Appendix VECTORS AND TENSORS A.1 INTRODUCTION ‘This appendix provides general information on vector and tensor manipulations, as used in derivations throughout the book. It is designed for the reader who would benefit from a review of basic vector concepts and who may have had little or no prior exposure 10 tensors. Some of the material is elementary and some (e.g, the discussion of surface geometry) is more advanced. Many books have been devoted entirely to vector and tensor analysis, but space limitations require that the coverage here be quite limited. This appendix focuses more (on operational aspects (ie., how to perform manipulations) than on basic theory. In ‘many instances the reader is referred to other sources for proofs. The content has been influenced most by the appendices in Bird et al. (1960, 1987), the summary of vector analysis in Hildebrand (1976), and the book by Brand (1947). Other useful discussions of vector and tensor analysis are given in Aris (1962), Hay (1953), Jeffreys (1963). Morse and Feshbach (1953), and Wilson (1901). Section A.2 introduces the notation used to represent vectors and tensors and de- seribes the more elementary operations involving those quantities (e.g., addition). The various types of vector and tensor multiplications are discussed in Section A.3. Vector differential operators are introduced in Section A.4, with an emphasis on rectangular coordinates. A number of useful integral theorems are given in Section A.5, and the special properties of position vectors are discussed in Section A.6. Section A.7 extends the treatment of differential operators to any system of orthogonal curvilinear coordi- nates and provides details for the important special cases of cylindrical and spherical coordinates. The differential geometry of surfaces, including normal and tangent vectors, surface gradients, and surface curvature, is reviewed in Section A 8. 551—$SECTONS AIO TERSORS A.2. REPRESENTATION OF VECTORS AND TENSORS A scalar is a quantity that has @ magnitude only (e.., temperature), whereas a vector is characterized by both a magnitude and a direction (e.g., velocity), Vectors are often represented as arrows which have a certain length and spatial orientation. Two vectors are said to be equal if they are parallel, pointed in the same direction, and of equal Jength (magnitude). Vectors do not usually have a particular spatial location, and there fore they need not be collinear to be equal. (Position vectors, which extend from a reference point ro some other point in space, arc the exception.) A heavy reliance on the ‘geometrical interpretation of vectors is confining from an analytical viewpoint, but the concept of an arrow in space reminds us that a vector is an entity which is independent of any coordinate system. Tha is, no matter what coordinate system is used to represent it, a veetor must have the same length and direction. Likewise, physical laws involving directional quantities are described most naturally using vectors (and tensors), because those relationships too must be independent of any coodinate system that is chosen, A vector in physical (three-dimensional) space may be viewed also as an ordered set of three numbers, each of which is associated with a particular direction; the direc- tions usually correspond to a set of orthogonal coordinates. The fact that a vector is an independent entity implies that once the three numbers (or components) are known for ‘one coordinate system, they are uniquely determined for all other coordinate systems. In other words, vector components must obey certain rules in coordinate transformations. ‘The directionality of a vector and the transformation rules are what distinguish it from 4 row or column matrix. TWo vectors are equal only if each of the corresponding compo- nents is equal A second-order tensor in three-dimensional space is an entity that can be repre- sented as an ordered set of nine numbers, each of which is associated with two direc- tions. The most prominent example in transport theory is the stress in a fluid. With second (or higher)-order tensors the “arrow-in-space” concept ceases to be helpful. An nth-order tensor has 3° components, each corresponding to a set of n directions. As with vectors, the components of tensors must obey certain transformation rules (see, for ex- ample, Prager (1961)]. In general discussions of tensor analysis, scalars and vectors are regarded as zeroth-order and first-order tensors, respectively. In this text we have litle need for tensors with n>2, and the term “tensor” without a modifier is used as a shor hand for “second-order tensor.” ‘Two systems of notation for vectors and tensors are in common use. This text ‘employs Gibbs notation, developed by J. W. Gibbs (who was responsible also for much ‘of the