y

+ 2 + 2z

F(2, 0, 4) = 3 + 2 + 8 = 13.

8.2 Physical approach to divergence

Physically the divergence of a vector eld F is related to the ow of energy or matter, e.g. ow of water

in a pipe or ow of heat through some conducting material.

Consider the case of heat ow in a rod. Heat generated (by ssion of uranium nuclei say) at a rate (r),

ows via conduction to the cooler outer edge of the rod. If we dene the heat ow rate by h(r) then the

two elds (r) and h(r) are related by conservation of energy.

Consider a very small region R of the rod with volume V and surface S, such that R contains the point

P with position vector r

p

. Since R is small we can approximate the total rate at which heat is generated

in R by (r

p

)V. Since the temperature of the region does not change we must have that the amount of

heat generated in R must be equal to the rate of ow of heat out of R through its surface S.

Thus we have

net outward heat ow rate across S (r

p

)V

V

(r

p

).

If we let V tend to zero then the left hand side describes the net outward ow rate per unit volume at

the point P. We dene this to be the divergence of h at the point P.

Thus

div h(P) = lim

V 0

_

net outward heat ow

V

_

= (r

p

).

Since this equation holds for all points P we have

div h = .

42

8.3 Equivalence of the two denitions of divergence

L

Q`

Q

i

j

k

(5)

(6)

Figure 30:

If we take the small region R in the heated rod to be a cube with centre C = (X +

L

2

, Y, Z) and sides of

length L, then we can calculate the net outward heat ow through R by using

Flux = =

_

R

h ndA =

_

R

h

n

dA

=

6

i=1

__

face i

h ndA

_

where h

n

denotes the component of h pointing in the direction of n and n is the outward pointing normal

to R.

If we set (1) to be the face of the cube lying in the plane x = X (see Figure 30) and (2) to be the face of

the cube lying in the plane x = X +L, then the outer unit normal to (1) is i and the outer unit normal

to (2) is i. Also Q = (X, Y, Z) is the mid point of (1) and Q

the volume V = L

3

.

Since the cube is small we can approximate the heat ow vector h on each face of the cube by its value

at the mid points, hence on face (1) we can approximate h by h(Q) = h(X, Y, Z) and on face (2) we can

approximate h by h(Q

Hence on (1) we have h n = h (i) = h i = h

x

(X, Y, Z) (i.e. minus the x component of h at Q),

and on (2) we have h n = h i = h

x

(X +L, Y, Z).

So _

face 1

h ndA

_

face 1

h

x

(X, Y, Z)dA = h

x

(X, Y, Z)

_

face 1

dA = h

x

(X, Y, Z)L

2

_

face 2

h ndA

_

face 2

h

x

(X +L, Y, Z)dA = h

x

(X +L, Y, Z)L

2

.

So

net outward heat ow across (1)+(2)

V

=

L

2

[h

x

(X +L, Y, Z) h

x

(X, Y, Z)]

L

3

=

h

x

(X +L, Y, Z) h

x

(X, Y, Z)

L

lim

V 0

_

net outward heat ow across (1)+(2)

V

_

= lim

L0

_

h

x

(X +L, Y, Z) h

x

(X, Y, Z)

L

_

=

h

x

x

.

43

Similarly

lim

V 0

_

net outward heat ow across (3)+(4)

V

_

=

h

y

y

and

lim

V 0

_

net outward heat ow across (5)+(6)

V

_

=

h

z

z

.

Thus

div h = lim

V 0

_

net outward heat ow across S

V

_

=

h

x

x

+

h

y

y

+

h

z

z

.

8.4 Interpretation of divergence in terms of sources and sinks

+

+

+

+

+

+

Figure 31:

We have seen that the divergence of a steady state heat ow eld at any point is the heat source density

at that point. Similar ideas can be applied to other ow elds.

We can regard positive electric charge as being the source of an electric eld E

div E =

0

(one of Maxwells equations).

Here is the electric charge density and

0

is the permittivity of free space.

The interpretation of divergence in terms of sources can be illustrated in eld line diagrams.

For example the eld lines in the region outside a positively charged sphere are regularly spaced continuous

(i.e. unbroken) radial lines directed outwards see Figure 31. In 3D the density of these lines represents

the magnitude of the eld.

You can only make the association of eld magnitude and density of continuous eld lines in regions

where the divergence of the vector eld is zero.

