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Calculus involving vectors is discussed in this section, rather intuitively at first and more

formally toward the end of this section.

1.6.1

of a material (t ) . The calculus of scalar valued functions of scalars is just the

ordinary calculus. Some of the important concepts of the ordinary calculus are reviewed

in Appendix B to this Chapter, 1.B.2.

1.6.2

displacement of a particle u u(t ) . In this case, the derivative is defined in the usual

way,

du

u(t t ) u(t )

,

lim t 0

dt

t

du

du

du

du du1

e1 2 e 2 3 e 3 i e i

dt

dt

dt

dt

dt

Partial derivatives can also be defined in the usual way. For example, if u is a function of

the coordinates, u( x1 , x 2 , x3 ) , then

u( x1 x1 , x 2 , x3 ) u( x1 , x 2 , x3 )

u

lim x1 0

x1

x1

Differentials of vectors are also defined in the usual way, so that when u1 , u 2 , u 3 undergo

increments du1 u1, du 2 u 2 , du 3 u 3 , the differential of u is

du du1e1 du 2 e 2 du 3 e 3

and the differential and actual increment u approach one another as

u1, u 2 , u 3 0 .

30

Kelly

Section 1.6

Space Curves

The derivative of a vector can be interpreted geometrically as shown in Fig. 1.6.1: u is

the increment in u consequent upon an increment t in t. As t changes, the end-point of

the vector u(t ) traces out the dotted curve shown it is clear that as t 0 , u

approaches the tangent to , so that du / dt is tangential to . The unit vector tangent to

the curve is denoted by :

du / dt

du / dt

(1.6.1)

u(t )

x2

ds

du1

u(t t )

du2

x1

(a)

(b)

Figure 1.6.1: a space curve; (a) the tangent vector, (b) increment in arc length

Let s be a measure of the length of the curve , measured from some fixed point on .

Let s be the increment in arc-length corresponding to increments in the coordinates,

T

u u1 , u 2 , u 3 , Fig. 1.6.1b. Then, from the ordinary calculus (see Appendix

1.B),

ds 2 du1 2 du 2 2 du 3 2

so that

2

ds

du du du

1 2 3

dt

dt dt dt

But

du

du

du du1

e1 2 e 2 3 e 3

dt

dt

dt

dt

so that

du ds

dt

dt

31

(1.6.2)

Kelly

Section 1.6

du / dt du

ds / dt ds

(1.6.3)

v du / dt is the velocity vector of the particle as it moves with speed ds / dt along .

Example (of particle motion)

x3 3t 5 where t is time. Find the component of the velocity at time t 1 in the

direction a e1 3e 2 2e 3 .

Solution

The velocity is

dr d

2t 2 e1 t 2 4t e 2 3t 5e 3

dt dt

4e1 2e 2 3e 3 at t 1

The component in the given direction is v a , where a is a unit vector in the direction of

a, giving 8 14 / 7 .

Curvature

The scalar curvature (s) of a space curve is defined to be the magnitude of the rate of

change of the unit tangent vector:

( s)

d

d 2u

ds

ds 2

(1.6.4)

Note that is in a direction perpendicular to , Fig. 1.6.2. In fact, this can be proved

as follows: since is a unit vector, is a constant ( 1 ), and so d / ds 0 , but

also,

d

2 d

ds

ds

and so and d / ds are perpendicular. The unit vector defined in this way is called the

principal normal vector:

32

Kelly

Section 1.6

1

(s)

1 d

ds

(1.6.5)

(s )

( s ds )

(s )

( s ds )

This can be seen geometrically in Fig. 1.6.2: from Eqn. 1.6.5, is a vector of

magnitude s in the direction of the vector normal to . The radius of curvature R is

defined as the reciprocal of the curvature; it is the radius of the circle which just touches

the curve at s, Fig. 1.6.2.

Finally, the unit vector perpendicular to both the tangent vector and the principal normal

vector is called the unit binormal vector:

b

(1.6.6)

The planes defined by these vectors are shown in Fig. 1.6.3; they are called the rectifying

plane, the normal plane and the osculating plane.

