Lecture 1: Mathematical Background

1 Introduction
Transport phenomena deals with the question of macroscopic exchange of mo-
mentum, heat and mass. In any real system, momentum, heat and mass are
transferred continuously due to collisions between molecules. Indeed when two
molecules colloid, momentum transfers between them. Because of this, kinetic
energies (e.g., effective temperatures) of two molecules change, as well as their
location (e.g., instantaneous density). Transport phenomena does not deal with
such microscopic exchanges, even though they constitute the molecular basis
of momentum, heat and mass transfer. What we are interested in are the
exchanges that are macroscopic, i.e., can be measured and observed macroscop-
ically. A necessary condition for the occurrence of such macroscopic transport
is the existence of macroscopic heterogeneities in the system, i.e., linear momen-
tum (velocity), enthalpy (temperature) and concentration gradients. Whenever
such a gradient exists, the corresponding quantity transfers at a macroscopically
measurable rate in the direction that results in thermodynamic equilibrium. For
instance, whenever temperature is not constant within a solid, heat transfers
from regions of higher temperature to regions of lower temperature.
The current course is dedicated to analyzing such macroscopic exchanges.
Before doing so, however, it is necessary to review some mathematical concepts
that will be used in such analysis. Considering the fact that momentum, heat
and mass transfer are driven by heterogeneities in the system, such exchanges are
associated with a direction and can therefore only been properly characterized
by vectorial quantities. To be more precise, the transfer of a scalar quantity such
as temperature can be properly described using a vector, while the transfer of
a vectorial quantity, such as linear momentum can be characterized using what
is known as a tensor. Since transport phenomena are in essence driven by
heterogeneities in the system, all relevant quantities, whether they are scalars,
vectors, or tensors, are functions of position r ∈ R3 and time t. Mathematically,
such quantities are known as fields. In this lecture, we will discuss a quick
overview of the vector calculus necessary for transport phenomena.

1
2 Scalars, Vectors and Tensors
2.1 Scalars:
A scalar is a quantity that does not have a direction, and therefore has a rep-
resentation that is independent of the orientation of the coordinate system. In
transport phenomena, quantities such as density, concentration, en-
thalpy, temperature, and pressure are scalars.

2.2 Vectors:
Unlike scalars that have no direction, a vector has a direction. The most
important vectorial quantities in transport phenomena are velocity
and flux with the latter being defined later. Since a vector has a direction,
its representation depends on the coordinate system. To be more precise, a
vector is represented as a sum of its projections onto the members of a basis set,
e1 , · · · , en :
n
X
v = vi ei (1)
i=1

In order for this representation

Pn to be unique, ei ’s need to be linearly independent,
which means that i=1 ci ei = 0 should imply c1 = c2 = · · · = cn = 0. They
also need to be complete in the sense that they fully span the n-dimensional
space.
Example 1. Consider R3 , the three-dimensional Euclidean space. Any v ∈ R3
can be written as:
       
vx 1 0 0
v =  vy  = vx  0  +vy  1  +vz  0 
vz 0 0 1
| {z } | {z } | {z }
ex ey ez

ex , ey and ez are linearly independent since:


 cx + 0cy + 0cz = 0
cx ex + cy ey + cz ez = 0 =⇒ 0cx + cy + 0cz = 0 =⇒ cx = cy = cz = 0
0cx + 0cy + cz = 0


They are also complete since you can express any vector in R3 as their linear
combination.
Example 2. For R3 , exand ey are linearly independent, but are not complete,
3
since, for instance v =  1  cannot be expressed as a linear combination of
2
ex and ey only.

2
Example 3. The following vectors are not linearly independent as u3 = u1 +
2u2 :
     
1 −1 −1
u1 =  2  , u2 =  0  , u3 =  2  ,
−1 2 3

2.2.1 Vector Operations

Adding two vectors, and multiplying a vector by a scalar are both straightfor-
ward operations. Here, we would like to remind to less obvious operations; inner
product and cross product.