Field lines have sources (i.e. starting point) in regions of positive divergence, and sinks (end points) in

regions of negative divergence.

If a vector eld has zero divergence everywhere, then there are no sources or sinks anywhere and the eld

lines are closed loops.

Magnetic elds are examples of divergence free elds see Figure 32.

div B = 0 Maxwells equation, B - magnetic eld.

44

Figure 32:

8.5 The divergence and physical laws

The following are examples of physical laws that involve the divergence of vector elds:

divh = , h steady state heat ow, - heat source density,

divE =

0

, E electric eld, - electric charge density,

0

- permittivity of free space,

and

divB = 0, B magnetic eld.

Example 8.2 Calculate the divergence of the vector eld F = y cos

2

xi+yz

2

j+e

z

xk at the point (, 0, 2).

Solution: We have

div F = F =

F

x

x

+

F

y

y

+

F

z

z

= 2y cos xsin x +z

2

+e

z

x

and hence

div F(, 0, 2) = 2(0)(cos sin ) + 2

2

+e

2

= 4 +e

2

.

Example 8.3 Could either of the following vector elds F or G in principle represent a magnetic eld

F = xy

2

i +y

3

j + (x

2

y 4y

2

z)k or G = 2yi 3xyj (9 + 5z)k?

Solution: Since

div F =

F

x

x

+

F

y

y

+

F

z

z

= y

2

+ 3y

2

4y

2

= 0

and

div G =

G

x

x

+

G

y

y

+

G

z

z

= 3x 5

it follows that F could in principle represent a magnetic eld and G could not.

Example 8.4 If the scalar eld f is equal to the divergence of the vector eld G = xcos yi+x

2

e

y

j+z

2

yk,

calculate H = grad f.

45

Solution: We have

f = divG =

G

x

x

+

G

y

y

+

G

z

z

= cos y +x

2

e

y

+ 2zy

and hence

H = grad f =

f

x

i +

f

y

j +

f

z

k

= 2xe

y

i + (sin y +x

2

e

y

+ 2z)j + 2yk

= 2xe

y

i + (x

2

e

y

+ 2z sin y)j + 2yk.

Remark In operator terms the vector eld H in the above example takes the form

H = f = ( G).

Example 8.5 If f = 3x

2

y +y cos z +y

2

calculate div F, where F = grad f.

Solution: We have

F = grad f =

f

x

i +

f

y

j +

f

z

k

and hence

F = 6xyi + (3x

2

+ cos z + 2y)j y sin zk

div F =

F

x

x

+

F

y

y

+

F

z

z

= 6y + 2 y cos z.

8.6 Other coordinate systems

Using the same notation as earlier, we can nd a general expression for the divergence of a vector eld

from the denition above

div h(P) = lim

V 0

_

net outward heat ow

V

_

.

We have V = h

1

h

2

h

3

dq

1

dq

2

dq

3

, and we nd, for example, that the ux of a vector eld u across two

opposite faces q

1

=constant is given by

q1

(u

1

h

2

h

3

)dq

1

dq

2

dq

3

. Then, taking the limit, we get

div u = u =

1

h

1

h

2

h

3

(

q

1

(u

1

h

2

h

3

) +

q

2

(u

2

h

1

h

3

) +

q

3

(u

3

h

1

h

2

)).

This gives

i) Cylindrical polars

F =

1

(F

) +

1

+

F

z

z

=

F

+

F

+

1

+

F

z

z

ii) Spherical polars

F =

1

r

2

r

(r

2

F

r

) +

1

r sin

(F

sin ) +

1

r sin

F

.

46

8.7 The scalar operator del squared

In operator terms we have div (grad f) = f =

2

f, here

2

is the scalar operator del squared, such

that

2

=

2

x

2

+

2

y

2

+

2

z

2

with

2

f =

2

f

x

2

+

2

f

y

2

+

2

f

z

2

.

We can also have del squared acting on a vector eld, such that

2

F =

2

(F

x

i+F

y

j+F

z

k)

=

2

F

x

i+

2

F

y

j+

2

F

z

k.

We can use the results from the previous sections to nd the expression for the Laplacian operator in

other coordinate systems. We nd

2

=

1

h

1

h

2

h

3

_

q

1

_

h

2

h

3

h

1

q

1

_

+

q

2

_

h

3

h

1

h

2

q

2

_

+

q

3

_

h

1

h

2

h

3

q

3

__

.