Osculating

plane

Normal plane

Rectifying

plane

Figure 1.6.3: the unit tangent, principal normal and binormal vectors and associated

planes

33

Kelly

Section 1.6

Rules of Differentiation

The derivative of a vector is also a vector and the usual rules of differentiation apply,

d

u v du dv

dt

dt dt

d

(t ) v dv v d

dt

dt

dt

(1.6.7)

d

v a v da dv a

dt

dt dt

d

v a v da dv a

dt

dt dt

(1.6.8)

1.6.3

Fields

In many applications of vector calculus, a scalar or vector can be associated with each

point in space x. In this case they are called scalar or vector fields. For example

(x)

v (x)

temperature

velocity

a vector field (a vector valued function of position)

These quantities will in general depend also on time, so that one writes ( x, t ) or v ( x, t ) .

Partial differentiation of scalar and vector fields with respect to the variable t is

symbolised by / t . On the other hand, partial differentiation with respect to the

coordinates is symbolised by / xi . The notation can be made more compact by

introducing the subscript comma to denote partial differentiation with respect to the

coordinate variables, in which case ,i / xi , u i , jk 2 u i / x j x k , and so on.

1.6.4

Let (x) be a scalar field. The gradient of is a vector field defined by (see Fig. 1.6.4)

e1

e2

e3

x1

x 2

x3

ei

xi

(1.6.9)

The gradient is of considerable importance because if one takes the dot product of

with dx , it gives the increment in :

Solid Mechanics Part III

34

Kelly

Section 1.6

dx

e i dx j e j

xi

dxi

xi

(1.6.10)

d

( x dx ) ( dx )

dx

If one writes dx as dx e dxe , where e is a unit vector in the direction of dx, then

d

d

e

dx in e direction dn

(1.6.11)

This quantity is called the directional derivative of , in the direction of e, and will be

discussed further in 1.6.11.

The gradient of a scalar field is also called the scalar gradient, to distinguish it from the

vector gradient (see later)2, and is also denoted by

grad

(1.6.12)

2 x1e1 2 x 2 e 2

Note the following:

(i) points in the direction normal to the curve const.

(ii) the direction of maximum rate of change of is in the direction of

2

in this context, a gradient is a derivative with respect to a position vector, but the term gradient is used

more generally than this, e.g. see 1.14

35

Kelly

Section 1.6

(1,1)

(1, 0)

1

2

general, they are called iso-curves (or iso-surfaces in three dimensions).

Many physical laws are given in terms of the gradient of a scalar field. For example,

Fouriers law of heat conduction relates the heat flux q (the rate at which heat flows

through a surface of unit area3) to the temperature gradient through

q k

(1.6.13)

where k is the thermal conductivity of the material, so that heat flows along the direction

normal to the isotherms.

The Normal to a Surface

In the above example, it was seen that points in the direction normal to the curve

const. Here it will be seen generally how and why the gradient can be used to obtain

a normal vector to a surface.

Consider a surface represented by the scalar function f ( x1 , x 2 , x3 ) c , c a constant4, and

also a space curve C lying on the surface, defined by the position vector

r x1 (t )e1 x 2 (t )e 2 x3 (t )e 3 . The components of r must satisfy the equation of the

surface, so f ( x1 (t ), x 2 (t ), x3 (t )) c . Differentiation gives

f dx1 f dx 2 f dx3

df

0

dt x1 dt x 2 dt x3 dt

the flux is the rate of flow of fluid, particles or energy through a given surface; the flux density is the flux

per unit area but, as here, this is more commonly referred to simply as the flux

4

a surface can be represented by the equation f ( x1 , x 2 , x 3 ) c ; for example, the expression

2

x1 x 2 x 3 4 is the equation for a sphere of radius 2 (with centre at the origin). Alternatively, the

36

4 x1 x 2

Kelly

Section 1.6

vector tangential to the surface. Thus grad f is normal to the tangent vector; grad f must

be normal to all the tangents to all the curves through p, so it must be normal to the plane

tangent to the surface.

