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Vector Analysis 2

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You are on page 1of 43

Differentiation is a method to compute the rate at which a

quantity, f, changes with respect to the change of another

quantity, t.

This rate of change is called the derivative of f with

respect to t.

If t and f are real numbers, the derivative measures the

slope of this graph at each point.

df f

lim

dt t 0 t

1

The geometry meaning of derivative:

df f

lim tan

dt t 0 t

2

1.7* Vector differentiation

change of P with respect to time t is

dP P

lim

dt t 0 t (1.12)

If P Px ax Py a y Pz az , in which Px, Py and Pz are all functions

of time, then

d P dPx dPy dP

ax a y z az

dt dt dt dt (1.13)

3

Example

dP dP

=0

ax ax

dt dt

dP

Therefore, the direction of P and may be

dt

different.

d

dt

PQ

d P dQ

dt

dt (1.14)

4

Review*: Partial derivative

derivative with respect to one of those variables with the

others hold constant.(slope of the surface in x-,y- directions)

Partial derivative:

f x, y f x x, y f x, y

x

lim

x (y holds constant)

f x, y f x, y y f x, y

x 0

lim

y y 0 y (x holds constant)

Total derivative

If y is dependent on x:

5

df x, y f x, y f x, y dy

dx x y dx (Chain role)

dy

If y is not dependent on x: 0

dx

df x, y f x, y

dx x

If the function has only one variable, the

partial derivative is equal to the total

derivative:

f x df x

x dx

6

(3) The del operator

analysis. It is defined as:

del a x a y a z

x y z ( is a vector) (1.15)

vector quantity (simple product)

S S S

S a x ay a z

x y z (S is a vector)

7

The del operator may operate on a vector to give a scalar

quantity (dot product):

F a x a y a z Fx a x Fy a y Fy a z

x y z

Fx Fy Fz

F

x

y

z ( F is a scalar)

quantity (cross product):

F a x a y a z Fx a x Fy a y Fz a z

x y z

ax ay az

F

x y z

Fx Fy Fz ( F is a vector)

8

1.8* Gradient of a scalar

S

an : the derivative of the scalar function S ( x, y )

S S

a y y S

an

S S

S ( x, y )

a x x

9

Gradient of a scalar is a vector.

S

Its direction is: at this direction, an is maximal.

Its magnitude is: the maximum rate of change of the

scalar function with respect to distance at that point.

Mathematically,

S

grad S

an

an

(1.16)

an is a unit normal vector, along this vector

S

direction that an has the maximum value.

10

How to calculate grad S

S S S

grad S S a x ay a z

x y z

Prove **:

As shown in Fig. 1.9,

11

A is a point on surface S and

B is a point on surface S + dS in a scalar field.

The values of the scalar field on S all equals to S;

The values of the scalar field on S+dS all equals to S+dS.

Because dS is very small, we can consider S are S+dS in

parallel.

Let OA r , then OB r dr .

S

The rate of increase of S in direction an is an .

Because the distance dan between A and C is da n dr cos ,

the rate of increase of S in direction AB is

S S dan

cos dr

r an cos (1.17)

12

Obviously it is greatest when direction AC is chosen, where

AC is along the normal vector an .

Now consider the dot product of gradS and dr

S S S S

( grad S ) dr an dr an dr cos dr cos dan dS

an an an an

(1.18)

But dS may also be obtained by taking the total differential,

i.e.

13

dS

S

x

dx

S

y

dy

S

z

S

dz a x

S

ay

S

a z dx a x dy a y dz a z

x y z

S dr (1.19)

Equating (1.18) and (1.19)

grad S S (1.20)

14

Review*: Definite integral

f x dx is equal to the area of a region in the xy-plane

b

= a and x = b.

a f x dx f ( xk )x

b N

k 1

f x dx lim f ( xk )x

b N

x 0 k 1

a N

15

Review*: Line integral

A line integral (sometimes called a path integral) is an

integral where the function to be integrated is evaluated

along a curve.

