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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

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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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vi CONTENTS .

.13 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .14 1. . . − → − → P Q = RS . . . . . . .3 3. . . . . . . . . . . . . . . . . . . .6 1. . . . . . . . . . . . . . . . . . . . . . . . . .3 1. The velocity vector . . . . . . . . . . . . . . . . . . . . . . . . . . . The cross product of two vectors . . . . . .4 3. . . . . . The xyz-axes . .6 3. . . . . . . . . The parallelogram generated by a and b . . The angle between two vectors . . . . .15 2. . . . . . . . . . − → − → − → P Q + QR = P R . . . . . . . . . . . . . . vii . . . . . . . . . . . . . . . . . . .1. . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7 1. . . .3 2. . . . . . .9 1. . . . . . The decomposition of a vector . .11 1. . . . . . . . . . . . . . . . An oriented closed path T.1 1. . . . . . . . . . . . . . . . . . . . . . . . . . . . A space curve . . . . . . . . . . . . . Example 1. . . . . . . . . . . . . . . . . . . The volume of a ﬂuid passing through a surface . . . . . . . .1 2. . . . . . . . . . . b. . and B .12 1. . . . . . . . . . . . . . . . . . . A plane in space . . . . . . . . .4 2. . . . . . . . . .4. .3 . . . . . . . . . . . . . . − → The vector P Q . .10 1. . . . . . . . . . . . . Multiplication of a vector by scalar . . . . . . . . . . . . . . The parallelepiped generated by a. . . . . . . . . .5 2. . . . . . . . . . . . . . . . . . . . . . . . .1 3. . . . . . . . . . An oriented path . . . . . . . . .6 . . . . . . . . . . . . Example 1. Flow curves . . . . .8 1.5 1. . .5 The xy-axes . . . . . . . . . . . . . . . .2 2. . . . . . . . . . .2 3. . . . . . . 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 . . . . . . . . . . . . . . . . . . . . . . . . . . . . and c A line in space . . . A gradient vector and tangent plane to a level surface A vector ﬁeld . . . . . . A helix . .4 1. . . . . . . . . . . .List of Figures 1. . . . . . . . . . . . N. . . . . . . . . . . . . . . . . .2 1. . . . .

. . . . . Cylindrical coordinates . . . . Green’s theorem . . . . . . . o The induced orientation . .3 5. . A domain on which Green’s theorem holds . . . . Section 5. . . . . . . . . . . . . . . . . .5 5. . . . . . . . . . . . A cylindrical rectangle . . . . . . . . . . . . . . . . Spherical coordinates . . . . . . . . . . . . . . . .6 5. .7 4. . . . . . . . . . . 86 The curl . A M¨bius strip . . . . .3. . . . . . . . . . . . . . . . . .1 . . . . . . . . . . . . . . . . . . . . . .3 4. A closed surface with several outward unit normal A piecewise smooth surface with boundary . . . .viii 3. . . . . . . . . . . . . . .11 4. Exercise 1.6 4. . . . . . . . . . . . .13 5. . . . . . . . . . . . . . . . . . . . . . . . A torus . . . . . . . . . . . . . . . . . . . . . . . . . . . .12 4. . . . . . . . . . . . .5 4. . . .1. . Example 4. . . . . . . . . . . . . . . . . . . . . Surface area . . . . . . . . . . .4 5. . . . . . . . . .7 4. . . . . . . . . . . .2 4. . . . . . . . . . . .1 5. . . . . 88 The line integral . .6 3. . A surface that is not piecewise smooth . . .4 4. . . . . . . . . . . . . . . . . . . . . . . . . . . .1 . A domain on which the divergence theorem holds A cylindrical rectangular solid . . . . . . . . . . . . . . . . . . . . .9 4. . . A compact smooth surface with boundary . . . .8 4. . The divergence theorem . vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98 105 119 120 123 124 131 133 134 135 135 136 137 151 152 154 157 158 168 169 . . . . . . . . . . .7 LIST OF FIGURES The ﬂux through the surface of a box . . . .10 4.1 4. . Polar coordinates . . . . . . . .2 5. . . . . . . . . . . . . . . . .

3. engineering. this text contains more than enough material for a one quarter or one semester course. so I hope that it will also prove useful for self-study and for review. I expect that few students will lose any sleep over this approach. I have given proofs that rely on assumptions that aren’t strictly necessary. In other instances. I have written this book in an informal style. I hope that many will consider its length a desirable feature. if this resulted in a simpler and/or more instructive argument. Perhaps an overview of the material covered in this text is in order. In many cases an appeal is made to physical or geometric intuition or to formal manipulations. I considered titling this book A Brief Introduction to Vector Analysis. especially if Section 2. The prerequisite is the usual calculus sequence taught in most universities in the United States. In my experience. Because of the level of this text. since it is considerably shorter than most modern-day mathematics texts. Appendix A. or mathematics.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. many of the derivations and arguments are not totally rigorous in the modern mathematical sense. and the references include sources that cover all of this material in a rigorous fashion. from teaching this subject several times. ix . I’ve made every eﬀort not to be too technical without sacriﬁcing veracity. I have long been of the opinion that almost all mathematics texts nowadays are much too long (and much too expensive!). Most of Chapter 1 deals with basic facts about vectors and vector operations. 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 Appendix B are covered.

Chapter 2 concerns vector-valued functions and curves in three dimensional space. I’ve included a few appendices.2. These sections could be omitted by those so inclined.3) is included in the nature of a review.3 (More About Curves) is not required in the sequel and may be treated as optional. this section could be covered any time after Section 3. Section 5. With a few very minor modiﬁcations. Section 2. Vectors are treated both geometrically and algebraically. I have tried very hard to strike the right balance between intuition and rigor. (I have. added a project in which the reader . In this I have generally followed Spivak [21]. 3. and the curl which are crucial to the remainder of the text. In the development of surfaces. In the ﬁnal section in Chapter 1 lines and planes in three dimensional euclidean space are discussed. the divergence. The ﬁnal sections of Chapters 2. while the proofs of a few results are left as exercises. 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 treatment is fairly brief. a section on area and volume integrals (Section 4. including the gradient. and Stokes’ theorem — as well as some of their applications. though. but any other computer algebra system or general purpose graphing software could be substituted for Matlab. Since most students will have seen the material in Chapter 1 in their elementary calculus courses. the divergence. two directed line segments are considered to be equal as vectors if and only if they have the same length and the same direction. Chapter 4 concerns integrals (both oriented and unoriented) as well as conservative vector ﬁelds and their relationship to line integrals.x PREFACE including the dot product and the cross product. This section may also be omitted by those who are proﬁcient in these areas.4 covers the gradient. This all leads up to the major theorems of vector analysis — Green’s theorem. the divergence theorem. and three dimensions and have tried to give a much simpler. In addition. treatment. which are taken up in Chapter 5. I have chosen Matlab for this purpose. Although the main focus in Chapter 4 is line integrals and surface integrals. and the curl in cylindrical and spherical coordinates. two. In particular. In particular. and less abstract. for the proofs of some results students are referred to their favorite elementary calculus text. and 4 are devoted to using computer software to plot some of the geometric objects considered in those chapters. but I have stuck to one. but I hope that most students will ﬁnd them interesting and instructive. Chapter 3 introduces scalar ﬁelds and vector ﬁelds.

) My hope is that students who study this material later in their careers will beneﬁt from having done some hands-on calculations. “If you can’t do the problems. My thanks also go to Mr. Please feel free to write or send e-mail to one of the addresses given below. then you don’t understand the material.ohiou. As a professor of mine once said. Finally. I would like to thank all of the students who have taken vector analysis from me over the years. I would very much appreciate any suggestions or comments that you. might have. Of course. It would be hard to overstate the importance of working a large number of exercises.5. And I would like to thank Mr.edu . This text contains over 350 exercises of varying degrees of diﬃculty. Chapin Department of Mathematics Ohio University Athens. 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. In addition. Steven A. and to use this to derive the volumes of balls and spheres in four dimensional space. the reader.” I would like to thank Ms. Appendix B is on planar motion in polar coordinates and contains a derivation of Kepler’s laws of planetary motion. Joan Seder for giving me a copy of the article [3] referred to in the beginning of Section 5. The solutions to almost all of the non-proof exercises are given in Appendix C. OH 45701 chapin@math. any remaining errors are my responsibility. Bob Sims at Zip Publishing for all of his assistance in getting this book into print.

xii PREFACE .

1 When writing vectors by hand the usual practice is to place an arrow over the symbol or to underline the symbol. acceleration. and in the remainder of the text. An exception to this is the cross product. We will be concerned mostly with vectors.1 Basic Concepts A nonzero vector. at least in a ﬁnite dimensional euclidean space. momentum. the vector 0 is not the same thing as the number 0. and other objects. which we will refer to simply as space. we will often state deﬁnitions and results only in space. However. Vectors have been proven to be very successful in modeling various quantities in many diﬀerent ﬁelds. can be characterized by its magnitude (or length) and its direction. in three dimensional euclidean space. most of the material in this chapter. and to avoid a lot of unnecessary repetition. velocity.Chapter 1 Vectors 1. In this text vectors will be indicated by boldfaced type in contrast to scalars (i. we will often leave it to the reader to formulate We will actually drop this convention in Appendix A.2 Thus.. but we do not assign it a direction. and force are but a few examples. real numbers) which will be printed in ordinary type. can be easily generalized to the plane (two dimensional euclidean space) and to higher (ﬁnite) dimensional euclidean spaces. Our deﬁnition makes sense only for vectors in space. For this reason. The vector 0 has magnitude 0. Displacement.e. It is very important to distinguish between quantities that are scalars and those that are vectors. 2 1 1 . In particular.

this is seldom done. 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. we would like to make a few remarks concerning the xy-axes in the plane and the xyz-axes in space. we could draw the xy-axes with the positive y-axis pointing to the right and the positive x-axis pointing downward. are not compatible with the usual way curves are oriented in the plane. Other depictions. How to Draw Coordinate Axes Before we proceed with our discussion of vectors.2 CHAPTER 1. and for higher dimensional euclidean spaces. for example.1. VECTORS y x Figure 1. Thus. the positive y-axis pointing to the right and the positive x-axis pointing upward. although. See Figure 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. The xyz-axes are perpendicular to each other and are usually depicted in a few diﬀerent ways. the . 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. Rotating this picture in the plane is allowed.1: The xy-axes deﬁnitions and results for the plane. Much of this text concerns oriented curves in the plane and in space and oriented surfaces in space.

See Figure 1. 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. We also assume familiarity with the graphs of certain basic functions and equations in both the plane and in space. the positive y-axis points into the page away from the reader. are not compatible with the usual way curves and surfaces are oriented in space. then your extended thumb will point in the direction of the positive z-axis.2. Another common way of depicting the xyz-axes is so that the positive x-axis points to the right. and the positive z-axis points upward. and the positive z-axis pointing upward. the positive y-axis pointing out of the page toward the reader. BASIC CONCEPTS 3 z y x Figure 1. . and the positive z-axis points upward. for example.2: The xyz-axes positive y-axis points to the right. Other depictions.1. We assume that the reader is familiar with cartesian coordinates and how to locate points in the plane and in space.1.

where the real numbers u1 . u2 . v2 . and the magnitude of a vector is deﬁned by | u1 . 2 − −15.4 CHAPTER 1. 21 = 19. v3 = u1 + v1 . u3 | = u2 + u2 + u2 . A vector u in space can be written u = u1 . u3 − v1 . u2 . 7 = 4. u2 . |a| = 22 + (−2)2 + 12 = 3 2a − 3b = 2 2. We also deﬁne: 0 = 0. u2 . In addition. u2 + v2 . u2 . u3 = tu1 . 0 and − u = (−1)u. u − v = u + (−v). u3 + v1 . A vector of magnitude 1 is called a unit vector. −4. 4. and u/t = (1/t)u. u2 − v2 . −2. v2 . Compute |a| and 2a − 3b Solution. −16. tu3 . u3 . In terms of components. 0. and u3 are called the components of u. It follows easily that u1 .1.1. we will use the following notation (deﬁnitions): ut = tu. Let a = 2. Example 1. 12. u3 + v3 . 1 and b = −5. u2 . 4. 7 . addition of vectors is deﬁned by u1 . v3 = u1 − v1 . 1 − 3 −5. 1 2 3 Two vectors are parallel if and only if each is a scalar multiple of the other. −2. tu2 . u3 − v3 . −19 . scalar multiplication is deﬁned by t u1 . VECTORS Vectors in Terms of Components We will usually express vectors in terms of their cartesian components.

a + b = b + a 3. (a + b) + c = a + (b + c) 2.e. 1a = a We will prove the ﬁrst of these and leave the remainder as an exercise. 1. vector addition is associative so it doesn’t matter how one groups the terms. with this structure (i. It is important to note that two vectors are equal if and only if each of their corresponding components are equal. 1. Theorem 1. −5. (rs)a = r(sa) 7. For any vectors a. a + 0 = a 4. 0. 0.1. . u2 . j = 0. BASIC CONCEPTS It turns out to be convenient to let i = 1. addition and scalar multiplication). for example.1.. b.1. the set of vectors in space is a vector space over the real numbers. c and any scalars r. 0 . Then we have u1 . 5 (According to the next theorem.) So. a + (−a) = 0 5. The following theorem says that.1. (r + s)a = ra + sa 6. 7 = 4i − 5j + 7k. s each of the following is true. 1 . one can write 4. u3 = u1 i + u2 j + u3 k. r(a + b) = ra + rb 8. and k = 0. 0 .

b2 . a nonzero vector can be represented by a directed line seg− → ment. Remember. 1) and Q(−5. that you cannot divide by a vector. a3 + (b3 + c3 ) = a1 . 4). however. c3 = (a1 + b1 ) + c1 . given P (x1 . y2 − y1 . and c = c1 .1. c2 . a2 + b2 . s = 0. b3 + c3 = a1 . then 1 u = (w − tv). a2 . b = b1 . Write a = a1 . we write P Q for the directed line segment from the point P to the point Q. Find u. a2 . b3 ) + c1 . Theorem 1. 3 . b3 + c1 . b2 + c2 . 4 − 1 = −7. z1 ) − → and Q(x2 . Vectors as Directed Line Segments Geometrically. 3 − (−1). Suppose u is represented by P Q for the points P (2. 3. z2 − z1 . a3 + b3 + c1 . c3 = a1 + b1 . c2 . c3 ) = a + (b + c). b2 . y1 . if su + tv = w. Then (a + b) + c = ( a1 . For example. In terms of components. u = −5 − 2. (a3 + b3 ) + c3 = a1 + (b1 + c1 ). a2 . a3 + ( b1 . y2 . c2 . b3 . b2 . For distinct points P and Q. s We will feel free to use such manipulations in the sequel without further comment. 4.6 CHAPTER 1. −1. z2 ) the vector u represented by P Q is given by u = x2 − x1 . VECTORS Proof of (a + b) + c = a + (b + c). a2 . c2 . Solution. a3 . a3 + b1 . a3 + b1 + c1 . a2 + (b2 + c2 ).1 implies that certain simple equations involving vectors can be manipulated in basically the same way as similar equations involving just real numbers.1. c3 .2. (a2 + b2 ) + c2 . − → Example 1.

0). . Addition of two vectors can be deﬁned. R(1. If P = Q. See Figure 1. especially in physics. 1). For example. 2. −1. 1. BASIC CONCEPTS 7 Q P − → Figure 1. given the points P (−1. and with this understanding. and the direction of a nonzero vector is the direction of any directed line segment which represents it. even though P Q and RS are diﬀerent directed line segments they − → represent the same vector. we write P Q = − → RS. −2. Directed line segments that do not start at the origin are sometimes referred to as displacement vectors. by (see Figure 1.3.4.1. 0) the directed line − → − → segments P Q and RS have the same magnitude and the same direction.3: The vector P Q The magnitude of a vector is the length of any directed line segment which represents it. 1). See Figure 1. − → − → Therefore.5): − → − → − → P Q + QR = P R. If v is represented by P Q we will − → − → write v = P Q. geometrically. and S(3.1. every directed line segment of a particular length and direction represents the same vector. then the directed line segment OP is often referred to as the position vector of the point P . − → If O is the origin. and feel free to refer to P Q itself as a vector. In light of these considerations. 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. then we interpret − → − → P Q as the point P which represents 0. Q(1. the magnitude (or length) of P Q − → will be denoted P Q .

if t < 0. In this approach we write v = P Q . . Remark.5.4: P Q = RS It is probably worth mentioning that this implies that − → − → − → P R − P Q = QR. VECTORS Q S P R − → − → Figure 1. in terms of components. Here we consider a point to be a degenerate − → − → directed line segment.8 CHAPTER 1. − → t PQ − → = |t| P Q . as follows (see Fig− → ure 1. Thus. The reader should be able to see that all of these deﬁnitions are consistent with the deﬁnitions. geometrically.6): Given a scalar t and a vector P Q. The set consisting of all points is denoted by 0. 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. then P Q = RS . then t P Q has the same direction as P Q. One can deﬁne scalar multiplication. if P Q and RS have the same length and the same − → − → direction. given earlier. where P Q denotes the set of directed line segments with the same length and the same − → − → − → direction as P Q. Again. then t P Q − → has the direction opposite of P Q. − → − → − → If t > 0. see Figure 1.

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 . BASIC CONCEPTS 9 R Q P − → − → − → Figure 1.1.

of course. then P1 R1 ∈ P R . One needs to observe that these −− −→ − → −− −→ − → −− −→ − → are well-deﬁned: If P1 Q1 ∈ P Q and Q1 R1 ∈ QR . u2 . y. Once these things been established it is customary to remove the brackets − → − → and write. say. indeed. to vectors in higher dimensional euclidean spaces) in the obvious way.10 CHAPTER 1. Plane Vectors Vectors in the plane can be written in terms of their two cartesian components. 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. 0) in space and the vector x. So. that is. That is. where u1 and u2 are real numbers. 0 in space. 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. This is used to deﬁne addition and scalar multiplication for equivalence classes. P Q for P Q . u2 = u1 i + u2 j. We then deﬁne addition and scalar multiplication for directed line segments as above. Likewise. we can identify the point (x. y. and j = 0. 0 so we can write u1 . When we are considering vectors in the plane. . All of the material in this section can be applied to vectors in the plane (and. be viewed as a subset of space. 1 . if c is a scalar. vectors. a vector in the plane can be written u = u1 . −− −→ − → Moreover. y in the plane with the vector x. y) in the plane with the point (x. we let i = 1. then c P1 Q1 ∈ c P Q . whenever this is helpful. It is sometimes useful to remember that the plane can.

We can also use this approach to prove various standard results from plane geometry. P T = P Q + QT and. − → − → − → − → Solution.3 Application Picturing vectors as directed line segments is a tremendous aid in the sciences and engineering. Making these substitutions in the previous equations.1.3. − → Solving each of these equations for QT and equating the results. we obtain − → − → (s − 1 + t)P Q = (t − s)QR. .7: Example 1. − → − → − → Now. Using the geometric deﬁnition of addition of vectors. − → − → QR = P S. Consider Figure 1.1.1. we have − → − → − → − → P T = s P R = s P Q + QR − → − → − → − → QT = t QS = t P S − P Q . we have − → − → − → − → P Q + QT = s P Q + QR − → − → − → QT = t QR − P Q . Prove that the diagonals of a parallelogram bisect each other. since the ﬁgure represents a parallelogram. Write P T = s P R and QT = t QS . BASIC CONCEPTS 11 S R T P Q Figure 1. We need to prove that s = t = 1/2.7. Example 1.1.

3. 0). Find 2a + b. Prove that medians of a triangle intersect at a single point. Find a vector of length 4 in the direction of i − j + 2k. 8. 2 and b = 0. 11. Find the vector of magnitude 3 whose direction is opposite 6i + 3j. Let a = 2i − j + k and b = −i + 3j + 2k. as desired. 10. 1). Prove. 1. 9. Q(3. 0). Find a unit vector in the direction of 1. Compute (a) a − 2b (b) |b| 4. 5 . using components. this implies s−1+t=0 t − s = 0. Let a = 3. Let a = 3i − j and b = i + 2j. 12. −2. −4. 1. Compute (a) 6a − 2b (b) |6a − 2b| 5. Given P (1. nonparallel vectors. Let a = 3i + 4j and b = 2i + 2j − k. ﬁnd P Q + P R. that |tu| = |t||u| for vectors in space.1. and R(−1. 2. 7. Find the vector of magnitude 2 with the same direction as −4i + 5j. 2. 2. .12 CHAPTER 1. 1. VECTORS − → − → Since P Q and QR are nonzero.1 Exercises − → − → 1. Compute (a) 2a − 3b (b) |2a − 3b| 6. Find a vector of magnitude 2 whose direction is opposite that of a = −4i + 5j. The unique solution to this system of equations is s = t = 1/2. −1 .

a number).1. Example 1. 0a = 0. We will be working exclusively in space in this section. For any vectors a.e. Solution. Then the dot product a · b is given by a · b = a1 b 1 + a2 b 2 + a3 b 3 . Let a = 2. Complete the proof of Theorem 1. b3 .1. Using only the properties of a vector space given in Theorem 1. b2 . r(a · b) = (ra) · b . a3 and b = b1 .1. Compute a · b. c and any scalar r each of the following is true. 13 14. a · b = 2(−5) + (−2)(4) + 1 · 7 = −11 The dot product is also called the scalar product or the inner product. a · 0 = 0 2.2.1.. a · b = b · a 3. prove that.2.1 for vectors in space.2. It is very important to remember that the result of taking the dot product of two vectors is a scalar (i.2. THE DOT PRODUCT 13.1.2 The Dot Product In this section we deﬁne the dot product and study some of its properties.1. The following basic properties can be easily proven using components. The reader should have no problem adapting this material to the plane and higher dimensional spaces. Let a = a1 . 1. Theorem 1.1. 7 . 1 and b = −5. 4. a · (b + c) = a · b + a · c 5. b. Deﬁnition 1. (a + b) · c = a · c + b · c 4. 1. −2. a2 . for every vector a.

Theorem 1. If a = 0 and b = 0 and θ is the angle between a and b. a3 · 0. |a||b| where 0 ≤ θ ≤ π. a3 . .8. Proof of a · 0 = 0. See Figure 1. the angle between two vectors is always between 0 and π. For any vectors a and b. a2 . Theorem 1. |a + b|2 = |a|2 + |b|2 if and only if a · b = 0.4 (The Pythagorean Theorem). For any vectors a and b.5. When we talk about the angle between two vectors we mean the smaller angle without regard to direction.3 (The Triangle Inequality). we prove the ﬁrst of these and leave the remainder as an exercise. |a · b| ≤ |a||b|. Theorem 1.2.2 (The Cauchy-Schwarz Inequality).14 6. Theorem 1.2. Then a · 0 = a1 . So.2. 0. 0 = a1 · 0 + a2 · 0 + a3 · 0 = 0. VECTORS Again.2. |a|2 = a · a CHAPTER 1. |a + b| ≤ |a| + |b|. a2 . The following results are very important. Write a = a1 . The Angle Between Two Vectors We can use the dot product to compute the angle between two nonzero vectors. then a·b θ = cos−1 .

7 . 4. See.2. Stewart [22]. then a and b are parallel. Example 1. .1. 1 and b = −5. Find the angle θ between a = 2. Solution. |a||b| so the theorem at least makes sense. two nonzero vectors are perpendicular if and only if their dot product is 0. −2. In particular. 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. for example. Notice that the Cauchy-Schwarz inequality implies that −1 ≤ a·b ≤ 1. then a and b are perpendicular (or orthogonal). THE DOT PRODUCT 15 θ Figure 1.2.8: 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⊥ .2. If the angle between a and b is π/2.

