MA-111 Calculus II

(D3 & D4 )

Lecture 11

Debanjana Mitra

Department of Mathematics
Indian Institute of Technology Bombay
Powai, Mumbai - 76

February 4, 2021
Characterization of conservative fields Contd.

Revision of Quiz, 5th February

Necessary condition for conservative fields

Theorem
I For n = 2, if F(x, y ) = F1 (x, y )i + F2 (x, y )j is a conservative vector
field, where F1 and F2 have continuous first-order partial derivatives
on an open region D in R2 , then
∂F1 ∂F2
= , on D.
∂y ∂x
I For n = 3, if F(x, y , z) = F1 (x, y , z)i + F2 (x, y , z)j + F3 (x, y , z)k is
a conservative vector field, where F1 , F2 , F3 have continuous
first-order partial derivatives on an open region D in R3 , then
∂F1 ∂F2 ∂F1 ∂F3 ∂F2 ∂F3
= , = , = on D.
∂y ∂x ∂z ∂x ∂z ∂y

The theorem follows from a direct calculation using the fact that
F = ∇V and using the properties of the mixed partial derivatives of V .
Example Determine whether or not the vector field

F(x, y ) = (x − y )i + (x − 2)j, in R2

is conservative.
Ans Here F1 (x, y ) = x − y and F2 (x, y ) = x − 2. Then

∂F1 ∂F2
= −1, and = 1.
∂y ∂x
So by previous theorem, F cannot be a conservative field.
What about the converse of the theorem?
The converse is partially true under some additional hypothesis on D.
However, it is often a convenient method verifying if a vector field is
conservative.
Simply connected domain
Definition
A subset D of Rn for n = 2, 3, is simply connected, if D is a connected
region such that any simple closed curve lying in D encloses a region that
is in D.
Basically, a simply-connected region contains no hole and cannot consist
of two separate pieces.
Sufficient condition for conservative field

Theorem
Let n = 2, 3 and let D be an open, simply connected region in Rn .
1. For n = 2, if F = F1 i + F2 j is such that F1 and F2 have continuous
first order partial derivatives on D satisfying
∂F1 ∂F2
= , on D,
∂y ∂x
Then F is a conservative field.
2. For n = 3, if F = F1 i + F2 j + F3 k is such that F1 , F2 and F3 have
continuous first order partial derivatives on D satisfying
∂F1 ∂F2 ∂F1 ∂F3 ∂F2 ∂F3
= , = , = on D,
∂y ∂x ∂z ∂x ∂z ∂y
Then F is a conservative field.
We postpone the proof of the theorem for later as it can be derived using
Green’s theorem.
Examples

Example. Determine whether or not the vector field

F(x, y ) = (3 + 2xy )i + (x 2 − 3y 2 )j, in R2

is conservative.
Ans Note that the region R2 is open and simply-connected and
F : R2 → R2 is continuously differentiable.
Let F1 (x, y ) = (3 + 2xy ) and F2 (x, y ) = x 2 − 3y 2 . Then

∂F1 ∂F2
(x, y ) = 2x = .
∂y ∂x
Thus using the previous theorem, we conclude that F is a conservative
field.
How to find a potential function f such that F = ∇f , for above example?
Example contd.
∂f ∂f
Let F = ∇f , then ∂x (x, y ) = F1 (x, y ) and ∂y (x, y ) = F2 (x, y ).
Step 1 Fixing y , solve the ODE with respect to x-variable:
∂f
(x, y ) = F1 (x, y ).
∂x
Integrating with respect to x in both side, we get
Z x
f (x, y ) = F1 (s, y ) dx + c(y ) = 3x + x 2 y + c(y ).
0
∂f
Step 2 Determine the c(y ) using ∂y (x, y ) = F2 (x, y ). Differentiating
f (x, y ) with respect to y ,
∂f
(x, y ) = x 2 + c 0 (y ),
∂y
and it has to be equal to F2 (x, y ).
so, x 2 + c 0 (y ) = x 2 − 3y 2 and thus c 0 (y ) = −3y 2 . Now solving this ODE
with respect to y variable:
c(y ) = −y 3 + K ,
for some constant K .
Thus f (x, y ) = 3x + x 2 y − y 3 + K such that F = ∇f .
In summary, for a given vector field F : D ⊂ Rn → Rn for n = 2, 3:
1. If F is a continuous, conservative vector field, i.e., F = ∇f , for some
C 1 scalar function, then the line integral of F along any path C from
P to Q in D given by
Z
F.ds = f (Q) − f (P),
C

