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# An Introduction to Vector Analysis

Steven A. Chapin

c (2010

ii

Contents

Preface ix

1 Vectors 1

1.1 Basic Concepts . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 12

1.2 The Dot Product . . . . . . . . . . . . . . . . . . . . . . . . . 13

1.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 18

1.3 The Cross Product . . . . . . . . . . . . . . . . . . . . . . . . 20

1.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 24

1.4 Lines and Planes in Space . . . . . . . . . . . . . . . . . . . . 27

1.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 32

2 Curves in Space 37

2.1 Vector Functions . . . . . . . . . . . . . . . . . . . . . . . . . 37

2.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 44

2.2 Space Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . 45

2.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 55

2.3 More About Curves . . . . . . . . . . . . . . . . . . . . . . . . 58

2.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 64

2.4 Plotting Curves . . . . . . . . . . . . . . . . . . . . . . . . . . 65

2.4.1 Project . . . . . . . . . . . . . . . . . . . . . . . . . . . 67

3 Scalar Fields and Vector Fields 69

3.1 Scalar Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

3.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 77

3.2 Vector Fields and Flow Curves . . . . . . . . . . . . . . . . . . 80

3.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 90

3.3 Plotting Functions of Two Variables . . . . . . . . . . . . . . . 94

iii

iv CONTENTS

3.3.1 Project . . . . . . . . . . . . . . . . . . . . . . . . . . . 95

4 Line Integrals and Surface Integrals 97

4.1 Line Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 97

4.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 102

4.2 Conservative Fields . . . . . . . . . . . . . . . . . . . . . . . . 103

4.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 115

4.3 Area Integrals and Volume Integrals . . . . . . . . . . . . . . . 117

4.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 126

4.4 Surface Integrals . . . . . . . . . . . . . . . . . . . . . . . . . 129

4.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 143

4.5 Plotting Parametric Surfaces . . . . . . . . . . . . . . . . . . . 146

4.5.1 Project . . . . . . . . . . . . . . . . . . . . . . . . . . . 148

5 Stokes-type Theorems 149

5.1 Green’s Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 149

5.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 153

5.2 The Divergence Theorem . . . . . . . . . . . . . . . . . . . . . 155

5.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 159

5.3 Stokes’ Theorem . . . . . . . . . . . . . . . . . . . . . . . . . 160

5.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 164

5.4 Cylindrical and Spherical Coordinates . . . . . . . . . . . . . . 165

5.4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 174

5.5 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175

5.5.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 182

A The Modern Stokes’ Theorem 185

A.1 Diﬀerential Forms . . . . . . . . . . . . . . . . . . . . . . . . . 187

A.1.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 190

A.2 The Modern Stokes’ Theorem . . . . . . . . . . . . . . . . . . 190

A.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 196

A.3 Stokes-Type Theorems, Revisited . . . . . . . . . . . . . . . . 197

A.3.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 203

A.4 Project . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204

B Planar Motion in Polar Coordinates: Kepler’s Laws 207

B.1 Planar Motion in Polar Coordinates . . . . . . . . . . . . . . . 207

B.1.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . 208

CONTENTS v

B.2 Kepler’s Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . 209

B.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 214

C Solutions to Selected Exercises 215

vi CONTENTS

List of Figures

1.1 The xy-axes . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.2 The xyz-axes . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.3 The vector

−→

PQ . . . . . . . . . . . . . . . . . . . . . . . . . . 7

1.4

−→

PQ =

−→

RS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

1.5

−→

PQ +

−→

QR =

−→

PR . . . . . . . . . . . . . . . . . . . . . . . . . 9

1.6 Multiplication of a vector by scalar . . . . . . . . . . . . . . . 9

1.7 Example 1.1.3 . . . . . . . . . . . . . . . . . . . . . . . . . . . 11

1.8 The angle between two vectors . . . . . . . . . . . . . . . . . . 15

1.9 The decomposition of a vector . . . . . . . . . . . . . . . . . . 16

1.10 The cross product of two vectors . . . . . . . . . . . . . . . . 22

1.11 The parallelogram generated by a and b . . . . . . . . . . . . 23

1.12 The parallelepiped generated by a, b, and c . . . . . . . . . . 25

1.13 A line in space . . . . . . . . . . . . . . . . . . . . . . . . . . 28

1.14 A plane in space . . . . . . . . . . . . . . . . . . . . . . . . . 30

1.15 Example 1.4.6 . . . . . . . . . . . . . . . . . . . . . . . . . . . 33

2.1 A space curve . . . . . . . . . . . . . . . . . . . . . . . . . . . 46

2.2 A helix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

2.3 The velocity vector . . . . . . . . . . . . . . . . . . . . . . . . 49

2.4 An oriented path . . . . . . . . . . . . . . . . . . . . . . . . . 51

2.5 An oriented closed path . . . . . . . . . . . . . . . . . . . . . 52

2.6 T, N, and B . . . . . . . . . . . . . . . . . . . . . . . . . . . 62

3.1 A region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70

3.2 A gradient vector and tangent plane to a level surface . . . . . 76

3.3 A vector ﬁeld . . . . . . . . . . . . . . . . . . . . . . . . . . . 81

3.4 Flow curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82

3.5 The volume of a ﬂuid passing through a surface . . . . . . . . 85

vii

viii LIST OF FIGURES

3.6 The ﬂux through the surface of a box . . . . . . . . . . . . . . 86

3.7 The curl . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88

4.1 The line integral . . . . . . . . . . . . . . . . . . . . . . . . . 98

4.2 A torus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105

4.3 Example 4.3.1 . . . . . . . . . . . . . . . . . . . . . . . . . . . 119

4.4 Polar coordinates . . . . . . . . . . . . . . . . . . . . . . . . . 120

4.5 Cylindrical coordinates . . . . . . . . . . . . . . . . . . . . . . 123

4.6 Spherical coordinates . . . . . . . . . . . . . . . . . . . . . . . 124

4.7 A compact smooth surface with boundary . . . . . . . . . . . 131

4.8 A M¨obius strip . . . . . . . . . . . . . . . . . . . . . . . . . . 133

4.9 The induced orientation . . . . . . . . . . . . . . . . . . . . . 134

4.10 A closed surface with several outward unit normal vectors . . 135

4.11 A piecewise smooth surface with boundary . . . . . . . . . . . 135

4.12 A surface that is not piecewise smooth . . . . . . . . . . . . . 136

4.13 Surface area . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137

5.1 Green’s theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 151

5.2 A domain on which Green’s theorem holds . . . . . . . . . . . 152

5.3 Exercise 1, Section 5.1.1 . . . . . . . . . . . . . . . . . . . . . 154

5.4 The divergence theorem . . . . . . . . . . . . . . . . . . . . . 157

5.5 A domain on which the divergence theorem holds . . . . . . . 158

5.6 A cylindrical rectangular solid . . . . . . . . . . . . . . . . . . 168

5.7 A cylindrical rectangle . . . . . . . . . . . . . . . . . . . . . . 169

Preface

This text is designed for a one semester or one quarter course in vector

analysis (sometimes called vector calculus) for undergraduates majoring in

one of the sciences, engineering, or mathematics. The prerequisite is the

usual calculus sequence taught in most universities in the United States. I

have written this book in an informal style, so I hope that it will also prove

useful for self-study and for review.

I considered titling this book A Brief Introduction to Vector Analysis,

since it is considerably shorter than most modern-day mathematics texts. I

hope that many will consider its length a desirable feature. In my experience,

from teaching this subject several times, this text contains more than enough

material for a one quarter or one semester course, especially if Section 2.3,

Appendix A, and Appendix B are covered. I have long been of the opinion

that almost all mathematics texts nowadays are much too long (and much

too expensive!).

Because of the level of this text, many of the derivations and arguments

are not totally rigorous in the modern mathematical sense. In many cases

an appeal is made to physical or geometric intuition or to formal manipula-

tions. In other instances, I have given proofs that rely on assumptions that

aren’t strictly necessary, if this resulted in a simpler and/or more instructive

argument. I expect that few students will lose any sleep over this approach,

and the references include sources that cover all of this material in a rigorous

fashion. I’ve made every eﬀort not to be too technical without sacriﬁcing

veracity.

My aim in writing this text has been to give a straightforward treatment

of the basics of vector analysis at a level appropriate for the majority of

students likely to take such a course in the United States.

Perhaps an overview of the material covered in this text is in order. Most

of Chapter 1 deals with basic facts about vectors and vector operations,

ix

x PREFACE

including the dot product and the cross product. Vectors are treated both

geometrically and algebraically. In particular, two directed line segments are

considered to be equal as vectors if and only if they have the same length

and the same direction. In the ﬁnal section in Chapter 1 lines and planes

in three dimensional euclidean space are discussed. Since most students will

have seen the material in Chapter 1 in their elementary calculus courses, the

treatment is fairly brief. In particular, for the proofs of some results students

are referred to their favorite elementary calculus text, while the proofs of a

few results are left as exercises. Chapter 2 concerns vector-valued functions

and curves in three dimensional space. Section 2.3 (More About Curves) is

not required in the sequel and may be treated as optional.

Chapter 3 introduces scalar ﬁelds and vector ﬁelds, including the gradi-

ent, the divergence, and the curl which are crucial to the remainder of the

text. Chapter 4 concerns integrals (both oriented and unoriented) as well as

conservative vector ﬁelds and their relationship to line integrals. Although

the main focus in Chapter 4 is line integrals and surface integrals, a section

on area and volume integrals (Section 4.3) is included in the nature of a re-

view. This section may also be omitted by those who are proﬁcient in these

areas. In the development of surfaces, I have tried very hard to strike the

right balance between intuition and rigor.

This all leads up to the major theorems of vector analysis — Green’s

theorem, the divergence theorem, and Stokes’ theorem — as well as some of

their applications, which are taken up in Chapter 5. Section 5.4 covers the

gradient, the divergence, and the curl in cylindrical and spherical coordinates.

With a few very minor modiﬁcations, this section could be covered any time

after Section 3.2.

The ﬁnal sections of Chapters 2, 3, and 4 are devoted to using computer

software to plot some of the geometric objects considered in those chapters.

I have chosen Matlab for this purpose, but any other computer algebra sys-

tem or general purpose graphing software could be substituted for Matlab.

These sections could be omitted by those so inclined, but I hope that most

students will ﬁnd them interesting and instructive.

In addition, I’ve included a few appendices. In Appendix A I’ve at-

tempted to give a treatment of diﬀerential forms and the modern version

of Stokes’ theorem that is accessible to students with modest mathematical

backgrounds. In this I have generally followed Spivak [21], but I have stuck

to one, two, and three dimensions and have tried to give a much simpler, and

less abstract, treatment. (I have, though, added a project in which the reader

xi

is asked to extend some of these results to four dimensional space, and to use

this to derive the volumes of balls and spheres in four dimensional space.)

My hope is that students who study this material later in their careers will

beneﬁt from having done some hands-on calculations.

Appendix B is on planar motion in polar coordinates and contains a

derivation of Kepler’s laws of planetary motion.

This text contains over 350 exercises of varying degrees of diﬃculty. The

solutions to almost all of the non-proof exercises are given in Appendix C.

It would be hard to overstate the importance of working a large number of

exercises. As a professor of mine once said, “If you can’t do the problems,

then you don’t understand the material.”

I would like to thank Ms. Joan Seder for giving me a copy of the article

[3] referred to in the beginning of Section 5.5. And I would like to thank

Mr. Vusi Mpendulo Magagula for checking almost all of the solutions in the

back of the text. Of course, any remaining errors are my responsibility. My

thanks also go to Mr. Bob Sims at Zip Publishing for all of his assistance

in getting this book into print. In addition, I would like to thank all of the

students who have taken vector analysis from me over the years.

Finally, I would very much appreciate any suggestions or comments that

you, the reader, might have. Please feel free to write or send e-mail to one

of the addresses given below.

Steven A. Chapin

Department of Mathematics

Ohio University

Athens, OH 45701

chapin@math.ohiou.edu

xii PREFACE

Chapter 1

Vectors

1.1 Basic Concepts

A nonzero vector, at least in a ﬁnite dimensional euclidean space, can be

characterized by its magnitude (or length) and its direction. The vector 0

has magnitude 0, but we do not assign it a direction. Vectors have been

proven to be very successful in modeling various quantities in many diﬀerent

ﬁelds. Displacement, velocity, momentum, acceleration, and force are but a

few examples.

In this text vectors will be indicated by boldfaced type in contrast to

scalars (i.e., real numbers) which will be printed in ordinary type.

1

When

writing vectors by hand the usual practice is to place an arrow over the sym-

bol or to underline the symbol. It is very important to distinguish between

quantities that are scalars and those that are vectors. In particular, the

vector 0 is not the same thing as the number 0.

We will be concerned mostly with vectors, and other objects, in three

dimensional euclidean space, which we will refer to simply as space. For

this reason, and to avoid a lot of unnecessary repetition, we will often state

deﬁnitions and results only in space. However, most of the material in this

chapter, and in the remainder of the text, can be easily generalized to the

plane (two dimensional euclidean space) and to higher (ﬁnite) dimensional

euclidean spaces.

2

Thus, we will often leave it to the reader to formulate

1

We will actually drop this convention in Appendix A.

2

An exception to this is the cross product. Our deﬁnition makes sense only for vectors

in space.

1

2 CHAPTER 1. VECTORS

x

y

Figure 1.1: The xy-axes

deﬁnitions and results for the plane, and for higher dimensional euclidean

spaces.

How to Draw Coordinate Axes

Before we proceed with our discussion of vectors, we would like to make a

few remarks concerning the xy-axes in the plane and the xyz-axes in space.

Much of this text concerns oriented curves in the plane and in space and

oriented surfaces in space. To be consistent in how we deﬁne and picture the

orientation of such objects we need to depict the xy-axes in the plane and

the xyz-axes in space in a particular standard fashion.

The xy-axes in the plane are perpendicular and almost always drawn

with the positive x-axis pointing to the right and the positive y-axis pointing

upward. See Figure 1.1. Rotating this picture in the plane is allowed. Thus,

we could draw the xy-axes with the positive y-axis pointing to the right

and the positive x-axis pointing downward; although, this is seldom done.

Other depictions, for example, the positive y-axis pointing to the right and

the positive x-axis pointing upward, are not compatible with the usual way

curves are oriented in the plane.

The xyz-axes are perpendicular to each other and are usually depicted

in a few diﬀerent ways. In this text we will most often draw the xyz-axes

so that the positive x-axis points out of the page toward the reader, the

1.1. BASIC CONCEPTS 3

x

y

z

Figure 1.2: The xyz-axes

positive y-axis points to the right, and the positive z-axis points upward.

See Figure 1.2. Another common way of depicting the xyz-axes is so that

the positive x-axis points to the right, the positive y-axis points into the page

away from the reader, and the positive z-axis points upward. The general

rule is referred to as the right-hand rule: Point the ﬁngers of your right hand

in the direction of the positive x-axis and rotate them in the direction of

the positive y-axis through the smaller angle, then your extended thumb will

point in the direction of the positive z-axis. Other depictions, for example,

the positive x-axis pointing to the right, the positive y-axis pointing out of

the page toward the reader, and the positive z-axis pointing upward, are not

compatible with the usual way curves and surfaces are oriented in space.

We assume that the reader is familiar with cartesian coordinates and how

to locate points in the plane and in space. We also assume familiarity with

the graphs of certain basic functions and equations in both the plane and in

space.

4 CHAPTER 1. VECTORS

Vectors in Terms of Components

We will usually express vectors in terms of their cartesian components.

A vector u in space can be written

u = 'u

1

, u

2

, u

3

`,

where the real numbers u

1

, u

2

, and u

3

are called the components of u.

In terms of components, addition of vectors is deﬁned by

'u

1

, u

2

, u

3

` +'v

1

, v

2

, v

3

` = 'u

1

+ v

1

, u

2

+ v

2

, u

3

+ v

3

`;

scalar multiplication is deﬁned by

t'u

1

, u

2

, u

3

` = 'tu

1

, tu

2

, tu

3

`;

and the magnitude of a vector is deﬁned by

['u

1

, u

2

, u

3

`[ =

u

2

1

+ u

2

2

+ u

2

3

.

Two vectors are parallel if and only if each is a scalar multiple of the

other. A vector of magnitude 1 is called a unit vector.

We also deﬁne:

0 = '0, 0, 0` and −u = (−1)u.

In addition, we will use the following notation (deﬁnitions):

ut = tu, u −v = u + (−v), and u/t = (1/t)u.

It follows easily that

'u

1

, u

2

, u

3

` −'v

1

, v

2

, v

3

` = 'u

1

−v

1

, u

2

−v

2

, u

3

−v

3

`.

Example 1.1.1. Let a = '2, −2, 1` and b = '−5, 4, 7`. Compute [a[ and

2a −3b

Solution.

[a[ =

2

2

+ (−2)

2

+ 1

2

= 3

2a −3b = 2'2, −2, 1` −3'−5, 4, 7` = '4, −4, 2` −'−15, 12, 21`

= '19, −16, −19`

1.1. BASIC CONCEPTS 5

It turns out to be convenient to let

i = '1, 0, 0`, j = '0, 1, 0`, and k = '0, 0, 1`.

Then we have

'u

1

, u

2

, u

3

` = u

1

i + u

2

j + u

3

k.

(According to the next theorem, vector addition is associative so it doesn’t

matter how one groups the terms.) So, for example, one can write

'4, −5, 7` = 4i −5j + 7k.

It is important to note that two vectors are equal if and only if each of

their corresponding components are equal.

The following theorem says that, with this structure (i.e., addition and

scalar multiplication), the set of vectors in space is a vector space over the

real numbers.

Theorem 1.1.1. For any vectors a, b, c and any scalars r, s each of the

following is true.

1. (a +b) +c = a + (b +c)

2. a +b = b +a

3. a +0 = a

4. a + (−a) = 0

5. (r + s)a = ra + sa

6. (rs)a = r(sa)

7. r(a +b) = ra + rb

8. 1a = a

We will prove the ﬁrst of these and leave the remainder as an exercise.

6 CHAPTER 1. VECTORS

Proof of (a +b) +c = a + (b +c). Write a = 'a

1

, a

2

, a

3

`, b = 'b

1

, b

2

, b

3

`,

and c = 'c

1

, c

2

, c

3

`. Then

(a +b) +c = ('a

1

, a

2

, a

3

` +'b

1

, b

2

, b

3

`) +'c

1

, c

2

, c

3

`

= 'a

1

+ b

1

, a

2

+ b

2

, a

3

+ b

3

` +'c

1

, c

2

, c

3

`

= '(a

1

+ b

1

) + c

1

, (a

2

+ b

2

) + c

2

, (a

3

+ b

3

) + c

3

`

= 'a

1

+ (b

1

+ c

1

), a

2

+ (b

2

+ c

2

), a

3

+ (b

3

+ c

3

)`

= 'a

1

, a

2

, a

3

` +'b

1

+ c

1

, b

2

+ c

2

, b

3

+ c

3

`

= 'a

1

, a

2

, a

3

` + ('b

1

, b

2

, b

3

` +'c

1

, c

2

, c

3

`)

= a + (b +c).

Theorem 1.1.1 implies that certain simple equations involving vectors can

be manipulated in basically the same way as similar equations involving just

real numbers. For example, if

su + tv = w, s = 0, then

u =

1

s

(w−tv).

We will feel free to use such manipulations in the sequel without further

comment. Remember, however, that you cannot divide by a vector.

Vectors as Directed Line Segments

Geometrically, a nonzero vector can be represented by a directed line seg-

ment. For distinct points P and Q, we write

−→

PQ for the directed line segment

from the point P to the point Q. In terms of components, given P(x

1

, y

1

, z

1

)

and Q(x

2

, y

2

, z

2

) the vector u represented by

−→

PQ is given by

u = 'x

2

−x

1

, y

2

−y

1

, z

2

−z

1

`.

Example 1.1.2. Suppose u is represented by

−→

PQ for the points P(2, −1, 1)

and Q(−5, 3, 4). Find u.

Solution.

u = '−5 −2, 3 −(−1), 4 −1` = '−7, 4, 3`

1.1. BASIC CONCEPTS 7

P

Q

Figure 1.3: The vector

−→

PQ

The magnitude of a vector is the length of any directed line segment

which represents it, and the direction of a nonzero vector is the direction of

any directed line segment which represents it. If P = Q, then we interpret

−→

PQ as the point P which represents 0. If v is represented by

−→

PQ we will

write v =

−→

PQ, and feel free to refer to

−→

PQ itself as a vector. See Figure 1.3.

If O is the origin, then the directed line segment

−→

OP is often referred to as

the position vector of the point P. Directed line segments that do not start

at the origin are sometimes referred to as displacement vectors, especially in

physics.

In light of these considerations, every directed line segment of a particular

length and direction represents the same vector. For example, given the

points P(−1, −2, 1), Q(1, −1, 1), R(1, 1, 0), and S(3, 2, 0) the directed line

segments

−→

PQ and

−→

RS have the same magnitude and the same direction.

Therefore, even though

−→

PQ and

−→

RS are diﬀerent directed line segments they

represent the same vector, and with this understanding, we write

−→

PQ =

−→

RS. See Figure 1.4. This means that we are free to locate or place vectors

wherever we choose: the magnitude and direction are what determine the

vector.

In conformity with previous notation, the magnitude (or length) of

−→

PQ

will be denoted

−→

PQ

.

Addition of two vectors can be deﬁned, geometrically, by (see Figure 1.5):

−→

PQ +

−→

QR =

−→

PR.

8 CHAPTER 1. VECTORS

P

Q

R

S

Figure 1.4:

−→

PQ =

−→

RS

It is probably worth mentioning that this implies that

−→

PR −

−→

PQ =

−→

QR.

Again, see Figure 1.5.

One can deﬁne scalar multiplication, geometrically, as follows (see Fig-

ure 1.6): Given a scalar t and a vector

−→

PQ,

t

−→

PQ

= [t[

−→

PQ

.

If t > 0, then t

−→

PQ

**has the same direction as
**

−→

PQ; if t < 0, then t

−→

PQ

**has the direction opposite of
**

−→

PQ.

The reader should be able to see that all of these deﬁnitions are consistent

with the deﬁnitions, in terms of components, given earlier.

Remark. A somewhat more formal approach to deﬁning vectors geometrically

is to deﬁne a vector as the set of all directed line segments that have the same

length and the same direction. Here we consider a point to be a degenerate

directed line segment. In this approach we write v =

−→

PQ

, where

−→

PQ

**denotes the set of directed line segments with the same length and the same
**

direction as

−→

PQ. Thus, if

−→

PQ and

−→

RS have the same length and the same

direction, then

−→

PQ

=

−→

RS

**. The set consisting of all points is denoted by
**

0.

1.1. BASIC CONCEPTS 9

P

Q

R

Figure 1.5:

−→

PQ +

−→

QR =

−→

PR

PQ

t PQ

t>1

t PQ

-1<t<0

→

→

→

Figure 1.6: Multiplication of a vector by scalar

10 CHAPTER 1. VECTORS

These sets partition the set of all directed line segments (each directed line

segment belongs to one and only one of these sets) and are called equivalence

classes.

We then deﬁne addition and scalar multiplication for directed line seg-

ments as above. This is used to deﬁne addition and scalar multiplication

for equivalence classes, that is, vectors. One needs to observe that these

are well-deﬁned: If

−−−→

P

1

Q

1

∈

−→

PQ

and

−−−→

Q

1

R

1

∈

−→

QR

, then

−−−→

P

1

R

1

∈

−→

PR

.

Moreover, if c is a scalar, then c

−−−→

P

1

Q

1

∈

c

−→

PQ

**. Likewise, any other
**

vector operation that is deﬁned in terms of directed line segments has to be

shown to be independent of the directed line segments chosen to represent

the vectors.

Once these things been established it is customary to remove the brackets

and write, say,

−→

PQ for

−→

PQ

.

Plane Vectors

Vectors in the plane can be written in terms of their two cartesian compo-

nents. So, a vector in the plane can be written

u = 'u

1

, u

2

`,

where u

1

and u

2

are real numbers. When we are considering vectors in the

plane, we let

i = '1, 0` and j = '0, 1`,

so we can write

'u

1

, u

2

` = u

1

i + u

2

j.

All of the material in this section can be applied to vectors in the plane

(and, indeed, to vectors in higher dimensional euclidean spaces) in the obvi-

ous way.

It is sometimes useful to remember that the plane can, of course, be

viewed as a subset of space. That is, we can identify the point (x, y) in the

plane with the point (x, y, 0) in space and the vector 'x, y` in the plane with

the vector 'x, y, 0` in space, whenever this is helpful.

1.1. BASIC CONCEPTS 11

P

Q

R

S

T

Figure 1.7: Example 1.1.3

Application

Picturing vectors as directed line segments is a tremendous aid in the sciences

and engineering. We can also use this approach to prove various standard

results from plane geometry.

Example 1.1.3. Prove that the diagonals of a parallelogram bisect each

other.

Solution. Consider Figure 1.7. Write

−→

PT = s

−→

PR

and

−→

QT = t

−→

QS

. We

need to prove that s = t = 1/2.

Using the geometric deﬁnition of addition of vectors, we have

−→

PT = s

−→

PR

= s

−→

PQ +

−→

QR

−→

QT = t

−→

QS

= t

−→

PS −

−→

PQ

.

Now,

−→

PT =

−→

PQ +

−→

QT and, since the ﬁgure represents a parallelogram,

−→

QR =

−→

PS. Making these substitutions in the previous equations, we have

−→

PQ +

−→

QT = s

−→

PQ +

−→

QR

−→

QT = t

−→

QR −

−→

PQ

.

Solving each of these equations for

−→

QT and equating the results, we obtain

(s −1 + t)

−→

PQ = (t −s)

−→

QR.

12 CHAPTER 1. VECTORS

Since

−→

PQ and

−→

QR are nonzero, nonparallel vectors, this implies

s −1 + t = 0

t −s = 0.

The unique solution to this system of equations is s = t = 1/2, as desired.

1.1.1 Exercises

1. Given P(1, 1, 0), Q(3, 2, 0), and R(−1, −2, 1), ﬁnd

−→

PQ +

−→

PR.

2. Let a = 3i −j and b = i + 2j. Find 2a +b.

3. Let a = 2i −j +k and b = −i + 3j + 2k. Compute

(a) a −2b

(b) [b[

4. Let a = '3, 1, 2` and b = '0, −4, 5`. Compute

(a) 6a −2b

(b) [6a −2b[

5. Let a = 3i + 4j and b = 2i + 2j −k. Compute

(a) 2a −3b

(b) [2a −3b[

6. Find a unit vector in the direction of '1, 2, −1`.

7. Find the vector of magnitude 2 with the same direction as −4i + 5j.

8. Find a vector of magnitude 2 whose direction is opposite that of a =

−4i + 5j.

9. Find the vector of magnitude 3 whose direction is opposite 6i + 3j.

10. Find a vector of length 4 in the direction of i −j + 2k.

11. Prove, using components, that [tu[ = [t[[u[ for vectors in space.

12. Prove that medians of a triangle intersect at a single point.

1.2. THE DOT PRODUCT 13

13. Complete the proof of Theorem 1.1.1 for vectors in space.

14. Using only the properties of a vector space given in Theorem 1.1.1,

prove that, for every vector a, 0a = 0.

1.2 The Dot Product

In this section we deﬁne the dot product and study some of its properties.

We will be working exclusively in space in this section. The reader should

have no problem adapting this material to the plane and higher dimensional

spaces.

Deﬁnition 1.2.1. Let a = 'a

1

, a

2

, a

3

` and b = 'b

1

, b

2

, b

3

`. Then the dot

product a · b is given by

a · b = a

1

b

1

+ a

2

b

2

+ a

3

b

3

.

Example 1.2.1. Let a = '2, −2, 1` and b = '−5, 4, 7`. Compute a · b.

Solution.

a · b = 2(−5) + (−2)(4) + 1 7 = −11

The dot product is also called the scalar product or the inner product. It

is very important to remember that the result of taking the dot product of

two vectors is a scalar (i.e., a number).

The following basic properties can be easily proven using components.

Theorem 1.2.1. For any vectors a, b, c and any scalar r each of the fol-

lowing is true.

1. a · 0 = 0

2. a · b = b · a

3. (a +b) · c = a · c +b · c

4. a · (b +c) = a · b +a · c

5. r(a · b) = (ra) · b

14 CHAPTER 1. VECTORS

6. [a[

2

= a · a

Again, we prove the ﬁrst of these and leave the remainder as an exercise.

Proof of a · 0 = 0. Write a = 'a

1

, a

2

, a

3

`. Then

a · 0 = 'a

1

, a

2

, a

3

` · '0, 0, 0`

= a

1

0 + a

2

0 + a

3

0 = 0.

The following results are very important.

Theorem 1.2.2 (The Cauchy-Schwarz Inequality). For any vectors a and

b,

[a · b[ ≤ [a[[b[.

Theorem 1.2.3 (The Triangle Inequality). For any vectors a and b,

[a +b[ ≤ [a[ +[b[.

Theorem 1.2.4 (The Pythagorean Theorem).

[a +b[

2

= [a[

2

+[b[

2

if and only if a · b = 0.

The Angle Between Two Vectors

We can use the dot product to compute the angle between two nonzero

vectors. See Figure 1.8. When we talk about the angle between two vectors

we mean the smaller angle without regard to direction. So, the angle between

two vectors is always between 0 and π.

Theorem 1.2.5. If a = 0 and b = 0 and θ is the angle between a and b,

then

θ = cos

−1

a · b

[a[[b[

,

where 0 ≤ θ ≤ π.

1.2. THE DOT PRODUCT 15

θ

Figure 1.8: The angle between two vectors

This result is proven in most standard calculus textbooks. See, for exam-

ple, Stewart [22]. Notice that the Cauchy-Schwarz inequality implies that

−1 ≤

a · b

[a[[b[

≤ 1,

so the theorem at least makes sense.

Example 1.2.2. Find the angle θ between a = '2, −2, 1` and b = '−5, 4, 7`.

Solution.

θ = cos

−1

2(−5) + (−2)(4) + 1 7

2

2

+ (−2)

2

+ 1

2

(−5)

2

+ 4

2

+ 7

2

= cos

−1

−11

9

√

10

**If the angle between a and b is 0 or π, then a and b are parallel. If the
**

angle between a and b is π/2, then a and b are perpendicular (or orthogonal).

In particular, two nonzero vectors are perpendicular if and only if their dot

product is 0.

The Decomposition of a Vector

Given two nonzero vectors a and b we can use the dot product to write

a = a

+a

⊥

,

16 CHAPTER 1. VECTORS

b

a

a

a

⊥

II

Figure 1.9: The decomposition of a vector

1.2. THE DOT PRODUCT 17

where a

is parallel to b and a

⊥

is perpendicular to b. See Figure 1.9.

If θ is the angle between a and b, then

a

= [a[ cos θ

b

[b[

= [a[

a · b

[a[[b[

b

[b[

=

a · b

[b[

2

b.

We can then use the equation

a

⊥

= a −a

,

to compute a

⊥

. We also note that, since a

and a

⊥

are orthogonal,

[a[

2

=

a

2

+[a

⊥

[

2

.

Example 1.2.3. Let a = '2, −2, 1` and b = '−5, 4, 7`. Write

a = a

+a

⊥

,

where a

is parallel to b and a

⊥

is perpendicular to b.

Solution.

a

=

a · b

[b[

2

b =

−11

90

'−5, 4, 7` =

11

18

, −

22

45

, −

77

90

a

⊥

= a −a

=

25

18

, −

68

45

,

167

90

In the above, a

**is also called the projection of a onto b, and is often
**

written proj

b

a. (This notation has the advantage of including b explicitly.)

The scalar

[a[ cos θ =

a · b

[b[

is called the component of a in the direction of b, written comp

b

a.

Note that

proj

b

a = comp

b

a

b

[b[

.

18 CHAPTER 1. VECTORS

Application

If a constant force F, acting in the direction of motion, moves an object along

a straight line from the point P to the point Q, then the work W is given by

W = [F[

−→

PQ

.

For the slightly more complicated situation where the constant force does

not necessarily act in the direction of motion the work is given by

W =

comp

−−→

PQ

F

−→

PQ

= F ·

−→

PQ.

Example 1.2.4. A girl is pulling a sled horizontally in a straight line a

distance of 100 meters (m) by exerting a constant force of 50 Newtons (N).

The rope she is pulling on is at an angle 45

◦

above the horizontal. How much

work is done?

Solution. Recall that

a · b = [a[[b[ cos θ,

where θ is the angle between a and b.

Therefore, the work is given by

W = (50N.)(100m.) cos (45

◦

) =

5000

√

2

N-m ≈ 3535.5 N-m

(Note: 1 N-m = 1 joule = 1 J.)

3

1.2.1 Exercises

1. Let a = '3, 1, 2` and b = '0, −4, 5`. Compute a · b.

2. Let a = 3i + 4j and b = 2i + 2j −k. Compute a · b.

3. Let a = 2i −j +k and b = −i + 3j + 2k. Find a · b.

4. Find the angle between the vectors in Exercise 1.

3

In the English System of units, the work done in moving an object in a straight line

a distance of 1 foot (ft) by a constant force of 1 pound (lb), acting in the direction of

motion, is 1 foot-pound (ft-lb).

1.2. THE DOT PRODUCT 19

5. Find the angle between the vectors in Exercise 2.

6. Find the angle between the vectors in Exercise 3.

7. Let a = 3i −j and b = i +2j. Find cos θ, where θ is the angle between

a and b.

8. Given a = '1, 2, −1` and b = '2, 2, 1`, ﬁnd the cosine of the angle

between a and b.

9. Find the cosine of the angle between 4i −3j +k and i + 2j −2k.

10. Given P(1, 2, −2), Q(3, 1, −2), and R(1, −1, 1), ﬁnd the cosine of the

angle between

−→

PQ and

−→

PR.

11. Find the angle between the vectors '1, 1, 1, 1` and '1, 2, 3, 4`.

12. Let a = −4i + 5j and b = 6i + 3j. Find the component of b on a.

13. Given P(2, −1, −4), Q(1, 1, 3), R(−4, 5, −1), and S(−3, 4, −5), ﬁnd the

component of

−→

PS on

−→

QR.

14. Given P(−3, 0, −4), Q(−3, 1, −1), R(1, 1, 0), and S(4, 0, −5), ﬁnd the

component of

−→

PS on

−→

QR.

15. Write

a = a

+a

⊥

,

where a

is parallel to b and a

⊥

is perpendicular to b for the vectors

in Exercise 1.

16. Write

a = a

+a

⊥

,

where a

is parallel to b and a

⊥

is perpendicular to b for the vectors

in Exercise 2.

17. Given a = '4, −5, 3` and b = '2, 1, −2` ﬁnd vectors a

and a

⊥

such

that a = a

+a

⊥

, where a

is parallel to b and a

⊥

is perpendicular to

b.

20 CHAPTER 1. VECTORS

18. A child pulls a wagon along level ground in a straight line by exerting

a force of 30 pounds on a handle that makes an angle of 30

◦

with the

horizontal. Find the work done in pulling the wagon 80 feet.

19. For the triangle with vertices P(−3, −3), Q(4, 0), and R(0, 5), ﬁnd all

of its (internal) angles.

20. Prove the parallelogram law:

[a +b[

2

+[a −b[

2

= 2

[a[

2

+[b[

2

.

Interpret this geometrically.

21. Complete the proof of Theorem 1.2.1.

22. Prove Theorem 1.2.2. (Hint: If a and b are linearly independent, then

[a −λb[

2

> 0, for every real number λ. Do the linearly dependent case

separately.)

23. Prove Theorem 1.2.3. (Hint: Use the Cauchy-Schwarz inequality.)

24. Prove Theorem 1.2.4.

1.3 The Cross Product

In this section we deﬁne the cross product and study some of its properties.

Deﬁnition 1.3.1. Let a = 'a

1

, a

2

, a

3

` and b = 'b

1

, b

2

, b

3

`. Then the cross

product a ×b is given by

a ×b = (a

2

b

3

−a

3

b

2

)i + (a

3

b

1

−a

1

b

3

)j + (a

1

b

2

−a

2

b

1

)k.

Unlike all of the other binary operations we’ve discussed, we deﬁne the

cross product only for vectors in space. The cross product is also called the

vector product. It is very important to remember that the result of taking

the cross product of two vectors is a vector.

For most people the deﬁnition we’ve given for the cross product is diﬃcult

to remember. Fortunately, there is a much easier way to compute it. If we

formally expand the symbolic determinant

i j k

a

1

a

2

a

3

b

1

b

2

b

3

**1.3. THE CROSS PRODUCT 21
**

along the ﬁrst row as we would an ordinary determinant, we obtain the

correct expression for the cross product. We refer to the array above as a

symbolic determinant since it is not an actual determinant, but simply a

computational aid.

Example 1.3.1. Let a = '2, −2, 1` and b = '−5, 4, 7`. Compute a ×b.

Solution.

a ×b =

i j k

2 −2 1

−5 4 7

**= −18i −19j −2k = '−18, −19, −2`
**

The following basic properties can be proven using the deﬁnition. How-

ever, they can also be demonstrated using elementary properties of determi-

nants.

Theorem 1.3.1. For any vectors a, b, c and any scalar r each of the fol-

lowing is true.

1. a ×b = −b ×a

2. (a +b) ×c = a ×c +b ×c

3. a ×(b +c) = a ×b +a ×c

4. r(a ×b) = (ra) ×b

Note that the cross product is not commutative. It is also not associative.

Geometrically,

[a ×b[ = [a[[b[ sin θ,

where θ is the angle between a and b. If a×b is nonzero, then the direction

of a ×b is perpendicular to both a and b. Now, this leaves two possibilities

for the direction a ×b. It turns out that the correct choice is given by the

right-hand rule: Point the ﬁngers of your right hand in the direction of a and

rotate them in the direction of b through the smaller angle, your extended

thumb will then point in the direction of a × b. See Figure 1.10. This is

the direction that a right-handed screw will progress if it is rotated in the

direction just described. Note that this is consistent with the way we depict

22 CHAPTER 1. VECTORS

a

b

a x b

Figure 1.10: The cross product of two vectors

1.3. THE CROSS PRODUCT 23

a

b

Figure 1.11: The parallelogram generated by a and b

the xyz-axes, since i ×j = k. Again, these facts are proven in most standard

calculus textbooks. See, for example, Stewart [22].

It follows that the cross product can be expressed as

a ×b = ([a[[b[ sin θ) n,

where θ is the angle between a and b and n is the unit vector perpendicular

to both a and b whose direction is given by the right-hand rule.

The Area of a Parallelogram

Given a parallelogram with adjacent sides PQ and PR, we say that the

parallelogram is spanned (or generated) by a =

−→

PQ and b =

−→

PR. See

Figure 1.11.

By trigonometry, it is easy to see that the area of this parallelogram is

[a[[b[ sin θ,

where θ is the angle between a and b. But this is precisely [a ×b[.

Example 1.3.2. Find the area of the parallelogram spanned by a = '2, −2, 1`

and b = '−5, 4, 7`.

Solution. In the last example we found that

a ×b = '−18, −19, −2`.

Therefore, the area of the parallelogram is

[a ×b[ = ['−18, −19, −2`[ =

√

689.

24 CHAPTER 1. VECTORS

The Triple Scalar Product

The expression

a · b ×c =

a

1

a

2

a

3

b

1

b

2

b

3

c

1

c

2

c

3

**is called the triple scalar product. Notice that there is only one way to group
**

the three factors that makes sense, so we don’t need to use parentheses. Also,

notice that the result of the triple scalar product is, indeed, a scalar.

Given a parallelepiped with adjacent sides PQ, PR, and PS we say that

the parallelepiped is spanned (or generated) by a =

−→

PQ, b =

−→

PR, and

c =

−→

PS. See Figure 1.12. Again using trigonometry, we see that the volume

of this parallelepiped is

(area of the parallelogram spanned by b and c) [a[[ cos θ[,

where θ is the angle between a and b ×c. Using the expression above for

the area of a parallelogram, we see that this is precisely

[a · b ×c[.

Notice that this provides a geometric interpretation of the determinant.

That is, the determinant of a matrix is (up to sign) the volume of the par-

allelepiped spanned by its rows. This is also the case in two dimensions and

even in higher dimensions.

Example 1.3.3. Find the volume of the parallelepiped spanned by a =

'1, 0, 1`, b = '−2, −1, 1`, and c = '0, 2, 3`.

Solution. We compute

1 0 1

−2 −1 1

0 2 3

= −9.

So, the volume is [ −9[ = 9.

1.3.1 Exercises

1. Let a = '3, 1, 2` and b = '0, −4, 5`. Compute a ×b.

2. Let a = 2i −j +k and b = −i + 3j + 2k. Find a ×b.

1.3. THE CROSS PRODUCT 25

b

c

a

b x c

Figure 1.12: The parallelepiped generated by a, b, and c

26 CHAPTER 1. VECTORS

3. Let a = 3i + 4j and b = 2i + 2j −k. Compute b ×a.

4. Find the area of the parallelogram spanned by the vectors a and b in

Exercise 1.

5. Find the area of the parallelogram spanned by the vectors a and b in

Exercise 2.

6. Find the area of the parallelogram spanned by the vectors a and b in

Exercise 3.

7. Find a vector perpendicular to the plane that contains the points

P(−5, 4, −4), Q(2, 5, −4), and R(5, −5, 4).

8. Find the two unit vectors that are perpendicular to the plane that

contains the points (3, −6, 4), (2, 1, 1), and (5, 0, −2).

9. Show, by example, that the cross product is not associative.

10. Find the area of the triangle with vertices (5, 4, 0), (−4, 3, −3), and

(−1, 1, −4).

11. Find the area of the triangle with vertices (−5, −1, −4), (4, −1, 0), and

(3, 4, 2).

12. Find the area of the triangle with vertices (5, 1, 6), (−1, −2, −3), and

(4, −2, 1).

13. Find the area of the triangle with vertices (2, 3, 1), (1, −1, 2), and

(−4, 3, 0).

14. Given P(1, 1, 0), Q(3, 2, 0), and R(−1, −2, 1) ﬁnd the area of the trian-

gle with vertices P, Q, and R.

15. There are two parallelograms with vertices P(1, 2, −2), Q(3, 1, −2), and

R(1, −1, 1). Find the fourth vertex and the area of each of these par-

allelograms.

16. Given P(2, 1, −1), Q(3, 0, 2), R(4, −2, 1), and S(5, −3, 0), ﬁnd the vol-

ume of the parallelepiped having adjacent sides PQ, PR, and PS.

17. Let O be the origin and P, Q, and R be as in Exercise 14. Find the

volume of tetrahedron with vertices O, P, Q, and R.

1.4. LINES AND PLANES IN SPACE 27

18. Find the volume of the parallelepiped in four dimensional euclidean

space spanned by the vectors: '1, 1, 0, 0`, '0, 1, 1, 0`, '0, 0, 1, 1`, and

'0, 1, 0, 1`.

19. Show that the area of the parallelogram in the plane spanned by a =

'a

1

, a

2

` and b = 'b

1

, b

2

` is equal to the absolute value of

a

1

a

2

b

1

b

2

.

20. Prove Theorem 1.3.1.

21. Use Theorem 1.3.1. to prove the following:

(a) a ×0 = 0

(b) If a and b are parallel, then a ×b = 0.

1.4 Lines and Planes in Space

Much of this text is devoted to studying curves and surfaces in space. The

simplest example of a curve is a line; the simplest example of a surface is a

plane.

Lines

A line is determined by a point and a direction. If we choose a point with

position vector R

0

= 'x

0

, y

0

, z

0

` and a vector v = 'a, b, c` which speciﬁes the

direction, then

R = R

0

+ tv, −∞< t < ∞,

is called a vector equation of the given line. See Figure 1.13. Note that the

head of the vector R traces out the line as t ranges from −∞ to ∞.

Writing R = 'x, y, z`, and equating components, one obtains

x = x

0

+ ta, y = y

0

+ tb, z = z

0

+ tc, −∞< t < ∞.

These are called parametric equations of the given line and t is referred to

as a parameter. (In the sequel, if we are considering an entire line, we will

usually omit the domain −∞< t < ∞.)

28 CHAPTER 1. VECTORS

O

R

R

0

v

Figure 1.13: A line in space

If a = 0, b = 0, and c = 0, then we can eliminate t, and obtain

x −x

0

a

=

y −y

0

b

=

z −z

0

c

.

These are called symmetric equations for the line.

If one or more of a, b, and c are 0, then the symmetric equations take a

slightly diﬀerent form. For example, if a = 0, b = 0, and c = 0, then we write

x −x

0

a

=

y −y

0

b

, z = z

0

,

for the symmetric equations. We leave it to the reader to consider the other

possibilities.

Example 1.4.1. Find equations of each type for the line through P(1, 4, −1)

and Q(2, 2, 7).

Solution. We can take v =

−→

PQ = '1, −2, 8` and use P for the known point

on the line. Therefore,

R = '1, 4, −1` + t'1, −2, 8`

1.4. LINES AND PLANES IN SPACE 29

is a vector equation,

x = 1 + t, y = 4 −2t, z = −1 + 8t

are parametric equations, and

x −1 =

y −4

−2

=

z + 1

8

are symmetric equations for the given line.

Example 1.4.2. Determine whether the lines given by

R = 3i + 2j + (2i +j +k)t and R = i −2k + (j +k)t

intersect and, if they do, ﬁnd the point(s) of intersection.

Solution. Parametrically, these can be written

x = 3 + 2t, y = 2 + t, z = t, and

x = 1, y = s, z = −2 + s.

(Note that we use diﬀerent letters to denote the parameters, since the lines

can intersect at a point where the values of the parameters are diﬀerent.)

This leads to three equations with two unknowns:

3 + 2t = 1, 2 + t = s, t = −2 + s.

Solving the ﬁrst two equations gives t = −1 and s = 1. Since, this is also

a solution to the third equation, we ﬁnd that the system of equations is

consistent and t = −1, s = 1 is the only solution.

Substituting into the parametric equations gives (1, 1, −1) as the unique

intersection point.

Example 1.4.3. Find the (smaller) angle between the two lines in the pre-

vious example.

Solution. The (smaller) angle between the two lines is

θ = cos

−1

'2, 1, 1` · '0, 1, 1`

['2, 1, 1`[['0, 1, 1`[

= cos

−1

2

√

6

√

2

= cos

−1

1

√

3

≈ 0.955

This is around 54.7

◦

.

30 CHAPTER 1. VECTORS

n

P

Q

O

R

R

Figure 1.14: A plane in space

Planes

A plane is determined by a point and a direction normal (i.e., perpendicular)

to the plane. If we choose a point with position vector R

0

= 'x

0

, y

0

, z

0

` and

a vector n = 'a, b, c` which speciﬁes a normal direction, then

n · (R−R

0

) = 0

is a vector equation of the given plane. See Figure 1.14. Note that the head

of the vector R lies in the plane if and only if it satisﬁes a vector equation

of the plane.

Writing R = 'x, y, z` one obtains

a(x −x

0

) + b(y −y

0

) + c(z −z

0

) = 0,

1.4. LINES AND PLANES IN SPACE 31

or

ax + by + cz = d,

where d = ax

0

+ by

0

+ cz

0

.

Example 1.4.4. Find an equation for the plane through the following points:

P(1, 0, −1), Q(0, 2, 0), and R(1, 2, 3).

Solution. We could solve this problem by substituting the given points into

the general equation for a plane, and then solving a system of three equations

in four unknowns. However, we can also employ the cross product.

Using the given points, we write

−→

PQ = '−1, 2, 1` and

−→

PR = '0, 2, 4`.

Now, according to the geometric interpretation of the cross product,

−→

PQ ×

−→

PR is a normal vector to the plane. So, we compute

−→

PQ×

−→

PR =

i j k

−1 2 1

0 2 4

= 6i + 4j −2k.

If 6i + 4j − 2k is normal to our plane, then so is 3i + 2j − k. Using the

latter as our normal vector to the plane and P as our known point on the

plane, we obtain

3(x −1) + 2y −(z + 1) = 0 or 3x + 2y −z = 4

as equations for the desired plane.

With regard to this example, a normal vector can, of course, be found

using diﬀerent vectors than we chose. For example, we could have used

−→

QP

and

−→

RQ to obtain a normal vector. Also, we could have used Q or R as our

known point on the plane.

If a given plane intersects all three coordinate axes and none of the in-

tercepts are zero, then there is a particularly easy way to write its equation.

Suppose that x

0

, y

0

, and z

0

are the (nonzero) x-, y-, and z-intercepts, re-

spectively, then the equation of the plane can be written

x

x

0

+

y

y

0

+

z

z

0

= 1,

since this is obviously the equation of a plane and (x

0

, 0, 0), (0, y

0

, 0), and

(0, 0, z

0

) all evidently satisfy the equation.

32 CHAPTER 1. VECTORS

Example 1.4.5. Find an equation for the plane through P(1, 0, 0), Q(0, 2, 0),

and R(0, 0, 3).

Solution. An equation for the desired plane is

x +

y

2

+

z

3

= 1 or 6x + 3y + 2z = 6.

Application

Using the decomposition of a vector in the manner we have discussed previ-

ously, we can determine the distance between certain geometric objects such

as two parallel planes or two skew lines, etc. Rather than trying to remem-

ber a general formula for each type of problem, we suggest that the reader

approach each problem from scratch. The ﬁrst step should always be to draw

a picture.

Example 1.4.6. Find the distance between the plane 2x − 2y + z = 4 and

the point P(1, 2, 3).

Solution. We choose any point on the plane, say Q(2, 0, 0). Then we let

n = '2, −2, 1` which is normal to the plane. The distance from the point to

the plane is then

comp

n

−→

QP

=

−→

QP · n

[n[

.

See Figure 1.15. Using this expression, we obtain

comp

n

−→

QP

=

−2 −4 + 3

3

= [ −1[ = 1.

So, the distance is 1.

1.4.1 Exercises

1. Find parametric and symmetric equations for the line through the

points P(−1, 2, 3) and Q(−2, 0, 7).

1.4. LINES AND PLANES IN SPACE 33

P

Q

n

Figure 1.15: Example 1.4.6

2. Find parametric and symmetric equations for the line of intersection of

the planes 2x + y + z = 4 and 3x −y + z = 3.

3. Find parametric equations for the line containing the points (−2, 1, 5)

and (6, 2, −3).

4. Find parametric and symmetric equations for the line through (2, −1, 0)

and (−1, 2, 2).

5. Determine whether the following lines intersect and, if so, ﬁnd the point

of intersection:

x = 3 −3t, y = 3 −3t, z = 2 + t

and

x = 3 + t, y = 6 + 2t, z = −6 −2t.

6. Determine whether the following lines intersect and, if so, ﬁnd the point

of intersection:

x = 1 −6t, y = 3 + 2t, z = 1 −2t

34 CHAPTER 1. VECTORS

and

x = 2 + 2t, y = 6 + t, z = 2 + t.

7. Determine whether the following lines intersect and, if so, ﬁnd the point

of intersection:

x = 3 −4t, y = −3 −2t, z = 2 −2t

and

x = 3 + 2t, y = −13 −4t, z = −6 −3t.

8. Find the (smaller) angle between the two planes in Exercise 2.

9. Find the distance between the origin and the line of Exercise 2.

10. Find an equation for the plane through P(1, 0, −1), Q(3, 3, 2), and

R(4, 5, 1).

11. Find an equation of the plane through the points (5, 1, −1), (4, 3, −5),

and (−2, −5, −2).

12. Find an equation of the plane through the points (−2, 4, 4), (−3, −3, 1),

and (−4, −3, 4).

13. Find an equation of the plane through (2, 3, 1), (1, −1, 2), and (−4, 3, 0).

14. Find an equation of the plane containing the points (1, 2, −2), (1, −1, 1),

and (3, 2, −1).

15. Find an equation of the plane through (1, 2, −1), (3, 1, 2), and (2, 3, −5).

16. Given P(2, 4, 1), Q(1, −2, 2), and R(3, 1, 2), ﬁnd the equation of the

plane through P, Q, and R.

17. Given the line with parametric equations

x = −4t + 1, y = −2t −5, z = −2t −5,

ﬁnd an equation for the plane containing this line and through the

point (−3, 2, −2).

1.4. LINES AND PLANES IN SPACE 35

18. Show that the following planes are parallel and ﬁnd the distance be-

tween them:

5x + y −z = −3 and 15x + 3y −3z = 6.

19. Show that the following planes are parallel and ﬁnd the distance be-

tween them:

−2x −2y + 4z = 12 and 6x + 6y −12z = 24.

20. Find the distance between the origin and the plane of Exercise 10.

21. Find an equation of the plane containing the line x = y = z and the

point P(1, 2, 3).

22. Redo Example 1.4.4 by substituting the given points into the general

equation ax +by +cz = d, and then solving the resulting system for a,

b, c, and d.

36 CHAPTER 1. VECTORS

Chapter 2

Curves in Space

2.1 Vector Functions

In this section we consider functions whose values are vectors in space. By

obvious modiﬁcations this material can be applied to functions whose values

are vectors in the plane or in higher dimensional euclidean space (except for

formulas involving the cross product).

A vector (or vector-valued) function (of one variable) can be written:

F(t) = F

1

(t)i + F

2

(t)j + F

3

(t)k,

where F

1

, F

2

, and F

3

are real-valued functions of a real variable. Unless

otherwise stated, the domain of F is the set of real numbers for which F

1

, F

2

,

and F

3

are all deﬁned. The functions F

1

, F

2

, and F

3

are called the component

functions of F.

The sum, dot product, and cross product of vector functions are all de-

ﬁned pointwise. For example,

(F +G)(t) = F(t) +G(t).

The scalar product of a real-valued function and a vector function is also

deﬁned pointwise:

(sF)(t) = s(t)F(t).

Of course, if c is a constant, then

(cF)(t) = cF(t).

37

38 CHAPTER 2. CURVES IN SPACE

The development of the calculus for vector functions in large measure

parallels the development for real-valued functions. Therefore, we will give

a very brief treatment omitting almost all of the proofs.

Limits

Deﬁnition 2.1.1. Suppose t

0

belongs to an open interval contained in the

domain of F and that lim

t→t

0

F

i

(t) = a

i

for i = 1, 2, 3. Then we deﬁne

lim

t→t

0

F(t) = a

1

i + a

2

j + a

3

k.

We note that we could have given an “-δ deﬁnition” for the limit of a

vector function, but that turns out to be equivalent to our deﬁnition. In

fact, a good exercise for the more motivated student is to formulate an “-δ

deﬁnition” for the limit of a vector function and prove that it is equivalent

to Deﬁnition 2.1.1.

One-sided limits are deﬁned similarly.

The following basic limit laws can all be proven using components. They

are also valid for one sided limits.

Theorem 2.1.1. Suppose that lim

t→t

0

F(t) and lim

t→t

0

G(t) both exist. Also,

suppose that lim

t→t

0

s(t) exists. Then

• lim

t→t

0

(cF(t)) = c lim

t→t

0

F(t) (c a constant)

• lim

t→t

0

(F(t) +G(t)) = lim

t→t

0

F(t) + lim

t→t

0

G(t)

• lim

t→t

0

(F(t) · G(t)) = lim

t→t

0

F(t) · lim

t→t

0

G(t)

• lim

t→t

0

(F(t) ×G(t)) = lim

t→t

0

F(t) × lim

t→t

0

G(t)

• lim

t→t

0

(s(t)F(t)) = lim

t→t

0

s(t) lim

t→t

0

F(t)

Continuity

Deﬁnition 2.1.2. Suppose t

0

belongs to an open interval contained in the

domain of F. F is continuous at t

0

if

lim

t→t

0

F(t) = F(t

0

).

2.1. VECTOR FUNCTIONS 39

We deﬁne continuity on an interval (of any type) in the same way as for

real-valued functions.

From these deﬁnitions it is easy to obtain the following:

Theorem 2.1.2. Suppose t

0

belongs to an open interval contained in the do-

main of F. F is continuous at t

0

if and only if F

1

, F

2

, and F

3

are continuous

at t

0

.

Similarly, F is continuous on an interval (of any type) if and only if F

1

,

F

2

, and F

3

are.

Diﬀerentiation

Deﬁnition 2.1.3. Suppose t

0

belongs to an open interval contained in the

domain of F. F is diﬀerentiable at t

0

if

lim

h→0

1

h

[F(t

0

+ h) −F(t

0

)] exists.

If this limit does exist, then we write F

(t

0

) for the limit (read: the derivative

of F at t

0

).

We say F is diﬀerentiable on an open interval if F is diﬀerentiable at every

point in the interval. We will also use the notation dF/dt for the derivative.

Theorem 2.1.3. F is diﬀerentiable at t if and only if F

1

, F

2

, and F

3

are. If

F is diﬀerentiable at t, then

F

(t) = F

1

(t)i + F

2

(t)j + F

3

(t)k.

The proof of this is quite straightforward, so we leave it as an exercise for

the reader.

If a real-valued function is diﬀerentiable at a point, then it is continuous

at that point. Combining this fact with the results above, we easily obtain

the following:

Theorem 2.1.4. If F is diﬀerentiable at t, then F is continuous at t.

Example 2.1.1. Given

F(t) = sin ti + e

−t

j + 3k,

compute F

(t).

40 CHAPTER 2. CURVES IN SPACE

Solution. Diﬀerentiating each component function, we obtain

F

(t) = cos ti −e

−t

j.

Theorem 2.1.5. If F and G are diﬀerentiable at t, and c is a constant, then

cF, F + G, F · G, and F ×G are all diﬀerentiable at t. Their derivatives

are given as follows:

• (cF)

(t) = cF

(t)

• (F +G)

(t) = F

(t) +G

(t)

• (F · G)

(t) = F

(t) · G(t) +F(t) · G

(t)

• (F ×G)

(t) = F

(t) ×G(t) +F(t) ×G

(t)

If, in addition, s = s(t) is a real-valued function which is diﬀerentiable at t,

then

(sF)

(t) = s

(t)F(t) + s(t)F

(t).

Note that in the formula for the derivative of the cross product of two

vector functions the order of the factors is crucial, since the cross product is

not commutative.

The proof of these formulas can be given in the same way as their real-

valued counterparts. (One can also use components.) We will prove the

formula for the dot product, and leave the others to the reader.

Proof of (F · G)

(t) = F

(t) · G(t) +F(t) · G

**(t). We perform the usual trick
**

2.1. VECTOR FUNCTIONS 41

of subtracting and adding F(t) · G(t + h).

(F · G)

(t) = lim

h→0

1

h

[F(t + h) · G(t + h) −F(t) · G(t)]

= lim

h→0

1

h

[F(t + h) · G(t + h) −F(t) · G(t + h)

+F(t) · G(t + h) −F(t) · G(t)]

= lim

h→0

1

h

[(F(t + h) −F(t)) · G(t + h) +F(t) · (G(t + h) −G(t))]

= lim

h→0

1

h

[(F(t + h) −F(t)) · G(t + h)]

+ lim

h→0

1

h

[F(t) · (G(t + h) −G(t))]

= lim

h→0

1

h

[F(t + h) −F(t)] · G(t + h)

+F(t) · lim

h→0

1

h

[G(t + h) −G(t)]

= F

(t) · G(t) +F(t) · G

(t)

Note that we have used some of the basic limit laws here. Also, we’ve

used the fact that G is continuous at t, since it is assumed to be diﬀerentiable

at t. The reader should be able to ﬁll in the details.

Example 2.1.2. Find F

(t) for

F(t) = (e

t

i +j + t

2

k) ×(t

3

i +j −k).

Solution. Using the formula for the derivative of the cross product, we obtain

F

(t) = (e

t

i + 2tk) ×(t

3

i +j −k) + (e

t

i +j + t

2

k) ×3t

2

i

= −2ti +

e

t

+ 5t

4

j +

e

t

−3t

2

k.

The reader should check this result by ﬁrst taking the cross product and

then diﬀerentiating.

The grandaddy of all diﬀerentiation rules is, of course, the chain rule.

Theorem 2.1.6 (The Chain Rule). If F is diﬀerentiable at h(t) and h is

diﬀerentiable at t, then

d

dt

F(h(t)) = h

(t)F

(h(t)) .

42 CHAPTER 2. CURVES IN SPACE

This follows from the elementary calculus version using components, so

we leave the proof to the reader.

The development of higher order derivatives is essentially the same as for

real-valued functions, so, once again, we leave the details to the reader.

Integration

If

F(t) = F

1

(t)i + F

2

(t)j + F

3

(t)k,

then we deﬁne the deﬁnite integral of F from a to b by

b

a

F(t) dt =

¸

b

a

F

1

(t) dt

i +

¸

b

a

F

2

(t) dt

j +

¸

b

a

F

3

(t) dt

k,

provided all of the integrals on the right of the equal sign exist. If

b

a

F(t) dt

exists, then F is said to be integrable on [a, b].

The next theorem follows from the corresponding elementary calculus

result simply by considering components.

Theorem 2.1.7. If F and G are integrable on [a, b] and c is a constant, then

b

a

cF(t) dt = c

b

a

F(t) dt, and

b

a

(F(t) +G(t)) dt =

b

a

F(t) dt +

b

a

G(t) dt.

By the fundamental theorem of calculus for real-valued functions, one

easily obtains the following.

Theorem 2.1.8 (Fundamental Theorem of Calculus). If F is continuous on

[a, b] and F = G

, then

b

a

F(t) dt = G(b) −G(a).

Example 2.1.3. Evaluate

2

0

3t

2

i + e

t

j + cos tk

dt.

2.1. VECTOR FUNCTIONS 43

Solution.

2

0

3t

2

i + e

t

j + cos tk

dt = t

3

i + e

t

j + sin tk

2

0

= 8i + e

2

j + sin(2)k −j

= 8i +

e

2

−1

j + sin(2)k

Change of variables or integration by substitution is also valid for vector

functions. The same proof as for the elementary calculus version, using the

chain rule and the fundamental theorem of calculus, works here. One can

also give a proof using components.

Theorem 2.1.9 (Change of Variables). Suppose h is continuously diﬀeren-

tiable on [a, b] and F is continuous on the image of h. Then

b

a

h

(t)F(h(t)) dt =

h(b)

h(a)

F(t) dt.

Indeﬁnite Integrals

If F = G

**, then G is called an antiderivative of F. If G
**

1

and G

2

are

antiderivatives of F deﬁned on the same interval, say I, then

G

2

(t) = G

1

(t) +C, t ∈ I,

where Cis a constant vector. This follows from the corresponding elementary

calculus result simply by considering components.

Thus, if G is an antiderivative of F, we write

F(t) dt = G(t) +C.

The expression

**F(t) dt is referred to as the indeﬁnite integral of F, and C
**

is referred to as an arbitrary constant.

In terms of components, this can be written

F(t) dt =

¸

F

1

(t) dt

i +

¸

F

2

(t) dt

j +

¸

F

3

(t) dt

k.

44 CHAPTER 2. CURVES IN SPACE

Example 2.1.4. Suppose

F

(t) = 3t

2

i + e

t

j + cos tk and F(0) = i + 2j + 3k.

Find F(t).

Solution.

F(t) =

3t

2

i + e

t

j + cos tk

dt = t

3

i + e

t

j + sin tk +C,

where C satisﬁes

F(0) = j +C = i + 2j + 3k.

This gives

C = i +j + 3k,

so

F(t) = (t

3

+ 1)i + (e

t

+ 1)j + (sin t + 3)k.

2.1.1 Exercises

1. Given

F(t) = sin t cos ti + e

πt

j + 3t

5

k,

compute F

(t).

2. Given

F(t) = 4 ln(5 −t)i + 12

√

t −3j + 3t

4

k.

Find the domain of F. Also, ﬁnd F

(t) and F

(t).

3. Find the domain of F, F

(t), and F

(t) for

F(t) = 3 ln(2 + t)i + 12

√

t + 1j + 2t

6

k.

4. Evaluate

9

1

3ti −5

√

tj

dt

5. Evaluate

9

4

5t

2

i −3

√

tj + 2tk

dt.

2.2. SPACE CURVES 45

6. If

u

(t) = −6ti −12t

2

j + 6k,

u

**(0) = −7i −3j + 2k, and
**

u(0) = 5i + 7j + 4k,

ﬁnd u(t).

7. Let I be an open interval and c be a constant. Prove: If F is diﬀer-

entiable and [F(t)[ = c, for all t ∈ I, then F(t) · F

(t) = 0, for all

t ∈ I.

8. Let f(t) = [u(t)[

n

, where u is diﬀerentiable. Show:

f

(t) = n[u(t)[

n−2

u(t) · u

(t).

(Hint: [u(t)[

n

= (u(t) · u(t))

n/2

.)

9. Prove Theorem 2.1.1.

10. Prove Theorem 2.1.2.

11. Prove Theorem 2.1.3.

12. Prove Theorem 2.1.4.

13. Complete the proof of Theorem 2.1.5.

14. Prove Theorem 2.1.6.

15. Prove Theorem 2.1.7.

16. Prove Theorem 2.1.8.

17. Prove Theorem 2.1.9.

2.2 Space Curves

We begin this section with the deﬁnition of a curve.

Deﬁnition 2.2.1. A continuous, nonconstant, vector function R = R(t)

deﬁned on an interval (of any type) is called a curve.

46 CHAPTER 2. CURVES IN SPACE

O

R(t)

Figure 2.1: A space curve

In this context, we always picture R(t) with its tail (initial point) at the

origin, that is, as a position vector. See Figure 2.1. Since it is natural to

identify the position vector of a point with the point itself, we can view the

image of a curve as a set of points in space (as opposed to a collection of

directed line segments whose tails are all at the origin). In applications, we

often think of a moving object whose position is given by R(t) at time t.

It is important to note that a curve is a vector function and that this is

not the same thing as the image of a curve.

Example 2.2.1. Describe the curve R(t) = R

0

+ tv.

Solution. As we’ve already seen, this represents the straight line through the

point with position vector R

0

and parallel to v.

Example 2.2.2. Describe the curve R(t) = a cos ωti +a sin ωtj, where a and

ω are positive constants.

Solution. The image of this curve is the circle in the xy-plane centered at the

origin of radius a. The point corresponding to the position vector of R(t)

travels around the circle in the counterclockwise direction as t increases. The

point takes 2π/ω to traverse a complete circle.

2.2. SPACE CURVES 47

−1

−0.5

0

0.5

1

−1

−0.5

0

0.5

1

0

5

10

15

20

x

y

z

Figure 2.2: A helix

Example 2.2.3. Describe the curve R(t) = ρ cos ti + ρ sin tj + btk, where ρ

and b are positive constants.

Solution. The image of this curve looks like a spring and is called a (circular)

helix.

1

Figure 2.2 shows the helix with ρ = b = 1

If R(t) = f(t)i + g(t)j + h(t)k is a curve, then

x = f(t), y = g(t), z = h(t)

are called the parametric equations for the curve.

Example 2.2.4. Write the parametric equations for

R(t) = a cos ωti + a sin ωtj,

1

Despite what some writers and editors of crossword puzzles seem to think, a helix is

not the same thing as a spiral, which is a planar curve.

48 CHAPTER 2. CURVES IN SPACE

where a and ω are positive constants.

Solution.

x = a cos ωt, y = a sin ωt, z = 0

Example 2.2.5. Write the parametric equations for

R(t) = ρ cos ti + ρ sin tj + btk,

where ρ and b are positive constants.

Solution.

x = ρ cos t, y = ρ sin t, z = bt

It’s often useful to remember that if a curve in the xy-plane is given by

y = f(x), then it can be expressed as parametric equations:

x = t, y = f(t), z = 0.

Tangent Vectors

Deﬁnition 2.2.2. Let R = R(t) be a curve. If R is diﬀerentiable at t, then

v(t) = R

**(t) is the velocity of R at t and v(t) = [v(t)[ is the speed of R at t.
**

The reader should note that velocity is not the same thing as speed. In

particular, the velocity is a vector, while the speed is a scalar.

Suppose R = R(t) is a curve and that R(t

0

) =

−→

OP, where O is the origin.

If v(t

0

) = 0, then v(t

0

) and any nonzero scalar multiple of v(t

0

) are said to

be tangent to the curve at the point P. Figure 2.3 shows why we adopt this

terminology. When we depict a tangent vector to a curve at a point P, as in

Figure 2.3, we always show the vector with its tail at P.

Deﬁnition 2.2.3. Let R = R(t) be a curve. Assume that v(t) exists and is

nonzero. Then the unit tangent vector T(t) is given by

T(t) =

1

v(t)

v(t).

2.2. SPACE CURVES 49

v(t)

O

R(t )

R(t+h)

P

Figure 2.3: The velocity vector

Example 2.2.6. Consider the helix R(t) = ρ cos ti + ρ sin tj + btk, where ρ

and b are positive constants. Find v(t), v(t), and T(t).

Solution. Diﬀerentiating, we obtain

v(t) = −ρ sin ti + ρ cos tj + bk.

Using the basic identity sin

2

t + cos

2

t = 1, we obtain

v(t) =

(−ρ sin t)

2

+ (ρ cos t)

2

+ b

2

=

ρ

2

+ b

2

.

So,

T(t) =

1

ρ

2

+ b

2

(−ρ sin ti + ρ cos tj + bk).

Smooth Curves

A general curve can be quite exotic. Nowhere-diﬀerentiable curves (i.e., func-

tions that are continuous at every point in an interval, but not diﬀerentiable

at any point in the interval) were constructed as early as 1875. See Singer

and Thorpe [20]. At least partially motivated by this discovery, much has

50 CHAPTER 2. CURVES IN SPACE

been written in the past several decades about extremely irregular curves

called fractals. A fractal curve is a curve for which the dimension of its im-

age is strictly between 1 and 2 according to some reasonable deﬁnition of

dimension. The classic work on fractals is [13]. In addition, it is also possible

to prove the existence of so-called space-ﬁlling curves. A space-ﬁlling curve is

one whose image intersects every point on a (two dimensional) surface. See

Apostol [1].

Therefore, it turns out that the requirement that a vector function simply

be continuous is not restrictive enough for our purposes, and we will limit

our attention to curves that satisfy some additional properties.

Deﬁnition 2.2.4. A curve R = R(t) deﬁned on an interval I is said to be

simple if I is not a closed bounded interval and R is 1-to-1, or I = [a, b] and

R is 1-to-1 on the interval [a, b) and on the interval (a, b].

Roughly speaking, a simple curve cannot cross itself, but it may join up

at the ends.

If the domain of R is [a, b] and R(a) = R(b), then R is said to be a closed

curve.

Deﬁnition 2.2.5. A curve R = R(t) is said to be smooth if:

1. R is continuously diﬀerentiable on its domain.

2

2. R is simple.

3. R

(t) = 0 for any t.

We note that a particular set of points in space can be the image of

both a smooth curve and a nonsmooth curve. As an example, consider

R(t) = t

3

i +t

3

j and S(t) = ti +tj. Both of these curves have the same image:

the line with slope equal 1 through the origin and lying in the xy-plane.

However, S is a smooth curve and R is not a smooth curve. (Why?)

We will call a set of points a [smooth] path if it is the image of some

[smooth] curve. If C is a [smooth] path and R is a [smooth] curve whose

image is C, then R is referred to as a [smooth] parametrization of C.

2

If the domain of R is not an open interval, then this means that R can be extended to

a continuously diﬀerentiable function deﬁned on an open interval containing its domain.

2.2. SPACE CURVES 51

Figure 2.4: An oriented path

Oriented Paths

In this text we will need to consider oriented paths. If C is a non-closed

smooth path, then any smooth parametrization R = R(t) can be used to

deﬁne an ordering on C in the obvious way:

R(t

1

) > R(t

2

) if t

1

> t

2

.

By the deﬁnition of smoothness, it follows that there are exactly two orderings

or orientations (or directions) of C that can be deﬁned in this manner. To

orient a closed path C one can divide the path into two overlapping, non-

closed, paths C

1

and C

2

, and then orient C

1

and C

2

separately requiring that

the orientations coincide on C

1

∩C

2

. Again, it follows that there are exactly

two orientations (or directions) of C.

If a particular orientation of a smooth path C has been chosen, then we

will refer to C as an oriented (or directed) path. The same path with the other

orientation will then be denoted −C. Pictorially, we indicate the orientation

(or direction) of an oriented path by arrows pointing in the direction of

increase along the path. See Figures 2.4 and 2.5.

The velocity vector obviously depends on the particular parametriza-

tion. However, the unit tangent vector depends only on the path and its

orientation. That is, if R

1

and R

2

are smooth parametrizations of the

52 CHAPTER 2. CURVES IN SPACE

Figure 2.5: An oriented closed path

2.2. SPACE CURVES 53

same path that determine the same orientation and R

1

(t

1

) = R

2

(t

2

), then

T

1

(t

1

) = T

2

(t

2

). Thus, we can view T as a function deﬁned on the oriented

smooth path itself.

Arc Length

Next we discuss arc length and parametrization by arc length.

Deﬁnition 2.2.6. Suppose R(t) = f(t)i + g(t)j + h(t)k, a ≤ t ≤ b, is a

smooth curve. Then the arc length of R from t = a to t = b is given by

b

a

(f

(t))

2

+ (g

(t))

2

+ (h

(t))

2

1/2

dt =

b

a

v(t) dt.

Notice that, since the velocity of a smooth curve is continuous, the integral

in Deﬁnition 2.2.6 exists as a ﬁnite number.

We leave it as an exercise to show that the arc length of a curve is in-

dependent of (smooth) parametrization. That is, if R

1

(t), a ≤ x ≤ b, and

R

2

(t), c ≤ x ≤ d, are both smooth parametrizations of the same path, then

b

a

[R

1

(t)[ dt =

d

c

[R

2

(t)[ dt.

It therefore makes sense to talk about the arc length of a smooth path.

Example 2.2.7. Find the arc length of the helix

R(t) = ρ cos ti + ρ sin tj + btk,

where ρ and b are positive constants, from (ρ, 0, 0) to (ρ, 0, 2πb).

Solution. First note that (ρ, 0, 0) corresponds to t = 0 and (ρ, 0, 2πb) cor-

responds to t = 2π. In the previous example we found that the speed is

v(t) =

ρ

2

+ b

2

. Therefore, the desired arc length is

2π

0

ρ

2

+ b

2

dt = 2π

ρ

2

+ b

2

.

54 CHAPTER 2. CURVES IN SPACE

Suppose that R(t) is a smooth curve deﬁned at t

0

. Then the arc length

from t

0

to t is given by

s = s(t) =

t

t

0

v(τ) dτ.

