Advanced Partial Differential Equation (SMT-702)

Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685

(Week 3) Lectures 5-6

Over view of previous lecture

Canonical form of the second order PDE

Objectives: Learning objectives of this lecture are

 Introduction of vector notations

 Detail note on Gradient

 Vector formulas related from curl, divergence and gradient

Text Book & Recourses: Partial differential equations in mechanics 1 by A.P.S.

Selvadurai
 Advanced Partial Differential Equation (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685

Chapter 1

Mathematical preliminaries

The objective of this chapter is to summarize certain results related to vector

algebra, vector calculus, integral transforms, etc., which will be useful in aspects

related to material covered in these volumes. The results are given in summary

form only and details of the derivations and proofs etc., are generally covered in

texts devoted to either advanced calculus or engineering mathematics or

mathematical methods.

1.1 Components of a vector

If i, j, k are respectively the unit vectors in the directions of the positive x, y, z

axes, then, the vector A can be written as

𝑨 = 𝐴1𝒊 + 𝐴2 𝒋 + 𝐴3𝒌 (1)

where, 𝐴1, 𝐴2 , 𝐴3 are component vectors of A in the i, j, k directions respectively.

1.2 Dot or scalar product

We define the dot or scalar product of vectors A and B by

𝑨 ∙ 𝑩 = |𝑨||𝑩|𝑐𝑜𝑠𝜃 (2)

Where, 𝑨 = √𝐴12 + 𝐴22 + 𝐴23 and 𝑩 = √𝐵12 + 𝐵22 + 𝐵32 , 𝜃 is the angle between A

and B. Also A· B = B· A (commutative law)

A· (B + C) = A· B + A· C (distributive law) (3)

A· B = 𝐴1 𝐵1 + 𝐴2 𝐵2 + 𝐴3 𝐵3 (4)
 Advanced Partial Differential Equation (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685

1.3 Cross or vector product

We define the cross or vector product of vectors A and B as

𝑨 × 𝑩 = |𝑨||𝑩|𝑠𝑖𝑛𝜃 𝒖; 𝟎≤𝜃≤ 𝜋 (5)

where 𝜃 is the angle between A and B and u is a unit vector perpendicular to the

plane of A and B such that A, B and u form a right handed system (Fig.1.1).

Fig. 1.1: Graphical representation of vector product

The cross or vector product 𝑨 × 𝑩 can be determined from the mnemonic

operation

𝒊 𝒋 𝒌
𝑨 × 𝑩 = |𝐴1 𝐴2 𝐴3 | (6)
𝐵1 𝐵2 𝐵3

Also

(i) 𝑨 × 𝑩 = −𝑩 × 𝑨

(ii) 𝑨 × (𝑩 + 𝑪) = 𝑨 × 𝑩 + 𝑨 × 𝑪

(iii) 𝑨 × (𝑩 × 𝑪) = 𝑩 (𝑨 ∙ 𝑪) − 𝑪 (𝑨 ∙ 𝑩)

(iv) (𝑨 × 𝑩) × 𝑪 = 𝑩 (𝑨 ∙ 𝑪) − 𝑨 (𝑩 ∙ 𝑪)
 Advanced Partial Differential Equation (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685

(v) (𝑨 × 𝑩) ∙ (𝑪 × 𝑫) = (𝑨 ∙ 𝑪) (𝑩 ∙ 𝑫) − (𝑨 ∙ 𝑫) (𝑩 ∙ 𝑪)

(vi) 𝑨 × 𝑨 = 𝟎

(vii) 𝑨 · (𝑨 × 𝑩) = 𝟎

(viii) 𝑩 . (𝑨 × 𝑩) = 𝟎

(ix) 𝑨 × 𝑩 . 𝑪 = 𝑨 . 𝑩 × 𝑪

(7)

1.4 Derivative of a vector

The derivative of a vector function 𝐴(𝑡) = 𝐴1(𝑡)𝒊 + 𝐴2 (𝑡)𝒋 + 𝐴3(𝑡)𝒌 of the

scalar variable t is given by

𝑑𝑨 𝑨(𝑡+Δ𝑡)−𝐴(𝑡)
= lim (8)
𝑑𝑡 Δ𝑡→0 Δ𝑡

𝑑
= (𝐴1(𝑡)𝒊 + 𝐴2(𝑡)𝒋 + 𝐴3(𝑡)𝒌)
𝑑𝑡

𝑑𝐴1 𝑑𝐴1 𝑑𝐴3

= 𝒊+ 𝒋+ 𝒌 (9)
𝑑𝑡 𝑑𝑡 𝑑𝑡

If 𝑨 = 𝑨 (𝑢, 𝑣, 𝑤) we can define the partial derivatives of A in the same way.

1.5 Results involving derivatives

Chain-rule for derivatives give the following

𝑑 𝑑𝑩 𝑑𝑨
(𝑨 · 𝑩 ) = 𝑨 · + ·𝑩 (10)
𝑑𝑡 𝑑𝑡 𝑑𝑡

𝑑 𝑑𝑩 𝑑𝑨
(𝑨 × 𝑩 ) = 𝑨 × + ×𝑩 (11)
𝑑𝑡 𝑑𝑡 𝑑𝑡
 Advanced Partial Differential Equation (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685

Combining (10) and (11) we obtain

𝑑 𝑑𝑨 𝑑𝑩 𝑑𝑪
{𝑨 · (𝑩 × 𝑪)} = · (𝑩 × 𝑪) + 𝑨 · ( × 𝑪) + 𝑨 · (𝑩 × ) (12)
𝑑𝑡 𝑑𝑡 𝑑𝑡 𝑑𝑡

1.6 Partial derivatives of vectors

Let 𝑟(𝑥, 𝑦, 𝑧) represent the position vector of an arbitrary point referred to the

rectangular Cartesian (named after the French philosopher and mathematician

Rene du Perron Descartes (1596- 1650)) coordinate system x, y, z.

