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Calculus

28.2

Introduction

A vector eld or a scalar eld can be dierentiated with respect to position in three ways to

produce another vector eld or scalar eld. This Section studies the three derivatives, that is:

(i) the gradient of a scalar eld (ii) the divergence of a vector eld and (iii) the curl of a vector

eld.

'

of two variables

Prerequisites

Before starting this Section you should . . .

dierentiation

be familiar with scalar and vector elds

&

Learning Outcomes

After completing this Section you should be

able to . . .

or curl of a vector or scalar eld.

Consider the height above sea level at various points on a hill. Some contours for such a hill

are shown in the diagram.

10

20

30

40

50

C

60

B

A D

Figure 1

We are interested in how changes from one point to another. Starting from A and making

a displacement d the change in height ( ) depends on the direction of the displacement. The

magnitude of each d is the same.

Displacement Change in

AB

40 30 = 10

AC

40 30 = 10

AD

30 30 = 0

AE

20 30 = 10

The change in clearly depends on the direction of the displacement. For the paths shown

increases most rapidly along AB, does not increase at all along AD (as A and D are both on

the same contour and so are both at the same height) and decreases along AE.

The direction in which changes fastest is along the line of greatest slope and orthogonal

(i.e. perpendicular) to the contours. Hence, at each point of a scalar eld we can dene a vector

eld giving the magnitude and direction of the greatest rate of change of locally.

A vector eld, called the gradient, written grad , can be associated with a scalar eld

so that at every point the direction of the vector eld is orthogonal to the scalar eld contour

and is the direction of the maximum rate of change of .

For a second example consider a metal plate heated at one corner and cooled by an ice bag

at the opposite corner. All edges and surfaces are insulated. After a while a steady state situation exists in which the temperature at any point remains the same. Some temperature

HELM (VERSION 1: March 18, 2004): Workbook Level 1

28.2: Dierential Vector Calculus

heat source

heat source

35

30 25

20 15

10

35

30 25

20 15

10

ice bag

(a)

ice bag

(b)

Figure 2

The direction of the heat ow is along ow lines which are orthogonal to the contours (see the

dashed lines in Figure 2(b)); this heat ow is measured by F = grad .

Denition

The gradient of the scalar eld = f (x, y, z) is

grad = =

i+

j+

k

x

y

z

Often, instead of grad , the notation is used. ( is a vector dierential operator called

i+

j+

k. As a vector dierential operator, it retains the

del or nabla dened by

x

y

z

characteristics of a vector while also carrying out dierentiation.)

The vector grad gives the magnitude and direction of the greatest rate of change of at

any point, and is always orthogonal to the contours of . For example, in Figure 1, grad

points in the direction of AB while the contour line is parallel to AD i.e. perpendicular to AB.

Similarly, in Figure 2, the various intersections of the contours with the lines representing grad

occur at right-angles.

For the hill considered earlier the direction of grad is shown at various points in Figure

3. Note that the magnitude of grad is greatest when the hill is at its steepest.

10

20 30

40

50 60

Figure 3

28.2: Dierential Vector Calculus

Key Point

is a scalar eld but grad is a vector eld.

(a) = x2 3y

(b) = xy 2 z 3

Solution

2

x

y

z

(b) grad =

(xy 2 z 3 )i +

(xy 2 z 3 )j + (xy 2 z 3 )k = y 2 z 3 i + 2xyz 3 j + 3xy 2 z 2 k

x

y

z

(a) grad =

Example For f = x2 + y 2 nd grad f at the point A(1, 2). Show that the direction of

grad f is orthogonal to the contour at this point.

Solution

grad f =

f

f

f

i+

j+

k = 2xi + 2yj + 0k = 2xi + 2yj

x

y

z

Since f = x2 + y 2 then the contours are dened by x2 + y 2 = constant, so the contours are

circles centered at the origin. The vector grad f at A(1, 2) points directly away from the origin

and hence grad f and the contour are orthogonal; see Figure 4.

grad f

y

A

Figure 4

To nd the change in a function in a given direction (given in terms of a unit vector a) take

the scalar product, (grad ) a.