Now, by the fundamental theorem of calculus and the deﬁnition of smooth-

ness s

**(t) = v(t) > 0. Therefore, s(t) is strictly increasing and thus invertible.
**

This means that one can (at least theoretically) solve the equation s = s(t)

for t = t(s). Thus, a smooth curve can always be “parametrized by arc

length.”

Henceforth, when we use “s” as a parameter for a curve we will always

interpret it as arc length.

We trust that the following example will help clarify these ideas.

Example 2.2.8. Reparametrize the curve

x = sin t, y = cos t, z = t, 0 ≤ t ≤ 2π,

by arc length.

Solution. For this curve v(t) =

√

2, so

s = s(t) =

t

0

v(τ) dτ = t

√

2.

Therefore, t = s/

√

2.

Substituting, we obtain

x = sin

s

√

2

, y = cos

s

√

2

, z =

s

√

2

, 0 ≤ s ≤ 2π

√

2.

Note that we can choose the lower limit of integration in the integral

above to be any convenient number in the domain of the curve. In fact, we

can even allow the integral to be improper, as long as it is convergent.

In what follows it will be useful to remember that

ds =

ds

dt

dt = v(t) dt.

2.2. SPACE CURVES 55

ds is referred to as the element of arc length. Also, we have

dR

ds

=

dR/dt

ds/dt

=

v(t)

v(t)

= T(t),

so dR/ds is always a unit vector. For this reason a curve that is parametrized

by arc length is often called a unit speed curve.

2.2.1 Exercises

1. Sketch the image of the curve R(t) = t

2

i + t

−2

j, t > 0, in the plane.

On the same plot, sketch R(1) and v(1).

2. Suppose

R(t) = −4t

2

i + 4

√

tj + (t

2

−1)k

is the position vector of a moving particle. Find the velocity and the

speed at time t = 4.

3. Given R(t) = t

2

i +

2

3

t

3

j + tk, ﬁnd (a) T(t) and (b) the value of T at

the point

1,

2

3

, 1

.

4. The coordinates of a moving point are given as follows:

x = 3t cos t, y = 3t sin t, z = 4t.

Find T(t).

5. Find the unit tangent vector for the circle

x

2

+ y

2

= a

2

, z = 0, (a > 0 constant),

oriented counterclockwise. Write the answer in terms of x and y.

6. Find symmetric equations for the line tangent to the curve

x = t

2

, y = t

3

, z = 1 −t

through the point (1, −1, 2).

7. Find symmetric equations of the tangent line to the path parametrized

by

R(t) = 2 cos ti + 6 sin tj + tk at t = π/3.

56 CHAPTER 2. CURVES IN SPACE

8. Find parametric equations for the tangent line to the curve

x = −t −8, y = t

2

−3, z = 2t −5

at the point (−9, −2, −3).

9. Find parametric equations for the tangent line to the curve

x = 4

√

t, y = t

2

−10, z =

4

t

at the point (8, 6, 1).

10. Find parametric equations for the tangent line to the curve

x = t + 3, y = −t

3

−7, z = −3t −4

at the point (1, 1, 2).

11. For the curve deﬁned by

x = 2 cos t, y = −t, z = 2 sin t,

ﬁnd (a) the velocity at any time t and (b) the arc length of the curve

from t = 0 to t = 2π.

12. For the spiral

x = t cos t, y = t sin t, t ≥ 0,

ﬁnd an equation for the tangent line through (0, π/2).

13. Let C be the path parametrized by R(t) = 't, cos 2t, sin 2t`.

(a) Find the arc length of C from t = 0 to t = π.

(b) Find parametric equations of the line tangent to C at the point

(π/2, −1, 0).

14. Find the arc length of the curve deﬁned by

x = t

3

, y = 3t

2

, z = 6t

from t = 2 to t = 4.

2.2. SPACE CURVES 57

15. Find the arc length of the path parametrized by

x =

2

3

t

3

, y = 2t

2

, z = 4t, 0 ≤ t ≤ 1.

16. Find the arc length of the spiral

x = t cos t, y = t sin t, t ≥ 0,

from t = 0 to t = π/2. (Hint. You may want to look the integral up in

a table or use computer software.)

17. Find the arc length of the hypocycloid with four cusps (or astroid)

x = a cos

3

t, y = a sin

3

t, 0 ≤ t ≤ 2π.

18. Reparametrize the curve

x = e

t

cos t, y = e

t

sin t, z = e

t

by arc length.

19. For the curve

x = sin t −t cos t, y = cos t + t sin t, z = t

2

ﬁnd T(t), t = 0.

20. Find the arc length from (π, −1, π

2

) to (−2π, 1, 4π

2

) for the curve in

Exercise 19.

21. Suppose a curve in the xy-plane is given by y = f(x). Show that the

arc length from x = a to x = b is given by

b

a

1 + [f

(x)]

2

1/2

dx.

Find the arc length of the curve given by y = ln(sec x) from x = 0 to

x = π/4.

58 CHAPTER 2. CURVES IN SPACE

22. Prove that the arc length of a curve is independent of (smooth) pa-

rametrization. (Hint: If R

1

(t), a ≤ x ≤ b, and R

2

(t), c ≤ x ≤ d,

are both smooth parametrizations of the same path, then there exits a

continuously diﬀerentiable function h from [c, d] onto [a, b] such that h

**is nonvanishing and R
**

2

(t) = R

1

(h(t)).)

23. Prove: If R

1

and R

2

are smooth parametrizations of the same path that

determine the same orientation and R

1

(t

1

) = R

2

(t

2

), then T

1

(t

1

) =

T

2

(t

2

). (Hint: See the hint for Exercise 22. In this case, h

is positive.)

2.3 More About Curves

In this section we study curves in somewhat more detail.

3

Throughout this

section, R = R(t) will be a smooth curve that is twice continuously diﬀer-

entiable. Also, as previously stated, we reserve the letter “s” for arc length

along the curve.

Acceleration and Curvature

Recall that the velocity is given by v(t) = R

**(t) and that the speed is given
**

by v(t) = [v(t)[. Also recall that the unit tangent vector is given by

T(t) =

v(t)

v(t)

or T(s) =

dR

ds

.

We deﬁne the curvature by

k =

dT

ds

.

In terms of t this can be written

k =

dT

dt

ds

dt

=

1

v(t)

dT

dt

.

One can show that the curvature of a straight line is 0, and that the curvature

of a circle is 1/a, where a is the radius of the circle.

3

This section may be omitted without loss of continuity.

2.3. MORE ABOUT CURVES 59

By Exercise 7, Section 2.1.1, dT/dt is always perpendicular to T. There-

fore, we deﬁne N, the principle unit normal vector, by

N =

dT/dt

[dT/dt[

or

N =

dT/ds

[dT/ds[

=

1

k

dT

ds

.

The acceleration is deﬁned by

a(t) = v

(t) = R

(t).

If we write v = vT and diﬀerentiate both sides of this equation with

respect to t, we obtain

a =

dv

dt

T+ v

dT

dt

=

dv

dt

T+ kv

2

N.

Thus, the tangential component of the acceleration is given by

a

T

=

dv

dt

,

and the normal component of the acceleration is given by

a

N

= kv

2

.

Since T and N are perpendicular unit vectors, it follows that

[a[

2

= a

2

T

+ a

2

N

.

Example 2.3.1. Suppose the coordinates of a moving point are given as

follows:

x = t, y =

1

√

2

t

2

, z =

1

3

t

3

.

Find T, N, k, a

T

, and a

N

.

60 CHAPTER 2. CURVES IN SPACE

Solution. First, we compute

dx

dt

= 1,

dy

dt

= t

√

2,

dz

dt

= t

2

.

So,

v =

1 + 2t

2

+ t

4

1/2

= 1 + t

2

,

and we obtain

T =

1

1 + t

2

i + t

√

2j + t

2

k

.

Diﬀerentiating, we ﬁnd

dT

dt

=

1

(1 + t

2

)

2

−2ti +

√

2

1 −t

2

j + 2tk

.

A straightforward calculation then shows that

dT

dt

=

√

2

1 + t

2

.

It follows that

N =

1

1 + t

2

−t

√

2i +

1 −t

2

j + t

√

2k

and

k =

√

2

(1 + t

2

)

2

.

Finally,

a

T

=

dv

dt

= 2t

and

a

N

= kv

2

=

√

2.

Example 2.3.2. Derive the following alternative formula for the curvature:

k =

[a ×v[

v

3

.

2.3. MORE ABOUT CURVES 61

Solution. We start out with

a =

dv

dt

T+ kv

2

N.

Using the fact that T×T = 0, we have

a ×T = kv

2

N×T.

N×T is a unit vector, so

[a ×T[ = kv

2

.

Substituting T = v/v and solving for k gives us

k =

[a ×v[

v

3

,

as desired.

The Frenet Equations

Assume for now that the smooth path in question is parametrized by arc

length and that the curvature k is nonvanishing.

Recall that

dT

ds

= kN.

We deﬁne B = T×N. B is a unit vector that is normal to T and to N and

is called the binormal vector. See Figure 2.6. (In Figure 2.6, T and N both

lie on the page and B points directly into the page.)

We leave it as an exercise to show that

dN

ds

+ kT

is also perpendicular to T and to N. It follows that we can deﬁne τ by the

equation

dN

ds

= −kT+ τB.

τ is called the torsion.

Diﬀerentiating both sides of the equation B = T×N with respect to s,

one can show that

dB

ds

= −τN.

62 CHAPTER 2. CURVES IN SPACE

T

N

B

Figure 2.6: T, N, and B

So,

τ = −

dB

ds

· N.

The following equations from above are referred to as the Frenet equa-

tions:

dT

ds

= kN

dN

ds

= −kT+ τB

dB

ds

= −τN

These equations can be used to prove the fundamental theorem of space

curves. This says, roughly, that a smooth path with nonvanishing curvature

is completely determined up to position by its curvature and its torsion. See

[16].

Finally, we note that although we have for simplicity assumed that the

given path is parametrized by arc length, we could, using the chain rule, write

formulas for N, B, and τ in terms of an arbitrary parameter t. In any event,

each of the functions T, N, B, k, and τ depend only on the smooth path

and possibly the orientation (k does not depend on the orientation), and not

2.3. MORE ABOUT CURVES 63

on the particular parametrization. The reader should recall the discussion in

the previous section concerning independence of parametrization for T.

Example 2.3.3. Find T, N, B, k, and τ for the circular helix

x = 3 cos t, y = 3 sin t, z = 4t.

Solution. From Example 2.2.6, with ρ = 3 and b = 4, we have

T =

1

5

(−3 sin ti + 3 cos tj + 4k)

and v = 5. Diﬀerentiating, we obtain

dT

dt

= −

3

5

(cos ti + sin tj)

and [dT/dt[ = 3/5. It follows that

N = −cos ti −sin tj

and

B = T×N =

1

5

(4 sin ti −4 cos tj + 3k).

Next, we have

k =

1

v

dT

dt

=

3

25

.

Finally,

dB

ds

=

dB/dt

ds/dt

=

1

v

dB

dt

=

4

25

(cos ti + sin tj),

so, comparing dB/ds with N, we obtain

τ =

4

25

.

64 CHAPTER 2. CURVES IN SPACE

2.3.1 Exercises

1. The coordinates of a moving point are given as follows:

x = 3t cos t, y = 3t sin t, z = 4t.

Find a

T

and a

N

.

2. Suppose a curve in the xy-plane is given by y = f(x). Derive the

formula

k =

[f

(x)[

1 + [f

(x)]

2

3/2

.

Use this to ﬁnd the curvature of the curve y = x

2

.

3. Find k, N, B, and τ for the circle

x

2

+ y

2

= a

2

, z = 0 (a > 0 constant)

oriented counterclockwise. Write the answers in terms of x and y. (You

were asked to ﬁnd T in Exercise 5, Section 2.2.1.)

4. Show that the curve

x =

3

5

cos s, y = 1 + sin s, z =

4

5

cos s, 0 ≤ s ≤ 2π,

is a unit speed curve and compute k, τ, T, N, and B.

5. For the curve

x = sin t −t cos t, y = cos t + t sin t, z = t

2

ﬁnd k = k(t), t = 0.

6. The osculating plane to a smooth curve R = R(t) at the point (with po-

sition vector) R(t

0

) is the plane through R(t

0

) perpendicular to B(t

0

).

The point (with position vector)

m

c

= R(t

0

) +

1

k(t

0

)

N(t

0

)

is called the center of curvature of R at t

0

.

2.4. PLOTTING CURVES 65

ρ(t

0

) = 1/k(t

0

) is called the radius of curvature at t

0

. The circle of ra-

dius ρ(t

0

), center (with position vector) m

c

, and lying in the osculating

plane is called the osculating circle of R at t

0

.

Find an equation for the osculating circle of

R(t) = cosh ti + sinh tj + tk

at the point (1, 0, 0). (Hint: cosh

2

t −sinh

2

t = 1.)

7. Prove that

[a[

2

= a

2

T

+ a

2

N

.

8. Show that the curvature of a straight line is 0.

9. Show that

dN

ds

+ kT

is perpendicular to T and to N.

10. Prove that

dB

ds

= −τN.

11. Let R = R(s) be a smooth curve with k nonzero. Show that if τ = 0

for all s, then R(s) is a plane curve (i.e., the image of R(s) lies in a

plane). Hint: Assume τ = 0 for all s. This implies that B is constant.

(Why?) Let R

0

= R(s

0

) for some s

0

in the domain of R and consider

d

ds

[(R(s) −R

0

) · B] .

2.4 Plotting Curves

Matlab (with Symbolic Math Toolbox) makes it easy to plot space curves

that are given parametrically. If you have access to Matlab try the follow-

ing. You should pay careful attention to the syntax. Entering a command or

a mathematical expression incorrectly is a very common mistake. You can

use the up-arrow key to edit the previous line. If you are using some other

software, then you will need to modify these commands. (We use “>” for the

prompt. This may be diﬀerent on your computer. Do not type the symbol

“>”.)

66 CHAPTER 2. CURVES IN SPACE

> syms t

> ezplot3(cos(t)+t*sin(t),sin(t)-t*cos(t),2*t^2,[-2*pi,2*pi])

We list here the curves that have appeared in this chapter along with

suggested domains. (In some cases we have speciﬁed or changed some of the

constants.) We encourage the reader to experiment with diﬀerent domains.

Note that you only need to type “syms t” once, at the beginning of, each

session.

• x = t, y = t

2

, z = t

3

, [−2, 2]

• x = cos t, y = sin t, z = 1, [0, 2π]

• x = cos t, y = sin t, z = t, [−2π, 2π]

• x = t cos t, y = t sin t, z = t, [−2π, 2π]

• x = e

t

cos t, y = e

t

sin t, z = e

t

, [−2π, 2π]

• x = 3 cos t, y = 1 + 5 sin t, z = 4 cos t, [0, 2π]

• x = sin t −t cos t, y = cos t + t sin t, z = t

2

, [−2π, 2π]

• x = cosh t, y = sinh t, z = t, [−2, 2]

Planar Curves

We can also use Matlab (with Symbolic Math Toolbox) to plot planar

curves using the command “ezplot.” Try the following commands:

> syms t,x

> ezplot(cos(t)+t*sin(t),sin(t)-t*cos(t),[-2*pi,2*pi])

> ezplot(cos(2*x),[-2*pi,2*pi])

References

Matlab comes with extensive on-line help. For a general overview of Mat-

lab we recommend [10].

2.4. PLOTTING CURVES 67

2.4.1 Project

1. Use Matlab or some other software to plot all of the curves listed

in this section. Identify as many curves as you can. Experiment with

diﬀerent domains.

2. Try plotting the function given by y = sin(x

5

) on the interval [0, 5] using

Matlab or some other software. Is the result a faithful representation

of the graph of this function? (Hint: If you used the Matlab command

ezplot, then the answer is: “No.”) Discuss some of the potential

pitfalls of using graphing software. In particular, what causes problems

in this example?

68 CHAPTER 2. CURVES IN SPACE

Chapter 3

Scalar Fields and Vector Fields

3.1 Scalar Fields

Before we consider scalar ﬁelds, we want to brieﬂy discuss certain important

types of subsets of euclidean space. As usual, we will focus our attention on

space.

Regions

By a region in space we mean any nonempty set of points in space. The open

ball of radius > 0 centered at P(x

0

, y

0

, z

0

) is given by

B

(P) =

¸

(x, y, z) : (x −x

0

)

2

+ (y −y

0

)

2

+ (z −z

0

)

2

<

2

¸

.

Given any region R a point P belongs to the interior of R, or is an interior

point of R, if there is an open ball centered at P that is contained in R. P

belongs to the boundary of R, or is a boundary point of R, if every open ball

centered at P contains points in R and points not in R. Finally, P belongs

to the exterior of R, or is an exterior point of R, if there is an open ball

centered at P that does not contain any of the points in R. In Figure 3.1,

A is an interior point, B and C are boundary points, and D is an exterior

point.

A region R is said to be open if every point in R is an interior point.

Since a region cannot contain any of its exterior points, a region is open if

and only if it contains none of its boundary points. A region that contains

all of its boundary points is said to be closed. A region that contains some,

69

70 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

∙

∙

∙

∙

A

B

C

D

R

Figure 3.1: A region

3.1. SCALAR FIELDS 71

but not all, of its boundary points is neither open nor closed. Note that the

region consisting of all points in space has no boundary points, so it is both

open and closed. (The empty set is also both open and closed.)

1

A region is

bounded if it is contained in some open ball. A region is compact if it closed

and bounded.

The boundary of the open ball of radius > 0 centered at P(x

0

, y

0

, z

0

) is

called the sphere of radius > 0 centered at P(x

0

, y

0

, z

0

) and is given by

S

(P) =

¸

(x, y, z) : (x −x

0

)

2

+ (y −y

0

)

2

+ (z −z

0

)

2

=

2

¸

.

Note that comparable deﬁnitions can be made for subsets of euclidean

space of any dimension. In the plane an open ball is called an open disk.

The open disk of radius > 0 centered at P(x

0

, y

0

) is given by

D

(P) =

¸

(x, y) : (x −x

0

)

2

+ (y −y

0

)

2

<

2

¸

.

The boundary of an open disk is called a circle.

We caution, however, that even though a given region in the plane can be

viewed as a region in space, the characterization of the region (open, closed,

or neither) may depend on whether it is viewed as a region in the plane or

as a region in space. For example, a nonempty open subset of the plane is

never open as a subset of space. See also Exercises 4 and 5 in Section 3.3.1.

Scalar Fields

A scalar ﬁeld is a real-valued function deﬁned on a region of euclidean space,

that is, a real-valued function of several variables. We assume that the reader

has studied scalar ﬁelds, including continuity, partial derivatives, and the

chain rule. (Again, the reader is referred to his or her favorite calculus text.)

We do, however, want to discuss the directional derivative, the gradient, and

some applications thereof, since the gradient, in particular, will play a key

role in the sequel. As usual, we will, for the most part, restrict our attention

to space, and leave considerations in the plane and higher dimensional spaces

to the reader.

Recall that a scalar ﬁeld f is continuously diﬀerentiable on an open set

A if f and all of its ﬁrst partial derivatives are continuous on A. “Twice

continuously diﬀerentiable,” and so forth are deﬁned similarly.

1

In any ﬁnite dimensional euclidean space the only sets that are both open and closed

are the empty set and the entire space.

72 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

The Directional Derivative and the Gradient

Let u be a given nonzero vector and P(x

0

, y

0

, z

0

) be a given point. Take the

line through P in the direction of u parametrized by arc length (so u points

in the direction of increasing s) and with (x

0

, y

0

, z

0

) corresponding to s = 0:

x = x(s), y = y(s), z = z(s).

Suppose that the scalar ﬁeld f is continuously diﬀerentiable on some open

set containing P. The directional derivative of f at P in the direction of u

is given by

D

u

f(P) =

d

ds

f (x(s), y(s), z(s))

s=0

.

This is the rate of change of f at P in the direction of u per unit distance.

Notice that D

u

f(P) is not deﬁned for u = 0 and depends only on the

direction of u.

By the chain rule, we can write this as

D

u

f(P) =

∂f

∂x

dx

ds

+

∂f

∂y

dy

ds

+

∂f

∂z

dz

ds

=

∂f

∂x

i +

∂f

∂y

j +

∂f

∂z

k

·

dx

ds

i +

dy

ds

j +

dz

ds

k

,

where ∂f/∂x, ∂f/∂y, and ∂f/∂z are all evaluated at P, and dx/ds, dy/ds,

and dz/ds are all constant. If we deﬁne

gradf =

∂f

∂x

i +

∂f

∂y

j +

∂f

∂z

k

and note that

u

[u[

=

dx

ds

i +

dy

ds

j +

dz

ds

k,

then we can write

D

u

f(P) = gradf(P) ·

u

[u[

.

gradf is called the gradient of f. The reader should always keep in mind

that the directional derivative is a scalar and that gradf(P) is a vector.

Example 3.1.1. Find D

u

f(P) for f(x, y, z) = x +xyz at P(1, 3, −2) in the

direction of u = '−1, 2, 2`.

3.1. SCALAR FIELDS 73

Solution. First, we compute

gradf(x, y, z) = (1 + yz)i + xzj + xyk.

So,

gradf(1, 3, −2) = −5i −2j + 3k.

Therefore,

D

u

f(P) = (−5i −2j + 3k) ·

'−1, 2, 2`

['−1, 2, 2`[

=

7

3

.

Note that

D

u

f(P) = gradf(P) ·

u

[u[

= [gradf(P)[ cos θ,

where θ is the angle between gradf(P) and u.

We can restate the above as follows:

Theorem 3.1.1. Suppose that the scalar ﬁeld f is continuously diﬀerentiable

on some open set containing P. Then the component of gradf(P) in the

direction of u is D

u

f(P).

Clearly, D

u

f(P) is a maximum for f at a given point P when θ = 0

or, equivalently, when u is in the direction of gradf(P). So, we have the

following:

Theorem 3.1.2. Suppose that the scalar ﬁeld f is continuously diﬀerentiable

on some open set containing P. The maximum rate of increase of f at P

(with respect to distance) is [gradf(P)[. This maximum rate of increase

occurs in the direction of gradf(P).

The reader should be able to formulate results concerning the maximum

rate of decrease of f at P.

Example 3.1.2. Find the maximum rate of increase of f(x, y, z) = x +xyz

at (1, 3, −2). In what direction does this occur?

74 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

Solution. In the last example, we found that

gradf(1, 3, −2) = −5i −2j + 3k.

So, the maximum rate of increase is

[ −5i −2j + 3k[ =

√

38,

and this maximum rate of increase is in the direction of the vector

−5i −2j + 3k.

Again, all of these results are valid in the plane and in higher dimensional

euclidean spaces with the obvious modiﬁcations.

Level Sets and Level Surfaces

If f is a scalar ﬁeld, then the set

S

k

= ¦(x, y, z) : f(x, y, z) = k¦ ,

where k is a constant, is called a level set of f.

If A is any closed set, then it can be shown that there exists a continuous

function f, deﬁned on all of space, such that A is a level set of f. Therefore,

in our deﬁnition of a smooth level surface, we shall impose conditions on f

that are stronger than mere continuity.

Deﬁnition 3.1.1. Let S

k

be a level set of a scalar ﬁeld f. Suppose that f is

continuously diﬀerentiable in an open set containing S

k

. Also, suppose that

gradf = 0 for all points in S

k

. Then S

k

is a smooth level surface.

Note that a smooth level surface may be “disconnected.”

2

Consider, for

example, f(x, y, z) = x

2

−y

2

−z

2

for k > 0.

Example 3.1.3. Describe the level sets of f(x, y, z) = ax + by + cz, where

a, b, and c are constants.

2

Beginning with Section 4.4, we will work with only “connected” surfaces.

3.1. SCALAR FIELDS 75

Solution. These are all of the planes that have 'a, b, c` as a normal vector.

These are all, in fact, smooth level surfaces.

Example 3.1.4. Describe the level sets of f(x, y, z) = x

2

+ y

2

+ z

2

.

Solution. If k < 0, then the level set is the empty set. If k = 0, then the

level set is the origin. If k > 0, then the level set is the sphere of radius

√

k

centered at the origin. A sphere is, of course, a smooth surface.

Example 3.1.5. Describe the level sets of f(x, y, z) = [x[ +[y[ +[z[.

Solution. If k < 0, then the level set is the empty set. If k = 0, then the

level set is the origin. If k > 0, then the level set is the surface of the cube

with vertices (±k, 0, 0), (0, ±k, 0), and (0, 0, ±k). The surface of a cube is

a surface; however, it is not a smooth surface, because of the edges and the

vertices.

We say a vector n is normal (or perpendicular) to a given smooth surface

at (x

0

, y

0

, z

0

) if whenever R is a smooth curve whose image is contained in

the smooth surface and R(t

0

) = 'x

0

, y

0

, z

0

`, then n is perpendicular to v(t

0

).

The plane perpendicular to such a vector n through (x

0

, y

0

, z

0

) is called the

tangent plane to the smooth surface through (x

0

, y

0

, z

0

).

We then also have the following important property of the gradient:

Theorem 3.1.3. Let S

k

be a level set of a scalar ﬁeld f. Suppose that f is

continuously diﬀerentiable in an open set containing S

k

. Also, suppose that

gradf = 0 for all points in S

k

. If (x

0

, y

0

, z

0

) ∈ S

k

, then gradf(x

0

, y

0

, z

0

) is

perpendicular to the smooth level surface S

k

at (x

0

, y

0

, z

0

).

Proof. Suppose that

x = x(s), y = y(s) z = z(s)

is a smooth curve (which we can assume is parametrized by arc length)

through (x(0), y(0), z(0)) = (x

0

, y

0

, z

0

) and contained in the level surface S

k

.

Let u = v(0). Then f(x(s), y(s), z(s)) = k, so D

u

f(x

0

, y

0

, z

0

) = 0.

But

D

u

f(x

0

, y

0

, z

0

) = gradf(x

0

, y

0

, z

0

) ·

u

[u[

,

where u/[u[ is tangent to the given curve.

76 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

Figure 3.2: A gradient vector and tangent plane to a level surface

Figure 3.2 shows a gradient vector and the tangent plane through the

same point for a smooth level surface.

Thus, if f(x, y, z) = c is a smooth level surface through (x

0

, y

0

, z

0

), then

the equation of the tangent plane to the surface through (x

0

, y

0

, z

0

) is given

by

gradf(x

0

, y

0

, z

0

) · 'x −x

0

, y −y

0

, z −z

0

` = 0

or

∂f

∂x

(x

0

, y

0

, z

0

)(x −x

0

) +

∂f

∂y

(x

0

, y

0

, z

0

)(y −y

0

) +

∂f

∂z

(x

0

, y

0

, z

0

)(z −z

0

) = 0.

Example 3.1.6. Find an equation for the tangent plane to the level surface

x

2

+ yz = 5 at (2, 1, 1).

Solution. Write f(x, y, z) = x

2

+ yz, then

gradf(x, y, z) = '2x, z, y`

and

gradf(2, 1, 1) = '4, 1, 1`.

3.1. SCALAR FIELDS 77

It follows that

4(x −2) + (y −1) + (z −1) = 0

is an equation of the tangent plane.

A surface can also be given by a function z = g(x, y). If g is continuously

diﬀerentiable, then the surface z = g(x, y) can be viewed as a level surface

by writing

f(x, y, z) = g(x, y) −z = 0.

It follows that gradf is nonvanishing and the tangent plane through the

point (x

0

, y

0

, z

0

) is given by

∂g

∂x

(x

0

, y

0

)(x −x

0

) +

∂g

∂y

(x

0

, y

0

)(y −y

0

) −(z −z

0

) = 0

or

z = z

0

+

∂g

∂x

(x

0

, y

0

)(x −x

0

) +

∂g

∂y

(x

0

, y

0

)(y −y

0

).

3.1.1 Exercises

In Exercises 1–6, for the given region R, ﬁnd: (a) the interior of R, (b) the

boundary of R, and (c) the exterior of R. Also, (d) determine whether R is

open or closed or neither.

1. R = ¦(x, y, z) : x

2

+ y

2

+ z

2

< 1¦

2. R = ¦(x, y, z) : x

2

+ y

2

+ z

2

≤ 1¦

3. R = ¦(x, y, z) : x

2

+ y

2

+ z

2

= 1¦

4. R = ¦(x, y, z) : x

2

+ y

2

< 1, z = 0¦

5. R = ¦(x, y) : x

2

+ y

2

< 1¦

6. R = ¦(x, y, z) : x, y, z are rational numbers¦

7. Find gradf(1, 2, −1) for f(x, y, z) = y

2

sin(xz).

8. Find the directional derivative of

f(x, y) = tan

−1

(3xy)

at the point (4, 2) in the direction of the vector u =

√

3

2

i −

1

2

j.

78 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

9. Find the directional derivative of

f(x, y) = 3x

2

−y

2

+ 5xy

at the point (2, −1) in the direction of −3i −4j.

10. Let f(x, y) = x

3

+y

3

−3xy. Find the directional derivative of f at the

point (2, 1) in the direction of '−4, 3`.

11. Find the directional derivative of f(x, y) = x

2

− 2y

2

at (3, 3) in the

direction of 2i −j.

12. In what direction does f(x, y) = x

2

− 2y

2

increase most rapidly at

(3, 3)? What is the value of this maximum rate of increase?

13. Find the directional derivative of f(x, y) = −x

2

y

2

+ 2x

2

at P in the

direction from P(−3, 1) to Q(−6, −1). Also, ﬁnd a vector in the direc-

tion in which f increases most rapidly at P and ﬁnd the rate of change

of f in that direction.

14. Let f(x, y) = x

2

cos y.

(a) Find D

u

f(P) at P(

√

2, π/2) in the direction of u = '

√

3/2, 1/2`.

(b) What is the maximum value of D

u

f(P) at P(

√

2, π/2)?

(c) In what direction does D

u

f(P) at P(

√

2, π/2) attain its maximum

value?

15. Find the directional derivative of

f(x, y, z) = 2xz −3yz −xy

at the point (−1, 2, −1) in the direction of −i + 3j +k.

16. Find the directional derivative D

u

f(P) of f(x, y, z) = x + xyz at

P(1, −2, 2) in the direction of the vector u = 2i + 2j +k.

17. Find the maximum rate of increase of f(x, y, z) = x

2

+ 2yz − sin z at

(3, 2, 0). In what direction does this occur?

18. Describe the level sets of f(x, y, z) = max¦[x[, [y[, [z[¦.

3.1. SCALAR FIELDS 79

19. Find an equation of the tangent plane to the surface

z = x

2

+ 2xy −y

2

through the point (1, −2, −7).

20. Find an equation of the tangent plane to z = (2x −y)

2

at (2, 3, 1).

21. Find an equation of the tangent plane to the graph of

4x

2

−2y

2

−7z = 0 at (−2, −1, 2).

22. Find an equation of the tangent plane to the ellipsoid 9x

2

+4y

2

+9z

2

=

34 at (1, 2, −1).

23. Find an equation of the tangent plane to the hyperboloid z = xy at

(2, −3, 6).

24. Find an equation of the tangent plane to the sphere x

2

+ y

2

+ z

2

= 21

at (2, 4, −1).

25. (a) Find an equation for the tangent plane to the ellipsoid

x

2

+ 2y

2

+ 3z

2

= 6 at the point (1, 1, 1).

(b) Find parametric equations for the normal line to

x

2

+ 2y

2

+ 3z

2

= 6 through the point (1, 1, 1).

26. (a) Find an equation for the tangent plane to the surface

z = cos(x) sin(y) at the point (π/3, π/6, 1/4).

(b) Find parametric equations for the normal line to

z = cos(x) sin(y) at the point (π/3, π/6, 1/4).

27. Find an equation for the tangent plane to the paraboloid

z = x

2

+ y

2

at the point (1, 2, 5).

80 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

28. Find a point P on the surface z = (2x−y)

2

with the property that the

plane tangent to the surface at P is parallel to 12x −6y −z = 0.

29. (Lagrange Multipliers) Assume f and g are scalar ﬁelds and grad g is

nonvanishing. Then one can show that the maximum and minimum

values of f subject to the constraint (or side condition) g(x, y, z) = 0

(if they exist) occur at those points P for which

gradf(P) = λgradg(P),

for some constant (scalar) λ. (λ is called a Lagrange multiplier.)

Use this result to ﬁnd the point(s) on the surface z = xy +5 closest to

the origin. (Hint: Minimize the square of the distance. Also remember

that the point(s) must satisfy the constraint equation as well.)

30. Given a region R, the closure of R is given by

closure R = R ∪ boundary R.

Show that the closure of a region is a closed region.

3.2 Vector Fields and Flow Curves

By a vector ﬁeld in space we mean a function F deﬁned on a region of space

such that F(x, y, z) is a vector in space, that is, a space-vector-valued function

of three variables. We picture the directed line segment corresponding to

F(x, y, z) with its initial point or tail located at (x, y, z). One can consider

vector ﬁelds in diﬀerent dimensional spaces, but, once again, we are focused

here on three dimensional space. Figure 3.3 depicts a vector ﬁeld in space.

We can always write

F(x, y, z) = F

1

(x, y, z)i + F

2

(x, y, z)j + F

3

(x, y, z)k,

where F

1

, F

2

, and F

3

are scalar ﬁelds. F is continuous [continuously diﬀer-

entiable, etc.] on an open set A if and only if F

1

, F

2

, and F

3

are continuous

[continuously diﬀerentiable, etc.] on A.

If f is a scalar ﬁeld, then gradf is a vector ﬁeld. Examples from physics

include gravitational ﬁelds, electric ﬁelds, and magnetic ﬁelds.

3.2. VECTOR FIELDS AND FLOW CURVES 81

Figure 3.3: A vector ﬁeld

Flow Curves

A smooth curve is called a ﬂow curve (or ﬂow line) of a vector ﬁeld F if the

tangent to the curve at every point is parallel to F at that point. Figure 3.4

shows a vector ﬁeld in the plane together with several ﬂow curves.

The condition that R = R(t) be a ﬂow curve of F is equivalent to

T = βF, where β = β(x, y, z),

and T is the unit tangent vector for R. Since

T =

dR

ds

=

dx

ds

i +

dy

ds

j +

dz

ds

k,

we obtain

βF

1

=

dx

ds

, βF

2

=

dy

ds

, βF

3

=

dz

ds

,

or

dx

F

1

=

dy

F

2

=

dz

F

3

,

if F

1

, F

2

, and F

3

are all nonvanishing.

As an example, in the magnetic ﬁeld created by one or more small bar

magnets, iron ﬁlings will line up along ﬂow curves.

Example 3.2.1. For F(x, y, z) = x

2

i +y

2

j +zk ﬁnd the ﬂow curve through

the point (2, 2, 1).

82 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

Figure 3.4: Flow curves

Solution. We need to solve

dx

x

2

=

dy

y

2

=

dz

z

.

This leads us to

dx

x

2

=

dz

z

and

dy

y

2

=

dz

z

.

Integrating, we obtain

−

1

x

= ln [z[ + c

1

and −

1

y

= ln [z[ + c

2

,

where c

1

and c

2

are constants. Upon substituting x = y = 2 and z = 1, we

obtain c

1

= c

2

= −1/2. Thus, the ﬂow curve through the point (2, 2, 1) is

given by

x = y =

2

1 −2 ln z

.

3.2. VECTOR FIELDS AND FLOW CURVES 83

The Divergence

If F = F

1

i + F

2

j + F

3

k is a continuously diﬀerentiable vector ﬁeld we deﬁne

the divergence of F by

div F =

∂F

1

∂x

+

∂F

2

∂y

+

∂F

3

∂z

.

Note that div F is a scalar ﬁeld.

Example 3.2.2. Find div F for F(x, y, z) = xy

2

i + xyj + xyk.

Solution.

div F(x, y, z) = y

2

+ x

Example 3.2.3. Find div F for

F(x, y, z) =

xi + yj + zk

(x

2

+ y

2

+ z

2

)

3/2

.

Solution. First, we compute

∂F

1

∂x

=

(x

2

+ y

2

+ z

2

)

3/2

−3x

2

(x

2

+ y

2

+ z

2

)

1/2

(x

2

+ y

2

+ z

2

)

3

=

−2x

2

+ y

2

+ z

2

(x

2

+ y

2

+ z

2

)

5/2

.

By symmetry, we see that

∂F

2

∂y

=

x

2

−2y

2

+ z

2

(x

2

+ y

2

+ z

2

)

5/2

and

∂F

3

∂z

=

x

2

+ y

2

−2z

2

(x

2

+ y

2

+ z

2

)

5/2

.

Adding these together we obtain

div F(x, y, z) = 0, (x, y, z) = (0, 0, 0).

84 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

Roughly speaking, the divergence of a vector ﬁeld at a point is a measure

of how much the vector ﬁeld diverges or expands at that point.

More precisely, the divergence of F at a point P is the ﬂux per unit

volume at P. The ﬂux of a vector ﬁeld through a surface is a measure of how

much the vector ﬁeld “ﬂows” through the surface. (“Flux” means “ﬂow” in

Latin.)

To make this still more precise and concrete, consider the case where v is

the velocity ﬁeld of a ﬂuid. If we take a small planar surface and approximate

the volume of the ﬂuid ﬂowing through the surface we obtain

v · n∆S∆t,

where v is evaluated at any point on the surface, n is a unit normal to the

surface, ∆S is the area of the surface, and ∆t is the time increment. See

Figure 3.5. In this case, the ﬂux is the mass of the ﬂuid passing through the

surface per unit time. Therefore, if we let δ = δ(x, y, z) be the density of the

ﬂuid and F = δv, we obtain:

ﬂux ≈ F · n∆S.

Note that in Figure 3.5 we have chosen the unit normal vector to be in the

direction which makes the ﬂux positive. The opposite direction would simply

change the sign of the ﬂux.

Now, consider a small rectangular box centered at (x, y, z) with sides

parallel to the coordinate axes and with lengths ∆x, ∆y, and ∆z, as shown

in Figure 3.6. We want to use the formula above to approximate the outward

ﬂux through the six faces of the box.

Through face I the ﬂux is approximately

F · n

1

∆S = −F

1

(x −∆x/2, y, z)∆y∆z.

Note that here we’ve taken n

1

to be the outward unit normal, since we are

approximating the ﬂux out of the box.

Similarly, through face II the ﬂux is approximately

F · n

2

∆S = F

1

(x + ∆x/2, y, z)∆y∆z.

If we add these we get

[F

1

(x + ∆x/2, y, z) −F

1

(x −∆x/2, y, z)] ∆y∆z ≈

∂F

1

∂x

(x, y, z)∆x∆y∆z.

3.2. VECTOR FIELDS AND FLOW CURVES 85

v

v

n

vΔt

∆S

vΔt

Figure 3.5: The volume of a ﬂuid passing through a surface

86 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

(x+Δx/2,y-Δy/2,z-Δz/2)

n

n

I

II

(x-Δx/2,y-Δy/2,z+Δz/2)

Figure 3.6: The ﬂux through the surface of a box

Similarly, we can approximate the ﬂux through the other four faces. Adding

everything together we obtain

∂F

1

∂x

+

∂F

2

∂y

+

∂F

3

∂z

∆x∆y∆z,

where the partial derivatives are all evaluated at (x, y, z).

If we divide this expression by the volume of the rectangular box (i.e.,

∆x∆y∆z) and let that volume go to zero, then we obtain

∂F

1

∂x

+

∂F

2

∂y

+

∂F

3

∂z

,

where the partial derivatives are all evaluated at (x, y, z). But this is precisely

div F(x, y, z).

We note that these approximations are valid up to ﬁrst order if all of the

component functions of F are continuously diﬀerentiable.

To summarize: If F represents the density of a ﬂuid multiplied by the

velocity ﬁeld of the ﬂuid and we imagine a small rectangular solid centered

at P (with sides parallel to the coordinate axes), then div F(P) is approxi-

mately the mass of the ﬂuid ﬂowing out of the rectangular solid per unit time

3.2. VECTOR FIELDS AND FLOW CURVES 87

divided by the volume of the rectangular solid. Taking smaller and smaller

rectangular solids one obtains (in the limit, as all of the sides shrink to 0)

div F(P).

A vector ﬁeld for which the divergence is everywhere 0 is called solenoidal.

The Curl

We next deﬁne the curl of a vector ﬁeld. If F = F

1

i + F

2

j + F

3

k, then

curl F =

∂F

3

∂y

−

∂F

2

∂z

i +

∂F

1

∂z

−

∂F

3

∂x

j +

∂F

2

∂x

−

∂F

1

∂y

k.

Note that the curl of a vector ﬁeld is a vector ﬁeld.

We can write this as another symbolic determinant:

curl F =

i j k

∂

∂x

∂

∂y

∂

∂z

F

1

F

2

F

3

.

Example 3.2.4. Find curl F for F(x, y, z) = xy

2

i + xyj + xyk.

Solution.

curl F(x, y, z) =

i j k

∂

∂x

∂

∂y

∂

∂z

xy

2

xy xy

= xi −yj + (y −2xy)k

Roughly speaking, the curl of a vector ﬁeld at a point gives a measure of

the rotation of the vector ﬁeld around the point.

Once again, to make this more precise and concrete, we consider the case

of the velocity ﬁeld of a ﬂuid. Here we just take F to be the velocity ﬁeld.

First, we consider the rotation of the ﬂuid in the plane z = c, where c is a

constant, about a point (x, y, z). Referring to Figure 3.7, note that e

r

and

e

θ

are unit vectors perpendicular and tangent, respectively, to a small circle

centered at (x, y, z). The clockwise component of F at (x +∆x, y +∆y, z) is

F · e

θ

, while the angular rate of rotation is F · e

θ

/r.

88 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

x

y

(x,y,z)

r

θ

e

e

r

θ

Figure 3.7: The curl

3.2. VECTOR FIELDS AND FLOW CURVES 89

Using the linearization of F

1

, we can write

F

1

(x + ∆x, y + ∆y, z) ≈ F

1

+

∂F

1

∂x

∆x +

∂F

1

∂y

∆y

F

2

(x + ∆x, y + ∆y, z) ≈ F

2

+

∂F

2

∂x

∆x +

∂F

2

∂y

∆y,

where all the functions on the right are evaluated at (x, y, z).

Using these expressions and noting that

e

θ

= −sin θi + cos θj at (x + ∆x, y + ∆y, z)

and

∆x = r cos θ and ∆y = r sin θ,

we obtain

F · u

θ

≈ −

F

1

+

∂F

1

∂x

r cos θ +

∂F

1

∂y

r sin θ

sin θ

+

F

2

+

∂F

2

∂x

r cos θ +

∂F

2

∂y

r sin θ

cos θ,

where all the functions are evaluated at (x, y, z).

The average of this around the circle is

1

2π

2π

0

F · u

θ

dθ =

1

2

r

∂F

2

∂x

−

∂F

1

∂y

.

Dividing by r we obtain the average angular velocity of the ﬂuid about the

axis through (x, y, z) and perpendicular to z = c:

1

2

∂F

2

∂x

−

∂F

1

∂y

.

Neglecting the factor of 1/2 we obtain the component of the curl of F in

the k direction. Similar arguments give the other components.

A vector ﬁeld for which the curl is everywhere 0 is said to be irrotational.

90 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

The ∇-Operator and the Laplacian

A standard way to express the gradient, divergence, and curl is using the

operator ∇ (read: del). This is written

∇=

∂

∂x

i +

∂

∂y

j +

∂

∂z

k.

This enables us to write

gradf = ∇f, div F = ∇· F, and curl F = ∇×F.

If f is a scalar ﬁeld, we deﬁne the Laplacian of f by

div (gradf) = ∇· (∇f) = ∇

2

f = ∆f =

∂

2

f

∂x

2

+

∂

2

f

∂y

2

+

∂

2

f

∂z

2

.

For this reason one writes

∇

2

= ∆ =

∂

2

∂x

2

+

∂

2

∂y

2

+

∂

2

∂z

2

.

This ubiquitous operator plays a key role in many areas of mathematics

including complex analysis and partial diﬀerential equations. All of the clas-

sical partial diﬀerential equations (the heat equation, the wave equation, and

Laplace’s equation) involve the Laplacian.

The equation ∇

2

f = 0 is called Laplace’s equation and the solutions

are called harmonic functions. The equation ∇

2

f = g is called Poisson’s

equation. Both Laplace’s equation and Poisson’s equation play a key role in

electrostatics.

Analogously, we can deﬁne the vector Laplacian:

∇

2

F =

∂

2

F

∂x

2

+

∂

2

F

∂y

2

+

∂

2

F

∂z

2

,

where F is a vector ﬁeld.

3.2.1 Exercises

1. For F(x, y) = yi −xj ﬁnd the ﬂow curve through the point (3, −4).

2. For F(x, y) = xi −yj ﬁnd the ﬂow curve through the point (−3, 4).

3.2. VECTOR FIELDS AND FLOW CURVES 91

3. For F(x, y, z) = xi + yj + zk ﬁnd the ﬂow curve through the point

(1, 2, 3).

4. For F(x, y, z) = i+yj+zk ﬁnd the ﬂow curve through the point (1, 2, 3).

5. Let F(x, y, z) = xzi −xyj + yzk. Find

(a) div F

(b) curl F

6. Let F(x, y, z) = x

2

i +j + yzk. Find

(a) div F

(b) curl F

7. Let F(x, y, z) = x

2

zi + y

2

xj + (y + 2z)k. Find

(a) div F

(b) curl F

8. Let F(x, y, z) = 2xyi + (x

2

+ z) j + y

3

k. Find

(a) div F

(b) curl F

9. Let F(x, y, z) = cos(xy)i + sin(xy)j. Find

(a) div F

(b) curl F

10. Let F(x, y, z) = e

xyz

(i +j +k). Find

(a) div F

(b) curl F

11. Let G(x, y, z) = xyi + y

2

j + yzk. Find

(a) ∇· G

(b) ∇×G

(c) ∇

2

G

92 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

12. Let f(x, y, z) = e

−xy

sin yz. Find

(a) ∇f

(b) ´f = ∇

2

f = ∇· ∇f

13. Let F(x, y, z) =

−xi −yj −zk

(x

2

+ y

2

+ z

2

)

3/2

.

Find a scalar ﬁeld φ such that F = −∇φ. (Hint: Make an intelligent

guess.)

14. The density of water is very close to 1000 kg/m

3

. Suppose water is

ﬂowing through a water main of diameter 1/2 m at a speed of 2 m/s.

What is the ﬂux through a cross-section of the water main? Given

that 1 m

3

is approximately 264 gallons, ﬁnd the ﬂow rate in gallons

per minute.

15. Let φ be a scalar ﬁeld and F a vector ﬁeld both twice continuously

diﬀerentiable. Prove (by direct computation) that

(a) curl (gradφ) = 0

(b) div (curl F) = 0

16. Let φ be a scalar ﬁeld and F a vector ﬁeld both continuously diﬀeren-

tiable. Prove (by direct computation) that

∇· (φF) = F · ∇φ + φ∇· F.

17. Let us write u = (x, y, z) and u = xi+yj+zk. A vector ﬁeld F is called

a force ﬁeld if the vector F(u) is interpreted as the force acting on a

particle placed at u. A force ﬁeld is called conservative if F = −gradV ,

for some scalar ﬁeld V . The scalar ﬁeld V is called a potential for F.

If u(t) is the trajectory (or orbit) of a particle of mass m moving in a

conservative force ﬁeld, then the total energy is

E(t) =

1

2

m[u

(t)[

2

+ V (u(t)).

(m[u

(t)[

2

/2 is called the kinetic energy and V (u(t)) is called the po-

tential energy.)

3.2. VECTOR FIELDS AND FLOW CURVES 93

Prove the law of conservation of energy. That is, prove that if u(t) is

the trajectory of a particle of mass m moving in a conservative force

ﬁeld, then E(t) is a constant, independent of t. (Hint: It suﬃces to

show that E

(t) = 0. Use Newton’s (second) law: mu

(t) = F(u(t)).)

18. Let x represent the distance east, y the distance north, and z the height

of an object relative to a given spot on Earth. If [x[, [y[, and z > 0 are

not too large, and we ignore air resistance, then the force ﬁeld due to

gravity can be modeled by F = −mgk, where m is the mass and g is a

positive constant.

(a) Show that V = mgz is a potential for F in the sense of Exercise 17.

(b) Suppose an object is thrown with initial speed v

0

≥ 0 from a

height h ≥ 0. Ignoring air resistance, use conservation of energy,

to show that the object hits the ground with speed

v

f

=

v

2

0

+ 2gh.

19. Consider an object of mass m attached to a “linear” spring and moving

along the x-axis. Assuming the equilibrium position is at the origin and

neglecting any resistance, the force acting on the object can be modeled

by F(x, y, z) = −kxi, where k is a positive constant. Suppose that the

object’s speed is v

0

when it passes through the origin. Show that the

amplitude of the motion is v

0

**m/k. (Hint: Consider Exercises 17 and
**

18.)

20. A complex-valued function of a complex variable

f(x + iy) = u(x, y) + iv(x, y)

is analytic on an open set G if and only if u and v are inﬁnitely diﬀer-

entiable on G and satisfy the Cauchy-Riemann equations:

∂u

∂x

=

∂v

∂y

and

∂u

∂y

= −

∂v

∂x

.

Show that if f is analytic on G, then u and v satisfy Laplace’s equation

in two-variables:

∂

2

u

∂x

2

+

∂

2

u

∂y

2

= 0.

(That is, the real and imaginary parts of an analytic function are har-

monic functions.)

94 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

3.3 Plotting Functions of Two Variables

Matlab (with Symbolic Math Toolbox) makes it easy to plot surfaces that

are given by z = f(x, y). (To plot a level surface that cannot be written as

a function of two variables it is usually easier to express the surface in para-

metric form.) If you have access to Matlab try the following. You should

pay careful attention to the syntax. Entering a command or a mathematical

expression incorrectly is a very common mistake. If you are using some other

software, then you will need to modify these commands. (We use “>” for the

prompt. This may be diﬀerent on your computer. Do not type the symbol

“>”.)

> syms x y

> ezmesh(sqrt(x^2+y^2),[-2,2],[-2,2])

You should be able to rotate the surface and view it from diﬀerent per-

spectives.

Note here that “sqrt” stands for the square root. Also, in Matlab,

“abs” stands for absolute value, “log” stands for the natural logarithm, and

“exp” stands for the exponential function. The inverse tangent is given by

“atan” and similarly for other inverse trigonometric functions.

You can use “ezsurf” in place of “ezmesh” for a diﬀerent looking plot.

We list below some surfaces along with suggested domains. We encourage

the reader to experiment by considering diﬀerent domains.

Note that you only need to type “syms x y” once, at the beginning of,

each session.

• z = x

2

+ y

2

, [−2, 2], [−2, 2]

• z = x

2

−y

2

, [−2, 2], [−2, 2]

• z = xy, [−2, 2], [−2, 2]

• z = xy

2

−x

3

, [−2, 2], [−2, 2]

• z = xy

3

−x

3

y, [−2, 2], [−2, 2]

• z = [x + y[, [−2, 2], [−2, 2]

• z = cos(x) sin(y), [−2π, 2π], [−2π, 2π]

3.3. PLOTTING FUNCTIONS OF TWO VARIABLES 95

• z = ln (x

2

+ y

2

) , [−2, 2], [−2, 2]

• z = arctan (x

2

+ y

2

) , [−2, 2], [−2, 2]

• z = exp (−x

2

−y

2

) , [−2, 2], [−2, 2]

• z = exp (−1/ (x

2

+ y

2

)) , [−2, 2], [−2, 2]

References

Matlab comes with extensive on-line help. For a general overview of Mat-

lab we recommend [10].

3.3.1 Project

Use Matlab or some other software to plot all of the surfaces listed in this

section, identifying as many as you can. Experiment with diﬀerent domains.

Also, rotate the surfaces to achieve diﬀerent perspectives.

96 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

Chapter 4

Line Integrals and Surface

Integrals

4.1 Line Integrals

In this section we discuss what it means to integrate a vector ﬁeld along a

path.

Let R = R(t) be a smooth curve whose domain is the closed, bounded

interval [a, b]. Let C be the image (viewed as a set of points in space) of R.

Finally, let F be a vector ﬁeld whose domain contains C.

The construction here is very similar to that of the Riemann-Stieltjes

integral. First we choose a partition of [a, b]:

a = t

0

< t

1

< < t

n−1

< t

n

= b.

Then we choose a selection of points:

τ

i

∈ [t

i−1

, t

i

], i = 1, 2, . . . , n.

Let

R(τ

i

) = 'ξ

i

, η

i

, ζ

i

` and ∆R

i

= R(t

i

) −R(t

i−1

), i = 1, 2, . . . , n.

See Figure 4.1.

Then, we deﬁne

C

F · dR = lim

n

¸

i=1

F(ξ

i

, η

i

, ζ

i

) · ∆R

i

,

97

98 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

O

R

R

i-1

(ξ,ηζ)

i

Figure 4.1: The line integral

where the limit is taken as the number of subintervals [t

i−1

, t

i

] tends to inﬁn-

ity and the length of each subinterval tends to 0, provided this limit exists

independently of the choices made above. The integral is called a line inte-

gral.

We state, without proof, the following basic theorem.

Theorem 4.1.1. If F is a continuous vector ﬁeld and R is a smooth curve,

then

C

F· dR exists and has the same value for all smooth parametrizations

of C with the same orientation.

Recall that if C is an oriented smooth path, then the same smooth path

with the opposite orientation (or reverse direction) is written −C. It is easy

to see that

−C

F · dR = −

C

F · dR.

Recall that in sketches we indicate the orientation of a smooth path by arrows

along the path.

We also would like to consider paths that are not necessarily smooth, but

consist of ﬁnitely many smooth paths joined together.

Deﬁnition 4.1.1. A curve R whose domain is the closed, bounded interval

4.1. LINE INTEGRALS 99

[a, b] is said to be piecewise smooth if R is simple and there is a partition

a = t

0

< t

1

< < t

n−1

< t

n

= b

of [a, b] such that, for each i, R

i

= R[[t

i−1

, t

i

] is a smooth curve.

1

In this case we deﬁne

C

F · dR =

C

1

F · dR+

C

2

F · dR+ +

Cn

F · dR,

where C is the image of R and C

i

is the image of R

i

, for each i.

Notice that a smooth curve deﬁned on a closed and bounded interval is,

according to this deﬁnition a piecewise smooth curve.

We will call a set of points a piecewise smooth path if it is the image of

some piecewise smooth curve. A piecewise smooth path can be oriented in

exactly the same way as a smooth path.

Whenever we consider line integrals in this text we will always assume

that any path involved is piecewise smooth and oriented, even if this isn’t

explicitly stated.

If R = R(t) is a smooth curve and the line integral of F over C exists,

then one can show, using the mean-value theorem, that

C

F · dR =

b

a

F ·

dR

dt

dt,

where F is evaluated at (x(t), y(t), z(t)).

This can also be written as

C

F

1

dx + F

2

dy + F

3

dz =

b

a

F

1

dx

dt

+ F

2

dy

dt

+ F

3

dz

dt

dt,

where F

1

, F

2

, and F

3

are evaluated at (x(t), y(t), z(t)). Some authors actually

use this as the deﬁnition of the line integral.

For future reference, we pause here to note that the line segment from

P(p

1

, p

2

, p

3

) to Q(q

1

, q

2

, q

3

) can be parametrized by

x = p

1

+(q

1

−p

1

)t, y = p

2

+(q

2

−p

2

)t, z = p

3

+(q

3

−p

3

)t, 0 ≤ t ≤ 1.

1

If f is a function and S is a subset of the domain of f, then f[S is deﬁned by

(f[S) (t) = f(t), t ∈ S.

f[S is called the restriction of f to S.

100 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Example 4.1.1. Find

C

F· dR if F(x, y, z) = xzi −xyj +yzk and C is the

straight line segment from (1, 0, 0) to (−1, 0, 4)

Solution. The straight line segment can be parametrized as

x = 1 −2t, y = 0, z = 4t, 0 ≤ t ≤ 1.

Thus, dx/dt = −2, dy/dt = 0, and dz/dt = 4. Therefore,

C

F · dR =

C

xz dx −xy dy + yz dz

=

1

0

[(1 −2t)(4t)(−2) + 0 + 0] dt

=

1

0

(16t

2

−8t) dt =

4

3

.

If C is a closed path, then we will usually write the line integral as

C

F · dR.

In this case the line integral is called the circulation of F around C.

Recall that a smooth path can always be parametrized by arc length. If

R = R(s) is a smooth curve parametrized by arc length we have

C

F · dR =

C

F ·

dR

ds

ds =

C

F · Tds,

where T is the unit tangent vector to the path. Since T is a unit vector,

F · T is the component of F tangent to the path. Thus, if F is a force ﬁeld

and C is a non-closed path, then

C

F · dR is the work done by the force

ﬁeld moving an object from the initial point of C to the terminal point of C,

along C. If C is a closed path, then

C

F· dR is the work done in moving an

object one time around C in the appropriate direction, regardless of where

on C the object starts out. (You should be able to ﬁgure out, intuitively,

why this is the case.)

4.1. LINE INTEGRALS 101

Line Integrals in the Plane

All of these considerations apply to line integrals in the plane with the obvious

modiﬁcations. As usual, we leave it to the reader to ﬁll in the details. We do,

however, want to make a few additional remarks concerning the orientation

of closed piecewise smooth paths in the plane.

The Jordan curve theorem states that each simple closed path in the

plane divides the plane into three pairwise disjoint regions:

• a bounded open region called the inside of the path

• an unbounded open region called the outside of the path

• the path itself which is the boundary of both the inside of the path and

the outside of the path.

The Jordan curve theorem is the epitome of an “obvious” result that is very

diﬃcult to prove in the general case.

For a closed piecewise smooth path the counterclockwise orientation can

then be deﬁned as follows: If you traverse the path in the counterclockwise

direction, the inside of the path will be on your left.

2

The opposite orientation

is called clockwise.

Example 4.1.2. Find

C

(3x

2

+ 5y) dx + (2x + 3y

2

) dy

around the circle x

2

+ y

2

= 4 oriented counterclockwise.

Solution. The circle can be parametrized as

x = 2 cos t, y = 2 sin t, 0 ≤ t ≤ 2π.

Thus, dx/dt = −2 sin t and dy/dt = 2 cos t. Therefore,

C

(3x

2

+ 5y) dx + (2x + 3y

2

) dy

=

2π

0

(6 cos

2

t + 10 sin t)(−2 sin t) + (4 cos t + 12 sin

2

t)(2 cos t)

dt

=

2π

0

(−12 cos t sin t −20 sin

2

t + 8 cos

2

t + 24 sin

2

t cos t) dt

= −12π.

2

Omitting those points, if any, where the path is not smooth.

102 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

4.1.1 Exercises

For Exercises 1–4, let C be the portion of the helix parametrized by

x = cos t, y = sin t, z = t, 0 ≤ t ≤ 2π.

1. Find

C

F · dR, where F(x, y, z) = xj.

2. Find the work done moving an object along C from (1, 0, 0) to (1, 0, 2π)

by the force ﬁeld F(x, y, z) = yi.

3. Find

C

z dx.

4. Find

C

z ds.

5. Find

C

F · dR where F(x, y) = yi −xj and

(a) C is the straight line segment from (0, 0) to (1, 1)

(b) C is the segment of the curve y = x

2

from (0, 0) to (1, 1)

6. Let C be the perimeter of the square with opposite vertices (0, 0) and

(1, 1) oriented counterclockwise. Find

C

x dx.

7. Let C be the perimeter of the square with opposite vertices (0, 0) and

(1, 1) oriented counterclockwise. Find

C

y dx.

8. Let C be the perimeter of the triangle with vertices (0, 0), (1, 0), and

(0, 1) oriented counterclockwise. Find

C

x dx.

9. Let C be the perimeter of the triangle with vertices (0, 0), (1, 0), and

(0, 1) oriented counterclockwise. Find

C

y dx.

10. Find

C

F· dR, where F(x, y, z) = xi −yj +zk and C is parametrized

by

x = cos t, y = sin t, z = t

3

, 0 ≤ t ≤ 2π.

11. Find

C

F · dR, where F(x, y, z) = −xi + yj + zk and

(a) C is parametrized by

R(t) = cos ti + sin tj + e

t

k, 0 ≤ t ≤ π

4.2. CONSERVATIVE FIELDS 103

(b) C is the line segment from (1, 0, 0) to (−1, 0, e

π

)

12. Find

C

F · dR, where F(x, y, z) = yi + xj + sin(xyz)k and C is the

circle

x

2

+ y

2

−2y = 3, z = −1,

oriented counterclockwise as viewed from above.

13. Find

C

F· dR, where F(x, y, z) = x

2

i +j +yzk and C is parametrized

by

x = t, y = 2t

2

, z = 3t, 0 ≤ t ≤ 1.

14. Find

C

F· dR, where F(x, y, z) = 2xyi +(x

2

+ z) j +y

3

k and C is the

line segment from (1, 0, 2) to (3, 4, 1).

15. Calculate

C

F · dR, where F(x, y, z) = yk, over the perimeter of the

triangle with vertices P(a, 0, 0), Q(0, 2a, 0), and R(0, 0, 3a), where a is

a positive constant and the path is oriented from P to Q to R and back

to P.

16. Prove: If F is a continuous vector ﬁeld and R is a smooth curve,

then

C

F · dR has the same value for all smooth parametrizations of

C with the same orientation. (Hint: See the hint for Exercise 22 in

Section 2.2.1. In this case h

is positive.)

4.2 Conservative Fields

Domains and Simply Connected Regions

Before taking up the subject of conservative ﬁelds we need to brieﬂy take up

the subject of simple connectedness.

A region R is said to be arcwise connected if given any two points P and

Q in R there is a path lying entirely in R that joins P and Q. A region R

is said to be convex if given any two points P and Q in R the line segment

joining P and Q lies entirely in R. A convex region is obviously arcwise

connected.

An open region is arcwise connected if and only if it cannot be divided

into two disjoint open regions. In this text, we will refer to an open, arcwise

connected region as a domain. (This is not to be confused with the domain

104 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

of a function.) It is possible to show that any two points in a domain can be

joined by a smooth path that lies entirely in the domain.

A region is said to be simply connected if it is arcwise connected and

every closed path lying in the region can be continuously shrunk to a point

in the region without any part of the path passing outside the region. For

a more rigorous treatment of simple connectedness, see Singer and Thorpe

[20].

Example 4.2.1. Consider the following regions.

• The region consisting of all points in space is a simply connected do-

main. It is also convex.

• An open ball is a simply connected domain. It is also convex.

• Any convex region is simply connected.

• An open solid torus is a domain, but it is not simply connected. An

open solid torus is like a doughnut (not including the surface). A closed

path surrounding the hole cannot be continuously shrunk to a point in

the solid torus without some part of the path passing outside the solid

torus. See Figure 4.2.

• The set ¦(x, y, z) : a < x

2

+y

2

< b¦, where 0 ≤ a < b, is a domain, but

it is not simply connected. (Here b can be replaced by ∞.)

• The set ¦(x, y, z) : a < x

2

+ y

2

+ z

2

< b¦, where 0 ≤ a < b, is a simply

connected domain. (Here b can be replaced by ∞.)

• The set ¦(x, y) : a < x

2

+y

2

< b¦, where 0 ≤ a < b, is a domain in the

plane, but it is not simply connected. (Here b can be replaced by ∞.)

Conservative Fields and Potentials

Deﬁnition 4.2.1. Assume that F is a continuous vector ﬁeld deﬁned on a

domain. F is said to be conservative if there exists a scalar ﬁeld φ such that

F = grad φ.

4.2. CONSERVATIVE FIELDS 105

Figure 4.2: A torus

The scalar ﬁeld φ in this deﬁnition is called a potential function, or simply

a potential, for F. Obviously, if φ is a potential for F, then so is φ + C for

any constant function C.

In physics it is customary to call φ a potential for F if F = −gradφ.

We’ve adopted the deﬁnition that we have for simplicity. Obviously, if φ is a

potential for F according to one deﬁnition, then −φ is a potential according

to the other. Therefore, the minus-sign makes no diﬀerence as to whether a

given vector ﬁeld is conservative or not. See Exercise 17, Section 3.2.1.

Because of its resemblance to the fundamental theorem of calculus we

refer to the following theorem as the fundamental theorem for line integrals.

Theorem 4.2.1. Let F be a continuous vector ﬁeld deﬁned on a domain D.

F is conservative if and only if the line integral of F along every non-closed

piecewise smooth path in D depends only on the initial and terminal points

of the path. In this case, one has

C

F · dR = φ(Q) −φ(P),

where φ is any potential for F and P and Q are the initial and terminal

points, respectively, of the path C.

If the line integral of F along every non-closed piecewise smooth path in

D depends only on the initial and terminal points of the path, then we say

that the line integral is independent of path.

106 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Proof. First, suppose

C

F · dR is independent of path. Choose any point

(x

0

, y

0

, z

0

) in D. Given any other point (x, y, z) ∈ D choose a smooth path

C

1

from (x

0

, y

0

, z

0

) to (x, y, z) and deﬁne

φ(x, y, z) =

C

1

F · dR.

This is well-deﬁned since the line integral is independent of path.

We seek to show that F = gradφ. By deﬁnition,

∂φ

∂x

= lim

∆x→0

φ(x + ∆x, y, z) −φ(x, y, z)

∆x

.

Choose ∆x = 0 small enough so that the line segment C

2

from (x, y, z) to

(x +∆x, y, z) lies in D. (This is always possible since D is a domain.) Then

we have

φ(x + ∆x, y, z) = φ(x, y, z) +

C

2

F · dR.

It follows that

∂φ

∂x

= lim

∆x→0

1

∆x

C

2

F · dR

= lim

∆x→0

1

∆x

x+∆x

x

F

1

(t, y, z) dt = F

1

(x, y, z).

The last equality follows from the mean-value theorem for integrals and the

continuity of F

1

.

The proof that F

2

= ∂φ/∂y and F

3

= ∂φ/∂z are similar. This shows that

F is conservative.

Now, let C be a piecewise smooth path from P to Q, and C

1

be a smooth

path from (x

0

, y

0

, z

0

) to P. Then we have

φ(Q) =

C

1

F · dR+

C

F · dR

= φ(P) +

C

F · dR.

Therefore,

C

F · dR = φ(Q) −φ(P).

4.2. CONSERVATIVE FIELDS 107

This completes one direction of the proof.

For the other direction, assume that F = grad φ. Then for any smooth

path C from P to Q choose a parametrization with domain [t

0

, t

1

]. It follows

that

C

F · dR =

C

∂φ

∂x

dx +

∂φ

∂y

dy +

∂φ

∂z

dz

=

t

1

t

0

∂φ

∂x

dx

dt

+

∂φ

∂y

dy

dt

+

∂φ

∂z

dz

dt

dt

=

t

1

t

0

dφ

dt

dt = φ(Q) −φ(P).

The same equation now follows easily for piecewise smooth curves.

The proof of the following corollary we leave as an exercise.

Corollary 4.2.1. Let F be a continuous vector ﬁeld deﬁned on a domain

D. F is conservative if and only if the line integral of F along every closed

piecewise smooth path in D is 0, that is,

C

F · dR = 0,

for every closed piecewise smooth path C in D.

It turns out that there is a simple way to determine when a vector ﬁeld

deﬁned on a simply connected domain is conservative.

Theorem 4.2.2. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned

on a simply connected domain D. F is conservative on D if and only if

curl F = 0 at every point in D.

For simplicity we will give a proof of this theorem where D is all of space.

Afterwards we will discuss how the proof can be applied to somewhat more

general domains.

Proof. If F is conservative and F = gradφ, then by assumption φ is twice

continuously diﬀerentiable. It follows that

curl F = curl gradφ = 0,

by Exercise 15(a) in Section 3.2.1.

108 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

As stated above, we will give the proof in the other direction for the case

where the domain is all of space.

Assume curl F = 0 and deﬁne a piecewise smooth path C from (0, 0, 0)

to (x, y, z) made up of the following straight line segments:

• C

1

is the straight line segment from (0, 0, 0) to (x, 0, 0)

• C

2

is the straight line segment from (x, 0, 0) to (x, y, 0)

• C

3

is the straight line segment from (x, y, 0) to (x, y, z)

We then deﬁne

φ(x, y, z) =

C

F· dR =

x

0

F

1

(t, 0, 0) dt+

y

0

F

2

(x, t, 0) dt+

z

0

F

3

(x, y, t) dt.

First, by the fundamental theorem of calculus,

∂φ

∂z

= F

3

(x, y, z).

(Note that the ﬁrst two terms in the expression for φ don’t depend on z.)

Next, we have

∂φ

∂y

= F

2

(x, y, 0) +

z

0

∂

∂y

F

3

(x, y, t) dt.

Here the ﬁrst term on the right is obtained from the fundamental theorem of

calculus; while the second term follows from Leibnitz’s rule which allows us

to interchange the integral and the partial derivative, since F

3

is continuously

diﬀerentiable (see [21]).

Now, since we are assuming that curl F = 0, we have

∂

∂y

F

3

(x, y, t) =

∂

∂t

F

2

(x, y, t).

Substituting this into the equation above, we obtain

∂φ

∂y

= F

2

(x, y, 0) +

z

0

∂

∂t

F

2

(x, y, t) dt

= F

2

(x, y, 0) + F

2

(x, y, z) −F

2

(x, y, 0) = F

2

(x, y, z).

4.2. CONSERVATIVE FIELDS 109

We will leave the similar proof that

∂φ

∂x

= F

1

(x, y, z)

to the reader.

This shows that gradφ = F, and completes the proof.

Recall that if curl F = 0 on a domain D, then F is said to be irrotational

in D.

A few remarks may be in order here.

• The proof we’ve given shows that “conservative implies irrotational” for

any domain D; it’s the converse that requires simple connectedness.

• Our proof of “irrotational implies conservative” is valid as long as the

path C deﬁned therein lies in the domain D for every (x, y, z) ∈ D.

• If we modify our proof by replacing (0, 0, 0) by any other ﬁxed point

(x

0

, y

0

, z

0

) and the resulting path C lies in the domain D for every

(x, y, z) ∈ D, then this method of proof will also be valid. This obvi-

ously includes (open) balls and the interiors of rectangular solids whose

edges are parallel to the coordinate axes, as well as many other com-

monly encountered domains.

The proof of Theorem 4.2.2 for a general simply connected domain is well

beyond the scope of this text. One can however give an elementary proof

for domains that are “star-shaped.” A region is star-shaped if there exists a

point P in the region such that for every other point Q in the region the line

segment joining P and Q lies entirely within the region. We won’t give this

proof here, but rather refer the reader to [4]. A convex region is obviously

star-shaped and a star-shaped region is simply connected.

We note that the method of proof of Theorem 4.2.2 can be used as a

method for computing a potential on certain domains; however, we prefer

the following method.

Example 4.2.2. Show that

F(x, y, z) = (y + z)i + (x + z)j + (x + y + z)k

is conservative and ﬁnd a potential.

110 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Solution. One can easily show that curl F = 0 everywhere, so F is conser-

vative.

If F = gradφ, then φ must satisfy, simultaneously,

∂φ

∂x

= y + z,

∂φ

∂y

= x + z,

∂φ

∂z

= x + y + z.

Integrating the ﬁrst equation with respect to x, we obtain

φ(x, y, z) = xy + xz + g(y, z),

where g(y, z) may depend on y and z, but not on x.

Taking the partial derivative of this with respect to y and comparing this

with the second equation above we obtain

x +

∂g(y, z)

∂y

= x + z,

so ∂g(y, z)/∂y = z. This implies that g(y, z) = yz + h(z), where h(z) may

depend on z, but not on x or on y.

Substituting this into the expression for φ we obtain

φ(x, y, z) = xy + xz + yz + h(z).

Next, taking the partial derivative of this with respect to z, and comparing

it with the third equation above we obtain

x + y + h

(z) = x + y + z,

so h

(z) = z. Thus, h(z) =

1

2

z

2

+ C, where C is an arbitrary constant.

Again substituting into the expression for φ we ﬁnally obtain

φ(x, y, z) = xy + xz + yz +

1

2

z

2

+ C.

The reader should verify that F = gradφ.

We conclude this section with a few more examples.

Example 4.2.3. Find a potential for

F(x, y, z) = (y + z)i + (x + z)j + (x + y + z)k

that satisﬁes φ(1, −1, 2) = 0.

4.2. CONSERVATIVE FIELDS 111

Solution. In the last example, we found that

φ(x, y, z) = xy + xz + yz +

1

2

z

2

+ C.

Substituting, we ﬁnd

φ(1, −1, 2) = 1 + C = 0,

which gives C = −1.

Therefore,

φ(x, y, z) = xy + xz + yz +

1

2

z

2

−1

is a potential that satisﬁes the given condition.

Example 4.2.4. Show that

F(x, y, z) = (y + z cos xz)i + xj + x cos xzk

is conservative and ﬁnd a potential.

Solution. One can easily show that curl F = 0 everywhere, so F is conser-

vative.

If F = gradφ, then φ must satisfy, simultaneously,

∂φ

∂x

= y + z cos xz,

∂φ

∂y

= x,

∂φ

∂z

= x cos xz.

Integrating the ﬁrst equation with respect to x, we obtain

φ(x, y, z) = xy + sin xz + g(y, z),

where g(y, z) may depend on y and z, but not on x.

Taking the partial derivative of this with respect to y and comparing this

with the second equation above we obtain

x +

∂g(y, z)

∂y

= x,

so ∂g(y, z)/∂y = 0. This implies that g(y, z) = h(z), where h(z) may depend

on z, but not on x or on y.

112 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Substituting this into the expression for φ, taking the partial derivative

with respect to z, and comparing with the third equation above we obtain

x cos xz + h

(z) = x cos xz,

so h

**(z) = 0. Thus, h(z) = C, where C is an arbitrary constant.
**

Substituting this into the expression for φ we obtain

φ(x, y, z) = xy + sin xz + C.

The reader should verify that F = gradφ.

Example 4.2.5. Find

C

F · dR, where

F(x, y, z) = (y + z cos xz)i + xj + x cos xzk

and R is given by

x = t, y = t

2

, z = t

3

, 2 ≤ t ≤ 3.