Let us suppose that there is a scalar junction g which assigns a value to each point

in space. We have

𝑔 = 𝑔(𝑥, 𝑦, 𝑧) or 𝑔 = 𝑔(𝒓) (13)

If there is a vector junction which assigns a vector to each point in space then we

can write

𝐴 = 𝐴(𝑥, 𝑦, 𝑧) or 𝐴 = 𝐴(𝑟) (14)

The values of A associated with all points in space constitutes a vector field. In

science and engineering we frequently encounter scalar and vector fields which

vary with time, i.e.

𝑔 = 𝑔(𝑟, 𝑡) (15)

𝐴 = 𝐴 (𝑟, 𝑡) (16)

e.g. Scalar Fields: Temperature, Fluid Pressure, Pollutant Concentration

Vector Fields: Magnetic Fields, Gravity Fields, Fluid Velocity, Displacements,

Tractions.
 Advanced Partial Differential Equation (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685

1.6.1 The gradient of a scalar field

We consider the scalar function 𝑓(𝑥, 𝑦, 𝑧) and assume that the partial derivatives

of the function are continuous throughout some region of space. In such a region

𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑑𝑓 = 𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧 (17)
𝜕𝑥 𝜕𝑦 𝜕𝑧

Equation (17) can be regarded as the scalar product of two vectors

𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑑𝑓 = ( , , ) ∙ (𝑑𝑥, 𝑑𝑦, 𝑑𝑧) (18)
𝜕𝑥 𝜕𝑦 𝜕𝑧

OR

𝜕𝑓 𝜕𝑓 𝜕𝑓
𝑑𝑓 = ( 𝒊+ 𝒋+ 𝒌) ∙ (𝑑𝑥𝒊 + 𝑑𝑦𝒋 + 𝑑𝑧𝒌) (19)
𝜕𝑥 𝜕𝑦 𝜕𝑧

The operator

𝜕 𝜕 𝜕
𝛁= 𝒊+ 𝒋+ 𝒌 (20)
𝜕𝑥 𝜕𝑦 𝜕𝑧

is called the "del" or "gradient" operator and

𝜕𝑓 𝜕𝑓 𝜕𝑓
𝛁𝑓 = 𝑔𝑟𝑎𝑑𝑓 = 𝒊+ 𝒋+ 𝒌 (21)
𝜕𝑥 𝜕𝑦 𝜕𝑧

is defined as the gradient of f. Hence, since 𝑑𝒓 = 𝒊𝑑𝑥 + 𝒋𝑑𝑦 + 𝒌𝑑𝑧, we have

𝑑𝑓 = 𝛁𝑓 ∙ 𝑑𝒓 (22)

The 𝛁 operator can also be given a geometric interpretation (Fig.1.2).

 Advanced Partial Differential Equation (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685

Fig. 1.2: Variation of function 𝑓 (𝑥, 𝑦, 𝑧) = 0 on surface of sphere

1. The equation 𝑓(𝑥, 𝑦, 𝑧) = 0 is the equation of a surface in space.

2. For example, 𝑥 2 + 𝑦 2 + 𝑧 2 − 𝑎2 = 0, is the equation of a sphere of radius a

centered at the origin. For all points on the surface 𝑓(𝑥, 𝑦, 𝑧) = 0 and df = 0.

Hence

𝛁𝑓 ∙ 𝑑𝒓 = 0 (23)

3. We now choose a point P on the surface and let dr represent any infinitesimal

displacement vector which begins at P and is tangent to 𝑓(𝑥, 𝑦, 𝑧) = 0 at P, and

dr is tangential to the surface.

4. The result (23) states that 𝛁𝑓 must be perpendicular to vector dr.

5. The orientation of dr is arbitrary and only subject to the constraint that it be

tangential to the surface at P.

6. Hence we can conclude that 𝛁𝑓 is normal to the surface f = 0 at any point on

the surface.
 Advanced Partial Differential Equation (SMT-702)
Dr. Khurram Javid email id: khurram@northern.edu.pk WhatsApp# 03315127685

1.6.2 The divergence of a vector field

The divergence of a vector field is defined as the scalar product of the 𝛁

operator with the field. Hence if

𝑨 = 𝐴𝑥 𝒊 + 𝐴𝑦 𝒋 + 𝐴𝑧 𝒌

then

𝜕𝐴𝑥 𝜕𝐴𝑦 𝜕𝐴𝑧

𝛁 ∙ 𝑨 = 𝑑𝑖𝑣𝑨 = + + (24)
𝜕𝑥 𝜕𝑦 𝜕𝑧

1.6.3 The Laplacian of a scalar or vector field

The Laplacian of a scalar function f is defined by

𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
∇2𝑓 = 𝑑𝑖𝑣𝑔𝑟𝑎𝑑𝑓 = 2
+ 2
+ (25)
𝜕𝑥 𝜕𝑦 𝜕𝑧 2

∇2𝑨 = 𝑑𝑖𝑣𝑔𝑟𝑎𝑑𝑨 = ∇2 𝐴𝑥 𝒊 + ∇2𝐴𝑥 𝒋 + ∇2 𝐴𝑥 𝒌 (26)

Also ∇2 is referred to as Laplace's operator (named after Pierre Simon Marquis

de Laplace (1749-1827).