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which is the gradient field of φ. It is the same as before, except we will
use φ rather than f here so that we can continue to use f in F. The gradient
field, by the definition of the gradient, will point in the direction in which φ
increases the most. Vector fields that can be defined in this way are special.
A vector field F is conservative is there exists a φ such that
F = ∇φ , (3)
where φ is called the potential function for F. Clearly, not all vector fields
have such a potential: if they do, it is very useful, as we will see later.
Example: Check if the potential function
φ(x, y, z) = x2 − 3y 2 + 4z 3 ,
Solution: We have
F(x, y, z) = ∇(x2 − 3y 2 + 4z 3 )
∂ 2 ∂ 2 ∂
= (x − 3y 2 + 4z 3 )i + (x − 3y 2 + 4z 3 )j + (x2 − 3y 2 + 4z 3 )k
∂x ∂y ∂z
2
= 2xi − 6yj + 12z k ,
2
The curl is itself vector field. Note that the value of both of these depends
on the point (through the explicit values of f, g, h) and they should give
the result in any coordinate system. The curl can also be represented in a
(symbolic) determinant form,
i j k
∂ ∂ ∂
curl F = ∂x ∂y ∂z ,
(6)
f g h
= −y 2 i + xyj − xzk .
∂φ ∂φ ∂φ
∇φ = i+ j+ k, (8)
∂x ∂y ∂z
3
as before. However, it also allows us to write the divergence an curl in a
convenient way
∂f ∂g ∂h
div F = ∇ · F = + + , (9)
∂x ∂y ∂z
and
∂h ∂g ∂f ∂h ∂g ∂f
curl F = ∇ × F = − i+ − j+ − k . (10)
∂y ∂z ∂z ∂x ∂x ∂y
Geometrically, the divergence represents the tendency of the vector field to
“flow” at a point (remember that a vector field can represent a fluid). It
measure how much “stuff” moves past a point. The curl measures the rotation
of the vector field at the point, i.e. how it “curls” around. In addition, we
can consider forming a new operator from the del operator by taking the dot
product with itself,
∂2 ∂2 ∂2
∇2 = ∇ · ∇ = + + . (11)
∂x2 ∂y 2 ∂z 2
This is called the Laplace operator because when applied to φ(x, y, z) is
generates Laplace’s equation, which we recall is
∂ 2φ ∂ 2φ ∂ 2φ
+ + 2 = 0, (12)
∂x2 ∂y 2 ∂z
and which can now be expressed in the convenient notation
∇2 φ = 0 . (13)
This appear in fluid flow and heat flow.
Example: Prove that
z3
φ = xz 2 − ,
3
satisfies Laplace’s equation.
Solution: The derivatives are
∂φ ∂ 2φ
= 2xz ⇒ = 2z ,
∂x ∂x2
∂φ ∂ 2φ
=0 ⇒ 2 = 0,
∂y ∂y
∂φ ∂ 2φ
= x2 − z 2 ⇒ 2 = −2z ,
∂z ∂z
4
and therefore
∇2 φ = 2z + 0 + (−2z) = 0 ,
as required.
by the Mean-Value Theorem for Integrals with ∆tk = tk − tk−1 . This division
is shown in Figure 2. The point of this is that in the limit in which all these
k+2
Dsk k+1
k
k-1
k-2
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we arrive at the following definition:
If C is smoothly parameterised by
r(t) = xi + yj + zk , (17)
√ √
Solution: We find r0 = i + 2j and hence ||r0 || = 12 + 22 = 5. Therefore,
using the parameterisation x = t, y = 2t, the line integral becomes
Z
2
Z 1 √
(1 + xy ) ds = [1 + t(2t)2 ] 5 dt
C
Z0 1 √
= [1 + 4t3 ] 5 dt
√0 √
= 5[t + t4 ]10 = 2 5 .
However, a more general and more useful approach to this is which we used
for vector fields. Consider a vector field
for which we can find the line integral for each component in the same way
as before. However, if we have a small length in each direction, this can be
represented by
dr = dxi + dyj + dxk . (20)
Then, the line integral of F along C is denoted by
Z Z
F · dr = (f (x, y, z) dx + g(x, y, z) dy + h(x, y, z)) dz , (21)
C C
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which we calculate by an analogous method to the simpler case as
Z Z b
F · dr = F(r(t)) · r0 (t) dt . (22)
C a
Note that for the second term we used integration by parts to give
Z π Z π
π
2t sin t dt = 2t(− cos t) −π/2 −
2(− cos t) dt
−π/2 −π/2
π (23)
= (−2t cos t + 2 sin t) −π/2 .