Inner Product The inner product of two vectors u, v ∈ Rn is a scalar that

is given by:
u·v = |u||v| cos θu,v (2)
with |u| and |v| the Euclidean length of u and v, and θu,v the angle between
them.
Inner product is a vector operation that is widely used in calculus and trans-
port phenomena. Indeed, the conventional selection of a basis set is guided by
the notion of an inner product in the sense that the members are basis set are
chosen so that they are orthonormal, i.e., that each basis vector has an Eu-
clidean magnitude of one, and any two distinct basis vectors are orthogonal,
i.e., have a zero inner product. Mathematically, this can be expressed as:

1 i=j
ei · ej = δij = (3)
0 i 6= j
δij is typically known as the Kroneker delta function. The advantage of using
an orthonormal basis set is that the inner product of two arbitrary vectors can
be expressed as:
n
!  n 
n n n
X X X X X
u·v = ui ei ·  vj ej  = ui vj ei · ej = ui vj δij = ui vi
i=1 j=1 i,j=1 i,j=1 i=1

Note that:
n
X n
X
v · ei = vj ej · ei = vj δij = vi (4)
j=1 j=1

In other words, the ith component of v is its inner product of v with ei . Note
that this is not true for a general basis set and is only valid for an orthonormal
basis set.
Finally, the magnitude of a vector is given by:
v v
n u n
0 √
uX
u uX
u · u = |u||u| cos 
θu,u
*
 =⇒ |u| = u · u = t ui uj δij = t u2i
i,j=1 i=1

3
Cross Product Unlike inner product that is defined for vectors of arbitrary
dimensions, cross product is only defined for vectors in R3 . The cross product
of vectors v and w is a vector that is orthogonal to both v and w and whose
magnitude is given by |v||w| sin θ with θ the angle between v and w. The
components of v × w (in terms of an orthonormal basis) can be computed as:
 
 ex ey ez 
 
v × w :=  vx vy vz  (5)
 wx wy wz 

Here is a slightly different way of expressing cross product, using a third-rank

isotropic tensor generally known as permutation tensor,  , with ijk given by:

 1 (i, j, k) = (1, 2, 3), (2, 3, 1), (3, 1, 2)
ijk = −1 (i, j, k) = (3, 2, 1), (2, 1, 3), (1, 3, 2) (6)
0 otherwise


We will formally define the notion of a tensor shortly, but you can view  as a
three-dimensional array. It can be shown that a × b can be expressed as:
X
(a × b)i = ijk aj bk (7)
j,k
a × b =  : (ab) (8)

2.2.2 Vector Representation and Rotation

In transport phenomena, it is sometimes necessary to change the coordinate
system. Such a change leaves a scalar quantity unchanged, but since vectors
have directions, their representation changes when a new coordinate system,
i.e., a new set of basis vectors are utilized. Suppose that the basis set {ei }ni=1
is rotated using a rotation matrix, R, so e0i = Rei . The components of e0i can
be expressed as:
X X X
e0i,j = Rjk ei,k = Rjk δik = Rji =⇒ e0i = Rji ej (9)
k k j

Now we project v onto e0i to obtain vi0 :

n
! n
! n
X X X
0 0
vi = v · ei = vr er · Ri,s es = vr Rsi er · es
r=1 s=1 r,s=1
n
X n
X n
X
= vr Rsi δrs = vr Rri = vr (RT )ir = (RT v)i (10)
r,s=1 r=1 r=1

Example 4. Consider a vector v = ex + 2ey + ez . If the basis set is reoriented

using the following rotation matrix:
 