Solution. In the previous example, we showed that φ(x, y, z) = xy + sin xz

is a potential for F (take C = 0). Therefore,

C

F · dR = φ(3, 9, 27) −φ(2, 4, 8) = 19 + sin 81 −sin 16,

since the path begins at (2, 4, 8) and ends at (3, 9, 27).

An alternative method for computing

C

F · dR if F is conservative is

to use the fact that the line integral is independent of path. The idea is to

replace the path C by a piecewise smooth path, with the same initial and

terminal points, that makes the integral easier to compute.

Example 4.2.6. Compute the line integral in Example 4.2.5 by replacing C

with a diﬀerent path.

Solution. Let

C

1

: x = t, y = 4, z = 8, 2 ≤ t ≤ 3

C

2

: x = 3, y = t, z = 8, 4 ≤ t ≤ 9

C

3

: x = 3, y = 9, z = t, 8 ≤ t ≤ 27.

4.2. CONSERVATIVE FIELDS 113

The line segments C

1

, C

2

, and C

3

are parallel to the coordinate axes, join

the endpoints of C, and are oriented the correct way.

Since we’ve already shown that F is conservative, it follows that

C

F · dR =

C

1

F · dR+

C

2

F · dR+

C

3

F · dR.

The integrals on the right-hand side of this equation are easy to calculate:

C

1

F · dR =

3

2

(4 + 8 cos 8t) dt = 4 + sin 24 −sin 16

C

2

F · dR =

9

4

3 dt = 15

C

3

F · dR =

27

8

3 cos 3t dt = sin 81 −sin 24.

Adding these together we obtain

C

F · dR = 19 + sin 81 −sin 16.

Conservative Fields in the Plane

As per our custom in this text, we have in this section focused on conservative

vector ﬁelds in space. However, we want to mention here that Deﬁnition 4.2.1,

Theorem 4.2.1, and Corollary 4.2.1 make sense and are valid in the plane.

Theorem 4.2.2 is also valid if curl F = 0 is replaced by

∂F

2

∂x

=

∂F

1

∂y

.

As usual, we leave it to the reader to consider the details. However, consider

the following example.

Example 4.2.7. Show that

F(x, y) = (y sin x + xy cos x)i + (x sin x + 1)j

is conservative and ﬁnd a potential.

114 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Solution. Here F

1

(x, y) = y sin x +xy cos x and F

2

(x, y) = x sin x +1. Since,

∂F

2

∂x

=

∂F

1

∂y

= sin x + x cos x,

for all (x, y) in the plane, F is conservative.

If F = gradφ, then φ must satisfy, simultaneously,

∂φ

∂x

= y sin x + xy cos x,

∂φ

∂y

= x sin x + 1.

Integrating the ﬁrst equation with respect to x, we obtain

φ(x, y) = xy sin x + g(y),

where g(y) may depend on y, but not on x.

Taking the partial derivative of this with respect to y and comparing this

with the second equation above we obtain

x sin x + g

(y) = x sin x + 1,

so g

**(y) = 1. Integrating gives g(y) = y+C, where C is an arbitrary constant.
**

Substituting this into the expression for φ we obtain

φ(x, y) = xy sin x + y + C.

The reader should verify that F = gradφ.

Application

The methods used to solve Example 4.2.7 should seem very familiar to anyone

who has studied exact diﬀerential equations. The diﬀerential equation

F

1

(x, y) + F

2

(x, y)

dy

dx

= 0,

which is usually written

F

1

(x, y) dx + F

2

(x, y) dy = 0,

is exact if and only if F = F

1

i + F

2

j is conservative. If φ is a potential for

F, then φ(x, y) = C (C a constant) is an implicit solution of the diﬀerential

equation. In this case, the expression

F

1

(x, y) dx + F

2

(x, y) dy

is called an exact diﬀerential (or an exact diﬀerential form).

4.2. CONSERVATIVE FIELDS 115

Example 4.2.8. Show that the diﬀerential equation

(y sin x + xy cos x) dx + (x sin x + 1) dy = 0

is exact and ﬁnd an implicit solution.

Solution. In Example 4.2.7 we showed that

F(x, y) = (y sin x + xy cos x)i + (x sin x + 1)j

is conservative, and that

φ(x, y) = xy sin x + y

is a potential for F. Therefore, the diﬀerential equation is exact, and

xy sin x + y = C

is an implicit solution.

4.2.1 Exercises

In Exercises 1–3, for the given region R, determine if R is (a) a domain and

(b) simply connected.

1. R = B

1

(P) ∪ B

1

(Q) for P(0, 0, 0) and Q(2, 0, 0)

2. R = B

1

(P) ∪ B

1

(Q) ∪ ¦(1, 0, 0)¦ for P(0, 0, 0) and Q(2, 0, 0)

3. R = ¦(x, y, z) : 1 < x

2

+ y

2

< 4, 0 < z < 1¦

4. Determine whether the vector ﬁeld F(x, y, z) = yi + xj + zk is conser-

vative. If F is conservative, ﬁnd a potential for F.

5. Determine whether the vector ﬁeld F(x, y, z) = yi −xj + zk is conser-

vative. If F is conservative, ﬁnd a potential for F.

6. Determine whether the vector ﬁeld F(x, y, z) = 2xyi + (x

2

+ z) j + yk

is conservative. If F is conservative, ﬁnd a potential for F.

7. Assuming F is continuous, determine whether the vector ﬁeld

F(x, y, z) = g(x)i + h(y)j + l(z)k

is conservative. If F is conservative, ﬁnd a potential for F.

116 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

8. Let F(x, y, z) = z

2

i + 2yj + 2xzk.

(a) Show F is conservative, and then ﬁnd a potential function for F.

(b) Find

C

F · dR for the curve

x = exp(sin t), y = cos t, z =

t

2π

, 0 ≤ t ≤ 2π,

using the equation

C

F · dR = φ(Q) −φ(P).

(c) Find the line integral in (b) by replacing C with the line segment

from the initial point of C to the terminal point of C.

9. Determine the value of the line integral

C

F · dR, where

F(x, y, z) =

e

−y

−ze

−x

i +

e

−z

−xe

−y

j +

e

−x

−ye

−z

k

and R is given by

x =

1

ln 2

ln(1 + t), y = sin

πt

2

, z =

1 −e

t

1 −e

, 0 ≤ t ≤ 1.

10. Determine whether the vector ﬁeld F(x, y) = (x + y)i + (x + 2y)j is

conservative. If F is conservative, ﬁnd a potential for F.

11. Determine whether the vector ﬁeld F(x, y) = (x + y)i − (x − y)j is

conservative. If F is conservative, ﬁnd a potential for F.

12. Show that the vector ﬁeld F(x, y) = (x + sin y)i + (x cos y − 2y)j is

conservative and ﬁnd the potential φ such that φ(1, −1) = 0.

13. Determine whether the diﬀerential equation (x+y) dx+(x+2y) dy = 0

is exact. If it is exact, ﬁnd an implicit solution. (Hint: See Exercise 10.)

14. Determine whether the diﬀerential equation (x+y) dx−(x−y) dy = 0

is exact. If it is exact, ﬁnd an implicit solution. (Hint: See Exercise 11.)

15. Show that the diﬀerential equation (x+sin y) dx+(x cos y −2y) dy = 0

is exact, and ﬁnd an implicit solution such that y(1) = −1. (Hint: See

Exercise 12.)

16. Let F(x, y) = (x

2

+ y) i + (x + e

y

) j.

4.3. AREA INTEGRALS AND VOLUME INTEGRALS 117

(a) Show F is conservative, and then ﬁnd a potential function for F.

(b) Find

C

F · dR for the spiral

x = t cos t, y = t sin t, 0 ≤ t ≤ 2π,

using the equation

C

F · dR = φ(Q) −φ(P).

(c) Find the line integral in (b) by replacing C with the line segment

from the initial point of C to the terminal point of C.

17. Determine the value of the line integral

C

F · dR, where

F(x, y) =

2xy

2

−3

i +

2x

2

y + 4

j

and R is given by

x =

1

ln 2

ln(1 + t), y = cos(πt), 0 ≤ t ≤ 1.

18. Let F(x, y) =

−yi + xj

x

2

+ y

2

.

(a) Show that

∂F

2

∂x

=

∂F

1

∂y

.

(b) Compute

C

F · dR, where C is the unit circle centered at the

origin and oriented counterclockwise.

(c) In light of the answers to (a) and (b), is F conservative? Explain.

19. Prove Corollary 4.2.1.

20. Complete the proof of Theorem 4.2.2.

4.3 Area Integrals and Volume Integrals

We would like to quickly review area integrals and volume integrals, since

they will play a role in the upcoming material. Since we will not go into great

detail concerning these topics, the reader may be well served to spend some

time reviewing them in his or her favorite elementary calculus text. See, for

example, [22].

118 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Preliminaries

Suppose f is a scalar ﬁeld deﬁned on a bounded domain D in space and on

the boundary of D. In this context, the term “rectangle” means “rectangular

solid.” Choose a rectangle containing D and partition this rectangle into

subrectangles R

i

(ignoring those subrectangles that have no points in D).

Let ∆V

i

be the volume of R

i

and choose points (x

i

, y

i

, z

i

) in R

i

∩ D. We

deﬁne

D

f(x, y, z) dV = lim

¸

f(x

i

, y

i

, z

i

)∆V

i

,

where the limit is taken as the diagonals of all of the subrectangles approach

0 and is independent of all of the choices made above. We will refer to this

integral as a volume integral. dV is often referred to as the element of volume

or the volume element.

If f is continuous and the boundary of D is piecewise smooth, then this

limit exists.

The area integral over a planar region D is deﬁned similarly. However, in

this case the “rectangles” are actual rectangles in the plane; two-dimensional

volume is called area, so ∆V

i

becomes ∆A

i

, dV becomes dA, and the integral

is written

D

f(x, y) dA.

We leave it to the reader to ﬁll in the details. dA is often referred to the

element of area or the area element.

Area Integrals

In practice, one usually uses Fubini’s theorem to evaluate an area integral

as an iterated integral. This is certainly valid if f is continuous and the

boundary of D is piecewise smooth.

Recall that if ρ = the area density of D, then

D

ρ dA = mass of D.

If ρ = 1 on D, then we obtain

D

dA = area of D.

4.3. AREA INTEGRALS AND VOLUME INTEGRALS 119

x

y

D

y=x

(1,1)

1

Figure 4.3: Example 4.3.1

Example 4.3.1. Let D be the region in the plane bounded by the triangle

with vertices (0, 0), (1, 0), and (1, 1). Find

D

xy dA.

Solution. Referring to Figure 4.3, we have

D

xy dA =

1

0

x

0

xy dydx

=

1

0

xy

2

2

x

0

dx

=

1

0

x

3

2

dx =

1

8

.

Polar Coordinates

Many area integrals can be more easily evaluated by using polar coordinates.

120 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

r

x

y

(x,y)

θ

Figure 4.4: Polar coordinates

4.3. AREA INTEGRALS AND VOLUME INTEGRALS 121

The transformations for polar coordinates are:

x = r cos θ, y = r sin θ,

where r ≥ 0. For polar coordinates the area element is given by

dA = r drdθ.

It often is helpful to remember the identity r

2

= x

2

+ y

2

.

Example 4.3.2. Find the area inside the circle of radius a.

Solution. We can assume the circle is centered at the origin. Using polar

coordinates, we have

D

dA =

2π

0

a

0

r drdθ = πa

2

.

So, the area is πa

2

.

Volume Integrals

As with area integrals, one usually uses Fubini’s theorem to evaluate a volume

integral as an iterated integral. This is certainly valid if f is continuous and

the boundary of D is piecewise smooth.

Recall that if ρ = the mass density of D, then

D

ρ dV = mass of D.

If ρ = 1 on D, then we obtain

D

dV = volume of D.

Example 4.3.3. A solid tetrahedron with vertices (0, 0, 0), (1, 0, 0), (0, 1, 0),

and (0, 0, 1) has density δ = x. Find its mass.

122 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Solution. The plane through (1, 0, 0), (0, 1, 0), and (0, 0, 1) has the equation

x + y + z = 1 or z = 1 −x −y. Therefore, the mass is given by

D

x dV =

1

0

1−x

0

1−x−y

0

x dz dy dx

=

1

0

1−x

0

x(1 −x −y) dy dx

=

1

0

¸

x

y −xy −

y

2

2

1−x

y=0

dx

=

1

0

x

¸

1 −x −x(1 −x) −

(1 −x)

2

2

dx

=

1

0

x

3

2

−x

2

+

x

2

dx

=

1

24

.

Cylindrical and Spherical Coordinates

Many volume integrals can be more easily evaluated by using either cylindri-

cal or spherical coordinates.

The transformations for cylindrical coordinates are:

x = r cos θ, y = r sin θ, z = z,

where r ≥ 0.

3

For cylindrical coordinates the volume element is given by

dV = r drdθdz.

In cylindrical coordinates we also have r

2

= x

2

+ y

2

.

The transformations for spherical coordinates are:

x = ρ cos θ sin φ, y = ρ sin θ sin φ, z = ρ cos φ,

3

We should note that some authors use diﬀerent notation than we do for cylindrical

coordinates and for spherical coordinates. We feel that our notation is the most commonly

used at present. Also, in our notation r and θ have the same meaning as they do in polar

coordinates.

4.3. AREA INTEGRALS AND VOLUME INTEGRALS 123

x

y

z

(x,y,0)

z

(x,y,z)

r

θ

Figure 4.5: Cylindrical coordinates

124 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

x

y

z

(x,y,0)

(x,y,z)

θ

ρ

φ

Figure 4.6: Spherical coordinates

4.3. AREA INTEGRALS AND VOLUME INTEGRALS 125

where ρ ≥ 0. For spherical coordinates the volume element is given by

dV = ρ

2

sin φdρdφdθ.

It is often helpful to remember that ρ

2

= x

2

+ y

2

+ z

2

.

Example 4.3.4. Find the volume inside the sphere of radius a.

Solution. We can assume that the sphere is centered at the origin. Using

spherical coordinates, we have

D

dV =

2π

0

π

0

a

0

ρ

2

sin φdρdφdθ

=

2π

0

π

0

1

3

a

3

sin φdφdθ

=

2π

0

1

3

a

3

2 dθ

=

1

3

a

3

2 2π =

4

3

πa

3

.

Thus, the volume is

4

3

πa

3

.

Example 4.3.5. Find the volume of the region bounded by the surface

z = e

−(x

2

+y

2

)

,

the cylinder x

2

+ y

2

= 1, and the xy-plane.

Solution. Using cylindrical coordinates, we have

D

dV =

2π

0

1

0

e

−r

2

0

r dzdrdθ

=

2π

0

1

0

re

−r

2

drdθ

=

2π

0

1

2

1 −e

−1

dθ

= π

1 −e

−1

.

Thus, the volume is π(1 −1/e).

126 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

4.3.1 Exercises

1. If a point P has cylindrical coordinates (4, π/2, 2), ﬁnd rectangular and

spherical coordinates for P.

2. If the spherical coordinates of a point P are given by ρ = 12, θ = 3π/4,

and φ = π/6, ﬁnd rectangular and cylindrical coordinates for P.

3. Find and simplify equations in cylindrical coordinates and spherical

coordinates for the equation 4y = x

2

+ y

2

. Identify the surface.

4. Write ρ sin φ = 2 as a cartesian equation. Identify this surface.

5. Find an equation in rectangular coordinates for the surface whose

spherical coordinates satisfy ρ = 6 cos φ. Identify this surface.

6. Evaluate

2

1

3

0

(x + y) dxdy.

7. Evaluate

4

1

2

0

(x + y

2

) dxdy.

8. Evaluate

4

2

8−y

y

y dxdy.

9. Evaluate

1

−1

−3y

y

(2x −y) dxdy.

10. Evaluate

1

0

3

3y

e

x

2

dxdy.

(Hint: Reverse the order of integration.)

11. Evaluate

3

0

9

y

2

ye

−x

2

dxdy.

(Hint: Reverse the order of integration.)

4.3. AREA INTEGRALS AND VOLUME INTEGRALS 127

12. Evaluate

1

0

√

1−x

2

0

sin(x

2

+ y

2

) dydx.

13. Evaluate

1

0

√

1−x

2

0

e

−x

2

−y

2

dydx.

14. Evaluate

1

−1

√

1−x

2

0

1

1 + x

2

+ y

2

dydx.

15. Let D be the region in the plane bounded by the lines x+y = 4, y = 1,

and the y-axis. Evaluate

D

(xy + y

2

) dA.

16. Let D be the region in the plane bounded by y = x

2

, the x-axis, and

x = 2. Evaluate

D

xy dA.

17. Let D be the region in the plane bounded by the curves y =

√

x and

y = x. Evaluate

D

xy dA.

18. Let D be the region in the plane bounded by the triangle with vertices

(3, −3), (6, −3), and (6, 3). Evaluate

D

(−3x −2y) dA.

19. Let D be the region in the plane bounded by circle x

2

+y

2

= 4. Evaluate

D

x

2

+ y

2

7/2

dA.

20. Let D be the region in the plane bounded by circle x

2

+y

2

= 9. Evaluate

D

x

2

+ y

2

dA.

128 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

21. Evaluate

0

−1

3x

0

2x+3z

z

x dydzdx.

22. Evaluate

1

0

x

0

x−y

0

x dzdydx.

23. Evaluate

2

0

z

2

0

z

x

(x + z) dydxdz.

24. Compute the volume of the solid tetrahedron with vertices (0, 0, 0),

(1, 0, 0), (0, 2, 0), and (0, 0, 3) by evaluating a volume integral. Check

your answer by using geometric formulas and by using the triple scalar

product.

25. For the solid tetrahedron of Exercise 24 suppose the density is given

by δ = z. Find its mass.

26. Using a volume integral, ﬁnd the volume of the tetrahedron bounded

by the coordinate planes and the plane

4x + 3y + z = 12.

27. Using a volume integral, ﬁnd the volume of the region bounded by the

plane

3x + 2y + z = 6

and the coordinate planes.

28. Find the volume of the region inside the paraboloid z = 9 − x

2

− y

2

,

outside the cylinder x

2

+ y

2

= 4, and above the plane z = 0.

29. Find the volume of the region in the ﬁrst octant bounded by the cylinder

x

2

+ y

2

= 4 and the plane y + z = 2.

30. Use a volume integral to compute the volume of the region bounded by

the cone z

2

= x

2

+y

2

and the cylinder x

2

+y

2

= 9. Check your answer

by using geometric formulas.

4.4. SURFACE INTEGRALS 129

31. Use cylindrical coordinates to ﬁnd the volume of the region inside the

paraboloid z = 25 − x

2

− y

2

, outside the cylinder x

2

+ y

2

= 16, and

above the plane z = 0.

32. Find the volume of the solid that lies above the cone φ = π/4 and

below the sphere ρ = 5 cos φ.

33. The moment of inertia about the z-axis of a solid object occupying a

region 1 in space is given by

I

z

=

R

(x

2

+ y

2

) δ dV,

where δ = δ(x, y, z) is the density.

Assume the density δ is constant and ﬁnd I

z

for the solid cylinder

1 =

¸

(x, y, z) [ x

2

+ y

2

≤ R

2

, 0 ≤ z ≤ h

¸

.

(Hint: Use cylindrical coordinates.)

4.4 Surface Integrals

As one might expect, a careful study of surfaces is signiﬁcantly more diﬃcult

than a careful study of curves. Likewise, surface integrals are generally more

complicated than line integrals.

To make up for this we will rely somewhat more on geometric intuition

in the case of surfaces than we did for curves. Also, we will discover that we

will be able to use known formulas for various surface areas from elementary

geometry to simplify many calculations involving surface integrals.

For a thorough treatment of the geometry of smooth surfaces we recom-

mend Millman and Parker [16].

Before we move on to surfaces, we need to very brieﬂy consider vector-

valued functions of two variables.

Vector Functions of Two Variables

A vector (or vector-valued) function of two variables can be written:

F(u, v) = F

1

(u, v)i + F

2

(u, v)j + F

3

(u, v)k,

130 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

where F

1

, F

2

, and F

3

are real-valued functions of two real variables. Unless

otherwise stated, the domain of F is the set of points in the plane for which

F

1

, F

2

, and F

3

are all deﬁned. The functions F

1

, F

2

, and F

3

are called the

component functions of F.

Much of the material in Section 2.1, with obvious modiﬁcations, is appli-

cable to vector functions of two variables, so we give a very brief treatment.

As with vector functions of one variable, the sum, dot product, and cross

product of vector functions of two variables are all deﬁned pointwise. Like-

wise for the scalar product of a real-valued function of two variables and a

vector function of two variables. The scalar product of a constant and a

vector function of two variables is deﬁned in the obvious way.

F is continuous on a subset of the plane if and only if F

1

, F

2

, and F

3

are.

We deﬁne

∂F

∂u

=

∂F

1

∂u

i +

∂F

2

∂u

j +

∂F

3

∂u

k,

wherever ∂F

i

/∂u, i = 1, 2, 3, are all deﬁned. We deﬁne ∂F/∂v and higher

order derivatives similarly.

4

We say that F is continuously diﬀerentiable [twice continuously diﬀeren-

tiable, etc.] on an open subset of the plane if and only if F

1

, F

2

, and F

3

are.

Surfaces

As we did with curves, to avoid various types of pathologies, we will limit

our consideration to certain “piecewise smooth” surfaces. We begin with the

following deﬁnition.

Deﬁnition 4.4.1. The image of a vector function R = R(u, v), whose do-

main D is a closed bounded region in the plane for which the boundary is a

piecewise smooth closed path, will be called a compact smooth surface if:

• R(u, v) = R(u

1

, v

1

) if (u, v) is in the interior of D, (u

1

, v

2

) ∈ D, and

(u, v) = (u

1

, v

1

).

• R is continuously diﬀerentiable and

N(u, v) =

∂R

∂u

×

∂R

∂v

4

Many authors use subscripts to denote various partial derivatives. We will eschew

this notation here, so as to avoid any possibility of confounding partial derivatives with

component functions.

4.4. SURFACE INTEGRALS 131

Figure 4.7: A compact smooth surface with boundary

is nonvanishing in the interior of D.

• lim

(u,v)→(u

0

,v

0

)

N(u, v)

[N(u, v)[

exists for each (u

0

, v

0

) in the boundary of D.

As with paths, we normally view a surface as a set of points in space

rather than as a set of directed line segments representing position vectors.

Roughly speaking, to create a compact smooth surface a closed bounded

region in the plane, whose boundary is a piecewise smooth path, may be

stretched or contracted in any direction while being bent or warped, but not

torn or creased. The surface may not pass through itself; however, parts of

the boundary path may be collapsed to a point or “glued” together as long

as this doesn’t create any corners or points in the surface itself.

A compact smooth surface may have a boundary (in this case, it should

perhaps more properly be called a surface-with-boundary), or it may enclose

a region of space. The boundary of the surface, if it has one, will consist of

one or more piecewise smooth paths consisting of all or part of the image of

the boundary path of the domain of R. Note that the boundary of a surface

is not the same thing as the boundary of a region as described in Section 3.1.

A circular cylinder (not including the ﬂat ends) is an example of a compact

smooth surface that has a boundary. The boundary being the two circles at

the ends of the cylinder. A sphere and a torus are both examples of compact

smooth surfaces without boundaries.

132 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Frequently, we will write a surface in terms of its components:

x = x(u, v), y = y(u, v), z = z(u, v), (u, v) ∈ D.

Example 4.4.1. Letting ρ = a > 0 in the equations for spherical coordinates,

we see that the sphere centered at the origin of radius a can be parametrized

by

x = a sin φsin θ, y = a sin φcos θ, z = a cos φ,

where 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π.

We leave it as an exercise to show that this is a compact smooth surface.

Example 4.4.2. Using cylindrical coordinates we can parametrize the right

circular cylinder symmetric about the z-axis of radius r > 0 and between

z = a and z = b by

x = r cos u, y = r sin u, z = v, 0 ≤ u ≤ 2π, a ≤ v ≤ b.

We leave it as an exercise to show that this is a compact smooth surface.

One can show, using the implicit function theorem from advanced calcu-

lus, that the level set corresponding to f(x, y, z) = 0 is a compact smooth

surface if it is bounded and arcwise connected, f is continuously diﬀeren-

tiable, and gradf is nonvanishing on an open region containing the level

set.

Orientable Surfaces

Consider a compact smooth surface given by R = R(u, v). Since

∂R

∂u

and

∂R

∂v

are both tangent to the surface,

N(u, v) =

∂R

∂u

×

∂R

∂v

is normal to the surface.

Therefore,

n = n(u, v) =

N(u, v)

[N(u, v)[

4.4. SURFACE INTEGRALS 133

Figure 4.8: A M¨ obius strip

is a unit normal to the surface. From now on n will always denote a unit

normal vector. The surface is said to be orientable if n is continuous on the

entire surface. In this case an orientation is the choice of either n or −n. This

amounts to choosing one side of the surface. A surface that is not orientable

is often called a one-sided surface.

The classic example of a compact smooth surface that is not orientable

is the M¨obius strip. See Figure 4.8. The reader can construct a model of

a M¨ obius strip by taking a strip of paper, giving it half a twist in the long

direction, and joining the ends together. If you then attempt to color one

side, you will end up coloring the entire surface.

It so happens that every compact smooth surface without boundary is,

in fact, orientable. The proof of this, however, is well beyond the scope of

this text.

If an oriented compact smooth surface is bounded by a piecewise smooth

closed path, then the orientation of the surface determines an orientation for

the boundary path as follows: The path is oriented so that when one follows

the path on the side of the chosen normal vector in the positive direction

the surface is on the left. See Figure 4.9. This orientation will be referred to

as the induced orientation. If the surface lies in the xy-plane, or in a plane

parallel to the xy-plane, and the chosen normal vector is k, then the induced

orientation on the boundary path is referred to as counterclockwise. In this

case, the opposite orientation is referred to as clockwise.

If an oriented compact smooth surface bounds a region of space, then the

usual or standard orientation is given by the outward unit normal vector.

134 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Figure 4.9: The induced orientation

See Figure 4.10.

We also want to consider orientable compact surfaces that are made up of

ﬁnitely many orientable compact smooth surfaces which are “glued” together

along portions of their boundaries in such a way that the resulting surface is

“two-sided” and either encloses a region of space or has a boundary which

consists of one or more piecewise smooth closed paths. Once an orientation

is chosen, we will refer to such a surface as a compact oriented piecewise

smooth surface. Examples include the surfaces of tetrahedrons, cubes, and

other polyhedra, which are not smooth due to the edges and the vertices.

These all have an “inside” and an “outside” that can be used to orient the

particular surface. Figure 4.11 depicts a compact orientable piecewise smooth

surface that has a boundary.

On the other hand, although the surface depicted in Figure 4.12 can be

obtained by glueing three rectangles together along portions of their bound-

aries, it is not an oriented compact piecewise smooth surface, since it is not

“two-sided” and its boundary is not a piecewise smooth path.

Since there are so many diﬀerent ways to join parts of the boundaries of

surfaces together, we won’t be able to give a more formal deﬁnition of an

oriented compact piecewise smooth surface; however, in all of the examples

and exercises it will be clear how the surface can be constructed from a ﬁnite

number of orientable compact smooth surfaces and how it can be oriented.

Henceforth, by “smooth surface” we will mean “oriented compact smooth

surface” and by “piecewise smooth surface” we will mean “oriented compact

piecewise smooth surface.”

4.4. SURFACE INTEGRALS 135

Figure 4.10: A closed surface with several outward unit normal vectors

Figure 4.11: A piecewise smooth surface with boundary

136 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Figure 4.12: A surface that is not piecewise smooth

Surface Area

Suppose R deﬁnes a compact smooth surface. Consider a rectangle that lies

in the interior of the domain of R with vertices (u, v), (u+∆u, v), (u, v+∆v),

and (u + ∆u, v + ∆v). R maps this rectangle into a little piece of surface

whose area we can approximate by the area of the parallelogram with sides

R(u+∆u, v)−R(u, v) and R(u, v +∆v)−R(u, v). See Figure 4.13. Further,

we approximate these sides by

R(u + ∆u, v) −R(u, v) ≈

∂R

∂u

∆u

and

R(u, v + ∆v) −R(u, v) ≈

∂R

∂v

∆v,

where the partial derivatives are evaluated at (u, v). This leads to

∆S ≈

∂R

∂u

×

∂R

∂v

∆u∆v

as the approximate area of the little piece of surface.

4.4. SURFACE INTEGRALS 137

(u,v) (u+Δu,v)

(u,v+Δv)

(u+Δu,v+Δv)

R(u,v)

R

R

R

R

(u+Δu,v)

(u+Δu,v+Δv)

(u,v+Δv)

Figure 4.13: Surface area

This motivates us to deﬁne the area of the entire surface by

S =

D

∂R

∂u

×

∂R

∂v

du dv,

where D is the domain of R.

One can show that this is independent of the smooth parametrization of

the surface.

If we write

dS =

∂R

∂u

×

∂R

∂v

du dv

and

dS = [dS[ =

∂R

∂u

×

∂R

∂v

du dv,

then we can write, for the above,

S =

S

dS =

S

[dS[ =

S

n · dS,

where

n =

∂R

∂u

×

∂R

∂v

∂R

∂u

×

∂R

∂v

**is a unit normal to the surface.
**

5

dS is referred to as the element of surface area. Always remember that

dS depends on the particular surface.

5

Perhaps unfortunately, it is customary to use S to denote both the surface and the

area of the surface.

138 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Example 4.4.3. Find the surface area of a sphere of radius a.

Solution. The sphere of radius a (centered at the origin) can be parametrized

by

x = a sin φsin θ, y = a sin φcos θ, z = a cos φ,

where 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π. (See Example 4.4.1.) So, we can take

R(θ, φ) = a sin φsin θi+a sin φcos θj+a cos φk, 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π.

A straightforward calculation (using cos

2

α + sin

2

α = 1 several times)

yields

∂R

∂θ

×

∂R

∂φ

= a

2

sin φ.

Thus, we ﬁnd the surface area is

π

0

2π

0

a

2

sin φdφdθ = 4πa

2

.

If a surface is given by z = f(x, y), (x, y) ∈ D, then it can be parametrized

by

x = u, y = v, z = f(u, v), (u, v) ∈ D.

So, we can take

R(u, v) = ui + vj + f(u, v)k, (u, v) ∈ D.

An easy computation then shows that

∂R

∂u

×

∂R

∂v

=

1 +

∂f

∂u

2

+

∂f

∂v

2

=

1 +

∂f

∂x

2

+

∂f

∂y

2

.

So,

S =

D

1 +

∂f

∂x

2

+

∂f

∂y

2

dx dy.

In this case, we can derive another useful expression for dS. If γ is the

angle between

∂R

∂u

×

∂R

∂v

and k,

4.4. SURFACE INTEGRALS 139

then it is easy to show that

[ cos γ[ = [n · k[ =

∂R

∂u

×

∂R

∂v

· k

∂R

∂u

×

∂R

∂v

=

1

1 +

∂f

∂x

2

+

∂f

∂y

2

.

Thus,

dS =

1

[ cos γ[

dx dy.

The reader should be able to derive similar expressions for surfaces given

by x = f(y, z) and for surfaces given by y = f(x, z).

Example 4.4.4. Find the surface area of the paraboloid

z =

1

2

x

2

+

1

2

y

2

for x

2

+ y

2

≤ R

2

, where R > 0 is a constant.

Solution. Since ∂z/∂x = x and ∂z/∂y = y, we have

S

dS =

x

2

+y

2

≤R

2

1 + x

2

+ y

2

dxdy

=

2π

0

R

0

1 + r

2

1/2

r drdθ

= π

R

2

+1

1

u

1/2

du

=

2

3

π

R

2

+ 1

3/2

−1

.

So, the surface area is

2

3

π

R

2

+ 1

3/2

−1

.

Surface Integrals

Recall that by “smooth surface” we mean “oriented compact smooth surface”

and by “piecewise smooth surface” we mean “oriented compact piecewise

smooth surface.”

140 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

The idea behind the deﬁnition of a surface integral is as follows. Suppose

f is deﬁned on some domain containing the smooth surface S. Divide S into

n “patches” with areas ∆S

1

, ∆S

2

, . . . , ∆S

n

. Choose a point (x

i

, y

i

, z

i

) in each

patch. We then deﬁne the surface integral of f over S by

S

f dS = lim

n

¸

i=1

f(x

i

, y

i

, z

i

)∆S

i

,

where the limit is taken as the number of patches tends to inﬁnity and each

patch gets smaller and smaller in every direction, provided this limit exists

independently of the selections made above.

If f is continuous, then this integral does exist. Moreover, dS can be

computed using the formulas given in the previous section.

If S is piecewise smooth, then the surface integral over S is equal to the

sum of the surface integrals over the smooth surfaces that constitute S.

As an example, if f is the area density of a surface (say in grams per

square centimeter) then

S

f dS is the mass of the surface (in grams). In

this text we are particularly interested in the case where f = F· n, where F

is a vector ﬁeld and n is a unit normal to the surface.

The surface integral

S

F · ndS =

S

F · dS

is called the ﬂux of F through S.

Recall that earlier we interpreted div F(P) as “the ﬂux per unit volume

at P.” If we consider a small piecewise smooth closed surface S that encloses

a solid of volume V containing P, then

div F(P) ≈

1

V

S

F · ndS.

Taking the limit as the enclosing solid shrinks to P, we obtain

div F(P) = lim

1

V

S

F · ndS.

(Some authors use this as the deﬁnition of the divergence, and then derive

the deﬁnition we’ve given as a consequence.)

4.4. SURFACE INTEGRALS 141

One form of Gauss’s law of electrostatics states that

S

E · ndS = K

¸

q

i

,

where S is a closed surface, E is the electric ﬁeld, the sum is taken over all

of the charges q

i

enclosed by S, and K is a constant depending on the units

that are used. Here n is the outward unit normal to the surface.

The following examples illustrate some of the methods that can be used

to evaluate surface integrals. The reader should study them all carefully.

Example 4.4.5. Compute

S

F · ndS, where

S =

¸

(x, y, z) : x

2

+ y

2

+ z

2

= 9

¸

and F(x, y, z) = xi +yj +zk. Assume here that n is the outward unit normal

on S.

Solution. The surface S is the sphere centered at the origin of radius 3. So,

the outward unit normal vector on S is

n =

1

3

(xi + yj + zk)

and

F · n =

1

3

x

2

+ y

2

+ z

2

= 3

on S. Therefore,

S

F · ndS = 3

S

dS = 3(surface area of S) = 108π.

Example 4.4.6. Compute

S

F · ndS for F(x, y, z) = xi over the triangle

with vertices (1, 0, 0), (0, 2, 0), and (0, 0, 3), taking the normal on the side

away from the origin.

Solution. The triangle lies in the plane that has

N = '−1, 2, 0` ×'−1, 0, 3` = 6i + 3j + 2k

142 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

as a normal vector. Since [N[ = 7, we have

n =

6

7

i +

3

7

j +

2

7

k

which we note does point away from the origin.

F · n =

6

7

x and [n · k[ =

2

7

, so

S

F · ndS =

1

0

2−2x

0

6

7

x

7

2

dy dx = 1.

(We leave it to the reader to perform the integration.)

Example 4.4.7. Compute

S

F·ndS, where S is the boundary of the region

bounded by the planes x = ±1, y = ±1, z = ±1, and F(x, y, z) = xi. Take n

to be the outward unit normal to S.

Solution. For the faces given by

y = ±1, −1 ≤ x, z ≤ 1,

and

z = ±1, −1 ≤ x, y ≤ 1,

F · n = 0.

For the face, say S

1

, given by

x = −1, −1 ≤ y, z ≤ 1,

n = −i, and for the face, say S

2

, given by

x = 1, −1 ≤ y, z ≤ 1

n = i. Thus, on both of these faces, F · n = 1.

Therefore,

S

F · ndS =

S

1

F · ndS +

S

2

F · ndS = 4 + 4 = 8,

since the area of each face is 4

4.4. SURFACE INTEGRALS 143

4.4.1 Exercises

In these Exercises, if S is a closed surface, then n denotes the outward unit

normal.

1. Find the surface area of the surface given by

x =

1

2

u

2

, y = uv, z = v

2

, 0 ≤ u ≤ 3, 0 ≤ v ≤ 2.

2. Determine the element of surface area dS = [dS[ for the right circular

cylinder parametrized by

x = r cos u, y = r sin u, z = v, 0 ≤ u ≤ 2π, 0 ≤ v ≤ h,

where r is the radius of the base and h is the height.

Use this to ﬁnd the surface area of the cylinder (not including the top

or the bottom).

3. Determine the element of surface area dS = [dS[ for the right circular

cone parametrized by

x = (r/h)v cos u, y = (r/h)v sin u, z = v,

0 ≤ u ≤ 2π, 0 ≤ v ≤ h,

where r is the radius of the base and h is the height.

Use this to ﬁnd the surface area of the cone (not including the top).

6

4. Find the surface area of z =

2

3

x

3/2

+

2

3

y

3/2

for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1.

5. Find the surface area of the paraboloid z = ax

2

+ay

2

for x

2

+y

2

≤ R

2

.

Here a is a nonzero constant and R is a positive constant.

6. Find the surface area of the hyperboloid z = ax

2

−ay

2

for x

2

+y

2

≤ R

2

.

Here a is a nonzero constant and R is a positive constant. (Hint.

Compare with Exercise 5.)

6

A cone is not a smooth surface, but one can still use the formulas in this section to

calculate the area. If you cut oﬀ a little bit of the tip of the cone and take the appropriate

limit, you will get the same answer.

144 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

7. Find the surface area of the hyperboloid z = axy for x

2

+y

2

≤ R

2

. Here

a is a nonzero constant and R is a positive constant. (Hint. Compare

with Exercise 6.)

8. Consider the torus (which looks like the surface of an inner tube) with

major radius A and minor radius a. Derive the parametrization

x = (A + a cos v) cos u, y = (A + a cos v) sin u, z = a sin v,

0 ≤ u, v ≤ 2π.

Use this to compute the surface area of the torus.

9. Let F(x, y, z) = zk. Find

S

F · ndS

over the triangle with vertices (1, 0, 0), (0, 1, 0), and (0, 0, 1) and normal

pointing away from the origin.

10. Let S be the surface of the cube whose faces are each parallel to one of

the coordinate planes and with opposite vertices (0, 0, 0) and (2, 2, 2),

and let F(x, y, z) = xi + yj + zk. Compute

S

F · ndS.

11. Let S be the surface of the cube whose faces are each parallel to one of

the coordinate planes and with opposite vertices (0, 0, 0) and (2, 2, 2),

and let F(x, y, z) = yi. Compute

S

F · ndS.

12. Let S be the surface of the cube whose faces are each parallel to one of

the coordinate planes and with opposite vertices (0, 0, 0) and (2, 2, 2),

and let F(x, y, z) = xyi. Compute

S

F · ndS.

4.4. SURFACE INTEGRALS 145

13. Let S be the sphere of radius 2 centered at the origin, and let F = zk.

Compute

S

F · ndS.

(Hint. Use spherical coordinates. Here dS = 4 sin φdφdθ.)

14. Let S be the boundary of the region bounded by the planes z = 0,

z = 3, and the cylinder x

2

+ y

2

= 4, and let F(x, y, z) = xi + yj + zk.

Compute

S

F · ndS.

15. Let S be the surface in Exercise 14, and let F(x, y, z) = yi. Compute

S

F · ndS.

16. Let S be the surface in Exercise 14, and let F(x, y, z) = xy

2

i. Compute

S

F · ndS.

(Hint. Use cylindrical coordinates. Here dS = 2 dz dθ.)

17. Let F(x, y, z) = xi + yj + (z

2

−1)k. Find

S

F · ndS

over the boundary of the region bounded by the planes z = 0, z = 1,

and the cylinder x

2

+ y

2

= a

2

.

18. Let

F(x, y, z) =

xi + yj + zk

(x

2

+ y

2

+ z

2

)

3/2

.

Compute

S

F · ndS, where S is the sphere x

2

+ y

2

+ z

2

= a

2

. (Here

a is a positive constant.)

19. (a) Calculate

S

F· ndS for F(x, y, z) = e

−x

i +e

−y

j +e

−z

k over the

surface of a cube of side s centered at (x

0

, y

0

, z

0

) and whose faces

are parallel to the coordinate planes.

146 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

(b) Divide the result above by the volume of the cube and calculate

the limit of the quotient as s → 0

+

. (Hint. If f is diﬀerentiable

at x, then

f

(x) = lim

h→0

f(x + h/2) −f(x −h/2)

h

.

**(c) Calculate the divergence of F at (x
**

0

, y

0

, z

0

), and compare the re-

sult to the answer to part (b).

20. Given the smooth surface R = R(u, v), let

E =

∂R

∂u

2

, F =

∂R

∂u

·

∂R

∂v

, G =

∂R

∂v

2

.

Show that

dS =

√

EG−F

2

dudv.

21. Use the formula in Exercise 20 to recalculate dS for the surface in

Exercise 1.

22. Use the formula in Exercise 20 to recalculate dS for the surface in

Exercise 2.

23. Prove that a sphere is an orientable compact smooth surface. (Hint.

Verify the conditions in Deﬁnition 4.4.1 for the parametrization given

in Example 4.4.1. Then verify orientability.)

24. Prove that the cylinder of Example 4.4.2 is an orientable compact

smooth surface. (Hint. Verify the conditions in Deﬁnition 4.4.1 for

the parametrization given in Example 4.4.2. Then verify orientability.)

4.5 Plotting Parametric Surfaces

Matlab (with Symbolic Math Toolbox) makes it easy to plot surfaces that

are given parametrically. If you have access to Matlab try the following.

You should pay careful attention to the syntax. Entering a command or a

mathematical expression incorrectly is a very common mistake. If you are

using some other software, then you will need to modify these commands.

(We use “>” for the prompt. This may be diﬀerent on your computer. Do

not type the symbol “>”.)

4.5. PLOTTING PARAMETRIC SURFACES 147

> syms u v

> ezmesh(cos(u),sin(u),v,[0,2*pi],[-2,2])

You should be able to rotate the surface and view it from diﬀerent per-

spectives.

You can use “ezsurf” in place of “ezmesh” for a diﬀerent looking plot.

You may also want to use the optional command “axis equal.” For ex-

ample, try the following.

> syms u v

> ezmesh(sin(v)*cos(u),sin(v)*sin(u),cos(v),[0,2*pi],[0,pi]);

axis equal

(Type “axis equal” on the same line as the “ezmesh” command.) This is the

unit sphere centered at (0, 0, 0). Now try it leaving out the command “axis

equal.” This command also works with “ezsurf” and “ezplot.” For more

information about optional plotting commands for Matlab, see the on-line

help.

We list below some parametric surfaces along with suggested domains.

We encourage the reader to experiment by considering diﬀerent domains.

Note that you only need to type “syms u v” once, at the beginning of,

each session.

• x = cos u, y = sin u, z = v, [0, 2π], [−2, 2]

• x = v cos u, y = v sin u, z = v, [0, 2π], [−2, 2]

• x = sin v sin u, y = sin v cos u, z = cos v, [0, 2π], [0, π]

• x = cosh v cos u, y = cosh v sin u, z = sinh v,

[0, 2π], [−2, 2]

• x = sinh ucos v, y = sinh usin v, z =

u

[u[

cosh u,

[−2, 2], [0, 2π]

• x = cos

3

usin

3

v, y = sin

3

usin

3

v, z = cos

3

v,

[0, 2π], [0, π]

• x = (2 + cos v) cos u, y = (2 + cos v) sin u, z = sin v,

[0, 2π], [0, 2π]

148 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

• x = 2u

2

, y = 2uv, z = v

2

,

[0, 2], [0, 3]

• x =

1 +

1

2

v cos

1

2

u

cos u, y =

1 +

1

2

v cos

1

2

u

sin u,

z =

1

2

v sin

1

2

u, [0, 2π], [−1, 1]

References

Matlab comes with extensive on-line help. For a general overview of Mat-

lab we recommend [10].

4.5.1 Project

Use Matlab or some other software to plot all of the surfaces listed in this

section, identifying those that you can. Experiment with diﬀerent domains.

Also, rotate the surfaces to achieve diﬀerent perspectives.

Chapter 5

Stokes-type Theorems

5.1 Green’s Theorem

We begin this section with the statement of Green’s theorem.

Theorem 5.1.1 (Green’s Theorem). Suppose D is a bounded domain in

the plane whose boundary is a piecewise smooth path C which is oriented

counterclockwise. Let P and Q be continuously diﬀerentiable scalar ﬁelds

deﬁned on an open region containing D and C. Then

C

P dx + Qdy =

D

∂Q

∂x

−

∂P

∂y

dA.

Note that for a surface in the xy-plane dS = dA = dx dy.

Example 5.1.1. Let C be the circle x

2

+y

2

= a

2

and D be the disk x

2

+y

2

<

a

2

. Verify the conclusion of Green’s theorem for

P(x, y) = −x

2

y, Q(x, y) = xy

2

.

Solution. We can parametrize C by

x = a cos t, y = a sin t, 0 ≤ t ≤ 2π.

149

150 CHAPTER 5. STOKES-TYPE THEOREMS

Then we have dx/dt = −a sin t and dy/dt = a cos t. So,

C

P dx + Qdy =

C

−x

2

y dx + xy

2

dy

=

2π

0

a

4

cos

2

t sin

2

t + a

4

cos

2

t sin

2

t

dt

= 2a

4

2π

0

cos

2

t sin

2

t dt =

πa

4

2

.

On the other hand, we have ∂Q/∂x = y

2

and ∂P/∂y = −x

2

. Using polar

coordinates, we have

D

∂Q

∂x

−

∂P

∂y

dA =

D

y

2

+ x

2

dx dy

=

2π

0

a

0

r

2

r dr dθ

=

2π

0

a

0

r

3

dr dθ =

πa

4

2

.

This veriﬁes the conclusion of Green’s theorem for this example.

For simplicity we will give a proof of Green’s Theorem for domains D

that satisfy the following additional hypothesis:

Any line passing through an interior point of D and parallel to either

coordinate axis intersects the boundary of D in exactly two points.

Proof. Consider Figure 5.1. Using the fundamental theorem of calculus, we

have

D

∂P

∂y

dA =

b

a

g

2

(x)

g

1

(x)

∂P

∂y

dy dx

=

b

a

P(x, g

2

(x)) −P(x, g

1

(x)) dx

= −

C

2

P dx −

C

1

P dx

= −

C

P dx.

A similar argument gives the other term.

5.1. GREEN’S THEOREM 151

C : y = g(x)

C : y=g(x)

a

b

y

x

Figure 5.1: Green’s theorem

Our proof of Green’s theorem can easily be extended to the case where D

can be partitioned into a ﬁnite number of domains that satisfy the hypotheses

of Green’s theorem as well as our additional hypothesis.

1

This is illustrated

in Figure 5.2. Note that the line integrals along the line that divides the

domain cancel.

It is also easy to extend Green’s theorem to domains that have ﬁnitely

many “holes.” For example, Green’s theorem can be applied to an annulus.

We leave the details to the reader.

Corollary 5.1.1. Suppose D is a domain and C is a piecewise smooth path

that satisfy the hypotheses of Green’s theorem. Then

C

x dy = −

C

y dx =

1

2

C

x dy −y dx = area of D.

We leave the proof of this corollary as an exercise.

1

That is, D = D

1

∪D

2

∪. . .∪D

k

, where each D

i

is a domain that satisﬁes the hypotheses

of Green’s theorem and our additional hypothesis, and boundary D

i

∩boundary D

j

, i = j,

is either empty or a piecewise smooth path.

152 CHAPTER 5. STOKES-TYPE THEOREMS

Figure 5.2: A domain on which Green’s theorem holds

5.1. GREEN’S THEOREM 153

Example 5.1.2. Use Corollary 5.1.1 to ﬁnd the area inside the ellipse

x

2

a

2

+

y

2

b

2

= 1,

where a and b are positive constants.

Solution. We can parametrize the ellipse as follows:

x = a cos t, y = b sin t, 0 ≤ t ≤ 2π.

Then

dy

dt

= b cos t,

and

C

x dy =

2π

0

ab cos

2

t dt = πab.

5.1.1 Exercises

1. Verify Green’s theorem where D is the annulus 1 < x

2

+ y

2

< 4 and

F(x, y) = −yi + xj.

2. Evaluate

C

(x

3

−x

2

y) dx +xy

2

dy, where C is the curve shown in Fig-

ure 5.3 oriented counterclockwise. (C is made up of two semicircles

and two line segments.)

3. Use Green’s theorem to re-evaluate the line integral in Exercise 6 of

Section 4.1.1.

4. Use Green’s theorem to re-evaluate the line integral in Exercise 7 of

Section 4.1.1.

5. Use Green’s theorem to re-evaluate the line integral in Exercise 8 of

Section 4.1.1.

6. Use Green’s theorem to re-evaluate the line integral in Exercise 9 of

Section 4.1.1.

154 CHAPTER 5. STOKES-TYPE THEOREMS

−4 −3 −2 −1 0 1 2 3 4

−1

0

1

2

3

4

5

x

y

Figure 5.3: Exercise 1, Section 5.1.1

7. Use Corollary 5.1.1 to ﬁnd the area inside the cardioid

x = (1 + sin θ) cos θ, y = (1 + sin θ) sin θ, 0 ≤ θ ≤ 2π.

8. Use Corollary 5.1.1 to ﬁnd the area inside the hypocycloid with four

cusps (or astroid)

x = a cos

3

t, y = a sin

3

t, 0 ≤ t ≤ 2π.

(Here a is a positive constant.)

2

9. Suppose that D is a domain in the plane whose boundary is a piecewise

smooth closed curve C.

Prove: If D is convex, then every line parallel to one of the coordinate

axes that intersects D intersects C in exactly two points.

Show, by example, that the converse is not true.

10. Extend our proof of Green’s theorem to the case where D can be parti-

tioned into two domains that satisfy our additional hypothesis. (Hint:

See Figure 5.2.)

2

The careful reader may note that this is not a smooth parametrization; however, the

conclusion of Green’s theorem is still valid.

5.2. THE DIVERGENCE THEOREM 155

11. Prove Corollary 5.1.1. (Hint: Choose P and Q appropriately.)

5.2 The Divergence Theorem

We begin this section with the statement of the divergence theorem. This

theorem is also referred to as Gauss’s theorem.

Theorem 5.2.1 (The Divergence Theorem). Let D be a bounded domain in

space whose boundary is a closed piecewise smooth surface S with outward

unit normal n. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned on

an open region containing both D and S. Then

D

div FdV =

S

F · ndS.

Example 5.2.1. Verify the divergence theorem for the cube bounded by the

planes x = ±1, y = ±1, z = ±1, and

F(x, y, z) = xi + yj + zk.

Solution. It is easy to compute that div F = 3. Therefore,

D

div FdV = 3 volume of D = 3 2

3

= 24.

On the other hand, it is easy to show that F · n = 1, on each face of the

cube. Therefore,

S

F · ndS = surface area of S = 6 2

2

= 24,

since there are six faces.

Thus, we’ve veriﬁed the divergence theorem for this example.

For simplicity we will give a proof of the divergence theorem for domains

D that satisfy the following additional hypothesis:

Each straight line through an interior point of D intersects the boundary

of D in exactly two points.

156 CHAPTER 5. STOKES-TYPE THEOREMS

Proof. We can write

n = cos αi + cos βj + cos γk,

so

F · n = F

1

cos α + F

2

cos β + F

3

cos γ.

The statement of the divergence theorem then becomes

D

∂F

1

∂x

+

∂F

2

∂y

+

∂F

3

∂z

dV =

S

(F

1

cos α + F

2

cos β + F

3

cos γ) dS.

We prove

D

∂F

3

∂z

dV =

S

F

3

cos γ dS.

The two other equalities necessary to prove the theorem are proven in a

similar fashion. Consider Figure 5.4. In this ﬁgure S

2

denotes the upper

half of the surface, S

1

denotes the lower half of the surface, and R

xy

is the

projection of the surface in the xy-plane. (To avoid cluttering up the ﬁgure,

we haven’t depicted the axes.)

For the upper surface

cos γ

2

dS

2

= dx dy, cos γ

2

= n

2

· k.

Similarly, for the lower surface

cos γ

1

dS

1

= −dx dy, cos γ

1

= n

1

· k.

It follows that

S

F

3

cos γ dS =

S

1

F

3

cos γ

1

dS

1

+

S

2

F

3

cos γ

2

dS

2

= −

Rxy

F

3

(x, y, g

1

(x, y)) dx dy

+

Rxy

F

3

(x, y, g

2

(x, y)) dx dy

=

Rxy

(F

3

(x, y, g

2

(x, y)) −F

3

(x, y, g

1

(x, y))) dx dy

=

Rxy

g

2

(x,y)

g

1

(x,y)

∂F

3

∂z

(x, y, z) dz dx dy

=

D

∂F

3

∂z

dV.

5.2. THE DIVERGENCE THEOREM 157

S : z = g(x,y)

S : z=g(x,y)

R

xy

Figure 5.4: The divergence theorem

158 CHAPTER 5. STOKES-TYPE THEOREMS

Figure 5.5: A domain on which the divergence theorem holds

Our proof of the divergence theorem can easily be extended to the case

where D can be partitioned into a ﬁnite number of domains that satisfy the

hypotheses of the divergence theorem as well as our additional hypothesis.

3

This is illustrated in Figure 5.4. Note that the surface integrals over the

surface that divides the domain cancel.

It is also easy to extend the divergence theorem to domains that have

ﬁnitely many “holes.” For example, the divergence theorem can be applied

to concentric spheres. We leave the details to the reader.

An Application

The general form of Gauss’s law is

S

E · ndS = K

D

ρ dV,

3

That is, D = D

1

∪D

2

∪. . .∪D

k

, where each D

i

is a domain that satisﬁes the hypotheses

of the divergence theorem and our additional hypothesis, and boundary D

i

∩boundary D

j

,

i = j, is either empty or a piecewise smooth surface.

5.2. THE DIVERGENCE THEOREM 159

where E is the electric ﬁeld, ρ is the charge density, K > 0 is a constant that

depends on the units used, and D is a region enclosed by S.

Assuming that the conclusion of the divergence theorem holds, we have

D

div EdV = K

D

ρ dV.

Since this is true for any region D for which the divergence theorem holds,

it follows that

div E = Kρ or ∇· E = Kρ.

This is one of Maxwell’s equations.

5.2.1 Exercises

1. Verify the divergence theorem for the cube bounded by the coordinate

planes and the planes x = 1, y = 1, z = 1, and

F(x, y, z) = x

2

i + y

2

j + z

2

k.

2. Verify the divergence theorem for the domain given by

1 < x

2

+ y

2

+ z

2

< 4, and

F(x, y, z) = xi + yj + zk.

3. Use the divergence theorem to re-evaluate the surface integral in Ex-

ample 4.4.5 of Section 4.4.

4. Use the divergence theorem to re-evaluate the surface integral in Exer-

cise 10 of Section 4.4.1.

5. Use the divergence theorem to re-evaluate the surface integral in Exer-

cise 11 of Section 4.4.1.

6. Use the divergence theorem to re-evaluate the surface integral in Exer-

cise 12 of Section 4.4.1.

7. Use the divergence theorem to re-evaluate the surface integral in Exer-

cise 13 of Section 4.4.1.

160 CHAPTER 5. STOKES-TYPE THEOREMS

8. Use the divergence theorem to re-evaluate the surface integral in Exer-

cise 14 of Section 4.4.1.

9. Use the divergence theorem to re-evaluate the surface integral in Exer-

cise 15 of Section 4.4.1.

10. Use the divergence theorem to re-evaluate the surface integral in Exer-

cise 16 of Section 4.4.1.

11. Use the divergence theorem to re-evaluate the surface integral in Exer-

cise 17 of Section 4.4.1.

12. Explain why the divergence theorem doesn’t apply to Exercise 18 of

Section 4.4.1.

13. Evaluate

S

F · ndS, where

F(x, y, z) = (z

2

−x)i −xyj + (y

2

+ 2z)k,

and S is the boundary of the region bounded by z = 4 − y

2

, x = 0,

x = 3, and the xy-plane.

14. Given that the volume inside a sphere of radius a is (4/3)πa

3

, use the

divergence theorem to show that the surface area is 4πa

2

.

15. Show that our proof of the divergence theorem can be extended to the

case where the domain D can be partitioned into two domains that

satisfy our additional hypothesis.

5.3 Stokes’ Theorem

We begin this section with the statement of Stokes’ theorem. Recall that

by “piecewise smooth surface” we mean “oriented compact piecewise smooth

surface,” and n is a unit normal vector which determines the orientation of

the surface.

Theorem 5.3.1 (Stokes’ Theorem). Let S be a piecewise smooth surface

bounded by a piecewise smooth closed path C. Choose the orientation of C to

5.3. STOKES’ THEOREM 161

be consistent with S. Assume that F is a continuously diﬀerentiable vector

ﬁeld deﬁned on some domain containing S and C. Then

C

F · dR =

S

curl F · ndS.

Example 5.3.1. Verify Stokes’ theorem for

F(x, y, z) = yi + zj + xk,

where S is the upper unit hemisphere z =

1 −x

2

−y

2

and C is the unit

circle in the xy-plane. Choose n so that it points away from the origin.

Solution. On the one hand, we can parametrize the unit circle in the xy-plane

by

x = cos θ, y = sin θ, z = 0, 0 ≤ θ ≤ 2π.

(Observe that this is oriented the correct way.) Then we have

dx

dθ

= −sin θ,

dy

dθ

= cos θ,

dz

dθ

= 0.

Thus, we ﬁnd that

C

F · dR =

2π

0

−sin

2

θ dθ = −π.

On the other hand, an easy computation shows that

curl F = −i −j −k.

Also, it is easy to see that

n = xi + yj + zk,

and so

curl F · n = −x −y −z.

In light of Examples 4.4.1 and 4.4.3, we note that we can parametrize the

upper unit hemisphere by

x = sin φsin θ, y = sin φcos θ, z = cos φ,

162 CHAPTER 5. STOKES-TYPE THEOREMS

where 0 ≤ θ ≤ 2π, 0 ≤ φ ≤ π/2, and that

dS = sin φdθdφ.

Therefore,

S

curl F · ndS =

π/2

0

2π

0

(−sin φsin θ −sin φcos θ −cos φ) sin φdθdφ

=

π/2

0

2π

0

−sin

2

φ(sin θ + cos θ) −cos φsin φ

dθdφ

= −π.

This veriﬁes Stokes’ theorem for this example.

The basic idea behind the proof of Stokes’ theorem is to “lift” Green’s

theorem from the domain of the surface to the surface itself. To make things

a little simpler, we will give a proof for the case where the surface is given by

z = f(x, y), (x, y) ∈ D, where D satisﬁes the hypotheses of Green’s theorem,

and f is twice continuously diﬀerentiable. Also, we will assume that S is a

smooth surface, and that C and the boundary of D are smooth curves. The

proof of the more general result is similar.

Proof. Using results from Section 4.4, a straightforward calculation shows

that

S

curl F · ndS =

D

¸

∂F

3

∂y

−

∂F

2

∂z

−

∂f

∂x

+

∂F

1

∂z

−

∂F

3

∂x

−

∂f

∂y

+

∂F

2

∂x

−

∂F

1

∂y

dA.

On the other hand, let

x = x(t), y = y(t), t ∈ [a, b],

be a smooth parametrization of the boundary of D such that the orientation

is counterclockwise. Then

x = x(t), y = y(t), z = f(x, y) t ∈ [a, b],

is a smooth parametrization of C. We leave it to the reader to check that

this gives the correct orientation of C.

5.3. STOKES’ THEOREM 163

Then

C

F · dR =

C

F

1

dx + F

2

dy + F

3

dz

=

b

a

F

1

dx

dt

+ F

2

dy

dt

+ F

3

dz

dt

dt.

By the chain rule,

dz

dt

=

∂f

∂x

dx

dt

+

∂f

∂y

dy

dt

.

Substituting this in the previous equation, doing a little algebra, and applying

Green’s theorem, we obtain

C

F · dR =

b

a

¸

F

1

+ F

3

∂f

∂x

dx

dt

+

F

1

+ F

3

∂f

∂y

dy

dt

dt

=

∂D

F

1

+ F

3

∂f

∂x

dx +

F

1

+ F

3

∂f

∂y

dy

=

D

¸

∂

∂x

F

2

+ F

3

∂f

∂y

−

∂

∂y

F

1

+ F

2

∂f

∂x

dA.

Remember that on C we have F

1

= F

1

(x, y, f(x, y)), etc. Therefore, using

the chain rule, we have

∂

∂x

F

2

+ F

3

∂f

∂y

=

∂F

2

∂x

+

∂F

2

∂z

∂f

∂x

+

∂F

3

∂x

+

∂F

3

∂z

∂f

∂x

∂f

∂y

+ F

3

∂

2

f

∂x∂y

.

Similarly,

∂

∂y

F

1

+ F

3

∂f

∂x

=

∂F

1

∂y

+

∂F

1

∂z

∂f

∂y

+

∂F

3

∂y

+

∂F

3

∂z

∂f

∂y

∂f

∂x

+ F

3

∂

2

f

∂x∂y

.

Note that since we are assuming that f has continuous second partial

derivatives,

F

3

∂

2

f

∂y∂x

= F

3

∂

2

f

∂x∂y

.

So, again using a little algebra, we obtain

C

F · dR =

D

¸

∂F

3

∂y

−

∂F

2

∂z

−

∂f

∂x

+

∂F

1

∂z

−

∂F

3

∂x

−

∂f

∂y

+

∂F

2

∂x

−

∂F

1

∂y

dA.

This completes the proof.

164 CHAPTER 5. STOKES-TYPE THEOREMS

Stokes’ theorem can also be applied to any surface that can be partitioned

into ﬁnitely many surfaces which satisfy the hypotheses of Stokes’ theorem.

4

For example a cylinder (not including the ﬂat ends) can be partitioned into

two such surfaces.

5.3.1 Exercises

1. Verify Stokes’ theorem for

F(x, y, z) = yi + zj + xk,

where S is the part of the sphere x

2

+y

2

+z

2

= 1 that lies in the ﬁrst

octant x ≥ 0, y ≥ 0, z ≥ 0, and C is the boundary curve of S. Choose

n so that it points away from the origin.

2. Let S be the surface of the cube generated by '1, 0, 0`, '0, 1, 0`, and

'0, 0, 1` except for the face with opposite vertices (0, 0, 0) and (1, 0, 1).

Choose n pointing out of the cube. Verify Stokes’ theorem for this

surface with F given by

F(x, y, z) = yi + zj + xk.

3. Let S be the cylinder parametrized by

x = cos u, y = sin u, z = v, 0 ≤ u ≤ 1, 0 ≤ v ≤ 1.

Choose n pointing away from the origin. Verify Stokes’ theorem for

this surface with F given by

F(x, y, z) = yi + zj + xk.

4. Use Stokes’ theorem to calculate

C

F · dR, where

F(x, y, z) = x

2

i +j + yzk,

over the perimeter of the triangle with vertices P(1, 0, 0), Q(0, 1, 0),

and R(0, 0, 1) oriented from P to Q to R and back to P.

4

That is, S = S

1

∪ S

2

∪ . . . ∪ S

k

, where each S

i

is a piecewise smooth surface that

satisﬁes the hypotheses of Stokes’ Theorem, and ∂S

i

∩ ∂S

j

, i = j, is either empty or a

piecewise smooth path.

5.4. CYLINDRICAL AND SPHERICAL COORDINATES 165

5. Let F(x, y, z) = xk, and S be the triangle with vertices (1, 0, 0), (0, 1, 0),

and (0, 0, 1) and normal vector pointing away from the origin.

(a) Calculate

S

F · ndS, directly.

(b) Calculate

S

F · ndS, using Stokes’ theorem. (Hint. Find, by

trial-and-error, a vector ﬁeld G such that curl G = F.)

6. Use Stokes’ theorem to re-evaluate the line integral in Exercise 12 of

Section 4.1.1.

7. Use Stokes’ theorem to re-evaluate the line integral in Exercise 15 of

Section 4.1.1.

8. Assume S is a closed surface that can be partitioned into two sur-

faces that satisfy the hypotheses of Stokes’ theorem. Show that if F

is a continuously diﬀerentiable vector ﬁeld deﬁned on an open region

containing S, then

S

curl F · ndS = 0.

9. Let S be (a) a sphere, or (b) (the surface of) a torus. In each case,

explain how S can be partitioned into two surfaces that satisfy the

hypotheses of Stokes’ theorem. Conclude (see Exercise 8) that if F

is a continuously diﬀerentiable vector ﬁeld deﬁned on an open region

containing S, then, in each case,

S

curl F · ndS = 0.

10. Prove Green’s theorem assuming Stokes’ theorem.

(Hint: Start by assuming F = F

1

i + F

2

j and D is a domain in the

xy-plane bounded by a simple closed path C such that the hypotheses

of Stokes’ theorem hold. Apply Stokes’ theorem to this situation.)

5.4 Cylindrical and Spherical Coordinates

It is sometimes useful to be able to express the gradient, the divergence,

and the curl in cylindrical coordinates or in spherical coordinates. One can

derive these expressions in a rigorous fashion by using the equations relating

166 CHAPTER 5. STOKES-TYPE THEOREMS

the diﬀerent coordinate systems along with the chain rule. However, these

calculations are messy, and not particularly instructive. Therefore, we have

taken a diﬀerent, more heuristic, approach. The more ambitious reader is

encouraged to check some or all of the formulas using the chain rule.

A Brief Remark on Notation

In this section and in the next we will occasionally use phraseology like: If

f(x, y, z) = x

2

+ y

2

+ z

2

, then in cylindrical coordinates f(r, θ, z) = r

2

+

z

2

. By this we mean that f maps the point with cylindrical coordinates

(r, θ, z) to the real number r

2

+ z

2

. (A similar meaning applies to vector-

valued functions.) This notation has the obvious drawback that an expression

such as f(1, π, 2) depends on whether (1, π, 2) is interpreted as the point

with cartesian coordinates (1, π, 2) or the point with cylindrical coordinates

(1, π, 2). This, however, will always be clear from context. We will use a

similar convention with polar and with spherical coordinates.

Also, when we write symbols such as ∂f/∂r, ∂f/∂θ, and ∂f/∂z we assume

that f is expressed as a function of r, θ, and z. Thus, for the example above,

we have

∂f

∂r

= 2r,

∂f

∂θ

= 0, and

∂f

∂z

= 2z,

where these partial derivatives are each evaluated at (r, θ, z) and interpreted

as above. Again, we will use a similar convention with polar and with spher-

ical coordinates.

Cylindrical Coordinates

Recall that the transformations for cylindrical coordinates are:

x = r cos θ, y = r sin θ, z = z,

where we assume here that r ≥ 0.

We deﬁne orthogonal unit vectors analogous to i, j, and k as follows:

e

r

= cos θi + sin θj

e

θ

= −sin θi + cos θj

e

z

= k.

Notice that these are not all constant vectors.

5.4. CYLINDRICAL AND SPHERICAL COORDINATES 167

We can write

R = xi + yj + zk = re

r

+ ze

z

.

An easy computation shows that

dR = e

r

dr + r de

r

+e

z

dz + z de

z

= e

r

dr + re

θ

dθ +e

z

dz.

So,

ds = [dR[ =

dr

2

+ r

2

dθ

2

+ dz

2

1/2

is the element of arc length in cylindrical coordinates. Also, for later use,

recall that

dV = r dr dθ dz.

To obtain gradf in cylindrical coordinates we write

∇f = (e

r

· ∇f) e

r

+ (e

θ

· ∇f) e

θ

+ (e

z

· ∇f) e

z

.

Recall that if u is a unit vector, then u · ∇f is the directional derivative

of f in the direction of u. Thus,

e

r

· ∇f =

df

ds

θ,z constant

=

∂f

∂r

e

θ

· ∇f =

df

ds

r,z constant

=

1

r

∂f

∂θ

e

z

· ∇f =

df

ds

r,θ constant

=

∂f

∂z

.

Therefore,

∇f =

∂f

∂r

e

r

+

1

r

∂f

∂θ

e

θ

+

∂f

∂z

e

z

.

Example 5.4.1. Transform to cylindrical coordinates and compute the gra-

dient of

f(x, y, z) =

x

2

+ y

2

z

Solution. In cylindrical coordinates we have f(r, θ, z) = r

2

z. So,

∂f

∂r

= 2rz,

∂f

∂θ

= 0,

∂f

∂z

= r

2

.

Therefore, in cylindrical coordinates

∇f(r, θ, z) = 2rze

r

+ r

2

e

z

.

168 CHAPTER 5. STOKES-TYPE THEOREMS

e

-e

I

II

r ∆θ

∆r

∆z

r

r

Figure 5.6: A cylindrical rectangular solid

To obtain an expression for the divergence in cylindrical coordinates we

rely on our interpretation of the divergence as ﬂux per unit volume.

We ﬁrst write

F = F

r

e

r

+ F

θ

e

θ

+ F

z

e

z

,

and consider a small “cylindrical rectangular solid” centered at (r, θ, z) with

edges of lengths approximately r∆θ, ∆r, and ∆z. Here we choose the faces

so that the unit normal vectors are ±e

r

, ±e

θ

, and ±e

z

. See Figure 5.6. This

argument is similar to that of Section 3.2, so we will be somewhat briefer.

For the faces with sides of lengths approximately r∆θ and ∆z (i.e., the

faces labeled I and II in the ﬁgure) the ﬂux is approximately

(r + ∆r/2)F

r

(r + ∆r/2, θ, z)∆θ∆z −(r −∆r/2)F

r

(r −∆r/2, θ, z)∆θ∆z

≈

∂ (rF

r

)

∂r

∆r∆θ∆z.

Similarly considering the other faces gives us

F

θ

(r, θ + ∆θ/2, z)∆r∆z −F

θ

(r, θ −∆θ/2, z)∆r∆z ≈

∂F

θ

∂θ

∆θ∆r∆z,

5.4. CYLINDRICAL AND SPHERICAL COORDINATES 169

Δr

rΔθ

Figure 5.7: A cylindrical rectangle

and

rF

z

(r, θ, z + ∆z/2)∆θ∆r −rF

z

(r, θ, z −∆z/2)∆θ∆r ≈ r

∂F

z

∂z

∆z∆θ∆r.

Dividing by the approximate volume r∆r∆θ∆z, and letting the sides of the

region shrink to 0 around (x, y, z), we obtain

div F =

1

r

∂

∂r

(rF

r

) +

1

r

∂F

θ

∂θ

+

∂F

z

∂z

.

To derive the expression for the curl of F in cylindrical coordinates we

use Stokes’ theorem. We consider small “cylindrical rectangles” centered at

(r, θ, z) with “sides” of lengths approximately: (i) ∆r and r∆θ, (ii) ∆r and

∆z, and (iii) r∆θ and ∆z, and such that the unit tangent vectors to these

various sides are ±e

r

, ±e

θ

, and ±e

z

. One of these cylindrical rectangles is

shown in Figure 5.7. Then, by Stokes’ theorem, we have

curl F · n ≈

1

∆S

C

F · dR,

where ∆S is the surface area and C is the boundary of the small cylindrical

rectangle with unit normal vector n and C is given the induced orientation.

170 CHAPTER 5. STOKES-TYPE THEOREMS

In particular, if we choose n = e

z

, then, referring to Figure 5.7, we have

C

F · dR ≈ (r + ∆r/2)F

θ

(r + ∆r/2, θ, z)∆θ

−(r −∆r/2)F

θ

(r −∆r/2, θ, z)∆θ

+ F

r

(r, θ + ∆θ/2, z)∆r −F

r

(r, θ −∆θ/2, z)∆r

≈

∂

∂r

(rF

θ

) ∆r∆θ −

∂F

r

∂θ

∆θ∆r.

Dividing by the approximate surface area r∆r∆θ and letting all the sides

go to 0 around (r, θ, z), we obtain

(curl F)

z

=

1

r

∂

∂r

(rF

θ

) −

1

r

∂F

r

∂θ

.

In a similar fashion one can obtain

(curl F)

r

=

1

r

∂F

z

∂θ

−

∂F

θ

∂z

and

(curl F)

θ

=

∂F

r

∂z

−

∂F

z

∂r

.

We leave it to the reader to show that this can be written as

curl F =

e

r

re

θ

e

z

∂

∂r

∂

∂θ

∂

∂z

F

r

rF

θ

F

z

,

where we expand the symbolic determinant out in the usual way.

Example 5.4.2. Transform each of the following vector ﬁelds to cylindrical

coordinates and compute the divergence and the curl.

F(x, y, z) =

xi + yj

x

2

+ y

2

, G(x, y, z) =

−yi + xj

x

2

+ y

2

.

Solution. In cylindrical coordinates, F(r, θ, z) =

1

r

e

r

, so

F

r

(r, θ, z) =

1

r

, F

θ

(r, θ, z) = 0, F

z

(r, θ, z) = 0.

5.4. CYLINDRICAL AND SPHERICAL COORDINATES 171

Therefore,

div F(r, θ, z) =

1

r

∂

∂r

(rF

r

) =

1

r

,

and

curl F(r, θ, z) =

1

r

e

r

re

θ

e

z

∂

∂r

∂

∂θ

∂

∂z

1/r 0 0

=

1

r

0 = 0.

In cylindrical coordinates, G(r, θ, z) =

1

r

e

θ

, so

G

r

(r, θ, z) = 0, G

θ

(r, θ, z) =

1

r

, G

z

(r, θ, z) = 0.

Therefore,

div G(r, θ, z) =

1

r

∂G

θ

∂θ

= 0,

and

curl G(r, θ, z) =

1

r

e

r

re

θ

e

z

∂

∂r

∂

∂θ

∂

∂z

0 1/r 0

=

1

r

∂

∂r

1

r

e

z

= −

1

r

3

e

z

.

Spherical Coordinates

Recall that the transformations for spherical coordinates are:

x = ρ cos θ sin φ, y = ρ sin θ sin φ, z = ρ cos φ,

where ρ ≥ 0. The volume element in spherical coordinates is

dV = ρ

2

sin φdρ dφdθ.

We deﬁne the orthogonal unit vectors

e

ρ

= sin φcos θi + sin φsin θj + cos φk

e

θ

= −sin θi + cos θj

e

φ

= cos φcos θi + cos φsin θj −sin φk.