This gives

i) Cylindrical polars

2

=

1

_

+

1

2

+

2

z

2

ii) Spherical polars

2

=

1

r

2

sin

_

sin

r

_

r

2

r

_

+

_

sin

_

+

1

sin

2

_

.

47

9 The curl of a vector eld

9.1 Mathematical denition of curl

The mathematical denition of the curl of a vector eld F is obtained by taking the cross product of del

(nabla) with F i.e.

curl F = F =

i j k

z

F

x

F

y

F

z

= i

_

F

z

y

F

y

z

_

j

_

F

z

x

F

x

z

_

+k

_

F

y

x

F

x

y

_

.

Example 9.1 Calculate the curl of the vector eld F = x

2

yi +y

2

zj +z

2

xk and then evaluate curl F at

P = (1, 2, 3)

Solution: We have

curl F =

i j k

z

x

2

y y

2

z z

2

x

= i

_

y

_

z

2

x

_

z

_

y

2

z

_

_

j

_

x

_

z

2

x

_

z

_

x

2

y

_

_

+k

_

x

_

y

2

z

_

y

_

x

2

y

_

_

= y

2

i z

2

j x

2

k.

Hence

curl F(1, 2, 3) = 4i 9j k.

9.2 Physical denition of curl

The physical denition of curl F is given in terms of the work done by F during one complete traversal

of a closed loop. The work done depends on the orientation of the loop. Using the right hand screw rule

we can specify the orientation of the loop in terms of a unit vector n at right angles to the plane of the

loop. If we consider a loop that lies in the (x, y) plane like in (Figure 34) then an anti-clockwise traversal

of the loop is associated with n = k, whereas a clockwise traversal is associated with n = k.

Assume that we have calculated W =

_

L

F dr then as the loop gets smaller and smaller so does W.

However, if we divide W by A =area enclosed by L, then we have a quantity that remains nite as the

loop gets smaller. If we dene

C = lim

A0

W

A

then C is in fact the component of curl F in the direction specied by n

i.e.

C = curl F n.

In our example n = k and hence C is the z-component of curl F with C = curl F k.

9.3 Local rotation

The curl of a vector eld F (or rot F as it is sometimes called) can be thought of in terms of the local

rotation caused by F.

Consider the case of the water velocity on the surface of a river. In fast owing rivers small oating

objects rotate as they ow downstream (and this rotation is faster nearer the banks than it is near the

middle of the river.) This is because the velocity of the river is greater in the middle of the river than at

the edges (see gure 33). The magnitude of these rotations give the z-component of curl v.

48

x

y

z

v(x,y)

(curl v)

z

> 0

(curl v)

z

< 0

river bank

river bank

Figure 33:

H

H

B

R

S

Q

C

T

D

A

P

x

y

Figure 34:

9.4 Equivalence of the physical and mathematical denitions of curl

We recall that curl F n = lim

A0

W

A

where W is the work done by F during one complete traversal of

a closed loop L that encloses an area A. We take L to be a square loop in the (x, y) plane with centre

P = (X, Y, Z) (see Figure 34)). For the loop L we have

W =

_

L

F dr =

_

AB

F dr+

_

BC

F dr+

_

CD

F dr+

_

DA

F dr.

Furthermore

_

AB

F dr =

_

AB

F

x

dx +F

y

dy +F

z

dz =

_

x(B)

x(A)

_

F

x

dx

dx

+F

y

dy

dx

+F

z

dz

dx

_

dx

where x(A) and x(B) respectively denote the x-coordinates of the points A and B. Since y = Y

H

2

and

z = constant on AB we have

dy

dx

=

dz

dx

= 0 and hence

_

AB

F dr =

_

X+

H

2

X

H

2

F

x

dx.

Since H is small we can approximate the x component of F on AB by its value at the midpoint S and

hence we have

_

AB

F dr =

_

X+

H

2

X

H

2

F

x

dx HF

x

(S)

49

Similarly

_

CD

F dr =

_

x(D)

x(C)

_

F

x

dx

dx

+F

y

dy

dx

+F

z

dz

dx

_

dx =

_

X

H

2

X+

H

2

F

x

dx HF

x

(T)

_

BC

F dr =

_

y(C)

y(B)

_

F

x

dx

dy

+F

y

dy

dy

+F

z

dz

dy

_

dy =

_

Y +

H

2

Y

H

2

F

y

dy HF

y

(Q)

_

DA

F dr =

_

y(A)

y(D)

_

F

x

dx

dy

+F

y

dy

dy

+F

z

dz

dy

_

dy =

_

Y

H

2

Y +

H

2

F

y

dy HF

y

(R).