9: The decomposition of a vector . VECTORS a a ⊥ a II b Figure 1.16 CHAPTER 1.

(This notation has the advantage of including b explicitly. |b| . 4. Solution.3. 7 . then a = |a| cos θ b = |a| |b| a·b |a||b| b a·b = b. a is also called the projection of a onto b. −2. 7 = 2 |b| 90 a⊥ = a − a = 11 22 77 .1. a = a·b −11 b= −5. 1 and b = −5. 4. Note that b projb a = compb a .− . |b| |b|2 17 We can then use the equation a⊥ = a − a . We also note that. Write a = a + a⊥ .2. THE DOT PRODUCT where a is parallel to b and a⊥ is perpendicular to b. written compb a. and is often written projb a. where a is parallel to b and a⊥ is perpendicular to b. See Figure 1. since a and a⊥ are orthogonal. |a|2 = a 2 + |a⊥ |2 . Let a = 2. If θ is the angle between a and b.2.9. Example 1. 18 45 90 In the above.− .− 18 45 90 25 68 167 .) The scalar a·b |a| cos θ = |b| is called the component of a in the direction of b. to compute a⊥ .

4. 2.18 CHAPTER 1. Compute a · b. where θ is the angle between a and b.)(100m. Let a = 3. moves an object along a straight line from the point P to the point Q. Compute a · b. 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).1 Exercises 1. Therefore. 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. Find a · b. is 1 foot-pound (ft-lb). −4. Let a = 2i − j + k and b = −i + 3j + 2k. 4. acting in the direction of motion.)3 1. 1. acting in the direction of motion. then the work W is given by − → W = |F| P Q .) cos (45◦ ) = √ N-m ≈ 3535.5 N-m 2 (Note: 1 N-m = 1 joule = 1 J. 3. 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). Let a = 3i + 4j and b = 2i + 2j − k. 3 . Find the angle between the vectors in Exercise 1. In the English System of units.2. 5 . 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.2. 2 and b = 0. VECTORS Application If a constant force F. Example 1.

R(−4. 16. 1 . 2. and S(−3. 3. Q(3. 12. 10. 4. 0. 4 . −1. 2. ﬁnd the − → − → component of P S on QR. 17. ﬁnd the − → − → component of P S on QR. Q(−3. Let a = 3i − j and b = i + 2j. 3 and b = 2. −1. 0). 19 7. 1. −2). 6. 9. where θ is the angle between a and b. 1 and 1. 1. Write a = a + a⊥ . where a is parallel to b and a⊥ is perpendicular to b for the vectors in Exercise 1. 0. Given P (2. −1). −2). 13. where a is parallel to b and a⊥ is perpendicular to b. where a is parallel to b and a⊥ is perpendicular to b for the vectors in Exercise 2. Given a = 4. −4). Given P (−3. 2. 15. ﬁnd the cosine of the angle between a and b. 1. Let a = −4i + 5j and b = 6i + 3j. 11. and R(1. ﬁnd the cosine of the − → − → angle between P Q and P R. −2 ﬁnd vectors a and a⊥ such that a = a + a⊥ . Find the angle between the vectors in Exercise 3. Find the angle between the vectors in Exercise 2. Q(1. −5). Given a = 1. 3). Find the cosine of the angle between 4i − 3j + k and i + 2j − 2k. 1. . Find the angle between the vectors 1. Write a = a + a⊥ . Find cos θ. 5. −1 and b = 2. 8. R(1. 2. −5. 1. 14. and S(4.2. Find the component of b on a. 1. Given P (1. 1). −1). 1. −5). −4).1. THE DOT PRODUCT 5.

(Hint: If a and b are linearly independent. −3).) 24. 20.1.) 23. (Hint: Use the Cauchy-Schwarz inequality. Prove Theorem 1. there is a much easier way to compute it. VECTORS 18. 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. 5).2. 19. Complete the proof of Theorem 1. ﬁnd all of its (internal) angles.2. Do the linearly dependent case separately. If we formally expand the symbolic determinant i j k a1 a2 a3 b1 b2 b3 .1. It is very important to remember that the result of taking the cross product of two vectors is a vector.4. we deﬁne the cross product only for vectors in space. b2 . 0). Deﬁnition 1. a3 and b = b1 .2. Q(4.2.3. Prove Theorem 1. for every real number λ.20 CHAPTER 1.3. b3 . The cross product is also called the vector product. 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.3 The Cross Product In this section we deﬁne the cross product and study some of its properties. Prove Theorem 1. For most people the deﬁnition we’ve given for the cross product is diﬃcult to remember. Prove the parallelogram law: |a + b|2 + |a − b|2 = 2 |a|2 + |b|2 . then |a − λb|2 > 0. Let a = a1 .2. and R(0. a2 . 21. Fortunately. Unlike all of the other binary operations we’ve discussed. 22. Find the work done in pulling the wagon 80 feet. For the triangle with vertices P (−3. Interpret this geometrically. 1.

a × (b + c) = a × b + a × c 4. but simply a computational aid. this leaves two possibilities for the direction a × b. Note that this is consistent with the way we depict . THE CROSS PRODUCT 21 along the ﬁrst row as we would an ordinary determinant. Let a = 2. This is the direction that a right-handed screw will progress if it is rotated in the direction just described. 1. i j k a × b = 2 −2 1 = −18i − 19j − 2k = −18. where θ is the angle between a and b. If a × b is nonzero. Example 1. r(a × b) = (ra) × b Note that the cross product is not commutative.1. we obtain the correct expression for the cross product. 4. (a + b) × c = a × c + b × c 3. −19. 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. then the direction of a × b is perpendicular to both a and b. they can also be demonstrated using elementary properties of determinants.3.1. −2 −5 4 7 The following basic properties can be proven using the deﬁnition. For any vectors a.10. Now. 1 and b = −5.3. Geometrically. 7 . a × b = −b × a 2. c and any scalar r each of the following is true. |a × b| = |a||b| sin θ. It is also not associative. Compute a × b. We refer to the array above as a symbolic determinant since it is not an actual determinant.1. −2.3. your extended thumb will then point in the direction of a × b. However. Solution. See Figure 1. Theorem 1. b.

10: The cross product of two vectors . VECTORS axb b a Figure 1.22 CHAPTER 1.

In the last example we found that a × b = −18. See. 1 and b = −5. since i × j = k.2. −19. Solution.11. 4.3. By trigonometry. for example. Therefore.3. But this is precisely |a × b|. −19. Example 1. −2 . THE CROSS PRODUCT 23 b a Figure 1. these facts are proven in most standard calculus textbooks. where θ is the angle between a and b. .1. It follows that the cross product can be expressed as a × b = (|a||b| sin θ) n. −2. The Area of a Parallelogram Given a parallelogram with adjacent sides P Q and P R. 7 . 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. Find the area of the parallelogram spanned by a = 2.11: The parallelogram generated by a and b the xyz-axes. we say that the − → − → parallelogram is spanned (or generated) by a = P Q and b = P R. Again. Stewart [22]. See Figure 1. −2 | = √ 689. the area of the parallelogram is |a × b| = | −18. it is easy to see that the area of this parallelogram is |a||b| sin θ.

P R. 0 2 3 So. 1. −4.12. 2 and b = 0. Compute a × b. Given a parallelepiped with adjacent sides P Q. notice that the result of the triple scalar product is. 0. That is. 2.3. indeed. 1 . See Figure 1. 5 . −1. Example 1. a scalar. 3 . the volume is | − 9| = 9. 1 . 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. We compute 1 0 1 −2 −1 1 = −9. where θ is the angle between a and b × c. Notice that there is only one way to group the three factors that makes sense. we see that this is precisely |a · b × c|. Let a = 2i − j + k and b = −i + 3j + 2k.24 CHAPTER 1. b = −2. 2.3. Find the volume of the parallelepiped spanned by a = 1. Let a = 3. This is also the case in two dimensions and even in higher dimensions. Solution. Find a × b.1 Exercises 1. Also. and P S we say that − → − → the parallelepiped is spanned (or generated) by a = P Q. b = P R. Again using trigonometry. 1. Notice that this provides a geometric interpretation of the determinant. the determinant of a matrix is (up to sign) the volume of the parallelepiped spanned by its rows. .3. so we don’t need to use parentheses. and c = 0. we see that the volume of this parallelepiped is (area of the parallelogram spanned by b and c) |a|| cos θ|. Using the expression above for the area of a parallelogram. and − → c = P S.

1.12: The parallelepiped generated by a.3. and c . b. THE CROSS PRODUCT 25 bxc a c b Figure 1.

Q(3. 17. −1. Find the volume of tetrahedron with vertices O. 13. −1. −2). −1. 4. 0). 2). Find the fourth vertex and the area of each of these parallelograms. and (−4. Find the area of the parallelogram spanned by the vectors a and b in Exercise 1. Q. Let O be the origin and P . and R(−1. −6. 1). 1. and R(5. 16. and P S. −3). (2. 2. Find a vector perpendicular to the plane that contains the points P (−5. 4. 4. and (4. 0). 7. −2). 2). −3). 8. −1). 4). 11. 4). 1. and S(5. −1. 4. −3. −2). 12. 0). P . that the cross product is not associative. VECTORS 3. −4). −2. 14. (−1. R(4. 1). (−4. 3. 1). Q(3. 15. 2. and R. 10. −4). Q(3. ﬁnd the volume of the parallelepiped having adjacent sides P Q. Find the area of the triangle with vertices (−5. (1. and R(1. 3. Compute b × a. Q(2. 1. P R. and R. . Given P (1. 0). −4). −4). −2. Find the two unit vectors that are perpendicular to the plane that contains the points (3. Find the area of the parallelogram spanned by the vectors a and b in Exercise 3. and (−1. Find the area of the parallelogram spanned by the vectors a and b in Exercise 2. 1) ﬁnd the area of the triangle with vertices P . 1). 6). and (5. and R be as in Exercise 14. Q. There are two parallelograms with vertices P (1. 1. 5. 1). 1. 0). 3. Find the area of the triangle with vertices (2. 0. Show. by example. Q. 1. 9. and (3. −5. 2). −2. 6.26 CHAPTER 1. Find the area of the triangle with vertices (5. 0. (4. 5. Given P (2. Let a = 3i + 4j and b = 2i + 2j − k. −2. Find the area of the triangle with vertices (5. 0).

0. 1. −∞ < t < ∞. y = y0 + tb. 1. a2 and b = b1 . 1. 19. c which speciﬁes the direction. 1. if we are considering an entire line. b2 is equal to the absolute value of a1 a2 . 0.1. 0. to prove the following: (a) a × 0 = 0 (b) If a and b are parallel. 1 .4. −∞ < t < ∞. y0 . y. 1.) .3. These are called parametric equations of the given line and t is referred to as a parameter. Use Theorem 1. LINES AND PLANES IN SPACE 27 18. one obtains x = x0 + ta. 0 . 1. 0.3. Find the volume of the parallelepiped in four dimensional euclidean space spanned by the vectors: 1. The simplest example of a curve is a line. 1 . and 0.13. is called a vector equation of the given line.1. 0.1. then a × b = 0. Prove Theorem 1. Writing R = x.4 Lines and Planes in Space Much of this text is devoted to studying curves and surfaces in space. the simplest example of a surface is a plane. (In the sequel. If we choose a point with position vector R0 = x0 . Note that the head of the vector R traces out the line as t ranges from −∞ to ∞. z = z0 + tc. Lines A line is determined by a point and a direction. b. 21. See Figure 1. and equating components. z . 0 . we will usually omit the domain −∞ < t < ∞. b1 b2 20. Show that the area of the parallelogram in the plane spanned by a = a1 . z0 and a vector v = a. then R = R0 + tv.

We can take v = P Q = 1.1. b = 0.13: A line in space If a = 0. 8 . b = 0. −2. 2. then the symmetric equations take a slightly diﬀerent form. Find equations of each type for the line through P (1. and obtain x − x0 y − y0 z − z0 = = . We leave it to the reader to consider the other possibilities. 7). −2. 4. −1) and Q(2. and c = 0. then we write x − x0 y − y0 = . Example 1.28 CHAPTER 1. VECTORS v R R0 O Figure 1. then we can eliminate t. 4. for the symmetric equations. and c are 0. If one or more of a.4. −1 + t 1. if a = 0. Therefore. b. a b z = z0 . a b c These are called symmetric equations for the line. For example. and c = 0. R = 1. 8 and use P for the known point on the line. − → Solution.

955 . The (smaller) angle between the two lines is θ = cos−1 = cos−1 This is around 54. Substituting into the parametric equations gives (1. Solution. 1 | 2. Determine whether the lines given by R = 3i + 2j + (2i + j + k)t and R = i − 2k + (j + k)t intersect and. are parametric equations. Since. we ﬁnd that the system of equations is consistent and t = −1. z = t. this is also a solution to the third equation. 2 + t = s. 1. LINES AND PLANES IN SPACE is a vector equation. these can be written x = 3 + 2t. t = −2 + s.) This leads to three equations with two unknowns: 3 + 2t = 1. 1. Example 1. 1.4. 1. −1) as the unique intersection point. x = 1 + t. since the lines can intersect at a point where the values of the parameters are diﬀerent. Parametrically. Example 1. z = −2 + s. 2.3. (Note that we use diﬀerent letters to denote the parameters. Find the (smaller) angle between the two lines in the previous example. y = 2 + t. z = −1 + 8t 29 are symmetric equations for the given line. ﬁnd the point(s) of intersection. s = 1 is the only solution. and x = 1. and x−1= y−4 z+1 = −2 8 y = 4 − 2t. 1.4.2.7◦ . Solution. y = s.4.1. if they do. Solving the ﬁrst two equations gives t = −1 and s = 1. 1 || 0. 1 | 2 1 √ √ = cos−1 √ 6 2 3 ≈ 0. 1 · 0.

If we choose a point with position vector R0 = x0 . then n · (R − R0 ) = 0 is a vector equation of the given plane. y.14: A plane in space Planes A plane is determined by a point and a direction normal (i.30 CHAPTER 1. b.14. c which speciﬁes a normal direction. perpendicular) to the 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. z one obtains a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0. . VECTORS n P Q R R O Figure 1. Writing R = x. See Figure 1..e. y0 . z0 and a vector n = a.

0. So. If a given plane intersects all three coordinate axes and none of the intercepts are zero. However. be found − → using diﬀerent vectors than we chose. 1 and P R = 0. LINES AND PLANES IN SPACE or ax + by + cz = d. (0. x0 y0 z0 since this is obviously the equation of a plane and (x0 . . respectively. z0 ) all evidently satisfy the equation. Q(0. For example. we could have used Q or R as our known point on the plane. according to the geometric interpretation of the cross product. then there is a particularly easy way to write its equation. 2. 0. y0 . 4 .4. P Q × − → P R is a normal vector to the plane. we can also employ the cross product. 31 Example 1. Using the latter as our normal vector to the plane and P as our known point on the plane. and then solving a system of three equations in four unknowns. we could have used QP − → and RQ to obtain a normal vector. −1). and R(1. where d = ax0 + by0 + cz0 . of course. then the equation of the plane can be written x y z + + = 1. 2. We could solve this problem by substituting the given points into the general equation for a plane. − → Now.4. Also. 0). 3). then so is 3i + 2j − k. we write P Q = −1. 0. we compute i j k − → − → P Q × P R = −1 2 1 = 6i + 4j − 2k. 0 2 4 If 6i + 4j − 2k is normal to our plane.4. 0). With regard to this example. Find an equation for the plane through the following points: P (1. and z0 are the (nonzero) x-. Suppose that x0 . a normal vector can. 0). Solution. we obtain 3(x − 1) + 2y − (z + 1) = 0 or 3x + 2y − z = 4 as equations for the desired plane. y-. − → − → Using the given points. 2. and z-intercepts.1. and (0. y0 . 2.

The ﬁrst step should always be to draw a picture. 0). 3). Example 1. we can determine the distance between certain geometric objects such as two parallel planes or two skew lines. 3) and Q(−2.4. An equation for the desired plane is x+ y z + = 1 or 6x + 3y + 2z = 6. 2. Rather than trying to remember a general formula for each type of problem. 0. 3 So. 3).15. the distance is 1. VECTORS Example 1.4. say Q(2. 0. 1 which is normal to the plane.4. 0. Find parametric and symmetric equations for the line through the points P (−1. Find an equation for the plane through P (1.5. −2. Solution. compn QP = |n| See Figure 1. we suggest that the reader approach each problem from scratch. Using this expression. 7). We choose any point on the plane. . Q(0.1 Exercises 1. 2. Find the distance between the plane 2x − 2y + z = 4 and the point P (1. 0). and R(0. 0.32 CHAPTER 1. 2. etc.6. Solution. Then we let n = 2. 2 3 Application Using the decomposition of a vector in the manner we have discussed previously. The distance from the point to the plane is then − → − → QP · n . 0). we obtain − → −2 − 4 + 3 compn QP = = | − 1| = 1. 1.

Find parametric and symmetric equations for the line through (2. LINES AND PLANES IN SPACE 33 n Q P Figure 1. 5) and (6. and x = 3 + t. 2. Determine whether the following lines intersect and. 2. 4. Find parametric and symmetric equations for the line of intersection of the planes 2x + y + z = 4 and 3x − y + z = 3. 5. 6. z =2+t . if so. if so. 0) and (−1. Find parametric equations for the line containing the points (−2. ﬁnd the point of intersection: x = 3 − 3t.6 2.15: Example 1. 2).4. z = 1 − 2t y = 3 − 3t. z = −6 − 2t. 1. −3). y = 6 + 2t. y = 3 + 2t. 3. −1. Determine whether the following lines intersect and. ﬁnd the point of intersection: x = 1 − 6t.1.4.

Q(3. −2. −3. −5). and x = 3 + 2t. Find the (smaller) angle between the two planes in Exercise 2. 1). 4. 1). 16. 2). 2). z = −6 − 3t. 2). y = 6 + t. 7. and (−4. −5). 3. (1. (−3. −1. 11. −2). 13. −1). 3. Determine whether the following lines intersect and. and (2. Find an equation for the plane through P (1. 1. −1. z = 2 − 2t 8. 5. 2). 2. 0. −2). 9. and (−2. ﬁnd the point of intersection: x = 3 − 4t. 2. y = −13 − 4t. Q. 4. Given the line with parametric equations x = −4t + 1. Find an equation of the plane containing the points (1. y = −3 − 2t. 12. 2. −2). Find the distance between the origin and the line of Exercise 2. −3. and R(3. and R(4. −1). 3. 1). 0). 1). −1). and (3. 4). (4. 10. Q(1. Find an equation of the plane through the points (−2. Given P (2. 3. . Find an equation of the plane through (2. Find an equation of the plane through the points (5. (1. ﬁnd an equation for the plane containing this line and through the point (−3. 15. 2. (3. 14. if so. 4). 2). −1). z = −2t − 5.34 and x = 2 + 2t. 1). 1. and R. 1. 3. ﬁnd the equation of the plane through P . −5. and (−4. CHAPTER 1. Find an equation of the plane through (1. 17. VECTORS z = 2 + t. y = −2t − 5.

and then solving the resulting system for a. b.4. 22. LINES AND PLANES IN SPACE 35 18. Show that the following planes are parallel and ﬁnd the distance between them: 5x + y − z = −3 and 15x + 3y − 3z = 6.4 by substituting the given points into the general equation ax + by + cz = d. Redo Example 1. c. 21. Show that the following planes are parallel and ﬁnd the distance between them: −2x − 2y + 4z = 12 and 6x + 6y − 12z = 24. 19.4. 20. Find an equation of the plane containing the line x = y = z and the point P (1. 3). 2. and d. Find the distance between the origin and the plane of Exercise 10.1. .

36 CHAPTER 1. VECTORS .

the domain of F is the set of real numbers for which F1 . and F3 are real-valued functions of a real variable. and F3 are called the component functions of F. (F + G)(t) = F(t) + G(t). F2 . For example. A vector (or vector-valued) function (of one variable) can be written: F(t) = F1 (t)i + F2 (t)j + F3 (t)k. Of course. if c is a constant. 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. F2 . The functions F1 . Unless otherwise stated. 37 . then (cF)(t) = cF(t). dot product. and cross product of vector functions are all deﬁned pointwise. The sum.1 Vector Functions In this section we consider functions whose values are vectors in space. The scalar product of a real-valued function and a vector function is also deﬁned pointwise: (sF)(t) = s(t)F(t).Chapter 2 Curves in Space 2. where F1 . F2 .

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. Suppose t0 belongs to an open interval contained in the domain of F and that limt→t0 Fi (t) = ai for i = 1. Limits Deﬁnition 2. we will give a very brief treatment omitting almost all of the proofs. Also.38 CHAPTER 2.1. CURVES IN SPACE The development of the calculus for vector functions in large measure parallels the development for real-valued functions. 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.2. Suppose t0 belongs to an open interval contained in the domain of F. F is continuous at t0 if t→t0 lim F(t) = F(t0 ). In fact.1.1. Suppose that limt→t0 F(t) and limt→t0 G(t) both exist. One-sided limits are deﬁned similarly.1.1. The following basic limit laws can all be proven using components.1. Therefore. 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. 3. . Then we deﬁne t→t0 lim F(t) = a1 i + a2 j + a3 k.1. They are also valid for one sided limits. Theorem 2. 2. suppose that limt→t0 s(t) exists.

F2 . VECTOR FUNCTIONS 39 We deﬁne continuity on an interval (of any type) in the same way as for real-valued functions. Given F(t) = sin ti + e−t j + 3k. If F is diﬀerentiable at t. we easily obtain the following: Theorem 2. then we write F (t0 ) for the limit (read: the derivative of F at t0 ). and F3 are continuous at t0 .2. Example 2.1. F is diﬀerentiable at t if and only if F1 . If this limit does exist. Diﬀerentiation Deﬁnition 2.1.1. F is continuous on an interval (of any type) if and only if F1 . . If F is diﬀerentiable at t. F2 . We will also use the notation dF/dt for the derivative. F2 . If a real-valued function is diﬀerentiable at a point. and F3 are. then it is continuous at that point.3.1. The proof of this is quite straightforward. From these deﬁnitions it is easy to obtain the following: Theorem 2.2. Combining this fact with the results above. compute F (t). so we leave it as an exercise for the reader. F is diﬀerentiable at t0 if 1 [F(t0 + h) − F(t0 )] h→0 h lim exists. and F3 are.4.1.3. Theorem 2. Similarly.1. Suppose t0 belongs to an open interval contained in the domain of F. Suppose t0 belongs to an open interval contained in the domain of F. then F (t) = F1 (t)i + F2 (t)j + F3 (t)k.1. We say F is diﬀerentiable on an open interval if F is diﬀerentiable at every point in the interval. then F is continuous at t. F is continuous at t0 if and only if F1 .

5.1. CURVES IN SPACE Solution. Theorem 2. s = s(t) is a real-valued function which is diﬀerentiable at t. We perform the usual trick .) We will prove the formula for the dot product. then cF. Diﬀerentiating each component function. If F and G are diﬀerentiable at t. we obtain F (t) = cos ti − e−t j. F + G. 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. (One can also use components. F · G. Note that in the formula for the derivative of the cross product of two vector functions the order of the factors is crucial. Proof of (F · G) (t) = F (t) · G(t) + F(t) · G (t).40 CHAPTER 2. and c is a constant. and F × G are all diﬀerentiable at t. in addition. and leave the others to the reader. since the cross product is not commutative. then (sF) (t) = s (t)F(t) + s(t)F (t). The proof of these formulas can be given in the same way as their realvalued counterparts.

