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PHY 501, John Shumway Lecture 10: Line Integrals Sept.

12, 2001

Lecture 10: Line Integrals

1 Line Integrals

Examples of line integrals:


Z Z Z
φdr, A · dr, A × dr, (1)
C C C

where φ is a scalar field and A is a vector field.

Physical examples of line integrals are often of the second form. These include the work to push
an object along a path C with a force F ,
Z
WC = F · dr, (2)
C

the magnetic field around a current carrying wire,


Z
µI = B · dr, (3)
C

and the force on a loop of wire in a magnetic field,


Z
µF = I dr × B. (4)
C

2 Connectivity and Boundaries of Planar Regions

A region R is said to be simply connected if any closed path in that region can be contracted to a
point. (Note that this definition can be extended to higher dimensions.)

The boundary of a planar region is a path around the region with a counterclockwise orientiation
(that is, the region is to the left of the path).

3 Green’s Theorem
I ZZ  
∂Q ∂P
(P dx + Qdy) = − dxdy. (5)
∂x ∂y
C≡∂R R

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PHY 501, John Shumway Lecture 10: Line Integrals Sept. 12, 2001

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Figure 1: Diagram illustrating derivation of Green’s theorem. (a) The line integral around a small square
region, (x1 < x < x2 , y1 < y < y2 ), is equal to the some of four integrals. (b) Complex regions can be
decomposed into many small squares. The area integrals add. Internal boundaries between neighboring
squares cancel, leaving the line integral around the boundary. Note that the boundary around the hole is
travelled in the opposite (clockwise) direction. The region is always to the immediate left of the boundary
path direction.

To see this, consider a small square region, (x1 < x < x2 , y1 < y < y2 ). The path of integration is
a counterclockwise square. The value of the integral is the sum of the integrals for each of the four
sides (see Fig. 1),
I Z x2 Z y2 Z x1 Z y1
(P dx + Qdy) = P (x, y1 )dx + Q(x2 , y)dy + P (x, y2 )dx + Q(x1 , y)dy
x1 y1 x2 y2
C≡∂R
Z x2 Z y2
= [P (x, y1 ) − P (x, y2 )]dx + [Q(x2 , y) − Q(x1 , y)]dy
x1 y1
Z x2  Z y2  Z y2 Z x2  (6)
∂P ∂Q
= − dy dx + dx dy
x1 y1 ∂y y1 x1 ∂x
ZZ  
∂Q ∂P
= − dxdy.
∂x ∂y
R

An arbitrary region R can be broken up into many small squares. The areas of the squares add,
so that the sum over the integrals of the squares becomes an integral over the region. Touching
boundaries of neighboring squares cancel, so that the sum of the boundary integrals of the individual
squares becomes the boundary integral of the region.

Green’s theorem tells us that the integral of a diffential form around the boundary of a two dimen-
sional region is equal integral of the antisymetric derivative of the form inside the region. This is
the first of several theorems that relate the value of an integral on a boundary to the integral of a
derivative within the region enclosed by the boundary.

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PHY 501, John Shumway Lecture 10: Line Integrals Sept. 12, 2001

4 Line integrals over integrable forms

If a differential form dW is the total diffential of a function V , then any line integral is path
independent. To see this, consider two paths C and C 0 from point a to point b. The difference of
the values of the line integrals is the integral over the closed path C − C 0 ,
Z Z I
dW − dW = dW. (7)
C C0 C−C 0

From Green’s theorem, we see that this is just the integral over the region encosed by C − C 0 ,
Z Z ZZ  
∂dWy ∂dWx
dW − dW = − dxdy. (8)
∂x ∂y
C C0 RC−C 0

Since dW is the total differential of V , then dWx = ∂x V and dWy = ∂y V . The integral becomes
ZZ  2
∂2V
Z Z 
∂ V
dW − dW = − dxdy = 0. (9)
∂x∂y ∂y∂x
C C0 RC−C 0

where the integrand is zero by interchanging the order of partial derivatives. As a physical example,
if V is a potential energy surface, then dW is the amount of work to push an object around in
the absence of friction. The total work is just the differnce in potential energy V (b) − V (a), which
must be path independent. Another (non-integrable) form dW 0 could represent the work done in
the presence of friction. Then dW 0 6= dV , and the line integral is path dependent, i.e. you can do
work (generate heat) just by pushing the object in a closed loop.

5 Stoke’s Theorem

Consider a two dimensional surface with a tangential vector field A. For a region Ω, evaluate the
R
integral ∂Ω dA · dλ around the boundary. Then
I I
A · dλ = (Au du + Av dv)
C≡∂Ω C≡∂Ω
ZZ  
∂Av ∂Au
= − dudv
∂u ∂v
I ZΩZ
A · dλ = (∇ × A) · dΩ, (10)
C≡∂Ω Ω

where we have used Green’s theorem to change the integral over the boundary to an integral over
a region of the surface. Note that the dot product with the surface normal in the last equation

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PHY 501, John Shumway Lecture 10: Line Integrals Sept. 12, 2001

ensures that any normal component of A doesn’t contribute to this integral. Thus, Stoke’s theorem
can be applied to any three-dimensional vector field evaluated on a surface. Expressed in words,
Stoke’s theorm tells us that the line integral of a vector field around a region of a two dimensional
surface is equal to the sum of the curl of the vector in enclosed two-dimensional surface.

6 Generalizations

6.1 Differential Geometry: Generalized Stokes Theorem

In differential geometry describes differentiation and integration on manifolds. Although we cannot


cover this topic in Physics 501, you can find many books on the subject, such as Harley Flanders,
Differential Forms with Applications to the Physical Sciences, (Dover, New York, 1989).

We already know about 1-forms. In the definition of Green’s Theorem, we have the 1-form Σ =
P dx + Qdy. The exterior derivative is an antisymetric derivative,
 
∂Q ∂P
dΣ = − dx ∧ dy, (11)
∂x ∂y
where the wedge product ∧ makes a 2-form out of two one-forms. For the present purposes, it is
enough to know that dx ∧ dy is the geometrical equivalent to the usual dxdy in two-dimensional
integrals. In this notation, Green’s theorem is equivalent to the Generalized Stoke’s Theorem,
Z Z
ω= dω. (12)
∂Σ Σ

The generalized Stokes theorem applies to any region of a N-dimensional manifold, Σ, and any gen-
eral n-form. The fundamental theorm of calculus, Green’s thereom, Stoke’s theorem, and Gauss’s
divergence theorem (discussed next lecuture) are all special cases of this elegant equation. Of
course, the price for this notational simplicity is the need to understand the meaning of the exte-
rior derivative d, boundary δ, n-forms ω and N-dimenisonal manifolds Σ.

6.2 Complex Analysis: Contour Integrals

If the two-dimensional plane in Green’s theorem is identified with the complex plane, then the inte-
grand on the right hand side of the equation is zero for analytic functions. The path of integration
is known as a countour, and the non-analytic points that give the only non-zero contributions to
the integral are called poles. Closed integrals on the complex plane are simply equal to 2πi times
1
the sum of the residues, where residues are the coefficients of |z| divergences. We will cover this
topic later in the course.

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