Thus we have

W =

_

L

F dr = HF

x

(S) HF

x

(T) +HF

y

(Q) HF

y

(R)

= H(F

x

(S) F

x

(T)) +H(F

y

(Q) F

y

(R))

and so

curl F n = lim

A0

W

A

= lim

H0

(H(F

x

(S) F

x

(T)) +H(F

y

(Q) F

y

(R)))

H

2

= lim

H0

F

x

(X, Y

H

2

, Z) F

x

(X, Y +

H

2

, Z)

H

+ lim

H0

F

y

(X +

H

2

, Y, Z) F

y

(X

H

2

, Y, Z)

H

=

F

x

y

+

F

y

x

.

As we have calculated the work done by traversing the loop in an anti-clockwise direction, from the right

hand screw rule we have that n = k and hence we have that the z-component of curl F is given by

_

Fy

x

Fx

y

_

. For the x and y components of curl F we would need to consider loops in the yz and xz

planes.

9.5 Conservative elds

When the work done by a vector elds F for all possible loops in the domain of F is equal to zero, then

the curl of F equals zero everywhere and we dene F to be conservative.

This gives us a test for conservative elds

curl F = 0 for any conservative eld. (9.15)

The term conservative is used for any vector eld that satises (9.15).

Example 9.2 Is the vector eld F =

_

x

2

35

_

j + 2zk conservative?

Solution: We have

curl F =

i j k

z

0 x

2

35 2z

= i

_

y

(2z)

z

_

x

2

35

_

_

j

_

x

(2z)

z

(0)

_

+k

_

x

_

x

2

35

_

y

(0)

_

= 0i + 0j + 2xk.

Since curl F = 0 for all values of x, y, z F is non conservative.

50

9.5.1 Maxwells equations in dierential form

Maxwells equations involve div and curl:

curl E =

B

t

Faradays law for induction

curl B =

0

J +

0

0

curl

E

t

Amperes law

div B = 0 Gausss law for magnetism

div E =

0

Gausss law for electricity.

Here E - electric eld, B - magnetic eld, J - electric current density,

0

- permeability of free space,

0

- permittivity of free space, - electric charge density.

9.5.2 Operator identities

Recall the following useful operator identities:

= del or nabla = i

x

+j

y

+k

z

f = grad f = i

f

x

+j

f

y

+k

f

z

div F = F =

F

x

x

+

F

y

y

+

F

z

z

curl F = F =

i j k

z

F

x

F

y

F

z

= i

_

F

z

y

F

y

z

_

j

_

F

z

x

F

x

z

_

+k

_

F

y

x

F

x

y

_

div (grad f) = f =

2

f =

2

f

x

2

+

2

f

y

2

+

2

f

z

2

.

Also note that for all vector elds F we have

div (curl F) = (F) = 0

curl (grad f) = f = 0.

Example 9.3 Verify that div (curl F) = 0 for the vector eld F = ae

x

i z cos yj + 3xyzk.

Solution: Set

G = curl F =

i j k

z

ae

x

z cos y 3xyz

= (3xz + cos y)i 3yzj

and hence

div G = div(curl F) =

G

x

+

G

y

+

G

z

= 3z 3z + 0 = 0.

51

9.6 Other coordinate systems

We can use Stokes Theorem ( see next section) to nd an expression for the curl of a vector eld in a

general coordinate system. We nd

curl F = F =

1

h

1

h

2

h

3

e

1

h

1

e

2

h

2

e

3

h

3

q1

q2

q3

h

1

F

1

h

2

F

2

h

3

F

3

So we get

i) Cylindrical polars

curl F = F =

1

e

z

z

F

F

z

curl F = F =

1

r

2

sin

e

r

e

r e

3

h

3

q1

q2

q3

h

1

F

1

h

2

F

2

h

3

F

3

52

10 Stokess and Gausss theorems

10.1 Stokess theorem

The surface integral (ux) of curl F across any simple surface S is equal to the line integral of F around

the closed boundary curve C.

_

S

curl F ndA =

_

C

F dr.

The sense of the traversal of the line integral is related to the unit normal of the surface by the right

hand screw rule.