If we parameterise the curve using the arc length parameter s, then T = r0 (s)
is the unit tangent vector along C, and
Z
F · T ds , (24)
C
7
C4
C3
C1
C2
Example: Evaluate Z
(x2 y dx + x dy) ,
C
along the triangular path in Figure 4.
Solution: Recall that the line segment connecting r0 to r1 is given by r =
(1−t)r0 +tr1 for 0 ≤ t ≤ 1. Therefore, we parameterise these lines as follows:
C1 : r(t) = (1 − t)(0, 0) + t(1, 0) = (t, 0) ,
C2 : r(t) = (1 − t)(1, 0) + t(1, 2) = (1, 2t) ,
C3 : r(t) = (1 − t)(1, 2) + t(0, 0) = (1 − t, 2 − 2t) .
We now integrate alone each curve from 0 to 1, noting that each integral is
broken up into x and y components. On C1 , y = 0, and y 0 (t) = 0, so we
immediately see
Z Z
2
(x y dx + x dy) = (x2 (0) dx + x (0)) = 0 .
C1 C1
The second one requires more work: x0 (t) = 0, y 0 (t) = 2, so the first term
vanishes and
Z Z Z 1 Z 1
2 d
(x y dx + x dy) = x dy = (1) (2t) dt = 2 dt = 2 .
C2 C2 0 dt 0
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2.0
C(1,2)
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1.0 C3
C2
0.5
A(0,0) C1 B(1,0)
0.2 0.4 0.6 0.8 1.0
Finally, for the third one, x0 (t) = −1, y 0 (t) = −2 and we have
Z Z 1 Z 1
2 2 d d
(x y dx + x dy) = (1 − t) (2 − 2t) (1 − t) dt + (1 − t) (2 − 2t) dt
C3 0 dt 0 dt
Z 1 Z 1
=2 (t − 1)3 dt + 2 (t − 1) dt
0 0
1
(t − 1)4 (t − 1)2
= 2 +2
4 2 0
1 1 3
= (0) + 0 − (1) + (1) = − .
2 2 2
Therefore, Z
3 1
(x2 y dx + x dy) = 0 + 2 − = .
C 2 2
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field. If a particle moves along a path C with position vector r, then along
a small part of the curve dr, the work is dW = F · dr. To get the total work
we then integrate along the path the particle takes, i.e.
Z Z
W = dW = F · dr . (26)
C C
10
Proof: The line integral is
Z Z
∂φ ∂φ ∂φ
F · dr = dx + dy + ∂z
C C ∂x ∂y dz
Z b
∂φ dx ∂φ dy ∂φ dz
= + + dt
a ∂x dt ∂y dt ∂z dt
Z b
d
= [φ(x(t), y(t), z(t))] dt
a dt
= φ(x(b), y(b), z(b)) − φ(x(a), y(a), z(a))
= φ(x1 , y1 , z1 ) − φ(x0 , y0 , z0 ) .
In the first line, we broke the integral into integrals along each direction and
treated it like equation (18) in x, y, z separately. We also use the chain rule
to write to combine the partial derivatives into a total derivative, before we
integrated, where we recall that integrating a total derivative gives us the
function differentiated.
Applying this theorem to the idea of path independence, it is immediately
C1
Hx0 , y0 , z0 L Hx1 , y1 , z1 L
C2
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0.6 x
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0.2
x3
0.2 0.4 0.6 0.8 1.0
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Similarly, for the second curve
Z Z
F · dr = (yi + xj) · (dxi + dyj)
C2 C2
Z
= (y dx + x dy)
C2
Z 1
dx dy
= y(t) + x(t) dt
0 dt dt
Z 1
(t3 )(1) + (t)(3t2 ) dt
=
Z0 1
4t3 dt
=
0
4 1
= t |0 = 1.