HELM (VERSION 1: March 18, 2004): Workbook Level 1

28.2: Dierential Vector Calculus

Example Given = x2 y 2 z 2 , nd

1. grad at (1, 1, 1) and a unit vector in this direction.

2. the derivative of at (2, 1, 1) in the direction of

(a) i

(b) d = 35 i + 45 k.

Solution

grad =

i+

j+

k = 2xy 2 z 2 i + 2x2 yz 2 j + 2x2 y 2 zk

x

y

z

A unit vector in this direction is

2i + 2j + 2k

grad

1

1

1

1

= (2i + 2j + 2k) = i + j + k

=

|grad |

2 3

3

3

3

(2)2 + 22 + 22

2. At A(2, 1, 1), grad = 4i + 8j 8k

(a) To nd the derivative of in the direction of i take the scalar product

(4i + 8j 8k) i = 4 1 + 0 + 0 = 4. So the derivative in the direction of d is 4.

(b) To nd the derivative of in the direction of d = 35 i + 45 k take the scalar product

(4i + 8j 8k) ( 35 i + 45 k) = 4 35 + 0 + (8) 45 = 12

32

= 4. So the derivative

5

5

in the direction of d is 4.

28.2: Dierential Vector Calculus

(a) = y x

(b) = y x2

(c) = x2 + y 2 + z 2

(d) = x3 y 2 z

2. Find grad for each of thefollowing two-dimensional scalar elds given

that r = xi + yj and r = x2 + y 2 (you should express your answer in

terms of r).

(a) = r

(b) = ln r

(c) =

1

r

(d) = rn

3. If = x3 y 2 z, nd,

(a)

(b) a unit vector normal to the contour at the point (1, 1, 1).

(c) the rate of change of at (1, 1, 1) in the direction of i.

(d) the rate of change of at (1, 1, 1) in the direction of the unit vector

n = 13 (i + j + k).

4. Find a unit vector which is normal to the sphere x2 +(y1)2 +(z+1)2 = 2

at the point (0, 0, 0).

5. Find unit vectors normal to 1 = y x2 and 2 = x + y 2. Hence

nd the angle between the curves y = x2 and y = 2 x at their point of

intersection in the rst quadrant.

Your solution

1.)

28.2: Dierential Vector Calculus

28.2: Dierential Vector Calculus

1 (3i

14

Your solution

3.)

r

r

r

(a) , (b) 2 , (c) 3 , (d) nrn2 r

r

r

r

Your solution

2.)

(a)

(y x)i +

(y x)j = i + j,

x

y

(b) 2xi + j,

(c) [

x

y

z

Your solution

4.)

(a) Find the vector eld where = x2 + (y 1)2 + (z + 1)2

(b) Find the value that this vector eld takes at the point (0,0,0) to get a vector normal

to the sphere.

(c) Divide this vector by its magnitude to form a unit vector.

c)

1 (j

2

+ k)

b) 2j + 2k

a) 2xi + 2(y 1)j + 2(z + 1)k

Your solution

5.)

Consider the vector eld F = F1 i + F2 j + F3 k.

The divergence of F is dened to be

div F =

F1 F2 F3

+

+

.

x

y

z

In terms of the dierential operator , div F = F since

F = (i

F1 F2 F3

+j

+ k ) (F1 i + F2 j + F3 k) =

+

+

.

x

y

z

x

y

z

The implication of the divergence is most easily understood by considering the behaviour of

a uid and hence is relevant to engineering topics such as thermodynamics. The divergence (of

HELM (VERSION 1: March 18, 2004): Workbook Level 1

28.2: Dierential Vector Calculus

the vector eld representing velocity) at a point in a uid (liquid or gas) is a measure of the

rate per unit volume at which the uid is owing away from the point. A negative divergence is

a convergence indicating a ow towards the point. Physically divergence means that either the

uid is expanding or that uid is being supplied by a source external to the eld. Conversely

convergence means a contraction or the presence of a sink through which uid is removed from

the eld. The lines of ow diverge from a source and converge to a sink.