6 (The Chain Rule). VECTOR FUNCTIONS of subtracting and adding F(t) · G(t + h). The reader should be able to ﬁll in the details. Find F (t) for F(t) = (et i + j + t2 k) × (t3 i + j − k). Also. Theorem 2. Example 2. dt . since it is assumed to be diﬀerentiable at t. 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. (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.1. The reader should check this result by ﬁrst taking the cross product and then diﬀerentiating. then d F (h(t)) = h (t)F (h(t)) .2. the chain rule. The grandaddy of all diﬀerentiation rules is. of course.2.1. we’ve used the fact that G is continuous at t.1. Solution. If F is diﬀerentiable at h(t) and h is diﬀerentiable at t. Using the formula for the derivative of the cross product.

then b b cF(t) dt = c a b a b F(t) dt. The next theorem follows from the corresponding elementary calculus result simply by considering components. If a F(t) dt exists.42 CHAPTER 2. then b F(t) dt = G(b) − G(a). b] and F = G . a By the fundamental theorem of calculus for real-valued functions. Integration If F(t) = F1 (t)i + F2 (t)j + F3 (t)k. b]. CURVES IN SPACE This follows from the elementary calculus version using components. If F is continuous on [a.1. The development of higher order derivatives is essentially the same as for real-valued functions. Theorem 2. b provided all of the integrals on the right of the equal sign exist.3. a Example 2. one easily obtains the following. so we leave the proof to the reader. 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. 0 .1. so. F(t) dt + a and b (F(t) + G(t)) dt = a G(t) dt. Evaluate 2 3t2 i + et j + cos tk dt. once again.7. then F is said to be integrable on [a. b] and c is a constant.8 (Fundamental Theorem of Calculus). Theorem 2.1. we leave the details to the reader. If F and G are integrable on [a.

if G is an antiderivative of F.9 (Change of Variables). Indeﬁnite Integrals If F = G . b] and F is continuous on the image of h.1. . If G1 and G2 are antiderivatives of F deﬁned on the same interval. and C is referred to as an arbitrary constant. this can be written F(t) dt = F1 (t) dt i + F2 (t) dt j + F3 (t) dt k. t ∈ I. One can also give a proof using components. Suppose h is continuously diﬀerentiable on [a. The same proof as for the elementary calculus version. then G is called an antiderivative of F. Theorem 2. The expression F(t) dt is referred to as the indeﬁnite integral of F.1. This follows from the corresponding elementary calculus result simply by considering components. we write F(t) dt = G(t) + C. VECTOR FUNCTIONS Solution. Then b h(b) h (t)F(h(t)) dt = a h(a) F(t) dt.2. say I. 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. works here. In terms of components. using the chain rule and the fundamental theorem of calculus. where C is a constant vector. Thus. then G2 (t) = G1 (t) + C.

Find the domain of F. F(0) = j + C = i + 2j + 3k. Also. Evaluate 1 9 √ 3ti − 5 tj dt 5. ﬁnd F (t) and F (t). Given compute F (t). 3t2 i + et j + cos tk dt = t3 i + et j + sin tk + C. and F (t) for √ F(t) = 3 ln(2 + t)i + 12 t + 1j + 2t6 k.1. F (t). 3. Given √ F(t) = 4 ln(5 − t)i + 12 t − 3j + 3t4 k.44 Example 2. Find the domain of F. Evaluate 4 9 √ 5t2 i − 3 tj + 2tk dt.1.4. Suppose F (t) = 3t2 i + et j + cos tk Find F(t).1 Exercises F(t) = sin t cos ti + eπt j + 3t5 k. 2. Solution. . 1. This gives C = i + j + 3k. CURVES IN SPACE and F(0) = i + 2j + 3k. F(t) = where C satisﬁes CHAPTER 2. 2. so F(t) = (t3 + 1)i + (et + 1)j + (sin t + 3)k. 4.

10.1. 15. then F(t) · F (t) = 0.2 Space Curves We begin this section with the deﬁnition of a curve. A continuous.1.) 9.2.1.1. Prove Theorem 2.1. 12. . 13. u (0) = −7i − 3j + 2k. Prove: If F is diﬀerentiable and |F(t)| = c. vector function R = R(t) deﬁned on an interval (of any type) is called a curve. Prove Theorem 2. 16. Prove Theorem 2. Let f (t) = |u(t)|n . 45 7. 11. 17.2.2.1.3. SPACE CURVES 6. ﬁnd u(t). Deﬁnition 2. for all t ∈ I.1. and u(0) = 5i + 7j + 4k. where u is diﬀerentiable. Prove Theorem 2.4.1. 2. 8.1.2. nonconstant. (Hint: |u(t)|n = (u(t) · u(t))n/2 . Prove Theorem 2.8.7. If u (t) = −6ti − 12t2 j + 6k.1. Let I be an open interval and c be a constant.5.6. Complete the proof of Theorem 2. for all t ∈ I.9. Prove Theorem 2.1. 14. Show: f (t) = n|u(t)|n−2 u(t) · u (t). Prove Theorem 2. Prove Theorem 2.

Example 2. CURVES IN SPACE R(t) O Figure 2. In applications. we always picture R(t) with its tail (initial point) at the origin.2.1. Solution.46 CHAPTER 2. The point takes 2π/ω to traverse a complete circle. as a position vector. 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. The image of this curve is the circle in the xy-plane centered at the origin of radius a. As we’ve already seen. we often think of a moving object whose position is given by R(t) at time t. this represents the straight line through the point with position vector R0 and parallel to v. that is. where a and ω are positive constants. Describe the curve R(t) = a cos ωti + a sin ωtj. 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).1. Solution. Since it is natural to identify the position vector of a point with the point itself.2. Describe the curve R(t) = R0 + tv.2. Example 2. See Figure 2.1: A space curve In this context.

Solution. a helix is not the same thing as a spiral. z = h(t) are called the parametric equations for the curve.4.2 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).2.2.2. y = g(t). The image of this curve looks like a spring and is called a (circular) helix. Write the parametric equations for R(t) = a cos ωti + a sin ωtj.5 y 1 0. which is a planar curve. Describe the curve R(t) = ρ cos ti + ρ sin tj + btk.3. where ρ and b are positive constants. SPACE CURVES 47 20 15 10 z 5 0 1 0.1 Figure 2. Example 2.5 0 −0.2.5 0 −0. 1 .5 −1 −1 x Figure 2. Despite what some writers and editors of crossword puzzles seem to think.2: A helix Example 2.

Deﬁnition 2. Figure 2. If v(t0 ) = 0. The reader should note that velocity is not the same thing as speed. where O is the origin. as in Figure 2. − → Suppose R = R(t) is a curve and that R(t0 ) = OP . Tangent Vectors Deﬁnition 2. we always show the vector with its tail at P . When we depict a tangent vector to a curve at a point P . x = a cos ωt.3 shows why we adopt this terminology. Write the parametric equations for R(t) = ρ cos ti + ρ sin tj + btk. z = 0. In particular. CURVES IN SPACE y = a sin ωt.2.3. the velocity is a vector.2. Solution.2.48 where a and ω are positive constants.3. then v(t) = R (t) is the velocity of R at t and v(t) = |v(t)| is the speed of R at t. If R is diﬀerentiable at t. v(t) . Let R = R(t) be a curve. then it can be expressed as parametric equations: x = t. Then the unit tangent vector T(t) is given by T(t) = 1 v(t). where ρ and b are positive constants. z=0 Example 2. y = ρ sin t. y = f (t). x = ρ cos t.2. Solution.5. Let R = R(t) be a curve. z = bt It’s often useful to remember that if a curve in the xy-plane is given by y = f (x). then v(t0 ) and any nonzero scalar multiple of v(t0 ) are said to be tangent to the curve at the point P . while the speed is a scalar. CHAPTER 2. Assume that v(t) exists and is nonzero.

See Singer and Thorpe [20]. but not diﬀerentiable at any point in the interval) were constructed as early as 1875. we obtain v(t) = −ρ sin ti + ρ cos tj + bk. functions that are continuous at every point in an interval.6. Find v(t). Solution. Using the basic identity sin2 t + cos2 t = 1. v(t).2.. where ρ and b are positive constants. Diﬀerentiating. much has .3: The velocity vector Example 2. Smooth Curves A general curve can be quite exotic. we obtain v(t) = So. T(t) = 1 ρ 2 + b2 (−ρ sin ti + ρ cos tj + bk). At least partially motivated by this discovery.e. (−ρ sin t)2 + (ρ cos t)2 + b2 = ρ 2 + b2 . Nowhere-diﬀerentiable curves (i.2. SPACE CURVES 49 v(t ) R(t +h) P R(t ) O Figure 2.2. and T(t). Consider the helix R(t) = ρ cos ti + ρ sin tj + btk.

b] and R(a) = R(b). If C is a [smooth] path and R is a [smooth] curve whose image is C. then R is said to be a closed curve. or I = [a. The classic work on fractals is [13]. S is a smooth curve and R is not a smooth curve. Deﬁnition 2. In addition. then R is referred to as a [smooth] parametrization of C. A space-ﬁlling curve is one whose image intersects every point on a (two dimensional) surface. consider R(t) = t3 i + t3 j and S(t) = ti + tj. CURVES IN SPACE been written in the past several decades about extremely irregular curves called fractals. However. Roughly speaking. 3. and we will limit our attention to curves that satisfy some additional properties. Therefore. If the domain of R is not an open interval.4. 2 . (Why?) We will call a set of points a [smooth] path if it is the image of some [smooth] curve. R is simple. R (t) = 0 for any t. R is continuously diﬀerentiable on its domain. it turns out that the requirement that a vector function simply be continuous is not restrictive enough for our purposes.2. it is also possible to prove the existence of so-called space-ﬁlling curves. a simple curve cannot cross itself. Both of these curves have the same image: the line with slope equal 1 through the origin and lying in the xy-plane.2. then this means that R can be extended to a continuously diﬀerentiable function deﬁned on an open interval containing its domain.2 2. See Apostol [1]. Deﬁnition 2. As an example. b] and R is 1-to-1 on the interval [a. 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. If the domain of R is [a. b].5. A curve R = R(t) is said to be smooth if: 1. but it may join up at the ends. We note that a particular set of points in space can be the image of both a smooth curve and a nonsmooth curve.50 CHAPTER 2. b) and on the interval (a. 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.

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 . if R1 and R2 are smooth parametrizations of the . The velocity vector obviously depends on the particular parametrization. SPACE CURVES 51 Figure 2.5.2. However. then we will refer to C as an oriented (or directed) path.4 and 2. and then orient C1 and C2 separately requiring that the orientations coincide on C1 ∩ C2 .4: An oriented path Oriented Paths In this text we will need to consider oriented paths.2. nonclosed. To orient a closed path C one can divide the path into two overlapping. Again. it follows that there are exactly two orderings or orientations (or directions) of C that can be deﬁned in this manner. See Figures 2. By the deﬁnition of smoothness. If C is a non-closed smooth path. it follows that there are exactly two orientations (or directions) of C. the unit tangent vector depends only on the path and its orientation. Pictorially. paths C1 and C2 . The same path with the other orientation will then be denoted −C. we indicate the orientation (or direction) of an oriented path by arrows pointing in the direction of increase along the path. That is. If a particular orientation of a smooth path C has been chosen.

5: An oriented closed path . CURVES IN SPACE Figure 2.52 CHAPTER 2.

2. a ≤ x ≤ b. Find the arc length of the helix R(t) = ρ cos ti + ρ sin tj + btk. from (ρ. 0) corresponds to t = 0 and (ρ. where ρ and b are positive constants. Thus. Example 2. is a smooth curve. and R2 (t).7. Arc Length Next we discuss arc length and parametrization by arc length. Deﬁnition 2. 0. Therefore.2. 0.6 exists as a ﬁnite number. That is. First note that (ρ. Notice that. 2πb). .6. 2πb) corresponds to t = 2π. SPACE CURVES 53 same path that determine the same orientation and R1 (t1 ) = R2 (t2 ). the desired arc length is 2π ρ2 + b2 dt = 2π 0 ρ 2 + b2 .2. a ≤ t ≤ b. we can view T as a function deﬁned on the oriented smooth path itself.2. then b d |R1 (t)| dt = a c |R2 (t)| dt. Suppose R(t) = f (t)i + g(t)j + h(t)k. are both smooth parametrizations of the same path. c ≤ x ≤ d. 0) to (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. then T1 (t1 ) = T2 (t2 ). In the previous example we found that the speed is v(t) = ρ2 + b2 . 0. 0. the integral in Deﬁnition 2. if R1 (t). It therefore makes sense to talk about the arc length of a smooth path. since the velocity of a smooth curve is continuous. We leave it as an exercise to show that the arc length of a curve is independent of (smooth) parametrization.2. Solution.

by the fundamental theorem of calculus and the deﬁnition of smoothness s (t) = v(t) > 0.8. z = t. we can even allow the integral to be improper. 0 ≤ t ≤ 2π. Substituting. Then the arc length from t0 to t is given by t s = s(t) = t0 v(τ ) dτ. s z=√ . t = s/ 2. so t y = cos t. Now. by arc length. 2 √ 0 ≤ s ≤ 2π 2. Therefore. a smooth curve can always be “parametrized by arc length. We trust that the following example will help clarify these ideas. In fact. Solution. s = s(t) = 0 √ v(τ ) dτ = t 2.” Henceforth.2. For this curve v(t) = √ 2. Reparametrize the curve x = sin t. as long as it is convergent. Thus. 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. √ Therefore. CURVES IN SPACE Suppose that R(t) is a smooth curve deﬁned at t0 . we obtain x = sin s √ 2 .54 CHAPTER 2. when we use “s” as a parameter for a curve we will always interpret it as arc length. s(t) is strictly increasing and thus invertible. y = cos s √ 2 . dt . This means that one can (at least theoretically) solve the equation s = s(t) for t = t(s). Example 2. In what follows it will be useful to remember that ds = ds dt = v(t) dt.

2 . Find symmetric equations for the line tangent to the curve x = t2 . Find the velocity and the speed at time t = 4. Find T(t). z = 0. For this reason a curve that is parametrized by arc length is often called a unit speed curve. SPACE CURVES ds is referred to as the element of arc length. y = 3t sin t. oriented counterclockwise. ds ds/dt v(t) 55 so dR/ds is always a unit vector. in the plane. we have dR dR/dt v(t) = = = T(t).2. z =1−t . y = t3 . The coordinates of a moving point are given as follows: x = 3t cos t. sketch R(1) and v(1). through the point (1. On the same plot. t > 0. 3.1 Exercises 1. 2. 2). Also.2.2. z = 4t. ﬁnd (a) T(t) and (b) the value of T at 3 the point 1. Suppose √ R(t) = −4t2 i + 4 tj + (t2 − 1)k is the position vector of a moving particle. 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. 2. 7. 6. Sketch the image of the curve R(t) = t2 i + t−2 j. −1. 3 4. (a > 0 constant). 5. Write the answer in terms of x and y. Find the unit tangent vector for the circle x 2 + y 2 = a2 . 1 . Given R(t) = t2 i + 2 t3 j + tk.

ﬁnd an equation for the tangent line through (0. (a) Find the arc length of C from t = 0 to t = π. −3). sin 2t . z = 2t − 5 10. at the point (8. y = 3t2 . 1). y = t sin t. CURVES IN SPACE 8. t ≥ 0. from t = 2 to t = 4. y = t2 − 10. y = −t. Find parametric equations for the tangent line to the curve x = −t − 8. For the spiral x = t cos t. z = 2 sin t. cos 2t. 14. 2). 12. y = −t3 − 7. Find parametric equations for the tangent line to the curve x = t + 3. at the point (−9. (b) Find parametric equations of the line tangent to C at the point (π/2. 11. Let C be the path parametrized by R(t) = t.56 CHAPTER 2. Find the arc length of the curve deﬁned by x = t3 . 6. at the point (1. 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. z= 4 t y = t2 − 3. 9. 1. z = 6t . For the curve deﬁned by x = 2 cos t. 13. Find parametric equations for the tangent line to the curve √ x = 4 t. −1. −2. π/2). 0).

t ≥ 0.2. 20. z = et y = cos t + t sin t. SPACE CURVES 15. Find the arc length of the curve given by y = ln(sec x) from x = 0 to x = π/4. z = 4t. Reparametrize the curve x = et cos t. Find the arc length of the spiral x = t cos t.2. by arc length. 19. Suppose a curve in the xy-plane is given by y = f (x). Find the arc length of the hypocycloid with four cusps (or astroid) x = a cos3 t. ﬁnd T(t). For the curve x = sin t − t cos t. . 4π 2 ) for the curve in Exercise 19. 0 ≤ t ≤ 2π. π 2 ) to (−2π.) 17. You may want to look the integral up in a table or use computer software. t = 0. 3 y = 2t2 . 18. Find the arc length from (π. 1. 57 16. −1. z = t2 1 + [f (x)] 2 1/2 dx. y = et sin t. Find the arc length of the path parametrized by 2 x = t3 . 21. y = t sin t. from t = 0 to t = π/2. (Hint. 0 ≤ t ≤ 1. Show that the arc length from x = a to x = b is given by b a y = a sin3 t.

(Hint: See the hint for Exercise 22. where a is the radius of the circle. ds We deﬁne the curvature by k= In terms of t this can be written k= dT dt ds 1 dT = . a ≤ x ≤ b. we reserve the letter “s” for arc length along the curve. and that the curvature of a circle is 1/a. h is positive. and R2 (t). 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)|. as previously stated. Also.3 Throughout this section. b] such that h is nonvanishing and R2 (t) = R1 (h(t)). then there exits a continuously diﬀerentiable function h from [c. (Hint: If R1 (t). 3 This section may be omitted without loss of continuity. Also recall that the unit tangent vector is given by T(t) = v(t) v(t) or T(s) = dR . R = R(t) will be a smooth curve that is twice continuously diﬀerentiable. ds One can show that the curvature of a straight line is 0.58 CHAPTER 2. In this case. CURVES IN SPACE 22. d] onto [a. dt v(t) dt dT .3 More About Curves In this section we study curves in somewhat more detail. then T1 (t1 ) = T2 (t2 ).) 23.) 2. are both smooth parametrizations of the same path. Prove that the arc length of a curve is independent of (smooth) parametrization. c ≤ x ≤ d. . Prove: If R1 and R2 are smooth parametrizations of the same path that determine the same orientation and R1 (t1 ) = R2 (t2 ).

2.1. . we deﬁne N. the principle unit normal vector.1. the tangential component of the acceleration is given by aT = dv . T N Example 2. dT/dt is always perpendicular to T. If we write v = vT and diﬀerentiate both sides of this equation with respect to t. we obtain a= dT dv T+v dt dt dv = T + kv 2 N. MORE ABOUT CURVES 59 By Exercise 7. Since T and N are perpendicular unit vectors. and aN . dt Thus. N.1. y = √ t2 .3. dt and the normal component of the acceleration is given by aN = kv 2 . Therefore. Section 2. aT . k. by N= or N= 1 dT dT/ds = . |dT/ds| k ds dT/dt |dT/dt| The acceleration is deﬁned by a(t) = v (t) = R (t). 3 2 Find T. z = t3 . it follows that |a|2 = a2 + a2 . Suppose the coordinates of a moving point are given as follows: 1 1 x = t.3.

CURVES IN SPACE √ dy = t 2. 2 1+t √ 1 dT = 2 1 − t2 j + 2tk . Derive the following alternative formula for the curvature: k= |a × v| .2. we compute dx = 1. v3 . CHAPTER 2. v = 1 + 2t2 + t4 and we obtain T= Diﬀerentiating. 2 −2ti + 2) dt (1 + t A straightforward calculation then shows that √ 2 dT = .3. (1 + t2 )2 √ Example 2. First. √ √ 1 −t 2i + 1 − t2 j + t 2k 1 + t2 2 . dt = 1 + t2 . aT = and aN = kv 2 = dv = 2t dt √ 2.60 Solution. dt 1 + t2 It follows that N= and k= Finally. dt 1/2 dz = t2 . we ﬁnd √ 1 i + t 2j + t2 k . dt So.

one can show that dB = −τ N. so |a × T| = kv 2 . ds . MORE ABOUT CURVES Solution. N × T is a unit vector. we have a × T = kv 2 N × T. We start out with a= dv T + kv 2 N. See Figure 2. |a × v| . dt 61 Using the fact that T × T = 0. ds We deﬁne B = T × N. T and N both lie on the page and B points directly into the page.2. (In Figure 2. B is a unit vector that is normal to T and to N and is called the binormal vector. ds τ is called the torsion. Recall that dT = kN. 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. 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.6.3. Substituting T = v/v and solving for k gives us k= as desired. Diﬀerentiating both sides of the equation B = T × N with respect to s.6.

N. and τ in terms of an arbitrary parameter t. 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 could. See [16]. roughly. dB · N. B. and not . that a smooth path with nonvanishing curvature is completely determined up to position by its curvature and its torsion. CURVES IN SPACE B T N Figure 2. using the chain rule. k. Finally. In any event. B.62 CHAPTER 2. each of the functions T. N. and τ depend only on the smooth path and possibly the orientation (k does not depend on the orientation). we note that although we have for simplicity assumed that the given path is parametrized by arc length. write formulas for N. This says.6: T. and B So.

3.3. Diﬀerentiating. y = 3 sin t.6. v dt 25 . comparing dB/ds with N. B. Solution. we obtain dT 3 = − (cos ti + sin tj) dt 5 and |dT/dt| = 3/5. we have 1 T = (−3 sin ti + 3 cos tj + 4k) 5 and v = 5. with ρ = 3 and b = 4. MORE ABOUT CURVES 63 on the particular parametrization. 25 1 dT 3 = .2. k. ds ds/dt v dt 25 so. Find T.3. It follows that N = − cos ti − sin tj and 1 B = T × N = (4 sin ti − 4 cos tj + 3k). dB dB/dt 1 dB 4 = = = (cos ti + sin tj). z = 4t. we have k= Finally.2. Example 2. and τ for the circular helix x = 3 cos t. N. 5 Next. we obtain τ= 4 . The reader should recall the discussion in the previous section concerning independence of parametrization for T. From Example 2.

z = t2 is called the center of curvature of R at t0 . τ . Write the answers in terms of x and y. ﬁnd k = k(t).1. is a unit speed curve and compute k.) 4. 3. Find aT and aN . CURVES IN SPACE 2. The coordinates of a moving point are given as follows: x = 3t cos t. 2.1 Exercises 1. z = 4t. and B. z = 0 (a > 0 constant) y = 3t sin t.64 CHAPTER 2. oriented counterclockwise. . N. z= 4 cos s. The point (with position vector) mc = R(t0 ) + 1 N(t0 ) k(t0 ) y = cos t + t sin t. N. Section 2.3. and τ for the circle x 2 + y 2 = a2 . T.2. k= 3/2 1 + [f (x)]2 Use this to ﬁnd the curvature of the curve y = x2 . B. t = 0. 5 y = 1 + sin s. 6. 5 0 ≤ s ≤ 2π. Find k. Show that the curve x= 3 cos s. Suppose a curve in the xy-plane is given by y = f (x). Derive the formula |f (x)| . (You were asked to ﬁnd T in Exercise 5. 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 ). For the curve x = sin t − t cos t. 5.