basic theory of chemical thermodynamics). The classical presentation of vector analysis in this notation is the book by Wilson (1901). In this system, vectors and ten- sors are each represented by single boldface letters, usually without subscripts. With ecasional exceptions, we represent scalars as italic Roman letters (e.g., f), vectors as boldface Roman letters (e... v), and tensors as boldface Greek letters (e.g, 7); each Iay be either uppercase or lowercase. The magnitudes of vectors and tensors are de- noted usually by the corresponding italic letter: occasionally, absolute-value signs are Used for clarity. Thus, the magnitude of v is written either as v or |v|, Unit vectors corresponding to coordinate directions are denoted as e,, where the subscript is used to identify the coordinate. The advantage of Gibbs notation is that it allows most equationsaS Teer to be written ina simple and general form, without reference to «particular coordinate system, “The other major system, called Cartesian tensor notation, is based on vector and tensor components, which are identified using subscripts. It has the advantage of show ing more explicitly the results of vector and tensor manipulations, and it is used here to evaluate various products and derivatives. One disadvantage is tht the component representations of differential operators are valid only for rectangular coordinates. This is not a hindrance in proving general identities, because (as already noted) the essential features of vectors and tensors are independent of any coordinate system, Thus, an iden- tty involving vectors and tensors which can be proved using one coordinate system will be valid for all others. [A vector ¥ can be represented using rectangular (Cartesian) coordinates as Leet 4+ 0.8.= Sep ary where (¢,€,,€,) are vectors of unit length which parallel the respective coordinate axes and (¥q ¥,.¥,) are the corresponding (scalar) components of ¥. Labeling the coordinates as (1, 2, 3) instead of (x y, 2) leads to a more compact representation involving a sum, as shown, The economy of the summation notation makes it preferable to represent the base vectors as (€), €:.€3) instead of (i,j,k), as is sometimes done. Because vectors in physical space are understood to have three components, the limits of the summations are omitted hereafter. Inthe research literature the notation is often pared down even further by omitting both the sammation symbol and the unit vectors, so that vis repre- sented simply as v,. When this is done a repeated subscript or other index in an algebraic expression is used to imply certain summations. A standard treatment of vector and tensor analysis using implied summations is given in the small book by Jeffreys (1963). Whether the summation symbols are included or omitted, itis important to recognize that any quantity being summed over is a dummy index; changing each i in Bq, (A.2-1) to j does not alter the meaning of the expression. ‘A tensor 7 can be represented in component form as (i . 3] os BEnee In this case each scalar component, 7, is associated with a pair of unit vectors, €¢;: the paired unit vectors are called unit dyads, When implied summations are used, the entire tensor is represented simply as 1). The double sum yields nine terms, and the nine components of a tensor can be displayed as a 3X3 matrix, as shown, A matrix lacks the directional character of a tensor, so that the matrix in Eg. (A.2-2) does not literally equal +. The matrix analogy is quite useful, however, in that several operations involving vectors and tensors follow the rules of matrix algebra. In such manipulations 1 vector can be represented as a row or column matrix. For example, ¥=(¥), Vp ¥3) and €2= (0.1.0) ‘Analogous to the transpose of a square matrix, the transpose of the tensor 7, written as 7", is given byECTORS AT TERSORS (A23) o-BEnee-( md ) ‘Comparing Eqs. (A.2-2) and (A.2-3, itis seen thatthe transpose is obtained by replac- ing zy by 7. or (equivalenly) interchanging the off-diagonal elements. If 7,1). 0 thatthe tensor and its transpose are equal 7 i said to be symmetric; if y= —7y. then 1s antisymmetric. A tensor can be antisymmetric only if the diagonal elements are all zero (Le. 7-0) ‘The addition and subtraction of vectors and tensors isthe same as with matrices. That is, one adds or subtracts the coresponding elements. Likewise, multiplication (or division) of a vector or tensor by a scalar entails multiplication (or division) of each component. Two vectors a and b are cqual if a~b=0, where each component of the vector 0 is zero. Thus, as already mentioned, a implies that each ofthe correspond- ing components of a and b are equal. Likewise, the equality of two tensors implies equality of their components. The zero vector and zero tensor are both represented