The value of the line integral is the sum of values of the

field at all points on the curve, weighted by some scalar

function on the curve (commonly arc length or, for a

vector field, the scalar product of the vector field with a

differential vector in the curve).

For example, the fact that mechanical work is equal to

force multiplied by displacement may be expressed (in

terms of vector quantities) as:

W F dl

C

16

which sums up vector components along a continuous path,

and thus finds the work done on an object moving through a

field, such as an electric or gravitational field.

F dl Flk lk C F dl Nlim Flk lk

N

N

l 0 k 1

C

k 1

l N

l3

l2

l1

Fl1

F

17

Review*: Surface integral

surface (which may be a curved set in space).

The function to be integrated may be a scalar field or a

vector field.

The value of the surface integral is the sum of the field at

all points on the surface. This can be achieved by splitting

the surface into surface elements.

For an example of applications of surface integrals,

consider a vector field current density J on a surface S.

18

I

J I JS

S

Case 2: current density J is uniform on the surface S

I ( J cos ) S J n S J S

J Jt

Jn

S

S

Case 1 Case 2

Case 3: current density is not uniform on the surface

J

19

find the current, we need to take the dot product of J

will give us a scalar field, which we integrate over the

surface.

J dS J nk S k I J dS lim J nk S k

N

I

N

S 0 k 1

S S N

k 1

S k

Jk

J nk

J tk

20

For a derived vector field we have F dl 0 .

F S ,

C

Prove:

The line integral around any closed path C:

F dl ( F ) d S

C S (Stokes theorem)

Because: F S 0 ( S 0 )

we have:

F dl ( F ) d S 0 d S 0

C S S

known as a conservative field.

21

1.9* The divergence of a vector

The divergence of a vector is defined as:

the total outward flux of a vector per unit volume as

the volume shrinks to a point.

Consider an infinitesimal surface S bounding a

volume vol. The flux of vector F passing through

dS is F dS ( dS is the directed normal to the

elemental surface), then

div F lim

F dS

(1.21)

S

divergence of F vol 0 vol

22

O

How to calculate: Fig. 1.10 shows an elemental cube

dxdydz in the vector field F .

At the middle (point O) of the cube, let the field

components be Fx, Fy and Fz.

The components of F at the surfaces are:

1 Fx 1 Fx

( Fx ) Fx dx ; ( Fx ) Fx dx

2 x 2 x

23

1 Fy 1 Fy

( Fy ) Fy dy ( Fy ) Fy

; dy

2 y 2 y

1 Fz 1 Fz

( Fz ) Fz dz ; ( Fz ) Fz dz

2 z 2 z

shaded in Fig. 1.8) is

24

Fluxx ( Fx )dydz ( Fx )dydz

O

1 Fx 1 Fx

Fx dx dydz Fx dx dydz

2 x 2 x

Fx

dxdydz

x

Fy

Flux y ( Fy )dzdx ( Fy )dzdx dxdydz

y

and net outward flux through the dxdy surface is

Fz

Fluxz ( Fz )dxdy ( Fz )dxdy dxdydz

25

net flux Fluxx Flux y Fluxz

div F

volume

dxdydz

Fx Fy Fz

dxdydz dxdydz dxdydz

x y z Fx Fy Fz

dxdydz x y z (1.22)

Now

F a x a y a z Fx a x Fy a y Fz a z

x y z

Fx Fy Fz

x y z

From (1.21) and (1.22)

Fx Fy Fz

div F F

x y z (1.23)

26

In a field if

there is neither source

div F 0

and the field is known as solenoidal.

27

1.10* The curl of a vector

l

The curl of a vector F is defined by:

curl F lim

F dl

a

(is a vector) (1.24)

l

S

n

S 0

n

maximum.

28

an F

curl F lim

F dl a

l

S

n

S 0

S S S S

grad S an ax ay az

an x y z

an is a unit normal vector at the point so chosen as to

29

maximize the derivative.