1 0 0
R =  0 cos θ − sin θ 
0 sin θ cos θ

4
v can be represented as:

v = 1e0x + (2 cos θ + sin θ)e0y + (−2 sin θ + cos θ)e0z

with:

e0x = ex
e0y = cos θey + sin θez
e0z = − sin θey + cos θez

2.3 Tensors
Like vectors, tensors also have coordinate-dependent representations. Their
only distinction with vectors is the way that their representation changes upon
changing the basis set. Mathematically speaking, a tensor in Rn has nr inde-
pendent components, with r known as its rank. Scalars and vectors are therefore
rank-zero and rank-one tensors, respectively. A second-rank tensor is basically
a square matrix:
 
T11 T12 · · · T1n
 T21 T22 · · · T2n 
T =  . (11)
 
.. .. .. 
 .. . . . 
Tn1 Tn2 · · · Tnn

The most important tensorial quantities in transport phenomena are

shear rate and stress, which are both second-rank tensors. The shear
rate corresponds to how velocity changes with position, while the shear stress
is the force exerted onto an infinitesimal arbitrarily oriented surface. We will
formally define both quantities in upcoming lectures. Tensors of higher ranks
have applications in fields such as solid mechanics, general relativity, and the
theory of liquid crystals. In transport phenomena, they are only utilized in
describing the behavior of complex anisotropic fluids (such as liquid crystals)
and will not be considered in this introductory course.
As outlined above, what distinguishes a second-rank tensor from a vector is
the way that its representation changes upon basis set transformation. In order
to understand that, we first need to define uv, the direct product or dyadic
product of two vectors u and v, which is a second-rank tensor given by:
 
u1 v1 u1 v2 · · · u1 vn
 u2 v1 u2 v2 · · · u2 vn 
uv =  . (12)
 
.. .. .. 
 .. . . . 
un v1 un v2 ··· un vn

In other words, (uv)ij = ui vj . Similarly, one can define the dyadic product of
tensors S and T of ranks r and s as:

(ST)i1 i2 ···ir ir+1 ···ir+s = Si1 i2 ···ir Tir+1 ···ir+s (13)

5
Obviously one can define dyads– and r-ads– of basis set vectors. For instance:

[ei ej ]pq = δip δjq

..
.
[ei1 ei2 · · · eir ]p1 p2 ···pr = δi1 p1 δi2 p2 · · · δir pr

We can thus express an arbitrary tensor T as:

n
X
T = Ti1 ,i2 ,··· ,ir ei1 ei2 · · · eir (14)
i1 ,i2 ,··· ,ir =1

Another tensorial product that can be defined is a generalized inner product

known as full contraction, as:

ei1 ei2 · · · eir : ej1 ej2 · · · ejr := δi1 j1 δi2 j2 · · · δir jr (15)

The full contraction of two equally-ranked tensors is thus given by:

n
X
S:T = Si1 i2 ···ir Ti1 i2 ···ir (16)
i1 ,i2 ,··· ,ir =1

Similar to vectors, the components of a tensor can be obtained as:

Ti1 i2 ···ir = T : ei1 ei2 · · · eir (17)

As you can observe, this generalized inner product reduces to vectorial inner
product for r = 1. With these preliminaries, we can now obtain the transfor-
mation rule for a tensor of rank r. Let R be a rotation matrix and let e0i = Rei .
The components of a tensor T in the new coordinate system are given by:

Ti01 i2 ···ir = T : e0i1 e0i2 · · · e0ir

Xn n
X n
X n
X
= Tj1 j2 ···jr ej1 ej2 · · · ejr : Ri1 k1 ek1 Ri2 k2 ek2 · · · Rir kr ekr
j1 ,j2 ··· ,jr =1 k1 =1 k2 =1 kr =1
Xn
= Tj1 j2 ,··· ,jr Ri1 k1 Ri2 k2 · · · Rir kr [ej1 ej2 · · · ejr : ek1 ek2 · · · ekr ]
j1 ,j2 ,··· ,jr ,k1 ,k2 ,··· ,kr =1
X n
= Tj1 j2 ,··· ,jr Ri1 k1 Ri2 k2 · · · Rir kr δj1 k1 δj2 k2 · · · δjr kr
j1 ,j2 ,··· ,jr ,k1 ,k2 ,··· ,kr =1
X n
= Tj1 j2 ,··· ,jr Ri1 j1 Ri2 j2 · · · Rir jr (18)
j1 ,j2 ,··· ,jr =1