by the symbol 0; which one is meant will be clear from the context. Several of the basic operations are illustrated by the decomposition of the tensor ‘into symmetric and antisymmetric parts Tapert th ITD Gt weg t{EDOey— weg. (424) any Tatts ttt stte[mtm 2m ttt h (A25) Tatts Tatts 2r3, Marty TaT th TT hs o Equation (A.2-5) shows that adding a tensor and its transpose creates a symmetric ten- sor, whereas Eq. (A.2-6) shows that subtracting the transpose leads to an antisymmetric tensor. Any tensor can be expressed as the sum of symmetric and antisymmetric tensors, in the manner of Ea, (A.2-4, Thi fact is exoloted in Chante Sin deserbin the sess ina fluid. A.3 VECTOR AND TENSOR PRODUCTS 1t was pointed out in the preceding section that the addition or subtraction of vectors or tensors, and the multiplication or division of a vector or tensor by a scalar, are straight- forward in that they follow the same rules as with matrices. The various products which ‘can be formed using vectors and tensors require special attention, however, as discussed now.a ‘Scalar Product of Vectors The scalar (or dot) product of a and bi is defined as a-b=ab cos gas, (Aan) where gap the angle between the vectors (180) [see Fig. A-I(a)]. The operation a:b results in'a scala, hence the name. Noticing that b cos ¢,, equals the magnitude of b 28 projected on a it is scen that a-b equals the magnitude of times the projection of », and vice versa If the vectors are perpendicular, then cos gas 0 and the scalar product vanishes. If a vector is dotted with itself, then cos g,,=1 and the result is the square of the magnitude, Thus, the magnitude of ais given by a=|al=(a-a)'”. {A3.2) ‘The scalar product of two vectors is commutative, ; (A333) and also distributive ab+0=(-b)+(a-0). (A3-4) {In compating dot products itis efficient to dispense with the angles between vec: tors and to work directly with the vector components. This approach exploits the special properties of the dot products of the base vectors. For an orthogonal (mutually perpen- dicular) set of unit vectors, it follows from Eq. (A.3-1) that ee eye ree tse area Thus, 6,= 1 or 0, according to whether the subscripts are the same or different. ‘The scalar product of a and b is calculated now as b Bed b — Yew 00 hep}. o>] & a @ ©) Figure Act. Geometrical representations of (a) the scalar or dot product, a'b, and (b) the vector or oss product ab,HECTORS ARS TENSORS av=(Sae)(Sbe)=TDablere)=TEab- Lab, (38) ‘This illustrates the four main steps in evaluating a product involving two or more vec- tors. Firs, the vectors are cach represented as summations. Second, all quantities are {grouped inside the multiple summations. Notice that any quantity can be brought inside a summation involving a different index, as done in the second equality.’ Third, the operations involving the base vectors (e,) are performed. Fourth and last, summations which have been made redundant by the Kronecker deltas are eliminated. As will be shown, the same steps are used to evaluate other products involving vectors and tensors, although different operations involving the base vectors are required, Equation (A.3-8) shows that the dot product of two vectors is just the sum of the products of the respective components. The commutative property expressed by Eq. {A.3-3) is now more obvious, and the distributive property in Eq. (A.3-4) is easily confirmed by evaluating the left- and right-hand sides of that equation as done in Eq. (A3-8), In the most pared-down notation, the dot produet is writen simply as a, and the repeated index iis understood to imply summation overt. The less compact notation of Eq, (A.3-8) is employed here because it is more explicit. ‘A component of a vector is just its projection on the corresponding coordinate axis, Thus, ane ama-e, (A3-9) as may be confirmed by replacing b by e, in Eig, (A.3-8). Likewise, the component (or jection) of a vector in an arbitrary direction is given by the dot product of the vector with a unit vector pointed in that direction. For example, if m is a unit vector that is normal to a surface, then n-a is the normal component of a, Using Eqs. (A.3-2) and (A.3-8), the magnitude of a is expressed in terms of its components as, Jal = (Sei) (A3-10) A normalized vector (one with unit magnitude) is obtained by dividing each component by the magnitude of the vector, as calculated from Eq, (A.3-10), ‘Vector Product of Vectors ‘The vector (or cross) product of a and b is defined as axb=ab sin eys0ap, (AS-D ‘here ¢, is a unit vector that is perpendicular to the plane formed by a and b {sce Fig A-0D)]. The direction of egy i such that (a,b) is a right-handed set of vectors; that is, if the fingers of the right hand are curled from a toward b, then e,, points in the direction ofthe extended thumb. The magnitude