Taylors Series

can be expanded in a three-dimensional Taylors series:

dx1

dx 2

dx3

x 2

x3

x1

1 2

2

2 dx1

2 x1

(x dx) (x)

dx

x

1.6.5

The symbolic vector operator is called the Nabla operator5. One can write this in

component form as

e1

e2

e3

ei

xi

x1

x 2

x3

(1.6.14)

One can generalise the idea of the gradient of a scalar field by defining the dot product

and the cross product of the vector operator with a vector field , according to the

rules

e i

, e i

xi

xi

(1.6.15)

grad

div u u

(1.6.16)

curl u u

5

37

Kelly

Section 1.6

1.6.6

From the definition (1.6.15), the divergence of a vector field a(x) is the scalar field

a

a j e j i

div a a e i

xi

xi

a

a a

1 2 3

x1 x 2 x3

now a differential element of this material, with dimensions x1 , x 2 , x3 , with bottom

left-hand corner at ( x1 , x 2 , x3 ) , fixed in space and through which the material flows7, Fig.

1.6.6.

The component of the velocity in the x1 direction, v1 , will vary over a face of the element

but, if the element is small, the velocities will vary linearly as shown; only the

components at the four corners of the face are shown for clarity.

Since [distance = time velocity], the volume of material flowing through the right-hand

face in time t is t times the volume bounded by the four corner velocities (between

the right-hand face and the plane surface denoted by the dotted lines); it is straightforward

to show that this volume is equal to the volume shown to the right, Fig. 1.6.6b, with

constant velocity equal to the average velocity v ave , which occurs at the centre of the face.

Thus the volume of material flowing out is8 x 2 x3 v ave t and the volume flux, i.e. the

rate of volume flow, is x 2 x3 v ave . Now

v ave v1 ( x1 x1 , x 2 12 x 2 , x3 12 x3 )

Using a Taylors series expansion, and neglecting higher order terms,

v ave v1 ( x1 , x 2 , x3 ) x1

v

v1 1

v

2 x 2 1 12 x3 1

x1

x 2

x3

this type of fixed volume in space, used in analysis, is called a control volume

8

the velocity will change by a small amount during the time interval t . One could use the average

velocity in the calculation, i.e. 12 v1 ( x, t ) v1 ( x, t t ) , but in the limit as t 0 , this will reduce to

7

v1 ( x, t )

38

Kelly

Section 1.6

v

v

v

x 2 x3 v1 ( x1 , x 2 , x3 ) x1 1 12 x 2 1 12 x3 1

x1

x 2

x3

v1 ( x1 x1 , x2 x2 , x3 x3 )

x 3

v1 ( x1 x1 , x2 x2 , x3 )

x2

v ave

v1 ( x1 x1 , x2 , x3 x3 )

( x1 , x 2 , x 3 )

v1 ( x1 x1 , x2 , x3 )

x1

(a)

(b)

Figure 1.6.6: a differential element; (a) flow through a face, (b) volume of material

flowing through the face

The net volume flux out (rate of volume flow out through the right-hand face minus the

rate of volume flow in through the left-hand face) is then x1 x 2 x3 v1 / x1 and the net

volume flux per unit volume is v1 / x1 . Carrying out a similar calculation for the other

two coordinate directions leads to

v1 v 2 v3

div v

x1 x 2 x3

(1.6.18)

If div v 0 , there is a net flow out and the density of material is decreasing. On the other

hand, if div v 0 , the inflow equals the outflow and the density remains constant such a

material is called incompressible9. A flow which is divergence free is said to be

isochoric. A vector v for which div v 0 is said to be solenoidal.