PLOTTING CURVES 65 ρ(t0 ) = 1/k(t0 ) is called the radius of curvature at t0 . 0.2. If you are using some other software.4. ds 10. dB = −τ N. 0). Hint: Assume τ = 0 for all s. center (with position vector) mc . Show that dN + kT ds is perpendicular to T and to N.) .) 7. then you will need to modify these commands. 9. If you have access to Matlab try the following. then R(s) is a plane curve (i.e. and lying in the osculating plane is called the osculating circle of R at t0 . Show that the curvature of a straight line is 0. Let R = R(s) be a smooth curve with k nonzero. Prove that |a|2 = a2 + a2 . (Why?) Let R0 = R(s0 ) for some s0 in the domain of R and consider d [(R(s) − R0 ) · B] . ds 2. You should pay careful attention to the syntax. Entering a command or a mathematical expression incorrectly is a very common mistake. This may be diﬀerent on your computer. the image of R(s) lies in a plane). The circle of radius ρ(t0 ). Do not type the symbol “>”.. Prove that 11. You can use the up-arrow key to edit the previous line.4 Plotting Curves Matlab (with Symbolic Math Toolbox) makes it easy to plot space curves that are given parametrically. (We use “>” for the prompt. Find an equation for the osculating circle of R(t) = cosh ti + sinh tj + tk at the point (1. Show that if τ = 0 for all s. (Hint: cosh2 t − sinh2 t = 1. T N 8. This implies that B is constant.

y = t2 . [−2. y = sin t. y = t sin t. Note that you only need to type “syms t” once. z = et . • x = cos t.2*pi]) > ezplot(cos(2*x).) We encourage the reader to experiment with diﬀerent domains. 2π] [0. at the beginning of.2*pi]) We list here the curves that have appeared in this chapter along with suggested domains.[-2*pi.sin(t)-t*cos(t). [−2. • x = cosh t. y = sinh t. z = t. • x = t cos t.” Try the following commands: > syms t. 2π] • x = cos t. 2] [0. • x = et cos t. 2π] [−2π. each session. z = t. z = 4 cos t. For a general overview of Matlab we recommend [10]. (In some cases we have speciﬁed or changed some of the constants. 2π] [−2π. y = cos t + t sin t. z = 1. CURVES IN SPACE > syms t > ezplot3(cos(t)+t*sin(t). 2] • x = sin t − t cos t. . y = et sin t. z = t2 .[-2*pi.x > ezplot(cos(t)+t*sin(t). y = 1 + 5 sin t. Planar Curves We can also use Matlab (with Symbolic Math Toolbox) to plot planar curves using the command “ezplot. z = t. • x = t. z = t3 . • x = 3 cos t.2*pi]) References Matlab comes with extensive on-line help.sin(t)-t*cos(t). y = sin t.66 CHAPTER 2.2*t^2. 2π] [−2π.[-2*pi. 2π] [−2π.

Experiment with diﬀerent domains. In particular.2. Is the result a faithful representation of the graph of this function? (Hint: If you used the Matlab command ezplot. Identify as many curves as you can. what causes problems in this example? . then the answer is: “No.4. PLOTTING CURVES 67 2.”) Discuss some of the potential pitfalls of using graphing software.1 Project 1.4. Use Matlab or some other software to plot all of the curves listed in this section. 2. 5] using Matlab or some other software. Try plotting the function given by y = sin(x5 ) on the interval [0.

CURVES IN SPACE .68 CHAPTER 2.

Chapter 3 Scalar Fields and Vector Fields 3. z) : (x − x0 )2 + (y − y0 )2 + (z − z0 )2 < 2 . if there is an open ball centered at P that does not contain any of the points in R. B and C are boundary points. if every open ball centered at P contains points in R and points not in R. Since a region cannot contain any of its exterior points. y0 .1. Given any region R a point P belongs to the interior of R. A region R is said to be open if every point in R is an interior point. A region that contains some. or is an exterior point of R. A region that contains all of its boundary points is said to be closed. In Figure 3. P belongs to the exterior of R. As usual. a region is open if and only if it contains none of its boundary points. Finally. or is a boundary point of R. and D is an exterior point. A is an interior point. Regions By a region in space we mean any nonempty set of points in space.1 Scalar Fields Before we consider scalar ﬁelds. 69 . P belongs to the boundary of R. we will focus our attention on space. y. we want to brieﬂy discuss certain important types of subsets of euclidean space. or is an interior point of R. The open ball of radius > 0 centered at P (x0 . if there is an open ball centered at P that is contained in R. z0 ) is given by B (P ) = (x.

70 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS C D R A B Figure 3.1: A region .

z) : (x − x0 )2 + (y − y0 )2 + (z − z0 )2 = 2 . however. or neither) may depend on whether it is viewed as a region in the plane or as a region in space. the gradient. including continuity. The boundary of an open disk is called a circle. In any ﬁnite dimensional euclidean space the only sets that are both open and closed are the empty set and the entire space. (Again. Note that the region consisting of all points in space has no boundary points. (The empty set is also both open and closed. y0 . The open disk of radius > 0 centered at P (x0 . in particular. We caution. Scalar Fields A scalar ﬁeld is a real-valued function deﬁned on a region of euclidean space. z0 ) and is given by S (P ) = (x. closed.3. of its boundary points is neither open nor closed. and some applications thereof. the reader is referred to his or her favorite calculus text. however. y0 . a nonempty open subset of the plane is never open as a subset of space. the characterization of the region (open.” and so forth are deﬁned similarly. partial derivatives. y. “Twice continuously diﬀerentiable.) We do.1.1. a real-valued function of several variables. y0 ) is given by D (P ) = (x.)1 A region is bounded if it is contained in some open ball. restrict our attention to space. that even though a given region in the plane can be viewed as a region in space. See also Exercises 4 and 5 in Section 3. for the most part. want to discuss the directional derivative. 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. The boundary of the open ball of radius > 0 centered at P (x0 . z0 ) is called the sphere of radius > 0 centered at P (x0 . y) : (x − x0 )2 + (y − y0 )2 < 2 . so it is both open and closed. Note that comparable deﬁnitions can be made for subsets of euclidean space of any dimension.3. In the plane an open ball is called an open disk. We assume that the reader has studied scalar ﬁelds. 1 . since the gradient. will play a key role in the sequel. For example. A region is compact if it closed and bounded. SCALAR FIELDS 71 but not all. As usual. and the chain rule. that is. we will. and leave considerations in the plane and higher dimensional spaces to the reader.

z0 ) be a given point. The reader should always keep in mind that the directional derivative is a scalar and that grad f (P ) is a vector. Notice that Du f (P ) is not deﬁned for u = 0 and depends only on the direction of u. ∂f /∂y. ds This is the rate of change of f at P in the direction of u per unit distance. z(s)) s=0 . z = z(s). |u| ds ds ds Du f (P ) = grad f (P ) · u . 2 . 3. By the chain rule. SCALAR FIELDS AND VECTOR FIELDS The Directional Derivative and the Gradient Let u be a given nonzero vector and P (x0 . 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 . and ∂f /∂z are all evaluated at P . . Suppose that the scalar ﬁeld f is continuously diﬀerentiable on some open set containing P . Find Du f (P ) for f (x. and dx/ds. If we deﬁne grad f = and note that ∂f ∂f ∂f i+ j+ k ∂x ∂y ∂z u dx dy dz = i + j + k.1.1. 2. The directional derivative of f at P in the direction of u is given by d Du f (P ) = f (x(s). y0 . |u| then we can write grad f is called the gradient of f . Example 3. and dz/ds are all constant. −2) in the direction of u = −1. y = y(s). z) = x + xyz at P (1. dy/ds. ∂x ∂y ∂z ds ds ds where ∂f /∂x. y. 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 . y(s). z0 ) corresponding to s = 0: x = x(s).72 CHAPTER 3. y0 .

This maximum rate of increase occurs in the direction of grad f (P ). we compute grad f (x.3. when u is in the direction of grad f (P ). Suppose that the scalar ﬁeld f is continuously diﬀerentiable on some open set containing P . So.1. Clearly. 2 | 3 73 Note that Du f (P ) = grad f (P ) · u = |grad f (P )| cos θ. The maximum rate of increase of f at P (with respect to distance) is |grad f (P )|. In what direction does this occur? . Suppose that the scalar ﬁeld f is continuously diﬀerentiable on some open set containing P . −2) = −5i − 2j + 3k. So. Therefore. −2). 2. z) = (1 + yz)i + xzj + xyk. Example 3. Du f (P ) = (−5i − 2j + 3k) · 7 −1.2.2. We can restate the above as follows: Theorem 3. The reader should be able to formulate results concerning the maximum rate of decrease of f at P . grad f (1. |u| where θ is the angle between grad f (P ) and u. | −1. Find the maximum rate of increase of f (x. we have the following: Theorem 3. z) = x + xyz at (1.1. 2.1. 2 = . Du f (P ) is a maximum for f at a given point P when θ = 0 or. y. 3. y. Then the component of grad f (P ) in the direction of u is Du f (P ). equivalently. 3.1. SCALAR FIELDS Solution. First.1.

Then Sk is a smooth level surface. we found that grad f (1. deﬁned on all of space. y.1. z) = ax + by + cz. in our deﬁnition of a smooth level surface. we shall impose conditions on f that are stronger than mere continuity. z) : f (x. b. y. the maximum rate of increase is | − 5i − 2j + 3k| = √ 38. where k is a constant. f (x. z) = k} . If A is any closed set. all of these results are valid in the plane and in higher dimensional euclidean spaces with the obvious modiﬁcations. Therefore. 3. then it can be shown that there exists a continuous function f . suppose that grad f = 0 for all points in Sk . and c are constants.74 CHAPTER 3. Deﬁnition 3. y. So.”2 Consider. SCALAR FIELDS AND VECTOR FIELDS Solution. −2) = −5i − 2j + 3k. Note that a smooth level surface may be “disconnected.3. Level Sets and Level Surfaces If f is a scalar ﬁeld. we will work with only “connected” surfaces. . and this maximum rate of increase is in the direction of the vector −5i − 2j + 3k. z) = x2 − y 2 − z 2 for k > 0. 2 Beginning with Section 4.1. such that A is a level set of f .1. Again. Suppose that f is continuously diﬀerentiable in an open set containing Sk . y. where a. then the set Sk = {(x. Also. is called a level set of f .4. for example. Example 3. In the last example. Describe the level sets of f (x. Let Sk be a level set of a scalar ﬁeld f .

y0 . z0 ) ∈ Sk . The surface of a cube is a surface. of course. then the level set is the origin. y0 . then the level set is the empty set. z0 ).3. z) = x2 + y 2 + z 2 . and (0. 0). If k > 0. ±k. Let Sk be a level set of a scalar ﬁeld f .5. smooth level surfaces. Proof. a smooth surface. z0 ) is perpendicular to the smooth level surface Sk at (x0 . y = y(s) z = z(s) is a smooth curve (which we can assume is parametrized by arc length) through (x(0). If k > 0. y0 . . Describe the level sets of f (x. Also. z0 . Du f (x0 . y0 . (0. If k < 0. it is not a smooth surface.1. z(s)) = k. z) = |x| + |y| + |z|.1. z0 ) = 0. then √ the level set is the origin. then n is perpendicular to v(t0 ).3. z(0)) = (x0 .1. The plane perpendicular to such a vector n through (x0 . We say a vector n is normal (or perpendicular) to a given smooth surface at (x0 . y. y(s). b. SCALAR FIELDS 75 Solution. Suppose that f is continuously diﬀerentiable in an open set containing Sk . Solution. however. If k < 0. then grad f (x0 . z0 ) is called the tangent plane to the smooth surface through (x0 . z0 ) = grad f (x0 . Example 3. c as a normal vector. in fact. If k = 0. so Du f (x0 . Example 3.4. z0 ) if whenever R is a smooth curve whose image is contained in the smooth surface and R(t0 ) = x0 . then the level set is the empty set. Suppose that x = x(s). z0 ) and contained in the level surface Sk . suppose that grad f = 0 for all points in Sk . z0 ) · |u| where u/|u| is tangent to the given curve. then the level set is the surface of the cube with vertices (±k. y0 . Let u = v(0). y. These are all of the planes that have a. If (x0 . A sphere is. then the level set is the sphere of radius k centered at the origin. y0 . y(0). Describe the level sets of f (x. We then also have the following important property of the gradient: Theorem 3. But u . 0. y0 . ±k). y0 . z0 ). 0. 0). y0 . y0 . because of the edges and the vertices. If k = 0.1. These are all. Solution. y0 . Then f (x(s).

Thus. z0 )(x − x0 ) + (x0 .76 CHAPTER 3. z − z0 = 0 or ∂f ∂f ∂f (x0 . 1). y0 . 1. Solution. y0 . y. 1) = 4. z0 )(z − z0 ) = 0. SCALAR FIELDS AND VECTOR FIELDS Figure 3. y0 . z0 ). Find an equation for the tangent plane to the level surface x2 + yz = 5 at (2.1. z) = c is a smooth level surface through (x0 . z0 ) is given by grad f (x0 . if f (x. z0 ) · x − x0 . y0 .2 shows a gradient vector and the tangent plane through the same point for a smooth level surface. then grad f (x. y and grad f (2. 1 . z0 )(y − y0 ) + (x0 . Write f (x. . z) = 2x. y. y0 . y0 . ∂x ∂y ∂z Example 3. then the equation of the tangent plane to the surface through (x0 .6. 1. y − y0 . z. 1. y. z) = x2 + yz.2: A gradient vector and tangent plane to a level surface Figure 3.

y) can be viewed as a level surface by writing f (x. z) : x2 + y 2 + z 2 = 1} 4. y. z = 0} 5. y) − z = 0. (d) determine whether R is open or closed or neither. 8. R = {(x. 1. z) : x2 + y 2 < 1. z) : x2 + y 2 + z 2 < 1} 2. y0 )(y − y0 ) − (z − z0 ) = 0 ∂x ∂y or z = z0 + ∂g ∂g (x0 . y0 )(y − y0 ). Find grad f (1. y. z) = g(x. y0 )(x − x0 ) + (x0 . Also. R = {(x. R = {(x. 2) in the direction of the vector u = 3 i 2 − 1 j. then the surface z = g(x.1. (b) the boundary of R. y) : x2 + y 2 < 1} 6. 77 A surface can also be given by a function z = g(x. z0 ) is given by ∂g ∂g (x0 . z) : x2 + y 2 + z 2 ≤ 1} 3. R = {(x. −1) for f (x. y). and (c) the exterior of R.1. y) = tan−1 (3xy) √ at the point (4.1 Exercises In Exercises 1–6. y. y0 )(x − x0 ) + (x0 . 2 . z) : x. ∂x ∂y 3. It follows that grad f is nonvanishing and the tangent plane through the point (x0 .3. y. If g is continuously diﬀerentiable. 2. for the given region R. y. Find the directional derivative of f (x. y. ﬁnd: (a) the interior of R. SCALAR FIELDS It follows that 4(x − 2) + (y − 1) + (z − 1) = 0 is an equation of the tangent plane. y. R = {(x. z) = y 2 sin(xz). z are rational numbers} 7. y. y0 . R = {(x.

z) = 2xz − 3yz − xy at the point (−1. . y) = x2 − 2y 2 increase most rapidly at (3. y. Find the directional derivative Du f (P ) of f (x. 0). Let f (x. 2.78 CHAPTER 3. Find the directional derivative of f at the point (2. 1) in the direction of −4. |z|}. y. 14. 10. 12. 2) in the direction of the vector u = 2i + 2j + k. y. z) = x + xyz at P (1. In what direction does this occur? 18. −1) in the direction of −i + 3j + k. Find the maximum rate of increase of f (x. −2. π/2)? √ (c) In what direction does Du f (P ) at P ( 2. √ √ (a) Find Du f (P ) at P ( 2. 3 . 3) in the direction of 2i − j. 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. Find the directional derivative of f (x. 17. y. π/2) in the direction of u = 3/2. 16. y) = x3 + y 3 − 3xy. Find the directional derivative of f (x. y) = x2 − 2y 2 at (3. −1) in the direction of −3i − 4j. √ (b) What is the maximum value of Du f (P ) at P ( 2. −1). y) = −x2 y 2 + 2x2 at P in the direction from P (−3. Find the directional derivative of f (x. 2. y) = x2 cos y. Let f (x. 11. SCALAR FIELDS AND VECTOR FIELDS 9. Describe the level sets of f (x. z) = x2 + 2yz − sin z at (3. In what direction does f (x. 1/2 . z) = max{|x|. y) = 3x2 − y 2 + 5xy at the point (2. π/2) attain its maximum value? 15. Also. Find the directional derivative of f (x. 1) to Q(−6. |y|. 3)? What is the value of this maximum rate of increase? 13.

SCALAR FIELDS 19. 27. 2). Find an equation of the tangent plane to the hyperboloid z = xy at (2. −1. 1/4). 2. −7). −2. −1). 24. −3. Find an equation of the tangent plane to the graph of 4x2 − 2y 2 − 7z = 0 at (−2. (a) Find an equation for the tangent plane to the surface z = cos(x) sin(y) at the point (π/3. . 20. 1). Find an equation of the tangent plane to the ellipsoid 9x2 + 4y 2 + 9z 2 = 34 at (1. 6). 3. 1/4). 1. π/6. (b) Find parametric equations for the normal line to z = cos(x) sin(y) at the point (π/3.1. 1). 79 22. Find an equation for the tangent plane to the paraboloid z = x2 + y 2 at the point (1. 2. Find an equation of the tangent plane to the surface z = x2 + 2xy − y 2 through the point (1. Find an equation of the tangent plane to z = (2x − y)2 at (2. 1. −1). (a) Find an equation for the tangent plane to the ellipsoid x2 + 2y 2 + 3z 2 = 6 at the point (1. π/6. Find an equation of the tangent plane to the sphere x2 + y 2 + z 2 = 21 at (2. 1). 26. 5). 23. 4. 21. (b) Find parametric equations for the normal line to x2 + 2y 2 + 3z 2 = 6 through the point (1.3. 25.

y.80 CHAPTER 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.) 30. SCALAR FIELDS AND VECTOR FIELDS 28. 29. If f is a scalar ﬁeld. z)j + F3 (x. and F3 are continuous [continuously diﬀerentiable. z) with its initial point or tail located at (x. z)k. y. (Lagrange Multipliers) Assume f and g are scalar ﬁelds and grad g is nonvanishing. Show that the closure of a region is a closed region. and F3 are scalar ﬁelds. Also remember that the point(s) must satisfy the constraint equation as well. We can always write F(x. we are focused here on three dimensional space. where F1 . 3. y. once again. Then one can show that the maximum and minimum values of f subject to the constraint (or side condition) g(x. but. z) = 0 (if they exist) occur at those points P for which grad f (P ) = λ grad g(P ). etc. for some constant (scalar) λ. z)i + F2 (x. z) is a vector in space. y. (λ is called a Lagrange multiplier.) Use this result to ﬁnd the point(s) on the surface z = xy + 5 closest to the origin. Figure 3.] on an open set A if and only if F1 . etc. z) = F1 (x.3 depicts a vector ﬁeld in space. We picture the directed line segment corresponding to F(x.] on A. 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. F2 . y. y. Examples from physics include gravitational ﬁelds. that is. F2 . electric ﬁelds. F is continuous [continuously diﬀerentiable. the closure of R is given by closure R = R ∪ boundary R. Given a region R. z). . y. (Hint: Minimize the square of the distance. One can consider vector ﬁelds in diﬀerent dimensional spaces. a space-vector-valued function of three variables. then grad f is a vector ﬁeld. and magnetic ﬁelds. y.

1. and T is the unit tangent vector for R. y. ds βF3 = dz . The condition that R = R(t) be a ﬂow curve of F is equivalent to T = βF. z) = x2 i + y 2 j + zk ﬁnd the ﬂow curve through the point (2. iron ﬁlings will line up along ﬂow curves. and F3 are all nonvanishing. Figure 3.4 shows a vector ﬁeld in the plane together with several ﬂow curves. ds dx . Since T= we obtain βF1 = or dx dy dz dR = i + j + k.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). For F(x. Example 3.3. 2. ds dx dy dz = = . F1 F2 F3 if F1 . VECTOR FIELDS AND FLOW CURVES 81 Figure 3. As an example.2. y. z). . where β = β(x. in the magnetic ﬁeld created by one or more small bar magnets. ds ds ds ds βF2 = dy .2. F2 .

1 − 2 ln z . 2 y z where c1 and c2 are constants. the ﬂow curve through the point (2. 1) is given by 2 x=y= . We need to solve dy dz dx = 2 = . SCALAR FIELDS AND VECTOR FIELDS Figure 3. 2. we obtain c1 = c2 = −1/2. 2 x y z This leads us to dx dz = 2 x z Integrating.82 CHAPTER 3. we obtain − 1 = ln |z| + c1 x and − 1 = ln |z| + c2 . Thus. Upon substituting x = y = 2 and z = 1. y and dy dz = .4: Flow curves Solution.

3. z) = Solution. ∂z (x2 + y 2 + z 2 )5/2 3/2 1/2 xi + yj + zk (x2 + y 2 + z 2 )3/2 . 0). y. ∂x ∂y ∂z Example 3.3. . and ∂F3 x2 + y 2 − 2z 2 = . y. y. 0. z) = y 2 + x ∂F1 ∂F2 ∂F3 + + . y. = (x2 + y 2 + z 2 )5/2 By symmetry. 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. Find div F for F(x. Find div F for F(x. Example 3. First. (x. z) = 0. Solution.2.2. 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 . div F(x. z) = (0. z) = xy 2 i + xyj + xyk. 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.2.2. y.

as shown in Figure 3. Now. y. (“Flux” means “ﬂow” in Latin. We want to use the formula above to approximate the outward ﬂux through the six faces of the box. ∂x . through face II the ﬂux is approximately F · n2 ∆S = F1 (x + ∆x/2. if we let δ = δ(x.6. The opposite direction would simply change the sign of the ﬂux. z)∆x∆y∆z.5 we have chosen the unit normal vector to be in the direction which makes the ﬂux positive. n is a unit normal to the surface. consider the case where v is the velocity ﬁeld of a ﬂuid. and ∆t is the time increment. and ∆z. consider a small rectangular box centered at (x. ∆y. Note that here we’ve taken n1 to be the outward unit normal.) To make this still more precise and concrete. z)] ∆y∆z ≈ ∂F1 (x.84 CHAPTER 3. the ﬂux is the mass of the ﬂuid passing through the surface per unit time.5. y. the divergence of F at a point P is the ﬂux per unit volume at P . Therefore. z) with sides parallel to the coordinate axes and with lengths ∆x. If we add these we get [F1 (x + ∆x/2. 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. z) be the density of the ﬂuid and F = δv. The ﬂux of a vector ﬁeld through a surface is a measure of how much the vector ﬁeld “ﬂows” through the surface. In this case. z) − F1 (x − ∆x/2. y. SCALAR FIELDS AND VECTOR FIELDS Roughly speaking. where v is evaluated at any point on the surface. since we are approximating the ﬂux out of the box. ∆S is the area of the surface. See Figure 3. y. y. Note that in Figure 3. z)∆y∆z. we obtain: ﬂux ≈ F · n∆S. y. Similarly. the divergence of a vector ﬁeld at a point is a measure of how much the vector ﬁeld diverges or expands at that point. z)∆y∆z. Through face I the ﬂux is approximately F · n1 ∆S = −F1 (x − ∆x/2. More precisely.