of ab equals the area of a parallelo- ram which has a and b as adjacent sides. "The secood equality in Eq, (A.3-) is analogous 1 (fos) (f 09 9)= [fob aaySE BT Note that because aX’ is perpendicular to the plane containing @ and b, it is perpendicular to both of those vectors. Thus, if a and b are also perpendicular to one another, then (a, b, ab) is an orthogonal set. Ifa vector is crossed with itself (or with any parallel vector), then sin @y=0 and the product is zero, The right-hand rule implies that reversing the order of the vectors in the cross product reverses the direction of the resultant. That is, axb=-bxa, (A312) indicating that the cross product is not commutative, It is, however, distributive ax(b-+6)=(axb)+ (axe), (A313) Representations of cross products in terms of vector components make use of the special properties of the cross products of the base vectors. Those cross products are given by exe,-0, exerme asi oxen ep These nine equations are summarized as exe=Seney (ass) . where ey is the permutation symbol, given by 0, inj jek ori=k, ae ‘ijk = 132, 213, or 321. Thus, ey.=0, 1, or —, according to whether two or more indices are alike, the indices increase in cyclic order, or the indices decrease in cyclic onder, respectively. Expanding @ and b as sums and using Eq. (A.3-15), itis found that axb=TTDegaben (asin which may be used to confirm Eqs. (A.3-12) and (A.3-13). Writing out all of the terms, in Eq. (A3-17), we obtain AXb=(asbs—ashsbe, +(ayb —aybs),+(ayb,—aaby)es, (3-18) Which is equivalent to the determinant, ee a, a (A319) >. byl Multiple Products. Several useful identities involving two or more dot or eross products are a-(bXe)=b-(eXa)=€-(aXb) = (b Xe) -a=(€Xa)-b=(axd)-¢, (A3-20)RTORS AN TENSORS (a-c)b—(a-b)e, (A320) (a-e)b-(b-)a, (A322) (axb)-(€Xd)=(a-€)(b-d) ~(a-d)(b-0) (A323) ‘The expressions in Eq, (A.3-20) are called scalar triple products; the scalar which re- sults from any of these corresponds to the volume of a parallelepiped which has a, b, and c as adjacent sides. The first three expressions involve a cyclic rearrangement of the ‘vectors, whereas the last three follow from the commutative property of the dot product. Comparing, for example, the first and last expressions in Eq. (A.3-20), itis seen that interchanging the dot and cross does not affect the result. Note also that no ambiguity ‘would be created by omitting the parentheses in the scalar triple products, because any of the six expressions can be evaluated in only one way. Equations (A.3-21) and (A.3- 22) are expansion formulas for what are called vector triple products; here the parenthe- ses are essential. A relationship involving the permutation symbol that is very helpful in proving identities such as these is Deut me mn — Bn Bin (A324) Dyadic Product ‘The formal multiplication of the vectors a and b, without a dot or cross, results in the dyad, ab. This dyad is represented as ayby aby ab=TDade, aby ) (A325) To 3b, aby tis seen that a dyad is simply a tensor constructed by pairing the components of wo Vectors. Unlike scalar multiplication, the order of a and b must be preserved. That is, unless the dyad happens to be symmetric, ab # ba. A dyad will be symmetric if a and b are parallel (ie, if they differ at most by a multiplicative scalar constant). Dyadic prod- tuts have a distributive property analogous to Eqs. (A.3-4) and (A.3-13). Manipulations involving dyads follow the same rules as with tensors, which are discussed next, Products Involving Tensors Using an approach like that in Eq. (A.3-8), dot products involving tensors are reduced to the following operations involving unit vectors and unit dyads buts. (43:26) Bat. (A320) €,6)-ent= Fe» (A3-28) C16: Oy = Bindi (A3-29) tis seen that the dot product of a vector with a tensor results in a vector and that the dot product of two tensors yields another tensor. The double-dot product of two tensors. Sives a scalar, as shown in Eq, (A.3-29). These four relations can be remembered byacter wed Tween oducts eeeeeeeenen saa noting that they are equivalent to forming dot products of the unit vectors on either side of the dot symbol, while keeping the other vectors in proper order. In the ease of Eq. (A3-29), the two dot products are performed sequentially? Using Eqs. (A.3-26) and (A.3-27) to evaluate a-7 and 7-a, itis found that sre TEPaneceLELabayeLLang. (A330 wae ve v4 ra DED ales TEL vase Linas. (A331) In the frst case the jth component of the product is ¥, a,ry, whereas in the second itis E, a, 4 These results are different unless 7 is symmetric. Thus, the dot product of a vector with a tensor is not commutative, in general. Likewise, the single-dot product of two tensors is nor commutative, unless the tensors are symmetric. It is worth noting that these single-dot products are formally