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3 views9 pagesMathematical course.

Nov 29, 2014

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Definition 1.1 A scalar field in D is a real-valued function defined in D, that is

: D R.

The value of at an arbitrary point M (x, y, z) D is denoted by

(M )

or (x, y, z) .

~v associates to each point M (x, y, z) D, a vector denoted by

~v (M )

or ~v (x, y, z) .

Remark 1.1 Notice that for every vector field ~v in D, there are three scalar fields P ,

Q, R in D such that

~v (x, y, z) = P (x, y, z)~i + Q (x, y, z) ~j + R (x, y, z) ~k,

Example 1.1

(x, y, z) D.

~r = x~i + y~j + z~k,

(x, y, z) R3 .

(ii) The modulus (or the length) of ~r is the following scalar field:

p

r = |~r| = x2 + y 2 + z 2 , (x, y, z) R3 .

Definition 1.3 Let be a scalar field in D. The level surface of at the level c R

is the following set:

{M (x, y, z) D : (x, y, z) = c} .

The level surface of through the point M0 (x0 , y0 , z0 ) D is the following set:

{M (x, y, z) D : (x, y, z) = (x0 , y0 , z0 )} .

Example 1.2 When is the temperature or pressure field, the level surfaces of are

called isotherms or isobars, respectively.

1

that for all M , the vector ~v (M ) is tangent to at the point M .

Remark 1.2 Let

~v (x, y, z) = P (x, y, z)~i + Q (x, y, z) ~j + R (x, y, z) ~k,

(x, y, z) D.

Since d~r = dx~i + dy ~j + dz ~k, the condition for ~v to be tangent to at each point

M (x, y, z) can be written as

~v k d~r ~v d~r = ~0

dy

dz

dx

=

=

.

P (x, y, z)

Q (x, y, z)

R (x, y, z)

(1)

Formula (1) is a differential system under symmetric form and is called the differential

system of the field lines of ~v . Denote by

1 (x, y, z) = c1 ,

2 (x, y, z) = c2 ,

c1 R,

c2 R,

two functionally independent first integrals of the symmetric system (1). Then, the set

of the field lines of ~v is the following family of curves in space which depends on two

parameters c1 , c2 R:

1 (x, y, z) = c1 ,

c1 ,c2 :

2 (x, y, z) = c2 .

Example 1.3 Find the field lines of the following vector field:

~v = (y z)~i + (z x) ~j + (x y) ~k.

Answer. The field lines of ~v are the following:

x + y + z = c1 ,

c1 ,c2 :

x2 + y 2 + z 2 = c 2 ,

c1 , c2 R.

Definition 1.5 Let ~v be a vector field in D. A field surface of ~v is a surface generated

by the field lines of ~v .

Remark 1.3 Let ~v = P~i + Q~j + R~k. Let

1 (x, y, z) = c1 ,

2 (x, y, z) = c2 ,

c1 R,

c2 R,

be two functionally independent first integrals of system (1). Then, the equation of a

field surface of ~v is

(1 (x, y, z) , 2 (x, y, z)) = 0,

where : R2 R is an arbitrary function.

Differential operators

Definition 2.1 Let be a scalar field of class C 1 in D. Let ~s = s1~i + s2~j + s3~k be a

unit vector, i.e. a vector having modulus 1:

q

|~s| = s21 + s22 + s23 = 1.

The directional derivative of along the unit vector ~s is

d

=

s1 +

s2 +

s3 .

d~s

x

y

z

Definition 2.2 Let ~v be a vector field of class C 1 in D. Let ~s = s1~i + s2~j + s3~k be a

unit vector. The directional derivative of ~v along the unit vector ~s is

d~v

~v

~v

~v

=

s1 +

s2 +

s3 .

d~s

x

y

z

Remark 2.1 If ~v = P~i + Q~j + R~k, then

~v

P ~ Q ~ R ~

=

k,

i+

j+

x

x

x

x

P ~ Q ~ R ~

~v

=

k,

i+

j+

y

y

y

y

P ~ Q ~ R ~

~v

=

k.

i+

j+

z

z

z

z

Consequently,

d~v

dP ~ dQ ~ dR ~

=

k.

i+

j+

d~s

d~s

d~s

d~s

Definition 2.3 Let be a scalar field of class C 1 in D. The gradient of is the vector

field in D

~ ~ ~

grad =

k.

i+

j+

x

y

z

Proposition 2.1 (Properties of the gradient) Let , be two scalar fields of class C 1

in D, let c R be a constant and let F : R R be a function of class C 1 . We have:

(i) grad ( + ) = grad + grad ;

(ii) grad (c) = c grad ;

(iii) grad () = grad + grad ;

grad grad

;

=

(iv) grad

2

(v) grad (F ()) = F () grad .

