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1. Fundamental Theorems of Vector Calculus Let us ﬁrst recall the fundamental theorems of vector calculus. They will be used many times in what follows. Theorem 1.1. Let γ be an oriented curve in R3 with initial and ﬁnal points p0 and p1 , respectively. Let h(x, y, z) be a scalar function. Then (1.1)

γ

∇h · dr = h(p1 ) − h(p0 )

Theorem 1.2. Let M be a oriented surface in R3 with boundary given by the closed curve γ, with orientation induced from that of M . Let F(x, y, z) be a vector ﬁeld. Then (1.2)

M

(∇ × F) · ndS =

γ

F · dr

Theorem 1.3. Let E be a bounded solid region in R3 with boundary given by the closed surface M , with the outward pointing orientation. Let F(x, y, z) be a vector ﬁeld. Then (1.3)

E

(∇ · F) dV =

M

F · ndS

We also have the following two theorems which characterize conservative and solendoidal ﬁelds, respectively: Theorem 1.4. A vector ﬁeld F in R3 is said to be conservative or irrotational if any of the following equivalent conditions hold: ∇×F=0

γ

at every point. is independent of the path joining the same two endpoints. for any closed path γ. for some scalar potential h.

F · dr F · dr = 0

γ

F = ∇h

In fact this theorem is true for vector ﬁelds deﬁned in any region where all closed paths can be shrunk to a point without leaving the region.

1

2

SOME PHYSICAL APPLICATIONS OF VECTOR CALCULUS

**Theorem 1.5. A vector ﬁeld F in R3 is said to be solenoidal or incompressible if any of the following equivalent conditions hold: ∇·F=0
**

M

at every point. is independent of the surface M having the same boundary curve. for any closed surface M . for some vector potential A.

F · ndS F · ndS = 0

M

F=∇×A

Similarly, this theorem is actually true for vector ﬁelds deﬁned in any region where all closed surfaces can be shrunk to a point without leaving the region. The above two theorems should look very similar. Everything is shifted up by one dimension and the curl is replaced by the divergence, but the theorems are identical in form. 2. Fluid Dynamics Let v(x, y, z, t) be a time dependent vector ﬁeld whose value at any point gives the velocity of a ﬂuid at that point in space and time. Note that since ﬂuids (liquids and gases) are not rigid like solids, diﬀerent parts of the ﬂuid can be moving at diﬀerent velocities. Similarly let ρ(x, y, z, t) denote the density of the ﬂuid, a scalar quantity. We can compute the total mass m(t) of a three dimensional bounded solid region R of the ﬂuid by integrating the density over R: m(t) =

R

ρ(x, y, z)dxdydz

The rate of change of the mass of the ﬂuid in the region R is given by the time derivative of this expression: d ∂ρ dm ρdxdydz = = dxdydz dt dt R R ∂t where we can diﬀerentiate under the integral sign since we are assuming that the region R in question is not changing with time. Now the mass of the ﬂuid in the region R can change only because of ﬂuid entering or leaving R through its boundary surface M . The rate of ﬂow of ﬂuid out through the surface M is given by the ﬂux integral of ρv over M . Note that the ﬂux of v gives the rate of volume ﬂow, and we need to multiply by the density at each point to get a rate of mass ﬂow. Now the mass m(t) will decrease if ﬂuid is ﬂowing outward, so we need a minus sign: dm =− ρv · ndS dt M Setting equal the two expressions for the rate of change of mass ﬂow, and using the divergence theorem 1.3, we obtain: (2.1)

R

∂ρ dxdydz + ∂t

M

ρv · ndS =

R

∂ρ + ∇ · (ρv) dxdydz = 0 ∂t

Since this must hold for any region R, the integrand must be identically zero. This yields the equation of continuity: ∂ρ + ∇ · (ρv) = 0 (2.2) ∂t

SOME PHYSICAL APPLICATIONS OF VECTOR CALCULUS

3

This is the mathematical formulation of conservation of mass. If the ﬂuid is incompressible, then the density ρ is a constant, independent of position and time, and equation 2.2 reduces to ∇ · v = 0, which is the historical reason for calling such vector ﬁelds incompressible. In this case, applying the divergence theorem to ∇ · v = 0 tells us that the ﬂux through any closed surface M is zero. This makes sense physically because since the ﬂuid is incompressible, it cannot be piling up inside the region, so whatever volume of ﬂuid goes in must come out and hence the total ﬂux must be zero. We can also use Stokes’ Theorem 1.2 to calculate the circulation of the ﬂuid about a closed curve γ. This is just the line integral of v over γ, which we can rewrite as M (∇ × v) · ndS for any surface M which has γ as boundary. This is a measure of the ﬂuid’s tendency to circulate around this path. If the ﬂuid is irrotational, ∇ × v = 0, and the circulation is zero. Hence we see here the reason for calling such ﬁelds irrotational. We can also use vector calculus to determine the equation of motion for the ﬂuid, which is governed by Newton’s second law. The time rate of change of the total momentum of the ﬂuid must equal the total force acting on the ﬂuid. The momentum in a solid bounded region can change due to ﬂow of the ﬂuid out of the region, due to the pressure exerted on the ﬂuid inside by the rest of the ﬂuid exterior to the region, and by various external forces such as gravity or electricity and magnetism, in the case of charged ﬂuids. This situation occurs in the interiors of stars, for example. An analysis that is similar to that which led to equation 2.2 but somewhat more involved yields the classical equation of motion for ﬂuids: ∂v + ρ (v · ∇) v = −∇P + ρF ∂t