similar to matrix multiplication, which also is commutative only if a matrix is symmetric. Note also that, unlike multiplication of a vector by a scalar, the product 7-a (or a-t) has a different effect on each component of the vector. Consequently, dotting a vector with a tensor changes its direction; the vector is “twisted” or “deflected. Equations (A.3-30) and (A.3-31) are easily extended to show that dot multplic tion of a tensor by pre- and post-factos is associative, Ga-9-d=aeb)= DS ab, (a3) Accordingly, no ambiguity results if the parentheses are omitted and the expression is written simply as a-z-b. Also, the double-dot product of two tensors is commutative: fa-SS 046). (0333) ‘This last operation leads to a useful defintion of the magnitude of the tensor @. Follow- ing Bird et al. (1987), we let a= (Jaca’)" ) (A334) which is analogous to Eqs. (A.3-2) or (A.3-10) fora vector. If is symmetric and it ‘only nonvanishing components are «yj, =a), then its magnitude is «=|ayz|=|a,\|. This {is analogous to a vector v with a single nonzero component v;, where the magnitude is y=|»\|. The factor } in Eq. (A.3-34) is needed to preserve this analogy. ‘Gross products involving tensors, which are encountered infrequently in transport theory, ate evaluated in a similar manner, That is, the eross products involving the unit dyads are derived by evaluating the products ofthe nit vectors adjacent to the maltipli- cation symbol, analogous to Eqs. (A.3-26)-(A.3-28) {see Brand (1947. pp. 187-189). Fnccording 1 the orignal denon oC dre doubledor product (Wilson, 1901), dhe ig-tand side of Ba (45-25) would be writen a 5,8. The defiion sed here fs more natralexienson ofthe single- dot product of Bq, (A324) and is prefered now by many autor.TORS AN TERSORT Identity Tensor The identity tensor oF unit tensor, which is analogous to the identity matrix, is given by 0 0 0 i 0 s-3E Acer Eee-( 1 ‘ (3.35) ‘The symbo! & has been chosen because, as shown, the components of the identity tensor are given by the Kronecker delta. The essential properties of 6 are that (43-36) (A337) for any vector v or tensor 7, Thus, dot multiplication of 6 with a vector or tensor, in any order, returns that vector or tensor. Alternating Unit Tensor Just as a second-order tensor (6) is constructed from the Kronecker delta, a third-order tensor (e) is derived from the permutation symbol. Called the alternating unit tensor, it is represented as e= LILeweger (A338) ‘The group of three unit vectors shown here is called a unit triad. Operations involving. third (or higher)-order tensors are performed in a manner analogous to that shown above for second-order tensors. In particular, the dot products of unit polyads are governed by the mnemonic rules mentioned below Eq. (A.3-29). A.4 VECTOR DIFFERENTIAL OPERATORS In transport problems we are interested in evaluating various quantities, called field variables, which are functions of position. Two examples are temperature and fluid ve- locity. According to the directional nature ofa particular feld variable (or lack thereof). the value ofthe function is a scalar, a vector, oF a tensor. The necessary information on the spatial rates of change of such quantities is obtained by using the differential opera- tors discussed in this section. Field variables may, of course, be functions of time as Well as position. However, the derivatives of vectors of tensors with respect to time are caleulated simply by differentiating each component, and therefore they do not require special attention Unlike the results for vector and tensor products in Section A.3 each ofthe com- nent (or summation) expressions presented in this section is valid only for rectangular Coordinates. A unique aspect of rectangular coordinates is that the base vectors ae inde- pendent of postion, This allows the e, to be treated as constants when differentiating (or integrating), and it srealy simplifies the derivation of results involving vector- Aitferentil operators. Although the Component representations are valid only for ectan- ular coordinates. the vetor-tensor identities presented in the examples and table (TableVector Diferentil Operators 361 ‘AcI) at the end of this section are invariant to the choice of coordinate system. The ‘component representations of the various differential operations in cylindrical and spher- ical coordinates are discussed in section A.7. Gradient Spatial derivatives of field variables are computed using the gradient operator or “del,” which is represented in rectangular coordinates as an ppreZ-ded. (aay In derivations, ¥ may be treated much like an ondinary vector. However, because xA/, obviously differs from rar, care must be taken (o keep V in the proper order relative to other quantities. In other words, none ofthe operations involving V are