3

Example 2.1 Let ~r = x~i+y~j +z~k be the position vector field and let ~a = a1~i+a2~j +a3~k

be a constant vector. Remember that

p

r = |~r| = x2 + y 2 + z 2 ,

~a ~r = a1 x + a2 y + a3 z.

Then, we have

~r

1

x~i + y~j + z~k ,

=p

r

x2 + y 2 + z 2

grad (~a ~r) = ~a.

grad r =

Definition 2.4 Let ~v = P~i + Q~j + R~k be a vector field of class C 1 in D. The divergence

of ~v is the scalar field in D

div ~v =

The curl of ~v

curl ~v =

Q R

P

+

+

.

x

y

z

~k

~i

~j

P

Q P ~

R ~

R Q ~

k.

i+

j+

=

y

z

z

x

x

y

x y z

P

Q R

Proposition 2.2 (Properties of the divergence and curl) Let ~u, ~v be two vector fields

of class C 1 in D, let be a scalar field of class C 1 in D and let c R be a constant.

We have:

(i)

curl (~u + ~v ) = curl ~u + curl ~v ;

(ii)

curl (c~v ) = c curl ~v ;

(iii)

curl (~v ) = curl ~v ~v grad ;

(iv)

d~u d~v

.

curl (~u ~v ) = ~u div ~v ~v div ~u +

d~v d~u

Example 2.2 Let ~r = x~i+y~j +z~k be the position vector field and let ~a = a1~i+a2~j +a3~k

be a constant vector. Remember that

~i ~j ~k

~a ~r = a1 a2 a3 = (a2 z a3 y)~i + (a3 x a1 z) ~j + (a1 y a2 x) ~k.

x y z

Then, we have

div (~a ~r) = 0, curl (~a ~r) = 2~a.

4

Definition 2.5 We call the nabla or del or Hamilton operator the vector differential

operator

~

~

~

k.

i+

j+

=

x

y

z

Proposition 2.3 (Properties of ) Let be a scalar field of class C 1 in D, let ~v be a

vector field of class C 1 in D and let ~s be a unit vector. We have:

(i) grad = ;

(ii) div ~v = ~v ;

(iii) curl ~v = ~v ;

(iv)

d

= (~s ) ;

d~s

(v)

d~v

= (~s ) ~v .

d~s

Definition 2.6 We call the Laplace operator or the Laplacian the differential operator

=

2

2

2

+

+

.

x2 y 2 z 2

Remark 2.2 If is a scalar field of class C 2 in D and ~v = P~i + Q~j + R~k is a vector

field of class C 2 in D, then

2 2 2

+ 2 + 2,

x2

y

z

2

2

~v ~v 2~v

+

+

,

~v =

x2 y 2 z 2

2P ~ 2Q ~ 2R ~ 2P ~ 2Q ~ 2R ~ 2P ~ 2Q ~ 2R ~

=

i+

j+

k+

i+

j+

k+

i+

j+

k

x2

x2

x2

y 2

y 2

y 2

z 2

z 2

z 2

= P ~i + Q ~j + R ~k.

Proposition 2.4 Let be a scalar field of class C 2 in D and let ~v be a vector field of

class C 2 in D. We have:

(i) div (curl ~v ) = 0;

(ii) curl (grad ) = ~0;

(iii) div (grad ) = ;

(iv) curl (curl ~v ) = grad (div ~v ) ~v .

Integral formulas

Definition 3.1 Let ~v be a continuous vector field in D and let D be a smooth

surface in space. The flow (or the flux ) of ~v through the surface is the number

ZZ

=

~v ~n d,

Remark 3.1 If ~v = P~i + Q~j + R~k and ~n = n1~i + n2~j + n3~k, then the flow can be

expressed as follows:

ZZ

ZZ

(P n1 + Qn2 + Rn3 ) d =

P dydz + Qdzdx + Rdxdy.

=

Remark 3.2 In mechanics, the flow could represent (for example) the amount of

fluid flowing through the surface per unit time.

Definition 3.2 Let ~v be a continuous vector field in D and let D be a smooth

curve in space. The circulation of ~v along the curve is the number

Z

C = ~v d~r.

Remark 3.3 If ~v = P~i+Q~j +R~k, then, taking into account that d~r = dx~i+dy ~j +dz ~k,

we infer that

Z

C = P dx + Qdy + Rdz.

Remark 3.4 In mechanics, the circulation C could represent (for example) the mechanical work done by a force field on a particle moving along the curve .