and it only depends on the value of f , the potential function, at the

initial and terminal points of the path.
2. Let F be a continuous field and let D be an open connected set in
Rn . Then F is a conservative field if and only if the line integral of F
is path-independent in D.
3. If F = F1 i + F2 j is a C 1 conservative vector field on an open region
D, then ∂F ∂F2
∂y = ∂x on D. Similar result holds in R .
1 3

4. Let D be an open, simply connected region in R2 and let

F = F1 i + F2 j be C 1 on D. Then F is conservative in D if and only
if ∂F ∂F2
∂y = ∂x on D. Similar result holds in R .
1 3
Double Integrals
Assume f : R → R2 is a bounded function on a closed bounded rectangle
R.
I Recall a partition P of R and its norm.
I Let U(f , p) and L(f , P) be the upper double sum and Lower double
sum of f with respect to partition P.
I Then f is integrable if and only if for every  > 0 there is a partition
P of R such that
|U(f , P ) − L(f , P )| < .
I The Darboux integrability and Riemann integrability of f on R are
equivalent.
I The function f : R → R is called integrable on R if ( Darboux or)
Riemann integrability condition holds on R.
I If f is integrable on R, then
Z Z
f (x, y ) dxdy := S = L(f ) = U(f ),
R

where U(f ) and L(f ) are upper Darboux integral and lower Darboux
integral. And S is the limit of Riemann sum R(f , P, t) for any
tagged partition (P, t) satisfying kPk → 0.
Properties

I The constant function, the projection functions, are integrable on

any rectangle R ⊂ R2 .

I Geometric interpretation: If f ≥ 0 on f is integrable on R, then the

double integral of f on R is the volume of the solid that lies above
R in the x-y plane and below the graph of the surface z = f (x, y )
for all (x, y ) ∈ R.
I In particular,R ifR f ≡ 1, constant function on R, then
Area(R) = R
1dxdy .

I Domain additivity:Let R be a rectangle and f : R → R be a

bounded function. Partition R into finitely many (non-overlapping)
subrectangles. Then f is integrable on R if and only if it is
integrable on each subrectangle. When it exists, the integral of f on
R is the sum of the integrals of f on the subrectangles.
Algebraic Properties

Let f and g be both integrable function on R.

I Sum of integrable functions, scalar multiples of integral functions are
integrable.
RR RR
I Note, |f | is integrable and | R f | ≤ R
|f |.
I The function f .g is integrable.
1 1
I If f is well defined and bounded on R, then f is integrable on R.
I An immediate consequence is that all polynomial functions are
integrable.
RR RR
I If f (x, y ) ≤ g (x, y ) for all (x, y ) ∈ R, then R
f ≤ R
g.
Conditions for integrability

I Let R be a rectangle. If f : R → R2 is a bounded function,

monotonic in each of two variables, then f is integrable on R.
I If a function f : R → R is bounded and continuous on R except
possibly finitely many points in R, then f is integrable on R.
I If a function f is bounded and continuous on a rectangle
R = [a, b] × [c, d] except possibly along a finite number of graphs of
continuous functions, then f is integrable on R.
I A slightly more general theorem says that : Given a rectangle R and
a bounded function f : R → R, the function is integrable if the
points of discontinuity of f is a set of content zero.
I A bounded subset E of R2 is said to be of content zero if for every
 > 0, there are finitely many rectangles whose union contains E and
the sum of whose areas is less than .
Evaluation of integrals
Theorem (Fubini’s Theorem on Rectangles )
Let R := [a, b] × [c, d] and f : R → R be integrable. Let I denote the
integral of f on R.
Rd
I If for each x ∈ [a, b], the Riemann integral f (x, y ) dy exists, then
Rb Rd c
the iterated integral a ( c f (x, y ) dy ) dx exists and is equal to I .
Rb
I If for each y ∈ [c, d], the Riemann integral f (x, y ) dx exists, then
Rd Rb a
the iterated integral c ( a f (x, y ) dx) dy exists and is equal to I .