Notes:

The above result holds only in the limit when the element shrinks to zero size so that

the extra terms in the Taylor series tend to zero and the velocity field varies in a linear

fashion over a face

consider the velocity at a fixed point in space, v ( x, t ) . The velocity at a later time,

v( x, t t ) , actually gives the velocity of a different material particle. This is shown in

Fig. 1.6.7 below: the material particles 1, 2, 3 are moving through space and whereas

v ( x, t ) represents the velocity of particle 2, v ( x, t t ) now represents the velocity of

particle 1, which has moved into position x. This point is important in the consideration

of the kinematics of materials, to be discussed in Chapter 2

9

39

Kelly

Section 1.6

v(x, t )

time t

v(x, t t )

time t t

x x

x x

Another example would be the divergence of the heat flux vector q. This time suppose

also that there is some generator of heat inside the element (a source), generating at a rate

of r per unit volume, r being a scalar field. Again, assuming the element to be small, one

takes r to be acting at the mid-point of the element, and one considers r ( x1 12 x1 ,) .

Assume a steady-state heat flow, so that the (heat) energy within the elemental volume

remains constant with time the law of balance of (heat) energy then requires that the net

flow of heat out must equal the heat generated within, so

x1 x 2 x3

q

q

q1

x1 x 2 x3 2 x1 x 2 x3 3

x3

x1

x 2

r

r 1

r 1

2 x3

2 x 2

x1 x 2 x3 r ( x1 , x 2 , x3 ) 12 x1

x3

x 2

x1

divq r

(1.6.19)

Here, the divergence of the heat flux vector field can be interpreted as the heat generated

(or absorbed) per unit volume per unit time in a temperature field. If the divergence is

zero, there is no heat being generated (or absorbed) and the heat leaving the element is

equal to the heat entering it.

1.6.7

The Laplacian

balance equation (1.6.19), divq r , and assuming the conductivity is constant, leads to

k r . Now

ej

x

j xi x j

2 2 2

2 2 2

x1 x 2 x3

e i

xi

40

ij

xi2

(1.6.20)

Kelly

Section 1.6

operator 2 , one has

2

r

k

(1.6.21)

This equation governs the steady state heat flow for constant conductivity. In general, the

equation 2 a is called Poissons equation. When there are no heat sources (or

sinks), one has Laplaces equation, 2 0 . Laplaces and Poissons equation arise in

many other mathematical models in mechanics, electromagnetism, etc.

1.6.8

From the definition 1.6.15 and 1.6.14, the curl of a vector field a( x) is the vector field

curla a e i

a j e j

xi

a j

xi

e i e j ijk

a j

xi

(1.6.22)

ek

e1

curl a a

x1

a1

ijk

e2

x 2

a2

a j

xi

e3

x3

a3

e k ijk

(1.6.23)

a k

a

e i ijk i e j

x k

x j

Note: the divergence and curl of a vector field are independent of any coordinate system

(for example, the divergence of a vector and the length and direction of curl a are

independent of the coordinate system in use) these will be re-defined without reference

to any particular coordinate system when discussing tensors (see 1.14).

Physical interpretation of the Curl

Consider a particle with position vector r and moving with velocity v r , that is,

with an angular velocity about an axis in the direction of . Then {Problem 7}

curl v r 2

(1.6.24)

Thus the curl of a vector field is associated with rotational properties. In fact, if v is the

velocity of a moving fluid, then a small paddle wheel placed in the fluid would tend to

rotate in regions where curl v 0 , in which case the velocity field v is called a vortex

41

Kelly

Section 1.6

field. The paddle wheel would remain stationary in regions where curl v 0 , in which

case the velocity field v is called irrotational.

1.6.9

Identities

grad grad grad

div u v div u div v

(1.6.25)

div u div u grad u

curl u curl u grad u

div u v v curl u u curl v

curl grad o

divcurlu 0

(1.6.26)

1.6.10

Cartesian coordinates have been used exclusively up to this point. In many practical

problems, it is easier to carry out an analysis in terms of cylindrical or spherical

coordinates. Differentiation in these coordinate systems is discussed in what follows10.