2.5: The volume of a ﬂuid passing through a surface . VECTOR FIELDS AND FLOW CURVES 85 v t n v v t v ∆S Figure 3.3.

we can approximate the ﬂux through the other four faces. We note that these approximations are valid up to ﬁrst order if all of the component functions of F are continuously diﬀerentiable. then we obtain ∂F1 ∂F2 ∂F3 + + . then div F(P ) is approximately the mass of the ﬂuid ﬂowing out of the rectangular solid per unit time . y. z). If we divide this expression by the volume of the rectangular box (i. ∆x∆y∆z) and let that volume go to zero.y/2.e. y. But this is precisely div F(x..z+ z/2) I n II n (x+ x/2. Adding everything together we obtain ∂F1 ∂F2 ∂F3 + + ∂x ∂y ∂z ∆x∆y∆z. SCALAR FIELDS AND VECTOR FIELDS (x.y. 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). where the partial derivatives are all evaluated at (x.x/2.86 CHAPTER 3. z).y/2.6: The ﬂux through the surface of a box Similarly.z/2) Figure 3.z. z). y.y. ∂x ∂y ∂z where the partial derivatives are all evaluated at (x.

z) is F · eθ . Solution. The Curl We next deﬁne the curl of a vector ﬁeld. Referring to Figure 3. The clockwise component of F at (x + ∆x. then curl F = ∂F3 ∂F2 − ∂y ∂z i+ ∂F1 ∂F3 − ∂z ∂x j+ ∂F2 ∂F1 − ∂x ∂y k. the curl of a vector ﬁeld at a point gives a measure of the rotation of the vector ﬁeld around the point. z). Taking smaller and smaller rectangular solids one obtains (in the limit.4.3. to make this more precise and concrete. z) = xy ∂ ∂x 2 j ∂ ∂y k ∂ ∂z = xi − yj + (y − 2xy)k xy xy Roughly speaking. z).2. as all of the sides shrink to 0) div F(P ). y. Once again. Note that the curl of a vector ﬁeld is a vector ﬁeld. Find curl F for F(x. to a small circle centered at (x. while the angular rate of rotation is F · eθ /r. respectively. .7. where c is a constant. First. y + ∆y. y. If F = F1 i + F2 j + F3 k. VECTOR FIELDS AND FLOW CURVES 87 divided by the volume of the rectangular solid. we consider the rotation of the ﬂuid in the plane z = c. Here we just take F to be the velocity ﬁeld. F1 F2 F3 Example 3. A vector ﬁeld for which the divergence is everywhere 0 is called solenoidal.2. We can write this as another symbolic determinant: i curl F = ∂ ∂x j ∂ ∂y k ∂ ∂z . we consider the case of the velocity ﬁeld of a ﬂuid. about a point (x. y. note that er and eθ are unit vectors perpendicular and tangent. z) = xy 2 i + xyj + xyk. i curl F(x. y.

88 CHAPTER 3. SCALAR FIELDS AND VECTOR FIELDS y eθ er r θ (x.7: The curl .y.z) x Figure 3.

Neglecting the factor of 1/2 we obtain the component of the curl of F in the k direction. y + ∆y. y + ∆y. . z) ≈ F1 + ∂F1 ∆y ∂y ∂F2 ∆y.3. Similar arguments give the other components. z) ≈ F2 + ∆x + ∂x F1 (x + ∆x. The average of this around the circle is 1 2π 2π 0 1 F · uθ dθ = r 2 ∂F2 ∂F1 − ∂x ∂y . where all the functions are evaluated at (x. y. ∂y 89 where all the functions on the right are evaluated at (x. y. y + ∆y. 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. Using these expressions and noting that eθ = − sin θi + cos θj at (x + ∆x. we can write ∂F1 ∆x + ∂x ∂F2 F2 (x + ∆x.2. A vector ﬁeld for which the curl is everywhere 0 is said to be irrotational. Dividing by r we obtain the average angular velocity of the ﬂuid about the axis through (x. ∂x ∂y and ∆y = r sin θ. z). VECTOR FIELDS AND FLOW CURVES Using the linearization of F1 . z) and perpendicular to z = c: 1 2 ∂F2 ∂F1 − ∂x ∂y . y. z).

and curl F = × F.1 Exercises 1. we can deﬁne the vector Laplacian: 2 F= ∂ 2F ∂ 2F ∂ 2F + + 2. and curl is using the operator (read: del).90 CHAPTER 3. and Laplace’s equation) involve the Laplacian. −4). 3. ∂x ∂y ∂z If f is a scalar ﬁeld. div F = · F.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. For F(x. The equation 2 f = 0 is called Laplace’s equation and the solutions are called harmonic functions. SCALAR FIELDS AND VECTOR FIELDS The -Operator and the Laplacian A standard way to express the gradient. ∂ ∂ ∂ i+ j + k. The equation 2 f = g is called Poisson’s equation. ∂x2 ∂y ∂z This ubiquitous operator plays a key role in many areas of mathematics including complex analysis and partial diﬀerential equations. All of the classical partial diﬀerential equations (the heat equation. Both Laplace’s equation and Poisson’s equation play a key role in electrostatics. Analogously. y) = yi − xj ﬁnd the ﬂow curve through the point (3. y) = xi − yj ﬁnd the ﬂow curve through the point (−3. the wave equation. 4). 2. ∂x2 ∂y ∂z =∆= ∂2 ∂2 ∂2 + 2 + 2. This is written = This enables us to write grad f = f. ∂x2 ∂y 2 ∂z where F is a vector ﬁeld. divergence. For F(x. .

Find (a) div F (b) curl F 7. Let G(x. 2. Find (a) div F (b) curl F 6.3. y. z) = i+yj+zk ﬁnd the ﬂow curve through the point (1. 3). Let F(x. z) = xyi + y 2 j + yzk. Find (a) div F (b) curl F 9. For F(x. Let F(x. z) = x2 zi + y 2 xj + (y + 2z)k. Let F(x. z) = x2 i + j + yzk. 3). y. 4. Let F(x. Find (a) div F (b) curl F 10. y. Find (a) div F (b) curl F 11.2. y. z) = exyz (i + j + k). For F(x. Let F(x. y. y. z) = xzi − xyj + yzk. Let F(x. z) = cos(xy)i + sin(xy)j. y. y. VECTOR FIELDS AND FLOW CURVES 91 3. 5. y. Find (a) div F (b) curl F 8. z) = 2xyi + (x2 + z) j + y 3 k. z) = xi + yj + zk ﬁnd the ﬂow curve through the point (1. 2. Find (a) (b) (c) ·G ×G 2 G .

SCALAR FIELDS AND VECTOR FIELDS 12. then the total energy is 1 E(t) = m|u (t)|2 + V (u(t)). 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. z) = −xi − yj − zk . The scalar ﬁeld V is called a potential for F. The density of water is very close to 1000 kg/m3 . Let f (x. 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.) 14. z) = e−xy sin yz. 17. y. 2 (m|u (t)|2 /2 is called the kinetic energy and V (u(t)) is called the potential energy. ﬁnd the ﬂow rate in gallons per minute. Suppose water is ﬂowing through a water main of diameter 1/2 m at a speed of 2 m/s. y. Let φ be a scalar ﬁeld and F a vector ﬁeld both continuously diﬀerentiable. Let F(x.) . Let us write u = (x. for some scalar ﬁeld V . Let φ be a scalar ﬁeld and F a vector ﬁeld both twice continuously diﬀerentiable. (Hint: Make an intelligent guess. 15. A force ﬁeld is called conservative if F = −grad V . z) and u = xi+yj+zk. (x2 + y 2 + z 2 )3/2 Find a scalar ﬁeld φ such that F = − φ. Prove (by direct computation) that (a) curl (grad φ) = 0 (b) div (curl F) = 0 16.92 CHAPTER 3. Find (a) (b) f f= 2 f= · f 13. y. What is the ﬂux through a cross-section of the water main? Given that 1 m3 is approximately 264 gallons.

(a) Show that V = mgz is a potential for F in the sense of Exercise 17. Consider an object of mass m attached to a “linear” spring and moving along the x-axis. y the distance north. 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. to show that the object hits the ground with speed vf = 2 v0 + 2gh. y) + iv(x. Ignoring air resistance. independent of t. That is. then E(t) is a constant. Suppose that the object’s speed is v0 when it passes through the origin. then the force ﬁeld due to gravity can be modeled by F = −mgk. 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 =− . (Hint: Consider Exercises 17 and 18. use conservation of energy. Use Newton’s (second) law: mu (t) = F(u(t)). and z the height of an object relative to a given spot on Earth. z) = −kxi. y. and we ignore air resistance. A complex-valued function of a complex variable f (x + iy) = u(x. and z > 0 are not too large. where m is the mass and g is a positive constant. Show that the amplitude of the motion is v0 m/k. Let x represent the distance east.) 18. the force acting on the object can be modeled by F(x. the real and imaginary parts of an analytic function are harmonic functions. |y|. 19. ∂x ∂y ∂y ∂x Show that if f is analytic on G.) .3. then u and v satisfy Laplace’s equation in two-variables: ∂ 2u ∂ 2u + = 0.2. VECTOR FIELDS AND FLOW CURVES 93 Prove the law of conservation of energy. where k is a positive constant. prove that if u(t) is the trajectory of a particle of mass m moving in a conservative force ﬁeld.) 20. If |x|. ∂x2 ∂y 2 (That is. (Hint: It suﬃces to show that E (t) = 0.

2]. [−2. and “exp” stands for the exponential function. [−2. 2] [−2π. [−2. [−2. Do not type the symbol “>”. 2]. Note here that “sqrt” stands for the square root. at the beginning of. (We use “>” for the prompt. in Matlab.3 Plotting Functions of Two Variables Matlab (with Symbolic Math Toolbox) makes it easy to plot surfaces that are given by z = f (x. “abs” stands for absolute value. 2π]. 2] • z = xy 2 − x3 . This may be diﬀerent on your computer. (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. • z = xy 3 − x3 y. You should pay careful attention to the syntax. If you are using some other software. [−2. 2]. Note that you only need to type “syms x y” once. [−2.[-2. 2]. each session. 2] [−2.) > syms x y > ezmesh(sqrt(x^2+y^2).2]) You should be able to rotate the surface and view it from diﬀerent perspectives. • z = |x + y|.) If you have access to Matlab try the following. 2].94 CHAPTER 3. [−2. We encourage the reader to experiment by considering diﬀerent domains. SCALAR FIELDS AND VECTOR FIELDS 3. 2] [−2. [−2π. [−2. 2]. Also. 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. “log” stands for the natural logarithm. 2π] • z = cos(x) sin(y). • z = xy.2]. We list below some surfaces along with suggested domains. • z = x2 − y 2 . Entering a command or a mathematical expression incorrectly is a very common mistake. y). 2] [−2. • z = x2 + y 2 .[-2. then you will need to modify these commands. 2] [−2. .

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.

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, 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.)

1. Therefore.2. if any. 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 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.1. 0 ≤ t ≤ 2π.4. dx/dt = −2 sin t and dy/dt = 2 cos t. we leave it to the reader to ﬁll in the details. Thus. the inside of the path will be on your left. The circle can be parametrized as x = 2 cos t. 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. where the path is not smooth. y = 2 sin t. (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. .2 The opposite orientation is called clockwise. LINE INTEGRALS 101 Line Integrals in the Plane All of these considerations apply to line integrals in the plane with the obvious modiﬁcations. 2 Omitting those points. Example 4. We do. want to make a few additional remarks concerning the orientation of closed piecewise smooth paths in the plane. As usual. however. Solution.

0) to (1. 9. where F(x. 0≤t≤π . (1. Find C x dx. y) = yi − xj and (a) C is the straight line segment from (0. 3. and (0. Find C F · dR. 1) oriented counterclockwise. Find by 11. Find C C C z dx. Find C y dx. 0). 0).1 Exercises x = cos t. z) = xj. 0 ≤ t ≤ 2π. z = t3 . where F(x. 0 ≤ t ≤ 2π. 1) 6. Let C be the perimeter of the triangle with vertices (0. 0).1. 0. z ds. y. C F · dR. Find the work done moving an object along C from (1. z = t. 2. 0) and (1. Let C be the perimeter of the triangle with vertices (0. Find C y dx. and (0. 0) and (1. 7. Let C be the perimeter of the square with opposite vertices (0. F · dR where F(x. 1) oriented counterclockwise. 1) oriented counterclockwise. let C be the portion of the helix parametrized by 1. 0). y. z) = xi − yj + zk and C is parametrized x = cos t. z) = −xi + yj + zk and (a) C is parametrized by R(t) = cos ti + sin tj + et k. 1) (b) C is the segment of the curve y = x2 from (0. where F(x. 0) to (1. y = sin t. Let C be the perimeter of the square with opposite vertices (0. 0) to (1. (1. 8. LINE INTEGRALS AND SURFACE INTEGRALS 4. For Exercises 1–4. 2π) by the force ﬁeld F(x. z) = yi. 10. y. y = sin t. 1) oriented counterclockwise. y.102 CHAPTER 4. Find C x dx. Find 5. Find 4. Find C F · dR. 0.

z) = yk. (Hint: See the hint for Exercise 22 in Section 2. where a is a positive constant and the path is oriented from P to Q to R and back to P . A convex region is obviously arcwise connected. we will refer to an open. An open region is arcwise connected if and only if it cannot be divided into two disjoint open regions. over the perimeter of the triangle with vertices P (a.2. 0) to (−1. Find C F · dR. CONSERVATIVE FIELDS (b) C is the line segment from (1. z) = 2xyi + (x2 + z) j + y 3 k and C is the line segment from (1. 13. where F(x. z = −1. 0. and R(0. where F(x. In this text. eπ ) 12. 2a. 1). y. Prove: If F is a continuous vector ﬁeld and R is a smooth curve. 16. arcwise connected region as a domain.4. (This is not to be confused with the domain .) 4. 2) to (3. y. z) = yi + xj + sin(xyz)k and C is the x2 + y 2 − 2y = 3. y. y = 2t2 . z) = x2 i + j + yzk and C is parametrized x = t.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. 3a). then C F · dR has the same value for all smooth parametrizations of C with the same orientation. z = 3t. 4. 14. 0. oriented counterclockwise as viewed from above. Find circle C 103 F · dR. 0).1.2. 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. where F(x. 0. 0 ≤ t ≤ 1. 15. In this case h is positive. where F(x. 0. Find by C F · dR. 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. 0). 0. y. Calculate C F · dR. Q(0.

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.

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: • 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).

• The proof we’ve given shows that “conservative implies irrotational” for any domain D. z0 ) and the resulting path C lies in the domain D for every (x.2. One can however give an elementary proof for domains that are “star-shaped. We won’t give this proof here.2. y. 109 Recall that if curl F = 0 on a domain D. We note that the method of proof of Theorem 4. as well as many other commonly encountered domains.2. z) = (y + z)i + (x + z)j + (x + y + z)k is conservative and ﬁnd a potential. however. 0.2 can be used as a method for computing a potential on certain domains. . z) ∈ D. The proof of Theorem 4.2 for a general simply connected domain is well beyond the scope of this text.2. we prefer the following method.4. y. CONSERVATIVE FIELDS We will leave the similar proof that ∂φ = F1 (x. This obviously includes (open) balls and the interiors of rectangular solids whose edges are parallel to the coordinate axes.2. This shows that grad φ = F. then this method of proof will also be valid. 0) by any other ﬁxed point (x0 . z) ∂x to the reader. it’s the converse that requires simple connectedness. and completes the proof.” 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. A few remarks may be in order here. Show that F(x. A convex region is obviously star-shaped and a star-shaped region is simply connected. y. z) ∈ D. then F is said to be irrotational in D. y. • Our proof of “irrotational implies conservative” is valid as long as the path C deﬁned therein lies in the domain D for every (x. y0 . but rather refer the reader to [4]. • If we modify our proof by replacing (0. Example 4.

z) = xy + xz + yz + z 2 + C. Find a potential for F(x. This implies that g(y. z). where C is an arbitrary constant. ∂y so ∂g(y. z) = x + z. ∂x ∂φ = x + z. 2) = 0. 1 so h (z) = z. Example 4. 2 The reader should verify that F = grad φ.2. z)/∂y = z. −1. One can easily show that curl F = 0 everywhere. and comparing it with the third equation above we obtain x + y + h (z) = x + y + z. so F is conservative. z) may depend on y and z. y. y. z) = xy + xz + yz + h(z). h(z) = 2 z 2 + C. z) = yz + h(z). ∂φ = y + z. but not on x. Again substituting into the expression for φ we ﬁnally obtain 1 φ(x. but not on x or on y. then φ must satisfy. where h(z) may depend on z. If F = grad φ. taking the partial derivative of this with respect to z. Substituting this into the expression for φ we obtain φ(x. Thus. z) = (y + z)i + (x + z)j + (x + y + z)k that satisﬁes φ(1. Taking the partial derivative of this with respect to y and comparing this with the second equation above we obtain x+ ∂g(y. y. LINE INTEGRALS AND SURFACE INTEGRALS Solution. we obtain φ(x. where g(y. Next. . ∂z Integrating the ﬁrst equation with respect to x. We conclude this section with a few more examples.3. z) = xy + xz + g(y.110 CHAPTER 4. simultaneously. ∂y ∂φ = x + y + z. y.

4. y. In the last example. z) = xy + sin xz + g(y. y. where h(z) may depend on z. but not on x.2. Show that F(x. . Taking the partial derivative of this with respect to y and comparing this with the second equation above we obtain x+ ∂g(y. Example 4. z)/∂y = 0. we found that 1 φ(x. z) = (y + z cos xz)i + xj + x cos xzk is conservative and ﬁnd a potential. z). but not on x or on y. 1 φ(x. ∂x ∂φ = x. 2 Substituting. we obtain φ(x. which gives C = −1. where g(y. we ﬁnd φ(1. z) may depend on y and z. then φ must satisfy. z) = h(z). y. This implies that g(y. z) = xy + xz + yz + z 2 − 1 2 is a potential that satisﬁes the given condition. One can easily show that curl F = 0 everywhere. −1.2. ∂y so ∂g(y. z) = xy + xz + yz + z 2 + C. y. so F is conservative. CONSERVATIVE FIELDS Solution. 2) = 1 + C = 0. If F = grad φ. Therefore. z) = x.4. simultaneously. 111 Solution. ∂z Integrating the ﬁrst equation with respect to x. ∂y ∂φ = x cos xz. ∂φ = y + z cos xz.

2≤t≤3 4≤t≤9 8 ≤ t ≤ 27. y = t. Substituting this into the expression for φ we obtain φ(x. Compute the line integral in Example 4. with the same initial and terminal points. y = t2 . Thus. y. 2 ≤ t ≤ 3. y. 4. 9. 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. 4. Therefore. Solution. so h (z) = 0.112 CHAPTER 4. z = t. 27). taking the partial derivative with respect to z. 8) and ends at (3. In the previous example. h(z) = C. z = 8. z) = (y + z cos xz)i + xj + x cos xzk and R is given by x = t. C since the path begins at (2. Find C F · dR. z) = xy + sin xz is a potential for F (take C = 0). z = 8.2. 9.2. 8) = 19 + sin 81 − sin 16.2. Example 4.6. y = 4. y = 9. z) = xy + sin xz + C. z = t3 . The reader should verify that F = grad φ. . we showed that φ(x. LINE INTEGRALS AND SURFACE INTEGRALS Substituting this into the expression for φ. The idea is to replace the path C by a piecewise smooth path. 27) − φ(2. F · dR = φ(3. and comparing with the third equation above we obtain x cos xz + h (z) = x cos xz.5 by replacing C with a diﬀerent path. y.5. Let C1 : C2 : C3 : x = t. that makes the integral easier to compute. where C is an arbitrary constant. Solution. where F(x. x = 3. Example 4. x = 3.

2.4. and are oriented the correct way. and Corollary 4.2 is also valid if curl F = 0 is replaced by ∂F2 ∂F1 = . it follows that F · dR = C C1 F · dR + C2 F · dR + C3 F · dR. we want to mention here that Deﬁnition 4. Example 4. y) = (y sin x + xy cos x)i + (x sin x + 1)j is conservative and ﬁnd a potential. we leave it to the reader to consider the details. However. C2 .1 make sense and are valid in the plane. ∂x ∂y As usual. CONSERVATIVE FIELDS 113 The line segments C1 .7. join the endpoints of C. Theorem 4. However. we have in this section focused on conservative vector ﬁelds in space.1.2. Adding these together we obtain F · dR = 19 + sin 81 − sin 16. Show that F(x. Since we’ve already shown that F is conservative. consider the following example. C Conservative Fields in the Plane As per our custom in this text. and C3 are parallel to the coordinate axes. 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 24.1. Theorem 4.2.2.2. .2.

y) = xy sin x + y + C. simultaneously. we obtain φ(x. Application The methods used to solve Example 4. Substituting this into the expression for φ we obtain φ(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. ∂y Integrating the ﬁrst equation with respect to x. If φ is a potential for F.2. The reader should verify that F = grad φ. y) = x sin x + 1. ∂x ∂φ = x sin x + 1. so g (y) = 1. dx . then φ(x. ∂x ∂y for all (x. y) dx + F2 (x. where C is an arbitrary constant. but not on x. y) which is usually written F1 (x. then φ must satisfy. If F = grad φ. In this case. where g(y) may depend on y. ∂φ = y sin x + xy cos x. y) = C (C a constant) is an implicit solution of the diﬀerential equation. ∂F2 ∂F1 = = sin x + x cos x. y) dx + F2 (x. dy = 0.7 should seem very familiar to anyone who has studied exact diﬀerential equations. Since. LINE INTEGRALS AND SURFACE INTEGRALS Solution. F is conservative.114 CHAPTER 4. Integrating gives g(y) = y+C. y) = y sin x + xy cos x and F2 (x. The diﬀerential equation F1 (x. y) dy is called an exact diﬀerential (or an exact diﬀerential form). y) in the plane. Here F1 (x. y) = xy sin x + g(y). is exact if and only if F = F1 i + F2 j is conservative. the expression F1 (x. y) dy = 0. y) + F2 (x.