commutative The direct operation of V on any field variable (without a dot or cross) yields the gradient of that quantity. Thus, the gradient of the scala-valued function (or “scalar function”) fis a vector, represented as vine ert ne De, (A42) ‘and the gradient of the vector function v is a tensor (or dyad), given by av, forvlax, — amgfax, avy /0 WaT Bee=lamlin — aylary — ay/axy (43) TTA Naylary — avyfatry —avylay Divergence ‘The dot product of V with a field variable (vector or tensor) gives what is called the divergence. The divergence of the vector v is a scala, represented as ayy | O_ spay yn 4 OW, aon = (Aaa) and the divergence of the tensor 7 is a vector, an, Vr DE eee, (ass) In some books V-v is written as “div ¥.” Curl ‘The cross product of V with a field variable gives what is termed the curl. For example, the cutl of v is the vector represented by vxve SSD gs (asoWriting ou all terms, we have Ory am), (ira), (im : v= (222), 4 (120, vow Ge-maet(iaaleet (it ‘Some authors write Vy as “curl v" or “rot v." (aan, Laplacian “The dot product ofthe gradient operator with itself results in what is called the Lapla- ye =. (AA8) Dae (Aas) which can operate on a scalar, a vector, or a tensor. [As with the other component representations in this section, itis emphasized again that Eq. (A.4-8) is valid only for rectangular coordinates.] Given that the Laplacian is a scalar, it does not change the tensorial order of the field variable. For example, the Laplacian of the vector v is a vector written as ay, Vine, FeV teMn= Loose, (a4) In some books the symbol A is used instead of V?. Material Derivative One other differential operator which is used very frequently in transport analysis is the ‘material derivative. It is written as (A4-10) where # is time and y is now the local fuid velocity. As discussed in Chapter 2, the ‘material derivative provides the rate of change of any field variable as perceived by an ‘observer moving with the fluid, In particular, v-V gives the contribution to the apparent rate of change that 1s made by the motion of the observer. Example A.4-1 Proof of a Veetor-Tensor Identity As an example of how the representations of differential operators may be used to prove a vector-tensor identity, we will show that Vi[¥v+ (Pwy]=VV+ HCY). aay Evaluating the left-hand side, we obtain Five l-ZETE Se erage BSH ie, sy Comparing with Eq. (A.4-9), we see that the first term on the far right equals Vv. The second frm on the far right is rewriten as az ay, Sina, aayTrtegral Transformations ‘This completes the proof of Eg. (A.4-11), which is used in deriving the Navier-Stokes equation in Chapter 5. Example A.4-2 Proof of u Vector—Tensor Identity As a second example, we will show that Very) Wet y(h-7), (Asia) provided that 7is symmetric. We stat again by evaluating the left-hand side to give Vem LITT ag wie teea6d SEE Cn EE (vgeew ay, any a) . Obtaining the ast equality required two steps, expanding the derivative of the product and inter- ‘changing the indices. The indices were switched fo facilitate comparisons with the other expres. sions below. The fist term on the right-hand side of Eq. (A414) gives Ad For symmetric + (ie., for 7,1) this matches the fist term on the far right of Eq, (A415). Expanding the remaining term in Eq. (A4-14), we obtain WV = DIED Be ele tn Cy mn! ca aay, 3 which matches the last term in Eq, (A.4-15). This completes the proof of Bg, (A.4-14), which is used in deriving the general form ofthe energy equation for a pure fluid in Chapter 9. ‘A numberof other usful identities involving vectr-differential operators are given in Table Ac1. These identities are taken mainly from Brand (1947) and Hay (1953); proofs for most are given in those sources. All may be confirmed as in the preceding examples. Although the expres= sons in this soetion which involve vector and tensor components are generally valid only for rectangular coordinates, the identities in Table A-1 (and other expressions in Gibbs form) are independent of the coordinate system. A.5 INTEGRAL TRANSFORMATIONS General conservation statements for transported quantities are derived as integral equa- tions involving the field variables. To put these equations in the most helpful forms, a number of integral transformations are needed. Some ofthe more useful ones are sum satized in this section. These results are mainly from Brand (1947), which contains an exceptionally complete treatment of integral transformations; proofs of most are given in that source. Inthe general formulas in this section (and elsewhere in this book), all volume, surface, and contour (line) integrals are written using a single integral sign. The type of integration is identified both by the differential element inside the integral (¥, 4S, or dC, respectively) and by the domain indicated