10.2 Gausss theorem (divergence theorem)

The volume integral of div F over a region B is equal to the surface integral (outward ux) of F across

the surface enclosing B.

_

B

div FdV =

_

S

F ndA where n is the outward unit normal to S.

x

y

x

y

z

x

y

z

Figure 35:

Remark 9 In Stokess theorem we have that

_

S

curl F ndA =

_

C

F dr

where S is the surface enclosed by the closed curve C. For any closed curve C there are innitely many

surfaces S that are enclosed by C.

If C is the closed curve x

2

+y

2

= 1, z = 0, one possible S could be the circular disk x

2

+y

2

= 1, z = 0

(see Figure 35). Alternatively S could be the hemisphere x

2

+ y

2

+ z

2

= 1, z 0. Or S could be the

surface of the cylinder = 1, 0 2, 0 < z 2 (i.e. the curved surface and top, but not the base).

Example 10.1 (of Gausss theorem)

Verify that Gausss theorem holds for the vector eld F = 3xyi 2zxk, and the brick B bounded by

1 x 3, 0 y 2, 2 z 5.

Solution: We need to show that

_

B

div FdV =

_

S

F ndA where S denotes the surface of the brick B.

For the right hand side we have

_

S

F ndA =

6

i=1

(

_

face i

F ndA)

53

such that

on face 1, x = 1, 0 y 2, 2 z 5 and n = i

on face 2, x = 3, 0 y 2, 2 z 5 and n = i

on face 3, y = 0, 1 x 3, 2 z 5 and n = j

on face 4, y = 2, 1 x 3, 2 z 5 and n = j

on face 5, z = 2, 1 x 3, 0 y 2 and n = k

on face 6, z = 5, 1 x 3, 0 y 2 and n = k.

Hence we have

_

face 1

F ndA =

2

_

0

5

_

2

(3xyi 2zxk) (i)dzdy

=

2

_

0

5

_

2

3ydzdy

=

_

_

2

_

0

3ydy

_

_

_

_

5

_

2

dz

_

_

=

_

3

2

y

2

_

2

0

[z]

5

2

= 18

_

face 2

F ndA =

2

_

0

5

_

2

(3xyi 2zxk) idzdy

=

2

_

0

5

_

2

3xydzdy

=

2

_

0

5

_

2

9ydzdy

=

_

9

2

y

2

_

2

0

[z]

5

2

= 54

_

face 3

F ndA =

3

_

1

5

_

2

(3xyi 2zxk) (j)dzdx

=

3

_

1

5

_

2

0dzdx = 0

_

face 4

F ndA =

3

_

1

5

_

2

(3xyi 2zxk) jdzdx = 0

54

_

face 5

F ndA =

3

_

1

2

_

0

(3xyi 2zxk) (k)dydx

=

3

_

1

2

_

0

2zxdydx

=

3

_

1

2

_

0

4xdydx

=

_

_

3

_

1

xdx

_

_

_

_

2

_

0

4dy

_

_

= 32

and

_

face 6

F ndA =

3

_

1

2

_

0

(3xyi 2zxk) kdydx

=

3

_

1

2

_

0

2zxdydx

=

3

_

1

2

_

0

10xdydx = 80.

So _

S

F ndA = 18 + 54 + 0 + 0 + 0 + 32 80 = 12.

For the left hand side we have

_

B

div FdV =

F

x

x

+

F

y

y

+

F

z

z

= 3y 2x.

55

So

_

B

div FdV =

5

_

2

2

_

0

3

_

1

(3y 2x) dxdydz

=

5

_

2

2

_

0

_

3yx 2x

2

3

1

dydz

=

5

_

2

2

_

0

[(9y 9) (3y 1)] dydz

=

5

_

2

2

_

0

(6y 8)dydz

=

5

_

2

_

3y

2

8y

2

0

dz

=

5

_

2

(12 16) dz

=

5

_

2

4dz = 4 [z]

5

2

= 12.

Since the left hand side equals the right hand side, the theorem is veried.

Example 10.2 (of Gausss theorem)

Verify that Gausss theorem holds for the vector eld F = r

2

e

r

+ r sin cos e

centre the origin and radius 1.

Solution: We need to show that

_

B

div FdV =

_

S

F ndA where S denotes the surface of the sphere B.

For the right hand side we have

_

S

F ndA =

_

S

F e

r

dA =

_

S

r

2

dA.