R = B1 (P ) ∪ B1 (Q) ∪ {(1.8. z) : 1 < x2 + y 2 < 4. ﬁnd a potential for F. 0)} for P (0. Determine whether the vector ﬁeld F(x. z) = yi − xj + zk is conservative. Therefore. y. y.2. 0. and that φ(x.2. 0. 7. 115 4.2. 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. determine whether the vector ﬁeld F(x. 0. If F is conservative. In Example 4. z) = 2xyi + (x2 + z) j + yk is conservative. 6. 5.7 we showed that F(x. Solution. y) = (y sin x + xy cos x)i + (x sin x + 1)j is conservative. R = {(x. y) = xy sin x + y is a potential for F. 0. and xy sin x + y = C is an implicit solution. CONSERVATIVE FIELDS Example 4.4. ﬁnd a potential for F. . the diﬀerential equation is exact. z) = yi + xj + zk is conservative. 0) and Q(2. If F is conservative. R = B1 (P ) ∪ B1 (Q) for P (0. If F is conservative. 0. ﬁnd a potential for F. y. Determine whether the vector ﬁeld F(x. If F is conservative.1 Exercises In Exercises 1–3. ﬁnd a potential for F. 0) and Q(2.2. for the given region R. y. y. 1. 0 < z < 1} 4. determine if R is (a) a domain and (b) simply connected. 0) 3. Determine whether the vector ﬁeld F(x. Assuming F is continuous. z) = g(x)i + h(y)j + l(z)k is conservative. 0) 2.

using the equation C F · dR = φ(Q) − φ(P ). LINE INTEGRALS AND SURFACE INTEGRALS 8. y) = (x + y)i − (x − y)j is conservative. If F is conservative. ﬁnd a potential for F. Determine whether the diﬀerential equation (x + y) dx − (x − y) dy = 0 is exact. 11. (Hint: See Exercise 12. ﬁnd a potential for F.) 15. z) = z 2 i + 2yj + 2xzk. Determine the value of the line integral C F · dR. y) = (x2 + y) i + (x + ey ) j. 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. y) = (x + y)i + (x + 2y)j is conservative. 10. and then ﬁnd a potential function for F. 9. −1) = 0. x = exp(sin t). If it is exact. Determine whether the diﬀerential equation (x+y) dx+(x+2y) dy = 0 is exact. (Hint: See Exercise 11. 2π 0 ≤ t ≤ 2π. Show that the diﬀerential equation (x + sin y) dx + (x cos y − 2y) dy = 0 is exact. If F is conservative. (a) Show F is conservative.) 14. 1−e 0 ≤ t ≤ 1. (b) Find C F · dR for the curve y = cos t. ﬁnd an implicit solution. y. Determine whether the vector ﬁeld F(x. Let F(x. . 13. If it is exact. 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). z= 1 − et . Let F(x. where F(x.116 CHAPTER 4. and ﬁnd an implicit solution such that y(1) = −1. (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. ﬁnd an implicit solution.) 16. Determine whether the vector ﬁeld F(x. z= t . 12. ln 2 y = sin πt 2 . (Hint: See Exercise 10. y.

4. for example. where F(x. is F conservative? Explain. See.2. and then ﬁnd a potential function for F. y) = −yi + xj . where C is the unit circle centered at the origin and oriented counterclockwise. Prove Corollary 4. 18. x2 + y 2 ∂F2 ∂F1 = . (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.1. Complete the proof of Theorem 4. since they will play a role in the upcoming material. 17.4. y) = 2xy 2 − 3 i + 2x2 y + 4 j and R is given by x= 1 ln(1 + t). AREA INTEGRALS AND VOLUME INTEGRALS 117 (a) Show F is conservative. (c) In light of the answers to (a) and (b). (b) Find C F · dR for the spiral x = t cos t. using the equation C F · dR = φ(Q) − φ(P ).3 Area Integrals and Volume Integrals We would like to quickly review area integrals and volume integrals. 0 ≤ t ≤ 1.2. ln 2 y = cos(πt). 19. [22]. Determine the value of the line integral C F · dR. ∂x ∂y (a) Show that (b) Compute C F · dR. 0 ≤ t ≤ 2π. the reader may be well served to spend some time reviewing them in his or her favorite elementary calculus text. Since we will not go into great detail concerning these topics. 20.2.3. . Let F(x. y = t sin t.

If f is continuous and the boundary of D is piecewise smooth. Recall that if ρ = the area density of D. y) dA. in this case the “rectangles” are actual rectangles in the plane.” Choose a rectangle containing D and partition this rectangle into subrectangles Ri (ignoring those subrectangles that have no points in D). one usually uses Fubini’s theorem to evaluate an area integral as an iterated integral. D .118 CHAPTER 4. and the integral is written f (x. Let ∆Vi be the volume of Ri and choose points (xi . zi )∆Vi . yi . so ∆Vi becomes ∆Ai . two-dimensional volume is called area. The area integral over a planar region D is deﬁned similarly. D We leave it to the reader to ﬁll in the details. D If ρ = 1 on D. yi . the term “rectangle” means “rectangular solid. then ρ dA = mass of D. z) dV = lim f (xi . 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. then this limit exists. This is certainly valid if f is continuous and the boundary of D is piecewise smooth. then we obtain dA = area of D. However. dA is often referred to the element of area or the area element. dV becomes dA. dV is often referred to as the element of volume or the volume element. In this context. We deﬁne f (x. 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. zi ) in Ri ∩ D. Area Integrals In practice. We will refer to this integral as a volume integral.

.3. D Solution.3.1 Example 4.3: Example 4. AREA INTEGRALS AND VOLUME INTEGRALS 119 y (1.3. (1.1) y=x D 1 x Figure 4. 1). Find xy dA.3.1. 0). Referring to Figure 4. 2 8 = 0 1 = 0 Polar Coordinates Many area integrals can be more easily evaluated by using polar coordinates. and (1.4. we have 1 x xy dA = D 0 1 0 xy dydx xy 2 x dx 2 0 x3 1 dx = . 0). Let D be the region in the plane bounded by the triangle with vertices (0.

LINE INTEGRALS AND SURFACE INTEGRALS y (x.4: Polar coordinates .y) r θ x Figure 4.120 CHAPTER 4.

We can assume the circle is centered at the origin. . Recall that if ρ = the mass density of D.3. 121 where r ≥ 0. Solution.3.2. Using polar coordinates. 0). (1. Find its mass.3. then we obtain dV = volume of D. then ρ dV = mass of D. Volume Integrals As with area integrals. It often is helpful to remember the identity r2 = x2 + y 2 . the area is πa2 . (0. y = r sin θ. 0. Find the area inside the circle of radius a. This is certainly valid if f is continuous and the boundary of D is piecewise smooth. D If ρ = 1 on D. A solid tetrahedron with vertices (0. 0). Example 4. 1) has density δ = x. and (0. 0. So. 0).3.4. 1. one usually uses Fubini’s theorem to evaluate a volume integral as an iterated integral. we have 2π a dA = D 0 0 r drdθ = πa2 . For polar coordinates the area element is given by dA = r drdθ. D Example 4. AREA INTEGRALS AND VOLUME INTEGRALS The transformations for polar coordinates are: x = r cos θ. 0.

The transformations for cylindrical coordinates are: x = r cos θ. y = r sin θ. and (0. LINE INTEGRALS AND SURFACE INTEGRALS Solution. . The transformations for spherical coordinates are: x = ρ cos θ sin φ.122 CHAPTER 4. We should note that some authors use diﬀerent notation than we do for cylindrical coordinates and for spherical coordinates. 1) has the equation x + y + z = 1 or z = 1 − x − y. 0). In cylindrical coordinates we also have r2 = x2 + y 2 . where r ≥ 0. We feel that our notation is the most commonly used at present. 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 . 0. Therefore. 1. The plane through (1. in our notation r and θ have the same meaning as they do in polar coordinates. 3 y = ρ sin θ sin φ. (0. z = ρ cos φ. z = z. 24 Cylindrical and Spherical Coordinates Many volume integrals can be more easily evaluated by using either cylindrical or spherical coordinates.3 For cylindrical coordinates the volume element is given by dV = r drdθdz. 0). 0. Also.

3.y.4.y.5: Cylindrical coordinates .z) z r y θ (x. AREA INTEGRALS AND VOLUME INTEGRALS 123 z (x.0) x Figure 4.

z) ρ φ y θ (x.y.0) x Figure 4. LINE INTEGRALS AND SURFACE INTEGRALS z (x.6: Spherical coordinates .y.124 CHAPTER 4.

the volume is 4 πa3 . We can assume that the sphere is centered at the origin. 3 Example 4.3. Using spherical coordinates. 125 Solution. Example 4. Solution.3. Find the volume of the region bounded by the surface z = e−(x 2 +y 2 ).5. the volume is π(1 − 1/e). the cylinder x2 + y 2 = 1.3. Thus. For spherical coordinates the volume element is given by dV = ρ2 sin φ dρdφdθ.4. 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 . Using cylindrical coordinates. 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 . AREA INTEGRALS AND VOLUME INTEGRALS where ρ ≥ 0. and the xy-plane.4. . It is often helpful to remember that ρ2 = x2 + y 2 + z 2 . 3 3 Thus. Find the volume inside the sphere of radius a.

Evaluate 0 1 3 3y ex dxdy. 4. θ = 3π/4. ﬁnd rectangular and cylindrical coordinates for P . Evaluate 0 3 9 y2 2 ye−x dxdy. π/2. 8. 2). and φ = π/6. (Hint: Reverse the order of integration. Find and simplify equations in cylindrical coordinates and spherical coordinates for the equation 4y = x2 + y 2 . 6. Identify this surface. 9. 3. Evaluate 1 4 0 2 (x + y 2 ) dxdy. 2.) 2 . LINE INTEGRALS AND SURFACE INTEGRALS 4. (Hint: Reverse the order of integration.1 Exercises 1.3.) 11. If the spherical coordinates of a point P are given by ρ = 12. Evaluate 1 −1 y −3y (2x − y) dxdy. Identify this surface.126 CHAPTER 4. 10. 5. If a point P has cylindrical coordinates (4. 7. Evaluate 2 4 y 8−y y dxdy. Write ρ sin φ = 2 as a cartesian equation. Find an equation in rectangular coordinates for the surface whose spherical coordinates satisfy ρ = 6 cos φ. Identify the surface. ﬁnd rectangular and spherical coordinates for P . Evaluate 1 2 0 3 (x + y) dxdy.

Let D be the region in the plane bounded by y = x2 . Evaluate x2 + y 2 dA. D . 1 + x2 + y 2 15. Evaluate 1 −1 0 2 −y 2 dydx. Evaluate xy dA. the x-axis. and (6. D 17.3. Evaluate 1 0 0 √ 1−x2 e−x 14. 3). Let D be the region in the plane bounded by circle x2 +y 2 = 4. 20. AREA INTEGRALS AND VOLUME INTEGRALS 12. Let D be the region in the plane bounded by circle x2 +y 2 = 9. D √ x and 18. and x = 2. Evaluate x2 + y 2 D 7/2 dA. Let D be the region in the plane bounded by the triangle with vertices (3. 1 dydx. y = 1. Let D be the region in the plane bounded by the lines x + y = 4. Let D be the region in the plane bounded by the curves y = y = x. and the y-axis. −3). 13.4. Evaluate xy dA. Evaluate 1 0 0 √ 1−x2 √ 127 1−x2 sin(x2 + y 2 ) dydx. D 19. D 16. (6. −3). Evaluate (xy + y 2 ) dA. Evaluate (−3x − 2y) dA.

0. 26. 0. 27. Check your answer by using geometric formulas. Evaluate 2 0 0 z2 x z (x + z) dydxdz. 22. ﬁnd the volume of the region bounded by the plane 3x + 2y + z = 6 and the coordinate planes. 30. Check your answer by using geometric formulas and by using the triple scalar product. . Using a volume integral. 24. Evaluate 0 −1 0 3x z 2x+3z x dydzdx. Compute the volume of the solid tetrahedron with vertices (0. (1. 29. LINE INTEGRALS AND SURFACE INTEGRALS 21. 25. 3) by evaluating a volume integral. Find its mass. 0. and (0. Find the volume of the region inside the paraboloid z = 9 − x2 − y 2 . 0). 0). 28.128 CHAPTER 4. 2. outside the cylinder x2 + y 2 = 4. and above the plane z = 0. Using a volume integral. 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 0 1 0 x 0 x−y x dzdydx. (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. 0). ﬁnd the volume of the tetrahedron bounded by the coordinate planes and the plane 4x + 3y + z = 12. 23. For the solid tetrahedron of Exercise 24 suppose the density is given by δ = z.

where δ = δ(x. Assume the density δ is constant and ﬁnd Iz for the solid cylinder R = (x. 32. Use cylindrical coordinates to ﬁnd the volume of the region inside the paraboloid z = 25 − x2 − y 2 . we need to very brieﬂy consider vectorvalued functions of two variables.4 Surface Integrals As one might expect. v)i + F2 (u. Vector Functions of Two Variables A vector (or vector-valued) function of two variables can be written: F(u. z) | x2 + y 2 ≤ R2 . 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.4. v) = F1 (u. Before we move on to surfaces. Find the volume of the solid that lies above the cone φ = π/4 and below the sphere ρ = 5 cos φ. outside the cylinder x2 + y 2 = 16. surface integrals are generally more complicated than line integrals.4. y. 4. (Hint: Use cylindrical coordinates. v)k. and above the plane z = 0. 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. Also. To make up for this we will rely somewhat more on geometric intuition in the case of surfaces than we did for curves. Likewise. 33. y. For a thorough treatment of the geometry of smooth surfaces we recommend Millman and Parker [16].) 0≤z≤h . z) is the density. v)j + F3 (u. SURFACE INTEGRALS 129 31. . a careful study of surfaces is signiﬁcantly more diﬃcult than a careful study of curves.

etc. Surfaces As we did with curves. with obvious modiﬁcations. and F3 are called the component functions of F. will be called a compact smooth surface if: • R(u. v) = ∂u ∂v Many authors use subscripts to denote various partial derivatives.1.4. As with vector functions of one variable. and F3 are. v1 ). v) is in the interior of D. Unless otherwise stated. to avoid various types of pathologies. ∂u ∂u ∂u ∂u wherever ∂Fi /∂u. We begin with the following deﬁnition. F2 . We deﬁne ∂F ∂F1 ∂F2 ∂F3 = i+ j+ k. • R is continuously diﬀerentiable and ∂R ∂R × N(u. 2.4 We say that F is continuously diﬀerentiable [twice continuously diﬀerentiable. we will limit our consideration to certain “piecewise smooth” surfaces. The functions F1 . the sum. is applicable to vector functions of two variables. v) = R(u1 . F is continuous on a subset of the plane if and only if F1 . and cross product of vector functions of two variables are all deﬁned pointwise. dot product. The image of a vector function R = R(u. v1 ) if (u. 4 . and F3 are all deﬁned. whose domain D is a closed bounded region in the plane for which the boundary is a piecewise smooth closed path. i = 1. F2 . F2 . are all deﬁned. Likewise for the scalar product of a real-valued function of two variables and a vector function of two variables. v2 ) ∈ D. (u1 .] on an open subset of the plane if and only if F1 . v). 3. LINE INTEGRALS AND SURFACE INTEGRALS where F1 . We deﬁne ∂F/∂v and higher order derivatives similarly. F2 . and F3 are real-valued functions of two real variables. so as to avoid any possibility of confounding partial derivatives with component functions.130 CHAPTER 4. The scalar product of a constant and a vector function of two variables is deﬁned in the obvious way. Much of the material in Section 2. so we give a very brief treatment. F2 . and (u. and F3 are. We will eschew this notation here. Deﬁnition 4. v) = (u1 . the domain of F is the set of points in the plane for which F1 .1.

A sphere and a torus are both examples of compact smooth surfaces without boundaries. The boundary being the two circles at the ends of the cylinder. it should perhaps more properly be called a surface-with-boundary). . 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. (u. Note that the boundary of a surface is not the same thing as the boundary of a region as described in Section 3. if it has one. however. The boundary of the surface. • N(u. A circular cylinder (not including the ﬂat ends) is an example of a compact smooth surface that has a boundary. whose boundary is a piecewise smooth path. The surface may not pass through itself.v)→(u0 .4. SURFACE INTEGRALS 131 Figure 4. Roughly speaking. A compact smooth surface may have a boundary (in this case. v0 ) in the boundary of D.v0 ) |N(u. we normally view a surface as a set of points in space rather than as a set of directed line segments representing position vectors. or it may enclose a region of space.1. to create a compact smooth surface a closed bounded region in the plane. v)| lim As with paths.7: A compact smooth surface with boundary is nonvanishing in the interior of D.4. 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. but not torn or creased. may be stretched or contracted in any direction while being bent or warped. v) exists for each (u0 .

1. v) ∈ D. We leave it as an exercise to show that this is a compact smooth surface. Since ∂R ∂u are both tangent to the surface. y = a sin φ cos θ. (u. v).132 CHAPTER 4. 0 ≤ u ≤ 2π. v)| ∂R ∂R × ∂u ∂v and ∂R ∂v . y = y(u.2. Orientable Surfaces Consider a compact smooth surface given by R = R(u. LINE INTEGRALS AND SURFACE INTEGRALS Frequently. v) = N(u. y. v) |N(u. z = z(u. v).4. using the implicit function theorem from advanced calculus. where 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π. Example 4. We leave it as an exercise to show that this is a compact smooth surface. Letting ρ = a > 0 in the equations for spherical coordinates. v). that the level set corresponding to f (x. z) = 0 is a compact smooth surface if it is bounded and arcwise connected. Example 4. z = a cos φ. 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. Therefore. n = n(u. y = r sin u. N(u. v) = is normal to the surface. we see that the sphere centered at the origin of radius a can be parametrized by x = a sin φ sin θ.4. z = v. and grad f is nonvanishing on an open region containing the level set. a ≤ v ≤ b. we will write a surface in terms of its components: x = x(u. f is continuously diﬀerentiable. v). One can show.

however. 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. SURFACE INTEGRALS 133 Figure 4. The proof of this. A surface that is not orientable is often called a one-sided surface. giving it half a twist in the long o direction. If the surface lies in the xy-plane. The surface is said to be orientable if n is continuous on the entire surface. is well beyond the scope of this text. you will end up coloring the entire surface. This amounts to choosing one side of the surface. orientable. in fact. The classic example of a compact smooth surface that is not orientable is the M¨bius strip. The reader can construct a model of o a M¨bius strip by taking a strip of paper. It so happens that every compact smooth surface without boundary is.9. If an oriented compact smooth surface is bounded by a piecewise smooth closed path. or in a plane parallel to the xy-plane. If an oriented compact smooth surface bounds a region of space. This orientation will be referred to as the induced orientation. . In this case an orientation is the choice of either n or −n. then the usual or standard orientation is given by the outward unit normal vector. then the induced orientation on the boundary path is referred to as counterclockwise. If you then attempt to color one side.8: A M¨bius strip o is a unit normal to the surface.4. See Figure 4.4. and joining the ends together. See Figure 4. In this case. From now on n will always denote a unit normal vector. and the chosen normal vector is k. the opposite orientation is referred to as clockwise.

which are not smooth due to the edges and the vertices. 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. although the surface depicted in Figure 4. On the other hand. Once an orientation is chosen. LINE INTEGRALS AND SURFACE INTEGRALS Figure 4. it is not an oriented compact piecewise smooth surface. Figure 4.12 can be obtained by glueing three rectangles together along portions of their boundaries. since it is not “two-sided” and its boundary is not a piecewise smooth path.10. Since there are so many diﬀerent ways to join parts of the boundaries of surfaces together. Henceforth. and other polyhedra.9: The induced orientation See Figure 4. 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. These all have an “inside” and an “outside” that can be used to orient the particular surface. we won’t be able to give a more formal deﬁnition of an oriented compact piecewise smooth surface. cubes.11 depicts a compact orientable piecewise smooth surface that has a boundary. however. by “smooth surface” we will mean “oriented compact smooth surface” and by “piecewise smooth surface” we will mean “oriented compact piecewise smooth surface.” . we will refer to such a surface as a compact oriented piecewise smooth surface. Examples include the surfaces of tetrahedrons.134 CHAPTER 4.

11: A piecewise smooth surface with boundary .4.4. SURFACE INTEGRALS 135 Figure 4.10: A closed surface with several outward unit normal vectors Figure 4.

v + ∆v) − R(u. Further.12: A surface that is not piecewise smooth Surface Area Suppose R deﬁnes a compact smooth surface. v).13. v + ∆v). Consider a rectangle that lies in the interior of the domain of R with vertices (u. 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. This leads to ∆S ≈ ∂R ∂R × ∆u∆v ∂u ∂v as the approximate area of the little piece of surface. v) ≈ ∂R ∆v. v) ≈ and R(u. we approximate these sides by R(u + ∆u. v + ∆v) − R(u. (u+∆u. v). v) − R(u.136 CHAPTER 4. See Figure 4. v). v) − R(u. (u. and (u + ∆u. v) and R(u. ∂v ∂R ∆u ∂u where the partial derivatives are evaluated at (u. LINE INTEGRALS AND SURFACE INTEGRALS Figure 4. v). . v +∆v).

v+ v) 137 (u.v) R(u+ u. ∂u ∂v dS = S |dS| = S n · dS.v) Figure 4. ∂u ∂v where D is the domain of R.4. Perhaps unfortunately.v+ v) (u. for the above.v) (u+ u.v+ v) R R(u.5 dS is referred to as the element of surface area. it is customary to use S to denote both the surface and the area of the surface. 5 . If we write ∂R ∂R × du dv dS = ∂u ∂v and dS = |dS| = then we can write.13: Surface area This motivates us to deﬁne the area of the entire surface by S= D ∂R ∂R × du dv.v+ v) (u+ u. One can show that this is independent of the smooth parametrization of the surface. Always remember that dS depends on the particular surface. SURFACE INTEGRALS R (u+ u.v) R(u.4. where n= ∂R ∂u ∂R ∂u × × ∂R ∂v ∂R ∂v is a unit normal to the surface. S= S ∂R ∂R × du dv.

y) ∈ D. (u. we can take R(θ. The sphere of radius a (centered at the origin) can be parametrized by x = a sin φ sin θ. If γ is the angle between ∂R ∂R × and k. 0 ≤ φ ≤ π. v)k. In this case. where 0 ≤ θ ≤ 2π and 0 ≤ φ ≤ π. we can take R(u. (u.4.3.) So. v). y = a sin φ cos θ. v) ∈ D. φ) = a sin φ sin θi+a sin φ cos θj+a cos φk. (See Example 4. we can derive another useful expression for dS. 1+ ∂f ∂u 2 + ∂f ∂v 2 2 = 1+ ∂f ∂x 2 + ∂f ∂y 2 . z = f (u. (x. Solution.138 CHAPTER 4. LINE INTEGRALS AND SURFACE INTEGRALS Example 4. ∂u ∂v . An easy computation then shows that ∂R ∂R × = ∂u ∂v So. we ﬁnd the surface area is π 0 0 2π a2 sin φ dφ dθ = 4πa2 . v) = ui + vj + f (u. v) ∈ D. If a surface is given by z = f (x. So. 1+ ∂f ∂x + ∂f ∂y 2 dx dy. A straightforward calculation (using cos2 α + sin2 α = 1 several times) yields ∂R ∂R = a2 sin φ. × ∂θ ∂φ Thus. z = a cos φ. then it can be parametrized by x = u. S= D y = v. y). Find the surface area of a sphere of radius a.4.1. 0 ≤ θ ≤ 2π.

z). | cos γ| The reader should be able to derive similar expressions for surfaces given by x = f (y.4.4. Thus. 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. Example 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. Solution. the surface area is 2 π 3 −1 . Since ∂z/∂x = x and ∂z/∂y = y.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 .4. where R > 0 is a constant. Find the surface area of the paraboloid 1 1 z = x2 + y 2 2 2 for x2 + y 2 ≤ R2 . z) and for surfaces given by y = f (x. R2 + 1 3/2 −1 .

) . . We then deﬁne the surface integral of f over S by n f dS = lim S i=1 f (xi . In this text we are particularly interested in the case where f = F · n. If f is continuous. Recall that earlier we interpreted div F(P ) as “the ﬂux per unit volume at P . . and then derive the deﬁnition we’ve given as a consequence. . zi ) in each patch. Suppose f is deﬁned on some domain containing the smooth surface S. As an example. then the surface integral over S is equal to the sum of the surface integrals over the smooth surfaces that constitute S.140 CHAPTER 4. where the limit is taken as the number of patches tends to inﬁnity and each patch gets smaller and smaller in every direction. then this integral does exist. 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). ∆S2 . ∆Sn . provided this limit exists independently of the selections made above. S Taking the limit as the enclosing solid shrinks to P . we obtain div F(P ) = lim 1 V F · n dS. zi )∆Si . where F is a vector ﬁeld and n is a unit normal to the surface. . dS can be computed using the formulas given in the previous section. yi . S (Some authors use this as the deﬁnition of the divergence. yi . LINE INTEGRALS AND SURFACE INTEGRALS The idea behind the deﬁnition of a surface integral is as follows. then div F(P ) ≈ 1 V F · n dS. The surface integral F · n dS = S S F · dS is called the ﬂux of F through S.” If we consider a small piecewise smooth closed surface S that encloses a solid of volume V containing P . Moreover. Choose a point (xi . If S is piecewise smooth. Divide S into n “patches” with areas ∆S1 .