By setting r = 1, it is easy to note that this transformation rule reduces to the

vectorial transformation rule

6
Problem 1. Express the transformation rule for a second-rank tensor.
Solution. For r = 2, we have:
X X
Tij0 = (RT )ip Tpq Rqj = RT T R ij
 
Rpi Rqj Tpq =
p,q p,q

2.3.1 Tensorial Products

The product of a tensor, T , and a scalar, λ, is a tensor, λT , given by:
(λT )i1 ,i2 ,··· ,ir = λTi1 ,i2 ,··· ,ir
We already defined a full contraction of tensors that takes two tensors of identical
rank and yields a scalar. One can define a partial contraction of two tensors,
which is typically known as inner product. For basis n-adic tensors defined
above, the inner product is defined as:
ei1 ei2 · · · eis · eis+1 eis+2 · · · eis+t := δis is+1 ei1 ei2 · · · eis−1 eis+2 · · · eis+t
(19)
The regular inner product of two tensors S, rank s, and T, of rank t, is therefore
a tensor of rank s + t − 2 and is given by:
n
X
[S · T]i1 i2 ···is+t−2 = Si1 i2 ···is−1 j Tjis is+1 ···is+t−2 (20)
j=1

Now let’s simplify this generalized formalism for vectors and second-rank ten-
sors. We first start with basis vectors and dyads.:
ep · eq er := δpq er (21)
ep eq · er := δqr ep (22)
ep eq · er es := δqr ep es (23)
Now consider arbitrary second-rank tensors S and T, and an arbitrary vector
v. The inner product of S and T is a second-rank tensor and is given by:
n
X
[S · T]i1 i2 = Si1 j Tji2 (24)
j=1

which is the regular matrix product of S and T. Similarly, one can define the
inner product of a second-rank tensor and a vector:
" #
X X X
v · S := vp Sq,r ep · eq er = vp Sp,r er = vT S (25)
p,q,r r p
" #
X X X
S·v := Sp,q vr ep eq · er = vq Sp,q ep = Sv (26)
p,q,r p q

7
which are, once again, the relative matrix products of the corresponding entities.
Finally, full contraction can be defined for tensors of different ranks. The
full contraction of tensors S and T with ranks s > t is a tensor with rank s − t
and is given by:
n
X
[S : T]i1 i2 ···is−t = Si1 i2 ···is−t j1 j2 ···jt Tj1 j2 ···jt
j1 ,j2 ,··· ,jt =1

Remark: Note that full contraction and regular inner product are two distinct
ways of generalizing inner products for tensors. In reality, there are more ways
of generalizing inner product for tensors that are beyond the scope of this in-
troductory course. The definitions given here, however, will be useful in the
analysis of transport problems.

3 Fields, and Differential Operators

In transport phenomena, we are interested in determining the spatiotemporal
distribution of scalar quantities, such as density, pressure, temperature and
concentration, vector quantities such as velocity, and tensor quantities such as
stress. It is therefore necessary to determine how such functions change with
r and t. The position dependence of scalar, vector, and tensor fields, can be
represented by different types of derivatives:

3.1 Gradient
Consider a scalar function b(r, t). We can estimate the change in b along an
infinitesimal vector dr as:
(a) ∂b ∂b ∂b
db = dx + dy + dz
∂x ∂y ∂z
 
∂b ∂b ∂b
= ex + ey + ez · [dxex + dyey + dzez ]
∂x ∂y ∂z
= ∇b · dr
Note that db is the largest if dr is parallel to ∇b. Therefore, the gradient of
a scalar field specifies the direction along which a function undergoes
the largest change upon a given displacement.
Obviously, scalars are not the only quantities that depend on position. Vec-
tors and tensors can also be position-dependent, and therefore their gradient
can be defined in a similar fashion. The gradient of a vector function u(r, t) is
a second rank tensor:
 ∂u ∂uy ∂uz 
x
 ∂x ∂x ∂x  3
 ∂ux ∂uy ∂uz  X ∂uj
∇u =   = ei ej (27)
∂y ∂y ∂y  i,j=1 ∂xi