(2.3)

ρ

where P is the pressure of the ﬂuid and F is the external force density. This is the Navier-Stokes equation. This is an example of a nonlinear diﬀerential equation. Even today, we know very little about the behaviour of solutions to this equation, which is part of the reason why the weather is so diﬃcult to predict. Phenomena like turbulence, tornadoes, and whirlpools are mathematical consequences of the nonlinearity of this equation.

3. Electricity and Magnetism We begin by stating Maxwell’s equations of electromagnetism. We will not concern ourselves here with the physical derivations of these equations and instead examine their mathematical consequences. Let E(x, y, z, t) and B(x, y, z, t) denote the electric and magnetic ﬁelds in space, respectively. These depend on both position and time, in general. Further, we denote by ρ(x, y, z, t) the charge density and J(x, y, z, t) the current density in space. Note the current density is a vector ﬁeld, since a current is given by both a magnitude and a direction. Here are the equations:

4

SOME PHYSICAL APPLICATIONS OF VECTOR CALCULUS

(3.1) (3.2) (3.3) (3.4)

**ρ ǫ0 ∂B ∇×E=− ∂t ∇·B=0 ∇·E= ∇ × B = µ0 J + µo ǫ0
**

2

Gauss’s Law Faraday’s Law ∂E ∂t

**Amp`re-Maxwell Law e
**

2

C Here ǫ0 = 8.85 × 10−12 N m2 is the permittivity of free space and µ0 = 4π × 10−7 N s C2 is the permeability of free space. These are just constants. In diﬀerent systems of units they would have diﬀerent values, and one can choose units in which they don’t appear in the equations at all. So we see in particular that the magnetic ﬁeld B is always solenoidal, and can hence be written as the curl of a vector potential B = ∇ × A. Hence we know from theorem 1.5 that the magnetic ﬂux through any closed surface is always zero. The ﬁrst thing we can do is check that these equations are consistent. Remember that the divergence of any curl is always zero. We compute explicitly using Maxwell’s equations:

∇ · (∇ × E) = ∇ · − For the magnetic ﬁeld we get:

∂B ∂t

=−

∂ (∇ · B) = 0 ∂t

∇ · (∇ × B) = ∇ · µ0 J + µo ǫ0 = µ0 ∇ · J + µ0 ǫ0 = µ0

∂E ∂t

∂ (∇ · E) ∂t ∂ρ ∇·J+ ∂t

Hence we see that to force consistency we require that ∇ · J + ∂ρ = 0. But this is ∂t nothing more than the statement of conservation of charge. In fact, if you follow the development that led to equation 2.2 and replace all references to mass with charge, we arrive at exactly this equation. Note that J is a charge ﬂux density, which plays the analogous role to the mass ﬂux density ρv of ﬂuid dynamics. For now let us consider the case of electrostatics and magnetostatics. This means the two ﬁelds E and B are constant in time, so the two time derivatives drop out of Maxwell’s equations. In this situation, the curl of the electric ﬁeld is zero, so we can write E = −∇Φ for some scalar potential function Φ(x, y, z). The minus sign is chosen for convenience, because with this choice, positive charges tend to ﬂow from points of higher potential to points of lower potential. Note in this case theorem 1.4 tells us that the circulation of the electric ﬁeld over any closed path is zero. Now we have: ρ (3.5) ∇ · E = −∇ · ∇Φ = −∇2 Φ = ǫ0

∂ ∂ ∂ The operator ∇2 = ∇ · ∇ = ∂x2 + ∂y2 + ∂z2 is called the Laplacian and is of the utmost importance in physics. It arises in many diﬀerent situations, including heat