4. y. Solution. where S is a closed surface. and K is a constant depending on the units that are used. The surface S is the sphere centered at the origin of radius 3. 0). the sum is taken over all of the charges qi enclosed by S.4. z) : x2 + y 2 + z 2 = 9 and F(x. The reader should study them all carefully. F · n dS = 3 S S 1 2 x + y2 + z2 = 3 3 dS = 3(surface area of S) = 108π. E is the electric ﬁeld. z) = xi over the triangle with vertices (1. Example 4.4. 0. where S = (x. the outward unit normal vector on S is 1 n = (xi + yj + zk) 3 and F·n= on S.4. SURFACE INTEGRALS One form of Gauss’s law of electrostatics states that E · n dS = K S 141 qi . 2. (0. Compute S F · n dS for F(x. Compute S F · n dS. Here n is the outward unit normal to the surface. Therefore. The triangle lies in the plane that has N = −1. y. y. 3 = 6i + 3j + 2k . 0). Solution. 3). The following examples illustrate some of the methods that can be used to evaluate surface integrals.6. So. z) = xi + yj + zk.5. Assume here that n is the outward unit normal on S. 0 × −1. 0. Example 4. 0. 2. and (0. taking the normal on the side away from the origin.

F · n dS = S S1 F · n dS + S2 F · n dS = 4 + 4 = 8. n = −i. say S1 . so 7 7 1 2−2x 0 F · n dS = S 0 6 7 x · dy dx = 1. F · n = 0. on both of these faces. say S2 . F · n = 6 x and |n · k| = 2 . z ≤ 1. Solution. given by x = −1. Take n to be the outward unit normal to S. Therefore. LINE INTEGRALS AND SURFACE INTEGRALS as a normal vector. we have 6 3 2 n= i+ j+ k 7 7 7 which we note does point away from the origin. F · n = 1. and z = ±1. z ≤ 1 n = i. −1 ≤ y. and F(x. For the face. z) = xi.4.7. and for the face. For the faces given by y = ±1.) Example 4. z ≤ 1. −1 ≤ y.142 CHAPTER 4. given by x = 1. Since |N| = 7. y. −1 ≤ x. y ≤ 1. since the area of each face is 4 . 7 2 (We leave it to the reader to perform the integration. y = ±1. where S is the boundary of the region bounded by the planes x = ±1. Thus. −1 ≤ x. z = ±1. Compute S F·n dS.

z = v.4.6 2 4. where r is the radius of the base and h is the height. where r is the radius of the base and h is the height. Determine the element of surface area dS = |dS| for the right circular cylinder parametrized by x = r cos u. 3 5. 2. Compare with Exercise 5. Use this to ﬁnd the surface area of the cone (not including the top).4. 0 ≤ v ≤ h.) A cone is not a smooth surface. Find the surface area of the paraboloid z = ax2 + ay 2 for x2 + y 2 ≤ R2 . 0 ≤ v ≤ 2. then n denotes the outward unit normal. Find the surface area of the surface given by 1 x = u2 . 1. Use this to ﬁnd the surface area of the cylinder (not including the top or the bottom). SURFACE INTEGRALS 143 4. if S is a closed surface. z = v2. 0 ≤ v ≤ h. 6. 3. Here a is a nonzero constant and R is a positive constant. 0 ≤ u ≤ 2π. Find the surface area of the hyperboloid z = ax2 −ay 2 for x2 +y 2 ≤ R2 . you will get the same answer. 0 ≤ u ≤ 3.1 Exercises In these Exercises. 6 . y = (r/h)v sin u. If you cut oﬀ a little bit of the tip of the cone and take the appropriate limit. (Hint. 0 ≤ u ≤ 2π. y = r sin u. but one can still use the formulas in this section to calculate the area. Find the surface area of z = 3 x3/2 + 2 y 3/2 for 0 ≤ x ≤ 1 and 0 ≤ y ≤ 1.4. 2 y = uv. z = v. Determine the element of surface area dS = |dS| for the right circular cone parametrized by x = (r/h)v cos u. Here a is a nonzero constant and R is a positive constant.

0. 0) and (2. 0) and (2. 2. Consider the torus (which looks like the surface of an inner tube) with major radius A and minor radius a. Let S be the surface of the cube whose faces are each parallel to one of the coordinate planes and with opposite vertices (0. y. 0 ≤ u. and let F(x. S 11. over the triangle with vertices (1. Compute F · n dS. z) = zk. Compare with Exercise 6. (0. y. 9. 10. v ≤ 2π. LINE INTEGRALS AND SURFACE INTEGRALS 7. z) = xi + yj + zk. Let S be the surface of the cube whose faces are each parallel to one of the coordinate planes and with opposite vertices (0. 2). Here a is a nonzero constant and R is a positive constant. y. and (0. S 12. 0). 0) and (2. Let F(x. S . 2).144 CHAPTER 4. Find F · n dS S y = (A + a cos v) sin u. 1. Derive the parametrization x = (A + a cos v) cos u. 1) and normal pointing away from the origin. Let S be the surface of the cube whose faces are each parallel to one of the coordinate planes and with opposite vertices (0. Compute F · n dS. 0. 0). z = a sin v. and let F(x. Compute F · n dS. z) = xyi. and let F(x. 2). z) = yi. 0. 2.) 8. 0. Find the surface area of the hyperboloid z = axy for x2 +y 2 ≤ R2 . (Hint. Use this to compute the surface area of the torus. 0. y. 2.

y. Find F · n dS S over the boundary of the region bounded by the planes z = 0.4. Compute F · n dS. Compute F · n dS. and let F(x. . (a) Calculate S F · n dS for F(x. S 15.) 17. z0 ) and whose faces are parallel to the coordinate planes. Let F(x. SURFACE INTEGRALS 145 13. y. z) = xy 2 i. Here dS = 4 sin φ dφ dθ. S 16. z) = yi. z = 3. Use spherical coordinates. Let S be the sphere of radius 2 centered at the origin. z) = xi + yj + zk. y. where S is the sphere x2 + y 2 + z 2 = a2 . Let S be the boundary of the region bounded by the planes z = 0. Compute F · n dS. Let S be the surface in Exercise 14. y. and let F = zk. z = 1. Compute F · n dS. y.) 14. Let S be the surface in Exercise 14. and let F(x. (Here a is a positive constant. z) = e−x i + e−y j + e−z k over the surface of a cube of side s centered at (x0 . y0 .4. and the cylinder x2 + y 2 = a2 . 18. z) = xi + yj + zk (x2 + y 2 + z 2 )3/2 . z) = xi + yj + (z 2 − 1)k. and let F(x. y.) 19. and the cylinder x2 + y 2 = 4. Here dS = 2 dz dθ. S (Hint. Use cylindrical coordinates. Let F(x. Compute S F · n dS. S (Hint.

Then verify orientability. If you are using some other software. Given the smooth surface R = R(u.5 Plotting Parametric Surfaces Matlab (with Symbolic Math Toolbox) makes it easy to plot surfaces that are given parametrically. If f is diﬀerentiable at x.4. You should pay careful attention to the syntax.) 24. 20.4. v).4.) .1. 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+ .146 CHAPTER 4. ∂u ∂v √ ∂R G= . E= ∂u Show that dS = 2 ∂R ∂R F = · . (Hint. Do not type the symbol “>”. This may be diﬀerent on your computer. Then verify orientability.4. Use the formula in Exercise 20 to recalculate dS for the surface in Exercise 1.2 is an orientable compact smooth surface. Use the formula in Exercise 20 to recalculate dS for the surface in Exercise 2. Prove that a sphere is an orientable compact smooth surface. then f (x) = lim f (x + h/2) − f (x − h/2) . (Hint. 22. h→0 h (c) Calculate the divergence of F at (x0 . 21. then you will need to modify these commands. Verify the conditions in Deﬁnition 4.4. y0 . Prove that the cylinder of Example 4.1 for the parametrization given in Example 4. and compare the result to the answer to part (b). 23.1 for the parametrization given in Example 4.2. ∂v 2 EG − F 2 dudv. If you have access to Matlab try the following. Verify the conditions in Deﬁnition 4. Entering a command or a mathematical expression incorrectly is a very common mistake. z0 ). let ∂R . (We use “>” for the prompt.) 4. (Hint.

2*pi].[0. . each session. [−2. [−2. z= u cosh u. [0. • x = cos u. 2π] y = (2 + cos v) sin u. You can use “ezsurf” in place of “ezmesh” for a diﬀerent looking plot.” For more information about optional plotting commands for Matlab. try the following. • x = (2 + cos v) cos u.v.” This command also works with “ezsurf” and “ezplot. > syms u v > ezmesh(sin(v)*cos(u). y = sin u.” For example.sin(v)*sin(u). z = cos3 v. π] y = v sin u. [0. • x = v cos u.) This is the unit sphere centered at (0. We list below some parametric surfaces along with suggested domains. 2]. z = sinh v. Now try it leaving out the command “axis equal.pi]).[0. 2π]. We encourage the reader to experiment by considering diﬀerent domains. 0). [0. [0. 2π]. • x = cosh v cos u. [0. [0. 2π].sin(u). π] y = sin3 u sin3 v.2]) 147 You should be able to rotate the surface and view it from diﬀerent perspectives.4. • x = sin v sin u. 2π]. 2π] y = sin v cos u. [0. see the on-line help.2*pi]. [0. [0. Note that you only need to type “syms u v” once. at the beginning of. z = cos v. PLOTTING PARAMETRIC SURFACES > syms u v > ezmesh(cos(u).cos(v). z = v. z = sin v. |u| • x = cos3 u sin3 v. 2] • x = sinh u cos v. y = cosh v sin u. 0. You may also want to use the optional command “axis equal. 2] [−2.5. 2] [0. 2π].[-2. y = sinh u sin v. z = v.[0. 2π]. [−2. axis equal (Type “axis equal” on the same line as the “ezmesh” command.

rotate the surfaces to achieve diﬀerent perspectives.148 CHAPTER 4. [0. 2π]. For a general overview of Matlab we recommend [10]. z = 1 v sin 1 u. y = 1 + 1 v cos 1 u sin u. 3] 1 1 • x = 1 + 2 v cos 2 u cos u.1 Project Use Matlab or some other software to plot all of the surfaces listed in this section.5. 2 2 [−1. 4. [0. y = 2uv. Experiment with diﬀerent domains. . 2]. [0. 2 2 References Matlab comes with extensive on-line help. 1] • x = 2u2 . LINE INTEGRALS AND SURFACE INTEGRALS z = v2. Also. identifying those that you can.

**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.

Prove: If D is convex. 10. 0 ≤ θ ≤ 2π. (Here a is a positive constant.1. y = (1 + sin θ) sin θ. however.154 CHAPTER 5.)2 9. 2 . 0 ≤ t ≤ 2π.1 to ﬁnd the area inside the hypocycloid with four cusps (or astroid) x = a cos3 t. STOKES-TYPE THEOREMS 5 4 3 2 y 1 0 −1 −4 −3 −2 −1 x 0 1 2 3 4 Figure 5. the conclusion of Green’s theorem is still valid. y = a sin3 t.1 7. 8. Use Corollary 5. Extend our proof of Green’s theorem to the case where D can be partitioned into two domains that satisfy our additional hypothesis. Use Corollary 5. then every line parallel to one of the coordinate axes that intersects D intersects C in exactly two points.1. by example.1 to ﬁnd the area inside the cardioid x = (1 + sin θ) cos θ.2. that the converse is not true. Show. Suppose that D is a domain in the plane whose boundary is a piecewise smooth closed curve C. (Hint: See Figure 5.) The careful reader may note that this is not a smooth parametrization.3: Exercise 1. Section 5.1.

D On the other hand. y = ±1. Solution. on each face of the cube. .) 155 5. and F(x.1. Verify the divergence theorem for the cube bounded by the planes x = ±1. (Hint: Choose P and Q appropriately. Then div F dV = D S F · n dS. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing both D and S. Prove Corollary 5. This theorem is also referred to as Gauss’s theorem. 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. y. it is easy to show that F · n = 1. Therefore. Let D be a bounded domain in space whose boundary is a closed piecewise smooth surface S with outward unit normal n.1.1 (The Divergence Theorem).1. div F dV = 3 · volume of D = 3 · 23 = 24.2. z) = xi + yj + zk. S since there are six faces. It is easy to compute that div F = 3. F · n dS = surface area of S = 6 · 22 = 24. we’ve veriﬁed the divergence theorem for this example. Theorem 5. Example 5.5. THE DIVERGENCE THEOREM 11. Therefore. z = ±1.2.2 The Divergence Theorem We begin this section with the statement of the divergence theorem. Thus.2.

y. y)) − F3 (x.) For the upper surface cos γ2 dS2 = dx dy. g2 (x. we haven’t depicted the axes. g1 (x. (To avoid cluttering up the ﬁgure.156 Proof. for the lower surface cos γ1 dS1 = −dx dy. Similarly. g1 (x. y))) dx dy g2 (x. F3 cos γ1 dS1 + S2 F3 cos γ2 dS2 =− Rxy F3 (x. y. + + dV = ∂x ∂y ∂z D S We prove ∂F3 dV = F3 cos γ dS. In this ﬁgure S2 denotes the upper half of the surface. S1 denotes the lower half of the surface. cos γ1 = n1 · k. y)) dx dy Rxy + = Rxy (F3 (x. g2 (x. STOKES-TYPE THEOREMS n = cos αi + cos βj + cos γk. We can write CHAPTER 5. It follows that F3 cos γ dS = S S1 cos γ2 = n2 · k. Consider Figure 5. y.y) = Rxy g1 (x. y. The statement of the divergence theorem then becomes ∂F1 ∂F2 ∂F3 (F1 cos α + F2 cos β + F3 cos γ) dS.y) ∂F3 (x. D ∂z S The two other equalities necessary to prove the theorem are proven in a similar fashion.4. z) dz dx dy ∂z = D ∂F3 dV. and Rxy is the projection of the surface in the xy-plane. y. so F · n = F1 cos α + F2 cos β + F3 cos γ. ∂z . y)) dx dy F3 (x.

y) Rxy Figure 5. THE DIVERGENCE THEOREM 157 S : z = g (x.4: The divergence theorem .2.5.y) S : z=g (x.

the divergence theorem can be applied to concentric spheres. We leave the details to the reader.3 This is illustrated in Figure 5. STOKES-TYPE THEOREMS Figure 5. is either empty or a piecewise smooth surface. . An Application The general form of Gauss’s law is E · n dS = K S 3 ρ dV.” For example.4. i = j. and boundary Di ∩boundary Dj . . 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. D That is. .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.∪Dk .158 CHAPTER 5. where each Di is a domain that satisﬁes the hypotheses of the divergence theorem and our additional hypothesis. D = D1 ∪D2 ∪.

and D is a region enclosed by S.4. we have div E dV = K D D ρ dV. y.4. z) = xi + yj + zk.2. and F(x. Assuming that the conclusion of the divergence theorem holds.5. Use the divergence theorem to re-evaluate the surface integral in Example 4. y. 5.1.4. 3. y = 1.2. Since this is true for any region D for which the divergence theorem holds.4.4. 6. Verify the divergence theorem for the cube bounded by the coordinate planes and the planes x = 1.1 Exercises 1. K > 0 is a constant that depends on the units used.1.1. 5.5 of Section 4. it follows that div E = Kρ or · E = Kρ.1. 4. This is one of Maxwell’s equations. and F(x. Use the divergence theorem to re-evaluate the surface integral in Exercise 12 of Section 4. 7. Verify the divergence theorem for the domain given by 1 < x2 + y 2 + z 2 < 4. Use the divergence theorem to re-evaluate the surface integral in Exercise 13 of Section 4. THE DIVERGENCE THEOREM 159 where E is the electric ﬁeld. ρ is the charge density.4. z = 1. Use the divergence theorem to re-evaluate the surface integral in Exercise 11 of Section 4. Use the divergence theorem to re-evaluate the surface integral in Exercise 10 of Section 4. 2. . z) = x2 i + y 2 j + z 2 k.

Use the divergence theorem to re-evaluate the surface integral in Exercise 14 of Section 4. Let S be a piecewise smooth surface bounded by a piecewise smooth closed path C. Explain why the divergence theorem doesn’t apply to Exercise 18 of Section 4. 12.4. Use the divergence theorem to re-evaluate the surface integral in Exercise 17 of Section 4. 13. Choose the orientation of C to . 10. 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. 14.1.4.160 CHAPTER 5. where F(x.1. and the xy-plane. z) = (z 2 − x)i − xyj + (y 2 + 2z)k.3 Stokes’ Theorem We begin this section with the statement of Stokes’ theorem. 15. use the divergence theorem to show that the surface area is 4πa2 . y.” and n is a unit normal vector which determines the orientation of the surface.1.4. 9. Evaluate S F · n dS. and S is the boundary of the region bounded by z = 4 − y 2 . Use the divergence theorem to re-evaluate the surface integral in Exercise 16 of Section 4.1. x = 3. STOKES-TYPE THEOREMS 8. Given that the volume inside a sphere of radius a is (4/3)πa3 . Theorem 5.3.1 (Stokes’ Theorem). 5.4.4. Use the divergence theorem to re-evaluate the surface integral in Exercise 15 of Section 4. 11. x = 0. Recall that by “piecewise smooth surface” we mean “oriented compact piecewise smooth surface.1.

On the other hand. Then F · dR = C S curl F · n dS.1. STOKES’ THEOREM 161 be consistent with S. we can parametrize the unit circle in the xy-plane by x = cos θ. 0 ≤ θ ≤ 2π. z) = yi + zj + xk. (Observe that this is oriented the correct way. Verify Stokes’ theorem for F(x. dθ dz = 0.) Then we have dx = − sin θ.3. and so curl F · n = −x − y − z. y = sin φ cos θ.5. where S is the upper unit hemisphere z = 1 − x2 − y 2 and C is the unit circle in the xy-plane. we note that we can parametrize the upper unit hemisphere by x = sin φ sin θ. . Example 5. dθ Thus. z = cos φ.3. y = sin θ.3. an easy computation shows that curl F = −i − j − k. Choose n so that it points away from the origin. On the one hand. Solution. In light of Examples 4. we ﬁnd that 2π dy = cos θ.1 and 4. it is easy to see that n = xi + yj + zk. Assume that F is a continuously diﬀerentiable vector ﬁeld deﬁned on some domain containing S and C. z = 0. Also. y.4.4. dθ F · dR = C 0 − sin2 θ dθ = −π.

(x. Using results from Section 4. x = x(t). 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. z = f (x. . Therefore. 0 ≤ φ ≤ π/2. Also. and that C and the boundary of D are smooth curves.4. t ∈ [a. y = y(t). b]. To make things a little simpler. be a smooth parametrization of the boundary of D such that the orientation is counterclockwise. y) ∈ D. The proof of the more general result is similar. Then x = x(t). a straightforward calculation shows that curl F · n dS = S + On the other hand. and f is twice continuously diﬀerentiable. b]. y) t ∈ [a. we will assume that S is a smooth surface. 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. let ∂f ∂F3 ∂F2 − − ∂y ∂z ∂x D ∂F1 ∂F3 ∂f ∂F2 ∂F1 − − + − ∂z ∂x ∂y ∂x ∂y dA. This veriﬁes Stokes’ theorem for this example. and that dS = sin φ dθdφ. is a smooth parametrization of C.162 CHAPTER 5. y = y(t). we will give a proof for the case where the surface is given by z = f (x. We leave it to the reader to check that this gives the correct orientation of C. y). STOKES-TYPE THEOREMS where 0 ≤ θ ≤ 2π. Proof.

we obtain F · dR = C + ∂f ∂F3 ∂F2 − − ∂y ∂z ∂x D ∂F1 ∂F3 ∂f ∂F2 ∂F1 − − + − ∂z ∂x ∂y ∂x ∂y dA. dy dz dx + F2 + F3 dt dt dt dt. F1 + F3 = Note that since we are assuming that f has continuous second partial derivatives. 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. This completes the proof. and applying Green’s theorem. ∂y ∂x∂y ∂f ∂ 2f + F3 . doing a little algebra. f (x. Therefore. again using a little algebra. dz ∂f dx ∂f dy = + . etc. ∂y∂x ∂x∂y So. y.5. y)). STOKES’ THEOREM Then F · dR = C C b 163 F1 dx + F2 dy + F3 dz F1 a = By the chain rule. ∂x ∂x∂y Similarly. . ∂ 2f ∂ 2f F3 = F3 . dt ∂x dt ∂y dt Substituting this in the previous equation. using the chain rule. 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 . ∂x ∂y ∂y ∂x F1 + F3 Remember that on C we have F1 = F1 (x.

0. ∪ Sk . 0. and 0. 4 . That is. is either empty or a piecewise smooth path. 1) oriented from P to Q to R and back to P . 2. Let S be the cylinder parametrized by x = cos u. y. and C is the boundary curve of S. 0. 0 . Q(0. z ≥ 0. z) = yi + zj + xk. y ≥ 0. 0 . 0. Choose n pointing out of the cube. 0. 0 ≤ u ≤ 1. . i = j. 5. Verify Stokes’ theorem for this surface with F given by F(x. 1). Verify Stokes’ theorem for F(x. 1. 0) and (1.4 For example a cylinder (not including the ﬂat ends) can be partitioned into two such surfaces. over the perimeter of the triangle with vertices P (1. 1 except for the face with opposite vertices (0. Choose n pointing away from the origin. z) = yi + zj + xk. . 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. z) = yi + zj + xk. where S is the part of the sphere x2 + y 2 + z 2 = 1 that lies in the ﬁrst octant x ≥ 0. 0). Use Stokes’ theorem to calculate C F · dR. y. Choose n so that it points away from the origin. y = sin u. z = v. 0).3. y. 3. and ∂Si ∩ ∂Sj . 0 ≤ v ≤ 1. 0.1 Exercises 1. y. where each Si is a piecewise smooth surface that satisﬁes the hypotheses of Stokes’ Theorem. Let S be the surface of the cube generated by 1. 0. 4.164 CHAPTER 5. z) = x2 i + j + yzk. and R(0. 1. where F(x. Verify Stokes’ theorem for this surface with F given by F(x. S = S1 ∪ S2 ∪ .