Both of these have the same result. Hence the line integral of F is independent
with respect to these two paths. Moreover, one can check that
φ = xy ,
generates F since
∂ ∂
∇φ = (xy)i + (xy)j = yi + xj = F ,
∂x ∂y
and therefore F is conservative and
Z Z (1,1)
F · dr = F · dr = φ(1, 1) − φ(0, 0) = (1)(1) = (0)(0) = 1 ,
C (0,0)
13
r(a)=r(b)
for all closed paths. The converse is also true: any vector field for which all
closed paths result with line integral 0 are conservative. In order to make this
more general, we must define what it means for a region to be connected.
A region D is connected if you can join any two points in the region by
a smooth curve. Otherwise it is disconnected. See Figure 8 for a visual
understanding. Using this we have the following theorem:
Theorem: If f (x, y) and g(x, y) are continuous on some open connected
region D, then the following statements are equivalent:
• F(x, y) = f (x, y)i + g(x, y)j is a conservative vector field on the region
D.
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R
• C
F · dr = 0 for every piecewise smooth closed curve on C.
R
• F · dr is independent of the path from any point P in D to any point
C
Q in D for every piecewise smooth curve C in D.
a) r(b)
b) r(b)
r(a)
r(a)
d)
c)
r(a)=r(b)
r(a)=r(b)
Figure 9: (a) Simple, not closed, (b) Not simple, not closed, (c) Not simple,
closed, (d) Simple, closed.
We already defined connected regions. We now make this more precise and
define a simply connected region to be a region such that any closed curve
in a region D does not enclose any points not in D, i.e. has no holes. If
a closed curve in a connected region does enclose regions outside D, it is
multiply connected, i.e. has holes. See Figure 10 for a visual understand-
ing. Using these definitions, we can define a test for whether a vector field is
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Figure 10: A simply connected region (left) and a multiply connected region
(right).
conservative.
Conservative Field Test: If f (x, y) and g(x, y) are continuous and have
continuous first order partial derivatives on some open region D, and if the
vector field F(x, y) = f (x, y)i + g(x, y)j is conservative on D, then
∂f ∂g
= , (33)
∂y ∂x
at each point in D. Conversely, if D is simply connected and the condition
(33) holds at each point in D, then F(x, y) = f (x, y)i+g(x, y)j is conservative.
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which are equal if these derivatives are continuous.1
Example: Is F = x2 yi + yj conservative? If so, find φ.
Solution: We have f = x2 y and g = y, and so
∂f
= x2 ,
∂y
∂g
= 0,
∂x
so F is not conservative.
Example: Is F = 2xy 3 i + (1 + 3x2 y 2 )j conservative? If so, find φ.
Solution: We have f = 2xy 3 and g = 1 + 3x2 y 2 , and so
∂f
= 6xy 2 ,
∂y
∂g
= 6xy 2 ,
∂x
so F is conservative. So, we have the following equations
∂φ
= 2xy 3 ,
∂x
∂φ
= 1 + 3x2 y 2 .
∂y
To make progress, we must integrate one of these equations. If we integrate
the first with respect to x, we have
Z Z
∂φ
dx = 2xy 3 dx
∂x
⇒ φ = x2 y 3 + C1 (y) ,
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and so
dC1
3x2 y 2 + = 1 + 3x2 y 2 ,
dy
which gives us
dC1
= 1 ⇒ C1 (y) = y + C ,
dy
where C is any constant, which appears from integrating the equation over
y. Therefore, the potential field is
φ = x2 y 3 + y + C .
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5.1.4 Green’s Theorem
In this section we will discuss Green’s theorem, which allows us to rewrite
an area integral as a line integral.
Green’s Theorem: Let R be a simply connected plane region whose
boundary is a simple, closed, piecewise smooth curve C oriented anti-clockwise.
If f (x, y) and g(x, y) are continuous and have continuous first partial deriva-
tives on some open set containing R, then
Z ZZ
∂g ∂f
f (x, y) dx + g(x, y) dy = − dA . (36)
C ∂x ∂y
R
Proof: We will prove this for regions which can be viewed as either type I
or type II regions (basically everything we deal with). In this case, it comes
down to proving
Z ZZ
∂f
f (x, y) dx = − dA ,
C ∂y
Z Z ZR (37)
∂g
g(x, y) dy = dA .
C ∂x
R
We will prove the first of these; the second is proved using identical logic.