under the integral sign (osvally just VS, oC). Although usually not shown explicitly, in all formulas in this section the limits of integration are allowed to depend on time.VECTORS AND TENSORS TABLE A-1 entities Involving Vector-Differential Operators w Vsaye (Wats Pe @ TM a(N at Oa ° vxcgaye(WpxasfTxe © Weaxd)=(Fa)xb-(Wb)xa o Ve(axbyeb(Vxa)—a(VXd) © Vx (axb)=b-Va-a-¥b+a(¥-b)-B(F 9) o vx tao ® FSH TEI=0 o vv xay=0 ao) Vx(Vaa)= VF a) Fa 1D Seba Uhh: Pasa x( Pb) EPH ad= (Fa) be(MO)a 2) V(aby=aFbsbF-9) ay veya an BXant “ip ewe rsosips fad we any arentobe sce fens aad w a8 we any ‘Aremable vector fnto. Volume and Surface Integrals ‘Three of the more useful transformation wolving volume and surface integrals are [rave faras, (AS) [ore ava faoras, asa [rear f In each of these equations, Sis a surface that completely encloses the volume V; and the functions (fv, 7) are assumed to be continuous and to have continuous partial deriva- tives in V and on S. The bounding surface may have two or more distinct parts. For example, V may be the volume between two concentric spheres, in which case 5 consists Of the surface of the inner sphere plus the surface of the outer sphere. In any event, at ‘any point on S there are definite “inward” and “outward” directions of any vector func tion of position, according to whether the vector is pointed toward or away from V, respectively, The vector m is a unit outward normal, meaning that it has unit magnitude, Points outward, and is normal (perpendicular) to the surface. It is assumed that n is a Piecewise continuous function of position. That is, $ must be divisible into a finite 78. (A523)~Tntegral Wonsformnations a5 ‘number of, sections, in each of which m is a continuous function. Such a surface is piecewise smooth, Although written for a scalar, Eq. (A.5-1) applies to functions of any tensorial order. Equation (A.5-2), which is associated with Gauss, is usually called the divergence theorem. Its generalization for tensors, Eq. (A.5-3), is referred to here as the divergence theorem for tensors. Formulas analogous to Eqs. (A.5-2) and (A.5-3) exist also for cross products; in these, each dot symbol is replaced by a cross. Green's Identities Other useful relationships follow directly fom the divergence theorem. For example, let v= Vu in Eq. (A.5-2), where ¢ and ¥ are scalar functions with continuous first and second panial derivatives in V. Then, with the help of identity (2) of Table A-1, we obtain Jova-vo+ avy av~ for as, (assy where aW/an=n-VY, the outward-normal component of the gradient. This is called Green's frst idensity. An analogous result is obtained by interchanging & and Sub- twacting that from Eq. (A.5-4), we obtain Green's second identity, frore—wrre av |(6%t-u2) as, (Ass) which has asymmetric frm, Surface and Contour Integrals ‘There are many relationships also involving integrals over a surface $ and a contour C that bounds that surface. In such equations Sis not a closed surface, in general, These relationships generally involve a unit vector t that is tangent to the curve C. As shown in Fig. A-2, when n is pointed upward and $ is viewed from above, ¢ is taken to be in the counterclockwise direction along C. A third unit vector is m=t> n, which is tangent to the surface and directed away from S (ie., outwardly normal to ©) ‘Two of the more useful relationships between surface and contour integrals arc Jory as= fiev ac= fn-coxy) as, aso Figure A-2. Unit oma and anit gen vetors fora surface S bounded by a curve aVECTORS AND TENSORS Jovvyes as=frcv ac as which require that v have continuous derivatives over 5. Equation (A.5-6), which is usually written in the sccond form, is called Stokes” theorem: it applies also to tensors i.e. one can replace v by 2). The use of Eq. (A.5-7) is discussed further in Section A.8. Leibniz Formulas for Differentiating Integrals ‘We often need to differentiate integrals which have variable limits of integration. Sup- ‘pose, for example, that we have an integral of the function fix) over x, where x has the range A(#)'3x'5B(1). The derivative with respect to ¢is given by my my @ = | Lace B60,» 7 Sf Ndr= fz des 7 FBO. 9. gtho. a. (A5-8) ‘an ra whichis often called the Leibniz rule, Hildebrand, 1976, pp. 364-365). Using to Senate postion in space (Secon A.6), two generalization ofthis formula to volume integrals ate 8 fanaa [Lave foros as as $f oenare favs fomrords aso where vg is the velocity of the surface, a function of position and time. Thus, n-Vs is the outward-normal velocity of a given point on the surface at a given instant. All three of these equations imply that unless the boundary is stationary and/or the integrand vanishes at the boundary, itis not permissible to simply move the ¢ derivative inside the integral. If x and ¢ in Eq, (A.S-8) are interpreted as