∂ux ∂uy ∂uz

∂z ∂z ∂z

8
In other words, the ith column of ∇u is the gradient of the ith component of
u, which is a scalar field. One can define a gradient operator as:
n
X ∂
∇ ≡ ei (28)
i=1
∂xi

It is easy to note that the gradients of a scalar and a vector field can be auto-
matically obtained using this operator:
" n # n 
n
X ∂  X X ∂uj
∇u = ei uj ej  = ei ej (29)
i=1
∂xi j=1 i,j=1
∂xi

Example 5. The gradient of b(x, y, z) = x2 y + 2xy 3 + zx is given by:

 ∂b 
 ∂x 2xy + 2y 3 + z
 

 ∂b 
∇b =   =  x2 + 6xy 2 
 ∂y 

∂b
 x
∂z

3.1.1 Divergence
You might remember from freshman calculus that the divergence of a vectorial
function is defined as its per-volume outward flux from an infinitesimal volume
element δV :
R
n · udS
div u = lim δA (30)
δV →0 δV
where n is the unit vector normal to the surface of δV . Clearly the divergence of
a vector field is a scalar. With the generalized notion of regular inner product,
it is possible to define divergence of higher-rank tensors. The divergence of a
rank-r tensorial function τ is therefore given by:
R
n · τ dS
div τ = lim δA (31)
δV →0 δV
Now, imagine a cuboidal volume element with sizes ∆x, ∆y and ∆z and note
that:
Z     
∆z ∆z
n · udS = ez · u x, y, z + − u x, y, z − ∆x∆y
δA 2 2
    
∆x ∆x
+ex · u x + , y, z − u x − , y, z ∆y∆z
2 2
    
∆y ∆y
+ey · u x, y + , z − u x, y − , z ∆x∆z
2 2

9
    
∂uz ∆z ∂uz ∆z
= uz (x, y, z) + − uz (x, y, z) − ∆x∆y
∂z 2 ∂z 2
   
∂ux ∆x ∂ux ∆x
+ ux (x, y, z) + − ux (x, y, z) − ∆y∆z
∂x 2 ∂x 2
   
∂uy ∆y ∂uy ∆y
+ uy (x, y, z) + − uy (x, y, z) − ∆x∆z
∂y 2 ∂y 2
 
∂ux ∂uy ∂uz
= ∆x∆y∆z + +
∂x ∂y ∂z
h i
∂u
∆x∆y∆z ∂x + ∂yy + ∂u
∂ux z
R
δA
n · udS ∂z
lim = lim
δV →0 δV ∆x,∆y,∆z→0 ∆x∆y∆z
∂ux ∂uy ∂uz
= + +
∂x ∂y ∂z
 
∂ ∂ ∂
= ex + ey + ez ·u (32)
∂x ∂y ∂z
| {z }
∇

Note the appearance of the ∇ operator, which we also observed in the gradient
operator. For a tensorial field, it can be shown, using a similar fashion that
div τ = ∇ · τ . For instance, for a second-rank tensor, T, we have:
3  
X ∂
∇·T = ep · Tq,r eq er
p,q,r=1
∂xp
3
X ∂Tq,r
= δpq er
p,q,r=1
∂xp
3
X ∂Tq,r
= er
q,r=1
∂xq
∂Txx ∂Tyx ∂Tzx
 
+ +
 ∂x ∂y ∂z 
 ∂T ∂Tyy ∂Tzy 
xy
=  + + (33)
 
 ∂x ∂y ∂z


 ∂Txz ∂Tyz ∂Tzz 
+ +
∂x ∂y ∂z
In other words, the ith component of ∇ · T is the divergence of the ith column
of T.