Denote the lower part of the curve by C1 and the upper part by C2 , as in
Figure 11. We then break up the line integral into these upper and lower
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C2
3.0
2.5
2.0 R
1.5
1.0
0.5
C1
0.0
0 1 2 3 4
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parts
Z Z Z Z Z
f (x, y) dx = f (x, y) dx+ f (x, y) dx = f (x, y) dx− f (x, y) dx ,
C C1 C2 C1 −C2
(38)
where both integrals are now expressed via curves that go from left to right.
We now represent the curves parametrically
C1 : x = t , y = g1 (t) , (a ≤ t ≤ b) ,
(39)
C2 : x = t , y = g2 (t) , (a ≤ t ≤ b) ,
as required. A similar calculation for the other equation finishes the proof.
Example: Evaluate Z
x2 y dx + x dy ,
C
around the triangular path in Figure 5.1.4 using Green’s Theorem.
Solution: We have f (x, y) = x2 y and g(x, y) = x. Note that the line from
(0, 0) to (1, 2) has equation y = 2x, which will be the upper limit for the y
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y
2.0
(1,2)
1.5
1.0
0.5
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5.1.4.1 Finding area using Green’s Theorem
We can use Green’s theorem to find the area of a region via the line integral
around its boundary. In the statement of Green’s Theorem (36), if we choose
∂g
f (x, y) and g(x, y) such that ∂x − ∂f
∂y
= 1 we will get an area integral on the
right hand side. Two useful choices are for f (x, y) = 0, g(x, y) = x which
gives ZZ I
A= dA = x dy , (43)
R
and for f (x, y) = 0 − y, g(x, y) = 0 which gives
ZZ I
A=− dA = y dx . (44)
R
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5.1.4.2 Green’s Theorem for multiply connected regions
We will not be too concerned with this, but it is an important extra appli-
cation of Green’s Theorem. If we have a region with holes in it, Green’s
Theorem doesn’t appear to hold. However, we can break up the region into
several connected regions. An example of this is shown in Figure 5.1.4.2.
However, now that we can also consider boundaries on the inside as well as
C1
R1
C2
R2
the outside, we need to generalise our ideas about orientation. We will say
that a region R is positively oriented if when transversing the boundary,
the region lies to the left of the boundaries orientation. The region in Fig-
ure 5.1.4.2 is positively oriented and we can apply Green’s Theorem to each
region:
ZZ ZZ ZZ
∂g ∂f ∂g ∂f ∂g ∂f
− dA = − dA + − dA
∂x ∂y ∂x ∂y ∂x ∂y
R R1 R2
I
= f (x, y) dx + g(x, y) dy (46)
Boundaryof R1
I
+ f (x, y) dx + g(x, y) dy .
Boundary of R2
However, it turns out the the contributions from the common boundaries (i.e.
where we cut the region in two) cancel each other out as we traverse them
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twice, in opposite directions. Hence, the only line integrals that contribute
are those over C1 and C2 , giving
ZZ I I
∂g ∂f
− dA = f (x, y) dx + g(x, y) dy + f (x, y) dx + g(x, y) dy .
∂x ∂y
R C1 C2
(47)
This will not be required for any problems in this course.
Example: Consider the region with outer boundary a circle of radius 2 and
inner boundary a circle of radius 1. Use Green’s Theorem to find the area.
Solution: Since we can easily work out the answer by subtracting the area
of the inner disk from the area of the bigger disk, we know to expect that the
are will be 3π. This looks like Figure 5.1.4.2 again, so won’t draw it. Using
Green’s Theorem in the form (47), and bearing in mind that the outer circle
is oriented in an anti-clockwise direction, but the inner one is oriented in a
clockwise direction, we must integrate along the inner boundary from 2π to
0, i.e. in the opposite order to what we would usually have. Then,
I I
1 1
A= (−y dx + x dy) + (−y dx + x dy)
2 2
C1 C2
Z 2π
1
= [−(2 sin t)(−2 sin t) + (2 cos t)(2 cos t)] dt
2 0
1 0
Z
+ [−(sin t)(− sin t) + (cos t)(cos t)] dt
2 2π
Z 2π
1 2π 2
Z
1 2 2
sin t + cos2 t dt
= 4 sin t + cos t dt −
2 0 2 0
Z 2π Z 2π
1
=2 dt − dt
0 2 0
1
= 2(2π) − (2π) = (4 − 1)π = 3π
2
R0 R 2π
as expected. Notice that 2π = − 0 , i.e. reversing the order of integration
produces a minus sign.
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