2 2 2

SOME PHYSICAL APPLICATIONS OF VECTOR CALCULUS

5

diﬀusion, wave motion, and quantum mechanics. The equation ∇2 Φ = − ǫρ is called 0 Poisson’s equation and it is studied in courses on partial diﬀerential equations. We can use Gauss’s Law and Amp`re’s Law to calculate electric and magnetic e ﬁelds in cases where there is a high degree of symmetry. Suppose we had a uniformly charged solid sphere of some radius R. Since there is no preferred direction in this case, symmetry tells us that outside the charged sphere the electric ﬁeld must be in the radial direction and depend only on the distance r from the origin. So E · n = E(r) because the electric ﬁeld is parallel to the normal vector. Now we can integrate both side of Gauss’s Law over a solid sphere Br of some constant radius r > R and use the divergence theorem: ρ Q (∇ · E) dV = dV = ǫ0 ǫ0 Br Br

M

E · ndS

=

M

E(r)dS = 4πr2 E(r)

where Q is the total charge of the sphere, since ρ is constant in the charged sphere and zero outside it, and E(r) is a constant on the sphere of radius r. Thus we see Q E(r) = 4πǫ0 r2 which is the same as the electric ﬁeld due to a point charge Q at the origin. Inside the charged sphere the ﬁeld is slightly more complicated. We can do an analogous calculation for magnetic ﬁelds. Suppose we have an inﬁnitely long thick wire (an inﬁnitely long cylinder) of some radius R. Current is ﬂowing through this cylinder with some uniform current density J. Now because the force on a moving charge due to a magnetic ﬁeld is perpendicular to both the direction of motion of the charge and the direction of the ﬁeld, symmetry tells us that the magnetic ﬁeld due to this inﬁnite wire must be tangential to circles perpendicular to and centred on the wire. That is, if we point the thumb of our right hand in the direction of the current, the ﬁeld lines go around the wire in the direction of our ﬁngers. By symmetry, the magnitude of the magnetic ﬁeld depends only on the perpendicular distance r from the wire. Now we integrate both side of Amp`re’s Law over a solid disc Dr of some constant radius r > R and use Stokes’ e theorem:

Dr

(∇ × B) dS

γ

=

Dr

**µ0 JdS = µ0 I B(r)dr = 2πrB(r)
**

γ

B · dr =

where I is the total current through the wire, since J is constant in the wire and zero outside it, and B(r) is a constant on the circle of radius r. Thus we see B(r) = µ0 I 2πr which is the same at the magnetic ﬁeld due to an inﬁnitely thin wire with current I. Inside the wire the ﬁeld is slightly more complicated. As a ﬁnal illustration of the use of vector calculus to study electromagnetic theory, let us consider the case where the ﬁelds are time varying, but we are in free space where the charge and current densities are both zero. We will need to make use of the following identity for a vector ﬁeld F, which can be easily proved by writing down the deﬁnitions and checking each component: We apply this identity to both the electric and magnetic ﬁelds, and use all of Maxwell’s equations to simplify the results, remembering that both ρ and J are ∇ × (∇ × F) = ∇ (∇ · F) − ∇2 F

6

SOME PHYSICAL APPLICATIONS OF VECTOR CALCULUS

assumed to be zero: ∇ × (∇ × E) = ∇ (∇ · E) − ∇2 E =∇× − and similarly: ∂E ∂ ∂2B = µ0 ǫ0 (∇ × E) = −µ0 ǫ0 2 ∂t ∂t ∂t Thus we see that each of the three components of both the electric and magnetic ﬁelds satisfy the diﬀerential equation = ∇ × µ0 ǫ0 (3.6) ∂2f = c2 ∇2 f ∂t2 1 for c = √µ0 ǫ0 . This equation represents the motion of a wave with speed c. Hence we see that in free space the electric and magnetic ﬁelds propagate as waves with speed 1 m 1 = = 2.99863 × 108 √ µ0 ǫ0 s N s2 C2 4π × 10−7 8.85 × 10−12

C2 N m2

∂B ∂t

=−

∂ (∇ × B) ∂t

= −∇2 E = −µ0 ǫ0

∂2E ∂t2

∇ × (∇ × B) = ∇ (∇ · B) − ∇2 B

= −∇2 B

which is exactly the speed of light! Maxwell did precisely this same calculation around 1880 and since the speed of light had been measured by then, he was able to deduce that light is an electromagnetic wave. There are many diﬀerent kinds of electromagnetic waves: gamma rays, X-rays, ultraviolet rays, light, infrared rays, microwaves, radio waves. They are all propagating electric and magnetic ﬁelds, the only diﬀerence being the frequency of the wave. All travel at the same velocity. They are listed above in decreasing order from highest to lowest frequency. The energy of the wave is proportional to the frequency, which is why X-rays are far more harmful to us than radio waves, for example. Hopefully the above discussions have suﬃciently aroused your curiousity, and you will take more mathematics and physics courses in the future. Vector calculus and electromagnetic theory are only the tip of a giant iceberg.

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