3.1.2 Curl
Curl is only defined for vector fields in R3 and quantifies the amount of infinites-
imal rotation in the vector field. Consider an infinitesimal planar closed path C
around r and let t be the unit vector parallel to the path at each point along C ,

10
and δA and n be the area and the unit vector normal to the plane encompassed
by C . The projection of the curl of u on n is defined as:
R
t · udC
n · [curl u] = lim C (34)
δA →0 δA
Now consider an infinitesimal plane ∆x∆y centered around (x, y, z) with a nor-
mal vector ez . The zth component of the curl vector can be estimated as:
Z    
∆y ∆x
t · udC = ex · u x, y − , z ∆x + ey · u x + , y, z ∆y
C 2 2
   
∆y ∆x
+(−ex ) · u x, y + , z ∆x + (−ey ) · u x − , y, z ∆y
2 2
   
∂ux ∆y ∂ux ∆y
= ux (x, y, z) − − ux (x, y, z) + ∆x
∂y 2 ∂y 2
   
∂uy ∆x ∂uy ∆x
+ uy (x, y, z) − − uy (x, y, z) + ∆y
∂x 2 ∂x 2
 
∂uy ∂ux
= ∆x∆y −
∂x ∂y
R
t · udC
ez · [curl u] = lim C
δA →0 δA
h i
∂u
∆x∆y ∂xy − ∂u ∂y
x

(curl u)z = lim

∆x,∆y→0 ∆x∆y
∂uy ∂ux
= − (35)
∂x ∂y
Similarly, with taking area elements ∆x∆z and ∆y∆z, it is easy to show that:
 
∂uz ∂uy
 ∂y −
∂z 
 ∂ux ∂uz 
 
curl u =  − 
 ∂z ∂x 
 ∂uy ∂ux 
−
∂x ∂y
ex ey ez
 
 
 ∂ ∂ ∂ 
= 
 
∂x ∂y ∂z

 
 u (x, y, z, t) u (x, y, z, t) u (x, y, z, t) 
x y z
 
∂ ∂ ∂
= ex + ey + ez ×u (36)
∂x ∂y ∂z
| {z }
∇

11
We once again encounter the magical ∇ operator. Now let’s rearrange this
formula using the permutation tensor:
3
X ∂ur
∇×u = pqr =  : ∇u (37)
p,q,r=1
∂xq

Curl is only defined for vector fields in R3 and conceptually corresponds to the
infinitesimal rotation of a vector field, and is given by:
 
ex ey ez
∇ × v :=  ∂/∂x ∂/∂y ∂/∂z  (38)
vx (r, t) vy (r, t) vz (r, t)
=  : (∇v) (39)

3.1.3 Laplacian
Laplacian of a field is the divergence of its gradient and can be defined for all
tensorial fields, irrespective of their rank:

∂2b ∂2b ∂2b

∇2 b(r, t) := + + (40)
∂x2 ∂y 2 ∂z 2
∂ v ∂ v ∂2v
2 2
∇2 v(r, t) := + 2 + 2 (41)
∂x2 ∂y ∂z

4 Important Integral Transformations

Throughout this course, we will enumerate integrals of the flux of a vector (or
tensor) field over control volumes. Computing these surface integrals is not
always straightforward. Instead, it is usually easier to convert them to volume
integrals, and this is where the integral theorems outlined here will be handy.
Consider a closed control volume with volume, V (t), and surface, S(t). For
a scalar field, f , a vector field, v, and a tensor field, T, the following integral
transformations are valid if the corresponding filed is continuously differentiable
with V (t).:
Z Z
∇f dV = nf dS (42)
V (t) S(t)
Z Z
∇ · vdV = v · nf dS (43)
V (t) S(t)
Z Z
∇ · TdV = T · nf dS (44)
V (t) S(t)