Notice that R = ρe

ρ

. So,

dR = e

ρ

dρ +e

φ

ρ dφ +e

θ

ρ sin φdθ,

172 CHAPTER 5. STOKES-TYPE THEOREMS

and

ds = [dR[ =

dρ

2

+ ρ

2

dφ

2

+ ρ

2

sin

2

φdθ

2

1/2

.

In the same manner as we did for cylindrical coordinates, we obtain the

following expression for the gradient in spherical coordinates:

gradf =

∂f

∂ρ

e

ρ

+

1

ρ

∂f

∂φ

e

φ

+

1

ρ sin φ

∂f

∂θ

e

θ

.

Example 5.4.3. Compute gradf in spherical coordinates for

f(x, y, z) =

z

(x

2

+ y

2

+ z

2

)

3/2

.

Solution. In spherical coordinates f(ρ, θ, φ) = cos φ/ρ

2

. So,

∂f

∂ρ

= −

2 cos φ

ρ

3

,

∂f

∂φ

= −

sin φ

ρ

2

,

∂f

∂θ

= 0.

Therefore,

gradf(ρ, θ, φ) = −

2 cos φ

ρ

3

e

ρ

−

sin φ

ρ

3

e

φ

.

If F is a vector ﬁeld, then we can write

F = F

ρ

e

ρ

+ F

φ

e

φ

+ F

θ

e

θ

.

The divergence in spherical coordinates is given by

div F =

1

ρ

2

∂

∂ρ

ρ

2

F

ρ

+

1

ρ sin φ

∂

∂φ

(F

φ

sin φ) +

1

ρ sin φ

∂F

θ

∂θ

.

This can be derived in a similar fashion as the divergence in cylindrical

coordinates, so we leave it as exercise.

The curl in spherical coordinates is given by

curl F =

1

ρ

2

sin φ

e

ρ

ρe

φ

(sin φ)e

θ

∂

∂ρ

∂

∂φ

∂

∂θ

F

ρ

ρF

φ

(ρ sin φ)F

θ

,

where again we expand this out in the usual way. This can be derived in a

similar fashion as the curl in cylindrical coordinates, so we leave this as an

exercise, too.

5.4. CYLINDRICAL AND SPHERICAL COORDINATES 173

Example 5.4.4. Compute the divergence and the curl for

F(ρ, θ, φ) = e

ρ

+ ρe

φ

+ ρ cos θe

θ

.

Solution. Since,

F

ρ

(ρ, θ, φ) = 1, F

φ

(ρ, θ, φ) = ρ, F

θ

(ρ, θ, φ) = ρ cos θ,

we ﬁnd that

div F(ρ, θ, φ) =

2

ρ

+ cot φ −

sin θ

sin φ

and

curl F(ρ, θ, φ) = cot φcos θe

ρ

−2 cos θe

φ

+

2

ρ

e

θ

.

The Laplacian in Cylindrical and Spherical Coordinates

One can use the chain rule to derive expressions for the Laplacian in cylindri-

cal and in spherical coordinated. The calculations are straightforward, but

somewhat messy. Another possibility is to use the expression

´f = ∇

2

f = ∇· ∇f = div · gradf.

We will give these expressions here and leave their derivations as exercises.

The Laplacian in cylindrical coordinates is given by

´f =

1

r

∂

∂r

r

∂f

∂r

+

1

r

2

∂

2

f

∂θ

2

+

∂

2

f

∂z

2

.

Note that this immediately implies the following expression for the Lapla-

cian in polar coordinates:

´f =

1

r

∂

∂r

r

∂f

∂r

+

1

r

2

∂

2

f

∂θ

2

.

The Laplacian in spherical coordinates is given by

´f =

1

ρ

2

∂

∂ρ

ρ

2

∂f

∂ρ

+

1

ρ

2

sin φ

∂

∂φ

sin φ

∂f

∂φ

+

1

ρ

2

sin

2

φ

∂

2

f

∂θ

2

.

174 CHAPTER 5. STOKES-TYPE THEOREMS

5.4.1 Exercises

1. Transform to cylindrical coordinates and compute the gradient of

f(x, y, z) = x

2

+ y

2

+ z

2

.

2. Transform to spherical coordinates and compute the gradient of

f(x, y, z) = x

2

+ y

2

+ z

2

.

3. Transform to cylindrical coordinates and compute (a) the divergence

and (b) the curl of

F(x, y, z) =

xi + yj + zk

x

2

+ y

2

+ z

2

.

4. Transform to cylindrical coordinates and compute (a) the divergence

and (b) the curl of

F(x, y, z) =

−yi + xj + zk

x

2

+ y

2

+ z

2

.

5. Transform to spherical coordinates and compute (a) the divergence and

(b) the curl of

F(x, y, z) =

xi + yj + zk

x

2

+ y

2

+ z

2

.

6. Use the divergence theorem to compute the ﬂux

S

F · ndS of

F(ρ, θ, φ) = ρ

n

e

ρ

(n > −2)

through the surface bounded by the upper hemisphere ρ = 1,

0 ≤ φ ≤ π/2, and the equatorial plane.

7. Find the Laplacian of f(r, θ, z) = r

n

in cylindrical coordinates.

8. Find the Laplacian of f(r, θ, z) = r

2

θ

2

in cylindrical coordinates.

9. Find the Laplacian of f(ρ, θ, φ) = ρ

n

in spherical coordinates.

10. Find the Laplacian of f(ρ, θ, φ) = ρ

2

φ in spherical coordinates.

5.5. APPLICATIONS 175

11. Find all the solutions to Laplace’s equation ´f = 0 for which f is

independent of ρ and θ, i.e., f(ρ, θ, φ) = f(φ).

12. A force ﬁeld F is called a central force ﬁeld if F(ρ, θ, φ) = F(ρ)e

ρ

. Show

that a central force ﬁeld is irrotational.

13. Complete the derivation of the curl in cylindrical coordinates.

14. Using arguments similar to those used in this section to derive the

divergence in cylindrical coordinates, derive the expression for the di-

vergence in spherical coordinates. (Hint: Consider a “spherical rect-

angular solid” with edges of lengths approximately ∆ρ, ρ sin φ∆θ, and

ρ∆φ.)

15. Using arguments similar to those used in this section to derive the curl

in cylindrical coordinates, derive the expression for the curl in spherical

coordinates.

16. Derive the expression given in this section for the Laplacian in cylin-

drical coordinates. (Hint. Use ´f = div

˙

gradf.)

17. Derive the expression given in this section for the Laplacian in spherical

coordinates. (Hint. Use ´f = div

˙

gradf.)

5.5 Applications

There are many applications of vector analysis. We have chosen to highlight

Maxwell’s equations and electrostatics, because of the historical signiﬁcance

of Maxwell’s equations, and because, as H. M. Shey states in his book Div,

Grad, Curl, and all That [19], “much of vector [analysis] was invented for

electromagnetic theory and is ideally suited to it.”

Maxwell’s Equations: Introduction

In the October 2004 issue of Physics World, Robert P. Crease wrote about

the results of a reader survey of the greatest equations ever [3]. In the article

The Greatest Equations Ever, the author reports that “most votes were given

to Euler’s equation [e

iπ

+ 1 = 0] and to Maxwell’s equations, which describe

how an electromagnetic ﬁeld varies in space and time.”

176 CHAPTER 5. STOKES-TYPE THEOREMS

Although Maxwell’s equations are relatively simple, they daringly

reorganize our perceptions of nature unifying electricity and mag-

netism and linking geometry, topology and physics. They are es-

sential to understanding the surrounding world. And as the ﬁrst

ﬁeld equations, they not only showed scientists a new way of ap-

proaching physics but also took them on the ﬁrst step toward a

uniﬁcation of the fundamental forces of nature.

In the survey, Maxwell’s equations well outpolled many famous equations

such as E = mc

2

.

Also, according to Walter Isaacson’s recent biography of Albert Einstein,

Einstein: His Life and Universe [12], Maxwell’s equations played a key role

in Einstein’s thinking leading up to the special theory of relativity. Isaacson

quotes Einstein as follows:

If I pursue a beam of light with the velocity c (velocity of light in

a vacuum), I should observe such a beam of light as an electro-

magnetic ﬁeld at rest though spatially oscillating. There seems

to be no such thing, however, neither on the basis of experience

nor according to Maxwell’s equations.

Einstein also used Maxwell’s equations to derive the famous equation

E = mc

2

. Again, quoting Isaacson quoting Einstein:

. . . the relativity principle, together with Maxwell’s equations, re-

quires that mass be a direct measure of the energy contained in

a body.

And, in his description of a speech Einstein gave at a scientiﬁc conference

in 1909, Isaacson comments:

. . . his [Einstein’s] love of Maxwell’s equations was well placed.

They are among the few elements of theoretical physics to remain

unchanged by both the relativity and quantum revolutions that

Einstein helped launch.

Maxwell’s Equations

The quantities occurring in Maxwell’s equation are the following:

• E — electric ﬁeld

5.5. APPLICATIONS 177

• B — magnetic ﬁeld

• ρ — charge density

• J — current density

These may all vary in time as well as in space.

For the remainder of this section, we will assume that all regions, surfaces,

curves, and functions are such that all of the physical laws stated below and

any formal manipulations we perform (e.g., interchanging derivatives and

integrals) are, in fact, valid.

We have already derived the equation

∇· E = K

1

ρ,

where K

1

> 0 is a constant that depends on the units used.

If S is a closed surface, then Gauss’s law for magnetic ﬁelds states that

S

B· ndS = 0.

This expresses the absence of magnetic charge (magnetic monopoles) in na-

ture. Using the divergence theorem, this can be written

∇· B = 0.

Next we consider Faraday’s law:

C

E · dR = −K

2

dΦ

dt

,

where

Φ =

S

B· ndS

is the magnetic ﬂux and K

2

> 0 is a constant depending on the units used.

Here we assume S, C, and n are as in the statement of Stokes’ theorem.

Since we are assuming that interchanging the derivative and the integral

is valid, we have

C

E · dR = −K

2

S

∂B

∂t

· ndS.

178 CHAPTER 5. STOKES-TYPE THEOREMS

Applying Stokes’ theorem gives

S

curl E · ndS = −K

2

S

∂B

∂t

· ndS.

Since this is true for all surfaces S that satisfy Stokes’ theorem we have

curl E = −K

2

∂B

∂t

or ∇×E = −K

2

∂B

∂t

.

Finally, we have the Ampere-Maxwell law:

C

B· dR = K

3

d

dt

S

E · ndS + K

4

I,

where K

3

and K

4

are positive constants that depend on the units used.

Here we assume S is a surface with boundary curve C given the induced

orientation, and I is the current enclosed by C. One can show that

I =

S

J · ndS.

We leave it as an exercise to show that, using Stokes’ theorem, the Ampere-

Maxwell law can be rewritten as

∇×B = K

3

∂E

∂t

+ K

4

J.

In summary, Maxwell’s equations can be written:

∇· E = K

1

ρ

∇×E = −K

2

∂B

∂t

∇· B = 0

∇×B = K

3

∂E

∂t

+ K

4

J,

where K

1

, K

2

, K

3

, and K

4

are positive constants that depend on the units

used.

Perhaps the most commonly used units in this setting are rationalized

MKSA units. In these units K

1

= 1/

0

, K

2

= 1, K

3

=

0

µ

0

, and K

4

= µ

0

,

where

0

, the permittivity of free space, is approximately 8.854 10

−12

5.5. APPLICATIONS 179

coulombs

2

per newton-meter

2

and µ

0

, the permeability of free space, is ap-

proximately 1.257 10

−6

newtons per ampere

2

.

We rewrite Maxwell’s equations with these constants:

∇· E =

1

0

ρ

∇×E = −

∂B

∂t

∇· B = 0

∇×B =

0

µ

0

∂E

∂t

+ µ

0

J.

Electromagnetic Waves

One can use Maxwell’s equations to show that in the absence of charges

(ρ = 0) and currents (J = 0) both E and B satisfy the wave equation:

∇

2

u =

1

c

2

∂

2

u

∂t

2

,

where c is the speed of the wave. Notice that here ∇

2

denotes the vector

Laplacian.

We use the vector identity:

∇×(∇×F) = ∇(∇· F) −∇

2

F.

In the absence of charges and currents, Maxwell’s equations become:

∇· E = 0

∇×E = −

∂B

∂t

∇· B = 0

∇×B =

0

µ

0

∂E

∂t

.

Using the vector identity above we have:

0

µ

0

∂

2

E

∂t

2

= ∇×

∂B

∂t

= −∇×(∇×E)

= −∇(∇· E) +∇

2

E.

180 CHAPTER 5. STOKES-TYPE THEOREMS

Since ∇· E = 0, we have

∇

2

E =

0

µ

0

∂

2

E

∂t

2

.

A similar argument shows that B satisﬁes the same equation. The speed c

is given by

c = 1/

√

0

µ

0

.

This value is approximately 3 10

8

meters per second — a value that is

doubtless familiar to the reader.

Electrostatics

For a static (non-time-varying) electric ﬁeld E, the magnetic ﬁeld B must

also be static, i.e., ∂B/∂t = 0. Thus, by the second of Maxwell’s equations,

∇×E = 0,

so E is conservative (at least on simply connected regions). Therefore,

E = −∇Φ,

for some scalar ﬁeld Φ which is determined up to an additive constant. (Note

the sign.)

Now, using the ﬁrst of Maxwell’s equations we obtain:

div E = −div (∇Φ) =

1

0

ρ,

or

∇

2

Φ = −

1

0

ρ.

The reader may recall that this is called Poisson’s equation.

If the region has no charges, then we have

∇

2

Φ = 0.

The reader may recall that this is called Laplace’s equation.

5.5. APPLICATIONS 181

A Spherical Capacitor

We are now in the position to ﬁnd the electric ﬁeld for a spherical capacitor

given certain boundary conditions. A spherical capacitor consists of two

concentric spheres. Let R

1

denote the radius of the inner sphere and R

2

denote the radius of the outer sphere. Suppose that the inner sphere is

maintained at a potential of V

0

and the outer one at a potential of 0. Clearly,

by symmetry, Φ is independent of φ and θ:

Φ(ρ, φ, θ) = Φ(ρ).

Therefore, in this case, Laplace’s equation becomes

1

ρ

2

d

dρ

ρ

2

dΦ

dρ

= 0,

with boundary conditions Φ(R

1

) = V

0

, Φ(R

2

) = 0.

The solution to the diﬀerential equation is

Φ = −

c

1

ρ

+ c

2

,

where c

1

, c

2

are arbitrary constants. (Integrate twice.)

Plugging into the boundary conditions and solving for c

1

and c

2

we obtain

c

1

=

V

0

R

1

R

2

R

1

−R

2

, c

2

=

V

0

R

1

R

1

−R

2

.

So,

Φ =

V

0

R

1

R

1

−R

2

1 −

R

2

ρ

.

Therefore,

E = −gradΦ = −

∂Φ

∂ρ

e

ρ

=

V

0

R

1

R

2

R

2

−R

1

1

ρ

2

e

ρ

.

References

Since this is not a textbook in electricity and magnetism, we have barely

skimmed the surface of this material. Every elementary physics text in elec-

tricity and magnetism should contain at least some discussion of this ma-

terial. See, for example, [9]. For an elementary book dealing solely with

Maxwell’s equations, see [8]. A more advanced text on Maxwell’s equations

is [11]. And for an elementary treatment of electrostatics via vector analysis

that also mentions Maxwell’s equations, we recommend [19].

182 CHAPTER 5. STOKES-TYPE THEOREMS

5.5.1 Exercises

In these Exercises, assume that all regions, surfaces, curves, and functions

are such that all of the physical laws stated in this section and any necessary

formal manipulations are, in fact, valid.

1. Can F(x, y, z) = xzi −xyj + yzk represent an electric ﬁeld in an open

region of space with no net charge? Why or why not?

2. For what values of n can F(ρ, θ, φ) = Kρ

n

e

ρ

(K constant) represent an

electric ﬁeld?

3. An (inﬁnite) coaxial capacitor is made up of two inﬁnite coaxial cylin-

drical conductors with radii R

1

and R

2

(R

1

< R

2

). Suppose the inner

conductor (radius R

1

) is held at a constant potential V

0

and the outer

(radius R

2

) at 0 potential. Use Laplace’s equation to ﬁnd the potential

Φ between the cylinders. Then use this to ﬁnd the electric ﬁeld. (Hint:

Use cylindrical coordinates. See Exercise 7 in Section 5.4.1.)

4. Show that the electric ﬁeld due to a point charge at the origin is pro-

portional to e

ρ

/ρ

2

. (Hint: Assume E(ρ, θ, φ) = E(ρ).)

5. Prove the vector identity:

∇×(∇×F) = ∇(∇· F) −∇

2

F.

6. Prove the vector identity:

∇· (F ×G) = G· ∇×F −F · ∇×G.

7. Prove Poynting’s theorem:

∂u

∂t

+∇· S = −J · E,

where u =

1

2

(

0

[E[

2

+[B[

2

/µ

0

) is the electromagnetic energy density

and S = E×B/µ

0

is called the Poynting vector. (Hint. Use Exercise 6.)

8. Derive the equation

∇×B = K

3

∂E

∂t

+ K

4

J

from the Ampere-Maxwell law.

5.5. APPLICATIONS 183

9. Use Maxwell’s equations to show that the magnetic ﬁeld B satisﬁes the

wave equation:

∇

2

B =

0

µ

0

∂

2

B

∂t

2

.

10. Suppose that φ and ψ are twice-continuously diﬀerentiable functions of

one variable. Show that

u(x, t) = φ(x −ct) + ψ(x + ct)

is a solution to the one-dimensional wave equation:

∂

2

u

∂x

2

=

1

c

2

∂

2

u

∂t

2

.

(This is called d’Alembert’s solution.)

11. Use the result of Exercises 10 to derive the solution

u(x, t) =

1

2

[f(x −ct) + f(x + ct)]

to the initial-value problem

∂

2

u

∂x

2

=

1

c

2

∂

2

u

∂t

2

, u(x, 0) = f(x),

∂u

∂t

(x, 0) = 0,

where f is twice-continuously diﬀerentiable.

12. Use the result of Exercises 10 to derive the solution

u(x, t) =

1

2c

x+ct

x−ct

g(s) ds

to the initial-value problem

∂

2

u

∂x

2

=

1

c

2

∂

2

u

∂t

2

, u(x, 0) = 0,

∂u

∂t

(x, 0) = g(x),

where g is continuously diﬀerentiable.

13. Using the results of Exercises 11 and 12, show that

u(x, t) =

1

2

[f(x −ct) + f(x + ct)] +

1

2c

x+ct

x−ct

g(s) ds

184 CHAPTER 5. STOKES-TYPE THEOREMS

is a solution to the initial-value problem

∂

2

u

∂x

2

=

1

c

2

∂

2

u

∂t

2

, u(x, 0) = f(x),

∂u

∂t

(x, 0) = g(x),

where f is twice-continuously diﬀerentiable and g is continuously dif-

ferentiable.

14. Suppose that f is a twice-continuously diﬀerentiable function of one

variable. Let k

1

, k

2

, k

3

be constants, and let u

0

be a constant vector.

Show that

u(x, y, z, t) = u

0

f(k

1

x + k

2

y + k

3

z −ωt),

where ω = ±c

k

2

1

+ k

2

2

+ k

2

3

, is a solution to the wave equation:

∇

2

u =

1

c

2

∂

2

u

∂t

2

,

15. Use Maxwell’s equations to derive the continuity equation

∇· J +

dρ

dt

= 0.

Appendix A

The Modern Stokes’ Theorem

The careful reader may have noted that Green’s theorem, the divergence

theorem, and Stokes’ theorem are similar in the following respect: Roughly

speaking, the integral of some function over a particular region is equal to

the integral of a related function over the boundary of the region (subject

to orientation). This might lead one to speculate on the possibility that

these theorems could somehow be viewed as special cases of a more general

theorem. This is, in fact, true. In this appendix we will state a theorem (the

modern version of Stokes’ theorem) that applies in a very general setting, and

subsequently derive Green’s theorem, the divergence theorem, and Stokes’

theorem, as well as the fundamental theorem for line integrals, as relatively

simple corollaries.

The modern version of Stokes’ theorem applies to the higher dimensional

analogues of curves and surfaces (these are called manifolds); however, we

will consider only one, two, and three dimensional objects.

Remark. There are several more-or-less elementary sources for the material

in this appendix. See, for example, [2], [5], [6], [14], [17], [18], and [21].

We’ve chosen to adapt the approach followed in Spivak [21], but without the

profusion of diﬃcult deﬁnitions. Instead, we simply state throughout the

basic formulas that are used in calculations, and limit our consideration to

two and three dimensional euclidean space. We hope that our approach will

prove amenable to those meeting this material for the ﬁrst time.

185

186 APPENDIX A. THE MODERN STOKES’ THEOREM

Notation

In this appendix we will adopt some notational changes that we hope will

not be too confusing.

First, we will identify the vector 'x, y, z` with the point (x, y, z), essen-

tially replacing angle brackets with parentheses. In conformity with this we

will write

(x

1

, y

1

, z

1

) + (x

2

, y

2

, z

2

) = (x

1

+ x

2

, y

1

+ y

2

, z

1

+ z

2

) ,

(x

1

, y

1

, z

1

) · (x

2

, y

2

, z

2

) = x

1

x

2

+ y

1

y

2

+ z

1

z

2

,

and similarly for other operations we’ve deﬁned involving vectors.

We will also drop the practice of using boldfaced type for vectors. So, for

example, the vector function

F(x) = 'F

1

(x), F

2

(x), F

3

(x)`

will be written

F(x) = (F

1

(x), F

2

(x), F

3

(x)) ,

and similarly for vector functions of two variables. Recalling that gradf is a

vector function, this means we will write

gradf =

∂f

∂x

,

∂f

∂y

,

∂f

∂z

,

and similarly for the curl and any other vector-valued operators.

The same notational changes will be applied to vectors in the plane.

Moreover, we will always use the letters “x, y, z” to stand for the coor-

dinates in space. Thus, we will always write a curve, say R, as

R(x) = (f(x), g(x), h(x))

instead of, say,

R(t) = (f(t), g(t), h(t)) .

Likewise, we will always write a surface, again say R, as

R(x, y) = (f(x, y), g(x, y), h(x, y))

instead of, say,

R(u, v) = (f(u, v), g(u, v), h(u, v)) .

Again, similar considerations will apply to planar curves and surfaces.

A.1. DIFFERENTIAL FORMS 187

A.1 Diﬀerential Forms

Developing diﬀerential forms from scratch requires quite a bit of work, not

to mention linear algebra. Therefore, we will not deﬁne diﬀerential forms.

The important thing for us is that they can all be expressed in terms of

basic 1-forms (dx, dy, dz) and an operation between them, called the wedge

product, in a relatively simple way. Once diﬀerential forms are expressed in

this way they can be formally manipulated according to fairly simple rules.

As mentioned before, we will consider diﬀerential forms only in the plane

and in space. (In Section A.4 we will ask the reader to dabble in four dimen-

sional space.)

• A 0-form is a function. In this case, either f(x, y) or f(x, y, z).

• A 1-form in the plane can be written

ω = f(x, y) dx + g(x, y) dy.

• A 1-form in space can be written

ω = f(x, y, z) dx + g(x, y, z) dy + h(x, y, z) dz.

• A 2-form in the plane can be written

ω = f(x, y) dx ∧ dy.

• A 2-form in space can be written

ω = f(x, y, z) dx ∧ dy + g(x, y, z) dy ∧ dz + h(x, y, z) dz ∧ dx.

• A 3-form in space can be written

ω = f(x, y, z) dx ∧ dy ∧ dz.

These are all of the nontrivial diﬀerential forms that exist in the plane and

in space.

The symbol “∧” is read “wedge.” The expression dx ∧ dy, for example,

is the wedge product of the 1-forms dx and dy. We will have more to say

about the wedge product a little later on.

188 APPENDIX A. THE MODERN STOKES’ THEOREM

A diﬀerential form is continuous [diﬀerentiable, etc.] on an open region

A, if the relevant functions f, g, h above are continuous [diﬀerentiable, etc.]

on A. In what follows we will assume that all diﬀerential forms are at least

continuously diﬀerentiable.

We can add forms of the same type in the obvious way. For example,

f dx ∧ dy + g dx ∧ dy = (f + g) dx ∧ dy.

Scalar multiplication is deﬁned so that the usual algebraic properties hold.

So, for example, if

ω = f dx ∧ dy + g dy ∧ dz,

then

c ω = cf dx ∧ dy + cg dy ∧ dz.

With these deﬁnitions, the set of n-forms deﬁned in a particular open

region in euclidean space is a vector space over the real numbers. The additive

identity will be denoted simply by 0. So, for every diﬀerential form ω, we

have 0 ω = 0 and 1ω = ω.

If f is a function and ω is any diﬀerential form, then fω is deﬁned point-

wise.

Given any two diﬀerential forms deﬁned on an open region of either the

plane or of space, say ω and η, one can deﬁne the wedge product, ω ∧ η. If

f is a function, then f ∧ ω is deﬁned to be fω. For other diﬀerential forms

the deﬁnition is quite complicated, but the following properties will suﬃce

for our purposes.

Suppose ω, ω

1

, ω

2

are l-forms, η, η

1

, η

2

are k-forms, and θ is an m-form

deﬁned on an open region of the plane or space. Then we have the following:

• (ω ∧ η) ∧ θ = ω ∧ (η ∧ θ)

• (ω

1

+ ω

2

) ∧ η = ω

1

∧ η + ω

2

∧ η

• ω ∧ (η

1

+ η

2

) = ω ∧ η

1

+ ω ∧ η

2

• (fω) ∧ η = ω ∧ (fη) = f(ω ∧ η)

• dx ∧ dy = −dy ∧ dx, dy ∧ dz = −dz ∧ dy, and dx ∧ dz = −dz ∧ dx

• dx ∧ dx = dy ∧ dy = dz ∧ dz = 0

A.1. DIFFERENTIAL FORMS 189

Since the wedge product is associative, both (ω ∧ η) ∧ θ and ω ∧ (η ∧ θ)

are written ω∧η ∧θ. (This is why we were able to write dx∧dy ∧dz without

parentheses.) Note, however, that the wedge product is not commutative.

Using these properties we can calculate the wedge product of two diﬀer-

ential forms. For example,

(f

1

dx + g

1

dy) ∧ (f

2

dx + g

2

dy)

= f

1

f

2

dx ∧ dx + f

1

g

2

dx ∧ dy + f

2

g

1

dy ∧ dx + g

1

g

2

dy ∧ dy

= (f

1

g

2

−f

2

g

1

) dx ∧ dy.

The Diﬀerential

Given a diﬀerential form ω, we now deﬁne the diﬀerential of ω, dω.

Recall that if f = f(x, y), then

df =

∂f

∂x

dx +

∂f

∂y

dy,

and if f = f(x, y, z), then

df =

∂f

∂x

dx +

∂f

∂y

dy +

∂f

∂z

dz.

We deﬁne the diﬀerential of the other types of diﬀerential forms as follows:

• For ω = f dx + g dy,

dω = df ∧ dx + dg ∧ dy.

• For ω = f dx + g dy + hdz,

dω = df ∧ dx + dg ∧ dy + dh ∧ dz.

• For ω = f dx ∧ dy,

dω = df ∧ dx ∧ dy.

• For ω = f dx ∧ dy + g dy ∧ dz + hdz ∧ dx,

dω = df ∧ dx ∧ dy + dg ∧ dy ∧ dz + dh ∧ dz ∧ dx.

190 APPENDIX A. THE MODERN STOKES’ THEOREM

• For ω = f dx ∧ dy ∧ dz,

dω = df ∧ dx ∧ dy ∧ dz = 0.

The pattern here should be reasonably clear.

These expressions can be expanded using the properties of the wedge

product. For example, if ω = f(x, y) dx + g(x, y) dy, then

dω = df ∧ dx + dg ∧ dy

=

∂f

∂x

dx +

∂f

∂y

dy

∧ dx +

∂g

∂x

dx +

∂g

∂y

dy

∧ dy

=

∂g

∂x

−

∂f

∂y

dx ∧ dy.

A.1.1 Exercises

1. For ω = f

1

dx+g

1

dy+h

1

dz and η = f

2

dx∧dy+g

2

dy∧dz +h

2

dz ∧dx,

ﬁnd ω ∧ η.

2. For each of the following compute df or dω.

(a) f = x

2

y

(b) f = xy + yz

(c) ω = (xy + yz) dx

(d) ω = x

2

y dy ∧ dx −xz dx ∧ dy

3. For each type of diﬀerential form deﬁned in Section A.1, prove that

d

2

ω = d(dω) = 0.

Assume all of the functions involved are twice continuously diﬀeren-

tiable.

A.2 The Modern Stokes’ Theorem

Before proceeding any further, we would like to remind the reader of the

deﬁnition of the composition of two functions. If F is deﬁned at G(P), then

the composition of F with G, F ◦ G, at P is given by

F ◦ G(P) = F(G(P)).

A.2. THE MODERN STOKES’ THEOREM 191

So, for example, if R(x) = (f(x), g(x), h(x)) is a curve in space and F =

F(x, y, z) is deﬁned at R(x), then

F ◦ R(x) = F (f(x), g(x), h(x)) .

If R is a curve or a surface either in the plane or in space, we want

to consider an operator R

∗

. Again, the explicit deﬁnition is complicated;

however, the following properties can be used for calculations.

• R

∗

(ω

1

+ ω

2

) = R

∗

(ω

1

) + R

∗

(ω

2

)

• R

∗

(Fω) = (F ◦ R)R

∗

(ω)

• R

∗

(ω ∧ η) = R

∗

(ω) ∧ R

∗

(η)

• If R(x) = (f(x), g(x)) is a smooth curve in the plane or R(x) =

(f(x), g(x), h(x)) is a smooth curve in space, then

R

∗

(dx) =

df

dx

dx

R

∗

(dy) =

dg

dx

dx

R

∗

(dz) =

dh

dx

dx.

• If R(x, y) = (f(x, y), g(x, y), h(x, y)) is a smooth surface in space, then

R

∗

(dx) =

∂f

∂x

dx +

∂f

∂y

dy

R

∗

(dy) =

∂g

∂x

dx +

∂g

∂y

dy

R

∗

(dz) =

∂h

∂x

dx +

∂h

∂y

dy.

Example A.2.1. Let R(x) = (f(x), g(x), h(x)) and ω = F dx+Gdy+H dz.

Compute R

∗

(ω).

192 APPENDIX A. THE MODERN STOKES’ THEOREM

Solution.

R

∗

(ω) = R

∗

(F dx + Gdy + H dz)

= R

∗

(F dx) + R

∗

(Gdy) + R

∗

(H dz)

= (F ◦ R)R

∗

(dx) + (G◦ R)R

∗

(dy) + (H ◦ R)R

∗

(dz)

= (F ◦ R)

df

dx

dx + (G◦ R)

dg

dx

dx + (H ◦ R)

dh

dx

dx

=

¸

(F ◦ R)

df

dx

+ (G◦ R)

dg

dx

+ (H ◦ R)

dh

dx

dx

Here F ◦ R(x) = F (f(x), g(x), h(x)), G ◦ R(x) = G(f(x), g(x), h(x)), and

H ◦ R(x) = H (f(x), g(x), h(x)).

Example A.2.2. Let R(x) = (f(x, y), g(x, y), h(x, y)) and ω = F dx ∧ dy.

Compute R

∗

(ω).

Solution.

R

∗

(ω) = R

∗

(F dx ∧ dy)

= (F ◦ R)R

∗

(dx ∧ dy)

= (F ◦ R) (R

∗

dx ∧ R

∗

dy)

= (F ◦ R)

¸

∂f

∂x

dx +

∂f

∂y

dy

∧

∂g

∂x

dx +

∂g

∂y

dy

= (F ◦ R)

∂f

∂x

∂g

∂y

−

∂f

∂y

∂g

∂x

dx ∧ dy

Here F ◦ R(x, y) = F (f(x, y), g(x, y), h(x, y)).

The Integral of an n-Form over an n-Chain

We are now in a position to deﬁne the integral of an n-form over an n-chain.

In this text, a 1-chain is a piecewise smooth curve, a 2-chain is a piecewise

smooth surface, and a 3-chain is a compact region whose boundary is a

piecewise smooth surface. In what follows, we will assume that all functions

are at least continuously diﬀerentiable.

We deﬁne the integral of an n-form over an n-chain for n = 1, 2, 3 as

follows.

A.2. THE MODERN STOKES’ THEOREM 193

• If I = [a, b], then

I

F dx =

b

a

F dx.

• If D is a compact region in the plane whose boundary is a piecewise

smooth curve, then

D

F dx ∧ dy =

D

F dA.

• If V is a compact region in space whose boundary is a piecewise smooth

surface, then

V

F dx ∧ dy ∧ dz =

V

F dV.

• If C is a smooth path and R is a smooth parametrization of C whose

domain is I = [a, b], then

C

ω =

I

R

∗

ω.

Again, if C is a closed path, this is usually written as

C

ω.

• If S is a smooth surface and R is a smooth parametrization of S whose

domain is D, then

S

ω =

D

R

∗

ω.

It can be shown that this integral is independent of parametrization as

long as the parametrizations have the same orientation. Also, this integral

is linear, since the integrals on the right above are linear.

The integral of a diﬀerential form over a piecewise smooth path or a piece-

wise smooth surface is deﬁned as the sum of the integrals over the smooth

paths or smooth surfaces that constitute the piecewise smooth path or piece-

wise smooth surface.

Example A.2.1 shows that the integral of the 1-form F

1

dx+F

2

dy +F

3

dz

over the 1-chain C is equal to the line integral

C

F

1

dx + F

2

dy + F

3

dz

194 APPENDIX A. THE MODERN STOKES’ THEOREM

as deﬁned in Chapter 4. Similarly, for the 1-form F

1

dx +F

2

dy in the plane.

We will consider surface integrals a little later on.

Example A.2.3. Compute

S

z dx ∧ dy,

where the surface S is parametrized by

R(x, y) = (x + y, x −y, xy), 0 ≤ x, y ≤ 1.

Solution. In the notation we’ve been using, F = z, f = x + y, g = x − y,

h = xy, and D = ¦(x, y) : 0 ≤ x, y ≤ 1¦. Using the result of the last example,

we have

S

z dx ∧ dy =

D

R

∗

(z dx ∧ dy)

=

D

xy

∂f

∂x

∂g

∂y

−

∂f

∂y

∂g

∂x

dx ∧ dy

= −2

D

xy dA

= −2

1

0

1

0

xy dxdy = −

1

2

.

The Modern Version of Stokes’ Theorem

In the modern version of Stokes’ theorem we will assume the following.

• If M is a compact region in space whose boundary ∂M is a piece-

wise smooth surface, then the orientation of ∂M is determined by the

outward unit normal.

• If M is a piecewise smooth surface whose boundary ∂M is a piecewise

smooth curve, then ∂M is given the induced orientation. Recall this

means that the curve is oriented so that when one follows the path

on the side of the chosen normal vector in the positive direction the

surface is on the left. If M is such a surface in the plane, then we’ll

assume its orientation is given by n = k. The induced orientation on

C in this case is referred to as “counterclockwise.”

A.2. THE MODERN STOKES’ THEOREM 195

We also need to make the following deﬁnition. If C is a piecewise smooth

path with initial point P and terminal point Q, then

∂C

f = f(Q) −f(P).

Obviously, this depends on the orientation of C.

Theorem A.2.1 (The Modern Stokes’ Theorem). Suppose M is an (n+1)-

chain whose boundary is an n-chain. If ω is an n-form deﬁned on an open

region containing M, then

M

dω =

∂M

ω.

If M is an (n + 1)-chain without boundary, then

M

dω = 0.

The proof of this theorem is beyond the scope of this text. However,

in the next section we will show how the major classical theorems of vector

analysis (Green’s theorem, the divergence theorem, and Stokes’ theorem) can

be derived as relatively simple corollaries of the modern version of Stokes’

theorem.

Example A.2.4. Verify the modern Stokes’ theorem for the following.

M = B =

¸

(x, y, z) : x

2

+ y

2

+ z

2

≤ 1

¸

,

∂M = S =

¸

(x, y, z) : x

2

+ y

2

+ z

2

= 1

¸

, and

ω = z dx ∧ dy.

Solution. On the one hand,

dω = dz ∧ dx ∧ dy = dx ∧ dy ∧ dz,

so

B

dω =

B

dx ∧ dy ∧ dz =

B

dV =

4

3

π.

On the other hand, we can parametrize S by

R(x, y) = (sin x cos y, sin x sin y, cos x), 0 ≤ x ≤ π, 0 ≤ y ≤ 2π.

196 APPENDIX A. THE MODERN STOKES’ THEOREM

So, we take D = ¦(x, y) : 0 ≤ x ≤ π, 0 ≤ y ≤ 2π¦. We leave it to the reader

to show that

∂R

∂x

×

∂R

∂y

points outward on S. Using Example A.2.2, a straightforward calculation

shows that

R

∗

(ω) = z cos x sin x dx ∧ dy = cos

2

x sin x dx ∧ dy.

Therefore,

S

ω =

D

R

∗

(ω) =

D

cos

2

x sin x dx ∧ dy

=

2π

0

π

0

cos

2

x sin x dxdy =

4

3

π.

A.2.1 Exercises

1. Compute

S

ω, where

ω = xy dy ∧ dz + x dz ∧ dx + 3zx dx ∧ dy,

and S is parametrized by

R(x, y) = (x + y, x −y, xy), 0 ≤ x, y ≤ 1.

2. Verify the modern Stokes’ theorem for

ω = x dx + xy dy,

where M is the region inside the square with opposite vertices (0, 0)

and (1, 1).

3. Verify the modern Stokes’ theorem for ω = x dz, where M is the surface

parametrized by

R(x, y) =

xy, x + y, x

2

+ y

2

, 0 ≤ y ≤ x, 0 ≤ x ≤ 1.

A.3. STOKES-TYPE THEOREMS, REVISITED 197

4. Verify the Modern Stokes’ theorem for the following:

M =

¸

(x, y, z) : x

2

+ y

2

+ z

2

≤ 1

¸

, and

ω = z

3

dx ∧ dy.

5. A diﬀerential form ω is exact if there exists a diﬀerential form η such

that ω = dη. Show that if ω is an exact n-form and M is an (n + 1)-

chain as described in Section A.2, then

∂M

ω = 0.

Assume things are as diﬀerentiable as you like. (Hint. See Exercise 3

in Section A.1.1.)

6. In Example A.2.4, show that

∂R

∂x

×

∂R

∂y

points outward on S.

A.3 Stokes-Type Theorems, Revisited

We begin with the fundamental theorem for line integrals.

Theorem A.3.1. If C is a non-closed piecewise smooth path with initial

point P and terminal point Q, either in the plane or in space, and F is a

continuously diﬀerentiable scalar ﬁeld deﬁned on an open region containing

C, then

C

gradF · dR = F(Q) −F(P).

If C is a piecewise smooth closed path, and F is a continuously diﬀerentiable

scalar ﬁeld deﬁned on an open region containing C, then

C

gradF · dR = 0.

198 APPENDIX A. THE MODERN STOKES’ THEOREM

Proof. We will assume C is a space curve; the proof for a plane curve is

similar. We will also assume, for simplicity, that C is smooth. We will just

prove the ﬁrst part of the theorem; the second part is similar.

In this case n = 0, so we will take ω = F and M = C. Let R(x) =

(f(x), g(x), h(x)), a ≤ x ≤ b. Using the modern version of Stokes’ theorem,

we have

C

gradF · dR =

b

a

∂F

∂x

df

dx

+

∂F

∂y

dg

dx

+

∂F

∂z

dh

dx

dx

=

[a,b]

R

∗

(dF) =

C

dF =

∂C

F

= F(Q) −F(P).

Next, we use the modern version of Stokes’ theorem to prove Green’s

theorem.

Theorem A.3.2 (Green’s Theorem). Suppose D is a compact region in the

plane whose boundary is a piecewise smooth closed curve C oriented counter-

clockwise. Also, assume P and Q are continuously diﬀerentiable on an open

region containing D. Then

C

P dx + Qdy =

D

∂Q

∂x

−

∂P

∂y

dA.

Proof. Again for simplicity we will assume that C is a smooth curve. In this

case n = 1, M = D, and ∂M = C. We take ω = P dx +Qdy. At the end of

Section A.1.1, we calculated that

dω =

∂Q

∂x

−

∂P

∂y

dx ∧ dy.

Recall that our new deﬁnition of

C

P dx + Qdy is equivalent to our old

A.3. STOKES-TYPE THEOREMS, REVISITED 199

deﬁnition. So, using the modern version of Stokes’ theorem we have

C

P dx + Qdy =

D

d(P dx + Qdy)

=

D

∂Q

∂x

−

∂P

∂y

dx ∧ dy

=

D

∂Q

∂x

−

∂P

∂y

dA.

Before considering the divergence theorem and Stokes’ theorem, we need

a few more preliminaries. In the sequel, for technical reasons, we will always

assume that a unit normal vector to a smooth surface can be extended to

a continuously diﬀerentiable function on an open region of space containing

the surface.

Theorem A.3.3. If S is a smooth surface oriented by the unit normal vector

n = (n

1

, n

2

, n

3

) and F is continuous on an open region containing S, then

S

F (n

1

dy ∧ dz + n

2

dz ∧ dx + n

3

dx ∧ dy) =

S

F dS.

Here

S

F dS is the surface integral of F over S, as previously deﬁned in

Section 4.4.

Proof. Let

R(x, y) = (f(x, y), g(x, y), h(x, y)) , (x, y) ∈ D,

be a smooth parametrization of S such that the orientation is as described

in the theorem. We need to calculate

R

∗

(F (n

1

dy ∧ dz + n

2

dz ∧ dx + n

3

dx ∧ dy))

= F (n

1

R

∗

(dy ∧ dz) + n

2

R

∗

(dz ∧ dx) + n

3

R

∗

(dx ∧ dy)) ,

where F, n

1

, n

2

, and n

3

are all evaluated at R(x, y).

200 APPENDIX A. THE MODERN STOKES’ THEOREM

We know from Section 4.4 that

n

1

=

∂g

∂x

∂h

∂y

−

∂h

∂x

∂g

∂y

∂R

∂x

×

∂R

∂y

n

2

=

∂h

∂x

∂f

∂y

−

∂f

∂x

∂h

∂y

∂R

∂x

×

∂R

∂y

n

3

=

∂f

∂x

∂g

∂y

−

∂g

∂x

∂f

∂y

∂R

∂x

×

∂R

∂y

.

In Example A.2.2, we calculated

R

∗

(dx ∧ dy) =

∂f

∂x

∂g

∂y

−

∂g

∂x

∂f

∂y

dx ∧ dy.

Similarly,

R

∗

(dz ∧ dx) =

∂h

∂x

∂f

∂y

−

∂f

∂x

∂h

∂y

dx ∧ dy

R

∗

(dy ∧ dz) =

∂g

∂x

∂h

∂y

−

∂h

∂x

∂g

∂y

dx ∧ dy.

It follows that

R

∗

(F (n

1

dy ∧ dz + n

2

dz ∧ dx + n

3

dx ∧ dy)) = F

∂R

∂x

×

∂R

∂y

dx ∧ dy.

Therefore,

S

F (n

1

dy ∧ dz + n

2

dz ∧ dx + n

3

dx ∧ dy)

=

D

F

∂R

∂x

×

∂R

∂y

dx ∧ dy =

D

F

∂R

∂x

×

∂R

∂y

dA =

S

F dS.

In light of Theorem A.3.3, we write

dS = n

1

dy ∧ dz + n

2

dz ∧ dx + n

3

dx ∧ dy.

dS is a 2-form in space deﬁned on an open region containing S; although, it

is not necessarily the diﬀerential of a 1-form.

Thus, the integral of the diﬀerential form F dS over S is equal to the

surface integral

S

F dS, as previously deﬁned.

To prove the divergence theorem and Stokes’ theorem we use the following

lemma.

A.3. STOKES-TYPE THEOREMS, REVISITED 201

Lemma A.3.1. If S is a smooth surface, then

S

n

3

dS =

S

dx ∧ dy

S

n

2

dS =

S

dz ∧ dx

S

n

1

dS =

S

dy ∧ dz.

Proof. We show the ﬁrst equality. The others are proved similarly. Let D

be the domain of R and write R(x, y) = (f(x, y), g(x, y), h(x, y)), (x, y) ∈ D.

Then, using Example A.2.2, we have

S

dx ∧ dy =

D

R

∗

(dx ∧ dy)

=

D

∂f

∂x

∂g

∂y

−

∂f

∂y

∂g

∂x

dA.

On the other hand,

S

n

3

dS =

D

¸

∂f

∂x

∂g

∂y

−

∂g

∂x

∂f

∂y

∂R

∂x

×

∂R

∂y

∂R

∂x

×

∂R

∂y

dA

=

D

∂f

∂x

∂g

∂y

−

∂f

∂y

∂g

∂x

dA.

Now, we can use the modern version of Stokes’ theorem to give a proof

of the divergence theorem and Stokes’ theorem.

Theorem A.3.4 (The Divergence Theorem). Let D be a compact region in

space whose boundary is a piecewise smooth closed surface S with outward

unit normal n = (n

1

, n

2

, n

3

). Let F be a continuously diﬀerentiable vector

ﬁeld deﬁned on an open region containing D. Then

D

div F dV =

S

F · ndS.

Proof. Again, for simplicity we will assume that S is a smooth surface. In

this case n = 2, M = D, and ∂M = S. We take

ω = F

1

dy ∧ dz + F

2

dz ∧ dx + F

3

dx ∧ dy.

202 APPENDIX A. THE MODERN STOKES’ THEOREM

By Lemma A.3.1, we have

S

F · ndS =

S

(F

1

n

1

+ F

2

n

2

+ F

3

n

3

) dS

=

S

F

1

dy ∧ dz + F

2

dz ∧ dx + F

3

dx ∧ dy

=

S

ω.

On the other hand, it is easy to show that

dω = div F dx ∧ dy ∧ dz.

Therefore, by the modern version of Stokes’ theorem, we have

D

div F dV =

D

div F dx ∧ dy ∧ dz

=

D

dω =

S

ω =

S

F · ndS.

Finally, we have the following.

Theorem A.3.5 (Stokes’ Theorem). Let S be a compact piecewise smooth

surface whose boundary is a piecewise smooth closed curve C with the induced

orientation. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned on an

open region containing S. Then

C

F · dR =

S

curlF · ndS.

Proof. Again, for simplicity we will assume that S is a smooth surface and

C is a smooth curve. In this case n = 1, M = S, and ∂M = C. We take

ω = F

1

dx + F

2

dy + F

3

dz.

A straightforward calculation shows that

dω =

∂F

3

∂y

−

∂F

2

∂z

dy∧dz+

∂F

1

∂z

−

∂F

3

∂x

dz∧dx+

∂F

2

∂x

−

∂F

1

∂y

dx∧dy.

A.3. STOKES-TYPE THEOREMS, REVISITED 203

Again using Lemma A.3.1, we see that

S

dω =

S

curlF · ndS.

Therefore, by the modern version of Stokes’ theorem we have

C

F · dR =

C

F

1

dx + F

2

dy + F

3

dz

=

C

ω =

S

dω =

S

curlF · ndS.

A.3.1 Exercises

1. Show that if

ω = F

1

dy ∧ dz + F

2

dz ∧ dx + F

3

dx ∧ dy,

then

dω = div F dx ∧ dy ∧ dz.

2. Show that if

ω = F

1

dx + F

2

dy + F

3

dz,

then

dω =

∂F

3

∂y

−

∂F

2

∂z

dy ∧ dz +

∂F

1

∂z

−

∂F

3

∂x

dz ∧ dx

+

∂F

2

∂x

−

∂F

1

∂y

dx ∧ dy.

3. Complete the proof of Lemma A.3.1.

204 APPENDIX A. THE MODERN STOKES’ THEOREM

A.4 Project

In this project you will be asked to extend part of the treatment given in

this appendix to four dimensional euclidean space, hereafter know as 4-space.

You will then be asked to use these results to calculate the volume of a ball

and the volume of a sphere in 4-space.

1

Let x, y, z, and t be the coordinates in 4-space.

• Write out, in standard form, all of the nontrivial diﬀerential forms in

4-space.

• To the properties of the wedge product add the following:

dx ∧ dt = −dt ∧ dx, dy ∧ dt = −dt ∧ dy, dz ∧ dt = −dt ∧ dz, and

dt ∧ dt = 0.

Let

ω = f

1

dx + g

1

dy + h

1

dz

η = f

2

dx + g

2

dy + h

2

dz

θ = f

3

dx + g

3

dy + h

3

dz,

and calculate ω ∧ η ∧ θ.

• Extend the deﬁnition of the diﬀerential of a diﬀerential form to 4-space.

• Extend the properties of the operator R

∗

to 4-space.

• Without explicitly deﬁning chains in 4-space, extend the deﬁnition of

the integral of an n-form over an n-chain to 4-space.

• As mentioned before, the modern version of Stokes’ theorem is valid in

higher dimensions. Use the modern version of Stokes’ theorem to show

that the volume of the ball of radius a in 4-space is π

2

a

4

/2. (Hint: The

sphere of radius a, centered at the origin, can be parametrized by

R(x, y, z) = (a cos x sin y sin z, a sin x sin y sin z, a cos y sin z, a cos z),

where 0 ≤ x ≤ 2π, 0 ≤ y ≤ π, and 0 ≤ z ≤ π. Apply the modern

version of Stokes’ theorem with ω = −t dx ∧ dy ∧ dz.)

1

What we call the volume of a sphere in 4-space other authors call the area or surface

area.

A.4. PROJECT 205

• If F = (F

1

, F

2

, F

3

, F

4

) is a vector ﬁeld in 4-space, then we deﬁne the

divergence of F by

div F =

∂F

1

∂x

+

∂F

2

∂y

+

∂F

3

∂z

+

∂F

4

∂t

.

The divergence theorem applies to “nice” regions in 4-space:

M

div F dV =

∂M

F · ndV,

where dV is the volume element of the region being integrated over.

Use the divergence theorem and the previous result to show that the

volume of the sphere in 4-space, or hypersphere, of radius a is 2π

2

a

3

.

(Hint: Choose F appropriately.)

206 APPENDIX A. THE MODERN STOKES’ THEOREM

Appendix B

Planar Motion in Polar

Coordinates: Kepler’s Laws

In this appendix we consider motion in a plane using polar coordinates with

an eye to deriving Kepler’s laws from Newton’s (second) law of motion and

Newton’s law of universal gravitation. For simplicity, we will assume that all

functions appearing in this appendix are twice continuously diﬀerentiable.

B.1 Planar Motion in Polar Coordinates

Velocity and Acceleration

Recall that the transformations for polar coordinates are:

x = r cos θ, y = r sin θ,

where we will assume r ≥ 0. It often is helpful to remember the identity

r

2

= x

2

+ y

2

.

The most appropriate orthogonal unit vectors to consider here are:

e

r

= cos θi + sin θj

e

θ

= −sin θi + cos θj.

Notice that these are not constant vectors.

Note that

de

r

dθ

= e

θ

and

de

θ

dθ

= −e

r

.

207

208 APPENDIX B. PLANAR MOTION IN POLAR COORDINATES

In polar coordinates the motion of an object in the plane can be written

R(t) = r(t) cos θ(t)i + r(t) sin θ(t)j = r(t)e

r

(t).

The velocity can then be written

v =

dR

dt

=

dr

dt

e

r

+ r

de

r

dt

=

dr

dt

e

r

+ r

de

r

dθ

dθ

dt

=

dr

dt

e

r

+ r

dθ

dt

e

θ

.

A straightforward calculation (which we leave to the reader) gives the

acceleration:

a =

dv

dt

=

¸

d

2

r

dt

2

−r

dθ

dt

2

¸

e

r

+

¸

r

d

2

θ

dt

2

+ 2

dr

dt

dθ

dt

e

θ

.

Motion in a Plane

Suppose F is the force acting on an object whose motion lies in a plane,

which we can take to be the xy-plane. Then, by Newton’s (second) law of

motion,

F = F

r

e

r

+ F

θ

e

θ

= ma,

where m is the (constant) mass of the object.

Using the previous expression for the acceleration, we have

F

r

= m

d

2

r

dt

2

−mr

dθ

dt

2

F

θ

= mr

d

2

θ

dt

2

+ 2m

dr

dt

dθ

dt

.

Multiplying the last equation by r, we obtain

rF

θ

=

d

dt

mr

2

dθ

dt

or F

θ

=

1

r

d

dt

mr

2

dθ

dt

.

B.1.1 Exercise

1. Derive the expression for the acceleration in polar coordinates from the

velocity.

B.2. KEPLER’S LAWS 209

B.2 Kepler’s Laws

Kepler’s laws of planetary motion were formulated by Johannes Kepler c.1605

based on voluminous data obtained by Tycho Brahe. Newton later “proved”

Kepler’s laws using his (second) law of motion and law of universal gravita-

tion.

Kepler’s laws of planetary motion can be stated as follows:

1. The orbit of each planet is an ellipse with the Sun at one of the foci.

2. A line from the Sun to a planet sweeps out equal areas in equal time

intervals.

3. If T is the period of the orbit and a is the length of the semi-major axis,

then for every planet in the Solar System T

2

/a

3

has the same value.

Kepler’s laws are valid for any “planetary system” that satisﬁes the fol-

lowing assumptions.

• The central body is much more massive than any orbiting body. (Our

Sun is more that a 1000 times more massive than Jupiter, which is by

far the most massive planet.)

• The gravitational force on any orbiting body due to all other objects in

the universe is much less than the gravitational force due to the central

body.

In this case, the force on a orbiting body can be modeled by a central,

inverse-square force ﬁeld with the central body at the origin, i.e.,

F =

−GMm

[R[

3

R =

−GMm

r

2

e

r

,

where G is the universal gravitation constant, M is the mass of the central

body, and m is the mass of the orbiting body.

Kepler’s Second Law

We will demonstrate the second law ﬁrst, since it depends only on the force

ﬁeld being a central force ﬁeld.

210 APPENDIX B. PLANAR MOTION IN POLAR COORDINATES

Let A(t) denote the area swept out by the position vector R = R(t)

during the time interval [t

0

, t] for some ﬁxed t

0

. Let

∆A = A(t

0

+ ∆t) −A(t

0

) = A(t

0

+ ∆t).

Then, by the intermediate value theorem,

∆A =

1

2

r

2

∆θ,

where r is evaluated at some point in [t

0

, t

0

+∆t] and ∆θ = θ(t

0

+∆t)−θ(t

0

).

Therefore,

∆A

∆t

=

1

2

r

2

∆θ

∆t

.

Letting ∆t −→0

+

, we obtain

dA

dt

=

1

2

r

2

dθ

dt

,

where r is evaluated at t

0

. (This follows from the continuity of r.)

If F

θ

= 0, then

d

dt

mr

2

dθ

dt

= 0,

from which it follows that dA/dt is constant.

That is, for a central force ﬁeld the rate at which the position vector R

sweeps out area is a constant.

This demonstrates Kepler’s second law.

Kepler’s First Law

Since the demonstration of Kepler’s ﬁrst law is somewhat involved, we will

proceed in steps.

1

Step 1. Using Newton’s law F = ma, the expression for the acceleration

in polar coordinates, and equating components, we have

d

2

r

dt

2

−r

dθ

dt

2

=

−GM

r

2

r

2

dθ

dt

= K,

1

This approach is adapted from a series of Exercises in [7].

B.2. KEPLER’S LAWS 211

where K is a constant.

Step 2. Substituting for dθ/dt in the ﬁrst equation and multiplying by

dr/dt, we obtain

d

2

r

dt

2

dr

dt

−

K

2

r

3

dr

dt

=

−GM

r

2

dr

dt

.

Since,

d

dt

¸

1

2

dr

dt

2

¸

=

dr

dt

d

2

r

dt

2

,

the integral of

dr

dt

d

2

r

dt

2

,

with respect to t, is

1

2

dr

dt

2

.

Integrating the other two terms with respect to t and multiplying by 2,

we obtain

dr

dt

2

+

K

2

r

2

=

2GM

r

+ C,

where C is a constant.

Step 3. Letting p = 1/r or r = 1/p, we easily obtain

1

p

4

dp

dt

2

+ K

2

p

2

= 2GMp + C.

Step 4. Assuming dθ/dt is never 0, that is, the planet doesn’t stop or

“backup,” we can (at least in theory) solve θ = θ(t) for t and write t = t(θ)

and p = p(t(θ)). Then, using the equation for dθ/dt in Step 1, we have

dp

dθ

2

=

dp

dt

2

dt

dθ

2

=

dp

dt

2

r

4

K

2

=

dp

dt

2

1

K

2

p

4

or

K

2

dp

dθ

2

=

1

p

4

dp

dt

2

.

212 APPENDIX B. PLANAR MOTION IN POLAR COORDINATES

Then, using the result from Step 3, we obtain

K

2

¸

dp

dθ

2

+ p

2

¸

= 2GMp + C.

Step 5. Diﬀerentiating the last equation with respect to θ results in

2

dp

dθ

d

2

p

dθ

2

+ 2p

dp

dθ

=

2GM

K

2

dp

dθ

or

d

2

p

dθ

2

+ p =

GM

K

2

.

Step 6. In elementary diﬀerential equations one learns (or, at least,

should learn) that the (general) solution to this diﬀerential equation can be

written

p = Acos(θ −δ) +

GM

K

2

,

where A is a nonnegative constant and δ is a constant.

By rotating the axes, if necessary, we can take δ = 0. Therefore, by

choosing our axes appropriately, we have

p = Acos θ +

GM

K

2

.

Step 7. This last equation can be written

r =

K

2

/(GM)

1 −e cos θ

,

where e is a nonnegative constant.

This is known to be the equation of a conic section where the origin is

one of the foci. The number e is called the eccentricity of the conic section.

If e = 0, then the orbit is a circle, which we consider to be a special type

of ellipse for which the foci coincide. If 0 < e < 1, then the orbit is an

ellipse. If e = 1, then the orbit is a parabola. If e > 1, then the orbit is a

hyperbola. (See, for example, [22].) Since the orbit of a planet is obviously

not a parabola or a hyperbola, it must be an ellipse.

This demonstrates Kepler’s ﬁrst law.

B.2. KEPLER’S LAWS 213

Kepler’s Third Law

We now proceed to Kepler’s third law. We will use the same notation we

used in our derivation of the ﬁrst and second laws. Again, we will proceed

in steps.

Step 1. Suppose that 0 ≤ e < 1. The polar coordinate equation

r =

K

2

/(GM)

1 −e cos θ

can be written, in cartesian coordinates, as

(x −h)

2

a

2

+

y

2

b

2

= 1,

where

a =

K

2

/(GM)

1 −e

2

, b =

K

2

/(GM)

√

1 −e

2

, and h = ae.

We leave it to the reader to verify this.

Step 2.

Recall that the area swept out by the position vector R satisﬁes

dA

dt

=

1

2

K.

If we start to measure the area from time t = 0, then we have

A =

1

2

Kt.

Since the area of the ellipse swept out by the position vector R during one

period is πab (see Example 5.1.2), it follows that

πab =

1

2

KT.

Step 3. Using the results of Step 1 and Step 2, it follows that

T

2

=

4π

2

GM

a

3

.

Again, we leave the veriﬁcation of this to the reader.

This demonstrates Kepler’s third law.

214 APPENDIX B. PLANAR MOTION IN POLAR COORDINATES

Remark B.2.1. The average distance between the Sun and the Earth is

deﬁned to be 1 astronomical unit (AU).

2

Since (fortunately for us) the Earth’s

orbit is very nearly circular, the length of the semi-major axis of the Earth’s

orbit is very close to 1 AU. Therefore, in our Solar System, if we measure

distance in AU and time in years, Kepler’s third law can be written T

2

= a

3

.

B.2.1 Exercises

1. For the orbit of the planet Uranus the length of the semi-major axis is

around 19.2 AU. Find the period of the orbit.

2. Look up the orbital properties of the largest ﬁve moons of Uranus on

Wikipedia or obtain them from some other source. Plot the period

T versus the semi-major axis a on log-log graph paper by hand or use

computer software to obtain a log-log plot. Use a for the horizontal axis

and T for the vertical axis. (Alternatively, you can plot log T versus

log a on regular graph paper.) The points should all lie on a straight

line. What is the slope of this line? (Hint. If you do this by hand,

choose units that make the numbers reasonable, for example, T in tens

of thousands of kilometers and a in days.)

3. Verify Step 3 in the derivation of Kepler’s ﬁrst law.

4. Verify, by direct substitution, that

p = Acos(θ −δ) +

GM

K

2

,

where A is a nonnegative constant and δ is a constant, is a solution of

d

2

p

dθ

2

+ p =

GM

K

2

.

5. Verify the equation in Step 7 in the derivation of Kepler’s ﬁrst law.

6. Verify Step 1 in the derivation of Kepler’s third law.

7. Verify Step 3 in the derivation of Kepler’s third law.

2

1 AU ≈ 93, 000, 000 mi ≈ 150, 000, 000 km

Appendix C

Solutions to Selected Exercises

1.1.1

1. '0, −2, 1`

2. 7i

3. (a) 4i −7j −3k

(b)

√

14

4. (a) '18, 14, 2`

(b) 2

√

131

5. (a) 2j + 3k

(b)

√

13

6.

1

√

6

'1, 2, −1`

7.

2

√

41

(−4i + 5j)

8.

2

√

41

(4i −5j)

9. −

1

√

5

(6i + 3j)

215

216 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

10.

4

√

6

(i −j + 2k)

1.2.1

1. 6

2. 14

3. −3

4. cos

−1

6

√

574

5. cos

−1

14

15

6. cos

−1

−

3

2

√

21

7.

1

5

√

2

8.

5

3

√

6

9. −

4

3

√

26

10.

1

√

10

11. cos

−1

5/6

12. −

9

√

41

13.

22

√

2

5

14.

27

√

17

217

15.

0, −

24

41

,

30

41

+

3,

65

41

,

52

41

16.

28

9

i +

28

9

j −

14

9

k

+

−

1

9

i +

8

9

j +

14

9

k

17. '−2/3, −1/3, 2/3` +'14/3, −14/3, 7/3`

18. 1200

√

3 ft-lb ≈ 2078.5 ft-lb

19.

QPR ≈ 46.25

◦

,

PQR ≈ 74.54

◦

,

PRQ ≈ 59.21

◦

1.3.1

1. '13, −15, −12`

2. −5i −5j + 5k

3. 4i −3j + 2k

4.

√

538

5. 5

√

3

6.

√

29

7. 8i −56j −73k

8. ±

1

√

70

'6, 3, 5`

9. (i ×i) ×j = i ×(i ×j)

10.

√

790/2

11.

√

2909/2

12. 9

√

10/2

13.

√

641/2

14.

√

21/2

218 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

15. (3, −2, 1), 9

(−1, 0, 1), 9

16. 4

17. 1/6

18. 2

1.4.1

1. x = −1 + t, y = 2 + 2t, z = 3 −4t

x + 1 = (y −2)/2 = (3 −z)/4

2. x = 1 + 2t, y = 1 + t, z = 1 −5t

(x −1)/2 = y −1 = (1 −z)/5

3. x = −2 + 8t, y = 1 + t, z = 5 −8t

4. x = 2 −3t, y = −1 + 3t, z = 2t

2 −x

3

=

y + 1

3

=

z

2

5. They do not intersect.

6. (−2, 4, 0)

7. (−1, −5, 0)

8. cos

−1

6

11

9.

43

15

10. 9x −5y −z = 10

11. 26x −27y −20z = 123

12. 21x −6y + 7z = −38

219

13. 4x −7y −24z = −37

14. x −2y −2z = 1

15. x + 11y + 3z = 20

16. −3x + 2y + 9z = 11

17. 2x + 5y −9z = 22

18.

5

3

√

3

19.

10

√

6

20.

10

√

107

21. x −2y + z = 0

22. 3x + 2y −z = 4

2.1.1

1. cos(2t)i + πe

πt

j + 15t

4

k

2. [3, 5)

F

(t) =

4

t −5

i +

6

√

t −5

j + 12t

3

k

F

(t) = −

4

(t −5)

2

i −

3

(t −5)

3/2

j + 36t

2

k

3. [−1, ∞)

F

(t) =

3

2 + t

i +

6

√

t + 1

j + 12t

5

k

F

(t) = −

3

(2 + t)

2

i −

3

(t + 1)

3/2

j + 60t

4

k

4. 120i −

260

3

j

220 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

5.

3325

3

i −38j + 65k

6. (−t

3

−7t + 5) i + (−t

4

−3t + 7) j + (3t

2

+ 2t + 4) k

2.2.1

1. R(1) = i +j

v(1) = 2i −2j

2. −32i +j + 8k

33

3. (a)

1

2t

2

+ 1

(2ti + 2t

2

j +k)

(b)

1

3

(2i + 2j +k)

4.

1

√

9t

2

+ 25

[(3 cos t −3t sin t)i + (3 sin t + 3t cos t)j + 4k]

5. −

y

a

i +

x

a

j

6.

1 −x

2

=

y + 1

3

= 2 −z

7.

1 −x

√

3

=

y −3

√

3

3

= z −

π

3

8. x = −9 −t, y = −2 + 2t, z = −3 + 2t

9. x = 8 + 4t, y = 6 + 32t, z = 1 −t

10. x = 1 + t, y = 1 −12t, z = 2 −3t

11. (a) v(t) = −2 sin ti −j + 2 cos tk

(b) 2π

√

5

12. y = −

2

π

x +

π

2

221

13. (a) π

√

5

(b) x =

π

2

+ t, y = −1, z = −2t

14. 68

15. 14/3

16. π

√

4π

2

+ 1 +

1

2

ln

2π +

√

4π

2

+ 1

17. 6a

18. x =

2s

3

cos

1

2

ln

2s

3

, y =

2s

3

sin

1

2

ln

2s

3

, z =

2s

3

19.

1

[t[

√

5

(t sin ti + t cos tj + 2tk)

20. 3

√

5π

2

/2

21. ln

√

2 + 1

2.3.1

1. 9t/ (9t

2

+ 25)

1/2

9t

2

+ 36 −

81t

2

9t

2

+ 25

1/2

2.

2

(1 + 4x

2

)

3/2

3. 1/a

(−1/a)(xi + yj)

k

0

4. 1

0

222 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

−(3/5) sin si + cos sj −(4/5) sin sk

−(3/5) cos si −sin sj −(4/5) cos sk

−(4/5)i + (3/5)k

5.

1

5[t[

6. R(t) = (3 + 2 sin t)i +

√

2 cos tj +

√

2 cos tk, 0 ≤ t ≤ 2π

3.1.1

1. (a) ¦(x, y, z) : x

2

+ y

2

+ z

2

< 1¦

(b) ¦(x, y, z) : x

2

+ y

2

+ z

2

= 1¦

(c) ¦(x, y, z) : x

2

+ y

2

+ z

2

> 1¦

(d) open

2. (a) ¦(x, y, z) : x

2

+ y

2

+ z

2

< 1¦

(b) ¦(x, y, z) : x

2

+ y

2

+ z

2

= 1¦

(c) ¦(x, y, z) : x

2

+ y

2

+ z

2

> 1¦

(d) closed

3. (a) the empty set

(b) ¦(x, y, z) : x

2

+ y

2

+ z

2

= 1¦

(c) ¦(x, y, z) : x

2

+ y

2

+ z

2

= 1¦

(d) closed

4. (a) the empty set

(b) ¦(x, y, z) : x

2

+ y

2

≤ 1, z = 0¦

(c) ¦(x, y, z) : x

2

+ y

2

> 1, z = 0¦ ∪ ¦(x, y, z) : z = 0¦

(d) neither

5. (a) ¦(x, y) : x

2

+ y

2

< 1¦

(b) ¦(x, y) : x

2

+ y

2

= 1¦

(c) ¦(x, y) : x

2

+ y

2

> 1¦

223

(d) open

6. (a) the empty set

(b) all of space

(c) the empty set

(d) neither

7. '−4 cos(−1), 4 sin(−1), 4 cos(−1)`

8.

3

577

√

3 −2

9. −69/5

10. −9

11.

24

√

5

12. i −2j

6

√

5

13.

54

√

13

'−1, −3`

6

√

10

14. (a) −1

(b) 2

(c) '0, −1`

15.

8

√

11

16. −4/3

17. 3

√

5

2i +k

224 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

18. If k < 0, then the level set is the empty set. If k = 0, then the level set

is the origin. If k > 0, then the level set is the surface of the cube with

vertices (±k, ±k, ±k).

19. 2x −6y + z = 7

20. 4x −2y −z = 1

21. −16x + 4y −7z = 14

22. 9x + 8y −9z = 34

23. 3x −2y + z = 18

24. 4x + 8y −2z = 42

25. (a) 2x + 4y + 6z = 12

(b) x = 1 + 2t, y = 1 + 4t, z = 1 + 6t

26. (a) 6

√

3(x −y) + 24z = π

√

3 + 6

(b) x =

π

3

−

√

3

4

t, y =

π

3

+

√

3

4

t, z =

1

4

−t

27. 2x + 4y −z = 5

28. (x

0

, 2x

0

+ 3, 9) , x

0

arbitrary

29. (2, −2, 1) and (−2, 2, 1)

3.2.1

1. x

2

+ y

2

= 25

2. y = −12/x, x > 0

3. z = 4x = −3y

4. e

x−1

= y/2 = z/3

5. (a) z −x + y

(b) zi + xj −yk

225

6. (a) 2x + y

(b) zi

7. (a) 2xz + 2yx + 2

(b) i + x

2

j + y

2

k

8. (a) 2y

(b) (3y

2

−1) i

9. (a) −y sin(xy) + x cos(xy)

(b) (y cos(xy) + x sin(xy)) k

10. (a) e

xyz

(yz + xz + xy)

(b) e

xyz

[(xz −xy)i + (xy −yz)j + (yz −xz)k]

11. (a) 4y

(b) zi −xk

(c) 2j

12. (a) e

−xy

[−y sin yzi + (−x sin yz + z cos yz)j + y cos yzk]

(b) e

−xy

[(x

2

−z

2

) sin yz −2xz cos yz]

13. −(x

2

+ y

2

+ z

2

)

−1/2

+ C

14. ∼ 393 kg/s, ∼ 6230 gal./min.

4.1.1

1. π

2. −π

3. 2π

4. 2π

2

√

2

5. (a) 0

(b) −1/3

226 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

6. 0

7. −1

8. 0

9. −1/2

10. 32π

6

11. (a)

1

2

(e

2π

−1)

(b)

1

2

(e

2π

−1)

12. 0

13. 41/6

14. 26

15. 3a

2

4.2.1

1. (a) No

(b) No

2. (a) No

(b) Yes

3. (a) Yes

(b) No

4. conservative; xy +

1

2

z

2

+ C

5. not conservative

6. conservative; x

2

y + yz + C

227

7. conservative; G(x) + H(y) + L(z) + C, where G, H, L are any an-

tiderivatives of g, h, l, resp.

8. (a) xz

2

+ y

2

+ C

(b) 1

(c) 1

9. 3/e

10. conservative;

1

2

x

2

+ xy + y

2

+ C

11. not conservative

12.

1

2

x

2

+ x sin y −y

2

+ sin 1 +

1

2

13. exact;

1

2

x

2

+ xy + y

2

= C

14. not exact

15.

1

2

x

2

+ x sin y −y

2

= sin 1 +

1

2

16. (a)

1

3

x

3

+ xy + e

y

+ C

(b) 8π

3

/3

(c) 8π

3

/3

17. −10

18. (a) both equal

y

2

−x

2

(x

2

+ y

2

)

2

(b) 2π

(c) No. Corollary 4.2.1 implies that F is not conservative. Note that

the domain of F is not simply connected.

228 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

4.3.1

1. (0, 4, 2)

2

√

5, π/2, cos

−1

1/

√

5

2.

−3

√

3, 3

√

3, 6

√

3

6, 3π/4, 6

√

3

3. r = 4 sin θ

ρ sin φ = 4 sin θ

circular cylinder of radius 2 with axis x = 0, y = 2

4. x

2

+ y

2

= 4

circular cylinder of radius 2 with axis the z-axis

5. x

2

+ y

2

+ z

2

= 6z or x

2

+ y

2

+ (z −3)

2

= 9

sphere radius 3 centered at (0, 0, 3)

6. 9

7. 48

8. 32/3

9. 8

10.

1

6

(e

9

−1)

11.

1

4

(1 −e

−81

)

12.

π

4

(1 −cos 1)

13.

π

4

(1 −e

−1

)

14.

π

2

ln 2

15. 225/8

229

16. 16/3

17. 1/24

18. −117

19. 1024π/9

20. 18π

21. −15/4

22. 1/8

23. 32/105

24. 1

25. 3/4

26. 24

27. 6

28. 25π/2

29. 2π −8/3

30. 36π

31. 81π/2

32. 125π/8

33. δπhR

4

/2 = MR

2

/2, (M = mass)

4.4.1

1. 34

2. 2πrh

3. πr

√

r

2

+ h

2

230 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

4.

4

15

3

5/2

−2

5/2

+ 1

5.

π

6a

2

(1 + 4a

2

R

2

)

3/2

−1

6.

π

6a

2

(1 + 4a

2

R

2

)

3/2

−1

7.

2π

3a

2

(1 + a

2

R

2

)

3/2

−1

8. 4π

2

aA

9. 1/6

10. 24

11. 0

12. 8

13. 32π/3

14. 36π

15. 0

16. 12π

17. 3πa

2

18. 4π

19. (a) s

2

−e

−x

0

+s/2

+ e

−x

0

−s/2

− e

−y

0

+s/2

+ e

−y

0

−s/2

−e

−z

0

+s/2

+ e

−z

0

−s/2

(b) −e

−x

0

−e

−y

0

−e

−z

0

(c) −e

−x

0

−e

−y

0

−e

−z

0

231

5.1.1

1. 6π

2. 60π

3. 0

4. −1

5. 0

6. −1/2

7. 3π/2

8. 3πa

2

/8

5.2.1

1. 3

2. 28π

3. 108π

4. 24

5. 0

6. 8

7. 32π/3

8. 36π

9. 0

10. 12π

11. 3πa

2

12. F is not continuous (tends to inﬁnity) at the origin.

13. −16

232 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

5.3.1

1. −3π/4

2. −1

3. −2

4. (a) 1/6

(b) 1/6

5. 1/6

6. 0

7. 3a

2

5.4.1

1. 2 (re

r

+ ze

z

)

2. 2ρe

ρ

3.

re

r

+ ze

z

r

2

+ z

2

(a)

1

r

2

+ z

2

(b) 0

4.

re

θ

+ ze

z

r

2

+ z

2

(a)

r

2

−z

2

(r

2

+ z

2

)

2

(b)

2rz

(r

2

+ z

2

)

2

(re

r

+ re

θ

+ ze

z

)

5.

e

ρ

ρ

(a) 1/ρ

2

233

(b) 0

6. 2π

7. n

2

r

n−2

8. 4θ

2

+ 2

9. n(n + 1)ρ

n−2

10. 6φ + cot φ

11. c

1

ln [ csc x + cot x[ + c

2

5.5.1

1. No. ∇· F = 0

2. n = −2

3.