Theorem 3.1 (Divergence theorem) Let D R3 be a bounded smooth domain, let

be the closed surface which is the boundary of D, let ~n be the outer unit normal (vector)

field to the surface and let ~v be a vector field of class C 1 on D . Then,

ZZ

ZZZ

~v ~n d =

div ~v d.

D

Remark 3.5 If ~v = P~i + Q~j + R~k, then the right-hand side of the above formula can

be written as

ZZZ

ZZZ

P

Q R

div ~v d =

+

+

dxdydz,

x

y

z

D

D

which is a volume integral.

6

Theorem 3.2 (Divergence theorem for the gradient) Let D R3 be a bounded smooth

domain, let be the closed surface which is the boundary of D, let ~n be the outer unit

normal (vector) field to the surface and let be a scalar field of class C 1 on D .

Then,

ZZ

ZZZ

~n d =

grad d.

D

Theorem 3.3 (Divergence theorem for the curl) Let D R3 be a bounded smooth

domain, let be the closed surface which is the boundary of D, let ~n be the outer unit

normal (vector) field to the surface and let ~v be a vector field of class C 1 on D .

Then,

ZZ

ZZZ

~n ~v d =

curl ~v d.

D

Theorem 3.4 (Stokes formula) Let R3 be a bounded smooth open surface, let be

the closed curve which is the boundary of , let ~n be a unit normal (vector) field to the

surface and let ~v be a vector field of class C 1 in a domain D R3 which contains the

surface . Then

Z

ZZ

~v d~r =

curl ~v ~n d.

4.1

in D if

curl ~v = ~0 in D.

Definition 4.2 Let ~v be a vector field in D. We say that ~v is conservative in D if there

is a scalar field of class C 1 in D such that

grad = ~v

in D.

Remark 4.1 A scalar potential of a conservative vector field ~v is unique up to an

additive constant, that is

grad = ~v grad ( + c) = ~v

c = const R,

and

grad = grad = ~v c = const R s.t. = in D.

Theorem 4.1 Let D R3 be a simply connected domain and let ~v be a vector field of

class C 1 in D.

(i) If ~v is irrotational in

R D, then the circulation of ~v along any closed smooth curve

D is zero (i.e. ~v d~r = 0).

7

(ii) If ~v is Rirrotational in D, then the circulation of ~v along any smooth path AB D

~v d~r) depends only on A and B, and does not depend on the path

(i.e.

AB

between A and B.

case, a scalar potential of ~v is

Z

~v d~r, M D,

(M ) =

AM

where A D is a fixed point.

4.2

D if

div ~v = 0 in D.

Definition 4.4 Let ~v be a vector field in D. We say that ~v is a curl field in D if there

is a vector field w

~ of class C 1 in D such that

curl w

~ = ~v

in D.

In this case, w

~ is called a vector potential of ~v .

Remark 4.2 Since

curl (grad ) = ~0 ,

we have

curl w

~ = ~v curl (w

~ + grad ) = ~v

(i) If ~v is solenoidal

RR in D, then the flow of ~v through any closed smooth surface D

is zero (i.e. ~v ~n d = 0).

(ii) If ~v isRRsolenoidal in D, then the flow of ~v through any open smooth surface D

(i.e. ~v ~n d) depends only on the boundary of , and does not depend on

the surface .

(iii) The vector field ~v is solenoidal in D if and only if ~v is a curl field in D.

4.3

by two scalar fields in D if there are two scalar fields of class C 1 in D, and F of class

C 2 in D such that

~v = grad F in D.

Theorem 4.3 Let ~v be a vector field of class C 1 in D.

8

~v curl ~v = 0

in D,

i.e. ~v curl ~v .

(ii) If

~v curl ~v = 0 in D,

curl ~v 6= ~0 in D,

then ~v is represented by two scalar fields in D.

4.4

harmonic in D if ~v is both irrotational and solenoidal in D, i.e.

curl ~v = ~0 in D,

div ~v = 0 in D.

Example 4.1 The Newtonian vector field

~v = k

~r

r3

(k = const > 0) ,

Definition 4.7 Let : D R be a function (or a scalar field) of class C 2 in D. We

say that is harmonic in D if satisfies the Laplace equation in D, that is

= 0 in D.

Remark 4.3 Remember that

def

2 2 2

+ 2 + 2.

x2

y

z

Theorem 4.4 Let D R3 be a simply connected domain and let ~v be a vector field of

class C 1 in D. The following statements are equivalent:

(i) The vector field ~v is Laplacian in D.

(ii) There is a harmonic function in D such that

~v = grad

in D.

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