position and time, respectively, then A/dt and dB/dt represent the velocities of the endpoints of the interval. The “outward” velocities at the upper and lower limits of integration are in the poritive and negative = directions, respectively: hence, the different algebraic signs of the terms containing dA/ dit and dB/dt. In Eqs. (A.5-9) and (A.5-10), the direction of surface motion is accounted for automatically by n-vs, which may be positive or negative. Although only the most common special cases are shown, both the one-dimensional and three-dimensional forms of the Leibniz formula epply to functions of any tensorial order. A.6 POSITION VECTORS Definition A position vector, denoted in this book as r, is a vector that extends from an arbitrary reference point to some other point in space. Thus, r identifies the location of the latter Point, and we often speak of “the point r” as if the point and its position vector were[== fone and the, same. The position vector designates locations in three-dimensional space without reference to a coordinate system. For example, scalar, vector, and tensor func tions of position are written simply as fir), v(r), and x(F), respectively. As with other vectors, Fis invariant to the choice of coordinate system and may be represented using any coordinates which are convenient. Ifthe reference point is the origin of a rectangu- lar coordinate system, the position vector is given by ety t2e,= De, (asp ‘Thus, in this representation the components of r correspond to the rectangular coondi- nates of a point. The magnitude of r (denoted as r) is identical to the radial coordinate in a spherical coordinate system (see Section A.7). As shown in the summation in Eq, (A6-1), itis convenient to represent the rectangular coordinates as x. (Thus, another commonly used symbol for the position vector is x.) As in Section A, all of the rela- tions in this section involving summations are restricted to rectangular coordinates, Whereas those in Gibbs form are general. Space Curves Let s be are length along some curve in three-dimensional space, such that the vector function r(«) represents all points on the curve. If Ar is a vector directed from one point to another on the curve, and As is the corresponding arc length, then the limit of Ar/As as As—>0 equals dr/ds. Moreover, (A6-2) Where ¢ is a unit vector that is tangent to the curve and directed toward increasing s. ‘The rate of change of a scalar function f along such a curve is given by aus asa This ees hie y wing Foy Af di (54h) (ye 7 onan ato (Bae) (Bay 9) In the first equality we have used the “chain rule” for differentiation. The first and second quantities in parentheses represent t and Vf, respectively. It follows that the change in f corresponding to a differential displacement dr= (dry, dr,, dx,) is given by fear. (aes) Although written for the scalar function f; Eqs. (A.6-3) and (A.6-5) apply to functions of any tensorial order. Taylor Series Taylor-series expansions of functions can be written in terms of position vectors and vector-differential operators. For example, Eq, (A.6-5) indicates that the frst correctionETON AN TENSORS to ffir) at a position r-+r" is given by r/-Vj, where the gradient is evaluated at position fF, Including also the second-derivative terms, the value of a function at position rr’, written as a Taylor expansion about position r, is given by ere yopee epebee swaps ase MEER SMD EE Ws Eee WW Hs (A67) Aree ean ee Verner vUr (A6-8) where all derivatives are evaluated at, Notice thatthe same formula applies 10 fune- tions of any tensorial order. 11s readily confirmed that Bq (A.66) reduces to the usual cone- or two-dimensional Taylor expansions of scalar functions presented in most caleu- Tus books. Terms beyond those shown may be calculated as described in Morse and Feshbach (1953, p. 1277) Differential Identities ‘The relationship between the components of r and the coordinates leads to special prop- erties for the gradient, divergence, and curl of r. Recognizing that ax/3x,= 6, we obtain WSS eg Deans (A69) ver Tee Ss, (A6-10) xr. DTewe TDewer<0. (A611) Te i Oe Integral Identities It is sometimes necessary to calculate the integral of a position vector or position dyad over a surface. The integral of any vector or tensor is calculated by integrating each ‘component, including the unit vector or unit dyad; in rectangular coordinates, the con- stancy of the unit vectors and unit dyads allows them to be carried through the integra- tion unchanged. Let Sj represent a spherical surface of radius R. Then, the integrals of and rr over that surface are raves acy ies (46-13) ‘The integral of r vanishes due (© the spherical symmetry. That is, there are negative values of the integrand to cancel each positive contribution. The integral of rr is evalu-