Since r = 1 on the surface of the sphere and dA = R

2

sin dd = sin dd we have

_

S

F ndA =

_

S

r

2

dA =

_

2

0

_

0

sin dd

=

__

2

0

d

___

0

sin d

_

= []

2

0

[cos ]

0

= (2 0)((1 1)) = 4.

For the left hand side we note that

div F = F =

1

r

2

r

(r

2

F

r

) +

1

r sin

(F

sin ) +

1

r sin

F

and hence

div (r

2

e

r

+r sin cos e

) =

1

r

2

r

(r

2

r

2

) +

1

r sin

(0 sin ) +

1

r sin

(r sin cos )

=

1

r

2

r

(r

4

) +

1

r sin

(0) +

r sin

r sin

(cos )

= 4r sin .

56

Thus since dV = r

2

sin drdd we have

_

B

divFdV =

_

B

(4r sin )dV

=

_

2

0

_

0

_

1

0

(4r sin )r

2

sin drdd

=

_

2

0

_

0

_

1

0

(4r

3

r

2

sin ) sin drdd

=

_

2

0

_

0

_

r

4

1

3

r

3

sin

_

1

0

sin dd

=

_

2

0

_

0

_

1

1

3

sin

_

sin dd

=

_

2

0

_

1

1

3

sin

___

0

sin d

_

d

=

_

2

0

_

1

1

3

sin

_

[cos ]

0

d

= 2

_

2

0

_

1

1

3

sin

_

d

= 2

_

+

1

3

cos

_

2

0

= 4.

Example 10.3 (of Stokess theorem)

Verify that Stokess theorem holds for the vector eld F = yzi xzj + zk and the closed curve C given

by x

2

+y

2

= 1, z = 3.

Solution: We need to show that _

S

curl F ndA =

_

C

F dr

where n is related to the direction of traversal of the curve C by the right hand screw rule, and S is a

surface enclosed by C.

We choose our surface S to be the disc x

2

+y

2

1, z = 3, and we take a clockwise traversal of the curve

C, so that n = k.

For the right hand side we have

_

C

F dr =

_

C

F

x

dx +F

y

dy +F

z

dz

=

_

2

1

(F

x

dx

d

+F

y

dy

d

+F

z

dz

d

)d

where

1

= 2,

2

= 0, x = cos , y = sin , z = 3

dx

d

= sin ,

dy

d

= cos ,

dz

d

= 0.

Hence

_

C

F dr =

0

_

2

(yz sin xz cos ) d

=

0

_

2

_

3 sin

2

3 cos

2

_

d

=

0

_

2

3d = [3]

0

2

= 3 (0 2) = 6.

57

For the left hand side we have

_

S

curl F ndA =

_

2

0

_

1

0

curl F ndd

with

curl F =

i j k

z

F

x

F

y

F

z

i j k

z

yz xz z

= i

_

z

y

(xz)

z

_

j

_

z

x

(yz)

z

_

+k

_

(xz)

x

(yz)

y

_

= xi +yj 2zk.

Hence

curl F n = (xi +yj 2zk) (k)

= 2z = 6 (since z = 3).

So

_

S

curl F ndA =

_

2

0

_

1

0

6dd

=

__

1

0

6d

___

2

0

d

_

=

_

3

2

1

0

[]

2

0

= 6.

Since the left hand side equals the right hand side, the theorem is veried.

Example 10.4 (of Stokess theorem)

Verify that Stokess theorem holds for the vector eld F = yzi xzj + zk and the closed curve C that

lies in the plane x = 1 and consists of the three lines L

1

, L

2

and L

3

where on L

1

we have z = 0 and

0 y 1, on L

2

we have y = 1 and 0 z 1 and on L

3

we have z = y and 0 y 1.

Solution: We need to show that _

S

curl F ndA =

_

C

F dr

where n is related to the direction of traversal of the curve C by the right hand screw rule, and S is a

surface enclosed by C.

We choose our surface S to be the two dimensional triangular surface lying in the plane x = 1 that is

bounded by the three lines L

1

, L

2

and L

3

, and we take an anticlockwise traversal of the curve C, so that

n = i.

For the right hand side we have

_

C

F dr =

_

L1

F dr +

_

L2

F dr +

_

L3

F dr.