V

0

ln (r/R

2

)

ln (R

1

/R

2

)

,

−V

0

r ln (R

1

/R

2

)

e

r

A.1.1

1. (f

1

g

2

+ g

1

h

2

+ h

1

f

2

) dx ∧ dy ∧ dz

2. (a) 2xy dx + x

2

dy

(b) y dx + (x + z) dy + y dz

(c) −(x + z) dx ∧ dy + y dz ∧ dx

(d) (2xy + x) dx ∧ dy ∧ dz

A.2.1

1. −25/12

2. 1/2

3. −1/3

4. 2π/3

234 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES

B.2.1

1. around 84 years

2. very close to 3/2

Bibliography

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[3] Robert P. Crease. The greatest equations ever. Physics World,

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[4] Harry F. Davis and Arthur David Snider. Introduction to Vector Anal-

ysis. Hawkes Publishing, seventh edition, 2000.

[5] Harold M. Edwards. Advanced Calculus: A Diﬀerential Forms Ap-

proach. Birkh¨ auser Boston, Cambridge, Massachusetts., 1994.

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236 BIBLIOGRAPHY

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Index

acceleration, 59

in polar coordinates, 208

normal component of, 59

tangential component of, 59

Ampere-Maxwell law, 178

analytic, 93

antiderivative, 43

arc length, 53

parametrization by, 53

astroid, 57, 154

ball

open, 69, 104

volume in 4-space, 204

volume in space, 125

binormal vector, 61

c, 180

capacitor

coaxial, 182

spherical, 181

cardioid, 154

Cauchy-Riemann equations, 93

Cauchy-Schwarz inequality, 14

chain, 192

chain rule, 41

charge density, 177

circle, 46, 71

circulation, 100

comp

b

a, 17

composition (of functions), 190

conservation of energy, 93

continuity equation, 184

cross product, 20

basic properties of, 21

curl, 87–89

in cylindrical coordinates, 169

in spherical coordinates, 172

current density, 177

curvature, 58, 60

radius of, 65

curve, 45, see also path

closed, 50

fractal, 50

nowhere-diﬀerentiable, 49

parametric equations of, 47

piecewise smooth, 98

simple, 50

smooth, 50

space-ﬁlling, 50

tangent to, 48

unit speed, 55

cylindrical coordinates, 122

d’Alembert’s solution, 183

del (operator), 90

diﬀerential equation, 114

exact, 114

diﬀerential form, 187–189

diﬀerential of, 189

exact, 197

integral of, 192

237

238 INDEX

directed line segment, 6

directional derivative, 72

disk

area of, 121

open, 71

distance

between geometric objects, 32

divergence, 83–87, 140

in cylindrical coordinates, 168

in spherical coordinates, 172

divergence theorem, 155–158, 201

in 4-space, 205

domain, 103

dot product, 13

basic properties of, 13

Einstein, Albert

and Maxwell’s equations, 176

electric ﬁeld, 176

electromagnetic energy density, 182

element of arc length, 55

in cylindrical coordinates, 167

in spherical coordinates, 172

element of area, 118

in polar coordinates, 121

element of surface area, 137, 138

element of volume, 118

in cylindrical coordinates, 122

in spherical coordinates, 125

Faraday’s law, 177

ﬂow curve, 81

ﬂow line, see ﬂow curve

ﬂux, 84, 140

force ﬁeld, 92

conservative, 92

Frenet equations, 62

Fubini’s theorem, 118

fundamental theorem

for line integrals, 105, 197

of calculus, 42

of space curves, 62

Gauss’s law, 141, 158

Gauss’s law for magnetic ﬁelds, 177

Gauss’s theorem, 155

gradient, 72

in cylindrical coordinates, 167

in spherical coordinates, 172

Green’s theorem, 149–151, 198

helix, 47, 63

hypersphere, 205

hypocycloid with four cusps, 57, 154

i, 5, 10

inner product, see dot product

integral

area, 118

deﬁnite, 42

indeﬁnite, 43

line, see line integral

of a diﬀerential form, 192

surface, see surface integral

volume, 118

j, 5, 10

Jordan curve theorem, 101

k, 5

Kepler’s laws, 208–214

Lagrange multipliers, 80

Laplace’s equation, 90, 180

Laplacian, 90

in cylindrical coordinates, 173

in polar coordinates, 173

in spherical coordinates, 173

INDEX 239

vector, 90

Leibnitz’s rule, 108

level set, 74

level surface, 74

line, 27

parametric equations of, 27

symmetric equations of, 28

vector equation of, 27

line integral, 98–101, 193

independent of path, 105

magnetic ﬁeld, 177

magnetic ﬂux, 177

magnetic monopoles, 177

manifold, 185

Matlab, 65, 94, 146

Maxwell’s equations, 159, 175–180

M¨ obius strip, 133

n-chain, see chain

n-form, see diﬀerential form

Newton’s law, 93, 209, 210

Newton’s law of gravity, 209

normal vector, 75

orthogonal unit vectors, 166, 171

osculating circle, 65

osculating plane, 64

parallelepiped, 24

volume of, 24

parallelogram, 11, 23

area of, 23

parallelogram law, 20

path, 50, see also curve

oriented, 51

clockwise, 101, 133

counterclockwise, 101, 133

piecewise smooth, 99

smooth, 50

permeability of free space, 179

permittivity of free space, 178

plane, 30

vector equation of, 30

Poisson’s equation, 90, 180

polar coordinates, 119

potential function, 105

Poynting vector, 182

Poynting’s theorem, 182

principle unit normal vector, 59

proj

b

a, 17

Pythagorean theorem, 14

region, 69

arcwise connected, 103

boundary of, 69

bounded, 71

closed, 69

closure of, 80

compact, 71

convex, 103

exterior of, 69

interior of, 69

open, 69

simply connected, 104

Riemann-Stieltjes integral, 97

right-hand rule, 3, 21

scalar, 1

scalar ﬁeld, 71

scalar multiplication, 4, 8

scalar product, see dot product

speed, 48

sphere, 71

surface area of, 138

volume in 4-space, 205

spherical coordinates, 122

240 INDEX

Stokes’ theorem, 160–164, 202

modern (version), 194–195

surface, 130–134

boundary of, 131

compact smooth, 130

orientable, 133

orientation, 133

usual or standard, 133

piecewise smooth, 134

unit normal to, 133

surface area, 137

surface integral, 140–142

tangent plane, 75

torsion, 61

torus, 131, 144

solid, 104

triangle inequality, 14

triple scalar product, 24

unit tangent vector, 48

vector ﬁeld, 80

conservative, 104–111

irrotational, 89

solenoidal, 87

vector product, see cross product

vector space, 5

vector(-valued) function, 37

component functions of, 37

continuous, 38

diﬀerentiable, 39

integration of, 42

of two variables, 129

vector(s), 1

addition of, 4, 7

angle between, 14

components of, 4

decomposition of, 17

displacement, 7

equality of, 5

magnitude of, 4, 7

orthogonal, 15

parallel, 4, 15

perpendicular, 15

plane, 10

position, 7

unit, 4

velocity, 48

in polar coordinates, 208

wave equation, 179

wedge product, 188

properties of, 188

work, 18, 100

xy-axes, 2

xyz-axes, 2

ii

Contents

Preface 1 Vectors 1.1 Basic Concepts . . 1.1.1 Exercises . . 1.2 The Dot Product . 1.2.1 Exercises . . 1.3 The Cross Product 1.3.1 Exercises . . 1.4 Lines and Planes in 1.4.1 Exercises . . 2 Curves in Space 2.1 Vector Functions . 2.1.1 Exercises . . 2.2 Space Curves . . . 2.2.1 Exercises . . 2.3 More About Curves 2.3.1 Exercises . . 2.4 Plotting Curves . . 2.4.1 Project . . . ix 1 1 12 13 18 20 24 27 32 37 37 44 45 55 58 64 65 67 69 69 77 80 90 94

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3 Scalar Fields and Vector Fields 3.1 Scalar Fields . . . . . . . . . . . . . . 3.1.1 Exercises . . . . . . . . . . . . 3.2 Vector Fields and Flow Curves . . . . 3.2.1 Exercises . . . . . . . . . . . . 3.3 Plotting Functions of Two Variables . iii

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CONTENTS Project . . . . . . . . . . . . . . . . . . . . . . . . . . . 95 97 97 102 103 115 117 126 129 143 146 148 149 149 153 155 159 160 164 165 174 175 182

4 Line Integrals and Surface Integrals 4.1 Line Integrals . . . . . . . . . . . . . 4.1.1 Exercises . . . . . . . . . . . . 4.2 Conservative Fields . . . . . . . . . . 4.2.1 Exercises . . . . . . . . . . . . 4.3 Area Integrals and Volume Integrals . 4.3.1 Exercises . . . . . . . . . . . . 4.4 Surface Integrals . . . . . . . . . . . 4.4.1 Exercises . . . . . . . . . . . . 4.5 Plotting Parametric Surfaces . . . . . 4.5.1 Project . . . . . . . . . . . . . 5 Stokes-type Theorems 5.1 Green’s Theorem . . . . 5.1.1 Exercises . . . . . 5.2 The Divergence Theorem 5.2.1 Exercises . . . . . 5.3 Stokes’ Theorem . . . . 5.3.1 Exercises . . . . . 5.4 Cylindrical and Spherical 5.4.1 Exercises . . . . . 5.5 Applications . . . . . . . 5.5.1 Exercises . . . . .

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A The Modern Stokes’ Theorem A.1 Diﬀerential Forms . . . . . . . . . A.1.1 Exercises . . . . . . . . . . A.2 The Modern Stokes’ Theorem . . A.2.1 Exercises . . . . . . . . . . A.3 Stokes-Type Theorems, Revisited A.3.1 Exercises . . . . . . . . . . A.4 Project . . . . . . . . . . . . . . .

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B Planar Motion in Polar Coordinates: Kepler’s Laws 207 B.1 Planar Motion in Polar Coordinates . . . . . . . . . . . . . . . 207 B.1.1 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . 208

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B.2 Kepler’s Laws . . . . . . . . . . . . . . . . . . . . . . . . . . . 209 B.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 214 C Solutions to Selected Exercises 215

vi CONTENTS .

. . . . . . . . . . . . . . . . The parallelogram generated by a and b . . . . .3 1.4 1. . . . . . . .List of Figures 1. . . . . . . . Example 1. . . . . . . . . . . . . . . . . . . . .6 . . .3 . . . . . . . . . .2 1. . . . . The cross product of two vectors . .1 2. . . . . . . .4. . . . . . . . . . . . . . . . . . .5 The xy-axes . . Flow curves . . . . . . . . . . . . . . . . . . . .3 2. . . . . . . . . . . . . . . . . . . . . . The velocity vector . . . A gradient vector and tangent plane to a level surface A vector ﬁeld . . . .3 3. . . . . . . . . . . . . . . . . . . . . . . . . . .7 1.2 3. . . . . . . . . . . . . . . . . .10 1. . . . . . . . . . . . . . . . . . . . . . . . . .1 3. . . . . . . . . . . . . . . . .1. . 2 3 7 8 9 9 11 15 16 22 23 25 28 30 33 46 47 49 51 52 62 70 76 81 82 85 A region . . . . . . . .2 2. . . . . .11 1. . . . . . . . . . . . . . . . . . . .4 3. A space curve . . . . − → The vector P Q . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . An oriented path . . .6 1. . . . . . . . . . . . − → − → P Q = RS . . . . . . . . . . The decomposition of a vector . . . . . . . . . . . . . The volume of a ﬂuid passing through a surface . . . . . . . . . .13 1. . . . . . . . . . . . . . The angle between two vectors . . . . The parallelepiped generated by a. . . . . . . . . . . . . . . . . . . . Example 1. . . . . . N. . . . .6 3. . . . . . A plane in space . . . . . . . . . . . .4 2. . . .1 1. . . .8 1. . . . . . . . . The xyz-axes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .14 1. . . . .9 1. . . vii . . . . . . .5 1. . . . . . . . . . . . . . . . . . . . . . . . . . b. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . and c A line in space . . . .12 1. . . and B . . . . − → − → − → P Q + QR = P R . . . . . . . . A helix . . . . . Multiplication of a vector by scalar .5 2. . . . . . . . . . . . . . . . . . .15 2. . . . . . An oriented closed path T. . . . . .

A closed surface with several outward unit normal A piecewise smooth surface with boundary . . . A M¨bius strip . . . . . . . . . . . . .1 . . . . . . Example 4. . . . . . . . . .13 5. . . .3 5. . . . . . . . . .5 4.2 4. . . . . . .7 4. . . . . . . . . . . A compact smooth surface with boundary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .3. . . . . . .viii 3. . . . .1 . . . . . . . . . . . . A domain on which Green’s theorem holds . . . . vectors . . Spherical coordinates . . . . . . . . . . . . . . . . . o The induced orientation . . . The divergence theorem . . . . . . . . . . . . .1 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . .4 4. A cylindrical rectangle . . . . . . . . . . . . . . . . . . . . . . Green’s theorem . . . . . . . . . . . . . .6 3. . . Exercise 1. . . . . . . . . . . .10 4. . . . . . . . .6 5.6 4. . 86 The curl . . . . . . .4 5. . .12 4. . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . 98 105 119 120 123 124 131 133 134 135 135 136 137 151 152 154 157 158 168 169 . . . . . . . . .2 5. .11 4. . . . . . Polar coordinates . . . . . .9 4. . . . . . . . . .1 4. . . . . . . . . . . . . . . Surface area . . . . . . . . . . . . . . . . Section 5. . . . . . . A torus . . . . . . . . . . . . . A domain on which the divergence theorem holds A cylindrical rectangular solid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A surface that is not piecewise smooth . . . . . . . . . .7 LIST OF FIGURES The ﬂux through the surface of a box . . . . . . . . . . . . . Cylindrical coordinates . . . .8 4. . . . . . . . . . . . .7 4. . . 88 The line integral . . .3 4. . . .5 5. . . . .

or mathematics. so I hope that it will also prove useful for self-study and for review.3. I expect that few students will lose any sleep over this approach. Most of Chapter 1 deals with basic facts about vectors and vector operations. this text contains more than enough material for a one quarter or one semester course. In many cases an appeal is made to physical or geometric intuition or to formal manipulations. Because of the level of this text. I have given proofs that rely on assumptions that aren’t strictly necessary. In other instances. I considered titling this book A Brief Introduction to Vector Analysis. In my experience. Appendix A. I’ve made every eﬀort not to be too technical without sacriﬁcing veracity. if this resulted in a simpler and/or more instructive argument. and Appendix B are covered. I have long been of the opinion that almost all mathematics texts nowadays are much too long (and much too expensive!). from teaching this subject several times. ix . many of the derivations and arguments are not totally rigorous in the modern mathematical sense. I have written this book in an informal style. especially if Section 2. My aim in writing this text has been to give a straightforward treatment of the basics of vector analysis at a level appropriate for the majority of students likely to take such a course in the United States. and the references include sources that cover all of this material in a rigorous fashion. since it is considerably shorter than most modern-day mathematics texts. Perhaps an overview of the material covered in this text is in order. engineering. The prerequisite is the usual calculus sequence taught in most universities in the United States.Preface This text is designed for a one semester or one quarter course in vector analysis (sometimes called vector calculus) for undergraduates majoring in one of the sciences. I hope that many will consider its length a desirable feature.

and 4 are devoted to using computer software to plot some of the geometric objects considered in those chapters. added a project in which the reader . including the gradient. In the ﬁnal section in Chapter 1 lines and planes in three dimensional euclidean space are discussed. Vectors are treated both geometrically and algebraically. Chapter 2 concerns vector-valued functions and curves in three dimensional space. Section 5. In Appendix A I’ve attempted to give a treatment of diﬀerential forms and the modern version of Stokes’ theorem that is accessible to students with modest mathematical backgrounds. the divergence theorem. but I have stuck to one. but I hope that most students will ﬁnd them interesting and instructive. I have chosen Matlab for this purpose. but any other computer algebra system or general purpose graphing software could be substituted for Matlab. In this I have generally followed Spivak [21]. the divergence. the divergence. (I have. The ﬁnal sections of Chapters 2. and Stokes’ theorem — as well as some of their applications. for the proofs of some results students are referred to their favorite elementary calculus text. the treatment is fairly brief. two. this section could be covered any time after Section 3. and three dimensions and have tried to give a much simpler. treatment. These sections could be omitted by those so inclined. while the proofs of a few results are left as exercises. This section may also be omitted by those who are proﬁcient in these areas. and the curl in cylindrical and spherical coordinates. and less abstract. Since most students will have seen the material in Chapter 1 in their elementary calculus courses.4 covers the gradient. Section 2. two directed line segments are considered to be equal as vectors if and only if they have the same length and the same direction. which are taken up in Chapter 5.x PREFACE including the dot product and the cross product. and the curl which are crucial to the remainder of the text. In addition.3 (More About Curves) is not required in the sequel and may be treated as optional. 3.3) is included in the nature of a review. Although the main focus in Chapter 4 is line integrals and surface integrals. a section on area and volume integrals (Section 4. In particular.2. This all leads up to the major theorems of vector analysis — Green’s theorem. Chapter 4 concerns integrals (both oriented and unoriented) as well as conservative vector ﬁelds and their relationship to line integrals. In the development of surfaces. though. I’ve included a few appendices. In particular. I have tried very hard to strike the right balance between intuition and rigor. With a few very minor modiﬁcations. Chapter 3 introduces scalar ﬁelds and vector ﬁelds.

As a professor of mine once said. OH 45701 chapin@math. I would like to thank all of the students who have taken vector analysis from me over the years. Of course. In addition. any remaining errors are my responsibility.5. I would very much appreciate any suggestions or comments that you. Appendix B is on planar motion in polar coordinates and contains a derivation of Kepler’s laws of planetary motion. might have. and to use this to derive the volumes of balls and spheres in four dimensional space. Steven A. Vusi Mpendulo Magagula for checking almost all of the solutions in the back of the text.xi is asked to extend some of these results to four dimensional space. Chapin Department of Mathematics Ohio University Athens. It would be hard to overstate the importance of working a large number of exercises. This text contains over 350 exercises of varying degrees of diﬃculty. The solutions to almost all of the non-proof exercises are given in Appendix C. the reader. Finally. “If you can’t do the problems. And I would like to thank Mr. Bob Sims at Zip Publishing for all of his assistance in getting this book into print.) My hope is that students who study this material later in their careers will beneﬁt from having done some hands-on calculations.edu .” I would like to thank Ms. Please feel free to write or send e-mail to one of the addresses given below. then you don’t understand the material. Joan Seder for giving me a copy of the article [3] referred to in the beginning of Section 5. My thanks also go to Mr.ohiou.

xii PREFACE .

we will often leave it to the reader to formulate We will actually drop this convention in Appendix A. and force are but a few examples. which we will refer to simply as space. In this text vectors will be indicated by boldfaced type in contrast to scalars (i. in three dimensional euclidean space. the vector 0 is not the same thing as the number 0. An exception to this is the cross product. However. can be easily generalized to the plane (two dimensional euclidean space) and to higher (ﬁnite) dimensional euclidean spaces. It is very important to distinguish between quantities that are scalars and those that are vectors. and to avoid a lot of unnecessary repetition. can be characterized by its magnitude (or length) and its direction. The vector 0 has magnitude 0. acceleration. For this reason. momentum. Our deﬁnition makes sense only for vectors in space. 2 1 1 .Chapter 1 Vectors 1. we will often state deﬁnitions and results only in space. and in the remainder of the text. velocity. We will be concerned mostly with vectors.e.1 When writing vectors by hand the usual practice is to place an arrow over the symbol or to underline the symbol. but we do not assign it a direction. In particular. at least in a ﬁnite dimensional euclidean space. and other objects.2 Thus.. Vectors have been proven to be very successful in modeling various quantities in many diﬀerent ﬁelds.1 Basic Concepts A nonzero vector. most of the material in this chapter. real numbers) which will be printed in ordinary type. Displacement.

See Figure 1. although.1: The xy-axes deﬁnitions and results for the plane.1. To be consistent in how we deﬁne and picture the orientation of such objects we need to depict the xy-axes in the plane and the xyz-axes in space in a particular standard fashion. we could draw the xy-axes with the positive y-axis pointing to the right and the positive x-axis pointing downward. the positive y-axis pointing to the right and the positive x-axis pointing upward. The xy-axes in the plane are perpendicular and almost always drawn with the positive x-axis pointing to the right and the positive y-axis pointing upward. Thus. In this text we will most often draw the xyz-axes so that the positive x-axis points out of the page toward the reader. Other depictions. this is seldom done. for example.2 CHAPTER 1. are not compatible with the usual way curves are oriented in the plane. the . Rotating this picture in the plane is allowed. VECTORS y x Figure 1. How to Draw Coordinate Axes Before we proceed with our discussion of vectors. The xyz-axes are perpendicular to each other and are usually depicted in a few diﬀerent ways. and for higher dimensional euclidean spaces. Much of this text concerns oriented curves in the plane and in space and oriented surfaces in space. we would like to make a few remarks concerning the xy-axes in the plane and the xyz-axes in space.

are not compatible with the usual way curves and surfaces are oriented in space. We also assume familiarity with the graphs of certain basic functions and equations in both the plane and in space.2. the positive y-axis pointing out of the page toward the reader.1. BASIC CONCEPTS 3 z y x Figure 1. and the positive z-axis points upward. Other depictions.1. . the positive y-axis points into the page away from the reader. and the positive z-axis pointing upward. for example. Another common way of depicting the xyz-axes is so that the positive x-axis points to the right. We assume that the reader is familiar with cartesian coordinates and how to locate points in the plane and in space. and the positive z-axis points upward. then your extended thumb will point in the direction of the positive z-axis. See Figure 1.2: The xyz-axes positive y-axis points to the right. The general rule is referred to as the right-hand rule: Point the ﬁngers of your right hand in the direction of the positive x-axis and rotate them in the direction of the positive y-axis through the smaller angle. the positive x-axis pointing to the right.

u3 | = u2 + u2 + u2 . u3 + v3 . tu2 . 7 = 4. 2 − −15. u2 . v3 = u1 + v1 . v2 . |a| = 22 + (−2)2 + 12 = 3 2a − 3b = 2 2. u2 . −2. 12.1. we will use the following notation (deﬁnitions): ut = tu. u2 . u3 + v1 . scalar multiplication is deﬁned by t u1 . u2 + v2 . u3 − v1 . 1 2 3 Two vectors are parallel if and only if each is a scalar multiple of the other. 0. −2. 0 and − u = (−1)u. Let a = 2. −4. 1 − 3 −5. v3 = u1 − v1 . VECTORS Vectors in Terms of Components We will usually express vectors in terms of their cartesian components. v2 . and u3 are called the components of u. u2 − v2 . It follows easily that u1 . 1 and b = −5. 4. In addition. u3 = tu1 . A vector u in space can be written u = u1 . 21 = 19. 4. u3 . tu3 . u2 .4 CHAPTER 1. u3 − v3 . −16. In terms of components. u − v = u + (−v). Example 1. We also deﬁne: 0 = 0. u2 . where the real numbers u1 . and the magnitude of a vector is deﬁned by | u1 .1. 7 . A vector of magnitude 1 is called a unit vector. −19 . addition of vectors is deﬁned by u1 . and u/t = (1/t)u. Compute |a| and 2a − 3b Solution. u2 .

For any vectors a. It is important to note that two vectors are equal if and only if each of their corresponding components are equal.) So. 7 = 4i − 5j + 7k. . vector addition is associative so it doesn’t matter how one groups the terms. 1. with this structure (i. a + 0 = a 4. Then we have u1 . addition and scalar multiplication). a + (−a) = 0 5. c and any scalars r. 0 .1. 1a = a We will prove the ﬁrst of these and leave the remainder as an exercise. j = 0. r(a + b) = ra + rb 8.. u3 = u1 i + u2 j + u3 k.1. 0 . 5 (According to the next theorem. −5. The following theorem says that.1. (rs)a = r(sa) 7. s each of the following is true. one can write 4. a + b = b + a 3. 1. 1 . u2 .1. Theorem 1. 0. the set of vectors in space is a vector space over the real numbers.e. (a + b) + c = a + (b + c) 2. 0. (r + s)a = ra + sa 6. for example. BASIC CONCEPTS It turns out to be convenient to let i = 1. b. and k = 0.

6 CHAPTER 1. y2 . b3 . s = 0. if su + tv = w. c3 ) = a + (b + c). c2 . s We will feel free to use such manipulations in the sequel without further comment. a3 + ( b1 . z2 ) the vector u represented by P Q is given by u = x2 − x1 .1. a3 . VECTORS Proof of (a + b) + c = a + (b + c). and c = c1 . c3 = (a1 + b1 ) + c1 . Suppose u is represented by P Q for the points P (2. Then (a + b) + c = ( a1 . a2 .1 implies that certain simple equations involving vectors can be manipulated in basically the same way as similar equations involving just real numbers. a2 . we write P Q for the directed line segment from the point P to the point Q. c2 . Solution. Write a = a1 . b = b1 . a2 . (a2 + b2 ) + c2 .1. Theorem 1. c2 . z2 − z1 . a2 + (b2 + c2 ). b3 + c3 = a1 . y1 . c2 . − → Example 1. b2 + c2 . a2 + b2 . 4. For distinct points P and Q. however. u = −5 − 2. Remember. b2 . b2 . z1 ) − → and Q(x2 . a3 + b1 + c1 . y2 − y1 . For example. given P (x1 . 3 − (−1). b2 . c3 = a1 + b1 . b3 ) + c1 . 3 . a3 + b1 . Vectors as Directed Line Segments Geometrically. a3 + b3 + c1 . 1) and Q(−5. a3 + (b3 + c3 ) = a1 . b3 + c1 . c3 .2. −1. 3. then 1 u = (w − tv). 4 − 1 = −7. 4). a2 . a nonzero vector can be represented by a directed line seg− → ment. that you cannot divide by a vector. (a3 + b3 ) + c3 = a1 + (b1 + c1 ). Find u. In terms of components.

5): − → − → − → P Q + QR = P R. even though P Q and RS are diﬀerent directed line segments they − → represent the same vector. and the direction of a nonzero vector is the direction of any directed line segment which represents it. − → In conformity with previous notation. especially in physics.3. 1). See Figure 1. R(1. Directed line segments that do not start at the origin are sometimes referred to as displacement vectors. the magnitude (or length) of P Q − → will be denoted P Q .3: The vector P Q The magnitude of a vector is the length of any directed line segment which represents it. This means that we are free to locate or place vectors wherever we choose: the magnitude and direction are what determine the vector. −2. 1). 0) the directed line − → − → segments P Q and RS have the same magnitude and the same direction. every directed line segment of a particular length and direction represents the same vector. 1. and with this understanding. −1. geometrically. we write P Q = − → RS. In light of these considerations. If v is represented by P Q we will − → − → write v = P Q. − → − → Therefore. 0).1. 2. and feel free to refer to P Q itself as a vector.1. − → If O is the origin. then the directed line segment OP is often referred to as the position vector of the point P .4. If P = Q. BASIC CONCEPTS 7 Q P − → Figure 1. See Figure 1. Addition of two vectors can be deﬁned. then we interpret − → − → P Q as the point P which represents 0. given the points P (−1. by (see Figure 1. . and S(3. Q(1. For example.

where P Q denotes the set of directed line segments with the same length and the same − → − → − → direction as P Q.6): Given a scalar t and a vector P Q. One can deﬁne scalar multiplication. Remark. − → t PQ − → = |t| P Q . then t P Q − → has the direction opposite of P Q.4: P Q = RS It is probably worth mentioning that this implies that − → − → − → P R − P Q = QR. − → − → − → If t > 0. see Figure 1. in terms of components. The reader should be able to see that all of these deﬁnitions are consistent with the deﬁnitions. then P Q = RS . geometrically. VECTORS Q S P R − → − → Figure 1. then t P Q has the same direction as P Q.8 CHAPTER 1. Thus. Again. if t < 0. . if P Q and RS have the same length and the same − → − → direction. A somewhat more formal approach to deﬁning vectors geometrically is to deﬁne a vector as the set of all directed line segments that have the same length and the same direction. as follows (see Fig− → ure 1. Here we consider a point to be a degenerate − → − → directed line segment. The set consisting of all points is denoted by 0.5. given earlier. In this approach we write v = P Q .

1.1. BASIC CONCEPTS 9 R Q P − → − → − → Figure 1.5: P Q + QR = P R → PQ → t PQ t>1 → t PQ -1<t<0 Figure 1.6: Multiplication of a vector by scalar .

then P1 R1 ∈ P R . y. One needs to observe that these −− −→ − → −− −→ − → −− −→ − → are well-deﬁned: If P1 Q1 ∈ P Q and Q1 R1 ∈ QR . −− −→ − → Moreover. y in the plane with the vector x. 0 so we can write u1 . where u1 and u2 are real numbers. That is. then c P1 Q1 ∈ c P Q . and j = 0. we can identify the point (x. to vectors in higher dimensional euclidean spaces) in the obvious way. be viewed as a subset of space. say. We then deﬁne addition and scalar multiplication for directed line segments as above. any other vector operation that is deﬁned in terms of directed line segments has to be shown to be independent of the directed line segments chosen to represent the vectors. This is used to deﬁne addition and scalar multiplication for equivalence classes. if c is a scalar. Once these things been established it is customary to remove the brackets − → − → and write. u2 . we let i = 1. 1 . VECTORS These sets partition the set of all directed line segments (each directed line segment belongs to one and only one of these sets) and are called equivalence classes. When we are considering vectors in the plane. u2 = u1 i + u2 j. All of the material in this section can be applied to vectors in the plane (and. It is sometimes useful to remember that the plane can. indeed. y) in the plane with the point (x. 0) in space and the vector x. y. . Plane Vectors Vectors in the plane can be written in terms of their two cartesian components. So.10 CHAPTER 1. 0 in space. of course. a vector in the plane can be written u = u1 . that is. P Q for P Q . vectors. whenever this is helpful. Likewise.

Write P T = s P R and QT = t QS .1. Making these substitutions in the previous equations. we have − → − → − → − → P Q + QT = s P Q + QR − → − → − → QT = t QR − P Q . .7: Example 1. BASIC CONCEPTS 11 S R T P Q Figure 1. − → − → − → Now. Example 1. − → − → − → − → Solution. We need to prove that s = t = 1/2. Using the geometric deﬁnition of addition of vectors.7. − → − → QR = P S.1. P T = P Q + QT and. Consider Figure 1. we obtain − → − → (s − 1 + t)P Q = (t − s)QR. we have − → − → − → − → P T = s P R = s P Q + QR − → − → − → − → QT = t QS = t P S − P Q .3. We can also use this approach to prove various standard results from plane geometry. − → Solving each of these equations for QT and equating the results.1. since the ﬁgure represents a parallelogram.1.3 Application Picturing vectors as directed line segments is a tremendous aid in the sciences and engineering. Prove that the diagonals of a parallelogram bisect each other.

−4. 0). 1). Q(3.1 Exercises − → − → 1. Find a vector of length 4 in the direction of i − j + 2k. −1 . Find the vector of magnitude 3 whose direction is opposite 6i + 3j. 0). Prove that medians of a triangle intersect at a single point. ﬁnd P Q + P R. The unique solution to this system of equations is s = t = 1/2. that |tu| = |t||u| for vectors in space. 3. 11. Find a unit vector in the direction of 1. 2. 5 . and R(−1. 9. Let a = 3. Find a vector of magnitude 2 whose direction is opposite that of a = −4i + 5j. 1. 2 and b = 0. −2. as desired. using components.1. 10. Let a = 3i − j and b = i + 2j. Compute (a) 2a − 3b (b) |2a − 3b| 6. 7. Compute (a) 6a − 2b (b) |6a − 2b| 5. Given P (1. Prove. 12. . VECTORS − → − → Since P Q and QR are nonzero.12 CHAPTER 1. 2. Find 2a + b. Find the vector of magnitude 2 with the same direction as −4i + 5j. Compute (a) a − 2b (b) |b| 4. 1. 1. nonparallel vectors. this implies s−1+t=0 t − s = 0. 8. 2. Let a = 2i − j + k and b = −i + 3j + 2k. Let a = 3i + 4j and b = 2i + 2j − k.

2.2 The Dot Product In this section we deﬁne the dot product and study some of its properties.2. 1. Solution.e. (a + b) · c = a · c + b · c 4.2. The reader should have no problem adapting this material to the plane and higher dimensional spaces.2.1. It is very important to remember that the result of taking the dot product of two vectors is a scalar (i.1.1. a · b = 2(−5) + (−2)(4) + 1 · 7 = −11 The dot product is also called the scalar product or the inner product. Then the dot product a · b is given by a · b = a1 b 1 + a2 b 2 + a3 b 3 . Let a = 2. b. 13 14.1 for vectors in space. 7 . 4.1. Let a = a1 . a · b = b · a 3. Compute a · b. c and any scalar r each of the following is true. For any vectors a. Deﬁnition 1.1. a number). 1 and b = −5. b2 . Complete the proof of Theorem 1. prove that. a · 0 = 0 2. Theorem 1.. −2. THE DOT PRODUCT 13. We will be working exclusively in space in this section. a · (b + c) = a · b + a · c 5. Example 1. a2 . r(a · b) = (ra) · b . b3 .1. Using only the properties of a vector space given in Theorem 1. The following basic properties can be easily proven using components. a3 and b = b1 . for every vector a. 1.1. 0a = 0.

Theorem 1. For any vectors a and b. Then a · 0 = a1 . The Angle Between Two Vectors We can use the dot product to compute the angle between two nonzero vectors. Proof of a · 0 = 0.2. For any vectors a and b. a3 · 0. So. then a·b θ = cos−1 .2 (The Cauchy-Schwarz Inequality). |a|2 = a · a CHAPTER 1. we prove the ﬁrst of these and leave the remainder as an exercise. |a||b| where 0 ≤ θ ≤ π. Theorem 1. .14 6. |a + b|2 = |a|2 + |b|2 if and only if a · b = 0. 0. Write a = a1 .8. the angle between two vectors is always between 0 and π. Theorem 1. See Figure 1.2.3 (The Triangle Inequality). |a · b| ≤ |a||b|. a2 .2. 0 = a1 · 0 + a2 · 0 + a3 · 0 = 0. The following results are very important. If a = 0 and b = 0 and θ is the angle between a and b. VECTORS Again. |a + b| ≤ |a| + |b|. Theorem 1. a2 .4 (The Pythagorean Theorem).2. When we talk about the angle between two vectors we mean the smaller angle without regard to direction. a3 .5.

2. two nonzero vectors are perpendicular if and only if their dot product is 0. for example. THE DOT PRODUCT 15 θ Figure 1. −2.2. then a and b are perpendicular (or orthogonal). . Solution. See. |a||b| so the theorem at least makes sense. Stewart [22]. In particular.8: The angle between two vectors This result is proven in most standard calculus textbooks. The Decomposition of a Vector Given two nonzero vectors a and b we can use the dot product to write a = a + a⊥ .1. 7 . Example 1. 1 and b = −5. θ = cos−1 2(−5) + (−2)(4) + 1 · 7 22 + (−2)2 + 12 (−5)2 + 42 + 72 = cos−1 −11 √ 9 10 If the angle between a and b is 0 or π. Notice that the Cauchy-Schwarz inequality implies that −1 ≤ a·b ≤ 1. then a and b are parallel.2. Find the angle θ between a = 2. If the angle between a and b is π/2. 4.

VECTORS a a ⊥ a II b Figure 1.16 CHAPTER 1.9: The decomposition of a vector .

− . then a = |a| cos θ b = |a| |b| a·b |a||b| b a·b = b. THE DOT PRODUCT where a is parallel to b and a⊥ is perpendicular to b. See Figure 1. Let a = 2. 7 = 2 |b| 90 a⊥ = a − a = 11 22 77 .2. since a and a⊥ are orthogonal. If θ is the angle between a and b. Example 1. Solution. −2. |a|2 = a 2 + |a⊥ |2 . written compb a. to compute a⊥ . Write a = a + a⊥ . 18 45 90 In the above. 4. 1 and b = −5. and is often written projb a. |b| |b|2 17 We can then use the equation a⊥ = a − a .2.9. We also note that.1. |b| .− 18 45 90 25 68 167 . where a is parallel to b and a⊥ is perpendicular to b. 4.− . (This notation has the advantage of including b explicitly.) The scalar a·b |a| cos θ = |b| is called the component of a in the direction of b. 7 . Note that b projb a = compb a . a = a·b −11 b= −5.3. a is also called the projection of a onto b.

Let a = 3i + 4j and b = 2i + 2j − k.) cos (45◦ ) = √ N-m ≈ 3535. the work done in moving an object in a straight line a distance of 1 foot (ft) by a constant force of 1 pound (lb). In the English System of units. moves an object along a straight line from the point P to the point Q.)3 1. 2 and b = 0. 3 . How much work is done? Solution. 2. Therefore. 1. then the work W is given by − → W = |F| P Q . Find a · b.4.18 CHAPTER 1.2. VECTORS Application If a constant force F. −4. Example 1. acting in the direction of motion. Let a = 3. Compute a · b. where θ is the angle between a and b.1 Exercises 1. acting in the direction of motion.5 N-m 2 (Note: 1 N-m = 1 joule = 1 J. Find the angle between the vectors in Exercise 1. Compute a · b. The rope she is pulling on is at an angle 45◦ above the horizontal. the work is given by 5000 W = (50N. A girl is pulling a sled horizontally in a straight line a distance of 100 meters (m) by exerting a constant force of 50 Newtons (N). is 1 foot-pound (ft-lb).)(100m. 4. 5 . 3. For the slightly more complicated situation where the constant force does not necessarily act in the direction of motion the work is given by − W = comp−→ F PQ − → − → P Q = F · P Q. Let a = 2i − j + k and b = −i + 3j + 2k.2. Recall that a · b = |a||b| cos θ.

1. 1). where a is parallel to b and a⊥ is perpendicular to b. −5). 19 7. 3 and b = 2. THE DOT PRODUCT 5. Find the angle between the vectors in Exercise 2. 4 . Given P (−3.1. 1. where a is parallel to b and a⊥ is perpendicular to b for the vectors in Exercise 2. −1). 13. Given a = 1. 6. 0). 0. Find the component of b on a. −2). Find the angle between the vectors 1. 17. −2 ﬁnd vectors a and a⊥ such that a = a + a⊥ . 12. −1). ﬁnd the cosine of the angle between a and b. Given P (2. 1. 1 . 2. 8. −1. −1. −4). Write a = a + a⊥ . 1.2. Q(3. R(1. and S(4. 14. and S(−3. 1. ﬁnd the − → − → component of P S on QR. 5. 4. ﬁnd the − → − → component of P S on QR. 11. Given a = 4. −5). where a is parallel to b and a⊥ is perpendicular to b for the vectors in Exercise 1. 2. −2). 9. 1 and 1. 1. Find the angle between the vectors in Exercise 3. ﬁnd the cosine of the − → − → angle between P Q and P R. Q(1. Write a = a + a⊥ . 3). 10. 3. −5. 0. 15. Q(−3. Let a = 3i − j and b = i + 2j. where θ is the angle between a and b. . −1 and b = 2. Find cos θ. Let a = −4i + 5j and b = 6i + 3j. 16. 1. 2. Find the cosine of the angle between 4i − 3j + k and i + 2j − 2k. and R(1. R(−4. Given P (1. 2. −4).

3. VECTORS 18. Q(4. 21.3. Interpret this geometrically. a2 .4. Prove Theorem 1.1.20 CHAPTER 1. Fortunately. Prove Theorem 1. Find the work done in pulling the wagon 80 feet. Let a = a1 . 0). ﬁnd all of its (internal) angles.2.2. Prove Theorem 1. for every real number λ. Unlike all of the other binary operations we’ve discussed. b2 . and R(0. The cross product is also called the vector product. 5). a3 and b = b1 .) 23.1. −3).2.) 24. Complete the proof of Theorem 1.2. we deﬁne the cross product only for vectors in space. 19. For most people the deﬁnition we’ve given for the cross product is diﬃcult to remember. b3 . It is very important to remember that the result of taking the cross product of two vectors is a vector.2.3 The Cross Product In this section we deﬁne the cross product and study some of its properties. 20. (Hint: If a and b are linearly independent. 22. If we formally expand the symbolic determinant i j k a1 a2 a3 b1 b2 b3 . then |a − λb|2 > 0. Then the cross product a × b is given by a × b = (a2 b3 − a3 b2 )i + (a3 b1 − a1 b3 )j + (a1 b2 − a2 b1 )k. Deﬁnition 1. A child pulls a wagon along level ground in a straight line by exerting a force of 30 pounds on a handle that makes an angle of 30◦ with the horizontal. (Hint: Use the Cauchy-Schwarz inequality. Prove the parallelogram law: |a + b|2 + |a − b|2 = 2 |a|2 + |b|2 . 1. Do the linearly dependent case separately. there is a much easier way to compute it. For the triangle with vertices P (−3.

However. Example 1. It turns out that the correct choice is given by the right-hand rule: Point the ﬁngers of your right hand in the direction of a and rotate them in the direction of b through the smaller angle. This is the direction that a right-handed screw will progress if it is rotated in the direction just described. THE CROSS PRODUCT 21 along the ﬁrst row as we would an ordinary determinant. 7 . −2 −5 4 7 The following basic properties can be proven using the deﬁnition.1. Solution. (a + b) × c = a × c + b × c 3. 1 and b = −5. It is also not associative. See Figure 1.3. Compute a × b. For any vectors a. a × b = −b × a 2. −2. i j k a × b = 2 −2 1 = −18i − 19j − 2k = −18. this leaves two possibilities for the direction a × b. we obtain the correct expression for the cross product. We refer to the array above as a symbolic determinant since it is not an actual determinant. 4.10.1. c and any scalar r each of the following is true. |a × b| = |a||b| sin θ. Theorem 1. b. Geometrically. Let a = 2.3. Note that this is consistent with the way we depict . If a × b is nonzero. a × (b + c) = a × b + a × c 4. they can also be demonstrated using elementary properties of determinants. then the direction of a × b is perpendicular to both a and b. 1.1. where θ is the angle between a and b. Now.3. your extended thumb will then point in the direction of a × b. −19. r(a × b) = (ra) × b Note that the cross product is not commutative. but simply a computational aid.

VECTORS axb b a Figure 1.22 CHAPTER 1.10: The cross product of two vectors .

7 . Again. The Area of a Parallelogram Given a parallelogram with adjacent sides P Q and P R. It follows that the cross product can be expressed as a × b = (|a||b| sin θ) n. In the last example we found that a × b = −18. By trigonometry. since i × j = k.1. for example. the area of the parallelogram is |a × b| = | −18.11. Therefore. See.3.11: The parallelogram generated by a and b the xyz-axes.2. 4. where θ is the angle between a and b. But this is precisely |a × b|. −19. these facts are proven in most standard calculus textbooks. See Figure 1. Stewart [22]. Find the area of the parallelogram spanned by a = 2.3. . where θ is the angle between a and b and n is the unit vector perpendicular to both a and b whose direction is given by the right-hand rule. it is easy to see that the area of this parallelogram is |a||b| sin θ. −19. −2 . we say that the − → − → parallelogram is spanned (or generated) by a = P Q and b = P R. THE CROSS PRODUCT 23 b a Figure 1. Solution. Example 1. −2. −2 | = √ 689. 1 and b = −5.

so we don’t need to use parentheses. Notice that this provides a geometric interpretation of the determinant.3. Find the volume of the parallelepiped spanned by a = 1.24 CHAPTER 1. −1. Notice that there is only one way to group the three factors that makes sense.12. Also. Using the expression above for the area of a parallelogram. and c = 0. Solution. That is. 2. Again using trigonometry.1 Exercises 1. b = −2. we see that this is precisely |a · b × c|. We compute 1 0 1 −2 −1 1 = −9. and − → c = P S. 1. P R. b = P R. See Figure 1. 0 2 3 So.3. the determinant of a matrix is (up to sign) the volume of the parallelepiped spanned by its rows. . indeed. 5 . This is also the case in two dimensions and even in higher dimensions. we see that the volume of this parallelepiped is (area of the parallelogram spanned by b and c) |a|| cos θ|. the volume is | − 9| = 9. VECTORS The Triple Scalar Product The expression a1 a2 a3 a · b × c = b1 b2 b 3 c1 c2 c3 is called the triple scalar product. 0. 1. 2. Let a = 2i − j + k and b = −i + 3j + 2k.3. Example 1. 3 . 1 . 2 and b = 0. Given a parallelepiped with adjacent sides P Q. a scalar. and P S we say that − → − → the parallelepiped is spanned (or generated) by a = P Q. Find a × b. Compute a × b. where θ is the angle between a and b × c. −4. 1 . notice that the result of the triple scalar product is. Let a = 3.

and c . b.1.3.12: The parallelepiped generated by a. THE CROSS PRODUCT 25 bxc a c b Figure 1.

P R. 2. 3. and R. and (−4. and R(5. and R(1. 2). 4). . Let O be the origin and P . −3). −2). −3). 1. Find the volume of tetrahedron with vertices O. −2. 4. (−1. and (4. and (−1. (−4. −1. Find the area of the triangle with vertices (5. −2). 0). and R be as in Exercise 14. 7. Show. 1. −1. −5. 0). 14. that the cross product is not associative. −1. Find a vector perpendicular to the plane that contains the points P (−5. Find the area of the triangle with vertices (−5. 3. 11. Given P (1. 6). 0). Find the area of the parallelogram spanned by the vectors a and b in Exercise 3. 1. Find the two unit vectors that are perpendicular to the plane that contains the points (3. 8. Q(3. −1). (4. −2. 2. 13. 9. 4). and (5. VECTORS 3. Compute b × a. 6. Q. 0. Q(2.26 CHAPTER 1. 5. (2. 2). 0). Q. 1. 1). 5. 0). 3. and R(−1. Q. Find the area of the triangle with vertices (5. Q(3. −2). Find the area of the parallelogram spanned by the vectors a and b in Exercise 2. R(4. by example. 1). −6. 1. Find the fourth vertex and the area of each of these parallelograms. 15. Find the area of the parallelogram spanned by the vectors a and b in Exercise 1. −4). Q(3. Let a = 3i + 4j and b = 2i + 2j − k. 2). and S(5. 1). 0. There are two parallelograms with vertices P (1. −2. 1). −1. 10. 0). (1. and R. −3. Find the area of the triangle with vertices (2. and (3. 1. −4). −2. 4. P . −4). 1) ﬁnd the area of the triangle with vertices P . 1). 16. 12. −4). 4. and P S. ﬁnd the volume of the parallelepiped having adjacent sides P Q. Given P (2. 17. 4.

3. Prove Theorem 1. 1.1. 0.1. and equating components. Show that the area of the parallelogram in the plane spanned by a = a1 . 1 .13.1. b2 is equal to the absolute value of a1 a2 . 0. (In the sequel. Use Theorem 1. b1 b2 20. y. −∞ < t < ∞. See Figure 1. Note that the head of the vector R traces out the line as t ranges from −∞ to ∞. 1. and 0. Writing R = x.4. if we are considering an entire line. −∞ < t < ∞. to prove the following: (a) a × 0 = 0 (b) If a and b are parallel. b. 0. 1. we will usually omit the domain −∞ < t < ∞. If we choose a point with position vector R0 = x0 . then R = R0 + tv. is called a vector equation of the given line. 0 .3. Find the volume of the parallelepiped in four dimensional euclidean space spanned by the vectors: 1. y = y0 + tb.) . then a × b = 0. c which speciﬁes the direction. z . The simplest example of a curve is a line. 1. 19. the simplest example of a surface is a plane. y0 . one obtains x = x0 + ta.4 Lines and Planes in Space Much of this text is devoted to studying curves and surfaces in space. LINES AND PLANES IN SPACE 27 18. a2 and b = b1 . 0. 1. 0. Lines A line is determined by a point and a direction. z = z0 + tc. 21. 1 . z0 and a vector v = a. 0 . These are called parametric equations of the given line and t is referred to as a parameter. 1.

We leave it to the reader to consider the other possibilities. − → Solution. and c are 0. VECTORS v R R0 O Figure 1.13: A line in space If a = 0. −2. R = 1. for the symmetric equations. b = 0.28 CHAPTER 1. −1 + t 1. b. b = 0. 8 and use P for the known point on the line. 7). then the symmetric equations take a slightly diﬀerent form. a b z = z0 . For example. If one or more of a. 8 . 4. and c = 0.4. if a = 0. −2. −1) and Q(2. 4. then we can eliminate t. then we write x − x0 y − y0 = . and obtain x − x0 y − y0 z − z0 = = . Example 1. 2. and c = 0. Therefore.1. We can take v = P Q = 1. Find equations of each type for the line through P (1. a b c These are called symmetric equations for the line.

1. 2. Determine whether the lines given by R = 3i + 2j + (2i + j + k)t and R = i − 2k + (j + k)t intersect and. 1. Solving the ﬁrst two equations gives t = −1 and s = 1. and x = 1.1. 1. LINES AND PLANES IN SPACE is a vector equation. Solution. (Note that we use diﬀerent letters to denote the parameters. 1 | 2. s = 1 is the only solution.955 . if they do. y = s. 1 || 0. 1 · 0. t = −2 + s. we ﬁnd that the system of equations is consistent and t = −1. Example 1.3.4. 1 | 2 1 √ √ = cos−1 √ 6 2 3 ≈ 0. are parametric equations.4. this is also a solution to the third equation. 2 + t = s. Substituting into the parametric equations gives (1. z = −1 + 8t 29 are symmetric equations for the given line. Since. these can be written x = 3 + 2t. y = 2 + t. 1. Solution. and x−1= y−4 z+1 = −2 8 y = 4 − 2t. ﬁnd the point(s) of intersection. −1) as the unique intersection point.4.7◦ . x = 1 + t. Parametrically.) This leads to three equations with two unknowns: 3 + 2t = 1.2. Example 1. 1. The (smaller) angle between the two lines is θ = cos−1 = cos−1 This is around 54. z = −2 + s. z = t. Find the (smaller) angle between the two lines in the previous example. since the lines can intersect at a point where the values of the parameters are diﬀerent.

z0 and a vector n = a. Writing R = x. . y. perpendicular) to the plane. b.. VECTORS n P Q R R O Figure 1.e. See Figure 1. z one obtains a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0.14: A plane in space Planes A plane is determined by a point and a direction normal (i.30 CHAPTER 1. If we choose a point with position vector R0 = x0 . c which speciﬁes a normal direction. y0 . then n · (R − R0 ) = 0 is a vector equation of the given plane. Note that the head of the vector R lies in the plane if and only if it satisﬁes a vector equation of the plane.14.

0). 0.4. we write P Q = −1. If a given plane intersects all three coordinate axes and none of the intercepts are zero. 2. 0. 2. However. . Suppose that x0 . according to the geometric interpretation of the cross product. and z0 are the (nonzero) x-. then so is 3i + 2j − k. So. Using the latter as our normal vector to the plane and P as our known point on the plane. With regard to this example. − → − → Using the given points. a normal vector can. (0. we could have used Q or R as our known point on the plane. Solution.4. 1 and P R = 0.1. P Q × − → P R is a normal vector to the plane. 0). 4 . of course. 0. we obtain 3(x − 1) + 2y − (z + 1) = 0 or 3x + 2y − z = 4 as equations for the desired plane. respectively. z0 ) all evidently satisfy the equation. then the equation of the plane can be written x y z + + = 1. x0 y0 z0 since this is obviously the equation of a plane and (x0 . For example. be found − → using diﬀerent vectors than we chose. − → Now. and z-intercepts.4. y-. y0 . we could have used QP − → and RQ to obtain a normal vector. 2. and R(1. y0 . LINES AND PLANES IN SPACE or ax + by + cz = d. we can also employ the cross product. then there is a particularly easy way to write its equation. 0 2 4 If 6i + 4j − 2k is normal to our plane. Q(0. 3). 31 Example 1. where d = ax0 + by0 + cz0 . 0). 2. and (0. We could solve this problem by substituting the given points into the general equation for a plane. −1). Find an equation for the plane through the following points: P (1. and then solving a system of three equations in four unknowns. Also. we compute i j k − → − → P Q × P R = −1 2 1 = 6i + 4j − 2k.

6. 1 which is normal to the plane. we suggest that the reader approach each problem from scratch. we can determine the distance between certain geometric objects such as two parallel planes or two skew lines.1 Exercises 1. . Find the distance between the plane 2x − 2y + z = 4 and the point P (1. compn QP = |n| See Figure 1. 3 So. The ﬁrst step should always be to draw a picture. 2. 2. 2.5. −2. Then we let n = 2.4. Solution. 3).32 CHAPTER 1. 2 3 Application Using the decomposition of a vector in the manner we have discussed previously.4. Using this expression. 0).15. the distance is 1. Q(0. 0. 1. 0). etc. Example 1. Rather than trying to remember a general formula for each type of problem. Find an equation for the plane through P (1. An equation for the desired plane is x+ y z + = 1 or 6x + 3y + 2z = 6. 0). we obtain − → −2 − 4 + 3 compn QP = = | − 1| = 1. 7). 3). 0. We choose any point on the plane. and R(0. VECTORS Example 1. Solution.4. 0. 0. 3) and Q(−2. say Q(2. Find parametric and symmetric equations for the line through the points P (−1. The distance from the point to the plane is then − → − → QP · n .

5) and (6.4. 0) and (−1. 4. −1. if so. Find parametric and symmetric equations for the line through (2.4. 5. 3.1. Find parametric equations for the line containing the points (−2. 1.6 2. z = −6 − 2t.15: Example 1. 6. Find parametric and symmetric equations for the line of intersection of the planes 2x + y + z = 4 and 3x − y + z = 3. if so. y = 6 + 2t. and x = 3 + t. Determine whether the following lines intersect and. 2. ﬁnd the point of intersection: x = 3 − 3t. z = 1 − 2t y = 3 − 3t. 2). 2. z =2+t . Determine whether the following lines intersect and. −3). LINES AND PLANES IN SPACE 33 n Q P Figure 1. ﬁnd the point of intersection: x = 1 − 6t. y = 3 + 2t.

4). −2). (1. −1). Find the distance between the origin and the line of Exercise 2. 4). Q. 1. −1). 1). Find an equation of the plane through (2. ﬁnd an equation for the plane containing this line and through the point (−3. (1. −3. 2). . −5). 3. (−3. 11. and (−2. 17. 7. and R(4. 2. 4. 5. 1). −3. and (−4. −1. 9. 2). y = 6 + t. 4. y = −2t − 5. and (−4. −1). −5). and (2. 16. and x = 3 + 2t. VECTORS z = 2 + t. z = −2t − 5.34 and x = 2 + 2t. 2). 3. Find the (smaller) angle between the two planes in Exercise 2. 0. 2. Find an equation of the plane through the points (−2. 14. 1). 0). 2). 2). z = −6 − 3t. 1. 3. −2). z = 2 − 2t 8. y = −3 − 2t. 12. Q(3. Find an equation of the plane through the points (5. Find an equation of the plane through (1. 2. 15. 13. and R. −5. 1). and R(3. (3. Q(1. y = −13 − 4t. 1. (4. Find an equation for the plane through P (1. Given the line with parametric equations x = −4t + 1. and (3. CHAPTER 1. ﬁnd the point of intersection: x = 3 − 4t. 10. 3. −2. Find an equation of the plane containing the points (1. ﬁnd the equation of the plane through P . Given P (2. 3. if so. Determine whether the following lines intersect and. −2). 1). −1. 2. −1).

20.4.1. LINES AND PLANES IN SPACE 35 18. 3).4 by substituting the given points into the general equation ax + by + cz = d. 2. Show that the following planes are parallel and ﬁnd the distance between them: −2x − 2y + 4z = 12 and 6x + 6y − 12z = 24. 21. and d.4. Find the distance between the origin and the plane of Exercise 10. 22. b. 19. and then solving the resulting system for a. . Find an equation of the plane containing the line x = y = z and the point P (1. c. Redo Example 1. Show that the following planes are parallel and ﬁnd the distance between them: 5x + y − z = −3 and 15x + 3y − 3z = 6.

VECTORS .36 CHAPTER 1.

37 . the domain of F is the set of real numbers for which F1 . if c is a constant. dot product. The scalar product of a real-valued function and a vector function is also deﬁned pointwise: (sF)(t) = s(t)F(t). and F3 are real-valued functions of a real variable.1 Vector Functions In this section we consider functions whose values are vectors in space. Unless otherwise stated. F2 . F2 . where F1 . The sum. Of course. By obvious modiﬁcations this material can be applied to functions whose values are vectors in the plane or in higher dimensional euclidean space (except for formulas involving the cross product). and F3 are all deﬁned. The functions F1 .Chapter 2 Curves in Space 2. (F + G)(t) = F(t) + G(t). then (cF)(t) = cF(t). A vector (or vector-valued) function (of one variable) can be written: F(t) = F1 (t)i + F2 (t)j + F3 (t)k. For example. and cross product of vector functions are all deﬁned pointwise. and F3 are called the component functions of F. F2 .

We note that we could have given an “ -δ deﬁnition” for the limit of a vector function. Therefore.1. They are also valid for one sided limits. 3.1.1. Theorem 2. Limits Deﬁnition 2.2. Suppose t0 belongs to an open interval contained in the domain of F and that limt→t0 Fi (t) = ai for i = 1.1.38 CHAPTER 2. Then we deﬁne t→t0 lim F(t) = a1 i + a2 j + a3 k.1. but that turns out to be equivalent to our deﬁnition. we will give a very brief treatment omitting almost all of the proofs. . Also. Suppose t0 belongs to an open interval contained in the domain of F.1. a good exercise for the more motivated student is to formulate an “ -δ deﬁnition” for the limit of a vector function and prove that it is equivalent to Deﬁnition 2. CURVES IN SPACE The development of the calculus for vector functions in large measure parallels the development for real-valued functions. suppose that limt→t0 s(t) exists. 2. F is continuous at t0 if t→t0 lim F(t) = F(t0 ). One-sided limits are deﬁned similarly. Then • lim (cF(t)) = c lim F(t) t→t0 t→t0 t→t0 t→t0 (c a constant) t→t0 • lim (F(t) + G(t)) = lim F(t) + lim G(t) • lim (F(t) · G(t)) = lim F(t) · lim G(t) t→t0 t→t0 t→t0 • lim (F(t) × G(t)) = lim F(t) × lim G(t) t→t0 t→t0 t→t0 • lim (s(t)F(t)) = lim s(t) lim F(t) t→t0 t→t0 t→t0 Continuity Deﬁnition 2. In fact. The following basic limit laws can all be proven using components. Suppose that limt→t0 F(t) and limt→t0 G(t) both exist.1.

Given F(t) = sin ti + e−t j + 3k. F2 .1. Diﬀerentiation Deﬁnition 2.3. Theorem 2. If F is diﬀerentiable at t.4. F is continuous on an interval (of any type) if and only if F1 . then F (t) = F1 (t)i + F2 (t)j + F3 (t)k. If F is diﬀerentiable at t. Similarly. Suppose t0 belongs to an open interval contained in the domain of F. The proof of this is quite straightforward. we easily obtain the following: Theorem 2. If this limit does exist. and F3 are. F2 .1. From these deﬁnitions it is easy to obtain the following: Theorem 2.3. F2 . F is diﬀerentiable at t if and only if F1 . and F3 are. Example 2. . Suppose t0 belongs to an open interval contained in the domain of F.1. If a real-valued function is diﬀerentiable at a point.1. then it is continuous at that point. F is continuous at t0 if and only if F1 .1.1.2. We will also use the notation dF/dt for the derivative. then F is continuous at t. then we write F (t0 ) for the limit (read: the derivative of F at t0 ).2. F is diﬀerentiable at t0 if 1 [F(t0 + h) − F(t0 )] h→0 h lim exists. and F3 are continuous at t0 . Combining this fact with the results above.1. VECTOR FUNCTIONS 39 We deﬁne continuity on an interval (of any type) in the same way as for real-valued functions. so we leave it as an exercise for the reader. We say F is diﬀerentiable on an open interval if F is diﬀerentiable at every point in the interval. compute F (t).

F · G. s = s(t) is a real-valued function which is diﬀerentiable at t. in addition. and c is a constant.40 CHAPTER 2. Note that in the formula for the derivative of the cross product of two vector functions the order of the factors is crucial. then cF.1. CURVES IN SPACE Solution. Proof of (F · G) (t) = F (t) · G(t) + F(t) · G (t). (One can also use components. Their derivatives are given as follows: • (cF) (t) = cF (t) • (F + G) (t) = F (t) + G (t) • (F · G) (t) = F (t) · G(t) + F(t) · G (t) • (F × G) (t) = F (t) × G(t) + F(t) × G (t) If. The proof of these formulas can be given in the same way as their realvalued counterparts. If F and G are diﬀerentiable at t. then (sF) (t) = s (t)F(t) + s(t)F (t).) We will prove the formula for the dot product. since the cross product is not commutative. We perform the usual trick . F + G. Theorem 2. and F × G are all diﬀerentiable at t. and leave the others to the reader. we obtain F (t) = cos ti − e−t j.5. Diﬀerentiating each component function.

the chain rule. then d F (h(t)) = h (t)F (h(t)) . dt . Example 2. we’ve used the fact that G is continuous at t.1.1.6 (The Chain Rule). since it is assumed to be diﬀerentiable at t. Theorem 2. we obtain F (t) = (et i + 2tk) × (t3 i + j − k) + (et i + j + t2 k) × 3t2 i = −2ti + et + 5t4 j + et − 3t2 k. of course.2. (F · G) (t) = lim 41 1 [F(t + h) · G(t + h) − F(t) · G(t)] h→0 h 1 = lim [F(t + h) · G(t + h) − F(t) · G(t + h) h→0 h +F(t) · G(t + h) − F(t) · G(t)] 1 = lim [(F(t + h) − F(t)) · G(t + h) + F(t) · (G(t + h) − G(t))] h→0 h 1 = lim [(F(t + h) − F(t)) · G(t + h)] h→0 h 1 + lim [F(t) · (G(t + h) − G(t))] h→0 h 1 = lim [F(t + h) − F(t)] · G(t + h) h→0 h 1 + F(t) · lim [G(t + h) − G(t)] h→0 h = F (t) · G(t) + F(t) · G (t) Note that we have used some of the basic limit laws here. The reader should be able to ﬁll in the details. Using the formula for the derivative of the cross product. Find F (t) for F(t) = (et i + j + t2 k) × (t3 i + j − k).2. Also. If F is diﬀerentiable at h(t) and h is diﬀerentiable at t. The reader should check this result by ﬁrst taking the cross product and then diﬀerentiating. Solution. The grandaddy of all diﬀerentiation rules is. VECTOR FUNCTIONS of subtracting and adding F(t) · G(t + h).1.

b] and F = G . so we leave the proof to the reader. The development of higher order derivatives is essentially the same as for real-valued functions. If a F(t) dt exists. then b b cF(t) dt = c a b a b F(t) dt. Evaluate 2 3t2 i + et j + cos tk dt. one easily obtains the following. 0 . a Example 2. CURVES IN SPACE This follows from the elementary calculus version using components. once again. F(t) dt + a and b (F(t) + G(t)) dt = a G(t) dt. we leave the details to the reader.3.1. then we deﬁne the deﬁnite integral of F from a to b by b b b b F(t) dt = a a F1 (t) dt i + a F2 (t) dt j + a F3 (t) dt k.42 CHAPTER 2. The next theorem follows from the corresponding elementary calculus result simply by considering components. b]. a By the fundamental theorem of calculus for real-valued functions. b provided all of the integrals on the right of the equal sign exist. then b F(t) dt = G(b) − G(a).1. Theorem 2. Theorem 2.1. If F and G are integrable on [a.7. b] and c is a constant.8 (Fundamental Theorem of Calculus). If F is continuous on [a. so. Integration If F(t) = F1 (t)i + F2 (t)j + F3 (t)k. then F is said to be integrable on [a.

2 43 3t2 i + et j + cos tk dt = t3 i + et j + sin tk 0 2 2 0 = 8i + e j + sin(2)k − j = 8i + e2 − 1 j + sin(2)k Change of variables or integration by substitution is also valid for vector functions. using the chain rule and the fundamental theorem of calculus. Suppose h is continuously diﬀerentiable on [a. Then b h(b) h (t)F(h(t)) dt = a h(a) F(t) dt. t ∈ I. Indeﬁnite Integrals If F = G . VECTOR FUNCTIONS Solution.2. if G is an antiderivative of F.9 (Change of Variables). The same proof as for the elementary calculus version. One can also give a proof using components. then G2 (t) = G1 (t) + C. Theorem 2. This follows from the corresponding elementary calculus result simply by considering components. works here. b] and F is continuous on the image of h. say I. we write F(t) dt = G(t) + C. Thus. and C is referred to as an arbitrary constant. then G is called an antiderivative of F. this can be written F(t) dt = F1 (t) dt i + F2 (t) dt j + F3 (t) dt k. where C is a constant vector. . If G1 and G2 are antiderivatives of F deﬁned on the same interval.1.1. The expression F(t) dt is referred to as the indeﬁnite integral of F. In terms of components.

1. F(t) = where C satisﬁes CHAPTER 2. Given compute F (t). Solution. F(0) = j + C = i + 2j + 3k. Suppose F (t) = 3t2 i + et j + cos tk Find F(t). . Also. 2. 3. 4.44 Example 2. ﬁnd F (t) and F (t). 2. F (t). 3t2 i + et j + cos tk dt = t3 i + et j + sin tk + C. CURVES IN SPACE and F(0) = i + 2j + 3k. Given √ F(t) = 4 ln(5 − t)i + 12 t − 3j + 3t4 k. This gives C = i + j + 3k.1 Exercises F(t) = sin t cos ti + eπt j + 3t5 k.4. Find the domain of F.1. and F (t) for √ F(t) = 3 ln(2 + t)i + 12 t + 1j + 2t6 k. Find the domain of F. so F(t) = (t3 + 1)i + (et + 1)j + (sin t + 3)k. Evaluate 1 9 √ 3ti − 5 tj dt 5.1. Evaluate 4 9 √ 5t2 i − 3 tj + 2tk dt.

Complete the proof of Theorem 2.1. 11.2. nonconstant. 2. 45 7. Deﬁnition 2. 10. u (0) = −7i − 3j + 2k. 17. 12. 16. Prove Theorem 2.1.3.9.2. Let f (t) = |u(t)|n . SPACE CURVES 6. Prove Theorem 2. . 13.1. Show: f (t) = n|u(t)|n−2 u(t) · u (t). for all t ∈ I. Prove Theorem 2. 14. Prove Theorem 2. Let I be an open interval and c be a constant.2. vector function R = R(t) deﬁned on an interval (of any type) is called a curve.2 Space Curves We begin this section with the deﬁnition of a curve. then F(t) · F (t) = 0.4. If u (t) = −6ti − 12t2 j + 6k. Prove Theorem 2. where u is diﬀerentiable.1.1. A continuous.7.1. and u(0) = 5i + 7j + 4k. Prove Theorem 2.5.1.1.) 9.1. (Hint: |u(t)|n = (u(t) · u(t))n/2 . ﬁnd u(t).2.8. Prove Theorem 2. for all t ∈ I.6.1. Prove: If F is diﬀerentiable and |F(t)| = c.1. 15. Prove Theorem 2. 8.

. CURVES IN SPACE R(t) O Figure 2. The point takes 2π/ω to traverse a complete circle. Describe the curve R(t) = R0 + tv.2. where a and ω are positive constants. Example 2. we often think of a moving object whose position is given by R(t) at time t. Describe the curve R(t) = a cos ωti + a sin ωtj. Example 2. we can view the image of a curve as a set of points in space (as opposed to a collection of directed line segments whose tails are all at the origin).46 CHAPTER 2. See Figure 2. The point corresponding to the position vector of R(t) travels around the circle in the counterclockwise direction as t increases. It is important to note that a curve is a vector function and that this is not the same thing as the image of a curve. that is. Solution. Solution. this represents the straight line through the point with position vector R0 and parallel to v. The image of this curve is the circle in the xy-plane centered at the origin of radius a.2. as a position vector.2. we always picture R(t) with its tail (initial point) at the origin. As we’ve already seen. Since it is natural to identify the position vector of a point with the point itself. In applications.1: A space curve In this context.1.1.

2. SPACE CURVES 47 20 15 10 z 5 0 1 0. The image of this curve looks like a spring and is called a (circular) helix. Describe the curve R(t) = ρ cos ti + ρ sin tj + btk. then x = f (t).5 −1 −1 x Figure 2.1 Figure 2. Solution.5 0 −0. a helix is not the same thing as a spiral. Despite what some writers and editors of crossword puzzles seem to think.2.3.2 shows the helix with ρ = b = 1 If R(t) = f (t)i + g(t)j + h(t)k is a curve.5 y 1 0. y = g(t). which is a planar curve.2. where ρ and b are positive constants.4. 1 .2.5 0 −0. z = h(t) are called the parametric equations for the curve. Example 2.2: A helix Example 2. Write the parametric equations for R(t) = a cos ωti + a sin ωtj.

5. Solution.2. Write the parametric equations for R(t) = ρ cos ti + ρ sin tj + btk. as in Figure 2. while the speed is a scalar. Let R = R(t) be a curve.3. Assume that v(t) exists and is nonzero. the velocity is a vector.2. then it can be expressed as parametric equations: x = t. CURVES IN SPACE y = a sin ωt. where O is the origin. then v(t) = R (t) is the velocity of R at t and v(t) = |v(t)| is the speed of R at t. Tangent Vectors Deﬁnition 2.2.48 where a and ω are positive constants. The reader should note that velocity is not the same thing as speed. x = a cos ωt. Figure 2.2. Solution. Then the unit tangent vector T(t) is given by T(t) = 1 v(t). − → Suppose R = R(t) is a curve and that R(t0 ) = OP . we always show the vector with its tail at P .3. When we depict a tangent vector to a curve at a point P . z = bt It’s often useful to remember that if a curve in the xy-plane is given by y = f (x). Let R = R(t) be a curve. If R is diﬀerentiable at t. In particular. z = 0. then v(t0 ) and any nonzero scalar multiple of v(t0 ) are said to be tangent to the curve at the point P . y = ρ sin t. y = f (t). CHAPTER 2.3 shows why we adopt this terminology. Deﬁnition 2. where ρ and b are positive constants. If v(t0 ) = 0. z=0 Example 2. v(t) . x = ρ cos t.

v(t). Diﬀerentiating. Consider the helix R(t) = ρ cos ti + ρ sin tj + btk. Solution. where ρ and b are positive constants. At least partially motivated by this discovery. and T(t).2. Nowhere-diﬀerentiable curves (i. functions that are continuous at every point in an interval. See Singer and Thorpe [20]. T(t) = 1 ρ 2 + b2 (−ρ sin ti + ρ cos tj + bk). Using the basic identity sin2 t + cos2 t = 1..2. but not diﬀerentiable at any point in the interval) were constructed as early as 1875.3: The velocity vector Example 2. (−ρ sin t)2 + (ρ cos t)2 + b2 = ρ 2 + b2 . we obtain v(t) = So. SPACE CURVES 49 v(t ) R(t +h) P R(t ) O Figure 2. we obtain v(t) = −ρ sin ti + ρ cos tj + bk.2.e. Find v(t). much has . Smooth Curves A general curve can be quite exotic.6.

then R is said to be a closed curve. A curve R = R(t) deﬁned on an interval I is said to be simple if I is not a closed bounded interval and R is 1-to-1. Therefore. However. As an example.50 CHAPTER 2. Roughly speaking. A curve R = R(t) is said to be smooth if: 1. We note that a particular set of points in space can be the image of both a smooth curve and a nonsmooth curve. b] and R(a) = R(b). b) and on the interval (a. If the domain of R is [a. R is continuously diﬀerentiable on its domain. S is a smooth curve and R is not a smooth curve. consider R(t) = t3 i + t3 j and S(t) = ti + tj. 2 . Deﬁnition 2. b] and R is 1-to-1 on the interval [a. CURVES IN SPACE been written in the past several decades about extremely irregular curves called fractals. or I = [a. then this means that R can be extended to a continuously diﬀerentiable function deﬁned on an open interval containing its domain. R is simple. it is also possible to prove the existence of so-called space-ﬁlling curves.2.4. If the domain of R is not an open interval. and we will limit our attention to curves that satisfy some additional properties. Deﬁnition 2. (Why?) We will call a set of points a [smooth] path if it is the image of some [smooth] curve. then R is referred to as a [smooth] parametrization of C.5. but it may join up at the ends. A space-ﬁlling curve is one whose image intersects every point on a (two dimensional) surface. A fractal curve is a curve for which the dimension of its image is strictly between 1 and 2 according to some reasonable deﬁnition of dimension. See Apostol [1]. b]. Both of these curves have the same image: the line with slope equal 1 through the origin and lying in the xy-plane. The classic work on fractals is [13]. In addition. it turns out that the requirement that a vector function simply be continuous is not restrictive enough for our purposes.2. If C is a [smooth] path and R is a [smooth] curve whose image is C.2 2. a simple curve cannot cross itself. R (t) = 0 for any t. 3.

if R1 and R2 are smooth parametrizations of the . it follows that there are exactly two orientations (or directions) of C. then any smooth parametrization R = R(t) can be used to deﬁne an ordering on C in the obvious way: R(t1 ) > R(t2 ) if t1 > t2 . we indicate the orientation (or direction) of an oriented path by arrows pointing in the direction of increase along the path. Pictorially. If a particular orientation of a smooth path C has been chosen. By the deﬁnition of smoothness. The velocity vector obviously depends on the particular parametrization. paths C1 and C2 . and then orient C1 and C2 separately requiring that the orientations coincide on C1 ∩ C2 . SPACE CURVES 51 Figure 2. That is. See Figures 2. However. it follows that there are exactly two orderings or orientations (or directions) of C that can be deﬁned in this manner.5.4: An oriented path Oriented Paths In this text we will need to consider oriented paths.2. If C is a non-closed smooth path.2. the unit tangent vector depends only on the path and its orientation. The same path with the other orientation will then be denoted −C. To orient a closed path C one can divide the path into two overlapping. nonclosed.4 and 2. Again. then we will refer to C as an oriented (or directed) path.