As a consequence, if f is integrable on R and if both iterated integrals

exist in the above theorem, then
Z b Z d  Z d Z b 
f (x, y ) dy dx = I = f (x, y ) dx dy .
a c c a

In particular, if f is continuous on R, then f is integrable on R and both

iterated integrals exist and
Z b Z d  Z d Z b 
f (x, y ) dy dx = I = f (x, y ) dx dy .
a c c a
Integrating on general bounded regions
Let D be any bounded region in R2 . Extend f from D to R by defining
(
∗ f (x, y ), (x, y ) ∈ D,
f (x, y ) := .
0, (x, y ) ∈
/ D.

I The function f : R2 → R is said to be integrable on bounded

D ⊂ R2 , if f ∗ is integrable on R and the integral of f on D is
defined by
Z Z Z Z
f (x, y ) dx dy := f ∗ (x, y ) dx dy .
D R
I The value of the integral of f on D does not depend on the choice
of the rectangle R containing D.
I The algebraic properties for integrals on any bounded set in R2 hold
similarly to those of the case of integrals on rectangle.
I If f ≥ 0 on D ⊂ R2 and f is integrable on D, then the double
integral of f on D is the volume of the solid that lies above D in the
x-y plane and below the graph R Rof the surface z = f (x, y ) for all
(x, y ) ∈ D. Also Area(D) = D
1dxdy .
I A path γ in R2 (or R3 ) for will mean a continuous function from
γ : [a, b] → R2 (or γ : [a, b] → R3 ) for a, b ∈ R. It is said to be
closed if γ(a) = γ(b).
I By a curve γ we mean the image of a path γ in R2 (or R3 ).
I If D ⊂ R2 is a bounded set whose boundary ∂D is given by the
continuous closed curve then any bounded and continuous function
f : D → R is integrable on D.
I Let D ⊆ R2 be a bounded set. Let D1 , D2 ⊆ D such that
D = D1 ∪ D2 . Let f : D → R2 be a bounded function. If f is
integrable over D1 and D2 and D1 ∩ D2 has content zero then f is
integrable on D and
Z Z Z Z Z Z
f = f + f.
D D1 D2
Evaluating integrals over bounded regions
• There are simple types of regions known as elementary regions for
which ∂D has content zero and the integral can be evaluated easily.
•
Let h1 , h2 : [a, b] → R be two continuous
functions such that h1 ≤ h2 . Consider the
set of points D1 = {(x, y ) | a ≤ x ≤
b and h1 (x) ≤ y ≤ h2 (x)}. Such a region is
said to be of Type 1 and for every x ∈ R
vertical cross-section of D1 is an interval.
•
Similarly, if k1 , k2 : [c, d] → R are two
continuous functions such that k1 ≤ k2 .
The set of points

D2 = {(x, y ) | c ≤ y ≤ d and k1 (y ) ≤ x ≤ k2 (y )}

is called a region of Type 2 and for every

y ∈ R horizontal cross-section of D2 is an
interval.
• Any continuous function defined on D1 or D2 is integrable over the
elementary region.

• If f : D → R is bounded, continuous and D is a Type 1 region then,

Z β "Z h2 (x) # Z b "Z h2 (x) #
∗
f (x, y )dy dx = f (x, y )dy dx,
α h1 (x) a h1 (x)

• If f : D → R is bounded ,continuous and D is a Type 2 region then,

Z Z Z "Z d
#
k2 (y )
f (x, y )dxdy = f (x, y )dx dy .
D c k1 (y )
Change of variables
• If f is continuous then often we can change into polar coordinates to
solve the problem
Z Z Z Z
f (x, y )dxdy = f (r cos θ, r sin θ)rdrdθ,
D D∗

where D is the image of the region D ∗ .

•Let D be a closed and bounded subset of R2 such that ∂D has content
zero. Let f : D → R be continuous.
• Suppose Ω is an open subset of R2 and h : Ω → R2 is a one-one
differentiable function such that h := (h1 , h2 ), where h1 and h2 have
continuous partial derivatives in Ω and det(J(h)(u, v )) 6= 0 for all
(u, v ) ∈ Ω.
• Let D ∗ ⊂ Ω be such that h(D ∗ ) = D.
Conclusion: Then D ∗ is a closed and bounded subset of Ω, and ∂D ∗ is
content zero. Moreover, f ◦ h : D ∗ → R is continuous, and
Z Z Z Z
f (x, y ) dxdy = (f ◦ h)(u, v ) |det(J(h)(u, v ))| dudv .
D D∗
How to choose the change of variables

I Aim: Find h such that a rectangle D ∗ in u − v plane is getting

mapped to the given area D in the xy plane. If D ∗ cannot be chosen
as a rectangle, choose D ∗ as an elementary region Type 1 or Type 2.