Since x = 1 and z = 0 on L

1

we have

dx

dy

=

dz

dy

= 0

and since y varies from 0 to 1 we have

_

L1

F dr =

_

L1

yzdx xzdy +zdz

=

_

1

0

_

yz

dx

dy

xz

dy

dy

+z

dz

dy

_

dy

=

_

1

0

xzdy =

_

1

0

0dy = 0.

58

Since x = 1 and y = 1 on L

2

we have

dx

dz

=

dy

dz

= 0

and since z varies from 0 to 1 we have

_

L2

F dr =

_

L2

yzdx xzdy +zdz

=

_

1

0

_

yz

dx

dz

xz

dy

dz

+z

dz

dz

_

dz

=

_

1

0

zdz =

_

z

2

2

_

1

0

= 1/2.

Since x = 1 and z = y on L

3

we have

dx

dy

= 0 and

dz

dy

= 1

and since y varies from 0 to 1 we have

_

L3

F dr =

_

L3

yzdx xzdy +zdz

=

_

1

0

_

yz

dx

dy

xz

dy

dy

+z

dz

dy

_

dy

=

_

1

0

(xz +z)dy

=

_

1

0

(y +y)dy =

_

1

0

0dy = 0.

Hence _

C

F dr =

_

L1

F dr +

_

L2

F dr +

_

L3

F dr = 0 + 1/2 + 0 = 1/2.

From the previous example we have that curlF = xi +yj 2zk and hence for the left hand side we have

_

S

curl F ndA =

_

S

curl F idA =

_

S

xdA.

Since S lies in the plane x = 1 we have

_

S

xdA =

_

S

dA = area of S = 1/2.

Since the left hand side equals the right hand side, the theorem is veried.

59

11 The calculus of variations

11.1 The shortest distance

Suppose we want to nd the shortest distance between two points in 2-d space. If they are (x

1

, y

1

), (x

2

, y

2

),

then any distance between the two is given by

I =

_

x2

x1

_

dx

2

+dy

2

=

_

x2

x1

_

1 +y

2

dx

where we do the integration along the route y = y(x). We wish to nd the route that minimizes the

integral.

Suppose that y(x) is the required answer, and that we write any other curve as Y (x) = y(x) + h(x),

with h(x

1

) = h(x

2

) = 0. Thinking of I as I(), we want to nd the minimum value of I, so we want

dI

d

= 0 when = 0.

We nd

dI

d

=

_

x2

x1

1

2

1

1 +Y

2

2Y

dY

d

dx. Using Y

(x) = y

(x) +h

(x) gives

dY

d

= h

(x), so that

dI

d =0

=

_

x2

x1

y

(x)h

(x)

_

1 +y

2

dx = 0.

We now integrate by parts, to get

dI

d =0

=

_

y

h(x)

_

1 +y

2

_

x2

x1

_

x2

x1

h(x)

d

dx

_

y

_

1 +y

2

_

dx.

The rst term is zero, because h(x

1

) = h(x

2

) = 0, so to achieve a minimum we need

d

dx

_

y

1+y

2

_

= 0.

This means that

_

y

1+y

2

_

= constant, so y

as expected.

11.2 Eulers Equation

Suppose we now generalize the problem, to ask which curve y(x) minimizes the integral I =

_

x2

x1

F(x, y, y

)dx,

where F is a given function.

As before, consider any curve Y (x) = y(x) + h(x), with h(x

1

) = h(x

2

) = 0. Thinking of I as I(), we

want to nd the minimum value of I, so we want

dI

d

= 0 when = 0.

We nd

dI

d

=

_

x2

x1

_

F

Y

dY

d

+

F

Y

dY

d

_

dx. Using Y

(x) = y

(x) +h

dY

d

= h

(x), so that (

dI

d

)

=0

=

_

x2

x1

_

F

y

h +

F

y

_

dx = 0.

Using parts

_

x2

x1

F

y

dx =

_

F

y

h

_

x2

x1

_

x2

x1

d

dx

_

F

y

_

hdx. The integrated term is zero, again because

of the boundary conditions, so we nally get

_

dI

d

_

=0

=

_

x2

x1

_

F

y

d

dx

F

y

_

hdx = 0.

Since h is arbitrary, we have

F

y

d

dx

F

y

= 0,

which is the Euler ( sometimes known as Euler-Lagrange) equation.

11.3 The Brachistochrone Problem

This is a famous problem, in which we must nd the shape of a smooth wire, joining the points (x

1

, y

1

)

and (x

2

, y

2

), so that a bead will slide down the wire in the shortest time.