Cylindrical Coordinates

Cartesian and cylindrical coordinates are related through (see Fig. 1.6.8)

r x2 y2

x r cos

y r sin ,

tan 1 y / x

zz

zz

(1.6.27)

r

x x r x

r

y y r y

sin

cos

r

r

cos

sin

r

r

(1.6.28)

10

this section also serves as an introduction to the more general topic of Curvilinear Coordinates covered

in 1.16-1.19

42

Kelly

Section 1.6

x3 z

ez

x, y, z r, , z

ez

x2 y

x1 x

ex

ey

er

The base vectors are related through

e x e r cos e sin

e r e x cos e y sin

e y e r sin e cos ,

e e x sin e y cos

ez ez

ez ez

(1.6.29)

so that from Eqn. 1.6.14, after some algebra, the Nabla operator in cylindrical coordinates

reads as {Problem 9}

er

e

ez

r

r

z

(1.6.30)

which allows one to take the gradient of a scalar field in cylindrical coordinates:

er

e

ez

r

r

z

(1.6.31)

Cartesian base vectors are independent of position. However, the cylindrical base

vectors, although they are always of unit magnitude, change direction with position. In

particular, the directions of the base vectors e r , e depend on , and so these base

vectors have derivatives with respect to : from Eqn. 1.6.29,

e r e

e e r

(1.6.32)

with all other derivatives of the base vectors with respect to r , , z equal to zero.

The divergence can now be evaluated:

43

Kelly

Section 1.6

1

e z v r e r v e v z e z

e

v er

r

z

r

v

v

1 v v z

r r

r r

z

r

(1.6.33)

Similarly the curl of a vector and the Laplacian of a scalar are {Problem 10}

1

v

v

1 v z v

v

v

e r r z e rv r

r

z

z

r

r r

2

2

2

1 1

2 2

r r r 2 2 z 2

r

e z

(1.6.34)

Spherical Coordinates

Cartesian and spherical coordinates are related through (see Fig. 1.6.9)

x r sin cos

r x2 y2 z2

y r sin sin ,

z r cos

tan 1

y2 / z

tan 1 y / x

(1.6.35)

e x e r sin cos e cos cos e sin

e y e r sin sin e cos sin e cos

e z e r cos e sin

(1.6.36)

e r e x sin cos e y sin sin e z cos

e e x cos cos e y cos sin e z sin

e e x sin e y cos

er

x, y, z r , ,

ez

r

y

ex

ey

e

e

44

Kelly

Section 1.6

e r sin e

e cos e

e sin e r cos e

e r e

e e r

(1.6.37)

1.6.11

1

1

er

e

e

r

r sin

r

v

1 2

1

sin v 1

r vr

2

r sin

r sin

r r

1

2

2 2 1 2 cot

r 2 r r r 2 2

r 2 r 2 sin 2 2

(1.6.38)

w is the change in in that direction. Now the difference between its values at position

x and x w is, Fig. 1.6.10,

d x w x

(1.6.39)

(x w )

( x)

D w (x)

45

Kelly

Section 1.6

considering the function x w ; one has x w 0 x and

x w 1 x w .

If one treats as a function of , a Taylors series about 0 gives

( ) (0)

d

2 d 2

d 0 2 d 2 0

(x w ) (x)

d

d

x w

0

increment d , Eqn. 1.6.39. This is defined as the directional derivative of the function

(x) at the point x in the direction of w, and is denoted by

x [ w ]

d

d

x w

(1.6.40)

The power of the directional derivative as defined by Eqn. 1.6.40 is its generality, as seen

in the following example.

Example (the Directional Derivative of the Determinant)

direction of a second matrix T (the word direction is obviously used loosely in this

context). One has

A det A [T]

det A T

d

d

d

d

z1 , z 2 , z 3 . Then

46

Kelly

Section 1.6

d dz i dz

z d

d z i d

Thus, with z x w ,

x [ w ]

d

d

dz

w

z d 0 x

z

0

(1.6.41)

which can be compared with Eqn. 1.6.11. Note that for Eqns. 1.6.11 and 1.6.41 to be

consistent definitions of the directional derivative, w here should be a unit vector.