If there is no gain or loss of uid anywhere then div v = 0 which is the equation of continuity for an incompressible uid.

The divergence also enters engineering topics such as magnetic elds. A magnetic eld (denoted by B) has the property B = 0, that is there are no sources or sinks of magnetic eld.

Key Point

F is a vector eld but div F is a scalar eld.

(a) F = x2 i + y 2 j + z 2 k

(b) r = xi + yj + zk

(c) v = xi + yj + 2k

Solution

(a) div F =

(x2 )

x

(b) div r =

(x)

x

(c) div v =

(x)

x

(y 2 )

y

(y)

y

(y)

y

(z 2 )

z

(z)

z

= 2x + 2y + 2z

=1+1+1=3

(2)

z

= 1 + 1 + 0 = 0

Example Find the value of a for which F = (2x2 y + z 2 )i + (xy 2 x2 z)j + (axyz 2x2 y 2 )k

is incompressible.

28.2: Dierential Vector Calculus

Solution

F is incompressible if div F = 0.

(2x2 y + z 2 ) +

(xy 2 x2 z) + (axyz 2x2 y 2 ) = 4xy + 2xy + axy

x

y

z

which is zero if a = 6.

div F =

Find the divergence of the following vector elds, in general terms and at the

point (1, 0, 3)

(a) F 1 = x3 i + y 3 j + z 3 k

(b) F 2 = x2 yi 2xy 2 j

(c) F 3 = x2 zi 2y 3 z 3 j + xyz 2 k

Your solution

1.)

The curl of the vector eld given by F = F1 i + F2 j + F3 k is dened as the vector eld

i j k

curl F = F = x y z

F1 F2 F3

F3 F2

F1 F3

F2 F1

=

i+

j+

k

y

z

z

x

x

y

Physical signicance of Curl

28.2: Dierential Vector Calculus

10

The divergence of a vector eld represents the outow rate from a point; however the curl

of a vector eld represents the rotation at a point.

Consider the ow of water down a river. The surface velocity v of the water is revealed by

watching a light oating object such as a leaf. You will notice two types of motion. First the

leaf oats down the river following the streamlines of v, but it may also rotate. This rotation

may be quite fast near the bank but slow or zero in midstream. Rotation occurs when the

velocity, and hence the drag, is greater on one side of the leaf than the other.

bank

bank

Figure 6

Note that for a two-dimensional vector eld, such as v described here, curl v is perpendicular

to the motion, and this is the direction of the axis about which the leaf rotates. The magnitude

of curl v is related to the speed of rotation.

For motion in three dimensions a particle will tend to rotate about the axis that points in the

direction of curl v, with its magnitude measuring the speed of rotation.

If, at any point P, curl v = 0 then there is no rotation at P and v is said to be irrotational at P.

If curl v = 0 at all points of the domain of v then the vector eld is irrotational.

Key Point

Note that F is a vector eld and that curl F is also a vector eld.

(a) v = xi + 2j

(b) v = yi + xj

If v represents the surface velocity of the ow of water, describe the motion of

a oating leaf.

11

28.2: Dierential Vector Calculus

Solution

(a)

i j k

v = x y z

x 2 0

=

(0) (2) i +

(x)

(0) j +

(2)

(x) k

y

z

z

x

x

y

= 0i + 0j + 0k = 0

A oating leaf will travel along the streamlines (moving away from the y axis and

upwards - see Figure 14 of Section 29.1) without rotating.

(b)

i

j k

v = x y z

y x 0

=

(0) (x) i +

(y)

(0) j +

(x)

(y) k

y

z

z

x

x

y

= 0i + 0j + 2k = 2k

A oating leaf will travel along the streamlines (anti-clockwise around the origin )

and will rotate anticlockwise (as seen from above).

(a) u = x2 i + y 2 j (when is u irrotational?)