CURVES IN SPACE Figure 2.52 CHAPTER 2.5: An oriented closed path .

2. In the previous example we found that the speed is v(t) = ρ2 + b2 . Solution.2. 0.6 exists as a ﬁnite number. 2πb). then b d |R1 (t)| dt = a c |R2 (t)| dt. We leave it as an exercise to show that the arc length of a curve is independent of (smooth) parametrization. That is. 0) to (ρ. Therefore. a ≤ t ≤ b.2. c ≤ x ≤ d. Thus.7. 0) corresponds to t = 0 and (ρ. from (ρ. Example 2. if R1 (t). Notice that. since the velocity of a smooth curve is continuous. First note that (ρ. Then the arc length of R from t = a to t = b is given by b (f (t))2 + (g (t))2 + (h (t))2 a 1/2 b dt = a v(t) dt. 0. a ≤ x ≤ b. 0. the integral in Deﬁnition 2.6. 2πb) corresponds to t = 2π. the desired arc length is 2π ρ2 + b2 dt = 2π 0 ρ 2 + b2 . and R2 (t). SPACE CURVES 53 same path that determine the same orientation and R1 (t1 ) = R2 (t2 ). then T1 (t1 ) = T2 (t2 ). Deﬁnition 2. Find the arc length of the helix R(t) = ρ cos ti + ρ sin tj + btk. 0. where ρ and b are positive constants. It therefore makes sense to talk about the arc length of a smooth path.2.2. . is a smooth curve. are both smooth parametrizations of the same path. we can view T as a function deﬁned on the oriented smooth path itself. Arc Length Next we discuss arc length and parametrization by arc length. Suppose R(t) = f (t)i + g(t)j + h(t)k.

Thus. when we use “s” as a parameter for a curve we will always interpret it as arc length. s = s(t) = 0 √ v(τ ) dτ = t 2.54 CHAPTER 2. Reparametrize the curve x = sin t. Then the arc length from t0 to t is given by t s = s(t) = t0 v(τ ) dτ.8. a smooth curve can always be “parametrized by arc length. Therefore. We trust that the following example will help clarify these ideas. we can even allow the integral to be improper.2. √ Therefore. s z=√ . In fact. by arc length. This means that one can (at least theoretically) solve the equation s = s(t) for t = t(s). so t y = cos t. Substituting. Example 2. For this curve v(t) = √ 2. y = cos s √ 2 . s(t) is strictly increasing and thus invertible. Note that we can choose the lower limit of integration in the integral above to be any convenient number in the domain of the curve.” Henceforth. 0 ≤ t ≤ 2π. Now. Solution. by the fundamental theorem of calculus and the deﬁnition of smoothness s (t) = v(t) > 0. t = s/ 2. In what follows it will be useful to remember that ds = ds dt = v(t) dt. CURVES IN SPACE Suppose that R(t) is a smooth curve deﬁned at t0 . dt . z = t. 2 √ 0 ≤ s ≤ 2π 2. we obtain x = sin s √ 2 . as long as it is convergent.

z = 4t. ﬁnd (a) T(t) and (b) the value of T at 3 the point 1. On the same plot.2. 3. Write the answer in terms of x and y. oriented counterclockwise. −1. 2). y = 3t sin t. y = t3 . 2 . 2. SPACE CURVES ds is referred to as the element of arc length.1 Exercises 1. z = 0. t > 0. Sketch the image of the curve R(t) = t2 i + t−2 j. Find the velocity and the speed at time t = 4. Find the unit tangent vector for the circle x 2 + y 2 = a2 . sketch R(1) and v(1). Find symmetric equations of the tangent line to the path parametrized by R(t) = 2 cos ti + 6 sin tj + tk at t = π/3. Also.2. in the plane. Given R(t) = t2 i + 2 t3 j + tk. The coordinates of a moving point are given as follows: x = 3t cos t. 7. (a > 0 constant). 1 . For this reason a curve that is parametrized by arc length is often called a unit speed curve.2. ds ds/dt v(t) 55 so dR/ds is always a unit vector. we have dR dR/dt v(t) = = = T(t). 6. Find symmetric equations for the line tangent to the curve x = t2 . 3 4. through the point (1. z =1−t . 5. 2. Suppose √ R(t) = −4t2 i + 4 tj + (t2 − 1)k is the position vector of a moving particle. Find T(t).

For the curve deﬁned by x = 2 cos t. z = −3t − 4 ﬁnd (a) the velocity at any time t and (b) the arc length of the curve from t = 0 to t = 2π. Find the arc length of the curve deﬁned by x = t3 . ﬁnd an equation for the tangent line through (0. z = 2t − 5 10. at the point (8. z = 6t . z = 2 sin t. y = −t3 − 7. 11. cos 2t. 9. −3). π/2). Let C be the path parametrized by R(t) = t. For the spiral x = t cos t. 0). Find parametric equations for the tangent line to the curve √ x = 4 t. 2). y = t2 − 10. t ≥ 0.56 CHAPTER 2. at the point (−9. 12. CURVES IN SPACE 8. z= 4 t y = t2 − 3. y = t sin t. 13. from t = 2 to t = 4. −2. 1). 1. sin 2t . (b) Find parametric equations of the line tangent to C at the point (π/2. 6. Find parametric equations for the tangent line to the curve x = t + 3. y = −t. Find parametric equations for the tangent line to the curve x = −t − 8. 14. y = 3t2 . (a) Find the arc length of C from t = 0 to t = π. −1. at the point (1.

19. 18. 4π 2 ) for the curve in Exercise 19. t = 0. y = et sin t. z = et y = cos t + t sin t. Reparametrize the curve x = et cos t.2. 0 ≤ t ≤ 1. 57 16. by arc length. z = 4t. 3 y = 2t2 . from t = 0 to t = π/2. y = t sin t. 21. z = t2 1 + [f (x)] 2 1/2 dx. Find the arc length of the curve given by y = ln(sec x) from x = 0 to x = π/4. You may want to look the integral up in a table or use computer software. Find the arc length of the hypocycloid with four cusps (or astroid) x = a cos3 t. (Hint. 1. Suppose a curve in the xy-plane is given by y = f (x). Find the arc length of the path parametrized by 2 x = t3 . Show that the arc length from x = a to x = b is given by b a y = a sin3 t. For the curve x = sin t − t cos t. . 20. SPACE CURVES 15. Find the arc length of the spiral x = t cos t.) 17. 0 ≤ t ≤ 2π.2. π 2 ) to (−2π. ﬁnd T(t). t ≥ 0. Find the arc length from (π. −1.

then T1 (t1 ) = T2 (t2 ). CURVES IN SPACE 22. a ≤ x ≤ b.3 Throughout this section.) 23. then there exits a continuously diﬀerentiable function h from [c. we reserve the letter “s” for arc length along the curve.58 CHAPTER 2. Acceleration and Curvature Recall that the velocity is given by v(t) = R (t) and that the speed is given by v(t) = |v(t)|. and R2 (t). where a is the radius of the circle. h is positive. R = R(t) will be a smooth curve that is twice continuously diﬀerentiable. and that the curvature of a circle is 1/a. dt v(t) dt dT . (Hint: See the hint for Exercise 22. ds We deﬁne the curvature by k= In terms of t this can be written k= dT dt ds 1 dT = . are both smooth parametrizations of the same path. c ≤ x ≤ d. d] onto [a. . (Hint: If R1 (t). Also recall that the unit tangent vector is given by T(t) = v(t) v(t) or T(s) = dR .3 More About Curves In this section we study curves in somewhat more detail. ds One can show that the curvature of a straight line is 0. Also. In this case. as previously stated. b] such that h is nonvanishing and R2 (t) = R1 (h(t)). Prove: If R1 and R2 are smooth parametrizations of the same path that determine the same orientation and R1 (t1 ) = R2 (t2 ).) 2. 3 This section may be omitted without loss of continuity. Prove that the arc length of a curve is independent of (smooth) parametrization.

3. Since T and N are perpendicular unit vectors. dT/dt is always perpendicular to T. dt Thus. Section 2. and aN . the principle unit normal vector. aT . Suppose the coordinates of a moving point are given as follows: 1 1 x = t. k. dt and the normal component of the acceleration is given by aN = kv 2 . it follows that |a|2 = a2 + a2 . N.1. the tangential component of the acceleration is given by aT = dv . we deﬁne N. |dT/ds| k ds dT/dt |dT/dt| The acceleration is deﬁned by a(t) = v (t) = R (t). MORE ABOUT CURVES 59 By Exercise 7. we obtain a= dT dv T+v dt dt dv = T + kv 2 N.1.1. by N= or N= 1 dT dT/ds = . y = √ t2 . T N Example 2. 3 2 Find T. If we write v = vT and diﬀerentiate both sides of this equation with respect to t.3. .2. Therefore. z = t3 .

2 1+t √ 1 dT = 2 1 − t2 j + 2tk . dt = 1 + t2 . CHAPTER 2. v3 .60 Solution. dt So. 2 −2ti + 2) dt (1 + t A straightforward calculation then shows that √ 2 dT = . we compute dx = 1. (1 + t2 )2 √ Example 2. v = 1 + 2t2 + t4 and we obtain T= Diﬀerentiating. Derive the following alternative formula for the curvature: k= |a × v| . CURVES IN SPACE √ dy = t 2. aT = and aN = kv 2 = dv = 2t dt √ 2. √ √ 1 −t 2i + 1 − t2 j + t 2k 1 + t2 2 .3. we ﬁnd √ 1 i + t 2j + t2 k . First. dt 1/2 dz = t2 . dt 1 + t2 It follows that N= and k= Finally.2.

so |a × T| = kv 2 .6. ds . Diﬀerentiating both sides of the equation B = T × N with respect to s. |a × v| . MORE ABOUT CURVES Solution.3. Substituting T = v/v and solving for k gives us k= as desired. ds We deﬁne B = T × N. (In Figure 2. B is a unit vector that is normal to T and to N and is called the binormal vector. one can show that dB = −τ N. N × T is a unit vector.6. dt 61 Using the fact that T × T = 0. It follows that we can deﬁne τ by the equation dN = −kT + τ B.) We leave it as an exercise to show that dN + kT ds is also perpendicular to T and to N. See Figure 2. T and N both lie on the page and B points directly into the page. We start out with a= dv T + kv 2 N. Recall that dT = kN.2. v3 The Frenet Equations Assume for now that the smooth path in question is parametrized by arc length and that the curvature k is nonvanishing. ds τ is called the torsion. we have a × T = kv 2 N × T.

6: T. Finally. k. we could. This says. roughly. each of the functions T. See [16]. N. write formulas for N. dB · N. and B So.62 CHAPTER 2. and not . ds The following equations from above are referred to as the Frenet equations: τ =− dT = kN ds dN = −kT + τ B ds dB = −τ N ds These equations can be used to prove the fundamental theorem of space curves. we note that although we have for simplicity assumed that the given path is parametrized by arc length. and τ depend only on the smooth path and possibly the orientation (k does not depend on the orientation). B. N. B. CURVES IN SPACE B T N Figure 2. and τ in terms of an arbitrary parameter t. that a smooth path with nonvanishing curvature is completely determined up to position by its curvature and its torsion. using the chain rule. In any event.

From Example 2. It follows that N = − cos ti − sin tj and 1 B = T × N = (4 sin ti − 4 cos tj + 3k). B. MORE ABOUT CURVES 63 on the particular parametrization.2. and τ for the circular helix x = 3 cos t.3. we obtain dT 3 = − (cos ti + sin tj) dt 5 and |dT/dt| = 3/5. we have k= Finally. dB dB/dt 1 dB 4 = = = (cos ti + sin tj).2. ds ds/dt v dt 25 so. with ρ = 3 and b = 4. Diﬀerentiating. Solution. Example 2. z = 4t. The reader should recall the discussion in the previous section concerning independence of parametrization for T.3. 5 Next. we have 1 T = (−3 sin ti + 3 cos tj + 4k) 5 and v = 5. 25 1 dT 3 = .6.3. v dt 25 . comparing dB/ds with N. Find T. we obtain τ= 4 . y = 3 sin t. N. k.

5 0 ≤ s ≤ 2π.2. 2. and B.64 CHAPTER 2. Derive the formula |f (x)| . k= 3/2 1 + [f (x)]2 Use this to ﬁnd the curvature of the curve y = x2 . Section 2. N. τ . The point (with position vector) mc = R(t0 ) + 1 N(t0 ) k(t0 ) y = cos t + t sin t. Find k. and τ for the circle x 2 + y 2 = a2 . Write the answers in terms of x and y. z= 4 cos s. z = 0 (a > 0 constant) y = 3t sin t. CURVES IN SPACE 2. 3. (You were asked to ﬁnd T in Exercise 5. T.3. z = 4t.) 4.1. t = 0. The osculating plane to a smooth curve R = R(t) at the point (with position vector) R(t0 ) is the plane through R(t0 ) perpendicular to B(t0 ). z = t2 is called the center of curvature of R at t0 . 6. ﬁnd k = k(t). is a unit speed curve and compute k. The coordinates of a moving point are given as follows: x = 3t cos t. N. oriented counterclockwise. 5 y = 1 + sin s. For the curve x = sin t − t cos t. . Show that the curve x= 3 cos s.1 Exercises 1. 5. Find aT and aN . B. Suppose a curve in the xy-plane is given by y = f (x).

then you will need to modify these commands. The circle of radius ρ(t0 ). Show that the curvature of a straight line is 0. Hint: Assume τ = 0 for all s. PLOTTING CURVES 65 ρ(t0 ) = 1/k(t0 ) is called the radius of curvature at t0 . This may be diﬀerent on your computer. This implies that B is constant. (Why?) Let R0 = R(s0 ) for some s0 in the domain of R and consider d [(R(s) − R0 ) · B] . You should pay careful attention to the syntax. then R(s) is a plane curve (i. the image of R(s) lies in a plane).e. ds 10. Prove that 11.) 7. Prove that |a|2 = a2 + a2 . Do not type the symbol “>”. Entering a command or a mathematical expression incorrectly is a very common mistake. (We use “>” for the prompt.4 Plotting Curves Matlab (with Symbolic Math Toolbox) makes it easy to plot space curves that are given parametrically. dB = −τ N. 9.2. Let R = R(s) be a smooth curve with k nonzero..) . (Hint: cosh2 t − sinh2 t = 1. Find an equation for the osculating circle of R(t) = cosh ti + sinh tj + tk at the point (1. 0. If you have access to Matlab try the following. and lying in the osculating plane is called the osculating circle of R at t0 . You can use the up-arrow key to edit the previous line. Show that dN + kT ds is perpendicular to T and to N. ds 2. If you are using some other software. 0). Show that if τ = 0 for all s.4. center (with position vector) mc . T N 8.

2π] [−2π. z = t3 . each session. at the beginning of. y = et sin t.[-2*pi. 2] • x = sin t − t cos t. • x = t cos t. Note that you only need to type “syms t” once.2*t^2. • x = t. y = 1 + 5 sin t. • x = 3 cos t. z = 1. y = t2 .sin(t)-t*cos(t). 2π] [−2π. Planar Curves We can also use Matlab (with Symbolic Math Toolbox) to plot planar curves using the command “ezplot. z = t. 2π] [−2π.” Try the following commands: > syms t.2*pi]) References Matlab comes with extensive on-line help.) We encourage the reader to experiment with diﬀerent domains. 2π] [0. • x = et cos t. (In some cases we have speciﬁed or changed some of the constants. .66 CHAPTER 2. 2π] [−2π. z = t2 . For a general overview of Matlab we recommend [10]. CURVES IN SPACE > syms t > ezplot3(cos(t)+t*sin(t). y = sin t.sin(t)-t*cos(t). [−2. z = 4 cos t.[-2*pi.2*pi]) > ezplot(cos(2*x). z = et . y = t sin t. • x = cos t. • x = cosh t.2*pi]) We list here the curves that have appeared in this chapter along with suggested domains.x > ezplot(cos(t)+t*sin(t). [−2. y = sinh t. y = cos t + t sin t. 2] [0. 2π] • x = cos t. z = t. y = sin t.[-2*pi. z = t.

Experiment with diﬀerent domains. 2. In particular.1 Project 1. Try plotting the function given by y = sin(x5 ) on the interval [0.4. then the answer is: “No. what causes problems in this example? . Use Matlab or some other software to plot all of the curves listed in this section.”) Discuss some of the potential pitfalls of using graphing software. Identify as many curves as you can.4.2. PLOTTING CURVES 67 2. 5] using Matlab or some other software. Is the result a faithful representation of the graph of this function? (Hint: If you used the Matlab command ezplot.

68 CHAPTER 2. CURVES IN SPACE .

or is an exterior point of R. In Figure 3.1. or is an interior point of R. P belongs to the boundary of R. A is an interior point. B and C are boundary points.Chapter 3 Scalar Fields and Vector Fields 3. if there is an open ball centered at P that is contained in R. A region R is said to be open if every point in R is an interior point. if there is an open ball centered at P that does not contain any of the points in R. A region that contains all of its boundary points is said to be closed. P belongs to the exterior of R. Regions By a region in space we mean any nonempty set of points in space. A region that contains some. we want to brieﬂy discuss certain important types of subsets of euclidean space. we will focus our attention on space. and D is an exterior point. The open ball of radius > 0 centered at P (x0 . As usual. a region is open if and only if it contains none of its boundary points. if every open ball centered at P contains points in R and points not in R. y0 . or is a boundary point of R. z) : (x − x0 )2 + (y − y0 )2 + (z − z0 )2 < 2 . 69 . Since a region cannot contain any of its exterior points. y. Finally. Given any region R a point P belongs to the interior of R. z0 ) is given by B (P ) = (x.1 Scalar Fields Before we consider scalar ﬁelds.

SCALAR FIELDS AND VECTOR FIELDS C D R A B Figure 3.70 CHAPTER 3.1: A region .

want to discuss the directional derivative. The open disk of radius > 0 centered at P (x0 . See also Exercises 4 and 5 in Section 3. and some applications thereof. y) : (x − x0 )2 + (y − y0 )2 < 2 . 1 . In the plane an open ball is called an open disk.” and so forth are deﬁned similarly. A region is compact if it closed and bounded. y0 ) is given by D (P ) = (x. (The empty set is also both open and closed. in particular. We assume that the reader has studied scalar ﬁelds. so it is both open and closed. “Twice continuously diﬀerentiable. including continuity. partial derivatives.3.) We do.)1 A region is bounded if it is contained in some open ball. y0 . We caution. the characterization of the region (open. (Again. the reader is referred to his or her favorite calculus text. closed.3. we will. As usual. a real-valued function of several variables. y0 . will play a key role in the sequel. Note that the region consisting of all points in space has no boundary points. SCALAR FIELDS 71 but not all.1. and leave considerations in the plane and higher dimensional spaces to the reader. restrict our attention to space. that is. The boundary of the open ball of radius > 0 centered at P (x0 . In any ﬁnite dimensional euclidean space the only sets that are both open and closed are the empty set and the entire space. or neither) may depend on whether it is viewed as a region in the plane or as a region in space. y. however. z0 ) and is given by S (P ) = (x. however. The boundary of an open disk is called a circle. Recall that a scalar ﬁeld f is continuously diﬀerentiable on an open set A if f and all of its ﬁrst partial derivatives are continuous on A. for the most part. the gradient. since the gradient. Scalar Fields A scalar ﬁeld is a real-valued function deﬁned on a region of euclidean space. that even though a given region in the plane can be viewed as a region in space. a nonempty open subset of the plane is never open as a subset of space.1. of its boundary points is neither open nor closed. z) : (x − x0 )2 + (y − y0 )2 + (z − z0 )2 = 2 . z0 ) is called the sphere of radius > 0 centered at P (x0 . Note that comparable deﬁnitions can be made for subsets of euclidean space of any dimension. For example. and the chain rule.

Notice that Du f (P ) is not deﬁned for u = 0 and depends only on the direction of u.1.72 CHAPTER 3. dy/ds. . z0 ) be a given point. ds This is the rate of change of f at P in the direction of u per unit distance. we can write this as Du f (P ) = ∂f dx ∂f dy ∂f dz + + ∂x ds ∂y ds ∂z ds ∂f ∂f ∂f dx dy dz = i+ j+ k · i+ j+ k . Suppose that the scalar ﬁeld f is continuously diﬀerentiable on some open set containing P . z = z(s).1. z0 ) corresponding to s = 0: x = x(s). If we deﬁne grad f = and note that ∂f ∂f ∂f i+ j+ k ∂x ∂y ∂z u dx dy dz = i + j + k. −2) in the direction of u = −1. The reader should always keep in mind that the directional derivative is a scalar and that grad f (P ) is a vector. y = y(s). 2 . The directional derivative of f at P in the direction of u is given by d Du f (P ) = f (x(s). Example 3. y0 . z(s)) s=0 . |u| then we can write grad f is called the gradient of f . 2. |u| ds ds ds Du f (P ) = grad f (P ) · u . By the chain rule. and dx/ds. ∂f /∂y. y. SCALAR FIELDS AND VECTOR FIELDS The Directional Derivative and the Gradient Let u be a given nonzero vector and P (x0 . and ∂f /∂z are all evaluated at P . z) = x + xyz at P (1. y(s). Take the line through P in the direction of u parametrized by arc length (so u points in the direction of increasing s) and with (x0 . ∂x ∂y ∂z ds ds ds where ∂f /∂x. 3. Find Du f (P ) for f (x. and dz/ds are all constant. y0 .

z) = (1 + yz)i + xzj + xyk.3. First. SCALAR FIELDS Solution.1.2. 2 = . We can restate the above as follows: Theorem 3. Suppose that the scalar ﬁeld f is continuously diﬀerentiable on some open set containing P . equivalently. The reader should be able to formulate results concerning the maximum rate of decrease of f at P . Suppose that the scalar ﬁeld f is continuously diﬀerentiable on some open set containing P . we compute grad f (x. 2.1. Therefore. Du f (P ) is a maximum for f at a given point P when θ = 0 or. Example 3. grad f (1. Find the maximum rate of increase of f (x. 3. In what direction does this occur? . Clearly. Du f (P ) = (−5i − 2j + 3k) · 7 −1. −2). This maximum rate of increase occurs in the direction of grad f (P ). 2 | 3 73 Note that Du f (P ) = grad f (P ) · u = |grad f (P )| cos θ. So.1.1. The maximum rate of increase of f at P (with respect to distance) is |grad f (P )|. |u| where θ is the angle between grad f (P ) and u. we have the following: Theorem 3. when u is in the direction of grad f (P ). Then the component of grad f (P ) in the direction of u is Du f (P ).1. y. | −1. So.2. 3. y. 2. −2) = −5i − 2j + 3k. z) = x + xyz at (1.

Therefore. for example. Suppose that f is continuously diﬀerentiable in an open set containing Sk . −2) = −5i − 2j + 3k.”2 Consider. Example 3. and this maximum rate of increase is in the direction of the vector −5i − 2j + 3k. all of these results are valid in the plane and in higher dimensional euclidean spaces with the obvious modiﬁcations. in our deﬁnition of a smooth level surface. So. then the set Sk = {(x. y. the maximum rate of increase is | − 5i − 2j + 3k| = √ 38. then it can be shown that there exists a continuous function f . where k is a constant. suppose that grad f = 0 for all points in Sk . Describe the level sets of f (x. b. Deﬁnition 3. Level Sets and Level Surfaces If f is a scalar ﬁeld. we found that grad f (1. we will work with only “connected” surfaces. Again. deﬁned on all of space. In the last example. If A is any closed set. is called a level set of f . where a. we shall impose conditions on f that are stronger than mere continuity. such that A is a level set of f .1. 3. . z) = ax + by + cz.1.4. z) : f (x. z) = k} . y. SCALAR FIELDS AND VECTOR FIELDS Solution. y. Note that a smooth level surface may be “disconnected.1. 2 Beginning with Section 4. and c are constants. z) = x2 − y 2 − z 2 for k > 0. Then Sk is a smooth level surface. y.74 CHAPTER 3. Also. Let Sk be a level set of a scalar ﬁeld f . f (x.3.

Suppose that f is continuously diﬀerentiable in an open set containing Sk . z0 ) · |u| where u/|u| is tangent to the given curve.3. z0 ) is called the tangent plane to the smooth surface through (x0 . y0 . If k < 0. The plane perpendicular to such a vector n through (x0 . If k = 0.1. These are all.4. a smooth surface. Describe the level sets of f (x. Proof. (0. 0). We say a vector n is normal (or perpendicular) to a given smooth surface at (x0 . z0 ) ∈ Sk . y(0). Let u = v(0). y = y(s) z = z(s) is a smooth curve (which we can assume is parametrized by arc length) through (x(0).3. z) = x2 + y 2 + z 2 . y. of course. y0 . y0 . 0. y0 . y. y(s). then the level set is the surface of the cube with vertices (±k. then the level set is the empty set. We then also have the following important property of the gradient: Theorem 3.1. If k > 0. then the level set is the empty set. ±k. Let Sk be a level set of a scalar ﬁeld f . then the level set is the sphere of radius k centered at the origin. Solution. then grad f (x0 . it is not a smooth surface. in fact. y0 . SCALAR FIELDS 75 Solution. then √ the level set is the origin. z) = |x| + |y| + |z|. y0 . Solution. so Du f (x0 . z(s)) = k. Also. z0 ) if whenever R is a smooth curve whose image is contained in the smooth surface and R(t0 ) = x0 . z0 ) and contained in the level surface Sk . then the level set is the origin. and (0. . 0. c as a normal vector. because of the edges and the vertices. If (x0 . z0 ). 0). ±k). then n is perpendicular to v(t0 ). suppose that grad f = 0 for all points in Sk . Describe the level sets of f (x. z0 ) = grad f (x0 . z0 ) = 0. Then f (x(s). however. z0 ). z0 . z0 ) is perpendicular to the smooth level surface Sk at (x0 . A sphere is. y0 . But u . y0 . y0 . Example 3. If k < 0. smooth level surfaces. Suppose that x = x(s). z(0)) = (x0 . Example 3. y0 . The surface of a cube is a surface. y0 .5.1. Du f (x0 . These are all of the planes that have a.1. If k = 0. If k > 0. b.

y − y0 . z) = 2x. y. z) = c is a smooth level surface through (x0 . .1. 1. 1).2 shows a gradient vector and the tangent plane through the same point for a smooth level surface. Write f (x.2: A gradient vector and tangent plane to a level surface Figure 3. z0 )(z − z0 ) = 0. 1. 1. y. ∂x ∂y ∂z Example 3. z0 ) · x − x0 . Thus. z − z0 = 0 or ∂f ∂f ∂f (x0 . y0 . Solution. z0 ) is given by grad f (x0 . 1) = 4. y0 . z0 )(y − y0 ) + (x0 .6. Find an equation for the tangent plane to the level surface x2 + yz = 5 at (2. y0 . z. z0 )(x − x0 ) + (x0 . y0 . y and grad f (2. then grad f (x. y0 . then the equation of the tangent plane to the surface through (x0 . if f (x. 1 . SCALAR FIELDS AND VECTOR FIELDS Figure 3.76 CHAPTER 3. z) = x2 + yz. y0 . z0 ). y.

y0 )(x − x0 ) + (x0 . y. y. y. If g is continuously diﬀerentiable. R = {(x. z = 0} 5. z are rational numbers} 7. 8. Find the directional derivative of f (x. z) : x2 + y 2 + z 2 ≤ 1} 3. and (c) the exterior of R. z0 ) is given by ∂g ∂g (x0 . y. z) = y 2 sin(xz). y0 )(x − x0 ) + (x0 . (d) determine whether R is open or closed or neither. 2) in the direction of the vector u = 3 i 2 − 1 j. R = {(x. z) : x. then the surface z = g(x. It follows that grad f is nonvanishing and the tangent plane through the point (x0 . 1. SCALAR FIELDS It follows that 4(x − 2) + (y − 1) + (z − 1) = 0 is an equation of the tangent plane. ∂x ∂y 3. y) : x2 + y 2 < 1} 6. y) = tan−1 (3xy) √ at the point (4.1. z) : x2 + y 2 + z 2 < 1} 2.3. z) : x2 + y 2 + z 2 = 1} 4. z) = g(x. y. Find grad f (1. y0 . y. R = {(x. R = {(x. for the given region R. Also. −1) for f (x. y) can be viewed as a level surface by writing f (x. R = {(x. y. y0 )(y − y0 ). (b) the boundary of R. R = {(x. ﬁnd: (a) the interior of R. y.1 Exercises In Exercises 1–6. 2 . z) : x2 + y 2 < 1. y) − z = 0. 2. y). y0 )(y − y0 ) − (z − z0 ) = 0 ∂x ∂y or z = z0 + ∂g ∂g (x0 . 77 A surface can also be given by a function z = g(x.1.

−2. π/2) in the direction of u = 3/2. z) = 2xz − 3yz − xy at the point (−1. y) = x2 cos y. 0). 3) in the direction of 2i − j. −1) in the direction of −i + 3j + k. Find the directional derivative of f (x. z) = max{|x|. y) = 3x2 − y 2 + 5xy at the point (2. y) = −x2 y 2 + 2x2 at P in the direction from P (−3. Find the directional derivative of f (x. . 14. y. SCALAR FIELDS AND VECTOR FIELDS 9. Describe the level sets of f (x. y. 1) to Q(−6. |z|}.78 CHAPTER 3. 1/2 . 16. Find the directional derivative of f at the point (2. −1) in the direction of −3i − 4j. −1). y) = x3 + y 3 − 3xy. π/2) attain its maximum value? 15. y. 1) in the direction of −4. y) = x2 − 2y 2 increase most rapidly at (3. In what direction does f (x. z) = x + xyz at P (1. 2. In what direction does this occur? 18. √ (b) What is the maximum value of Du f (P ) at P ( 2. 11. Find the directional derivative of f (x. Find the maximum rate of increase of f (x. 2. Let f (x. Let f (x. π/2)? √ (c) In what direction does Du f (P ) at P ( 2. ﬁnd a vector in the direction in which f increases most rapidly at P and ﬁnd the rate of change of f in that direction. 3 . Also. |y|. 10. √ √ (a) Find Du f (P ) at P ( 2. Find the directional derivative of f (x. y) = x2 − 2y 2 at (3. z) = x2 + 2yz − sin z at (3. Find the directional derivative Du f (P ) of f (x. 3)? What is the value of this maximum rate of increase? 13. 12. y. 2) in the direction of the vector u = 2i + 2j + k. 17.

(a) Find an equation for the tangent plane to the ellipsoid x2 + 2y 2 + 3z 2 = 6 at the point (1. −7). π/6. 1/4). 1). 4. (a) Find an equation for the tangent plane to the surface z = cos(x) sin(y) at the point (π/3. −1). 27. π/6. Find an equation of the tangent plane to the hyperboloid z = xy at (2. 20. 2). 3. 26. 2. 6).3. 1. . −1). −3. 21. 1).1. (b) Find parametric equations for the normal line to z = cos(x) sin(y) at the point (π/3. Find an equation of the tangent plane to the surface z = x2 + 2xy − y 2 through the point (1. 2. −1. Find an equation of the tangent plane to z = (2x − y)2 at (2. 1. 79 22. 23. Find an equation of the tangent plane to the graph of 4x2 − 2y 2 − 7z = 0 at (−2. 25. −2. 24. Find an equation of the tangent plane to the ellipsoid 9x2 + 4y 2 + 9z 2 = 34 at (1. 1). Find an equation for the tangent plane to the paraboloid z = x2 + y 2 at the point (1. Find an equation of the tangent plane to the sphere x2 + y 2 + z 2 = 21 at (2. SCALAR FIELDS 19. (b) Find parametric equations for the normal line to x2 + 2y 2 + 3z 2 = 6 through the point (1. 5). 1/4).

SCALAR FIELDS AND VECTOR FIELDS 28. y. Given a region R. (Lagrange Multipliers) Assume f and g are scalar ﬁelds and grad g is nonvanishing. 3.) 30. electric ﬁelds. (Hint: Minimize the square of the distance. F is continuous [continuously diﬀerentiable. etc. z) is a vector in space.3 depicts a vector ﬁeld in space. z)k.) Use this result to ﬁnd the point(s) on the surface z = xy + 5 closest to the origin. Examples from physics include gravitational ﬁelds. z) = 0 (if they exist) occur at those points P for which grad f (P ) = λ grad g(P ). z)j + F3 (x. y. we are focused here on three dimensional space. y. y.2 Vector Fields and Flow Curves By a vector ﬁeld in space we mean a function F deﬁned on a region of space such that F(x. y. y. 29. and F3 are continuous [continuously diﬀerentiable. z) = F1 (x. z) with its initial point or tail located at (x. One can consider vector ﬁelds in diﬀerent dimensional spaces. Also remember that the point(s) must satisfy the constraint equation as well.] on an open set A if and only if F1 . Show that the closure of a region is a closed region. y. F2 . and F3 are scalar ﬁelds. We picture the directed line segment corresponding to F(x. then grad f is a vector ﬁeld. but. If f is a scalar ﬁeld. y. Then one can show that the maximum and minimum values of f subject to the constraint (or side condition) g(x. F2 . a space-vector-valued function of three variables. z).] on A. (λ is called a Lagrange multiplier. the closure of R is given by closure R = R ∪ boundary R. Figure 3. . where F1 .80 CHAPTER 3. that is. We can always write F(x. Find a point P on the surface z = (2x − y)2 with the property that the plane tangent to the surface at P is parallel to 12x − 6y − z = 0. z)i + F2 (x. once again. and magnetic ﬁelds. for some constant (scalar) λ. etc.

where β = β(x.2. in the magnetic ﬁeld created by one or more small bar magnets.2. . ds βF3 = dz . and F3 are all nonvanishing. ds dx . For F(x. F2 . Since T= we obtain βF1 = or dx dy dz dR = i + j + k. Figure 3. As an example. iron ﬁlings will line up along ﬂow curves. z). VECTOR FIELDS AND FLOW CURVES 81 Figure 3. and T is the unit tangent vector for R. The condition that R = R(t) be a ﬂow curve of F is equivalent to T = βF.1.3. ds ds ds ds βF2 = dy . F1 F2 F3 if F1 . y.4 shows a vector ﬁeld in the plane together with several ﬂow curves. y. Example 3. ds dx dy dz = = . z) = x2 i + y 2 j + zk ﬁnd the ﬂow curve through the point (2. 2.3: A vector ﬁeld Flow Curves A smooth curve is called a ﬂow curve (or ﬂow line) of a vector ﬁeld F if the tangent to the curve at every point is parallel to F at that point. 1).

We need to solve dy dz dx = 2 = . we obtain − 1 = ln |z| + c1 x and − 1 = ln |z| + c2 . 2 x y z This leads us to dx dz = 2 x z Integrating. SCALAR FIELDS AND VECTOR FIELDS Figure 3. 1 − 2 ln z . Upon substituting x = y = 2 and z = 1.82 CHAPTER 3.4: Flow curves Solution. the ﬂow curve through the point (2. we obtain c1 = c2 = −1/2. 2 y z where c1 and c2 are constants. 1) is given by 2 x=y= . Thus. 2. y and dy dz = .

First. VECTOR FIELDS AND FLOW CURVES 83 The Divergence If F = F1 i + F2 j + F3 k is a continuously diﬀerentiable vector ﬁeld we deﬁne the divergence of F by div F = Note that div F is a scalar ﬁeld. ∂z (x2 + y 2 + z 2 )5/2 3/2 1/2 xi + yj + zk (x2 + y 2 + z 2 )3/2 . and ∂F3 x2 + y 2 − 2z 2 = . y. .3. div F(x. we compute ∂F1 (x2 + y 2 + z 2 ) − 3x2 (x2 + y 2 + z 2 ) = ∂x (x2 + y 2 + z 2 )3 −2x2 + y 2 + z 2 .2. Example 3. z) = (0. y.2. z) = xy 2 i + xyj + xyk. Solution. = (x2 + y 2 + z 2 )5/2 By symmetry.2. y.3. 0). Find div F for F(x. y. 0. Find div F for F(x. z) = Solution.2. ∂x ∂y ∂z Example 3. y. we see that ∂F2 x2 − 2y 2 + z 2 = ∂y (x2 + y 2 + z 2 )5/2 Adding these together we obtain div F(x. z) = 0. z) = y 2 + x ∂F1 ∂F2 ∂F3 + + . (x.

and ∆z. the ﬂux is the mass of the ﬂuid passing through the surface per unit time. consider a small rectangular box centered at (x. since we are approximating the ﬂux out of the box.6. the divergence of a vector ﬁeld at a point is a measure of how much the vector ﬁeld diverges or expands at that point. the divergence of F at a point P is the ﬂux per unit volume at P . ∆S is the area of the surface. z) be the density of the ﬂuid and F = δv. (“Flux” means “ﬂow” in Latin. z)∆x∆y∆z. We want to use the formula above to approximate the outward ﬂux through the six faces of the box. y. through face II the ﬂux is approximately F · n2 ∆S = F1 (x + ∆x/2. and ∆t is the time increment. y. where v is evaluated at any point on the surface. More precisely. See Figure 3. z)] ∆y∆z ≈ ∂F1 (x. Note that in Figure 3. y. Now. In this case. If we add these we get [F1 (x + ∆x/2. z)∆y∆z. If we take a small planar surface and approximate the volume of the ﬂuid ﬂowing through the surface we obtain v · n∆S∆t. y.5. The opposite direction would simply change the sign of the ﬂux. z) with sides parallel to the coordinate axes and with lengths ∆x. ∂x . SCALAR FIELDS AND VECTOR FIELDS Roughly speaking. Note that here we’ve taken n1 to be the outward unit normal.) To make this still more precise and concrete. n is a unit normal to the surface. y. ∆y. as shown in Figure 3. y. The ﬂux of a vector ﬁeld through a surface is a measure of how much the vector ﬁeld “ﬂows” through the surface. we obtain: ﬂux ≈ F · n∆S. z) − F1 (x − ∆x/2. y.84 CHAPTER 3. z)∆y∆z. Therefore. if we let δ = δ(x. Through face I the ﬂux is approximately F · n1 ∆S = −F1 (x − ∆x/2. consider the case where v is the velocity ﬁeld of a ﬂuid. Similarly.5 we have chosen the unit normal vector to be in the direction which makes the ﬂux positive.

VECTOR FIELDS AND FLOW CURVES 85 v t n v v t v ∆S Figure 3.2.3.5: The volume of a ﬂuid passing through a surface .

y.z. Adding everything together we obtain ∂F1 ∂F2 ∂F3 + + ∂x ∂y ∂z ∆x∆y∆z.86 CHAPTER 3. z). y.6: The ﬂux through the surface of a box Similarly. SCALAR FIELDS AND VECTOR FIELDS (x.y/2. y.z/2) Figure 3.e. then we obtain ∂F1 ∂F2 ∂F3 + + . z). ∂x ∂y ∂z where the partial derivatives are all evaluated at (x. But this is precisely div F(x. where the partial derivatives are all evaluated at (x. ∆x∆y∆z) and let that volume go to zero.y.. If we divide this expression by the volume of the rectangular box (i.x/2. then div F(P ) is approximately the mass of the ﬂuid ﬂowing out of the rectangular solid per unit time . To summarize: If F represents the density of a ﬂuid multiplied by the velocity ﬁeld of the ﬂuid and we imagine a small rectangular solid centered at P (with sides parallel to the coordinate axes). z).y. we can approximate the ﬂux through the other four faces.z+ z/2) I n II n (x+ x/2.y/2. We note that these approximations are valid up to ﬁrst order if all of the component functions of F are continuously diﬀerentiable.

the curl of a vector ﬁeld at a point gives a measure of the rotation of the vector ﬁeld around the point.2. The clockwise component of F at (x + ∆x. . to a small circle centered at (x.4.3. where c is a constant. z). to make this more precise and concrete. Here we just take F to be the velocity ﬁeld. about a point (x. If F = F1 i + F2 j + F3 k. Taking smaller and smaller rectangular solids one obtains (in the limit. Solution. respectively. i curl F(x. VECTOR FIELDS AND FLOW CURVES 87 divided by the volume of the rectangular solid. Note that the curl of a vector ﬁeld is a vector ﬁeld. y. Referring to Figure 3. note that er and eθ are unit vectors perpendicular and tangent. we consider the case of the velocity ﬁeld of a ﬂuid. as all of the sides shrink to 0) div F(P ). We can write this as another symbolic determinant: i curl F = ∂ ∂x j ∂ ∂y k ∂ ∂z . we consider the rotation of the ﬂuid in the plane z = c. First. z) = xy 2 i + xyj + xyk. Find curl F for F(x. Once again. while the angular rate of rotation is F · eθ /r. y + ∆y. y. z) is F · eθ . z). y. y. z) = xy ∂ ∂x 2 j ∂ ∂y k ∂ ∂z = xi − yj + (y − 2xy)k xy xy Roughly speaking. The Curl We next deﬁne the curl of a vector ﬁeld.7. F1 F2 F3 Example 3. A vector ﬁeld for which the divergence is everywhere 0 is called solenoidal.2. then curl F = ∂F3 ∂F2 − ∂y ∂z i+ ∂F1 ∂F3 − ∂z ∂x j+ ∂F2 ∂F1 − ∂x ∂y k.

y.7: The curl . SCALAR FIELDS AND VECTOR FIELDS y eθ er r θ (x.88 CHAPTER 3.z) x Figure 3.

where all the functions are evaluated at (x.2. y + ∆y. z). Dividing by r we obtain the average angular velocity of the ﬂuid about the axis through (x. ∂y 89 where all the functions on the right are evaluated at (x. y. y + ∆y. z) and perpendicular to z = c: 1 2 ∂F2 ∂F1 − ∂x ∂y . y + ∆y. The average of this around the circle is 1 2π 2π 0 1 F · uθ dθ = r 2 ∂F2 ∂F1 − ∂x ∂y . z). y. A vector ﬁeld for which the curl is everywhere 0 is said to be irrotational. we can write ∂F1 ∆x + ∂x ∂F2 F2 (x + ∆x.3. y. z) ≈ F1 + ∂F1 ∆y ∂y ∂F2 ∆y. ∂x ∂y and ∆y = r sin θ. Neglecting the factor of 1/2 we obtain the component of the curl of F in the k direction. Similar arguments give the other components. Using these expressions and noting that eθ = − sin θi + cos θj at (x + ∆x. VECTOR FIELDS AND FLOW CURVES Using the linearization of F1 . z) and ∆x = r cos θ we obtain F · uθ ≈ − F1 + ∂F1 ∂F1 r cos θ + r sin θ sin θ ∂x ∂y ∂F2 ∂F2 + F2 + r cos θ + r sin θ cos θ. z) ≈ F2 + ∆x + ∂x F1 (x + ∆x. .

and curl is using the operator (read: del). y) = yi − xj ﬁnd the ﬂow curve through the point (3. ∂ ∂ ∂ i+ j + k. All of the classical partial diﬀerential equations (the heat equation. ∂x2 ∂y 2 ∂z where F is a vector ﬁeld. The equation 2 f = 0 is called Laplace’s equation and the solutions are called harmonic functions. 2. ∂x2 ∂y ∂z =∆= ∂2 ∂2 ∂2 + 2 + 2. Both Laplace’s equation and Poisson’s equation play a key role in electrostatics. and curl F = × F. div F = · F. and Laplace’s equation) involve the Laplacian. For F(x. The equation 2 f = g is called Poisson’s equation. This is written = This enables us to write grad f = f. Analogously. y) = xi − yj ﬁnd the ﬂow curve through the point (−3.90 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS The -Operator and the Laplacian A standard way to express the gradient. For F(x. ∂x ∂y ∂z If f is a scalar ﬁeld. −4). ∂x2 ∂y ∂z This ubiquitous operator plays a key role in many areas of mathematics including complex analysis and partial diﬀerential equations. 4). the wave equation. 3. divergence.2. we deﬁne the Laplacian of f by div (grad f ) = For this reason one writes 2 · ( f) = 2 f = ∆f = ∂ 2f ∂ 2f ∂ 2f + 2 + 2. .1 Exercises 1. we can deﬁne the vector Laplacian: 2 F= ∂ 2F ∂ 2F ∂ 2F + + 2.

y. y.2. z) = exyz (i + j + k). z) = xzi − xyj + yzk. Find (a) div F (b) curl F 10. Find (a) div F (b) curl F 11. 2. 4. For F(x. Let G(x. For F(x. Let F(x. Find (a) div F (b) curl F 6. Let F(x. Find (a) div F (b) curl F 9. 5. y. z) = xi + yj + zk ﬁnd the ﬂow curve through the point (1. 3). Find (a) (b) (c) ·G ×G 2 G . 3).3. y. Find (a) div F (b) curl F 7. 2. z) = xyi + y 2 j + yzk. z) = cos(xy)i + sin(xy)j. z) = 2xyi + (x2 + z) j + y 3 k. y. Let F(x. y. Let F(x. y. z) = x2 zi + y 2 xj + (y + 2z)k. VECTOR FIELDS AND FLOW CURVES 91 3. z) = i+yj+zk ﬁnd the ﬂow curve through the point (1. Let F(x. Find (a) div F (b) curl F 8. z) = x2 i + j + yzk. y. Let F(x. y.

Let us write u = (x. 17. for some scalar ﬁeld V . SCALAR FIELDS AND VECTOR FIELDS 12. then the total energy is 1 E(t) = m|u (t)|2 + V (u(t)). Let f (x. y. y. Find (a) (b) f f= 2 f= · f 13. y. z) = −xi − yj − zk . Suppose water is ﬂowing through a water main of diameter 1/2 m at a speed of 2 m/s. z) = e−xy sin yz. (Hint: Make an intelligent guess. Let φ be a scalar ﬁeld and F a vector ﬁeld both continuously diﬀerentiable. If u(t) is the trajectory (or orbit) of a particle of mass m moving in a conservative force ﬁeld. Prove (by direct computation) that · (φF) = F · φ+φ · F. The density of water is very close to 1000 kg/m3 . z) and u = xi+yj+zk. (x2 + y 2 + z 2 )3/2 Find a scalar ﬁeld φ such that F = − φ. A force ﬁeld is called conservative if F = −grad V . Prove (by direct computation) that (a) curl (grad φ) = 0 (b) div (curl F) = 0 16. What is the ﬂux through a cross-section of the water main? Given that 1 m3 is approximately 264 gallons. ﬁnd the ﬂow rate in gallons per minute.92 CHAPTER 3. Let F(x. 15. The scalar ﬁeld V is called a potential for F. 2 (m|u (t)|2 /2 is called the kinetic energy and V (u(t)) is called the potential energy.) . Let φ be a scalar ﬁeld and F a vector ﬁeld both twice continuously diﬀerentiable. A vector ﬁeld F is called a force ﬁeld if the vector F(u) is interpreted as the force acting on a particle placed at u.) 14.

prove that if u(t) is the trajectory of a particle of mass m moving in a conservative force ﬁeld. |y|. That is. Consider an object of mass m attached to a “linear” spring and moving along the x-axis. y) + iv(x. independent of t. ∂x ∂y ∂y ∂x Show that if f is analytic on G. Let x represent the distance east. y. the real and imaginary parts of an analytic function are harmonic functions.2. ∂x2 ∂y 2 (That is. where k is a positive constant. y the distance north. 19. z) = −kxi. (a) Show that V = mgz is a potential for F in the sense of Exercise 17. and z > 0 are not too large. the force acting on the object can be modeled by F(x. and z the height of an object relative to a given spot on Earth. then E(t) is a constant. Ignoring air resistance. (Hint: It suﬃces to show that E (t) = 0. where m is the mass and g is a positive constant. and we ignore air resistance. Assuming the equilibrium position is at the origin and neglecting any resistance. (b) Suppose an object is thrown with initial speed v0 ≥ 0 from a height h ≥ 0. then the force ﬁeld due to gravity can be modeled by F = −mgk. Suppose that the object’s speed is v0 when it passes through the origin. y) is analytic on an open set G if and only if u and v are inﬁnitely diﬀerentiable on G and satisfy the Cauchy-Riemann equations: ∂u ∂v ∂u ∂v = and =− . Use Newton’s (second) law: mu (t) = F(u(t)).) 20. (Hint: Consider Exercises 17 and 18. If |x|.) 18. Show that the amplitude of the motion is v0 m/k. then u and v satisfy Laplace’s equation in two-variables: ∂ 2u ∂ 2u + = 0.) . VECTOR FIELDS AND FLOW CURVES 93 Prove the law of conservation of energy. A complex-valued function of a complex variable f (x + iy) = u(x.3. use conservation of energy. to show that the object hits the ground with speed vf = 2 v0 + 2gh.

2]. y). “log” stands for the natural logarithm. 2] [−2π. You should pay careful attention to the syntax. • z = x2 + y 2 . 2] [−2. [−2. [−2. 2] • z = xy 2 − x3 .2]) You should be able to rotate the surface and view it from diﬀerent perspectives. 2].[-2. 2]. in Matlab. (We use “>” for the prompt. You can use “ezsurf” in place of “ezmesh” for a diﬀerent looking plot. Also. • z = |x + y|. [−2. SCALAR FIELDS AND VECTOR FIELDS 3. We encourage the reader to experiment by considering diﬀerent domains. Entering a command or a mathematical expression incorrectly is a very common mistake. We list below some surfaces along with suggested domains. (To plot a level surface that cannot be written as a function of two variables it is usually easier to express the surface in parametric form. [−2. Note here that “sqrt” stands for the square root. The inverse tangent is given by “atan” and similarly for other inverse trigonometric functions. at the beginning of. [−2. 2] [−2. “abs” stands for absolute value. [−2.2].[-2. If you are using some other software. and “exp” stands for the exponential function.) > syms x y > ezmesh(sqrt(x^2+y^2). • z = xy 3 − x3 y. 2π]. 2π] • z = cos(x) sin(y). [−2π. . • z = xy. [−2. 2] [−2. • z = x2 − y 2 . 2]. 2] [−2. Note that you only need to type “syms x y” once. each session. 2].94 CHAPTER 3. then you will need to modify these commands. This may be diﬀerent on your computer. 2]. Do not type the symbol “>”. [−2.3 Plotting Functions of Two Variables Matlab (with Symbolic Math Toolbox) makes it easy to plot surfaces that are given by z = f (x.) If you have access to Matlab try the following.

3.3. PLOTTING FUNCTIONS OF TWO VARIABLES • z = ln (x2 + y 2 ) , • z = arctan (x2 + y 2 ) , • z = exp (−x2 − y 2 ) , • z = exp (−1/ (x2 + y 2 )) , [−2, 2], [−2, 2] [−2, 2] [−2, 2] [−2, 2]

95

[−2, 2], [−2, 2],

[−2, 2],

References

Matlab comes with extensive on-line help. For a general overview of Matlab we recommend [10].

3.3.1

Project

Use Matlab or some other software to plot all of the surfaces listed in this section, identifying as many as you can. Experiment with diﬀerent domains. Also, rotate the surfaces to achieve diﬀerent perspectives.

96

CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS

**Chapter 4 Line Integrals and Surface Integrals
**

4.1 Line Integrals

In this section we discuss what it means to integrate a vector ﬁeld along a path. Let R = R(t) be a smooth curve whose domain is the closed, bounded interval [a, b]. Let C be the image (viewed as a set of points in space) of R. Finally, let F be a vector ﬁeld whose domain contains C. The construction here is very similar to that of the Riemann-Stieltjes integral. First we choose a partition of [a, b]: a = t0 < t1 < · · · < tn−1 < tn = b. Then we choose a selection of points: τi ∈ [ti−1 , ti ], Let R(τi ) = ξi , ηi , ζi See Figure 4.1. Then, we deﬁne

n

i = 1, 2, . . . , n.

and ∆Ri = R(ti ) − R(ti−1 ),

i = 1, 2, . . . , n.

F · dR = lim

C i=1

F(ξi , ηi , ζi ) · ∆Ri , 97

98

CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

(ξ ,η ζ) R i

R i-1 O

Figure 4.1: The line integral where the limit is taken as the number of subintervals [ti−1 , ti ] tends to inﬁnity and the length of each subinterval tends to 0, provided this limit exists independently of the choices made above. The integral is called a line integral. We state, without proof, the following basic theorem. Theorem 4.1.1. If F is a continuous vector ﬁeld and R is a smooth curve, then C F · dR exists and has the same value for all smooth parametrizations of C with the same orientation. Recall that if C is an oriented smooth path, then the same smooth path with the opposite orientation (or reverse direction) is written −C. It is easy to see that F · dR = −

−C C

F · dR.

Recall that in sketches we indicate the orientation of a smooth path by arrows along the path. We also would like to consider paths that are not necessarily smooth, but consist of ﬁnitely many smooth paths joined together. Deﬁnition 4.1.1. A curve R whose domain is the closed, bounded interval

4.1. LINE INTEGRALS [a, b] is said to be piecewise smooth if R is simple and there is a partition a = t0 < t1 < · · · < tn−1 < tn = b of [a, b] such that, for each i, Ri = R|[ti−1 , ti ] is a smooth curve.1 In this case we deﬁne F · dR =

C C1

99

F · dR +

C2

F · dR + · · · +

Cn

F · dR,

where C is the image of R and Ci is the image of Ri , for each i. Notice that a smooth curve deﬁned on a closed and bounded interval is, according to this deﬁnition a piecewise smooth curve. We will call a set of points a piecewise smooth path if it is the image of some piecewise smooth curve. A piecewise smooth path can be oriented in exactly the same way as a smooth path. Whenever we consider line integrals in this text we will always assume that any path involved is piecewise smooth and oriented, even if this isn’t explicitly stated. If R = R(t) is a smooth curve and the line integral of F over C exists, then one can show, using the mean-value theorem, that

b

F · dR =

C a

F·

dR dt, dt

**where F is evaluated at (x(t), y(t), z(t)). This can also be written as
**

b

F1 dx + F2 dy + F3 dz =

C a

F1

dy dz dx + F2 + F3 dt dt dt

dt,

where F1 , F2 , and F3 are evaluated at (x(t), y(t), z(t)). Some authors actually use this as the deﬁnition of the line integral. For future reference, we pause here to note that the line segment from P (p1 , p2 , p3 ) to Q(q1 , q2 , q3 ) can be parametrized by x = p1 + (q1 − p1 )t,

1

y = p2 + (q2 − p2 )t,

z = p3 + (q3 − p3 )t,

0 ≤ t ≤ 1.

If f is a function and S is a subset of the domain of f , then f |S is deﬁned by (f |S) (t) = f (t), t ∈ S.

f |S is called the restriction of f to S.

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CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Example 4.1.1. Find C F · dR if F(x, y, z) = xzi − xyj + yzk and C is the straight line segment from (1, 0, 0) to (−1, 0, 4) Solution. The straight line segment can be parametrized as x = 1 − 2t, y = 0, z = 4t, 0 ≤ t ≤ 1.

**Thus, dx/dt = −2, dy/dt = 0, and dz/dt = 4. Therefore, F · dR =
**

C

xz dx − xy dy + yz dz

C 1

=

0 1

[(1 − 2t)(4t)(−2) + 0 + 0] dt 4 (16t2 − 8t) dt = . 3

=

0

**If C is a closed path, then we will usually write the line integral as F · dR.
**

C

In this case the line integral is called the circulation of F around C. Recall that a smooth path can always be parametrized by arc length. If R = R(s) is a smooth curve parametrized by arc length we have F · dR =

C C

F·

dR ds = ds

F · Tds,

C

where T is the unit tangent vector to the path. Since T is a unit vector, F · T is the component of F tangent to the path. Thus, if F is a force ﬁeld and C is a non-closed path, then C F · dR is the work done by the force ﬁeld moving an object from the initial point of C to the terminal point of C, along C. If C is a closed path, then C F · dR is the work done in moving an object one time around C in the appropriate direction, regardless of where on C the object starts out. (You should be able to ﬁgure out, intuitively, why this is the case.)

For a closed piecewise smooth path the counterclockwise orientation can then be deﬁned as follows: If you traverse the path in the counterclockwise direction. Therefore. if any. The Jordan curve theorem is the epitome of an “obvious” result that is very diﬃcult to prove in the general case. Find (3x2 + 5y) dx + (2x + 3y 2 ) dy around the circle x + y = 4 oriented counterclockwise. Example 4. we leave it to the reader to ﬁll in the details. The circle can be parametrized as x = 2 cos t. 0 ≤ t ≤ 2π.4. The Jordan curve theorem states that each simple closed path in the plane divides the plane into three pairwise disjoint regions: • a bounded open region called the inside of the path • an unbounded open region called the outside of the path • the path itself which is the boundary of both the inside of the path and the outside of the path. As usual. 2 Omitting those points. LINE INTEGRALS 101 Line Integrals in the Plane All of these considerations apply to line integrals in the plane with the obvious modiﬁcations. We do. . where the path is not smooth.2 The opposite orientation is called clockwise. y = 2 sin t. however. Solution. (3x2 + 5y) dx + (2x + 3y 2 ) dy C 2π 2 C 2 = 0 2π (6 cos2 t + 10 sin t)(−2 sin t) + (4 cos t + 12 sin2 t)(2 cos t) dt (−12 cos t sin t − 20 sin2 t + 8 cos2 t + 24 sin2 t cos t) dt 0 = = −12π. Thus.1. the inside of the path will be on your left. dx/dt = −2 sin t and dy/dt = 2 cos t.2.1. want to make a few additional remarks concerning the orientation of closed piecewise smooth paths in the plane.

1) (b) C is the segment of the curve y = x2 from (0. Let C be the perimeter of the triangle with vertices (0. z) = −xi + yj + zk and (a) C is parametrized by R(t) = cos ti + sin tj + et k. 0) to (1. LINE INTEGRALS AND SURFACE INTEGRALS 4. 9. Find 5. where F(x. Find C y dx. z) = xi − yj + zk and C is parametrized x = cos t. 0) to (1. y = sin t. Let C be the perimeter of the triangle with vertices (0. 7. 0. Let C be the perimeter of the square with opposite vertices (0.102 CHAPTER 4. Find C F · dR. 0) to (1. y. z = t. Find by 11. 0 ≤ t ≤ 2π. and (0. Find 4. Find C x dx. 0.1 Exercises x = cos t. let C be the portion of the helix parametrized by 1. 1) oriented counterclockwise. 0). 2π) by the force ﬁeld F(x. 1) oriented counterclockwise. C F · dR. 0) and (1. where F(x.1. Let C be the perimeter of the square with opposite vertices (0. 0). Find C C C z dx. 1) oriented counterclockwise. (1. 0). y) = yi − xj and (a) C is the straight line segment from (0. (1. z) = xj. 8. Find C y dx. Find the work done moving an object along C from (1. F · dR where F(x. For Exercises 1–4. where F(x. y. Find C F · dR. 0 ≤ t ≤ 2π. 1) oriented counterclockwise. 10. 0). z ds. 3. y = sin t. 0) and (1. 2. and (0. 1) 6. Find C x dx. y. 0≤t≤π . y. z = t3 . z) = yi.

y. (Hint: See the hint for Exercise 22 in Section 2. 3a). y. An open region is arcwise connected if and only if it cannot be divided into two disjoint open regions. (This is not to be confused with the domain . then C F · dR has the same value for all smooth parametrizations of C with the same orientation.) 4. where a is a positive constant and the path is oriented from P to Q to R and back to P . where F(x. z) = yi + xj + sin(xyz)k and C is the x2 + y 2 − 2y = 3. 14. and R(0. where F(x. 13. A convex region is obviously arcwise connected. we will refer to an open. where F(x. 0. A region R is said to be arcwise connected if given any two points P and Q in R there is a path lying entirely in R that joins P and Q. 15.2. CONSERVATIVE FIELDS (b) C is the line segment from (1. y. In this case h is positive. 0). A region R is said to be convex if given any two points P and Q in R the line segment joining P and Q lies entirely in R. z) = x2 i + j + yzk and C is parametrized x = t. eπ ) 12. oriented counterclockwise as viewed from above. 0 ≤ t ≤ 1. Prove: If F is a continuous vector ﬁeld and R is a smooth curve. Find by C F · dR. Find C F · dR. z) = 2xyi + (x2 + z) j + y 3 k and C is the line segment from (1. 0. 2a.2 Conservative Fields Domains and Simply Connected Regions Before taking up the subject of conservative ﬁelds we need to brieﬂy take up the subject of simple connectedness. where F(x.1. 16. over the perimeter of the triangle with vertices P (a. 4.4. y = 2t2 . 0. z = −1. Q(0. 0) to (−1. z) = yk. In this text. 1). Calculate C F · dR. 0. 0.2. Find circle C 103 F · dR. 0). y. arcwise connected region as a domain. z = 3t. 2) to (3.

104

CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

of a function.) It is possible to show that any two points in a domain can be joined by a smooth path that lies entirely in the domain. A region is said to be simply connected if it is arcwise connected and every closed path lying in the region can be continuously shrunk to a point in the region without any part of the path passing outside the region. For a more rigorous treatment of simple connectedness, see Singer and Thorpe [20]. Example 4.2.1. Consider the following regions. • The region consisting of all points in space is a simply connected domain. It is also convex. • An open ball is a simply connected domain. It is also convex. • Any convex region is simply connected. • An open solid torus is a domain, but it is not simply connected. An open solid torus is like a doughnut (not including the surface). A closed path surrounding the hole cannot be continuously shrunk to a point in the solid torus without some part of the path passing outside the solid torus. See Figure 4.2. • The set {(x, y, z) : a < x2 + y 2 < b}, where 0 ≤ a < b, is a domain, but it is not simply connected. (Here b can be replaced by ∞.) • The set {(x, y, z) : a < x2 + y 2 + z 2 < b}, where 0 ≤ a < b, is a simply connected domain. (Here b can be replaced by ∞.) • The set {(x, y) : a < x2 + y 2 < b}, where 0 ≤ a < b, is a domain in the plane, but it is not simply connected. (Here b can be replaced by ∞.)

**Conservative Fields and Potentials
**

Deﬁnition 4.2.1. Assume that F is a continuous vector ﬁeld deﬁned on a domain. F is said to be conservative if there exists a scalar ﬁeld φ such that F = grad φ.

4.2. CONSERVATIVE FIELDS

105

Figure 4.2: A torus The scalar ﬁeld φ in this deﬁnition is called a potential function, or simply a potential, for F. Obviously, if φ is a potential for F, then so is φ + C for any constant function C. In physics it is customary to call φ a potential for F if F = −grad φ. We’ve adopted the deﬁnition that we have for simplicity. Obviously, if φ is a potential for F according to one deﬁnition, then −φ is a potential according to the other. Therefore, the minus-sign makes no diﬀerence as to whether a given vector ﬁeld is conservative or not. See Exercise 17, Section 3.2.1. Because of its resemblance to the fundamental theorem of calculus we refer to the following theorem as the fundamental theorem for line integrals. Theorem 4.2.1. Let F be a continuous vector ﬁeld deﬁned on a domain D. F is conservative if and only if the line integral of F along every non-closed piecewise smooth path in D depends only on the initial and terminal points of the path. In this case, one has F · dR = φ(Q) − φ(P ),

C

where φ is any potential for F and P and Q are the initial and terminal points, respectively, of the path C. If the line integral of F along every non-closed piecewise smooth path in D depends only on the initial and terminal points of the path, then we say that the line integral is independent of path.

106

CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

Proof. First, suppose C F · dR is independent of path. Choose any point (x0 , y0 , z0 ) in D. Given any other point (x, y, z) ∈ D choose a smooth path C1 from (x0 , y0 , z0 ) to (x, y, z) and deﬁne φ(x, y, z) =

C1

F · dR.

This is well-deﬁned since the line integral is independent of path. We seek to show that F = grad φ. By deﬁnition, φ(x + ∆x, y, z) − φ(x, y, z) ∂φ = lim . ∂x ∆x→0 ∆x Choose ∆x = 0 small enough so that the line segment C2 from (x, y, z) to (x + ∆x, y, z) lies in D. (This is always possible since D is a domain.) Then we have φ(x + ∆x, y, z) = φ(x, y, z) + F · dR.

C2

**It follows that 1 ∂φ = lim ∂x ∆x→0 ∆x = lim 1 ∆x→0 ∆x F · dR
**

C2 x+∆x

F1 (t, y, z) dt = F1 (x, y, z).

x

The last equality follows from the mean-value theorem for integrals and the continuity of F1 . The proof that F2 = ∂φ/∂y and F3 = ∂φ/∂z are similar. This shows that F is conservative. Now, let C be a piecewise smooth path from P to Q, and C1 be a smooth path from (x0 , y0 , z0 ) to P . Then we have φ(Q) =

C1

F · dR +

C

F · dR

= φ(P ) +

C

F · dR.

Therefore, F · dR = φ(Q) − φ(P ).

C

4.2. CONSERVATIVE FIELDS

107

This completes one direction of the proof. For the other direction, assume that F = grad φ. Then for any smooth path C from P to Q choose a parametrization with domain [t0 , t1 ]. It follows that F · dR =

C

∂φ ∂φ ∂φ dx + dy + dz ∂y ∂z C ∂x t1 ∂φ dx ∂φ dy ∂φ dz + + = ∂x dt ∂y dt ∂z dt t0 t1 dφ = dt = φ(Q) − φ(P ). t0 dt

dt

The same equation now follows easily for piecewise smooth curves. The proof of the following corollary we leave as an exercise. Corollary 4.2.1. Let F be a continuous vector ﬁeld deﬁned on a domain D. F is conservative if and only if the line integral of F along every closed piecewise smooth path in D is 0, that is, F · dR = 0,

C

for every closed piecewise smooth path C in D. It turns out that there is a simple way to determine when a vector ﬁeld deﬁned on a simply connected domain is conservative. Theorem 4.2.2. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned on a simply connected domain D. F is conservative on D if and only if curl F = 0 at every point in D. For simplicity we will give a proof of this theorem where D is all of space. Afterwards we will discuss how the proof can be applied to somewhat more general domains. Proof. If F is conservative and F = grad φ, then by assumption φ is twice continuously diﬀerentiable. It follows that curl F = curl grad φ = 0, by Exercise 15(a) in Section 3.2.1.

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CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS

As stated above, we will give the proof in the other direction for the case where the domain is all of space. Assume curl F = 0 and deﬁne a piecewise smooth path C from (0, 0, 0) to (x, y, z) made up of the following straight line segments: • C1 is the straight line segment from (0, 0, 0) to (x, 0, 0) • C2 is the straight line segment from (x, 0, 0) to (x, y, 0) • C3 is the straight line segment from (x, y, 0) to (x, y, z) We then deﬁne

x y z

φ(x, y, z) =

C

F·dR =

0

F1 (t, 0, 0) dt+

0

F2 (x, t, 0) dt+

0

F3 (x, y, t) dt.

First, by the fundamental theorem of calculus, ∂φ = F3 (x, y, z). ∂z (Note that the ﬁrst two terms in the expression for φ don’t depend on z.) Next, we have ∂φ = F2 (x, y, 0) + ∂y

z 0

∂ F3 (x, y, t) dt. ∂y

Here the ﬁrst term on the right is obtained from the fundamental theorem of calculus; while the second term follows from Leibnitz’s rule which allows us to interchange the integral and the partial derivative, since F3 is continuously diﬀerentiable (see [21]). Now, since we are assuming that curl F = 0, we have ∂ ∂ F3 (x, y, t) = F2 (x, y, t). ∂y ∂t Substituting this into the equation above, we obtain

z ∂φ ∂ = F2 (x, y, 0) + F2 (x, y, t) dt ∂y 0 ∂t = F2 (x, y, 0) + F2 (x, y, z) − F2 (x, y, 0) = F2 (x, y, z).

z) ∈ D. A few remarks may be in order here. z) ∈ D. . y0 . The proof of Theorem 4. • The proof we’ve given shows that “conservative implies irrotational” for any domain D. and completes the proof. This obviously includes (open) balls and the interiors of rectangular solids whose edges are parallel to the coordinate axes. A convex region is obviously star-shaped and a star-shaped region is simply connected. 0) by any other ﬁxed point (x0 . then this method of proof will also be valid. One can however give an elementary proof for domains that are “star-shaped. it’s the converse that requires simple connectedness. y. y. however. as well as many other commonly encountered domains. We won’t give this proof here.2. Example 4. • If we modify our proof by replacing (0. • Our proof of “irrotational implies conservative” is valid as long as the path C deﬁned therein lies in the domain D for every (x. z0 ) and the resulting path C lies in the domain D for every (x. We note that the method of proof of Theorem 4. z) = (y + z)i + (x + z)j + (x + y + z)k is conservative and ﬁnd a potential.2. y. This shows that grad φ = F.4.2 for a general simply connected domain is well beyond the scope of this text. but rather refer the reader to [4].2.2. Show that F(x. 0.2 can be used as a method for computing a potential on certain domains. 109 Recall that if curl F = 0 on a domain D. we prefer the following method.” A region is star-shaped if there exists a point P in the region such that for every other point Q in the region the line segment joining P and Q lies entirely within the region. CONSERVATIVE FIELDS We will leave the similar proof that ∂φ = F1 (x. y.2. z) ∂x to the reader. then F is said to be irrotational in D.

simultaneously. ∂z Integrating the ﬁrst equation with respect to x. where g(y. so F is conservative. One can easily show that curl F = 0 everywhere. This implies that g(y. but not on x or on y. 1 so h (z) = z.3. Again substituting into the expression for φ we ﬁnally obtain 1 φ(x. Next. ∂φ = y + z. Find a potential for F(x. If F = grad φ. z)/∂y = z. −1. Example 4. z) = xy + xz + yz + h(z). but not on x. Substituting this into the expression for φ we obtain φ(x. h(z) = 2 z 2 + C. ∂y ∂φ = x + y + z. y. z) = yz + h(z). z) = x + z. z) = xy + xz + yz + z 2 + C. y.110 CHAPTER 4. and comparing it with the third equation above we obtain x + y + h (z) = x + y + z. taking the partial derivative of this with respect to z. We conclude this section with a few more examples. Thus.2. then φ must satisfy. . y. Taking the partial derivative of this with respect to y and comparing this with the second equation above we obtain x+ ∂g(y. ∂x ∂φ = x + z. where C is an arbitrary constant. z) = (y + z)i + (x + z)j + (x + y + z)k that satisﬁes φ(1. z). z) may depend on y and z. y. where h(z) may depend on z. z) = xy + xz + g(y. ∂y so ∂g(y. 2) = 0. LINE INTEGRALS AND SURFACE INTEGRALS Solution. we obtain φ(x. 2 The reader should verify that F = grad φ.

then φ must satisfy. This implies that g(y. One can easily show that curl F = 0 everywhere.2. 2) = 1 + C = 0.4. In the last example. Therefore. 111 Solution. . where g(y. ∂z Integrating the ﬁrst equation with respect to x. y. z) = xy + xz + yz + z 2 − 1 2 is a potential that satisﬁes the given condition. we obtain φ(x. y. Example 4. ∂φ = y + z cos xz. but not on x. CONSERVATIVE FIELDS Solution. z) = xy + xz + yz + z 2 + C. 2 Substituting. z) = h(z). −1. ∂y so ∂g(y. simultaneously. y. which gives C = −1. so F is conservative. z). y. If F = grad φ. ∂x ∂φ = x. z) = x.2. z) = (y + z cos xz)i + xj + x cos xzk is conservative and ﬁnd a potential. ∂y ∂φ = x cos xz. Show that F(x. but not on x or on y. we found that 1 φ(x.4. z) = xy + sin xz + g(y. where h(z) may depend on z. Taking the partial derivative of this with respect to y and comparing this with the second equation above we obtain x+ ∂g(y. z)/∂y = 0. we ﬁnd φ(1. 1 φ(x. z) may depend on y and z.

The idea is to replace the path C by a piecewise smooth path. y. and comparing with the third equation above we obtain x cos xz + h (z) = x cos xz. x = 3. y = 9. z = t3 . Solution. where F(x. 27). 27) − φ(2. F · dR = φ(3. y.6. where C is an arbitrary constant. we showed that φ(x. An alternative method for computing C F · dR if F is conservative is to use the fact that the line integral is independent of path. that makes the integral easier to compute. 8) = 19 + sin 81 − sin 16. y = 4. 2 ≤ t ≤ 3. 8) and ends at (3. Example 4. with the same initial and terminal points. z) = xy + sin xz + C. 4. Compute the line integral in Example 4. 9. The reader should verify that F = grad φ. Therefore. 9. y. C since the path begins at (2. z = t. y = t2 . y = t.2. z) = (y + z cos xz)i + xj + x cos xzk and R is given by x = t. 2≤t≤3 4≤t≤9 8 ≤ t ≤ 27. z = 8.5 by replacing C with a diﬀerent path. z) = xy + sin xz is a potential for F (take C = 0). Thus.2. . x = 3. Solution. LINE INTEGRALS AND SURFACE INTEGRALS Substituting this into the expression for φ. h(z) = C. Example 4.112 CHAPTER 4. so h (z) = 0. In the previous example. Find C F · dR. taking the partial derivative with respect to z. Let C1 : C2 : C3 : x = t. Substituting this into the expression for φ we obtain φ(x.5.2. 4. z = 8.

1. Example 4.2 is also valid if curl F = 0 is replaced by ∂F2 ∂F1 = . consider the following example. ∂x ∂y As usual.1. y) = (y sin x + xy cos x)i + (x sin x + 1)j is conservative and ﬁnd a potential. Theorem 4. Theorem 4.1 make sense and are valid in the plane. and C3 are parallel to the coordinate axes.2.2. we have in this section focused on conservative vector ﬁelds in space.2.2. However. Show that F(x. C Conservative Fields in the Plane As per our custom in this text. Adding these together we obtain F · dR = 19 + sin 81 − sin 16.4. However. and are oriented the correct way. we want to mention here that Deﬁnition 4. we leave it to the reader to consider the details.2. . Since we’ve already shown that F is conservative. C2 . join the endpoints of C. and Corollary 4. it follows that F · dR = C C1 F · dR + C2 F · dR + C3 F · dR.7. The integrals on the right-hand side of this equation are easy to calculate: 3 F · dR = C1 2 9 (4 + 8 cos 8t) dt = 4 + sin 24 − sin 16 3 dt = 15 4 27 F · dR = C2 F · dR = C3 8 3 cos 3t dt = sin 81 − sin 24. CONSERVATIVE FIELDS 113 The line segments C1 .2.