Here n is the outward normal vector at point r on S(t). The complete mathe-
matical proofs of these integrals are beyond the scope of this course. But the
basic idea is to fill the corresponding control volume with infinitesimal control

12
volumes, and express each surface integrals as the sum of surface integrals within
those smaller infinitesimal control volumes. In such a decomposition, the fluxes
corresponding to internal boundaries will cancel out as long as the correspond-
ing field is contnuous. One can then convert each infinitesimal surface integral
to the corresponding volume integral, based on the definition of gradient or di-
vergence. We will use these integral transformations a lot, particularly in our
derivation of differential forms of conservation equations.
There is another very important integral transformation that converts a
contour integral to a surface integral. A contour, C , is a closed one-dimensional
path in R3 . The contour integral of a vector field, v, on C is given by:
Z
t · vdc
C

Here c is a scalar that parameterizes C and t is the vector tangent to C at each

point. One can use the definition of curl and the decomposition idea explained
above to show that:
Z Z
t · vdc = n · (∇ × v) dS (45)
C S

And similarly:
Z Z
t × vdc = (n × ∇) × vdST (46)
C S

Here S corresponds to a surface that is bounded by C , and n is the normal

unit vector to S .

5 OPTIONAL: Curvilinear Coordinates

This section is a quick reminder to cylindrical and spherical coordinates. But
before that, it is useful to introduce a general framework for formulating and
analyzing curvilinear coordinates. This will be particularly useful in obtaining
the forms of differential operators such as gradient, divergence, curl and Lapla-
cian in curvilinear coordinates. Consider a mapping U : (x, y, z) → (u1 , u2 , u3 )
that maps every (x, y, z) ∈ R3 to a new set of coordinates. For this mapping,
we can define ai as:
 
∂r
ai = = hi (r)ei (r) (47)
∂ui uj ,j6=i

with ei a unit vector, and hi = |ai |. For simplicity, we consider coordinate

systems that are orthogonal and right-handed:

ei · ej = δij (48)
X
ei × ej = ijk ek (49)
k

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With this construct an infinitesimal volume element is a parallelepiped with side
vectors, a1 du1 , a2 du2 , a3 du3 . The differential volume and surface elements are
thus given by:

dV = a1 · [a2 × a3 ] du1 du2 du3 = [h1 h2 h3 ]du1 du2 du3 (50)

dSi = |ai⊕1 × ai⊕2 |dui⊕1 dui⊕2 = [hi⊕1 hi⊕2 ]dui⊕1 dui⊕2 (51)

Here (a⊕b) = (a+b) mod 3. Now we obtain general formulae for the differential
operators introduced above:
P
Gradient: For a given scalar field, f , one can observe that df = i (∂f /∂ui )dui .
On the other hand, df = dr · ∇f . Balancing these two expressions yields:
X ∂f X X X ∂f X
dui = hi ei dui · [∇f ]i ei =⇒ dui = hi [∇f ]i dui
i
∂ui i i i
∂ui i

∂f 1 ∂f X 1 ∂f
= hi [∇f ]i =⇒ [∇f ]i = =⇒ ∇f = ei (52)
∂ui hi ∂ui i
hi ∂ui

P
Divergence: Let v = vi ei . Note that:
i
 
X X ei
∇·v = ∇ · [vi ei ] = ∇ · vi hi⊕1 hi⊕2
i i
hi⊕1 hi⊕2
X ei ei

= ∇ (vi hi⊕1 hi⊕2 ) · + vi hi⊕1 hi⊕2 ∇ ·
i
hi⊕1 hi⊕2 hi⊕1 hi⊕2

The second term in the sum, however, vanishes since:

ei ei⊕1 ei⊕2
= × = ∇ui⊕1 × ∇ui⊕2 (53)
hi⊕1 hi⊕2 hi⊕1 hi⊕2
ei
∇· = ∇ · [∇ui⊕1 × ∇ui⊕2 ]
hi⊕1 hi⊕2
:0
 :0