(b) F = (xy xz)i + 3x2 j + yzk. Find curl F at the origin (0, 0, 0) and

at the point P = (1, 2, 3).

28.2: Dierential Vector Calculus

12

Solution

(a)

i j k

curl u = F = x y z

x2 y 2 0

2

2

2

2

=

(0) (y ) i +

(x )

(0) j +

(y )

(x ) k

y

z

z

x

x

y

= 0i + 0j + 0k = 0

curl u = 0 so u is irrotational everywhere.

(b)

curl F

i

j

k

=

F =

x

y

z

xy xz 3x2 yz

2

=

(yz) (3x ) i +

(xy xz)

(yz) j

y

z

z

x

2

(3x )

(xy xz) k

+

x

y

=

zi yj + 5xk

At the point (0, 0, 0), curl F = 0. At the point (1, 2, 3), curl F = 3i j + 5k.

13

28.2: Dierential Vector Calculus

1. Find the curl of each of the following two-dimensional vector elds. Give

each in general terms and also at the point (1, 2).

(a) F 1 = 2xi + 2yj

(b) F 2 = y 2 i + xyj

(c) F 3 = x2 y 3 i x3 y 2 j

2. Find the curl of each of the following three-dimensional vector elds.

Give each in general terms and also at the point (2, 1, 3).

(a) F 1 = y 2 z 3 i + 2xyz 3 j + 3xy 2 z 2 k

(b) F 2 = (xy + z 2 )i + x2 j + (xz 2)k

3. The surface water velocity on a straight uniform river 20 metres wide is

1

modelled by the vector v = 50

x(20 x)j where x is the distance from

the west bank (see Figure 7).

20 m

Figure 7

(a) Find the velocity v at each bank and at midstream.

(b) Find v at each bank and at midstream.

4. The velocity eld on the surface of an emptying bathroom sink can be

modelled by two functions, the rst describing the swirling vortex of

radius a near the plughole and the second describing the more gently

rotating uid outside the vortex region.

are

These functions

x2 + y 2 a

u(x, y) = w(yi + xj),

wa2 (yi+xj)

v(x, y) = x2 +y2

x2 + y 2 a

Find curl u and curl v.

28.2: Dierential Vector Calculus

14

Your solution

1.)

Your solution

2.)

Your solution

3.)

Your solution

4.)

15

28.2: Dierential Vector Calculus

4. The Laplacian

The Laplacian of a function is written as 2 and is dened as: Laplacian = div grad ,

that is

2 =

i+

j+

k

=

x

y

z

2 2 2

=

+

+ 2

x2 y 2

z

2

applications in many branches of engineering including Heat Flow, Electrical and Magnetic

Fields and Fluid Mechanics.

Solution

2u 2u 2u

+

+

= 2y 2 z + 2x2 z + 0 = 2(x2 + y 2 )z

2 u =

x2 y 2 z 2

The vector dierential operators can be combined in several ways as the following examples

show.

(a) (A )

(b) A

(c) B

(d) 2

28.2: Dierential Vector Calculus

16

Solution

(a)

2

2

j + k)

(2yzi x yj + xz k) ( i +

x

y

z

2yz

x2 y

+ xz 2

2x2 yz 3

x

y

z

x

y

z

3

2

2 3

2

2

2

2yz(4xyz ) x y(2x y ) + xz (6x yz )

8xy 2 z 4 2x4 y 4 + 6x3 yz 4

(A ) =

=

=

=

=

(b)

(2x2 yz 3 )i +

(2x2 yz 3 )j + (2x2 yz 3 )k

x

y

z

3

2 3

2

2

= 4xyz i + 2x z j + 6x yz k

So

A =

(c) = 4xyz 3 i + 2x2 z 3 j + 6x2 yz 2 k so

i

j

k

B = x2

yz

xy

4xyz 3 2x2 z 3 6x2 yz 2

(d) 2 =

17

2

2

2

2

3

2

3

(2x

yz

)

+

(2x

yz

)

+

(2x2 yz 3 ) = 4yz 3 + 0 + 12x2 yz

x2

y 2

z 2

28.2: Dierential Vector Calculus

Example Consider

(a) grad(div A)

(b) grad(grad )

(c) curl(div F )

(d) div [ curl (A grad ) ]

In each case determine whether the quantity can be formed and, if so, whether

it is a scalar or a vector.