I The boundary D ∗ in u-v plane should map to the boundary of D in

x-y plane.
I The non-vanishing Jacobian determinant of h assures that the
properties of D ∗ is preserved under the transformation and D has
similar properties as of D ∗ .
I In some cases, h can be chosen in a way such that the expression of
the integrand becomes simpler after the change of variables.
Triple integrals

• Let f be a bounded function f : B = [a, b] × [c, d] × [e, f ] → R We say

f is integrable if limn→∞ S(f , Pn , t) converges to some fixed S ∈ R for
any choice of tag t. The value of this limit is denoted by
ZZZ ZZZ ZZZ
fdV , f (x, y , z)dV or f (x, y , z)dxdydz.
B B B

• All the theorems for integrals over rectangles go through for integrals
over rectangular cuboids.
• If f : B ⊂ R3 → R is bounded and continuous in B, except possibly on
(a finite union of) graphs of C 1 functions of the form z = a(x, y ),
y = b(x, z) and x = c(y , z), then it is integrable on B.
Evaluating triple integrals: Fubini’s Theorem

Fubini’s Theorem can be generalized - that is, triple integrals can usually
be expressed as iterated integrals, this time by integrating functions of a
single variable three times.
Thus, if f integrable on the cuboid B we have
ZZZ Z b Z d Z f
f (x, y , z)dxdydz = f (x, y , z)dzdydx.
B a c e

There are, in fact, five other possibilities for the iterated integrals.
We again have a theorem saying if f is integrable whenever any of these
iterated integral exists, it is equal to the value of the integral of f over B.
Elementary regions in R3

The triple integrals that are easiest to evaluate are those for which the
region P in space can be described by bounding one variable between
between the graphs of two functions in the other two variables with the
domain of these functions being an elementary region in two variables.
For example,

B = {(x, y , z) ∈ R3 | α(x, y ) ≤ z ≤ β(x, y ), (x, y ) ∈ D},

where α and β are continuous on D ⊂ R2 and D is an elementary region

in R2 .
Volume of a bounded region W in R3 : Volume(W ) =
RRR
W
1dxdydz.
The change of variables formula in three variables
In three variables, we once again have a formula for a change of variables.
The formula has the same form as in the two variable case:
ZZZ ZZZ  
 ∂(x, y , z) 
f (x, y , z)dxdydz = g (u, v , w ) 
  dudvdw ,
P P∗ ∂(u, v , w ) 

where h(P ∗ ) = P.
If the change in coordinates is given by h = (h1 , h2 , h3 ) = also written as
(x(u, v , w ), y (u, v , w ), z(u, v , w )),the function g is defined as g = f ◦ h.
The expression
 ∂x ∂x ∂x 
∂u ∂v ∂w
 
∂(x, y , z)  ∂y ∂y ∂y 

= det 
 ∂u ∂v ∂w 
∂(u, v , w )  
∂z ∂z ∂z
∂u ∂v ∂w

is just the Jacobian determinant for a function of three variables.

Spherical and Cylindrical coordinates
• If we use (ρ, θ, φ) what is the map from these coordinates to the
x-y -z-planes?
x = ρ sin φ cos θ
y = ρ sin φ sin θ
z = ρ cos φ.
The Jacobian determinant is
∂(x, y , z)
x = ρ2 sin φ.
∂(ρ, θ, φ)

• In this case, we use the change of transformation from (r , θ, z)

coordinates to P = (x, y , z) ∈ R3 given by
x = r cos θ, y = r sin θ and z = z.
Here r ≥ 0 and 0 ≤ θ ≤ 2π and the (r , θ, z) are as earlier.
 
 ∂(x, y , z) 
 ∂(r , θ, z)  = r .
 