= ∇ui⊕1 · 
∇×
∇u
i⊕2 − ∇ui⊕2 · 
∇×
∇ui⊕1 =0

This follows from the fact that ∇ × ∇f = 0 for any f . We therefore have:
X ei
∇·v = ∇ (vi hi⊕1 hi⊕2 ) ·
i
hi⊕1 hi⊕2
X ej ∂ ei
= (vi hi⊕1 hi⊕2 ) ·
i,j
hj ∂uj hi⊕1 hi⊕2
1 X ∂
= (vi hi⊕1 hi⊕2 ) (54)
h1 h2 h3 i ∂ui

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Curl:
 
X X ei
∇×v = ∇ × (vi ei ) = ∇ × hi vi
i i
hi
 0
X e
∇(hi vi ) × i + hi vi ∇ × i  e>

=
i
hi  hi

 
X X ej ∂ ei
=  (hi vi ) ×
i j
hj ∂uj hi

X 1 ei⊕1 ∂ 
ei⊕2 ∂
= − (hi vi )
i
hi hi⊕2 ∂ui⊕2 hi⊕1 ∂ui⊕1
1 X ∂ ∂

= hi⊕1 ei⊕1 − hi⊕2 ei⊕2 (hi vi )
h1 h2 h3 i ∂ui⊕2 ∂ui⊕1
 
 h1 e1 h2 e2 h3 e3 
1 
 ∂/∂u1 ∂/∂u2 ∂/∂u3 
= (55)
h1 h2 h3  
h1 v1 h2 v2 h3 v3 

Laplacian:

∇2 f = ∇ · ∇f
1 X ∂  hi⊕1 hi⊕2 ∂f 
= (56)
h1 h2 h3 i ∂ui hi ∂ui

With these formulae known, it just suffices to obtain hi ’s for the cylindri-
cal and spherical coordinates. Here, we enumerate, h1 , h2 , h3 for cylindrical
coordinates, and leave the task of deriving those for spherical coordinates as a
homework assignment:

u21 = r 2 = x2 + y 2
y
tan u2 = tan θ =
x
u3 = z

We need to compute ∂xi /∂uj for all i, j. It is easy to note that ∂z/∂u1 =
∂z/∂u2 = 0 and ∂z/∂u3 = 1. So we have e3 = ez , h3 = 1.
For h1 , we have:

∂x ∂y
x tan u2 = y =⇒ tan u2 =
∂u1 ∂u1
∂x ∂y
x2 + y 2 = u21 =⇒ 2x + 2y = 2u1 =⇒
∂u1 ∂u1
∂x
[2u1 cos u2 + 2u1 sin u2 tan u2 ] = 2u1 =⇒
∂u1

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 ∂x 1 cos u2
= 2 = = cos u2
∂u1 cos u2 + sin u2 / cos u2 cos u2 + sin2 u2
2

∂x ∂y
= cos u2 , = sin u2 (57)
∂u1 ∂u1

Similarly:
∂x ∂y ∂y x ∂x ∂x
x2 + y 2 = u21 =⇒ 2x + 2y = 0 =⇒ =− = − cot u2
∂u2 ∂u2 ∂u2 y ∂u2 ∂u2
∂x x ∂y ∂x x
x tan u2 = y =⇒ tan u2 + = =⇒ =− 2
∂u2 cos2 u2 ∂u2 ∂u2 cos u2 (tan u2 + cot u2
∂x u cos u2
=⇒ =− 1  = −u1 sin u2
∂u2 2
cos u2 cossin u2
+ cos u2
u2 sin u2

∂x ∂y
= −u1 sin u2 , = u1 cos u2 (58)
∂u2 ∂u2

We therefore have:

a1 = cos u2 ex + sin u2 ey =⇒ h1 = 1
a2 = −u1 sin u2 ex + u1 cos u2 ey =⇒ h2 = r
a3 = ez =⇒ h3 = 1

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