∂y Integrating the ﬁrst equation with respect to x. In this case. dy = 0. is exact if and only if F = F1 i + F2 j is conservative. Application The methods used to solve Example 4. where g(y) may depend on y.2. then φ must satisfy.7 should seem very familiar to anyone who has studied exact diﬀerential equations. so g (y) = 1. but not on x. y) dy is called an exact diﬀerential (or an exact diﬀerential form). If φ is a potential for F. Substituting this into the expression for φ we obtain φ(x. y) = xy sin x + y + C. y) dx + F2 (x. y) in the plane. The reader should verify that F = grad φ. we obtain φ(x. F is conservative. y) = y sin x + xy cos x and F2 (x. y) dx + F2 (x. ∂F2 ∂F1 = = sin x + x cos x. y) = C (C a constant) is an implicit solution of the diﬀerential equation. y) = x sin x + 1. LINE INTEGRALS AND SURFACE INTEGRALS Solution. the expression F1 (x. y) + F2 (x. dx . y) which is usually written F1 (x. ∂x ∂y for all (x. Integrating gives g(y) = y+C. where C is an arbitrary constant. ∂x ∂φ = x sin x + 1. y) = xy sin x + g(y). y) dy = 0. simultaneously. Here F1 (x. ∂φ = y sin x + xy cos x. The diﬀerential equation F1 (x.114 CHAPTER 4. Since. Taking the partial derivative of this with respect to y and comparing this with the second equation above we obtain x sin x + g (y) = x sin x + 1. If F = grad φ. then φ(x.

8.1 Exercises In Exercises 1–3. Solution. If F is conservative. 0) 3. 0. If F is conservative. R = B1 (P ) ∪ B1 (Q) for P (0. 0) and Q(2. y) = xy sin x + y is a potential for F. y. the diﬀerential equation is exact. z) : 1 < x2 + y 2 < 4. CONSERVATIVE FIELDS Example 4. Determine whether the vector ﬁeld F(x. 6. R = {(x. Therefore. z) = 2xyi + (x2 + z) j + yk is conservative. z) = g(x)i + h(y)j + l(z)k is conservative. y. 0. for the given region R. ﬁnd a potential for F. 0 < z < 1} 4. ﬁnd a potential for F. 0) 2. 0)} for P (0. 0) and Q(2.7 we showed that F(x. R = B1 (P ) ∪ B1 (Q) ∪ {(1. If F is conservative. y. ﬁnd a potential for F. Determine whether the vector ﬁeld F(x. 115 4. . Assuming F is continuous. 7. and xy sin x + y = C is an implicit solution.2. y. 0. 0. y.2. z) = yi − xj + zk is conservative. z) = yi + xj + zk is conservative. determine whether the vector ﬁeld F(x.4. y) = (y sin x + xy cos x)i + (x sin x + 1)j is conservative. ﬁnd a potential for F. Show that the diﬀerential equation (y sin x + xy cos x) dx + (x sin x + 1) dy = 0 is exact and ﬁnd an implicit solution. 0. and that φ(x. 5. In Example 4. If F is conservative. Determine whether the vector ﬁeld F(x.2. 1.2. determine if R is (a) a domain and (b) simply connected.

(b) Find C F · dR for the curve y = cos t. Determine whether the diﬀerential equation (x+y) dx+(x+2y) dy = 0 is exact. (c) Find the line integral in (b) by replacing C with the line segment from the initial point of C to the terminal point of C. 11. ﬁnd a potential for F. If it is exact. Determine whether the vector ﬁeld F(x. y. (Hint: See Exercise 11. . ﬁnd an implicit solution. 9. z) = z 2 i + 2yj + 2xzk. and ﬁnd an implicit solution such that y(1) = −1.116 CHAPTER 4. Show that the vector ﬁeld F(x. 12. using the equation C F · dR = φ(Q) − φ(P ).) 15. LINE INTEGRALS AND SURFACE INTEGRALS 8. Let F(x. ln 2 y = sin πt 2 . and then ﬁnd a potential function for F. where F(x. y) = (x + sin y)i + (x cos y − 2y)j is conservative and ﬁnd the potential φ such that φ(1. If it is exact. Let F(x. Determine whether the diﬀerential equation (x + y) dx − (x − y) dy = 0 is exact. (a) Show F is conservative. (Hint: See Exercise 10. 1−e 0 ≤ t ≤ 1. Determine whether the vector ﬁeld F(x.) 16. 2π 0 ≤ t ≤ 2π. y. z= 1 − et . y) = (x + y)i − (x − y)j is conservative. y) = (x + y)i + (x + 2y)j is conservative. Determine the value of the line integral C F · dR. (Hint: See Exercise 12. z) = e−y − ze−x i + e−z − xe−y j + e−x − ye−z k and R is given by x= 1 ln(1 + t). −1) = 0. 10. ﬁnd an implicit solution. 13. If F is conservative.) 14. If F is conservative. y) = (x2 + y) i + (x + ey ) j. ﬁnd a potential for F. Show that the diﬀerential equation (x + sin y) dx + (x cos y − 2y) dy = 0 is exact. z= t . x = exp(sin t).

2. for example. Prove Corollary 4. x2 + y 2 ∂F2 ∂F1 = . since they will play a role in the upcoming material. (c) Find the line integral in (b) by replacing C with the line segment from the initial point of C to the terminal point of C. AREA INTEGRALS AND VOLUME INTEGRALS 117 (a) Show F is conservative.4. Determine the value of the line integral C F · dR. y) = −yi + xj . using the equation C F · dR = φ(Q) − φ(P ). 4. the reader may be well served to spend some time reviewing them in his or her favorite elementary calculus text. 18.3. [22]. y) = 2xy 2 − 3 i + 2x2 y + 4 j and R is given by x= 1 ln(1 + t). y = t sin t. and then ﬁnd a potential function for F. 0 ≤ t ≤ 1. is F conservative? Explain. 20. where C is the unit circle centered at the origin and oriented counterclockwise. 0 ≤ t ≤ 2π. Complete the proof of Theorem 4. 19. Let F(x.3 Area Integrals and Volume Integrals We would like to quickly review area integrals and volume integrals.2. (c) In light of the answers to (a) and (b). where F(x. 17.2. . (b) Find C F · dR for the spiral x = t cos t. Since we will not go into great detail concerning these topics. See.1. ∂x ∂y (a) Show that (b) Compute C F · dR. ln 2 y = cos(πt).

However. dV is often referred to as the element of volume or the volume element. The area integral over a planar region D is deﬁned similarly. two-dimensional volume is called area. LINE INTEGRALS AND SURFACE INTEGRALS Preliminaries Suppose f is a scalar ﬁeld deﬁned on a bounded domain D in space and on the boundary of D. D where the limit is taken as the diagonals of all of the subrectangles approach 0 and is independent of all of the choices made above. y. D We leave it to the reader to ﬁll in the details. D . dA is often referred to the element of area or the area element. Recall that if ρ = the area density of D. If f is continuous and the boundary of D is piecewise smooth. one usually uses Fubini’s theorem to evaluate an area integral as an iterated integral. This is certainly valid if f is continuous and the boundary of D is piecewise smooth. We deﬁne f (x. z) dV = lim f (xi . then this limit exists. zi ) in Ri ∩ D.118 CHAPTER 4. y) dA. dV becomes dA. yi . in this case the “rectangles” are actual rectangles in the plane. then ρ dA = mass of D. yi . zi )∆Vi . Area Integrals In practice. Let ∆Vi be the volume of Ri and choose points (xi . In this context. the term “rectangle” means “rectangular solid. and the integral is written f (x. then we obtain dA = area of D. D If ρ = 1 on D.” Choose a rectangle containing D and partition this rectangle into subrectangles Ri (ignoring those subrectangles that have no points in D). We will refer to this integral as a volume integral. so ∆Vi becomes ∆Ai .

and (1. Referring to Figure 4.1. 0).1 Example 4.3. D Solution. 0).3. . we have 1 x xy dA = D 0 1 0 xy dydx xy 2 x dx 2 0 x3 1 dx = .3.3. Let D be the region in the plane bounded by the triangle with vertices (0. AREA INTEGRALS AND VOLUME INTEGRALS 119 y (1. 2 8 = 0 1 = 0 Polar Coordinates Many area integrals can be more easily evaluated by using polar coordinates.4. 1).3: Example 4. (1. Find xy dA.1) y=x D 1 x Figure 4.

LINE INTEGRALS AND SURFACE INTEGRALS y (x.4: Polar coordinates .120 CHAPTER 4.y) r θ x Figure 4.

1) has density δ = x. 0). Volume Integrals As with area integrals. Find its mass. AREA INTEGRALS AND VOLUME INTEGRALS The transformations for polar coordinates are: x = r cos θ. Solution. the area is πa2 . . we have 2π a dA = D 0 0 r drdθ = πa2 . y = r sin θ. (0. D If ρ = 1 on D.4. and (0. For polar coordinates the area element is given by dA = r drdθ. Recall that if ρ = the mass density of D. 0). A solid tetrahedron with vertices (0.2. 0. then ρ dV = mass of D. D Example 4. It often is helpful to remember the identity r2 = x2 + y 2 .3. 121 where r ≥ 0. Find the area inside the circle of radius a.3. So. then we obtain dV = volume of D. 0.3. 0). We can assume the circle is centered at the origin. Example 4. (1. 0.3. one usually uses Fubini’s theorem to evaluate a volume integral as an iterated integral. Using polar coordinates. This is certainly valid if f is continuous and the boundary of D is piecewise smooth. 1.

z = ρ cos φ. Also.122 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS Solution. . 1. where r ≥ 0. 24 Cylindrical and Spherical Coordinates Many volume integrals can be more easily evaluated by using either cylindrical or spherical coordinates. We should note that some authors use diﬀerent notation than we do for cylindrical coordinates and for spherical coordinates. y = r sin θ. z = z. 3 y = ρ sin θ sin φ. 0. and (0. The plane through (1. Therefore. in our notation r and θ have the same meaning as they do in polar coordinates. (0. 0. 0). 0). In cylindrical coordinates we also have r2 = x2 + y 2 . We feel that our notation is the most commonly used at present. 1) has the equation x + y + z = 1 or z = 1 − x − y. The transformations for spherical coordinates are: x = ρ cos θ sin φ.3 For cylindrical coordinates the volume element is given by dV = r drdθdz. The transformations for cylindrical coordinates are: x = r cos θ. the mass is given by 1 1−x 0 1 1−x 0 1−x−y x dV = D 0 x dz dy dx x(1 − x − y) dy dx 0 1 0 = = 0 1 x y − xy − y2 2 1−x dx y=0 = 0 1 x 1 − x − x(1 − x) − x3 x − x2 + 2 2 dx (1 − x)2 2 dx = 0 = 1 .

AREA INTEGRALS AND VOLUME INTEGRALS 123 z (x.4.z) z r y θ (x.5: Cylindrical coordinates .y.0) x Figure 4.y.3.

6: Spherical coordinates . LINE INTEGRALS AND SURFACE INTEGRALS z (x.y.y.0) x Figure 4.z) ρ φ y θ (x.124 CHAPTER 4.

AREA INTEGRALS AND VOLUME INTEGRALS where ρ ≥ 0. we have 2π 1 0 2π 1 0 2π 0 e−r 2 dV = D 0 r dzdrdθ re−r drdθ 0 2 = = 1 1 − e−1 dθ 2 0 = π 1 − e−1 . It is often helpful to remember that ρ2 = x2 + y 2 + z 2 . Using cylindrical coordinates. the cylinder x2 + y 2 = 1. . the volume is 4 πa3 . 3 Example 4.3.4. 125 Solution.3. Find the volume of the region bounded by the surface z = e−(x 2 +y 2 ). we have 2π π 0 2π π 0 2π 0 a dV = D 0 ρ2 sin φ dρdφdθ 1 3 a sin φ dφdθ 3 = 0 = 0 1 3 a · 2 dθ 3 1 4 = a3 · 2 · 2π = πa3 . the volume is π(1 − 1/e).3. Solution. We can assume that the sphere is centered at the origin. Find the volume inside the sphere of radius a. For spherical coordinates the volume element is given by dV = ρ2 sin φ dρdφdθ. 3 3 Thus.4. Thus. Example 4. Using spherical coordinates.5. and the xy-plane.

LINE INTEGRALS AND SURFACE INTEGRALS 4. Find and simplify equations in cylindrical coordinates and spherical coordinates for the equation 4y = x2 + y 2 . (Hint: Reverse the order of integration.1 Exercises 1. 2. 6. 2). 4. If the spherical coordinates of a point P are given by ρ = 12. Evaluate 1 4 0 2 (x + y 2 ) dxdy. 5. Find an equation in rectangular coordinates for the surface whose spherical coordinates satisfy ρ = 6 cos φ.) 11. 7. Evaluate 2 4 y 8−y y dxdy. Evaluate 0 1 3 3y ex dxdy. If a point P has cylindrical coordinates (4. ﬁnd rectangular and cylindrical coordinates for P .3. 3. 9. π/2. Identify this surface.) 2 . Write ρ sin φ = 2 as a cartesian equation. Evaluate 1 2 0 3 (x + y) dxdy. (Hint: Reverse the order of integration. 8. Evaluate 0 3 9 y2 2 ye−x dxdy. θ = 3π/4. and φ = π/6. Evaluate 1 −1 y −3y (2x − y) dxdy. ﬁnd rectangular and spherical coordinates for P . 10. Identify this surface.126 CHAPTER 4. Identify the surface.

D . Evaluate 1 0 0 √ 1−x2 e−x 14. and x = 2. (6. Evaluate x2 + y 2 dA. 13. Let D be the region in the plane bounded by the lines x + y = 4. the x-axis. and (6. Evaluate 1 0 0 √ 1−x2 √ 127 1−x2 sin(x2 + y 2 ) dydx. y = 1. Evaluate (−3x − 2y) dA. 20. D 17. 1 + x2 + y 2 15. AREA INTEGRALS AND VOLUME INTEGRALS 12. Evaluate xy dA. Evaluate xy dA.3. −3). D 16. Let D be the region in the plane bounded by circle x2 +y 2 = 4. Evaluate x2 + y 2 D 7/2 dA. D 19. D √ x and 18. Let D be the region in the plane bounded by circle x2 +y 2 = 9. Evaluate 1 −1 0 2 −y 2 dydx. Let D be the region in the plane bounded by the triangle with vertices (3. Let D be the region in the plane bounded by y = x2 . Evaluate (xy + y 2 ) dA. 1 dydx. −3).4. Let D be the region in the plane bounded by the curves y = y = x. 3). and the y-axis.

ﬁnd the volume of the tetrahedron bounded by the coordinate planes and the plane 4x + 3y + z = 12. 26. 28. outside the cylinder x2 + y 2 = 4. (0. For the solid tetrahedron of Exercise 24 suppose the density is given by δ = z. 24. and (0. Compute the volume of the solid tetrahedron with vertices (0. Use a volume integral to compute the volume of the region bounded by the cone z 2 = x2 + y 2 and the cylinder x2 + y 2 = 9. Evaluate 2 0 0 z2 x z (x + z) dydxdz. Find its mass. 0. 25. 0. Using a volume integral. 0). 27. 0). ﬁnd the volume of the region bounded by the plane 3x + 2y + z = 6 and the coordinate planes. 23. 2. 29. and above the plane z = 0. Using a volume integral. 0. . 0). Find the volume of the region in the ﬁrst octant bounded by the cylinder x2 + y 2 = 4 and the plane y + z = 2. Check your answer by using geometric formulas and by using the triple scalar product. Evaluate 0 1 0 x 0 x−y x dzdydx. 3) by evaluating a volume integral. 30. Evaluate 0 −1 0 3x z 2x+3z x dydzdx. 22. (1.128 CHAPTER 4. Find the volume of the region inside the paraboloid z = 9 − x2 − y 2 . LINE INTEGRALS AND SURFACE INTEGRALS 21. Check your answer by using geometric formulas.

v)i + F2 (u. 4. outside the cylinder x2 + y 2 = 16. For a thorough treatment of the geometry of smooth surfaces we recommend Millman and Parker [16]. y. where δ = δ(x. v) = F1 (u. The moment of inertia about the z-axis of a solid object occupying a region R in space is given by Iz = R (x2 + y 2 ) δ dV. SURFACE INTEGRALS 129 31. and above the plane z = 0. Before we move on to surfaces. Also. a careful study of surfaces is signiﬁcantly more diﬃcult than a careful study of curves. we need to very brieﬂy consider vectorvalued functions of two variables. Vector Functions of Two Variables A vector (or vector-valued) function of two variables can be written: F(u. Use cylindrical coordinates to ﬁnd the volume of the region inside the paraboloid z = 25 − x2 − y 2 . z) | x2 + y 2 ≤ R2 . To make up for this we will rely somewhat more on geometric intuition in the case of surfaces than we did for curves. Find the volume of the solid that lies above the cone φ = π/4 and below the sphere ρ = 5 cos φ. Assume the density δ is constant and ﬁnd Iz for the solid cylinder R = (x.4. y. . z) is the density. v)j + F3 (u.4. v)k. surface integrals are generally more complicated than line integrals. 32. Likewise. 33. we will discover that we will be able to use known formulas for various surface areas from elementary geometry to simplify many calculations involving surface integrals. (Hint: Use cylindrical coordinates.4 Surface Integrals As one might expect.) 0≤z≤h .

• R is continuously diﬀerentiable and ∂R ∂R × N(u. i = 1.] on an open subset of the plane if and only if F1 .4.1. F2 . We begin with the following deﬁnition. F2 . so as to avoid any possibility of confounding partial derivatives with component functions. 4 . v). so we give a very brief treatment. 2. and cross product of vector functions of two variables are all deﬁned pointwise. dot product. 3. will be called a compact smooth surface if: • R(u. Likewise for the scalar product of a real-valued function of two variables and a vector function of two variables. with obvious modiﬁcations. We will eschew this notation here. v) is in the interior of D.130 CHAPTER 4. we will limit our consideration to certain “piecewise smooth” surfaces. are all deﬁned. is applicable to vector functions of two variables. whose domain D is a closed bounded region in the plane for which the boundary is a piecewise smooth closed path. v1 ). (u1 . F2 . and F3 are real-valued functions of two real variables.4 We say that F is continuously diﬀerentiable [twice continuously diﬀerentiable. and (u. LINE INTEGRALS AND SURFACE INTEGRALS where F1 . v1 ) if (u. Unless otherwise stated. The image of a vector function R = R(u. the domain of F is the set of points in the plane for which F1 . Much of the material in Section 2. v2 ) ∈ D. and F3 are. v) = R(u1 . F is continuous on a subset of the plane if and only if F1 . We deﬁne ∂F ∂F1 ∂F2 ∂F3 = i+ j+ k. Deﬁnition 4. and F3 are called the component functions of F. the sum. and F3 are. to avoid various types of pathologies. As with vector functions of one variable. ∂u ∂u ∂u ∂u wherever ∂Fi /∂u. etc. The scalar product of a constant and a vector function of two variables is deﬁned in the obvious way. and F3 are all deﬁned. v) = ∂u ∂v Many authors use subscripts to denote various partial derivatives. F2 . We deﬁne ∂F/∂v and higher order derivatives similarly. The functions F1 . v) = (u1 . Surfaces As we did with curves. F2 .1.

v)| lim As with paths. whose boundary is a piecewise smooth path. v) exists for each (u0 .v0 ) |N(u. it should perhaps more properly be called a surface-with-boundary). • N(u.4. . however. if it has one. A circular cylinder (not including the ﬂat ends) is an example of a compact smooth surface that has a boundary.1. The surface may not pass through itself. we normally view a surface as a set of points in space rather than as a set of directed line segments representing position vectors. (u. but not torn or creased. will consist of one or more piecewise smooth paths consisting of all or part of the image of the boundary path of the domain of R. or it may enclose a region of space. may be stretched or contracted in any direction while being bent or warped. Note that the boundary of a surface is not the same thing as the boundary of a region as described in Section 3. A compact smooth surface may have a boundary (in this case. The boundary being the two circles at the ends of the cylinder. v0 ) in the boundary of D. parts of the boundary path may be collapsed to a point or “glued” together as long as this doesn’t create any corners or points in the surface itself.7: A compact smooth surface with boundary is nonvanishing in the interior of D.v)→(u0 .4. A sphere and a torus are both examples of compact smooth surfaces without boundaries. to create a compact smooth surface a closed bounded region in the plane. Roughly speaking. The boundary of the surface. SURFACE INTEGRALS 131 Figure 4.

Letting ρ = a > 0 in the equations for spherical coordinates. y = y(u. we will write a surface in terms of its components: x = x(u. v)| ∂R ∂R × ∂u ∂v and ∂R ∂v . We leave it as an exercise to show that this is a compact smooth surface.1. v) = N(u. v). 0 ≤ u ≤ 2π. N(u. Therefore. LINE INTEGRALS AND SURFACE INTEGRALS Frequently.2. One can show. v). Using cylindrical coordinates we can parametrize the right circular cylinder symmetric about the z-axis of radius r > 0 and between z = a and z = b by x = r cos u. y = r sin u. z = v. y. (u. v) = is normal to the surface. that the level set corresponding to f (x. we see that the sphere centered at the origin of radius a can be parametrized by x = a sin φ sin θ. We leave it as an exercise to show that this is a compact smooth surface. n = n(u. z = z(u. Example 4. v) ∈ D. a ≤ v ≤ b. v). and grad f is nonvanishing on an open region containing the level set. f is continuously diﬀerentiable.4. using the implicit function theorem from advanced calculus.132 CHAPTER 4.4. v). y = a sin φ cos θ. Since ∂R ∂u are both tangent to the surface. v) |N(u. Orientable Surfaces Consider a compact smooth surface given by R = R(u. z = a cos φ. where 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π. Example 4. z) = 0 is a compact smooth surface if it is bounded and arcwise connected.

If the surface lies in the xy-plane. then the usual or standard orientation is given by the outward unit normal vector. in fact. The reader can construct a model of o a M¨bius strip by taking a strip of paper.4. If an oriented compact smooth surface is bounded by a piecewise smooth closed path. or in a plane parallel to the xy-plane. SURFACE INTEGRALS 133 Figure 4. The classic example of a compact smooth surface that is not orientable is the M¨bius strip. In this case an orientation is the choice of either n or −n. the opposite orientation is referred to as clockwise. and joining the ends together. A surface that is not orientable is often called a one-sided surface. then the induced orientation on the boundary path is referred to as counterclockwise. If you then attempt to color one side. is well beyond the scope of this text. From now on n will always denote a unit normal vector. In this case. This amounts to choosing one side of the surface. orientable. however.8. The surface is said to be orientable if n is continuous on the entire surface. See Figure 4. giving it half a twist in the long o direction.4. This orientation will be referred to as the induced orientation.9. you will end up coloring the entire surface. If an oriented compact smooth surface bounds a region of space. The proof of this. It so happens that every compact smooth surface without boundary is. and the chosen normal vector is k. . See Figure 4. then the orientation of the surface determines an orientation for the boundary path as follows: The path is oriented so that when one follows the path on the side of the chosen normal vector in the positive direction the surface is on the left.8: A M¨bius strip o is a unit normal to the surface.

however.134 CHAPTER 4. it is not an oriented compact piecewise smooth surface. in all of the examples and exercises it will be clear how the surface can be constructed from a ﬁnite number of orientable compact smooth surfaces and how it can be oriented. since it is not “two-sided” and its boundary is not a piecewise smooth path. Once an orientation is chosen. We also want to consider orientable compact surfaces that are made up of ﬁnitely many orientable compact smooth surfaces which are “glued” together along portions of their boundaries in such a way that the resulting surface is “two-sided” and either encloses a region of space or has a boundary which consists of one or more piecewise smooth closed paths.11 depicts a compact orientable piecewise smooth surface that has a boundary. which are not smooth due to the edges and the vertices. cubes. Examples include the surfaces of tetrahedrons.12 can be obtained by glueing three rectangles together along portions of their boundaries.10.” . Henceforth. On the other hand. we won’t be able to give a more formal deﬁnition of an oriented compact piecewise smooth surface. by “smooth surface” we will mean “oriented compact smooth surface” and by “piecewise smooth surface” we will mean “oriented compact piecewise smooth surface.9: The induced orientation See Figure 4. although the surface depicted in Figure 4. Figure 4. Since there are so many diﬀerent ways to join parts of the boundaries of surfaces together. These all have an “inside” and an “outside” that can be used to orient the particular surface. we will refer to such a surface as a compact oriented piecewise smooth surface. and other polyhedra. LINE INTEGRALS AND SURFACE INTEGRALS Figure 4.

4. SURFACE INTEGRALS 135 Figure 4.10: A closed surface with several outward unit normal vectors Figure 4.11: A piecewise smooth surface with boundary .4.

13. This leads to ∆S ≈ ∂R ∂R × ∆u∆v ∂u ∂v as the approximate area of the little piece of surface. v) − R(u. v +∆v). v). v) ≈ ∂R ∆v.136 CHAPTER 4. R maps this rectangle into a little piece of surface whose area we can approximate by the area of the parallelogram with sides R(u + ∆u. Consider a rectangle that lies in the interior of the domain of R with vertices (u. (u. v + ∆v) − R(u. LINE INTEGRALS AND SURFACE INTEGRALS Figure 4. See Figure 4. v). ∂v ∂R ∆u ∂u where the partial derivatives are evaluated at (u.12: A surface that is not piecewise smooth Surface Area Suppose R deﬁnes a compact smooth surface. Further. and (u + ∆u. v). . we approximate these sides by R(u + ∆u. v). v) and R(u. (u+∆u. v + ∆v) − R(u. v + ∆v). v) ≈ and R(u. v) − R(u.

4.4.v) (u+ u. it is customary to use S to denote both the surface and the area of the surface. SURFACE INTEGRALS R (u+ u. If we write ∂R ∂R × du dv dS = ∂u ∂v and dS = |dS| = then we can write. for the above. One can show that this is independent of the smooth parametrization of the surface.v+ v) 137 (u.v) Figure 4. Perhaps unfortunately.5 dS is referred to as the element of surface area.v+ v) (u+ u.v+ v) R R(u. where n= ∂R ∂u ∂R ∂u × × ∂R ∂v ∂R ∂v is a unit normal to the surface.v) R(u+ u. Always remember that dS depends on the particular surface. 5 .v+ v) (u. S= S ∂R ∂R × du dv.13: Surface area This motivates us to deﬁne the area of the entire surface by S= D ∂R ∂R × du dv. ∂u ∂v where D is the domain of R.v) R(u. ∂u ∂v dS = S |dS| = S n · dS.

we can derive another useful expression for dS. we can take R(u. v). (u.) So.138 CHAPTER 4. where 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π.4. y) ∈ D. z = f (u.3. In this case. LINE INTEGRALS AND SURFACE INTEGRALS Example 4. y). (See Example 4. v) = ui + vj + f (u. then it can be parametrized by x = u. v) ∈ D. ∂u ∂v .4. we can take R(θ. 0 ≤ φ ≤ π. If a surface is given by z = f (x. 0 ≤ θ ≤ 2π. we ﬁnd the surface area is π 0 0 2π a2 sin φ dφ dθ = 4πa2 . The sphere of radius a (centered at the origin) can be parametrized by x = a sin φ sin θ. v)k. So. 1+ ∂f ∂x + ∂f ∂y 2 dx dy. y = a sin φ cos θ. If γ is the angle between ∂R ∂R × and k. × ∂θ ∂φ Thus.1. φ) = a sin φ sin θi+a sin φ cos θj+a cos φk. 1+ ∂f ∂u 2 + ∂f ∂v 2 2 = 1+ ∂f ∂x 2 + ∂f ∂y 2 . An easy computation then shows that ∂R ∂R × = ∂u ∂v So. A straightforward calculation (using cos2 α + sin2 α = 1 several times) yields ∂R ∂R = a2 sin φ. v) ∈ D. Solution. S= D y = v. (u. z = a cos φ. Find the surface area of a sphere of radius a. (x.

Since ∂z/∂x = x and ∂z/∂y = y. z). Find the surface area of the paraboloid 1 1 z = x2 + y 2 2 2 for x2 + y 2 ≤ R2 .4. Thus. the surface area is 2 π 3 −1 . dS = 1 dx dy. we have dS = S x2 +y 2 ≤R2 2π R 1 + x2 + y 2 dxdy 1 + r2 0 0 R2 +1 1/2 = =π 1 r drdθ u1/2 du R2 + 1 3/2 2 = π 3 So. z) and for surfaces given by y = f (x.4. R2 + 1 3/2 −1 . Example 4. SURFACE INTEGRALS then it is easy to show that | cos γ| = |n · k| = ∂R × ∂R · ∂u ∂v ∂R × ∂R ∂u ∂v 139 k = 1+ 1 ∂f 2 ∂x + ∂f ∂y 2 . Solution.4. Surface Integrals Recall that by “smooth surface” we mean “oriented compact smooth surface” and by “piecewise smooth surface” we mean “oriented compact piecewise smooth surface. | cos γ| The reader should be able to derive similar expressions for surfaces given by x = f (y. where R > 0 is a constant.” .4.

we obtain div F(P ) = lim 1 V F · n dS.” If we consider a small piecewise smooth closed surface S that encloses a solid of volume V containing P . and then derive the deﬁnition we’ve given as a consequence. If f is continuous. In this text we are particularly interested in the case where f = F · n. . then div F(P ) ≈ 1 V F · n dS. . ∆S2 . zi ) in each patch. S Taking the limit as the enclosing solid shrinks to P . then this integral does exist. Suppose f is deﬁned on some domain containing the smooth surface S. where the limit is taken as the number of patches tends to inﬁnity and each patch gets smaller and smaller in every direction. if f is the area density of a surface (say in grams per square centimeter) then S f dS is the mass of the surface (in grams). LINE INTEGRALS AND SURFACE INTEGRALS The idea behind the deﬁnition of a surface integral is as follows. If S is piecewise smooth. zi )∆Si . dS can be computed using the formulas given in the previous section. . Choose a point (xi . Divide S into n “patches” with areas ∆S1 . S (Some authors use this as the deﬁnition of the divergence. Recall that earlier we interpreted div F(P ) as “the ﬂux per unit volume at P . ∆Sn . As an example. We then deﬁne the surface integral of f over S by n f dS = lim S i=1 f (xi .) . yi . Moreover. yi . where F is a vector ﬁeld and n is a unit normal to the surface. provided this limit exists independently of the selections made above. . then the surface integral over S is equal to the sum of the surface integrals over the smooth surfaces that constitute S. The surface integral F · n dS = S S F · dS is called the ﬂux of F through S.140 CHAPTER 4.

SURFACE INTEGRALS One form of Gauss’s law of electrostatics states that E · n dS = K S 141 qi . Example 4. The triangle lies in the plane that has N = −1. F · n dS = 3 S S 1 2 x + y2 + z2 = 3 3 dS = 3(surface area of S) = 108π. Solution. where S is a closed surface.4. 0 × −1. the outward unit normal vector on S is 1 n = (xi + yj + zk) 3 and F·n= on S. 0. Solution. The reader should study them all carefully. taking the normal on the side away from the origin. 0.4. The following examples illustrate some of the methods that can be used to evaluate surface integrals.6. Example 4. 0). Here n is the outward unit normal to the surface. z) = xi over the triangle with vertices (1. Compute S F · n dS for F(x. The surface S is the sphere centered at the origin of radius 3. 2. 3 = 6i + 3j + 2k . 0). the sum is taken over all of the charges qi enclosed by S. 0. E is the electric ﬁeld. where S = (x. Assume here that n is the outward unit normal on S. Compute S F · n dS. 3). (0. y. 2. and (0.4. So. and K is a constant depending on the units that are used. Therefore. z) = xi + yj + zk. y.4. z) : x2 + y 2 + z 2 = 9 and F(x. y.5.

) Example 4. say S1 . Compute S F·n dS. so 7 7 1 2−2x 0 F · n dS = S 0 6 7 x · dy dx = 1. −1 ≤ y. F · n dS = S S1 F · n dS + S2 F · n dS = 4 + 4 = 8. z ≤ 1. 7 2 (We leave it to the reader to perform the integration. where S is the boundary of the region bounded by the planes x = ±1.4. we have 6 3 2 n= i+ j+ k 7 7 7 which we note does point away from the origin. n = −i. Since |N| = 7. y. and for the face. For the face. and z = ±1.7. −1 ≤ x. F · n = 6 x and |n · k| = 2 . For the faces given by y = ±1. on both of these faces. given by x = 1. and F(x. y = ±1. Take n to be the outward unit normal to S. LINE INTEGRALS AND SURFACE INTEGRALS as a normal vector.142 CHAPTER 4. since the area of each face is 4 . say S2 . z ≤ 1 n = i. y ≤ 1. Thus. F · n = 0. Therefore. given by x = −1. −1 ≤ y. −1 ≤ x. z = ±1. Solution. F · n = 1. z) = xi. z ≤ 1.

0 ≤ v ≤ h. SURFACE INTEGRALS 143 4. Find the surface area of z = 3 x3/2 + 2 y 3/2 for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1. 2 y = uv. you will get the same answer.4. Use this to ﬁnd the surface area of the cone (not including the top). 0 ≤ v ≤ h.4. y = r sin u. z = v. 2. 0 ≤ v ≤ 2. 6. Find the surface area of the hyperboloid z = ax2 −ay 2 for x2 +y 2 ≤ R2 . where r is the radius of the base and h is the height. Find the surface area of the surface given by 1 x = u2 . z = v.1 Exercises In these Exercises. If you cut oﬀ a little bit of the tip of the cone and take the appropriate limit. where r is the radius of the base and h is the height. z = v2. Determine the element of surface area dS = |dS| for the right circular cylinder parametrized by x = r cos u. but one can still use the formulas in this section to calculate the area. 0 ≤ u ≤ 2π. 1.6 2 4. if S is a closed surface. Use this to ﬁnd the surface area of the cylinder (not including the top or the bottom). 0 ≤ u ≤ 2π. Find the surface area of the paraboloid z = ax2 + ay 2 for x2 + y 2 ≤ R2 . Here a is a nonzero constant and R is a positive constant. then n denotes the outward unit normal. 0 ≤ u ≤ 3. 6 . (Hint.) A cone is not a smooth surface. Here a is a nonzero constant and R is a positive constant. 3. Compare with Exercise 5. y = (r/h)v sin u. 3 5.4. Determine the element of surface area dS = |dS| for the right circular cone parametrized by x = (r/h)v cos u.

Compute F · n dS. 1. LINE INTEGRALS AND SURFACE INTEGRALS 7. y. over the triangle with vertices (1. S 12. and let F(x. and let F(x. 0. S . 0). z) = yi.) 8. 2. 2. Let S be the surface of the cube whose faces are each parallel to one of the coordinate planes and with opposite vertices (0. 0 ≤ u. Let F(x. y.144 CHAPTER 4. 2). S 11. (0. and (0. Compare with Exercise 6. 0). Let S be the surface of the cube whose faces are each parallel to one of the coordinate planes and with opposite vertices (0. and let F(x. 0. Use this to compute the surface area of the torus. z = a sin v. Let S be the surface of the cube whose faces are each parallel to one of the coordinate planes and with opposite vertices (0. v ≤ 2π. 0. 2. 0) and (2. 9. Find F · n dS S y = (A + a cos v) sin u. Find the surface area of the hyperboloid z = axy for x2 +y 2 ≤ R2 . Consider the torus (which looks like the surface of an inner tube) with major radius A and minor radius a. Compute F · n dS. (Hint. 0. y. 0) and (2. y. z) = zk. 0) and (2. z) = xyi. Derive the parametrization x = (A + a cos v) cos u. z) = xi + yj + zk. 2). Compute F · n dS. 1) and normal pointing away from the origin. Here a is a nonzero constant and R is a positive constant. 10. 0. 2).

and let F(x. S (Hint. Compute F · n dS. Let S be the boundary of the region bounded by the planes z = 0. Compute F · n dS. and let F = zk. z) = xi + yj + zk (x2 + y 2 + z 2 )3/2 . Let S be the surface in Exercise 14. Here dS = 4 sin φ dφ dθ. where S is the sphere x2 + y 2 + z 2 = a2 . (a) Calculate S F · n dS for F(x. Use spherical coordinates. SURFACE INTEGRALS 145 13. and let F(x.) 14. (Here a is a positive constant. z) = yi. Use cylindrical coordinates. 18. Here dS = 2 dz dθ. S 15. y. and let F(x. y. Find F · n dS S over the boundary of the region bounded by the planes z = 0. Let S be the sphere of radius 2 centered at the origin. z) = xi + yj + zk. z0 ) and whose faces are parallel to the coordinate planes.4. Compute F · n dS.) 19. Compute F · n dS. . y. z) = xi + yj + (z 2 − 1)k. S 16. Let F(x. Let F(x. y. and the cylinder x2 + y 2 = 4. z) = e−x i + e−y j + e−z k over the surface of a cube of side s centered at (x0 .) 17. z = 3. y. Compute S F · n dS. y0 . z = 1. y. S (Hint. Let S be the surface in Exercise 14.4. z) = xy 2 i. and the cylinder x2 + y 2 = a2 .

Prove that the cylinder of Example 4. (Hint.146 CHAPTER 4.4. 22.1 for the parametrization given in Example 4. Then verify orientability. then f (x) = lim f (x + h/2) − f (x − h/2) . (Hint.4.) 4. then you will need to modify these commands. Given the smooth surface R = R(u. y0 .4. and compare the result to the answer to part (b).) . v). (We use “>” for the prompt. Then verify orientability. Verify the conditions in Deﬁnition 4. 20.5 Plotting Parametric Surfaces Matlab (with Symbolic Math Toolbox) makes it easy to plot surfaces that are given parametrically. Use the formula in Exercise 20 to recalculate dS for the surface in Exercise 1.) 24.2. 23. Entering a command or a mathematical expression incorrectly is a very common mistake. z0 ).4. If you are using some other software.1 for the parametrization given in Example 4. let ∂R . h→0 h (c) Calculate the divergence of F at (x0 .2 is an orientable compact smooth surface. Do not type the symbol “>”. If f is diﬀerentiable at x. You should pay careful attention to the syntax. 21. Verify the conditions in Deﬁnition 4. (Hint. E= ∂u Show that dS = 2 ∂R ∂R F = · . Prove that a sphere is an orientable compact smooth surface. This may be diﬀerent on your computer.1. If you have access to Matlab try the following. Use the formula in Exercise 20 to recalculate dS for the surface in Exercise 2.4. ∂v 2 EG − F 2 dudv. LINE INTEGRALS AND SURFACE INTEGRALS (b) Divide the result above by the volume of the cube and calculate the limit of the quotient as s → 0+ . ∂u ∂v √ ∂R G= .

axis equal (Type “axis equal” on the same line as the “ezmesh” command. y = sin u. You can use “ezsurf” in place of “ezmesh” for a diﬀerent looking plot. 2π].2]) 147 You should be able to rotate the surface and view it from diﬀerent perspectives. π] y = v sin u. z = v. y = cosh v sin u. [0. PLOTTING PARAMETRIC SURFACES > syms u v > ezmesh(cos(u). [−2. Note that you only need to type “syms u v” once. • x = cos u. • x = sin v sin u. 2π].[0.sin(v)*sin(u). |u| • x = cos3 u sin3 v. 2π] y = sin v cos u. 2π]. 2π]. 2]. 2] [−2. • x = (2 + cos v) cos u. [−2. [0. 2π]. [0.” This command also works with “ezsurf” and “ezplot. We list below some parametric surfaces along with suggested domains. You may also want to use the optional command “axis equal. [0. 0. [0.v.2*pi].cos(v).[0.5.2*pi]. each session. > syms u v > ezmesh(sin(v)*cos(u). Now try it leaving out the command “axis equal. 0). y = sinh u sin v. z = sin v.) This is the unit sphere centered at (0. [0. 2] [0. z = sinh v. • x = v cos u.[-2. . 2π] y = (2 + cos v) sin u. [−2.4. 2] • x = sinh u cos v.[0. • x = cosh v cos u. z = v. see the on-line help. at the beginning of.” For more information about optional plotting commands for Matlab. z = cos v. We encourage the reader to experiment by considering diﬀerent domains.sin(u). z= u cosh u. 2π]. [0.pi]). [0. [0. z = cos3 v.” For example. try the following. π] y = sin3 u sin3 v.

2 2 [−1. LINE INTEGRALS AND SURFACE INTEGRALS z = v2. [0. [0. y = 2uv. For a general overview of Matlab we recommend [10]. . Experiment with diﬀerent domains. 2 2 References Matlab comes with extensive on-line help. z = 1 v sin 1 u.1 Project Use Matlab or some other software to plot all of the surfaces listed in this section. 2π]. 2]. 1] • x = 2u2 . y = 1 + 1 v cos 1 u sin u.148 CHAPTER 4. 3] 1 1 • x = 1 + 2 v cos 2 u cos u. Also. [0. identifying those that you can. 4. rotate the surfaces to achieve diﬀerent perspectives.5.

**Chapter 5 Stokes-type Theorems
**

5.1 Green’s Theorem

We begin this section with the statement of Green’s theorem. Theorem 5.1.1 (Green’s Theorem). Suppose D is a bounded domain in the plane whose boundary is a piecewise smooth path C which is oriented counterclockwise. Let P and Q be continuously diﬀerentiable scalar ﬁelds deﬁned on an open region containing D and C. Then P dx + Q dy =

C D

∂Q ∂P − ∂x ∂y

dA.

Note that for a surface in the xy-plane dS = dA = dx dy. Example 5.1.1. Let C be the circle x2 + y 2 = a2 and D be the disk x2 + y 2 < a2 . Verify the conclusion of Green’s theorem for P (x, y) = −x2 y, Solution. We can parametrize C by x = a cos t, y = a sin t, 149 0 ≤ t ≤ 2π. Q(x, y) = xy 2 .

150

CHAPTER 5. STOKES-TYPE THEOREMS

**Then we have dx/dt = −a sin t and dy/dt = a cos t. So, P dx + Q dy =
**

C

−x2 y dx + xy 2 dy

C 2π

=

0

**a4 cos2 t sin2 t + a4 cos2 t sin2 t dt
**

2π

= 2a4

0

cos2 t sin2 t dt =

πa4 . 2

**On the other hand, we have ∂Q/∂x = y 2 and ∂P/∂y = −x2 . Using polar coordinates, we have ∂Q ∂P − ∂x ∂y dA =
**

D 2π

y 2 + x2 dx dy

a

D

=

0 2π 0 a

r2 · r dr dθ r3 dr dθ =

0 0

=

πa4 . 2

This veriﬁes the conclusion of Green’s theorem for this example. For simplicity we will give a proof of Green’s Theorem for domains D that satisfy the following additional hypothesis: Any line passing through an interior point of D and parallel to either coordinate axis intersects the boundary of D in exactly two points. Proof. Consider Figure 5.1. Using the fundamental theorem of calculus, we have ∂P dA = ∂y =

a b a b g2 (x) g1 (x)

D

∂P dy dx ∂y

P (x, g2 (x)) − P (x, g1 (x)) dx P dx −

C2 C1

=− =−

C

P dx

P dx.

A similar argument gives the other term.

5.1. GREEN’S THEOREM

y

151

C : y=g (x)

C : y = g (x)

a

b

x

Figure 5.1: Green’s theorem Our proof of Green’s theorem can easily be extended to the case where D can be partitioned into a ﬁnite number of domains that satisfy the hypotheses of Green’s theorem as well as our additional hypothesis.1 This is illustrated in Figure 5.2. Note that the line integrals along the line that divides the domain cancel. It is also easy to extend Green’s theorem to domains that have ﬁnitely many “holes.” For example, Green’s theorem can be applied to an annulus. We leave the details to the reader. Corollary 5.1.1. Suppose D is a domain and C is a piecewise smooth path that satisfy the hypotheses of Green’s theorem. Then x dy = −

C C

y dx =

1 2

x dy − y dx = area of D.

C

**We leave the proof of this corollary as an exercise.
**

That is, D = D1 ∪D2 ∪. . .∪Dk , where each Di is a domain that satisﬁes the hypotheses of Green’s theorem and our additional hypothesis, and boundary Di ∩boundary Dj , i = j, is either empty or a piecewise smooth path.

1

152

CHAPTER 5. STOKES-TYPE THEOREMS

Figure 5.2: A domain on which Green’s theorem holds

5.1. GREEN’S THEOREM Example 5.1.2. Use Corollary 5.1.1 to ﬁnd the area inside the ellipse x2 y 2 + 2 = 1, a2 b where a and b are positive constants. Solution. We can parametrize the ellipse as follows: x = a cos t, Then dy = b cos t, dt and x dy =

C 0 2π

153

y = b sin t,

0 ≤ t ≤ 2π.

ab cos2 t dt = πab.

5.1.1

Exercises

1. Verify Green’s theorem where D is the annulus 1 < x2 + y 2 < 4 and F(x, y) = −yi + xj. 2. Evaluate C (x3 − x2 y) dx + xy 2 dy, where C is the curve shown in Figure 5.3 oriented counterclockwise. (C is made up of two semicircles and two line segments.) 3. Use Green’s theorem to re-evaluate the line integral in Exercise 6 of Section 4.1.1. 4. Use Green’s theorem to re-evaluate the line integral in Exercise 7 of Section 4.1.1. 5. Use Green’s theorem to re-evaluate the line integral in Exercise 8 of Section 4.1.1. 6. Use Green’s theorem to re-evaluate the line integral in Exercise 9 of Section 4.1.1.

y = (1 + sin θ) sin θ. Prove: If D is convex.3: Exercise 1.) The careful reader may note that this is not a smooth parametrization. 10.1.154 CHAPTER 5. that the converse is not true.1 7. Show. 8. 0 ≤ θ ≤ 2π. the conclusion of Green’s theorem is still valid. STOKES-TYPE THEOREMS 5 4 3 2 y 1 0 −1 −4 −3 −2 −1 x 0 1 2 3 4 Figure 5. however. Use Corollary 5. then every line parallel to one of the coordinate axes that intersects D intersects C in exactly two points.1 to ﬁnd the area inside the hypocycloid with four cusps (or astroid) x = a cos3 t.1. 0 ≤ t ≤ 2π. (Here a is a positive constant. Suppose that D is a domain in the plane whose boundary is a piecewise smooth closed curve C. 2 . Section 5. by example. Extend our proof of Green’s theorem to the case where D can be partitioned into two domains that satisfy our additional hypothesis.1.1 to ﬁnd the area inside the cardioid x = (1 + sin θ) cos θ.)2 9. y = a sin3 t. Use Corollary 5. (Hint: See Figure 5.2.

Example 5. Solution. S since there are six faces.1 (The Divergence Theorem). z) = xi + yj + zk.1. Theorem 5. Let D be a bounded domain in space whose boundary is a closed piecewise smooth surface S with outward unit normal n. (Hint: Choose P and Q appropriately. F · n dS = surface area of S = 6 · 22 = 24. Therefore. z = ±1.2. THE DIVERGENCE THEOREM 11. Therefore.1. and F(x. This theorem is also referred to as Gauss’s theorem. y. D On the other hand. Then div F dV = D S F · n dS.2 The Divergence Theorem We begin this section with the statement of the divergence theorem. Verify the divergence theorem for the cube bounded by the planes x = ±1.) 155 5. we’ve veriﬁed the divergence theorem for this example. . Thus.2.5. For simplicity we will give a proof of the divergence theorem for domains D that satisfy the following additional hypothesis: Each straight line through an interior point of D intersects the boundary of D in exactly two points.1. on each face of the cube.2. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing both D and S. It is easy to compute that div F = 3. it is easy to show that F · n = 1. Prove Corollary 5. y = ±1. div F dV = 3 · volume of D = 3 · 23 = 24.

(To avoid cluttering up the ﬁgure.y) = Rxy g1 (x. we haven’t depicted the axes. y. ∂z . + + dV = ∂x ∂y ∂z D S We prove ∂F3 dV = F3 cos γ dS. It follows that F3 cos γ dS = S S1 cos γ2 = n2 · k. We can write CHAPTER 5. y. y. for the lower surface cos γ1 dS1 = −dx dy. D ∂z S The two other equalities necessary to prove the theorem are proven in a similar fashion.) For the upper surface cos γ2 dS2 = dx dy. z) dz dx dy ∂z = D ∂F3 dV. y. g1 (x. Consider Figure 5. y)) − F3 (x.4. y. Similarly. S1 denotes the lower half of the surface.156 Proof. y))) dx dy g2 (x. In this ﬁgure S2 denotes the upper half of the surface. y)) dx dy F3 (x. The statement of the divergence theorem then becomes ∂F1 ∂F2 ∂F3 (F1 cos α + F2 cos β + F3 cos γ) dS. g2 (x. so F · n = F1 cos α + F2 cos β + F3 cos γ.y) ∂F3 (x. cos γ1 = n1 · k. g2 (x. g1 (x. and Rxy is the projection of the surface in the xy-plane. F3 cos γ1 dS1 + S2 F3 cos γ2 dS2 =− Rxy F3 (x. y)) dx dy Rxy + = Rxy (F3 (x. STOKES-TYPE THEOREMS n = cos αi + cos βj + cos γk.

y) Rxy Figure 5.2.y) S : z=g (x. THE DIVERGENCE THEOREM 157 S : z = g (x.4: The divergence theorem .5.

∪Dk . the divergence theorem can be applied to concentric spheres.158 CHAPTER 5. We leave the details to the reader. D = D1 ∪D2 ∪. . STOKES-TYPE THEOREMS Figure 5. An Application The general form of Gauss’s law is E · n dS = K S 3 ρ dV. D That is. . and boundary Di ∩boundary Dj . i = j.” For example. Note that the surface integrals over the surface that divides the domain cancel.3 This is illustrated in Figure 5. is either empty or a piecewise smooth surface. .5: A domain on which the divergence theorem holds Our proof of the divergence theorem can easily be extended to the case where D can be partitioned into a ﬁnite number of domains that satisfy the hypotheses of the divergence theorem as well as our additional hypothesis. where each Di is a domain that satisﬁes the hypotheses of the divergence theorem and our additional hypothesis. It is also easy to extend the divergence theorem to domains that have ﬁnitely many “holes.4.

THE DIVERGENCE THEOREM 159 where E is the electric ﬁeld.4. Use the divergence theorem to re-evaluate the surface integral in Exercise 13 of Section 4.1. Verify the divergence theorem for the domain given by 1 < x2 + y 2 + z 2 < 4. 7.1.4.4. y. ρ is the charge density.1 Exercises 1. z) = xi + yj + zk. z = 1. K > 0 is a constant that depends on the units used. Verify the divergence theorem for the cube bounded by the coordinate planes and the planes x = 1. 5. . 5.4. Use the divergence theorem to re-evaluate the surface integral in Exercise 12 of Section 4. Use the divergence theorem to re-evaluate the surface integral in Exercise 11 of Section 4. it follows that div E = Kρ or · E = Kρ. Since this is true for any region D for which the divergence theorem holds. and F(x.1.4. Use the divergence theorem to re-evaluate the surface integral in Example 4. 2. This is one of Maxwell’s equations. Use the divergence theorem to re-evaluate the surface integral in Exercise 10 of Section 4.5 of Section 4. 6. 3. y.2. and D is a region enclosed by S.4.5. z) = x2 i + y 2 j + z 2 k. Assuming that the conclusion of the divergence theorem holds. 4. y = 1. we have div E dV = K D D ρ dV. and F(x.1.2.

3 Stokes’ Theorem We begin this section with the statement of Stokes’ theorem.4.1 (Stokes’ Theorem). 10. 15.4.160 CHAPTER 5.1. use the divergence theorem to show that the surface area is 4πa2 .1. z) = (z 2 − x)i − xyj + (y 2 + 2z)k. Show that our proof of the divergence theorem can be extended to the case where the domain D can be partitioned into two domains that satisfy our additional hypothesis. Evaluate S F · n dS. Use the divergence theorem to re-evaluate the surface integral in Exercise 16 of Section 4. Given that the volume inside a sphere of radius a is (4/3)πa3 . 5. Recall that by “piecewise smooth surface” we mean “oriented compact piecewise smooth surface.1. 11.4. Explain why the divergence theorem doesn’t apply to Exercise 18 of Section 4. 13.4. and the xy-plane. Theorem 5. Use the divergence theorem to re-evaluate the surface integral in Exercise 17 of Section 4.1. y. Use the divergence theorem to re-evaluate the surface integral in Exercise 14 of Section 4. where F(x. x = 3. x = 0.1.4. 14. 9. Let S be a piecewise smooth surface bounded by a piecewise smooth closed path C. and S is the boundary of the region bounded by z = 4 − y 2 . 12. Use the divergence theorem to re-evaluate the surface integral in Exercise 15 of Section 4.3. Choose the orientation of C to . STOKES-TYPE THEOREMS 8.” and n is a unit normal vector which determines the orientation of the surface.

z) = yi + zj + xk. On the one hand. dθ Thus.) Then we have dx = − sin θ. it is easy to see that n = xi + yj + zk. Solution.1 and 4. an easy computation shows that curl F = −i − j − k.1.4. and so curl F · n = −x − y − z. z = cos φ. Example 5. Also.4. In light of Examples 4. (Observe that this is oriented the correct way. Verify Stokes’ theorem for F(x.5.3. dθ F · dR = C 0 − sin2 θ dθ = −π.3. we note that we can parametrize the upper unit hemisphere by x = sin φ sin θ. y = sin θ. z = 0. STOKES’ THEOREM 161 be consistent with S. Choose n so that it points away from the origin. where S is the upper unit hemisphere z = 1 − x2 − y 2 and C is the unit circle in the xy-plane. y. On the other hand.3. dθ dz = 0. we can parametrize the unit circle in the xy-plane by x = cos θ. y = sin φ cos θ. . 0 ≤ θ ≤ 2π. Assume that F is a continuously diﬀerentiable vector ﬁeld deﬁned on some domain containing S and C. Then F · dR = C S curl F · n dS. we ﬁnd that 2π dy = cos θ.

Using results from Section 4. STOKES-TYPE THEOREMS where 0 ≤ θ ≤ 2π. and f is twice continuously diﬀerentiable. To make things a little simpler. b]. Proof. z = f (x. π/2 2π curl F · n dS = S 0 π/2 0 2π (− sin φ sin θ − sin φ cos θ − cos φ) sin φ dθdφ − sin2 φ(sin θ + cos θ) − cos φ sin φ dθdφ 0 0 = = −π. where D satisﬁes the hypotheses of Green’s theorem.162 CHAPTER 5. is a smooth parametrization of C. a straightforward calculation shows that curl F · n dS = S + On the other hand. y) ∈ D. be a smooth parametrization of the boundary of D such that the orientation is counterclockwise. We leave it to the reader to check that this gives the correct orientation of C. . and that C and the boundary of D are smooth curves. let ∂f ∂F3 ∂F2 − − ∂y ∂z ∂x D ∂F1 ∂F3 ∂f ∂F2 ∂F1 − − + − ∂z ∂x ∂y ∂x ∂y dA. b]. Also.4. t ∈ [a. Therefore. y). This veriﬁes Stokes’ theorem for this example. y) t ∈ [a. The proof of the more general result is similar. y = y(t). x = x(t). (x. The basic idea behind the proof of Stokes’ theorem is to “lift” Green’s theorem from the domain of the surface to the surface itself. y = y(t). Then x = x(t). and that dS = sin φ dθdφ. we will give a proof for the case where the surface is given by z = f (x. we will assume that S is a smooth surface. 0 ≤ φ ≤ π/2.

. ∂ 2f ∂ 2f F3 = F3 . we obtain b F · dR = C a = ∂D = D ∂f dx ∂f dy + F1 + F3 dt ∂x dt ∂y dt ∂f ∂f dx + F1 + F3 dy F1 + F3 ∂x ∂y ∂ ∂f ∂ ∂f F2 + F3 − F1 + F2 dA.3. y)). f (x. doing a little algebra. F1 + F3 = Note that since we are assuming that f has continuous second partial derivatives. we have ∂ ∂x ∂ ∂y F2 + F3 ∂f ∂y ∂f ∂x = ∂F2 ∂F2 ∂f + + ∂x ∂z ∂x ∂F1 ∂F1 ∂f + + ∂y ∂z ∂y ∂F3 ∂F3 ∂f + ∂x ∂z ∂x ∂F3 ∂F3 ∂f + ∂y ∂z ∂y ∂f ∂ 2f + F3 . ∂y∂x ∂x∂y So. Therefore. STOKES’ THEOREM Then F · dR = C C b 163 F1 dx + F2 dy + F3 dz F1 a = By the chain rule. y. again using a little algebra. using the chain rule. dz ∂f dx ∂f dy = + . This completes the proof. ∂y ∂x∂y ∂f ∂ 2f + F3 . ∂x ∂y ∂y ∂x F1 + F3 Remember that on C we have F1 = F1 (x. ∂x ∂x∂y Similarly.5. etc. we obtain F · dR = C + ∂f ∂F3 ∂F2 − − ∂y ∂z ∂x D ∂F1 ∂F3 ∂f ∂F2 ∂F1 − − + − ∂z ∂x ∂y ∂x ∂y dA. dt ∂x dt ∂y dt Substituting this in the previous equation. and applying Green’s theorem. dy dz dx + F2 + F3 dt dt dt dt.

. 1). 0. 1 except for the face with opposite vertices (0. and R(0.1 Exercises 1.4 For example a cylinder (not including the ﬂat ends) can be partitioned into two such surfaces. 0 ≤ u ≤ 1. i = j. 1. where F(x. 0) and (1. 0 . 1. . Let S be the surface of the cube generated by 1. y ≥ 0. 2. STOKES-TYPE THEOREMS Stokes’ theorem can also be applied to any surface that can be partitioned into ﬁnitely many surfaces which satisfy the hypotheses of Stokes’ theorem. and C is the boundary curve of S. Let S be the cylinder parametrized by x = cos u. z) = yi + zj + xk. 4. 0. Choose n so that it points away from the origin. 4 . 0). where S is the part of the sphere x2 + y 2 + z 2 = 1 that lies in the ﬁrst octant x ≥ 0. z) = x2 i + j + yzk. 0. where each Si is a piecewise smooth surface that satisﬁes the hypotheses of Stokes’ Theorem. 0). 0. 0. z) = yi + zj + xk.164 CHAPTER 5. 0 . and ∂Si ∩ ∂Sj . Verify Stokes’ theorem for this surface with F given by F(x. z = v. 1) oriented from P to Q to R and back to P . is either empty or a piecewise smooth path. 5. z ≥ 0. 3. Verify Stokes’ theorem for this surface with F given by F(x. 0. Use Stokes’ theorem to calculate C F · dR. y. z) = yi + zj + xk. Choose n pointing out of the cube. S = S1 ∪ S2 ∪ .3. over the perimeter of the triangle with vertices P (1. That is. Q(0. and 0. 0 ≤ v ≤ 1. y = sin u. 0. y. Choose n pointing away from the origin. Verify Stokes’ theorem for F(x. y. ∪ Sk . y.

and (0. (a) Calculate S F · n dS. (Hint: Start by assuming F = F1 i + F2 j and D is a domain in the xy-plane bounded by a simple closed path C such that the hypotheses of Stokes’ theorem hold. then curl F · n dS = 0. and S be the triangle with vertices (1. Apply Stokes’ theorem to this situation. y. Use Stokes’ theorem to re-evaluate the line integral in Exercise 15 of Section 4. 0). in each case. explain how S can be partitioned into two surfaces that satisfy the hypotheses of Stokes’ theorem.1. 1) and normal vector pointing away from the origin.5. and the curl in cylindrical coordinates or in spherical coordinates.1. z) = xk. then.) 5. directly.1. Conclude (see Exercise 8) that if F is a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing S. a vector ﬁeld G such that curl G = F. Let S be (a) a sphere.1. In each case. (b) Calculate S F · n dS. Show that if F is a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing S. One can derive these expressions in a rigorous fashion by using the equations relating . S 10. the divergence. Assume S is a closed surface that can be partitioned into two surfaces that satisfy the hypotheses of Stokes’ theorem.4. Let F(x. S 9. Find.) 6. 1. CYLINDRICAL AND SPHERICAL COORDINATES 165 5. 7.4 Cylindrical and Spherical Coordinates It is sometimes useful to be able to express the gradient. using Stokes’ theorem. 0. (Hint. by trial-and-error. Use Stokes’ theorem to re-evaluate the line integral in Exercise 12 of Section 4. 0. 0). 8. or (b) (the surface of) a torus. (0. Prove Green’s theorem assuming Stokes’ theorem. curl F · n dS = 0.

y. Therefore. = 0. we have ∂f ∂f ∂f = 2r. We deﬁne orthogonal unit vectors analogous to i. we will use a similar convention with polar and with spherical coordinates. A Brief Remark on Notation In this section and in the next we will occasionally use phraseology like: If f (x. θ. (A similar meaning applies to vectorvalued functions. However. z) to the real number r2 + z 2 . θ. and = 2z. Again. ∂f /∂θ. and ∂f /∂z we assume that f is expressed as a function of r. these calculations are messy. z) = r2 + z 2 . We will use a similar convention with polar and with spherical coordinates. Thus. where we assume here that r ≥ 0. . 2) is interpreted as the point with cartesian coordinates (1. ∂r ∂θ ∂z where these partial derivatives are each evaluated at (r. θ. π. when we write symbols such as ∂f /∂r. Also. we have taken a diﬀerent. 2) depends on whether (1. This. Cylindrical Coordinates Recall that the transformations for cylindrical coordinates are: x = r cos θ. then in cylindrical coordinates f (r. j. and k as follows: er = cos θi + sin θj eθ = − sin θi + cos θj ez = k. however. y = r sin θ. z = z. 2) or the point with cylindrical coordinates (1. 2).166 CHAPTER 5. will always be clear from context. π. z) and interpreted as above. and z. for the example above. more heuristic. By this we mean that f maps the point with cylindrical coordinates (r. and not particularly instructive. θ. approach. Notice that these are not all constant vectors.) This notation has the obvious drawback that an expression such as f (1. The more ambitious reader is encouraged to check some or all of the formulas using the chain rule. π. STOKES-TYPE THEOREMS the diﬀerent coordinate systems along with the chain rule. z) = x2 + y 2 + z 2 . π.

Also. ∂r r ∂θ ∂z Example 5.z constant f is the directional derivative ∂f ∂r 1 ∂f = r ∂θ ∂f . An easy computation shows that dR = er dr + r der + ez dz + z dez = er dr + reθ dθ + ez dz. y. ∂f ∂f = 2rz. for later use. So. ∂z f (r. CYLINDRICAL AND SPHERICAL COORDINATES We can write R = xi + yj + zk = rer + zez .θ constant ∂f 1 ∂f ∂f er + eθ + ez .1. Transform to cylindrical coordinates and compute the gradient of f (x. θ. In cylindrical coordinates we have f (r. θ. Thus. then u · of f in the direction of u. in cylindrical coordinates ∂f = r2 . df ds df f= ds df f= ds f= θ. = ∂z = r. recall that dV = r dr dθ dz.5. . z) = 2rzer + r2 ez . Recall that if u is a unit vector. = 0. To obtain grad f in cylindrical coordinates we write f = (er · f ) er + (eθ · f ) eθ + (ez · f ) ez .4. er · eθ · ez · Therefore.4. z) = r2 z. z) = x2 + y 2 z f= Solution. ds = |dR| = dr2 + r2 dθ2 + dz 2 1/2 167 is the element of arc length in cylindrical coordinates. So. ∂r ∂θ Therefore.z constant r.

θ. θ − ∆θ/2. ∆r. θ + ∆θ/2. and ±ez . ≈ ∂r Similarly considering the other faces gives us Fθ (r.6. For the faces with sides of lengths approximately r∆θ and ∆z (i. ∂θ . z)∆θ∆z − (r − ∆r/2)Fr (r − ∆r/2.e. z)∆θ∆z ∂ (rFr ) ∆r∆θ∆z. STOKES-TYPE THEOREMS I er II ∆z -e r ∆r r ∆θ Figure 5. z)∆r∆z ≈ ∂Fθ ∆θ∆r∆z. and ∆z. and consider a small “cylindrical rectangular solid” centered at (r.168 CHAPTER 5.6: A cylindrical rectangular solid To obtain an expression for the divergence in cylindrical coordinates we rely on our interpretation of the divergence as ﬂux per unit volume. Here we choose the faces so that the unit normal vectors are ±er . z)∆r∆z − Fθ (r. θ.. This argument is similar to that of Section 3. the faces labeled I and II in the ﬁgure) the ﬂux is approximately (r + ∆r/2)Fr (r + ∆r/2. so we will be somewhat briefer. z) with edges of lengths approximately r∆θ. We ﬁrst write F = Fr er + Fθ eθ + Fz ez . ±eθ .2. See Figure 5. θ.

7. θ. θ. by Stokes’ theorem. and ±ez . z − ∆z/2)∆θ∆r ≈ r ∂Fz ∆z∆θ∆r. and letting the sides of the region shrink to 0 around (x. (ii) ∆r and ∆z. z). z + ∆z/2)∆θ∆r − rFz (r. One of these cylindrical rectangles is shown in Figure 5.5. we obtain 1 ∂Fθ ∂Fz 1∂ (rFr ) + + . z) with “sides” of lengths approximately: (i) ∆r and r∆θ. and such that the unit tangent vectors to these various sides are ±er . . CYLINDRICAL AND SPHERICAL COORDINATES r θ 169 r Figure 5. C where ∆S is the surface area and C is the boundary of the small cylindrical rectangle with unit normal vector n and C is given the induced orientation. ∂z Dividing by the approximate volume r∆r∆θ∆z. and (iii) r∆θ and ∆z. y. ±eθ .7: A cylindrical rectangle and rFz (r. We consider small “cylindrical rectangles” centered at (r. we have 1 ∆S curl F · n ≈ F · dR. r ∂r r ∂θ ∂z div F = To derive the expression for the curl of F in cylindrical coordinates we use Stokes’ theorem.4. θ. Then.

referring to Figure 5. In cylindrical coordinates. θ. θ. r ∂r r ∂θ In a similar fashion one can obtain (curl F)r = and 1 ∂Fz ∂Fθ − r ∂θ ∂z ∂Fr ∂Fz − . y. STOKES-TYPE THEOREMS In particular. Transform each of the following vector ﬁelds to cylindrical coordinates and compute the divergence and the curl. z) = . F(x. we obtain (curl F)z = 1∂ 1 ∂Fr (rFθ ) − . θ. x2 + y 2 Solution. z) = −yi + xj . z). θ. z)∆r − Fr (r.2. θ. z)∆θ C − (r − ∆r/2)Fθ (r − ∆r/2. θ. z)∆θ + Fr (r. y. Fr rFθ Fz where we expand the symbolic determinant out in the usual way. z)∆r ∂ ∂Fr ≈ (rFθ ) ∆r∆θ − ∆θ∆r. F(r.4. θ − ∆θ/2. z) = 0. θ. Example 5. z) = 1 er . r Fθ (r. ∂r ∂θ Dividing by the approximate surface area r∆r∆θ and letting all the sides go to 0 around (r. Fz (r. θ + ∆θ/2. if we choose n = ez . x2 + y 2 G(x. ∂z ∂r We leave it to the reader to show that this can be written as (curl F)θ = er curl F = ∂ ∂r reθ ∂ ∂θ ez ∂ ∂z . we have F · dR ≈ (r + ∆r/2)Fθ (r + ∆r/2.7. . z) = 0. so r 1 Fr (r.170 CHAPTER 5. z) = xi + yj . then.

z) = r er reθ ez ∂ ∂r ∂ ∂θ ∂ ∂z 1 Gθ (r. z) = r er ∂ ∂r 171 1∂ 1 (rFr ) = . θ. r ∂r r reθ ez ∂ ∂θ ∂ ∂z = 1/r 0 0 1 · 0 = 0. r3 = 0 1/r 0 Spherical Coordinates Recall that the transformations for spherical coordinates are: x = ρ cos θ sin φ. The volume element in spherical coordinates is dV = ρ2 sin φ dρ dφ dθ. θ. r ∂θ 1∂ r ∂r 1 r ez = − 1 ez . z) = . so r Gr (r. θ. θ. G(r. div F(r. Notice that R = ρeρ . CYLINDRICAL AND SPHERICAL COORDINATES Therefore. y = ρ sin θ sin φ. θ. 1 ∂Gθ = 0. where ρ ≥ 0. div G(r. z) = and 1 curl G(r. θ. Therefore. z = ρ cos φ.4. So. z) = 1 eθ .5. z) = and 1 curl F(r. θ. θ. dR = eρ dρ + eφ ρ dφ + eθ ρ sin φ dθ. z) = 0. r In cylindrical coordinates. r Gz (r. . z) = 0. We deﬁne the orthogonal unit vectors eρ = sin φ cos θi + sin φ sin θj + cos φk eθ = − sin θi + cos θj eφ = cos φ cos θi + cos φ sin θj − sin φk.

2 ∂ρ ρ ρ sin φ ∂φ ρ sin φ ∂θ This can be derived in a similar fashion as the divergence in cylindrical coordinates. z) = .4. ∂θ If F is a vector ﬁeld. . φ) = − 2 cos φ sin φ eρ − 3 eφ . ∂ρ ρ ∂φ ρ sin φ ∂θ z (x2 + y 2 + z 2 )3/2 Example 5. STOKES-TYPE THEOREMS ds = |dR| = dρ2 + ρ2 dφ2 + ρ2 sin2 φ dθ2 1/2 . y. so we leave this as an exercise. φ) = cos φ/ρ2 .3. In the same manner as we did for cylindrical coordinates. The curl in spherical coordinates is given by 1 curl F = 2 ρ sin φ eρ ρeφ ∂ ∂ρ ∂ ∂φ (sin φ)eθ ∂ ∂θ . then we can write F = Fρ eρ + Fφ eφ + Fθ eθ . ∂ρ ρ3 Therefore. Solution.172 and CHAPTER 5. In spherical coordinates f (ρ. grad f (ρ. too. θ. ∂φ ρ ∂f = 0. So. so we leave it as exercise. The divergence in spherical coordinates is given by div F = 1 ∂Fθ 1 ∂ 1 ∂ ρ2 Fρ + (Fφ sin φ) + . Compute grad f in spherical coordinates for f (x. 3 ρ ρ ∂f sin φ =− 2 . Fρ ρFφ (ρ sin φ)Fθ where again we expand this out in the usual way. This can be derived in a similar fashion as the curl in cylindrical coordinates. 2 cos φ ∂f =− . θ. we obtain the following expression for the gradient in spherical coordinates: grad f = ∂f 1 ∂f 1 ∂f eρ + eφ + eθ .

θ.4. ρ2 sin2 φ ∂θ2 . φ) = and Fφ (ρ. φ) = cot φ cos θeρ − 2 cos θeφ + eθ . The calculations are straightforward. θ. but somewhat messy. ρ The Laplacian in Cylindrical and Spherical Coordinates One can use the chain rule to derive expressions for the Laplacian in cylindrical and in spherical coordinated. We will give these expressions here and leave their derivations as exercises. φ) = ρ cos θ. r2 ∂θ2 ∂z Note that this immediately implies the following expression for the Laplacian in polar coordinates: f= 1∂ r ∂r r ∂f ∂r + 1 ∂ 2f .5. θ. we ﬁnd that div F(ρ. r2 ∂θ2 The Laplacian in spherical coordinates is given by f= 1 ∂ ρ2 ∂ρ ρ2 ∂f ∂ρ + 1 ∂ 2 sin φ ∂φ ρ sin φ ∂f ∂φ + 1 ∂ 2f . 173 2 sin θ + cot φ − ρ sin φ 2 curl F(ρ. θ. Compute the divergence and the curl for F(ρ. θ. Fρ (ρ.4.4. φ) = 1. The Laplacian in cylindrical coordinates is given by f= 1∂ r ∂r r ∂f ∂r + 1 ∂ 2f ∂ 2f + 2. Solution. φ) = eρ + ρeφ + ρ cos θeθ . θ. CYLINDRICAL AND SPHERICAL COORDINATES Example 5. φ) = ρ. Another possibility is to use the expression f= 2 f= · f = div · grad f. Fθ (ρ. Since.

φ) = ρn eρ (n > −2) S F · n dS of through the surface bounded by the upper hemisphere ρ = 1. x + y2 + z2 6. z) = r2 θ2 in cylindrical coordinates. 1. θ. 0 ≤ φ ≤ π/2. 9. Find the Laplacian of f (r. y. z) = x2 + y 2 + z 2 . Transform to cylindrical coordinates and compute (a) the divergence and (b) the curl of F(x. 8. θ. y.1 Exercises f (x. z) = 2 . . z) = xi + yj + zk . φ) = ρ2 φ in spherical coordinates. z) = −yi + xj + zk . y. Transform to spherical coordinates and compute (a) the divergence and (b) the curl of xi + yj + zk F(x. φ) = ρn in spherical coordinates. Use the divergence theorem to compute the ﬂux F(ρ. z) = rn in cylindrical coordinates.4. x2 + y 2 + z 2 4. Find the Laplacian of f (ρ. 10. Transform to cylindrical coordinates and compute (a) the divergence and (b) the curl of F(x. x2 + y 2 + z 2 5. y. Transform to spherical coordinates and compute the gradient of f (x. Transform to cylindrical coordinates and compute the gradient of 2. 3. θ. θ. STOKES-TYPE THEOREMS 5. and the equatorial plane. y. 7. z) = x2 + y 2 + z 2 . Find the Laplacian of f (r. Find the Laplacian of f (ρ.174 CHAPTER 5. θ.