Solution

(a) A is a vector and divA can be calculated and is a scalar. Hence, grad(div A) can be

formed and is a vector.

(b) is a scalar so grad can formed and is a vector. As grad is a vector, it is not

possible to take grad(grad )

(c) F is a vector and hence div F is a scalar. It is not possible to take the curl of a

scalar so curl(div F ) does not exist.

(d) is a scalar so grad exists and is a vector. Agrad exists and is also a vector

as is curl Agrad . The divergence can be taken of this last vector to give

div [ curl (Agrad ) ] which is a scalar.

There are numerous identities involving the vector derivatives; a selection follows.

div(A) = grad A + div A

curl(A) = grad A + curl A

div (A B) = B curl A A curl B

curl (A B) = (B grad ) A (A grad ) B

+A div B B div A

5 grad (A B) = (B grad ) A + (A grad ) B

+A curl B + B curl A

6 curl grad = 0

7 div curl A = 0

1

2

3

4

(A) = () A + ( A)

(A) = () A + ( A)

(A B) = B ( A) A ( B)

(A B) = (B )A (A )B

+A B B A

or (A B) = (B )A + (A )B

+A ( B) + B ( A)

or () = 0

or ( A) = 0

or

or

or

or

28.2: Dierential Vector Calculus

div curl A = 0.

18

Solution

div curl A =

=

=

=

=

N.B. This assumes

i

j

j

div

x y z

A1 A2 A3

A3 A2

A1 A3

A2 A1

div

i+

j+

k

y

z

z

x

x

y

A3 A2

A1 A3

A2 A1

x y

z

y z

x

z x

y

2

2

2

2

2

2

A3

A2

A1

A3

A2

A1

xy zx yz yx zx zy

0

2 A3

2 A3

=

etc.

xy

yx

Example Verify identity 1 for the vector A = 2xyi 3zk and the function = xy 2 .

Solution

A = 2x2 y 3 i 3xy 2 zk so

A = 2x2 y 3 i 3xy 2 zk =

x

z

So LHS = 4xy 3 3xy 2

(xy 2 )i +

(xy 2 )j + (xy 2 )k = y 2 i + 2xyj so

x

y

z

() A = (y 2 i + 2xyj) (2xyi 3zk) = 2xy 3

A = (2xyi 3zk) = 2y 3 so A = 2xy 3 3xy 2 giving

() A + ( A) = 2xy 3 + (2xy 3 3xy 2 ) = 4xy 3 3xy 2

So RHS = 4xy 3 3xy 2 = LHS

=

19

28.2: Dierential Vector Calculus

1. If F = x2 yi 2xzj + 2yzk, nd

(a) F

(b) F

(c) ( F )

(d) ( F )

(e) ( F )

2. If = 2xz y 2 z, nd

(a)

(b) 2 = ()

(c) ()

3. Which of the following combinations of grad, div and curl can be formed?

If a quantity can be formed, state whether it is a scalar or a vector.

(a) div (grad )

(b) div (div A)

(c) curl (curl F )

(d) div (curl F )

(e) curl (grad )

(f) curl (div A)

(g) div (A B)

(h) grad (1 2 )

(i) curl (div (A grad ))

Your solution

1.)

(b) (2x + 2z)i (x2 + 2z)k, (c) 2yi + (2 + 2x)j, (d) 0, (e) (2 + 2x)j

HELM (VERSION 1: March 18, 2004): Workbook Level 1

28.2: Dierential Vector Calculus

20

21

28.2: Dierential Vector Calculus

a), d), g) are scalars: c), e), h) are vectors and b) and f) are not dened.

Your solution

3.)

(a) 2zi 2yzj + (2x y 2 )k, (b) 2z, (c) 0

Your solution

2.)

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