• Let D be a subset of Rn .
Definition: A scalar field on D is a map f : D → R.
Definition A vector field on D is a map F : D → Rn . We choose n ≥ 2.
−y
• Examples : F1 (x, y ) = (2x, 2y ), F2 (x, y ) = ( x 2−x
+y 2 , x 2 +y 2 ) • We define
the del operator restricting ourselves to the case n = 3:
∂ ∂ ∂
∇= i+ j+ k.
∂x ∂y ∂z

The del operator acts on functions f : R3 → R to give a gradient vector

field :
∂f ∂f ∂f
∇f = i+ j+ k.
∂x ∂y ∂z
Thus the del operator takes scalar functions to vector fields.
2 2
• Examples, F1 (x, y ) = (2x,  2y ) = ∇(x
p + y ), 
−y
F2 (x, y ) = x 2−x
+y 2 , x 2 +y 2 = ∇(− ln x 2 + y 2 ). The field
F5 (x, y ) = (sin y , cos x), this vector field is not ∇f for any f .
• If F is a vector field defined from D ⊂ Rn to Rn , a flow line or integral
curve is a path i.e., a map c : [a, b] → D such that

c0 (t) = F(c(t)), ∀t ∈ [a, b].

In particular, F yields the velocity field of the path c. • Finding the flow
line for a given vector field involves solving a system of differential
equations,
Recall a path in Rn is a continuous map c : [a, b] → Rn . A curve in Rn is
the image of a path c in Rn . Both the curve and path are denoted by the
same symbol c.
• Let n = 3 and c(t) = (x(t), y (t), z(t)), for all t ∈ [a, b]. The path c is
continuous iff each component x, y , z is continuous. Similarly, c is a C 1
path, i.e., continuously differentiable if and only if each component is C 1 .
• A path c is called closed if c(a) = c(b).
• A path c is called simple if c(t1 ) 6= c(t2 ) for any t1 6= t2 in [a, b] other
than t1 = a and t2 = b endpoints.
• If a C 1 curve c is such that c0 (t) 6= 0 for all t ∈ [a, b], the curve is
called a regular or non-singular parametrised curve.
Line integrals of vector fields

• Assume that the vector field F is continuous and the curve c is C 1 .

Then we define the line integral of F over c as:
Z Z b
F · ds := F(c(t)) · c0 (t)dt.
c a

• If c1 is a path joining two points P0 and P1 , c2 is a path joining P1 and

P2 and c is the union of these paths (that is, it is a path from P0 to P2
passing through P1 ), then
Z Z Z
F · ds = F · ds + F · ds.
c c1 c2

Here c, the union of two C 1 paths c1 and c2 is need not be C 1 but

picewise C 1 . The line integral of a continuous vector field is defined
along piecewise C 1 curves.
• Let the curve c be a union of curves c1 , . . . , cn . We often write this as
c = c1 + c2 + . . . cn , where end point of ci is the starting point of ci+1
for all i = 1, . . . , n − 1.
Then we can define
Z Z Z
F · ds := F · ds + . . . + F · ds.
c c1 cn

• Let c be a curve on [a, b] and −c(t) =Rc(b + a −Rt), that is the curve c
traversed in the reverse direction. Then c F · ds + −c F · ds = 0.
• Let c(t) : [t1 , t2 ] → Rn be a path which is non-singular, that is,
c0 (t) 6= 0 for all t ∈ [t1 , t2 ].
I Suppose we now make change of variables t = h(u), where h is C 1
diffeomorphism (this means that h is bijective, C 1 and so is its
inverse) from [u1 , u2 ] to [t1 , t2 ].
I We let γ(u) = c(h(u)). Then γ is called a reparametrization of c.
We will assume that h(ui ) = ti for i = 1, 2
I Since a path between P and Q is a mapping c : [a, b] → Rn with
c(a) = P and c(b) = Q, (or vice-versa), it allows us to determine
the direction in which the path is traversed. This direction of the
path is called its Orientation.
I If
R the reparametrization
R γ = c(h) preserves the orientation of c, then
γ
F.ds = c
F.ds.
I If
R the reparamtrization
R reverses the orientation, then
γ
F.ds = − c
F.ds.
I Let f : D → R be a continuous scalar function and c : [a, b] −→ D
be a non-singular path. Then the path integral of f along c is
Rb
defined by c f ds := a f (c(t))kc0 (t)k dt.
R