) 17. We have chosen to highlight Maxwell’s equations and electrostatics. φ) = f (φ). Derive the expression given in this section for the Laplacian in cylin˙ drical coordinates. (Hint: Consider a “spherical rectangular solid” with edges of lengths approximately ∆ρ.) 5. derive the expression for the divergence in spherical coordinates. APPLICATIONS 175 11.5. which describe how an electromagnetic ﬁeld varies in space and time. the author reports that “most votes were given to Euler’s equation [eiπ + 1 = 0] and to Maxwell’s equations.” Maxwell’s Equations: Introduction In the October 2004 issue of Physics World.e. as H. Robert P. 12. 13. Find all the solutions to Laplace’s equation f = 0 for which f is independent of ρ and θ. and because. and all That [19]. Complete the derivation of the curl in cylindrical coordinates.5. Using arguments similar to those used in this section to derive the divergence in cylindrical coordinates. because of the historical signiﬁcance of Maxwell’s equations.. φ) = F (ρ)eρ . Curl. “much of vector [analysis] was invented for electromagnetic theory and is ideally suited to it. (Hint. A force ﬁeld F is called a central force ﬁeld if F(ρ. 14.5 Applications There are many applications of vector analysis. Use f = div grad f. θ.” . Crease wrote about the results of a reader survey of the greatest equations ever [3]. θ. In the article The Greatest Equations Ever. Show that a central force ﬁeld is irrotational. Use f = div grad f. and ρ∆φ. Using arguments similar to those used in this section to derive the curl in cylindrical coordinates. Shey states in his book Div. Grad. i. M. (Hint. derive the expression for the curl in spherical coordinates.) 15. Derive the expression given in this section for the Laplacian in spherical ˙ coordinates. f (ρ. 16. ρ sin φ∆θ.

Isaacson quotes Einstein as follows: If I pursue a beam of light with the velocity c (velocity of light in a vacuum). in his description of a speech Einstein gave at a scientiﬁc conference in 1909. topology and physics. the relativity principle. Maxwell’s equations played a key role in Einstein’s thinking leading up to the special theory of relativity. They are essential to understanding the surrounding world.176 CHAPTER 5. And. they not only showed scientists a new way of approaching physics but also took them on the ﬁrst step toward a uniﬁcation of the fundamental forces of nature. STOKES-TYPE THEOREMS Although Maxwell’s equations are relatively simple. requires that mass be a direct measure of the energy contained in a body. Einstein: His Life and Universe [12]. neither on the basis of experience nor according to Maxwell’s equations. Maxwell’s Equations The quantities occurring in Maxwell’s equation are the following: • E — electric ﬁeld . . quoting Isaacson quoting Einstein: . they daringly reorganize our perceptions of nature unifying electricity and magnetism and linking geometry. And as the ﬁrst ﬁeld equations. . In the survey. according to Walter Isaacson’s recent biography of Albert Einstein. . Einstein also used Maxwell’s equations to derive the famous equation E = mc2 . Also. together with Maxwell’s equations. however. Again. Maxwell’s equations well outpolled many famous equations such as E = mc2 . There seems to be no such thing. I should observe such a beam of light as an electromagnetic ﬁeld at rest though spatially oscillating. . his [Einstein’s] love of Maxwell’s equations was well placed. They are among the few elements of theoretical physics to remain unchanged by both the relativity and quantum revolutions that Einstein helped launch. Isaacson comments: .

Since we are assuming that interchanging the derivative and the integral is valid. dt where Φ= S B · n dS is the magnetic ﬂux and K2 > 0 is a constant depending on the units used. this can be written · B = 0. valid. Using the divergence theorem. surfaces. where K1 > 0 is a constant that depends on the units used.5. and functions are such that all of the physical laws stated below and any formal manipulations we perform (e. in fact. we have ∂B E · dR = −K2 · n dS.. Next we consider Faraday’s law: E · dR = −K2 C dΦ . If S is a closed surface. For the remainder of this section. We have already derived the equation · E = K1 ρ. curves. then Gauss’s law for magnetic ﬁelds states that B · n dS = 0. C.g.5. S This expresses the absence of magnetic charge (magnetic monopoles) in nature. we will assume that all regions. interchanging derivatives and integrals) are. and n are as in the statement of Stokes’ theorem. Here we assume S. APPLICATIONS • B — magnetic ﬁeld • ρ — charge density • J — current density 177 These may all vary in time as well as in space. C S ∂t .

where 0 . and K4 = µ0 . K2 = 1. S where K3 and K4 are positive constants that depend on the units used. is approximately 8. and I is the current enclosed by C. In these units K1 = 1/ 0 . K3 . K2 . using Stokes’ theorem. the AmpereMaxwell law can be rewritten as × B = K3 ∂E + K4 J. and K4 are positive constants that depend on the units used. Perhaps the most commonly used units in this setting are rationalized MKSA units. Here we assume S is a surface with boundary curve C given the induced orientation. ∂t Since this is true for all surfaces S that satisfy Stokes’ theorem we have curl E = −K2 ∂B ∂t or × E = −K2 ∂B . K3 = 0 µ0 . One can show that I= S J · n dS. STOKES-TYPE THEOREMS Applying Stokes’ theorem gives curl E · n dS = −K2 S S ∂B · n dS. the permittivity of free space. we have the Ampere-Maxwell law: B · dR = K3 C d dt E · n dS + K4 I. Maxwell’s equations can be written: · E = K1 ρ × E = −K2 ·B=0 × B = K3 ∂E + K4 J. ∂t ∂B ∂t where K1 . ∂t In summary.854 × 10−12 . We leave it as an exercise to show that. ∂t Finally.178 CHAPTER 5.

We rewrite Maxwell’s equations with these constants: ·E= 1 0 ρ ∂B ∂t ∂E + µ0 J.5. APPLICATIONS 179 coulombs2 per newton-meter2 and µ0 . . ∂t ×E=− ·B=0 ×B= Electromagnetic Waves 0 µ0 One can use Maxwell’s equations to show that in the absence of charges (ρ = 0) and currents (J = 0) both E and B satisfy the wave equation: 2 u= 1 ∂ 2u . We use the vector identity: ×( × F) = ( · F) − 2 denotes the vector F. ∂t Using the vector identity above we have: 0 µ0 ∂ 2E ∂B = × 2 ∂t ∂t = − × ( × E) = − ( · E) + 2 E. is approximately 1. the permeability of free space. c2 ∂t2 2 where c is the speed of the wave. Notice that here Laplacian.5.257 × 10−6 newtons per ampere2 . Maxwell’s equations become: ·E=0 ×E=− ·B=0 ×B= 0 µ0 ∂B ∂t ∂E . In the absence of charges and currents.

) Now. using the ﬁrst of Maxwell’s equations we obtain: div E = −div ( Φ) = or 2 1 0 ρ. . If the region has no charges. so E is conservative (at least on simply connected regions). 0 The reader may recall that this is called Poisson’s equation. Therefore. ∂B/∂t = 0. E = − Φ. This value is approximately 3 × 108 meters per second — a value that is doubtless familiar to the reader. 1 Φ = − ρ.180 Since · E = 0.. ∂t2 A similar argument shows that B satisﬁes the same equation. the magnetic ﬁeld B must also be static. by the second of Maxwell’s equations. we have CHAPTER 5. STOKES-TYPE THEOREMS 2 E= 0 µ0 ∂ 2E . for some scalar ﬁeld Φ which is determined up to an additive constant. The speed c is given by √ c = 1/ 0 µ0 . (Note the sign. Electrostatics For a static (non-time-varying) electric ﬁeld E. then we have 2 Φ = 0. The reader may recall that this is called Laplace’s equation. × E = 0. Thus. i.e.

5. And for an elementary treatment of electrostatics via vector analysis that also mentions Maxwell’s equations. in this case. Therefore. c1 = R1 − R2 R1 − R2 So. θ) = Φ(ρ). The solution to the diﬀerential equation is c1 Φ = − + c2 . c2 = . . APPLICATIONS A Spherical Capacitor 181 We are now in the position to ﬁnd the electric ﬁeld for a spherical capacitor given certain boundary conditions.) Plugging into the boundary conditions and solving for c1 and c2 we obtain V0 R1 V0 R1 R2 . Clearly. see [8]. References Since this is not a textbook in electricity and magnetism. c2 are arbitrary constants. Φ= R1 − R2 ρ Therefore. ρ where c1 . [9]. with boundary conditions Φ(R1 ) = V0 . A more advanced text on Maxwell’s equations is [11]. E = −grad Φ = − ∂Φ V0 R1 R2 eρ = ∂ρ R2 − R1 1 ρ2 eρ . Φ(R2 ) = 0. A spherical capacitor consists of two concentric spheres. for example. Φ is independent of φ and θ: Φ(ρ. (Integrate twice. For an elementary book dealing solely with Maxwell’s equations. Suppose that the inner sphere is maintained at a potential of V0 and the outer one at a potential of 0. Laplace’s equation becomes 1 d ρ2 dρ ρ2 dΦ dρ = 0. we have barely skimmed the surface of this material. R2 V0 R1 1− . by symmetry.5. we recommend [19]. φ. Let R1 denote the radius of the inner sphere and R2 denote the radius of the outer sphere. Every elementary physics text in electricity and magnetism should contain at least some discussion of this material. See.

∂E + K4 J ∂t . φ) = E(ρ). An (inﬁnite) coaxial capacitor is made up of two inﬁnite coaxial cylindrical conductors with radii R1 and R2 (R1 < R2 ). and functions are such that all of the physical laws stated in this section and any necessary formal manipulations are. Prove the vector identity: ×( 6. Then use this to ﬁnd the electric ﬁeld.) 4. valid.) 5. curves. assume that all regions. φ) = Kρn eρ (K constant) represent an electric ﬁeld? 3. Use Exercise 6.1.4. z) = xzi − xyj + yzk represent an electric ﬁeld in an open region of space with no net charge? Why or why not? 2.5. (Hint: Use cylindrical coordinates. θ. 1. y. θ. STOKES-TYPE THEOREMS 5. (Hint: Assume E(ρ. Prove Poynting’s theorem: ∂u + ∂t · S = −J · E. in fact. × F) = ( · F) − 2 F.) 8. Prove the vector identity: · (F × G) = G · 7. See Exercise 7 in Section 5. surfaces. Show that the electric ﬁeld due to a point charge at the origin is proportional to eρ /ρ2 . Use Laplace’s equation to ﬁnd the potential Φ between the cylinders.182 CHAPTER 5.1 Exercises In these Exercises. 1 where u = 2 ( 0 |E|2 + |B|2 /µ0 ) is the electromagnetic energy density and S = E×B/µ0 is called the Poynting vector. For what values of n can F(ρ. Can F(x. ×F−F· × G. Derive the equation × B = K3 from the Ampere-Maxwell law. Suppose the inner conductor (radius R1 ) is held at a constant potential V0 and the outer (radius R2 ) at 0 potential. (Hint.

APPLICATIONS 183 9. 13.) 11. Use the result of Exercises 10 to derive the solution u(x. Use the result of Exercises 10 to derive the solution u(x. 0) = g(x). ∂t 1 2c x+ct g(s) ds x−ct where g is continuously diﬀerentiable. ∂t 10. ∂x2 c ∂t (This is called d’Alembert’s solution. 0) = 0. ∂u (x. ∂x2 c ∂t u(x. t) = to the initial-value problem ∂ 2u 1 ∂ 2u = 2 2. t) = φ(x − ct) + ψ(x + ct) is a solution to the one-dimensional wave equation: 1 ∂ 2u ∂ 2u = 2 2. Using the results of Exercises 11 and 12. 0) = f (x). 12. 0) = 0. ∂u (x. ∂x2 c ∂t u(x.5. show that 1 1 u(x. t) = [f (x − ct) + f (x + ct)] + 2 2c x+ct g(s) ds x−ct . Suppose that φ and ψ are twice-continuously diﬀerentiable functions of one variable. ∂t 1 [f (x − ct) + f (x + ct)] 2 where f is twice-continuously diﬀerentiable.5. t) = to the initial-value problem ∂ 2u 1 ∂ 2u = 2 2. Show that u(x. Use Maxwell’s equations to show that the magnetic ﬁeld B satisﬁes the wave equation: ∂ 2B 2 B = 0 µ0 2 .

0) = g(x). Use Maxwell’s equations to derive the continuity equation ·J+ dρ = 0. Suppose that f is a twice-continuously diﬀerentiable function of one variable. ∂u (x. z.184 CHAPTER 5. ∂x2 c ∂t u(x. y. and let u0 be a constant vector. 0) = f (x). where ω = ±c 2 2 2 k1 + k2 + k3 . c2 ∂t2 15. Show that u(x. 14. STOKES-TYPE THEOREMS is a solution to the initial-value problem ∂ 2u 1 ∂ 2u = 2 2. Let k1 . ∂t where f is twice-continuously diﬀerentiable and g is continuously differentiable. dt . k2 . t) = u0 f (k1 x + k2 y + k3 z − ωt). k3 be constants. is a solution to the wave equation: 2 u= 1 ∂ 2u .

This might lead one to speculate on the possibility that these theorems could somehow be viewed as special cases of a more general theorem. true. and [21]. There are several more-or-less elementary sources for the material in this appendix. the divergence theorem. [18]. in fact. we simply state throughout the basic formulas that are used in calculations. as well as the fundamental theorem for line integrals. and Stokes’ theorem are similar in the following respect: Roughly speaking. [6]. the divergence theorem. 185 . We hope that our approach will prove amenable to those meeting this material for the ﬁrst time. and limit our consideration to two and three dimensional euclidean space. but without the profusion of diﬃcult deﬁnitions. [2]. See. as relatively simple corollaries. however. The modern version of Stokes’ theorem applies to the higher dimensional analogues of curves and surfaces (these are called manifolds). [14]. for example.Appendix A The Modern Stokes’ Theorem The careful reader may have noted that Green’s theorem. two. [5]. [17]. and Stokes’ theorem. the integral of some function over a particular region is equal to the integral of a related function over the boundary of the region (subject to orientation). We’ve chosen to adapt the approach followed in Spivak [21]. and three dimensional objects. This is. Instead. and subsequently derive Green’s theorem. In this appendix we will state a theorem (the modern version of Stokes’ theorem) that applies in a very general setting. Remark. we will consider only one.

we will identify the vector x. v). F3 (x)) . THE MODERN STOKES’ THEOREM Notation In this appendix we will adopt some notational changes that we hope will not be too confusing. h(t)) . and similarly for other operations we’ve deﬁned involving vectors. We will also drop the practice of using boldfaced type for vectors. say R. (x1 . g(x). y2 . h(x)) instead of. y). z2 ) = (x1 + x2 . and similarly for the curl and any other vector-valued operators. we will always write a surface. y. essentially replacing angle brackets with parentheses. similar considerations will apply to planar curves and surfaces. g(u. . v)) . First. The same notational changes will be applied to vectors in the plane. R(t) = (f (t). z1 + z2 ) . So. say. y1 + y2 . y. In conformity with this we will write (x1 . again say R. we will always write a curve. the vector function F(x) = F1 (x). y2 . Thus. R(u. and similarly for vector functions of two variables. z2 ) = x1 x2 + y1 y2 + z1 z2 . . we will always use the letters “x. y) = (f (x. Recalling that gradf is a vector function. y. g(x. say. h(x. y). Moreover. as R(x) = (f (x). z1 ) · (x2 . z with the point (x. Likewise. F2 (x). this means we will write gradf = ∂f ∂f ∂f . v) = (f (u. y1 . y)) instead of. F2 (x). z). y1 . z” to stand for the coordinates in space. Again. v). ∂x ∂y ∂z . F3 (x) will be written F (x) = (F1 (x). h(u. g(t). z1 ) + (x2 . for example.186 APPENDIX A. as R(x.

we will consider diﬀerential forms only in the plane and in space.A. DIFFERENTIAL FORMS 187 A. z) dx ∧ dy ∧ dz.” The expression dx ∧ dy. In this case. z) dz. • A 1-form in the plane can be written ω = f (x. (In Section A. y. y. y. called the wedge product. • A 2-form in the plane can be written ω = f (x. z) dx ∧ dy + g(x. As mentioned before. z). • A 2-form in space can be written ω = f (x. Therefore. is the wedge product of the 1-forms dx and dy. y. These are all of the nontrivial diﬀerential forms that exist in the plane and in space. either f (x. in a relatively simple way. . y) dx ∧ dy. We will have more to say about the wedge product a little later on. y.1 Diﬀerential Forms Developing diﬀerential forms from scratch requires quite a bit of work. y. • A 3-form in space can be written ω = f (x. y. dz) and an operation between them. The symbol “∧” is read “wedge. z) dy + h(x.4 we will ask the reader to dabble in four dimensional space. y) dx + g(x. z) dz ∧ dx. y. Once diﬀerential forms are expressed in this way they can be formally manipulated according to fairly simple rules. z) dx + g(x. for example. The important thing for us is that they can all be expressed in terms of basic 1-forms (dx. not to mention linear algebra.1.) • A 0-form is a function. • A 1-form in space can be written ω = f (x. dy. y) or f (x. z) dy ∧ dz + h(x. y) dy. we will not deﬁne diﬀerential forms.

say ω and η. dy ∧ dz = −dz ∧ dy. the set of n-forms deﬁned in a particular open region in euclidean space is a vector space over the real numbers. If f is a function and ω is any diﬀerential form. Then we have the following: • (ω ∧ η) ∧ θ = ω ∧ (η ∧ θ) • (ω1 + ω2 ) ∧ η = ω1 ∧ η + ω2 ∧ η • ω ∧ (η1 + η2 ) = ω ∧ η1 + ω ∧ η2 • (f ω) ∧ η = ω ∧ (f η) = f (ω ∧ η) • dx ∧ dy = −dy ∧ dx.] on A. etc. one can deﬁne the wedge product. but the following properties will suﬃce for our purposes. Scalar multiplication is deﬁned so that the usual algebraic properties hold. f dx ∧ dy + g dx ∧ dy = (f + g) dx ∧ dy. η1 . then c ω = cf dx ∧ dy + cg dy ∧ dz. η2 are k-forms. if the relevant functions f . if ω = f dx ∧ dy + g dy ∧ dz. etc. for example. then f ω is deﬁned pointwise. For example. and dx ∧ dz = −dz ∧ dx • dx ∧ dx = dy ∧ dy = dz ∧ dz = 0 . η. and θ is an m-form deﬁned on an open region of the plane or space. With these deﬁnitions. THE MODERN STOKES’ THEOREM A diﬀerential form is continuous [diﬀerentiable. If f is a function. for every diﬀerential form ω. In what follows we will assume that all diﬀerential forms are at least continuously diﬀerentiable. h above are continuous [diﬀerentiable. So. Given any two diﬀerential forms deﬁned on an open region of either the plane or of space.] on an open region A.188 APPENDIX A. The additive identity will be denoted simply by 0. we have 0 ω = 0 and 1ω = ω. then f ∧ ω is deﬁned to be f ω. ω ∧ η. We can add forms of the same type in the obvious way. ω1 . Suppose ω. For other diﬀerential forms the deﬁnition is quite complicated. So. g. ω2 are l-forms.

that the wedge product is not commutative. ∂x ∂y We deﬁne the diﬀerential of the other types of diﬀerential forms as follows: • For ω = f dx + g dy. dω. both (ω ∧ η) ∧ θ and ω ∧ (η ∧ θ) are written ω ∧ η ∧ θ. ∂x ∂y ∂z ∂f ∂f dx + dy. (f1 dx + g1 dy) ∧ (f2 dx + g2 dy) = f1 f2 dx ∧ dx + f1 g2 dx ∧ dy + f2 g1 dy ∧ dx + g1 g2 dy ∧ dy = (f1 g2 − f2 g1 ) dx ∧ dy. Using these properties we can calculate the wedge product of two diﬀerential forms. dω = df ∧ dx ∧ dy + dg ∧ dy ∧ dz + dh ∧ dz ∧ dx. • For ω = f dx ∧ dy + g dy ∧ dz + h dz ∧ dx. • For ω = f dx ∧ dy. however. we now deﬁne the diﬀerential of ω. . The Diﬀerential Given a diﬀerential form ω. (This is why we were able to write dx ∧ dy ∧ dz without parentheses. DIFFERENTIAL FORMS 189 Since the wedge product is associative. Recall that if f = f (x. z). • For ω = f dx + g dy + h dz. y).1.) Note. dω = df ∧ dx ∧ dy. For example. then df = ∂f ∂f ∂f dx + dy + dz. then df = and if f = f (x.A. dω = df ∧ dx + dg ∧ dy. dω = df ∧ dx + dg ∧ dy + dh ∧ dz. y.

then dω = df ∧ dx + dg ∧ dy ∂f ∂f dx + dy ∧ dx + = ∂x ∂y ∂g ∂f = − dx ∧ dy. For ω = f1 dx + g1 dy + h1 dz and η = f2 dx ∧ dy + g2 dy ∧ dz + h2 dz ∧ dx. For example. then the composition of F with G. THE MODERN STOKES’ THEOREM • For ω = f dx ∧ dy ∧ dz. y) dy.190 APPENDIX A. For each type of diﬀerential form deﬁned in Section A. (a) f = x2 y (b) f = xy + yz (c) ω = (xy + yz) dx (d) ω = x2 y dy ∧ dx − xz dx ∧ dy 3. at P is given by F ◦ G(P ) = F (G(P )).1. If F is deﬁned at G(P ). ∂x ∂y ∂g ∂g dx + dy ∧ dy ∂x ∂y A. Assume all of the functions involved are twice continuously diﬀerentiable. prove that d2 ω = d(dω) = 0. if ω = f (x. These expressions can be expanded using the properties of the wedge product. The pattern here should be reasonably clear. For each of the following compute df or dω. we would like to remind the reader of the deﬁnition of the composition of two functions. ﬁnd ω ∧ η. .1 Exercises 1.1. y) dx + g(x. 2. A. F ◦ G. dω = df ∧ dx ∧ dy ∧ dz = 0.2 The Modern Stokes’ Theorem Before proceeding any further.

g(x. however. y). g(x)) is a smooth curve in the plane or R(x) = (f (x). g(x). we want to consider an operator R∗ .2. y)) is a smooth surface in space. ∂x ∂y Example A. the following properties can be used for calculations. h(x)) is a smooth curve in space. y). h(x.1. then R∗ (dx) = df dx dx dg dx R∗ (dy) = dx dh dx. Again.A. g(x). g(x). then R∗ (dx) = ∂f ∂f dx + dy ∂x ∂y ∂g ∂g R∗ (dy) = dx + dy ∂x ∂y ∂h ∂h R∗ (dz) = dx + dy.2. . for example. then F ◦ R(x) = F (f (x). the explicit deﬁnition is complicated. h(x)) and ω = F dx + G dy + H dz. If R is a curve or a surface either in the plane or in space. y) = (f (x. Compute R∗ (ω). • R∗ (ω1 + ω2 ) = R∗ (ω1 ) + R∗ (ω2 ) • R∗ (F ω) = (F ◦ R)R∗ (ω) • R∗ (ω ∧ η) = R∗ (ω) ∧ R∗ (η) • If R(x) = (f (x). y. z) is deﬁned at R(x). g(x). if R(x) = (f (x). h(x)) is a curve in space and F = F (x. R∗ (dz) = dx • If R(x. Let R(x) = (f (x). h(x)) . THE MODERN STOKES’ THEOREM 191 So.

192 Solution. In what follows. Example A. g(x).2. and a 3-chain is a compact region whose boundary is a piecewise smooth surface. y)) and ω = F dx ∧ dy. a 1-chain is a piecewise smooth curve. APPENDIX A. y). Compute R∗ (ω). . y). The Integral of an n-Form over an n-Chain We are now in a position to deﬁne the integral of an n-form over an n-chain.2. h(x)). a 2-chain is a piecewise smooth surface. we will assume that all functions are at least continuously diﬀerentiable. 2. h(x. R∗ (ω) = R∗ (F dx ∧ dy) = (F ◦ R)R∗ (dx ∧ dy) = (F ◦ R) (R∗ dx ∧ R∗ dy) ∂f ∂g ∂g ∂f dx + dy ∧ dx + dy = (F ◦ R) ∂x ∂y ∂x ∂y ∂f ∂g ∂f ∂g = (F ◦ R) − dx ∧ dy ∂x ∂y ∂y ∂x Here F ◦ R(x. h(x)). and H ◦ R(x) = H (f (x). h(x)). g(x. In this text. g(x). y) = F (f (x. Solution. y). g(x). G ◦ R(x) = G (f (x). We deﬁne the integral of an n-form over an n-chain for n = 1. THE MODERN STOKES’ THEOREM R∗ (ω) = R∗ (F dx + G dy + H dz) = R∗ (F dx) + R∗ (G dy) + R∗ (H dz) = (F ◦ R)R∗ (dx) + (G ◦ R)R∗ (dy) + (H ◦ R)R∗ (dz) df dg dh = (F ◦ R) dx + (G ◦ R) dx + (H ◦ R) dx dx dx dx df dg dh = (F ◦ R) + (G ◦ R) + (H ◦ R) dx dx dx dx Here F ◦ R(x) = F (f (x). h(x. Let R(x) = (f (x. 3 as follows. g(x. y)). y).

Again. • If C is a smooth path and R is a smooth parametrization of C whose domain is I = [a. then ω= S D R∗ ω. The integral of a diﬀerential form over a piecewise smooth path or a piecewise smooth surface is deﬁned as the sum of the integrals over the smooth paths or smooth surfaces that constitute the piecewise smooth path or piecewise smooth surface. • If D is a compact region in the plane whose boundary is a piecewise smooth curve.A.2. this integral is linear. since the integrals on the right above are linear. Also. then F dx ∧ dy ∧ dz = V V F dV. then ω= C I R∗ ω. THE MODERN STOKES’ THEOREM • If I = [a. b]. then b 193 F dx = I a F dx. if C is a closed path. C • If S is a smooth surface and R is a smooth parametrization of S whose domain is D. • If V is a compact region in space whose boundary is a piecewise smooth surface.1 shows that the integral of the 1-form F1 dx + F2 dy + F3 dz over the 1-chain C is equal to the line integral F1 dx + F2 dy + F3 dz C .2. Example A. It can be shown that this integral is independent of parametrization as long as the parametrizations have the same orientation. then F dx ∧ dy = D D F dA. b]. this is usually written as ω.

If M is such a surface in the plane. h = xy. 0 ≤ x. 2 The Modern Version of Stokes’ Theorem In the modern version of Stokes’ theorem we will assume the following.” . • If M is a compact region in space whose boundary ∂M is a piecewise smooth surface. xy). Similarly.2. we have z dx ∧ dy = S D R∗ (z dx ∧ dy) xy D = = −2 ∂f ∂g ∂f ∂g − ∂x ∂y ∂y ∂x xy dA D 1 1 0 dx ∧ dy = −2 0 1 xy dxdy = − . and D = {(x. y) = (x + y. Using the result of the last example. for the 1-form F1 dx + F2 dy in the plane. then we’ll assume its orientation is given by n = k. The induced orientation on C in this case is referred to as “counterclockwise. THE MODERN STOKES’ THEOREM as deﬁned in Chapter 4. S where the surface S is parametrized by R(x.194 APPENDIX A. then ∂M is given the induced orientation. x − y. Recall this means that the curve is oriented so that when one follows the path on the side of the chosen normal vector in the positive direction the surface is on the left. In the notation we’ve been using. y) : 0 ≤ x. • If M is a piecewise smooth surface whose boundary ∂M is a piecewise smooth curve. g = x − y. We will consider surface integrals a little later on. y ≤ 1}.3. Solution. f = x + y. then the orientation of ∂M is determined by the outward unit normal. F = z. y ≤ 1. Example A. Compute z dx ∧ dy.

However. y. 0 ≤ y ≤ 2π. y) = (sin x cos y. then dω = 0. 0 ≤ x ≤ π. dω = dz ∧ dx ∧ dy = dx ∧ dy ∧ dz. If ω is an n-form deﬁned on an open region containing M .2. and Stokes’ theorem) can be derived as relatively simple corollaries of the modern version of Stokes’ theorem.1 (The Modern Stokes’ Theorem). y. then f = f (Q) − f (P ).4. in the next section we will show how the major classical theorems of vector analysis (Green’s theorem. so 4 dV = π. z) : x2 + y 2 + z 2 ≤ 1 .A. Theorem A. the divergence theorem. M The proof of this theorem is beyond the scope of this text. If M is an (n + 1)-chain without boundary. M = B = (x. ∂M = S = (x. cos x). this depends on the orientation of C. Solution. z) : x2 + y 2 + z 2 = 1 .2.2. Verify the modern Stokes’ theorem for the following. THE MODERN STOKES’ THEOREM 195 We also need to make the following deﬁnition. ω = z dx ∧ dy. sin x sin y. On the one hand. we can parametrize S by dω = dx ∧ dy ∧ dz = R(x. and . 3 B B B On the other hand. then dω = M ∂M ω. Example A. Suppose M is an (n + 1)chain whose boundary is an n-chain. ∂C Obviously. If C is a piecewise smooth path with initial point P and terminal point Q.

x + y. we take D = {(x. Using Example A. x2 + y 2 . 2.2. x − y. THE MODERN STOKES’ THEOREM So. y) = xy. xy).1 Exercises S 1. where M is the surface parametrized by R(x. 1). ω= S D R∗ (ω) = D cos2 x sin x dx ∧ dy 2π π 0 = 0 4 cos2 x sin x dx dy = π. 0 ≤ y ≤ 2π}. y) : 0 ≤ x ≤ π. We leave it to the reader to show that ∂R ∂R × ∂x ∂y points outward on S. 0 ≤ x ≤ 1. y) = (x + y. Verify the modern Stokes’ theorem for ω = x dz. and S is parametrized by R(x. Verify the modern Stokes’ theorem for ω = x dx + xy dy. Therefore. 3.2.196 APPENDIX A. . 0 ≤ y ≤ x. 3 A.2. 0) and (1. a straightforward calculation shows that R∗ (ω) = z cos x sin x dx ∧ dy = cos2 x sin x dx ∧ dy. 0 ≤ x. where M is the region inside the square with opposite vertices (0. where ω = xy dy ∧ dz + x dz ∧ dx + 3zx dx ∧ dy. y ≤ 1. Compute ω.

) 6. and F is a continuously diﬀerentiable scalar ﬁeld deﬁned on an open region containing C. then gradF · dR = 0. See Exercise 3 in Section A. (Hint.2. REVISITED 4. In Example A. C . y. Theorem A. then ω = 0. z) : x2 + y 2 + z 2 ≤ 1 . A. show that ∂R ∂R × ∂x ∂y points outward on S. ∂M Assume things are as diﬀerentiable as you like. then gradF · dR = F (Q) − F (P ). either in the plane or in space.1. STOKES-TYPE THEOREMS. C If C is a piecewise smooth closed path.3. Revisited We begin with the fundamental theorem for line integrals. A diﬀerential form ω is exact if there exists a diﬀerential form η such that ω = dη. If C is a non-closed piecewise smooth path with initial point P and terminal point Q. and 197 5.A. ω = z 3 dx ∧ dy.2. Verify the Modern Stokes’ theorem for the following: M = (x.1.3 Stokes-Type Theorems. Show that if ω is an exact n-form and M is an (n + 1)chain as described in Section A.4.3. and F is a continuously diﬀerentiable scalar ﬁeld deﬁned on an open region containing C.1.

that C is smooth. we use the modern version of Stokes’ theorem to prove Green’s theorem. In this case n = 1. h(x)). Suppose D is a compact region in the plane whose boundary is a piecewise smooth closed curve C oriented counterclockwise.1. the proof for a plane curve is similar.3. Again for simplicity we will assume that C is a smooth curve. M = D. for simplicity.1. We will just prove the ﬁrst part of the theorem. We will also assume. In this case n = 0. At the end of Section A. Then P dx + Q dy = C D ∂Q ∂P − ∂x ∂y dA. g(x).b] F = F (Q) − F (P ). a ≤ x ≤ b. assume P and Q are continuously diﬀerentiable on an open region containing D. Recall that our new deﬁnition of P dx + Q dy is equivalent to our old . We take ω = P dx + Q dy. Proof. We will assume C is a space curve. we calculated that dω = ∂Q ∂P − ∂x ∂y C dx ∧ dy. and ∂M = C.2 (Green’s Theorem). the second part is similar. Next. Using the modern version of Stokes’ theorem. Theorem A. Let R(x) = (f (x).198 APPENDIX A. THE MODERN STOKES’ THEOREM Proof. so we will take ω = F and M = C. Also. we have b gradF · dR = C a ∂F dg ∂F dh ∂F df + + ∂x dx ∂y dx ∂z dx R∗ (dF ) = dF = C ∂C dx = [a.

n2 . y) = (f (x. be a smooth parametrization of S such that the orientation is as described in the theorem. In the sequel. Let R(x. (x.3.A. then F (n1 dy ∧ dz + n2 dz ∧ dx + n3 dx ∧ dy) = S S F dS. n1 . y) ∈ D. y). n3 ) and F is continuous on an open region containing S. ∂x ∂y = D = D Before considering the divergence theorem and Stokes’ theorem. we will always assume that a unit normal vector to a smooth surface can be extended to a continuously diﬀerentiable function on an open region of space containing the surface. REVISITED deﬁnition. as previously deﬁned in Section 4. Here S F dS is the surface integral of F over S. We need to calculate R∗ (F (n1 dy ∧ dz + n2 dz ∧ dx + n3 dx ∧ dy)) = F (n1 R∗ (dy ∧ dz) + n2 R∗ (dz ∧ dx) + n3 R∗ (dx ∧ dy)) . . STOKES-TYPE THEOREMS. g(x.3. Theorem A.4.3. y). h(x. we need a few more preliminaries. using the modern version of Stokes’ theorem we have P dx + Q dy = C D 199 d(P dx + Q dy) ∂Q ∂P − dx ∧ dy ∂x ∂y ∂Q ∂P − dA. If S is a smooth surface oriented by the unit normal vector n = (n1 . for technical reasons. n2 . Proof. and n3 are all evaluated at R(x. y). So. where F . y)) .

S In light of Theorem A. . although. dS is a 2-form in space deﬁned on an open region containing S. dx ∧ dy dx ∧ dy.2. we calculated R∗ (dx ∧ dy) = Similarly.200 APPENDIX A. R∗ (dz ∧ dx) = R∗ (dy ∧ dz) = It follows that ∂R ∂R × ∂x ∂y ∂R ∂R × ∂x ∂y ∂R ∂R × .2. R∗ (F (n1 dy ∧ dz + n2 dz ∧ dx + n3 dx ∧ dy)) = F Therefore.3. as previously deﬁned. ∂x ∂y = D F ∂R ∂R × dx ∧ dy = ∂x ∂y F D ∂R ∂R × dA = ∂x ∂y F dS. the integral of the diﬀerential form F dS over S is equal to the surface integral S F dS.3. THE MODERN STOKES’ THEOREM We know from Section 4. F (n1 dy ∧ dz + n2 dz ∧ dx + n3 dx ∧ dy) S ∂R ∂R × dx ∧ dy.4 that ∂g ∂h ∂h ∂g n1 = − ∂x ∂y ∂x ∂y ∂h ∂f ∂f ∂h n2 = − ∂x ∂y ∂x ∂y ∂f ∂g ∂g ∂f − n3 = ∂x ∂y ∂x ∂y In Example A. it is not necessarily the diﬀerential of a 1-form. we write dS = n1 dy ∧ dz + n2 dz ∧ dx + n3 dx ∧ dy. To prove the divergence theorem and Stokes’ theorem we use the following lemma. ∂x ∂y ∂f ∂g ∂g ∂f − ∂x ∂y ∂x ∂y ∂h ∂f ∂f ∂h − ∂x ∂y ∂x ∂y ∂g ∂h ∂h ∂g − ∂x ∂y ∂x ∂y dx ∧ dy. Thus.

n3 ). Let D be the domain of R and write R(x. The others are proved similarly. Then div F dV = D S F · n dS.2. g(x. We show the ﬁrst equality. n2 . M = D. using Example A. Then. y)). y) = (f (x. Let D be a compact region in space whose boundary is a piecewise smooth closed surface S with outward unit normal n = (n1 . n3 dS = S D = D ∂R ∂R ∂f ∂g ∂g ∂f − × ∂x ∂y ∂x ∂y ∂x ∂y ∂f ∂g ∂f ∂g − dA. We take ω = F1 dy ∧ dz + F2 dz ∧ dx + F3 dx ∧ dy. y).4 (The Divergence Theorem). Again. and ∂M = S.1. (x. for simplicity we will assume that S is a smooth surface.3. we can use the modern version of Stokes’ theorem to give a proof of the divergence theorem and Stokes’ theorem. If S is a smooth surface.A. then n3 dS = S S 201 dx ∧ dy dz ∧ dx S n2 dS = S n1 dS = S S dy ∧ dz. Proof. Theorem A.3.3. y) ∈ D. Proof. = D On the other hand. In this case n = 2. STOKES-TYPE THEOREMS. REVISITED Lemma A. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing D. . we have dx ∧ dy = S D R∗ (dx ∧ dy) ∂f ∂g ∂f ∂g − ∂x ∂y ∂y ∂x dA. y). ∂x ∂y ∂y ∂x ∂R ∂R × dA ∂x ∂y Now.2. h(x.

Let S be a compact piecewise smooth surface whose boundary is a piecewise smooth closed curve C with the induced orientation. Therefore. THE MODERN STOKES’ THEOREM By Lemma A. by the modern version of Stokes’ theorem. M = S. Proof. On the other hand. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing S.3. Finally. Again. we have the following. we have div F dV = D D div F dx ∧ dy ∧ dz dω = D S = ω= S F · n dS.202 APPENDIX A. Then F · dR = C S curlF · n dS. We take ω = F1 dx + F2 dy + F3 dz. it is easy to show that dω = div F dx ∧ dy ∧ dz. and ∂M = C. .3. for simplicity we will assume that S is a smooth surface and C is a smooth curve. A straightforward calculation shows that dω = ∂F3 ∂F2 − ∂y ∂z dy∧dz+ ∂F1 ∂F3 − ∂z ∂x dz∧dx+ ∂F2 ∂F1 − ∂x ∂y dx∧dy.1. In this case n = 1. we have F · n dS = S S (F1 n1 + F2 n2 + F3 n3 ) dS F1 dy ∧ dz + F2 dz ∧ dx + F3 dx ∧ dy S = = S ω. Theorem A.5 (Stokes’ Theorem).

A.1 Exercises 1. then dω = div F dx ∧ dy ∧ dz. then dω = + ∂F3 ∂F2 − ∂y ∂z ∂F2 ∂F1 − ∂x ∂y dy ∧ dz + dx ∧ dy.A. ∂F1 ∂F3 − ∂z ∂x dz ∧ dx 3. Therefore. 2. Complete the proof of Lemma A. REVISITED Again using Lemma A. by the modern version of Stokes’ theorem we have F · dR = C C F1 dx + F2 dy + F3 dz ω= C S = dω = S curlF · n dS.3. we see that dω = S S 203 curlF · n dS.1.3.3. .1. Show that if ω = F1 dx + F2 dy + F3 dz.3. STOKES-TYPE THEOREMS. Show that if ω = F1 dy ∧ dz + F2 dz ∧ dx + F3 dx ∧ dy.

dz ∧ dt = −dt ∧ dz. a sin x sin y sin z. Use the modern version of Stokes’ theorem to show that the volume of the ball of radius a in 4-space is π 2 a4 /2. dt ∧ dt = 0.) What we call the volume of a sphere in 4-space other authors call the area or surface area. a cos y sin z. and 0 ≤ z ≤ π. z. and calculate ω ∧ η ∧ θ. in standard form. • Extend the deﬁnition of the diﬀerential of a diﬀerential form to 4-space. • Write out. Apply the modern version of Stokes’ theorem with ω = −t dx ∧ dy ∧ dz.1 Let x. a cos z). where 0 ≤ x ≤ 2π. y. 1 dy ∧ dt = −dt ∧ dy. y. • Extend the properties of the operator R∗ to 4-space. 0 ≤ y ≤ π. (Hint: The sphere of radius a. THE MODERN STOKES’ THEOREM A. z) = (a cos x sin y sin z. extend the deﬁnition of the integral of an n-form over an n-chain to 4-space. all of the nontrivial diﬀerential forms in 4-space.4 Project In this project you will be asked to extend part of the treatment given in this appendix to four dimensional euclidean space. hereafter know as 4-space. • Without explicitly deﬁning chains in 4-space. the modern version of Stokes’ theorem is valid in higher dimensions.204 APPENDIX A. • As mentioned before. centered at the origin. Let ω = f1 dx + g1 dy + h1 dz η = f2 dx + g2 dy + h2 dz θ = f3 dx + g3 dy + h3 dz. and . • To the properties of the wedge product add the following: dx ∧ dt = −dt ∧ dx. and t be the coordinates in 4-space. can be parametrized by R(x. You will then be asked to use these results to calculate the volume of a ball and the volume of a sphere in 4-space.

then we deﬁne the divergence of F by div F = ∂F1 ∂F2 ∂F3 ∂F4 + + + . of radius a is 2π 2 a3 .A. ∂x ∂y ∂z ∂t The divergence theorem applies to “nice” regions in 4-space: div F dV = M ∂M F · n dV. (Hint: Choose F appropriately. F2 . or hypersphere. where dV is the volume element of the region being integrated over. PROJECT 205 • If F = (F1 . F4 ) is a vector ﬁeld in 4-space. F3 .4.) . Use the divergence theorem and the previous result to show that the volume of the sphere in 4-space.

THE MODERN STOKES’ THEOREM .206 APPENDIX A.

Note that der deθ = eθ and = −er .Appendix B Planar Motion in Polar Coordinates: Kepler’s Laws In this appendix we consider motion in a plane using polar coordinates with an eye to deriving Kepler’s laws from Newton’s (second) law of motion and Newton’s law of universal gravitation.1 Planar Motion in Polar Coordinates Velocity and Acceleration Recall that the transformations for polar coordinates are: x = r cos θ. where we will assume r ≥ 0. For simplicity. dθ dθ 207 . y = r sin θ. Notice that these are not constant vectors. B. The most appropriate orthogonal unit vectors to consider here are: er = cos θi + sin θj eθ = − sin θi + cos θj. we will assume that all functions appearing in this appendix are twice continuously diﬀerentiable. It often is helpful to remember the identity r 2 = x2 + y 2 .

we obtain rFθ = d dt mr2 dθ dt or Fθ = 2 1d r dt mr2 dθ dt . PLANAR MOTION IN POLAR COORDINATES In polar coordinates the motion of an object in the plane can be written R(t) = r(t) cos θ(t)i + r(t) sin θ(t)j = r(t)er (t). Derive the expression for the acceleration in polar coordinates from the velocity. dt dt dt Multiplying the last equation by r. B. by Newton’s (second) law of motion. .208 APPENDIX B. dt dt A straightforward calculation (which we leave to the reader) gives the acceleration: v= a= dv d2 r = −r dt dt2 dθ dt 2 er + r dr dθ d2 θ +2 eθ . which we can take to be the xy-plane. we have dθ d2 r Fr = m 2 − mr dt dt 2 dθ dr dθ Fθ = mr 2 + 2m .1 Exercise 1. 2 dt dt dt Motion in a Plane Suppose F is the force acting on an object whose motion lies in a plane. F = Fr er + Fθ eθ = ma. The velocity can then be written dr der dR = er + r dt dt dt der dθ dr = er + r dt dθ dt dr dθ = er + r eθ . where m is the (constant) mass of the object. Using the previous expression for the acceleration.1. Then.

the force on a orbiting body can be modeled by a central.e. (Our Sun is more that a 1000 times more massive than Jupiter. In this case. i. . 3. M is the mass of the central body. 2. Kepler’s laws of planetary motion can be stated as follows: 1.) • The gravitational force on any orbiting body due to all other objects in the universe is much less than the gravitational force due to the central body.2. A line from the Sun to a planet sweeps out equal areas in equal time intervals. • The central body is much more massive than any orbiting body. F= −GM m |R|3 R= −GM m r2 er . where G is the universal gravitation constant.2 Kepler’s Laws Kepler’s laws of planetary motion were formulated by Johannes Kepler c. which is by far the most massive planet. Newton later “proved” Kepler’s laws using his (second) law of motion and law of universal gravitation. since it depends only on the force ﬁeld being a central force ﬁeld.1605 based on voluminous data obtained by Tycho Brahe. Kepler’s laws are valid for any “planetary system” that satisﬁes the following assumptions. inverse-square force ﬁeld with the central body at the origin.B. If T is the period of the orbit and a is the length of the semi-major axis. then for every planet in the Solar System T 2 /a3 has the same value. and m is the mass of the orbiting body. The orbit of each planet is an ellipse with the Sun at one of the foci.. KEPLER’S LAWS 209 B. Kepler’s Second Law We will demonstrate the second law ﬁrst.

2 where r is evaluated at some point in [t0 . t] for some ﬁxed t0 . we have d2 r −r dt2 dθ dt r2 1 2 = −GM r2 dθ = K. 1 ∆θ ∆A = r2 . Let ∆A = A(t0 + ∆t) − A(t0 ) = A(t0 + ∆t). dt 2 dt where r is evaluated at t0 . and equating components. the expression for the acceleration in polar coordinates. we will proceed in steps. Then. ∆t 2 ∆t Letting ∆t −→ 0+ . (This follows from the continuity of r. That is. dt This approach is adapted from a series of Exercises in [7]. Kepler’s First Law Since the demonstration of Kepler’s ﬁrst law is somewhat involved. 1 ∆A = r2 ∆θ. . Using Newton’s law F = ma.1 Step 1. then d dθ mr2 = 0. t0 +∆t] and ∆θ = θ(t0 +∆t)−θ(t0 ). This demonstrates Kepler’s second law. Therefore. PLANAR MOTION IN POLAR COORDINATES Let A(t) denote the area swept out by the position vector R = R(t) during the time interval [t0 . dt dt from which it follows that dA/dt is constant.210 APPENDIX B. we obtain 1 dθ dA = r2 .) If Fθ = 0. by the intermediate value theorem. for a central force ﬁeld the rate at which the position vector R sweeps out area is a constant.

dt 2 dt dt dt2 the integral of dr d2 r . Letting p = 1/r or r = 1/p. KEPLER’S LAWS where K is a constant. we obtain 2 2GM K2 dr + C. is 1 2 dr dt 2 . we easily obtain 1 p4 dp dt 2 + K 2 p2 = 2GM p + C. Assuming dθ/dt is never 0. dt2 dt r dt r2 dt Since. 211 Step 2. using the equation for dθ/dt in Step 1. Integrating the other two terms with respect to t and multiplying by 2. Step 4. 2 d 1 dr dr d2 r = . + 2 = dt r r where C is a constant. Step 3. the planet doesn’t stop or “backup.2. Then. that is. dt dt2 with respect to t.B. we have dp dθ or K 2 2 = dp dt 2 dt dθ dp dθ 2 = 2 dp dt 2 r4 = K2 2 dp dt 2 1 K 2 p4 1 = 4 p dp dt . we obtain d2 r dr K 2 dr −GM dr − 3 = .” we can (at least in theory) solve θ = θ(t) for t and write t = t(θ) and p = p(t(θ)). Substituting for dθ/dt in the ﬁrst equation and multiplying by dr/dt. .

then the orbit is an ellipse. [22]. then the orbit is a parabola. it must be an ellipse. This is known to be the equation of a conic section where the origin is one of the foci.) Since the orbit of a planet is obviously not a parabola or a hyperbola. In elementary diﬀerential equations one learns (or. by choosing our axes appropriately. should learn) that the (general) solution to this diﬀerential equation can be written GM p = A cos(θ − δ) + 2 . If e > 1. If e = 0. PLANAR MOTION IN POLAR COORDINATES Then. we can take δ = 0. we have p = A cos θ + GM . Therefore. then the orbit is a hyperbola. Step 5. then the orbit is a circle. we obtain K2 dp dθ 2 + p2 = 2GM p + C.212 APPENDIX B. If 0 < e < 1. This last equation can be written r= K 2 /(GM ) . using the result from Step 3. if necessary. . 1 − e cos θ where e is a nonnegative constant. By rotating the axes. K2 Step 7. This demonstrates Kepler’s ﬁrst law. dθ2 K2 Step 6. If e = 1. (See. K where A is a nonnegative constant and δ is a constant. which we consider to be a special type of ellipse for which the foci coincide. Diﬀerentiating the last equation with respect to θ results in 2 or dp d2 p 2GM dp dp + 2p = dθ dθ2 dθ K 2 dθ GM d2 p +p= . The number e is called the eccentricity of the conic section. for example. at least.

2. Using the results of Step 1 and Step 2. b= √ . Recall that the area swept out by the position vector R satisﬁes dA 1 = K. a= and h = ae. 2 Step 3. 2 Since the area of the ellipse swept out by the position vector R during one period is πab (see Example 5. The polar coordinate equation K 2 /(GM ) r= 1 − e cos θ can be written. Again. as (x − h)2 y 2 + 2 = 1. T2 = This demonstrates Kepler’s third law. dt 2 If we start to measure the area from time t = 0. Step 2. . then we have 1 A = Kt. it follows that 4π 2 3 a.B. 1 − e2 1 − e2 We leave it to the reader to verify this. Suppose that 0 ≤ e < 1. in cartesian coordinates. a2 b where K 2 /(GM ) K 2 /(GM ) . We will use the same notation we used in our derivation of the ﬁrst and second laws.1. Step 1. it follows that 1 πab = KT. GM Again.2). we leave the veriﬁcation of this to the reader. KEPLER’S LAWS 213 Kepler’s Third Law We now proceed to Kepler’s third law. we will proceed in steps.

The average distance between the Sun and the Earth is deﬁned to be 1 astronomical unit (AU). that p = A cos(θ − δ) + GM . for example. Verify. 000 mi ≈ 150.2 Since (fortunately for us) the Earth’s orbit is very nearly circular. Kepler’s third law can be written T 2 = a3 . choose units that make the numbers reasonable.2. Verify Step 3 in the derivation of Kepler’s third law. Find the period of the orbit. What is the slope of this line? (Hint. 6.2. (Alternatively. 000 km .214 APPENDIX B. PLANAR MOTION IN POLAR COORDINATES Remark B. 000. Verify Step 3 in the derivation of Kepler’s ﬁrst law.1. 2 1 AU ≈ 93. Verify Step 1 in the derivation of Kepler’s third law.) 3. the length of the semi-major axis of the Earth’s orbit is very close to 1 AU. 000. 4. is a solution of d2 p GM +p= . K2 where A is a nonnegative constant and δ is a constant. B. Look up the orbital properties of the largest ﬁve moons of Uranus on Wikipedia or obtain them from some other source. if we measure distance in AU and time in years. 2. you can plot log T versus log a on regular graph paper. Use a for the horizontal axis and T for the vertical axis. Verify the equation in Step 7 in the derivation of Kepler’s ﬁrst law.1 Exercises 1. Therefore.2 AU.) The points should all lie on a straight line. in our Solar System. If you do this by hand. by direct substitution. 2 dθ K2 5. T in tens of thousands of kilometers and a in days. For the orbit of the planet Uranus the length of the semi-major axis is around 19. Plot the period T versus the semi-major axis a on log-log graph paper by hand or use computer software to obtain a log-log plot. 7.

14. 2 √ (b) 2 131 5. 0. √ 1.1. √ (4i − 5j) 41 1 9. 7i 3. 2. −1 6 2 7.1 1.Appendix C Solutions to Selected Exercises 1. (a) 4i − 7j − 3k √ (b) 14 4. 1 2. −2. (a) 2j + 3k √ (b) 13 1 6. (a) 18. − √ (6i + 3j) 5 215 . √ (−4i + 5j) 41 2 8.

14 3. √ 10 11.2. SOLUTIONS TO SELECTED EXERCISES 4 10.1 1. 6 2. −3 4. cos−1 9 12.216 APPENDIX C. − √ 3 26 1 10. 5 27 14. 8. cos−1 6 √ 574 14 15 3 6. cos−1 5. cos−1 − √ 2 21 7. − √ 41 √ 22 2 13. 1 √ 5 2 5 √ 3 6 4 9. √ (i − j + 2k) 6 1. √ 17 5/6 .

P QR ≈ 74.21◦ 1.25◦ . −14/3. 538 √ 5. 8i − 56j − 73k 1 8. 65 52 . 2/3 + 14/3. 13.3. 5 70 9. P RQ ≈ 59. 5 3 √ 6. 9 10/2 √ 13.217 15. −15. 1200 3 ft-lb ≈ 2078. −12 2. 4i − 3j + 2k √ 4. QP R ≈ 46. ± √ 6.5 ft-lb 19. 41 41 28 28 14 1 8 14 i+ j− k + − i+ j+ k 9 9 9 9 9 9 17. 2909/2 √ 12. 41 41 + 3. −1/3. 641/2 √ 14. −5i − 5j + 5k 3. −2/3. 29 7.1 1. − 24 30 . 0. 790/2 √ 11. 16. 7/3 √ 18. (i × i) × j = i × (i × j) √ 10. 3. 21/2 .54◦ .

y = 1 + t. 4. 4 17. cos−1 43 15 6 11 9. x = −2 + 8t. 10. 9x − 5y − z = 10 11. y = −1 + 3t. 21x − 6y + 7z = −38 .1 1. 0. 26x − 27y − 20z = 123 12. (−1. 0) 7. SOLUTIONS TO SELECTED EXERCISES 15. y = 2 + 2t. z = 1 − 5t (x − 1)/2 = y − 1 = (1 − z)/5 3. −2. 0) 8. 1). z = 2t 2−x y+1 z = = 3 3 2 5. (3. z = 5 − 8t 4. 9 (−1. −5. 2 1.218 APPENDIX C. 1/6 18. 9 16. (−2.4. x = 1 + 2t. They do not intersect. 6. y = 1 + t. x = 2 − 3t. z = 3 − 4t x + 1 = (y − 2)/2 = (3 − z)/4 2. x = −1 + t. 1).

√ 6 10 20. 3x + 2y − z = 4 2.219 13. 5) 4 6 j + 12t3 k i+ √ t−5 t−5 4 3 F (t) = − i− j + 36t2 k 2 (t − 5) (t − 5)3/2 F (t) = 3. 120i − 260 j 3 .1 1. x − 2y − 2z = 1 15. [−1. ∞) 3 6 i+ √ j + 12t5 k 2+t t+1 3 3 F (t) = − i− j + 60t4 k 2 (2 + t) (t + 1)3/2 F (t) = 4. 5 √ 3 3 10 19.1. cos(2t)i + πeπt j + 15t4 k 2. x − 2y + z = 0 22. √ 107 21. 4x − 7y − 24z = −37 14. [3. 2x + 5y − 9z = 22 18. −3x + 2y + 9z = 11 17. x + 11y + 3z = 20 16.

(a) (b) 2t2 1 (2ti + 2t2 j + k) +1 1 (2i + 2j + k) 3 1 4. −32i + j + 8k 33 3. x = −9 − t. y = − x + π 2 . x = 1 + t.220 5. APPENDIX C. y = −2 + 2t. x = 8 + 4t. z = −3 + 2t 9. − i + j a a 1−x y+1 = =2−z 2 3 √ y−3 3 π 1−x =z− 7. √ [(3 cos t − 3t sin t)i + (3 sin t + 3t cos t)j + 4k] 2 + 25 9t x y 5. SOLUTIONS TO SELECTED EXERCISES 3325 i − 38j + 65k 3 6.2. z = 1 − t 10. (a) v(t) = −2 sin ti − j + 2 cos tk √ (b) 2π 5 2 π 12. y = 1 − 12t. √ = 3 3 3 6. R(1) = i + j v(1) = 2i − 2j 2. z = 2 − 3t 11. 8. (−t3 − 7t + 5) i + (−t4 − 3t + 7) j + (3t2 + 2t + 4) k 2. y = 6 + 32t.1 1.

z= 2s 3 π + t. 1/a (−1/a)(xi + yj) k 0 4. 3 5π 2 /2 √ 21. x = 19. 6a 18. ln 2 + 1 2. 1 0 .1 1. y = −1. 2s cos 3 1 ln 2 2s 3 .3. y= 2s sin 3 1 ln 2 2s 3 . 9t/ (9t2 + 25) 2 1/2 1/2 81t2 9t + 36 − 2 9t + 25 2. z = −2t 2 1 √ (t sin ti + t cos tj + 2tk) |t| 5 √ 20. (a) π 5 (b) x = 14. π 4π 2 + 1 + ln 2π + 4π 2 + 1 2 17. 2 (1 + 4x2 )3/2 3.221 √ 13. 68 15. 14/3 √ √ 1 16.

(a) {(x. y) : x2 + y 2 > 1} . y. z) : x2 + y 2 + z 2 = 1} (c) {(x. z) : x2 + y 2 + z 2 > 1} (d) closed 3. z) : x2 + y 2 + z 2 < 1} (b) {(x. (a) {(x. y. (a) {(x. 1 5|t| √ 2 cos tj + √ 2 cos tk. y. z) : x2 + y 2 ≤ 1.1. y. y) : x2 + y 2 < 1} (b) {(x. y. y. z) : x2 + y 2 > 1. R(t) = (3 + 2 sin t)i + 3. y. z = 0} ∪ {(x. z) : x2 + y 2 + z 2 > 1} (d) open 2. 0 ≤ t ≤ 2π 6. y. (a) the empty set (b) {(x.222 APPENDIX C. y) : x2 + y 2 = 1} (c) {(x. y. z) : x2 + y 2 + z 2 = 1} (d) closed 4. z) : z = 0} (d) neither 5. SOLUTIONS TO SELECTED EXERCISES −(3/5) sin si + cos sj − (4/5) sin sk −(3/5) cos si − sin sj − (4/5) cos sk −(4/5)i + (3/5)k 5. z = 0} (c) {(x. z) : x2 + y 2 + z 2 < 1} (b) {(x. y.1 1. z) : x2 + y 2 + z 2 = 1} (c) {(x. (a) the empty set (b) {(x. y. z) : x2 + y 2 + z 2 = 1} (c) {(x.

223 (d) open 6. −69/5 10. √ 5 12. −9 24 11. √ 13 −1. 4 cos(−1) 8. −4/3 √ 17. −1 8 15. i − 2j √ 6 5 54 13. √ 11 16. −4 cos(−1). (a) the empty set (b) all of space (c) the empty set (d) neither 7. 3 5 2i + k . 4 sin(−1). −3 √ 6 10 14. (a) −1 (b) 2 (c) 0. 3 √ 3−2 577 9.

−2. (2. 4x + 8y − 2z = 42 25. z = − t 3 4 3 4 4 27. If k = 0. (a) z − x + y (b) zi + xj − yk .1 1. z = 4x = −3y 4. x2 + y 2 = 25 2. x0 arbitrary 29. z = 1 + 6t √ √ 26. 2x0 + 3. 3x − 2y + z = 18 24. ex−1 = y/2 = z/3 5. ±k). (a) 6 3(x − y) + 24z = π 3 + 6 √ √ π π 1 3 3 (b) x = − t. then the level set is the empty set. 1) 3. 2.224 APPENDIX C. If k > 0. 9) . then the level set is the origin. SOLUTIONS TO SELECTED EXERCISES 18. 19. ±k. 4x − 2y − z = 1 21. x > 0 3. y = + t. y = −12/x. 1) and (−2. (x0 . If k < 0. 2x + 4y − z = 5 28. 2x − 6y + z = 7 20. (a) 2x + 4y + 6z = 12 (b) x = 1 + 2t.2. −16x + 4y − 7z = 14 22. y = 1 + 4t. then the level set is the surface of the cube with vertices (±k. 9x + 8y − 9z = 34 23.

1. −1/2 +C ∼ 6230 gal. (a) e−xy [−y sin yzi + (−x sin yz + z cos yz)j + y cos yzk] (b) e−xy [(x2 − z 2 ) sin yz − 2xz cos yz] 13. −π 3. 2π √ 4. − (x2 + y 2 + z 2 ) 14. (a) 2x + y (b) zi 7.1 1. 4. ∼ 393 kg/s. 2π 2 2 5.225 6. (a) 4y (b) zi − xk (c) 2j 12. (a) exyz (yz + xz + xy) (b) exyz [(xz − xy)i + (xy − yz)j + (yz − xz)k] 11./min. (a) 2xz + 2yx + 2 (b) i + x2 j + y 2 k 8. π 2. (a) 0 (b) −1/3 . (a) −y sin(xy) + x cos(xy) (b) (y cos(xy) + x sin(xy)) k 10. (a) 2y (b) (3y 2 − 1) i 9.

(a) Yes (b) No 1 4. 3a2 4. (a) APPENDIX C. 0 9. 0 13.1 1. xy + z 2 + C 2 5. x2 y + yz + C . SOLUTIONS TO SELECTED EXERCISES 1 2π (e − 1) 2 1 (b) (e2π − 1) 2 12.2. conservative. 32π 6 11. conservative. (a) No (b) No 2. (a) No (b) Yes 3. not conservative 6.226 6. 41/6 14. 26 15. −1/2 10. 0 7. −1 8.

(a) both equal (b) 2π (c) No. (a) . exact. l. not conservative 12. H. where G. 1 1 2 x + x sin y − y 2 + sin 1 + 2 2 1 2 x + xy + y 2 = C 2 13. 1 2 x + xy + y 2 + C 2 11. conservative. (a) xz 2 + y 2 + C (b) 1 (c) 1 9. h. L are any antiderivatives of g. 14. Corollary 4. G(x) + H(y) + L(z) + C.1 implies that F is not conservative. conservative. 1 2 1 x + x sin y − y 2 = sin 1 + 2 2 1 3 x + xy + ey + C 3 (b) 8π 3 /3 (c) 8π 3 /3 17. not exact 15. y 2 − x2 (x2 + y 2 )2 16. 3/e 10. Note that the domain of F is not simply connected.227 7. resp. 8. −10 18.2.

cos−1 1/ 5 √ √ √ 2. SOLUTIONS TO SELECTED EXERCISES 4. x2 + y 2 + z 2 = 6z or x2 + y 2 + (z − 3)2 = 9 sphere radius 3 centered at (0. 4.228 APPENDIX C. 3) 6. r = 4 sin θ ρ sin φ = 4 sin θ circular cylinder of radius 2 with axis x = 0. 3π/4. −3 3. (1 − cos 1) 4 π 13. π/2. 2) √ √ 2 5. (1 − e−1 ) 4 π 14. ln 2 2 15. 48 8. 6 3 √ 6. 6 3 3. (0. x2 + y 2 = 4 circular cylinder of radius 2 with axis the z-axis 5. 3 3. 8 10. 1 9 (e − 1) 6 1 (1 − e−81 ) 4 π 12. 225/8 . 11. 0. 32/3 9.3.1 1. y = 2 4. 9 7.

1024π/9 20. 34 2. 3/4 26. −15/4 22. 24 27. 36π 31.4. 25π/2 29. 1/24 18. 1 25.1 1. 2πrh √ 3. 125π/8 33. 18π 21. 1/8 23. δπhR4 /2 = M R2 /2. −117 19. πr r2 + h2 . 16/3 17. 2π − 8/3 30. 6 28.229 16. 32/105 24. (M = mass) 4. 81π/2 32.

6. 1/6 10. 8 13. 5. 3πa2 18. APPENDIX C. 24 11. 36π 15. 7. SOLUTIONS TO SELECTED EXERCISES 4 5/2 3 − 25/2 + 1 15 π 3/2 (1 + 4a2 R2 ) − 1 2 6a π 3/2 (1 + 4a2 R2 ) − 1 6a2 2π 3/2 (1 + a2 R2 ) − 1 3a2 8. (a) s2 −e−x0 +s/2 + e−x0 −s/2 − e−y0 +s/2 + e−y0 −s/2 − e−z0 +s/2 + e−z0 −s/2 (b) −e−x0 − e−y0 − e−z0 (c) −e−x0 − e−y0 − e−z0 . 12π 17. 0 16.230 4. 4π 2 aA 9. 32π/3 14. 0 12. 4π 19.

3πa2 /8 5. 8 7. 32π/3 8.1 1. 3 2. 60π 3. 28π 3. −1 5. 0 6. 108π 4. 0 6.1. 3πa2 12. 36π 9.2. 12π 11. 0 10. −16 . 6π 2. F is not continuous (tends to inﬁnity) at the origin. 13. −1/2 7. 3π/2 8.1 1.231 5. 24 5. 0 4.

SOLUTIONS TO SELECTED EXERCISES 5.3. 3a2 5. −1 3. 0 7.232 APPENDIX C. 2 (rer + zez ) 2. 1/6 6. eρ ρ (a) 1/ρ2 .4.1 1. (a) 1/6 (b) 1/6 5. reθ + zez r2 + z 2 r2 − z 2 (r2 + z 2 )2 2rz (b) (rer + reθ + zez ) (r2 + z 2 )2 (a) 5.1 1. rer + zez r2 + z 2 1 r2 + z 2 (b) 0 (a) 4. −2 4. 2ρeρ 3. −3π/4 2.

2. V0 ln (r/R2 ) .1 1. 2. c1 ln | csc x + cot x| + c2 5. ln (R1 /R2 ) −V0 er r ln (R1 /R2 ) ·F=0 A. (f1 g2 + g1 h2 + h1 f2 ) dx ∧ dy ∧ dz 2. 4θ2 + 2 9.233 (b) 0 6. n(n + 1)ρn−2 10. 2π/3 .1. −25/12 2.1 1. 1/2 3. −1/3 4. (a) (b) (c) (d) 2xy dx + x2 dy y dx + (x + z) dy + y dz −(x + z) dx ∧ dy + y dz ∧ dx (2xy + x) dx ∧ dy ∧ dz A.5. 2π 7.1 1. 6φ + cot φ 11. n2 rn−2 8. n = −2 3. No.

around 84 years 2.2.1 1. SOLUTIONS TO SELECTED EXERCISES B.234 APPENDIX C. very close to 3/2 .

235 .K. October 2004. Maxwell’s Equations. and Justin Price. 1975. New York. New York. 1970. A Guide to MATLAB: for Beginners and Experienced Users. [3] Robert P. Krane. 17(10):14–15. [7] Harley Flanders. [10] Brian R. Advanced Calculus. U.Bibliography [1] Tom M. volume 2. Calculus. third edition. Ronald L. Massachusetts. [8] Daniel Fleisch. 2009. 1978. Reading. NJ. Physics. and Jonathan M. [5] Harold M. 1994. Illinois. Edwards. Hunt. Academic Press. Crease. Long Grove. Robert Resnick. Creighton Buck. Birkh¨user Boston. Hoboken.. Davis and Arthur David Snider. a [6] Harley Flanders. second edition. Cambridge. New York. 2009. [4] Harry F. Hoboken. Cambridge. [11] Paul G. Apostol. Hawkes Publishing. A Student’s Guide to Maxwell’s Equations. [9] David Halliday. Introduction to Vector Analysis. Physics World.. Diﬀerential Forms with Applications to the Physical Sciences. Lipsman. ﬁfth edition. Mathematical Analysis. 2001. Wiley. Cambridge University Press. second edition. Cambridge University Press. Rosenberg. 2006. seventh edition. Huray. and Kenneth S. Wiley. Addison-Wesley Publishing Company. 1989. Dover. Robert Korfhage. Massachusetts. Waveland Press. NJ. The greatest equations ever. 2000. [2] R. Advanced Calculus: A Diﬀerential Forms Approach.

Inc. New York. New York. [19] H. Thomson Brooks/Cole. Freeman and Company. Mandelbrot. Calculus on Manifolds. H. [22] James Stewart. New Jersey. Englewood Cliﬀs. Boulder. [16] Richard S. 2007. Springer-Verlag.. Calculus. 1998. W. Belmont. H. 1977. third edition. New York. Einstein: His Life and Universe. Lecture Notes on Elementary Topology and Geometry. Munkres. [15] P. Elements of Diﬀerential Geometry. Thorpe. Simon & Schuster. Norton & Company. New York. Singer and J. C. 1965. Millman and George D. New York. [21] Michael Spivak. fourth edition. Shey. Vector Calculus. 1983. [18] Walter Rudin. third edition.236 BIBLIOGRAPHY [12] Walter Isaacson. Tromba. Westview Press. Addison-Wesley Publishing Company. Curl. Springer-Verlag. Analysis on Manifolds. London. Colorado. [17] James R. and All That. The Fractal Geometry of Nature. Reading. 2007. California. Marsden and Anthony J. Div. sixth edition. W. Parker. [20] I. Prentice-Hall. W. Principles of Mathematical Analysis. . M. 1967. [13] Beniot B. Freeman and Company. Grad. McGraw-Hill. New York. 1988. M. 2005. 1991. 1976. Matthews. [14] Jerrold E. W. Vector Calculus. A. Massachusetts.

46. 50 tangent to. 154 ball open. 197 integral of. 41 charge density. 20 basic properties of. 21 curl. 172 current density. 59 tangential component of. 87–89 in cylindrical coordinates. 177 curvature. 14 chain. 192 237 . 93 Cauchy-Schwarz inequality. 184 cross product. 154 Cauchy-Riemann equations. 182 spherical. 53 astroid. 90 diﬀerential equation. 187–189 diﬀerential of. 53 parametrization by. 59 in polar coordinates. 58. 50 nowhere-diﬀerentiable.Index acceleration. 47 piecewise smooth. 93 antiderivative. 65 curve. 180 capacitor coaxial. 55 cylindrical coordinates. 100 compb a. 49 parametric equations of. 181 cardioid. 60 radius of. 71 circulation. 93 continuity equation. 169 in spherical coordinates. 17 composition (of functions). 114 exact. 104 volume in 4-space. 45. 48 unit speed. 57. 183 del (operator). 208 normal component of. 125 binormal vector. 190 conservation of energy. 50 fractal. 204 volume in space. 189 exact. 43 arc length. 192 chain rule. 122 d’Alembert’s solution. 177 circle. 50 smooth. 178 analytic. see also path closed. 98 simple. 59 Ampere-Maxwell law. 69. 61 c. 50 space-ﬁlling. 114 diﬀerential form.

154 i. 84. 92 conservative. 198 helix. 125 Faraday’s law. see ﬂow curve ﬂux. 140 in cylindrical coordinates. 192 surface. Albert and Maxwell’s equations. 62 Gauss’s law. 118 j. 80 Laplace’s equation. 57. 155 gradient. 176 electromagnetic energy density. 13 Einstein. 205 hypocycloid with four cusps. 92 Frenet equations. 182 element of arc length. 121 element of surface area. 177 ﬂow curve. 172 element of area. 13 basic properties of.238 directed line segment. 177 Gauss’s theorem. 10 Jordan curve theorem. 205 domain. 122 in spherical coordinates. 172 Green’s theorem. 83–87. see surface integral volume. 63 hypersphere. 118 INDEX fundamental theorem for line integrals. 180 Laplacian. 168 in spherical coordinates. 55 in cylindrical coordinates. see line integral of a diﬀerential form. 10 inner product. 173 . 32 divergence. 141. 149–151. 118 in polar coordinates. 6 directional derivative. 208–214 Lagrange multipliers. 5 Kepler’s laws. 5. 172 divergence theorem. 47. 137. 176 electric ﬁeld. 105. 43 line. 173 in spherical coordinates. 140 force ﬁeld. 118 in cylindrical coordinates. 81 ﬂow line. 71 distance between geometric objects. 72 disk area of. 42 indeﬁnite. 173 in polar coordinates. 5. 197 of calculus. 138 element of volume. 201 in 4-space. see dot product integral area. 101 k. 72 in cylindrical coordinates. 118 deﬁnite. 103 dot product. 90. 62 Fubini’s theorem. 167 in spherical coordinates. 158 Gauss’s law for magnetic ﬁelds. 42 of space curves. 121 open. 167 in spherical coordinates. 90 in cylindrical coordinates. 155–158.

64 parallelepiped. see also curve oriented. 21 scalar. 93. 69 simply connected. 23 area of. 108 level set. 74 level surface. 24 volume of. 159. 205 spherical coordinates. 69 interior of. 166. 182 Poynting’s theorem. 30 vector equation of. 210 Newton’s law of gravity. 23 parallelogram law. 51 clockwise. 209. 69 bounded. 3. 105 magnetic ﬁeld. 105 Poynting vector. 94. 146 Maxwell’s equations. 59 projb a. 74 line. 90. 99 smooth. 177 manifold. 71 closed. 180 polar coordinates. 69 closure of. 11. 17 Pythagorean theorem. 90 Leibnitz’s rule. 171 osculating circle. 24 parallelogram. 175–180 M¨bius strip. 182 principle unit normal vector. 177 magnetic ﬂux. 14 region. 133 piecewise smooth. 8 scalar product. see dot product speed. 103 exterior of. 65. 119 potential function. 71 convex. 177 magnetic monopoles. 133 o n-chain. 27 line integral. see chain n-form. 50. 65 osculating plane. 50 permeability of free space. 1 scalar ﬁeld. 101. 97 right-hand rule. 193 independent of path. 28 vector equation of. 69 open. 27 parametric equations of. 178 plane. 138 volume in 4-space. see diﬀerential form Newton’s law. 185 Matlab.INDEX vector. 209 normal vector. 133 counterclockwise. 104 Riemann-Stieltjes integral. 27 symmetric equations of. 48 sphere. 80 compact. 71 scalar multiplication. 30 Poisson’s equation. 20 path. 103 boundary of. 122 239 . 98–101. 71 surface area of. 69 arcwise connected. 75 orthogonal unit vectors. 101. 179 permittivity of free space. 4.

131 compact smooth. 133 orientation. 15 plane. 87 vector product. 144 solid. 194–195 surface. 2 INDEX . 134 unit normal to. 24 unit tangent vector. 179 wedge product. 37 continuous. 188 properties of. 130 orientable.240 Stokes’ theorem. 5 vector(-valued) function. 14 components of. 7 unit. 104 triangle inequality. 104–111 irrotational. 202 modern (version). 208 wave equation. 4 velocity. 131. 42 of two variables. 1 addition of. 129 vector(s). 140–142 tangent plane. 4. 37 component functions of. 100 xy-axes. 38 diﬀerentiable. 7 orthogonal. 133 usual or standard. 61 torus. 17 displacement. 188 work. 39 integration of. 15 parallel. 7 angle between. 75 torsion. 18. 14 triple scalar product. 133 piecewise smooth. 133 surface area. 130–134 boundary of. 4. 160–164. 80 conservative. 4. 10 position. 15 perpendicular. 5 magnitude of. 48 vector ﬁeld. 4 decomposition of. 7 equality of. see cross product vector space. 89 solenoidal. 2 xyz-axes. 48 in polar coordinates. 137 surface integral.