Clearly, we need to minimize

_

dt.Taking initial speed v = 0, and the reference level for gravitational

potential energy as y = 0, then at the point (x, y) we have that the kinetic energy =

1

2

mv

2

and the

60

potential energy = mgy ( we are measuring y as positive in the down direction). Conservation of

energy then gives

1

2

mv

2

mgy = 0, so that v =

2gy.

So we need to minimize the integral

_

dt =

_

ds

v

=

_

ds

2gy

=

1

2g

_

_

1 +y

2

y

dx.

It turns out that the easiest way (because F does not explicitly contain x) to use the Euler equation is

by using ds =

_

dx

2

+dy

2

= dy

1 +x

2

, so that we try to minimize

1

2g

_

1 +x

2

y

dy. We now use

the alternate version of the Euler equation:

F

x

d

dy

F

x

y, and this, when applied to the y-integral, gives

(

1+x

2

y

)

x

d

dy

(

1+x

2

y

)

x

= 0.

The rst term is zero, since F has no explicit dependence on x, so we get

d

dy

(

1+x

2

y

)

x

= 0. This

integrates immediately to

x

1 +x

2

y

= constant, which we can rearrange as

dx

dy

=

_

cy

1 cy

. This

integrates, by separation of variables, to give x =

_

y

c

y

2

+

1

2c

cos

1

(1 2cy) +c

through the origin, then we have c

simply written using a parameter , when we get

x =

1

2c

( sin ), y =

1

2c

(1 cos ).

A cycloid is well known as the locus of a point on the circumference of a circle as that circle rolls along

a level surface.

11.4 Hamiltons Principle

We may generalize our original question, of minimizing I =

_

x2

x1

F(x, y, y

on several variables y

1

, y

2

, ..., each of which depend on x, so that we have I =

_

x2

x1

F(x, y

1

, y

2

, ..., y

1

, y

2

, ....)dx.

Using the same method as before, we now get a set of Euler equations, of the form

F

y

i

d

dx

F

y

i

= 0, i = 1, 2, ....., n.

This is particularly useful in analyzing systems which depend on several coordinates. If we dene the

Lagrangian L of a system as the dierence of its kinetic and potential energies, so L = T V , then

Hamiltons principle says that a system evolves in such a way that the time integral of the Lagrangian

is a minimum. This leads to the Lagrange equations

L

x

i

d

dt

F

x

i

= 0, i = 1, 2, ....., n, where now the

variables are labeled x

i

, and they all depend on t.

This formulation of mechanics is equivalent to the Newtonian one, but it involves only scalars, and it is

more amenable to choosing dierent coordinate systems to the usual Cartesian x, y, z. We can easily see

that in one dimension, it reduces to the usual form, since if we take T =

1

2

mx

2

and potential V (x) ( so

that the force in the x-direction is F =

dV

dx

), we get

(V )

x

d

dt

T

x

= 0, or F = m x, which of course is

just Newtonss second law.

11.5 Noethers Theorem

Hamiltons principle can be used in non-mechanical contexts, such as electromagnetism, with an appro-

priate denition of the Lagrangian. In general, in known theories, it simply reproduces results already

know, albeit sometimes in a simpler and more elegant way. However, where a theory is incomplete, a

postulated Lagrangian can be a useful way forward. Such an approach has been widely used in particle

physics and string theory.

61

An example of this is Noethers Theorem, which states that the invariance of the Lagrangian with respect

to a variable ( such as position or time) implies the conservation of a particular quantity (linear momentum

and energy, respectively, for the two examples mentioned). We can see this in the very simplest example,

with L =

1

2

mx

2

V (x). Applying Eulers equation gives

L

x

d

dt

F

x

= 0, or

L

x

=

d

dt

L

x

.

Now consider

dL

dt

=

L

x

x

+

L

x

+

L

t

, using the chain rule of partial dierentiation, and assuming

that L = L(x, x

L

t

= 0. Using the result in the

previous paragraph, we then get

dL

dt

=

d

dt

(

L

x

)x

+

L

x

rule

dL

dt

=

d

dt

(

L

x

).

Therefore we have

d

dt

(L

L

x

) = 0, and so L

L

x

= constant. But

L

L

x

=

1

2

mx

2

V (x) mx

2

=

1

2

mx

2

V (x), so we have

1

2

mx

2

+ V (x) = constant ie the

conservation of energy.

62

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