1.6.12

The calculus of vectors is now treated more formally in what follows, following on from

the introductory section in 1.2. Consider a vector h, an element of the Euclidean vector

space E, h E . In order to be able to speak of limits as elements become small or

close to each other in this space, one requires a norm. Here, take the standard

Euclidean norm on E, Eqn. 1.2.8,

h

h, h h h

(1.6.42)

f h M h as h o , then one writes

f h O h

as h o

(1.6.43)

This is called the Big Oh (or Landau) notation. Eqn. 1.6.43 states that f h goes to

zero at least as fast as h . An expression such as

f h g h O h

(1.6.44)

Similarly, if

f h

0 as h o

h

(1.6.45)

then one writes f h o h as h o . This implies that f h goes to zero faster than

h .

47

Kelly

Section 1.6

then a function f : E 3 R . A scalar field is differentiable at a point x E 3 if there

exists a vector Df x E such that

f x h f x Df x h o h

for all h E

(1.6.46)

In that case, the vector Df x is called the derivative (or gradient) of f at x (and is given

the symbol f x ).

Now setting h w in 1.6.46, where w E is a unit vector, dividing through by and

taking the limit as 0 , one has the equivalent statement

f x w

d

d

f x w for all w E

(1.6.47)

which is 1.6.41. In other words, for the derivative to exist, the scalar field must have a

directional derivative in all directions at x.

Using the chain rule as in 1.6.11, Eqn. 1.6.47 can be expressed in terms of the Cartesian

basis e i ,

f x w

f

f

ei w j e j

wi

xi

xi

(1.6.48)

f x

f

ei

xi

(1.6.49)

1.6.13

Problems

r t 3 4t e1 t 2 4t e 2 8t 2 3t 3 e 3

Here, t is time. Find

(i) a unit tangent vector at t 2

(ii) the magnitudes of the tangential and normal components of acceleration at t 2

d

v a v da dv a . Verify this

2. Use the index notation (1.3.12) to show that

dt

dt dt

2

2

result for v 3te1 t e 3 , a t e1 te 2 . [Note: the permutation symbol and the unit

vectors are independent of t; the components of the vectors are scalar functions of t

which can be differentiated in the usual way, for example by using the product rule of

differentiation.]

48

Kelly

Section 1.6

(i) what sort of function is this?

(ii) the density is given in symbolic notation - write it in index notation

(iii) evaluate the gradient of

(iv) give a unit vector in the direction in which the density is increasing the most

(v) give a unit vector in any direction in which the density is not increasing

(vi) take any unit vector other than the base vectors and the other vectors you used

above and calculate d / dx in the direction of this unit vector

(vii) evaluate and sketch all these quantities for the point (2,1).

In parts (iii-iv), give your answer in (a) symbolic, (b) index, and (c) full notation.

4. Consider the scalar field defined by x 2 3 yx 2 z .

(i) find the unit normal to the surface of constant at the origin (0,0,0)

(ii) what is the maximum value of the directional derivative of at the origin?

(iii) evaluate d / dx at the origin if dx ds (e1 e 3 ) .

5. If u x1 x 2 x3e1 x1 x 2 e 2 x1e 3 , determine div u and curl u .

6. Determine the constant a so that the vector

v x1 3x 2 e1 x 2 2 x3 e 2 x1 ax3 e 3

is solenoidal.

7. Show that curl v 2 (see also Problem 9 in 1.1).

8. Verify the identities (1.6.25-26).

9. Use (1.6.14) to derive the Nabla operator in cylindrical coordinates (1.6.30).

10. Derive Eqn. (1.6.34), the curl of a vector and the Laplacian of a scalar in the

cylindrical coordinates.

11. Derive (1.6.38), the gradient, divergence and Laplacian in spherical coordinates.

12. Show that the directional derivative D v (u) of the scalar-valued function of a vector

(u) u u , in the direction v, is 2u v .

13. Show that the directional derivative of the functional

2

l

l

d 2v

1

U v( x) EI 2 dx p( x)v( x)dx

2 0 dx

0

in the direction of (x) is given by

d 2 v ( x ) d 2 ( x )

0 EI dx 2 dx 2 dx 0 p( x) ( x)dx .

l

49

Kelly

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