Similarly, we only need to calculate:

curl x curl F lim

x

F dl a

l

S

x

lim F dl a

S 0

curl y curl F l

S

y y

F dl a

S 0

S

z

S 0

x

S 0

F dl a

l

S

x

30

Fig. 1.11 Illustrating curl of a vector field

Fig. 1.11 illustrates the x-component of curl of a vector

field.

It is assumed that the components of field at the origin O

are Fx, Fy and Fz, respectively.

Consider the infinitesimal closed rectangular path ABCD

in the yz plane.

31

If AB = DC = dy, BC = AD = dz, then the vector

components at each line of the path are:

1 Fy

AB: ( Fy ) Fy dz

2 z

1 Fz

( Fz ) Fz

BC: dy

2 y

1 Fy

DC: ( Fy ) Fy dz

2 z

1 Fz

( Fz ) Fz

AD: dy

2 y

32

F dl AB( Fy ) BC ( Fz ) CD( Fy ) DA( Fz )

ABCD

1 Fy 1 Fz

dy Fy dz dz Fz dy

2 z 2 y

1 Fy 1 Fz

dy Fy dz dz Fz dy

2 z 2 y

Fz Fy

dydz

y z

By definition of curl, the x-component of vector field F is

Fz Fy

F dl

y

dydz a x

z Fz Fy

curlx ABCD

a x

area ABCD dydz y z

In a similar manner, the y-component and z-component are

found as follows:

33

F F

curl y x z a y

z x

Fy Fx

curlz az

x y

Thus,

Fz Fy Fx Fz Fy Fx

curl F ax a y az

y z z x x y

ax ay az

x y z (1.25)

Fx Fy Fz

But

34

F ax a y az Fx ax Fy a y Fz az

x y z

ax ay az

x y z (1.26)

Fx Fy Fz

Hence

curl F F (1.27)

35

1.11* Double operations with del ()

double operations with gradient, divergence and curl:

(vector) (scalar) (vector)

grad No Yes No

div Yes No 0

curl 0 No Yes

36

(1) The divergence of gradient of a scalar field S is

S S S

div grad S S a x a y a z . a x ay a z

x y z x y z

2S 2S 2S

2 2 2

x y z

2 2 2 (1.28)

2 2 2 S 2 S

x y z

2

2

2

The operator 2 2 2 2

x y z is known as the

Laplace operator.

curl curl F ( F ) ( F ) 2 F (1.29)

37

1.12* The divergence theorem

The net outflow of fluid or flux from a given

volume vol bounded by a surface S is F d S .

S

the divergence throughout the volume, i.e.

F d (vol ) .

vol

Therefore

vol

F d (vol ) F d S

S (1.30)

which may be stated as:

38

The integral of the normal component of any vector

field over a closed surface is equal to the integral of

the divergence of this vector field throughout the

volume enclosed by the closed surface.

replaced by a surface integral.

39

1.13* Stokes theorem

F dl ( F ) d S

C S (1.31)

where S is an arbitrary surface bounded by contour C.

replaced by a line integral, or vice versa.

40

Proof **:

dS1, dS2, dS3 etc., as shown in Fig. 1.12.

For each element, we form the circulation F dl . If all such

line integrals are summed, the contributions from the

common boundary of any two elements exactly cancel

41

each other, leaving only the integral over the outer contour

C.

Then

F dl F dl F dl ... C1 is the contour of dS1. (1.32)

C C1 C2

F N lim

S N 0

F dl

S N

to the surface.

The curl to one of these incremental surfaces,

42

F F dl

(because here no Slim

C1

S1 0 , we use approximately

N

1

equal)

F dl

F aN

C1

S1

C1

F dl F aN S1 F S1

(1.33)

Substituting (1.33) into (1.32), we have:

F dl F dl F dl ...

C C1 C2

( F ) S1 ( F ) S 2 ...

( F ) d S

S

43

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