Prove Green’s theorem assuming Stokes’ theorem. directly. a vector ﬁeld G such that curl G = F. (b) Calculate S F · n dS.1. the divergence. Let F(x.) 6. (Hint. Apply Stokes’ theorem to this situation. 1) and normal vector pointing away from the origin. z) = xk. then.) 5. and S be the triangle with vertices (1. then curl F · n dS = 0. In each case.5. and (0. Assume S is a closed surface that can be partitioned into two surfaces that satisfy the hypotheses of Stokes’ theorem. explain how S can be partitioned into two surfaces that satisfy the hypotheses of Stokes’ theorem. 7. CYLINDRICAL AND SPHERICAL COORDINATES 165 5. Use Stokes’ theorem to re-evaluate the line integral in Exercise 12 of Section 4. y.1. (a) Calculate S F · n dS. 0.4 Cylindrical and Spherical Coordinates It is sometimes useful to be able to express the gradient. in each case. S 9.1.1. Use Stokes’ theorem to re-evaluate the line integral in Exercise 15 of Section 4. using Stokes’ theorem. 1. S 10. One can derive these expressions in a rigorous fashion by using the equations relating .4. 0). Conclude (see Exercise 8) that if F is a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing S. 8. or (b) (the surface of) a torus. (0. by trial-and-error. Show that if F is a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing S. Let S be (a) a sphere. 0). curl F · n dS = 0. 0. and the curl in cylindrical coordinates or in spherical coordinates. (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. Find.

A Brief Remark on Notation In this section and in the next we will occasionally use phraseology like: If f (x. z = z. however. for the example above. This. We deﬁne orthogonal unit vectors analogous to i. z) to the real number r2 + z 2 . Notice that these are not all constant vectors. 2) depends on whether (1. ∂r ∂θ ∂z where these partial derivatives are each evaluated at (r. 2). STOKES-TYPE THEOREMS the diﬀerent coordinate systems along with the chain rule. π. Again. 2) or the point with cylindrical coordinates (1. will always be clear from context. we have ∂f ∂f ∂f = 2r. and k as follows: er = cos θi + sin θj eθ = − sin θi + cos θj ez = k. we will use a similar convention with polar and with spherical coordinates. ∂f /∂θ. . y = r sin θ. when we write symbols such as ∂f /∂r. θ. Therefore. Thus. and ∂f /∂z we assume that f is expressed as a function of r. θ. j. we have taken a diﬀerent. z) = r2 + z 2 . θ. z) = x2 + y 2 + z 2 . and = 2z. 2) is interpreted as the point with cartesian coordinates (1. approach. and not particularly instructive. where we assume here that r ≥ 0. By this we mean that f maps the point with cylindrical coordinates (r. We will use a similar convention with polar and with spherical coordinates. y. and z. (A similar meaning applies to vectorvalued functions. θ. = 0. π. π. these calculations are messy. Cylindrical Coordinates Recall that the transformations for cylindrical coordinates are: x = r cos θ. The more ambitious reader is encouraged to check some or all of the formulas using the chain rule. then in cylindrical coordinates f (r.166 CHAPTER 5. However. π. more heuristic. z) and interpreted as above.) This notation has the obvious drawback that an expression such as f (1. Also.

= 0. So.4. z) = 2rzer + r2 ez . ∂f ∂f = 2rz. ∂z f (r. then u · of f in the direction of u.5. . y. Also. df ds df f= ds df f= ds f= θ. er · eθ · ez · Therefore. So. ds = |dR| = dr2 + r2 dθ2 + dz 2 1/2 167 is the element of arc length in cylindrical coordinates. in cylindrical coordinates ∂f = r2 . CYLINDRICAL AND SPHERICAL COORDINATES We can write R = xi + yj + zk = rer + zez . θ. Thus. = ∂z = r.4. An easy computation shows that dR = er dr + r der + ez dz + z dez = er dr + reθ dθ + ez dz. ∂r r ∂θ ∂z Example 5. Recall that if u is a unit vector.z constant r. ∂r ∂θ Therefore.1. for later use. θ.z constant f is the directional derivative ∂f ∂r 1 ∂f = r ∂θ ∂f .θ constant ∂f 1 ∂f ∂f er + eθ + ez . Transform to cylindrical coordinates and compute the gradient of f (x. z) = x2 + y 2 z f= Solution. z) = r2 z. In cylindrical coordinates we have f (r. recall that dV = r dr dθ dz. To obtain grad f in cylindrical coordinates we write f = (er · f ) er + (eθ · f ) eθ + (ez · f ) ez .

e. z) with edges of lengths approximately r∆θ. ∂θ .2.. θ. STOKES-TYPE THEOREMS I er II ∆z -e r ∆r r ∆θ Figure 5. and ∆z. For the faces with sides of lengths approximately r∆θ and ∆z (i. θ.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. θ. We ﬁrst write F = Fr er + Fθ eθ + Fz ez . Here we choose the faces so that the unit normal vectors are ±er . ≈ ∂r Similarly considering the other faces gives us Fθ (r.168 CHAPTER 5. See Figure 5. This argument is similar to that of Section 3. z)∆θ∆z − (r − ∆r/2)Fr (r − ∆r/2. z)∆r∆z − Fθ (r. 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)∆θ∆z ∂ (rFr ) ∆r∆θ∆z. ±eθ . and ±ez .6. z)∆r∆z ≈ ∂Fθ ∆θ∆r∆z. θ + ∆θ/2. ∆r. and consider a small “cylindrical rectangular solid” centered at (r. θ − ∆θ/2.

z) with “sides” of lengths approximately: (i) ∆r and r∆θ. One of these cylindrical rectangles is shown in Figure 5. y. θ. ±eθ . z − ∆z/2)∆θ∆r ≈ r ∂Fz ∆z∆θ∆r. θ. we have 1 ∆S curl F · n ≈ F · dR. and ±ez . ∂z Dividing by the approximate volume r∆r∆θ∆z.7: A cylindrical rectangle and rFz (r.4. and letting the sides of the region shrink to 0 around (x. by Stokes’ theorem. θ. and (iii) r∆θ and ∆z. and such that the unit tangent vectors to these various sides are ±er . z + ∆z/2)∆θ∆r − rFz (r. 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). we obtain 1 ∂Fθ ∂Fz 1∂ (rFr ) + + . .7. Then.5. r ∂r r ∂θ ∂z div F = To derive the expression for the curl of F in cylindrical coordinates we use Stokes’ theorem. (ii) ∆r and ∆z. CYLINDRICAL AND SPHERICAL COORDINATES r θ 169 r Figure 5. We consider small “cylindrical rectangles” centered at (r.

θ. then. Transform each of the following vector ﬁelds to cylindrical coordinates and compute the divergence and the curl. F(x. z) = −yi + xj . θ. x2 + y 2 Solution. θ − ∆θ/2. we obtain (curl F)z = 1∂ 1 ∂Fr (rFθ ) − . Fr rFθ Fz where we expand the symbolic determinant out in the usual way. In cylindrical coordinates. z) = 1 er . z) = . θ. r ∂r r ∂θ In a similar fashion one can obtain (curl F)r = and 1 ∂Fz ∂Fθ − r ∂θ ∂z ∂Fr ∂Fz − . Fz (r. z)∆r − Fr (r. F(r. if we choose n = ez . Example 5. y. . ∂r ∂θ Dividing by the approximate surface area r∆r∆θ and letting all the sides go to 0 around (r. ∂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 .7. θ. STOKES-TYPE THEOREMS In particular. z)∆r ∂ ∂Fr ≈ (rFθ ) ∆r∆θ − ∆θ∆r. referring to Figure 5. we have F · dR ≈ (r + ∆r/2)Fθ (r + ∆r/2. y. θ. z)∆θ + Fr (r.170 CHAPTER 5.4. z) = 0. z) = xi + yj . z). so r 1 Fr (r. θ. z) = 0. θ. z)∆θ C − (r − ∆r/2)Fθ (r − ∆r/2. r Fθ (r. x2 + y 2 G(x.2. θ + ∆θ/2.

where ρ ≥ 0. θ. z) = . r ∂r r reθ ez ∂ ∂θ ∂ ∂z = 1/r 0 0 1 · 0 = 0.4. r ∂θ 1∂ r ∂r 1 r ez = − 1 ez . so r Gr (r. CYLINDRICAL AND SPHERICAL COORDINATES Therefore. θ. z) = r er ∂ ∂r 171 1∂ 1 (rFr ) = . θ. r In cylindrical coordinates. So. z = ρ cos φ. The volume element in spherical coordinates is dV = ρ2 sin φ dρ dφ dθ. z) = r er reθ ez ∂ ∂r ∂ ∂θ ∂ ∂z 1 Gθ (r. θ. z) = 0. div G(r. . z) = and 1 curl G(r. z) = and 1 curl F(r. r3 = 0 1/r 0 Spherical Coordinates Recall that the transformations for spherical coordinates are: x = ρ cos θ sin φ. θ. r Gz (r. θ. z) = 1 eθ . θ. div F(r. G(r. Therefore. 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. y = ρ sin θ sin φ. 1 ∂Gθ = 0. Notice that R = ρeρ . dR = eρ dρ + eφ ρ dφ + eθ ρ sin φ dθ. z) = 0.5. θ.

then we can write F = Fρ eρ + Fφ eφ + Fθ eθ . This can be derived in a similar fashion as the curl in cylindrical coordinates. y. φ) = cos φ/ρ2 . 3 ρ ρ ∂f sin φ =− 2 . z) = . ∂ρ ρ3 Therefore. 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. In spherical coordinates f (ρ. θ. ∂ρ ρ ∂φ ρ sin φ ∂θ z (x2 + y 2 + z 2 )3/2 Example 5. The curl in spherical coordinates is given by 1 curl F = 2 ρ sin φ eρ ρeφ ∂ ∂ρ ∂ ∂φ (sin φ)eθ ∂ ∂θ . 2 cos φ ∂f =− . Compute grad f in spherical coordinates for f (x. Solution. . ∂φ ρ ∂f = 0. So. too. Fρ ρFφ (ρ sin φ)Fθ where again we expand this out in the usual way. In the same manner as we did for cylindrical coordinates. so we leave it as exercise. STOKES-TYPE THEOREMS ds = |dR| = dρ2 + ρ2 dφ2 + ρ2 sin2 φ dθ2 1/2 .3.172 and CHAPTER 5. θ. ∂θ If F is a vector ﬁeld. φ) = − 2 cos φ sin φ eρ − 3 eφ .4. The divergence in spherical coordinates is given by div F = 1 ∂Fθ 1 ∂ 1 ∂ ρ2 Fρ + (Fφ sin φ) + . grad f (ρ. we obtain the following expression for the gradient in spherical coordinates: grad f = ∂f 1 ∂f 1 ∂f eρ + eφ + eθ . so we leave this as an exercise.

φ) = and Fφ (ρ.4. 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 . θ. but somewhat messy. Fθ (ρ. The calculations are straightforward. θ. Solution. Another possibility is to use the expression f= 2 f= · f = div · grad f. θ. CYLINDRICAL AND SPHERICAL COORDINATES Example 5. Since. φ) = eρ + ρeφ + ρ cos θeθ . θ. Compute the divergence and the curl for F(ρ. Fρ (ρ. θ.4. φ) = ρ.5.4. we ﬁnd that div F(ρ. ρ2 sin2 φ ∂θ2 . We will give these expressions here and leave their derivations as exercises. 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. The Laplacian in cylindrical coordinates is given by f= 1∂ r ∂r r ∂f ∂r + 1 ∂ 2f ∂ 2f + 2. φ) = cot φ cos θeρ − 2 cos θeφ + eθ . φ) = ρ cos θ. 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 . φ) = 1. 173 2 sin θ + cot φ − ρ sin φ 2 curl F(ρ.

z) = x2 + y 2 + z 2 . Find the Laplacian of f (r. y. x2 + y 2 + z 2 4. 1. Find the Laplacian of f (ρ.174 CHAPTER 5. y. φ) = ρn in spherical coordinates.4. STOKES-TYPE THEOREMS 5. θ. 8. φ) = ρn eρ (n > −2) S F · n dS of through the surface bounded by the upper hemisphere ρ = 1. θ. x + y2 + z2 6. z) = rn in cylindrical coordinates. y. θ. Transform to cylindrical coordinates and compute (a) the divergence and (b) the curl of F(x. . z) = x2 + y 2 + z 2 . z) = xi + yj + zk . θ. 3. and the equatorial plane. 9. Transform to cylindrical coordinates and compute (a) the divergence and (b) the curl of F(x. y. Find the Laplacian of f (r. y. φ) = ρ2 φ in spherical coordinates. z) = −yi + xj + zk . z) = 2 . 7.1 Exercises f (x. 0 ≤ φ ≤ π/2. Transform to spherical coordinates and compute the gradient of f (x. Use the divergence theorem to compute the ﬂux F(ρ. Transform to spherical coordinates and compute (a) the divergence and (b) the curl of xi + yj + zk F(x. z) = r2 θ2 in cylindrical coordinates. Find the Laplacian of f (ρ. θ. x2 + y 2 + z 2 5. Transform to cylindrical coordinates and compute the gradient of 2. 10.

derive the expression for the curl in spherical coordinates. Complete the derivation of the curl in cylindrical coordinates. because of the historical signiﬁcance of Maxwell’s equations. φ) = F (ρ)eρ . Grad. Using arguments similar to those used in this section to derive the curl in cylindrical coordinates. the author reports that “most votes were given to Euler’s equation [eiπ + 1 = 0] and to Maxwell’s equations. as H. Crease wrote about the results of a reader survey of the greatest equations ever [3]. Curl.) 5. Use f = div grad f. Find all the solutions to Laplace’s equation f = 0 for which f is independent of ρ and θ. Use f = div grad f.” . θ. 14. 12. which describe how an electromagnetic ﬁeld varies in space and time. APPLICATIONS 175 11. φ) = f (φ).5.5 Applications There are many applications of vector analysis. Robert P. ρ sin φ∆θ. and because. Shey states in his book Div. A force ﬁeld F is called a central force ﬁeld if F(ρ. “much of vector [analysis] was invented for electromagnetic theory and is ideally suited to it. Show that a central force ﬁeld is irrotational. i. Using arguments similar to those used in this section to derive the divergence in cylindrical coordinates..) 15. θ. Derive the expression given in this section for the Laplacian in cylin˙ drical coordinates. 13.” Maxwell’s Equations: Introduction In the October 2004 issue of Physics World. 16. and ρ∆φ. and all That [19]. (Hint. In the article The Greatest Equations Ever. derive the expression for the divergence in spherical coordinates. M. (Hint.5.) 17.e. We have chosen to highlight Maxwell’s equations and electrostatics. Derive the expression given in this section for the Laplacian in spherical ˙ coordinates. (Hint: Consider a “spherical rectangular solid” with edges of lengths approximately ∆ρ. f (ρ.

. I should observe such a beam of light as an electromagnetic ﬁeld at rest though spatially oscillating. however. 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. Isaacson comments: . Also. according to Walter Isaacson’s recent biography of Albert Einstein.176 CHAPTER 5. They are among the few elements of theoretical physics to remain unchanged by both the relativity and quantum revolutions that Einstein helped launch. . in his description of a speech Einstein gave at a scientiﬁc conference in 1909. quoting Isaacson quoting Einstein: . Isaacson quotes Einstein as follows: If I pursue a beam of light with the velocity c (velocity of light in a vacuum). . Maxwell’s equations well outpolled many famous equations such as E = mc2 . requires that mass be a direct measure of the energy contained in a body. Again. Maxwell’s equations played a key role in Einstein’s thinking leading up to the special theory of relativity. neither on the basis of experience nor according to Maxwell’s equations. topology and physics. There seems to be no such thing. Maxwell’s Equations The quantities occurring in Maxwell’s equation are the following: • E — electric ﬁeld . STOKES-TYPE THEOREMS Although Maxwell’s equations are relatively simple. his [Einstein’s] love of Maxwell’s equations was well placed. together with Maxwell’s equations. They are essential to understanding the surrounding world. the relativity principle. they daringly reorganize our perceptions of nature unifying electricity and magnetism and linking geometry. . Einstein also used Maxwell’s equations to derive the famous equation E = mc2 . And as the ﬁrst ﬁeld equations. And. Einstein: His Life and Universe [12]. In the survey.

interchanging derivatives and integrals) are. We have already derived the equation · E = K1 ρ. curves. where K1 > 0 is a constant that depends on the units used. S This expresses the absence of magnetic charge (magnetic monopoles) in nature. then Gauss’s law for magnetic ﬁelds states that B · n dS = 0. valid. For the remainder of this section. and n are as in the statement of Stokes’ theorem. If S is a closed surface. dt where Φ= S B · n dS is the magnetic ﬂux and K2 > 0 is a constant depending on the units used.5.. Using the divergence theorem. Here we assume S.5. in fact.g. we have ∂B E · dR = −K2 · n dS. we will assume that all regions. Since we are assuming that interchanging the derivative and the integral is valid. this can be written · B = 0. Next we consider Faraday’s law: E · dR = −K2 C dΦ . surfaces. and functions are such that all of the physical laws stated below and any formal manipulations we perform (e. APPLICATIONS • B — magnetic ﬁeld • ρ — charge density • J — current density 177 These may all vary in time as well as in space. C. C S ∂t .

is approximately 8. Perhaps the most commonly used units in this setting are rationalized MKSA units. ∂t In summary. K3 = 0 µ0 . and K4 are positive constants that depend on the units used. we have the Ampere-Maxwell law: B · dR = K3 C d dt E · n dS + K4 I. We leave it as an exercise to show that. and I is the current enclosed by C.854 × 10−12 . where 0 . K2 . S where K3 and K4 are positive constants that depend on the units used. Here we assume S is a surface with boundary curve C given the induced orientation. using Stokes’ theorem. One can show that I= S J · n dS. the AmpereMaxwell law can be rewritten as × B = K3 ∂E + K4 J. and K4 = µ0 . In these units K1 = 1/ 0 . ∂t Finally. ∂t Since this is true for all surfaces S that satisfy Stokes’ theorem we have curl E = −K2 ∂B ∂t or × E = −K2 ∂B . Maxwell’s equations can be written: · E = K1 ρ × E = −K2 ·B=0 × B = K3 ∂E + K4 J.178 CHAPTER 5. K3 . the permittivity of free space. K2 = 1. ∂t ∂B ∂t where K1 . STOKES-TYPE THEOREMS Applying Stokes’ theorem gives curl E · n dS = −K2 S S ∂B · n dS.

the permeability of free space. ∂t Using the vector identity above we have: 0 µ0 ∂ 2E ∂B = × 2 ∂t ∂t = − × ( × E) = − ( · E) + 2 E. Maxwell’s equations become: ·E=0 ×E=− ·B=0 ×B= 0 µ0 ∂B ∂t ∂E .5. ∂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.257 × 10−6 newtons per ampere2 . In the absence of charges and currents. APPLICATIONS 179 coulombs2 per newton-meter2 and µ0 . Notice that here Laplacian. We rewrite Maxwell’s equations with these constants: ·E= 1 0 ρ ∂B ∂t ∂E + µ0 J. c2 ∂t2 2 where c is the speed of the wave. . is approximately 1.5.

so E is conservative (at least on simply connected regions). .) Now. 0 The reader may recall that this is called Poisson’s equation. × E = 0. E = − Φ. The reader may recall that this is called Laplace’s equation. The speed c is given by √ c = 1/ 0 µ0 . for some scalar ﬁeld Φ which is determined up to an additive constant. ∂t2 A similar argument shows that B satisﬁes the same equation.e. STOKES-TYPE THEOREMS 2 E= 0 µ0 ∂ 2E . This value is approximately 3 × 108 meters per second — a value that is doubtless familiar to the reader. Therefore. (Note the sign. using the ﬁrst of Maxwell’s equations we obtain: div E = −div ( Φ) = or 2 1 0 ρ.. we have CHAPTER 5. by the second of Maxwell’s equations. i. Electrostatics For a static (non-time-varying) electric ﬁeld E. Thus. ∂B/∂t = 0. 1 Φ = − ρ.180 Since · E = 0. then we have 2 Φ = 0. the magnetic ﬁeld B must also be static. If the region has no charges.

c1 = R1 − R2 R1 − R2 So. Laplace’s equation becomes 1 d ρ2 dρ ρ2 dΦ dρ = 0. Φ= R1 − R2 ρ Therefore. for example. Clearly. References Since this is not a textbook in electricity and magnetism. by symmetry. See. Suppose that the inner sphere is maintained at a potential of V0 and the outer one at a potential of 0.) Plugging into the boundary conditions and solving for c1 and c2 we obtain V0 R1 V0 R1 R2 . Φ(R2 ) = 0. [9]. For an elementary book dealing solely with Maxwell’s equations. θ) = Φ(ρ). with boundary conditions Φ(R1 ) = V0 . we recommend [19]. in this case. see [8]. Every elementary physics text in electricity and magnetism should contain at least some discussion of this material. APPLICATIONS A Spherical Capacitor 181 We are now in the position to ﬁnd the electric ﬁeld for a spherical capacitor given certain boundary conditions. φ. The solution to the diﬀerential equation is c1 Φ = − + c2 .5. R2 V0 R1 1− . Φ is independent of φ and θ: Φ(ρ. And for an elementary treatment of electrostatics via vector analysis that also mentions Maxwell’s equations. c2 = . E = −grad Φ = − ∂Φ V0 R1 R2 eρ = ∂ρ R2 − R1 1 ρ2 eρ . A more advanced text on Maxwell’s equations is [11]. Let R1 denote the radius of the inner sphere and R2 denote the radius of the outer sphere.5. we have barely skimmed the surface of this material. Therefore. ρ where c1 . (Integrate twice. A spherical capacitor consists of two concentric spheres. . c2 are arbitrary constants.

) 4. θ. curves.5. ∂E + K4 J ∂t . For what values of n can F(ρ. θ. assume that all regions. in fact.4. Use Exercise 6. y. valid. (Hint: Assume E(ρ. Prove Poynting’s theorem: ∂u + ∂t · S = −J · E.) 5. z) = xzi − xyj + yzk represent an electric ﬁeld in an open region of space with no net charge? Why or why not? 2. Suppose the inner conductor (radius R1 ) is held at a constant potential V0 and the outer (radius R2 ) at 0 potential.182 CHAPTER 5. ×F−F· × G.1. φ) = Kρn eρ (K constant) represent an electric ﬁeld? 3. × F) = ( · F) − 2 F. Can F(x.) 8. An (inﬁnite) coaxial capacitor is made up of two inﬁnite coaxial cylindrical conductors with radii R1 and R2 (R1 < R2 ). Use Laplace’s equation to ﬁnd the potential Φ between the cylinders. Derive the equation × B = K3 from the Ampere-Maxwell law. 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. (Hint. (Hint: Use cylindrical coordinates. surfaces. Show that the electric ﬁeld due to a point charge at the origin is proportional to eρ /ρ2 . φ) = E(ρ). Prove the vector identity: · (F × G) = G · 7. 1. Then use this to ﬁnd the electric ﬁeld. See Exercise 7 in Section 5. STOKES-TYPE THEOREMS 5.1 Exercises In these Exercises. Prove the vector identity: ×( 6. and functions are such that all of the physical laws stated in this section and any necessary formal manipulations are.

12.) 11. 0) = 0. Show that u(x. ∂t 1 [f (x − ct) + f (x + ct)] 2 where f is twice-continuously diﬀerentiable. ∂t 10. 0) = 0. ∂t 1 2c x+ct g(s) ds x−ct where g is continuously diﬀerentiable. 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. Use the result of Exercises 10 to derive the solution u(x. Use the result of Exercises 10 to derive the solution u(x. ∂u (x. t) = [f (x − ct) + f (x + ct)] + 2 2c x+ct g(s) ds x−ct . ∂u (x. 13. ∂x2 c ∂t u(x. APPLICATIONS 183 9. ∂x2 c ∂t u(x. ∂x2 c ∂t (This is called d’Alembert’s solution. Suppose that φ and ψ are twice-continuously diﬀerentiable functions of one variable.5. 0) = f (x). show that 1 1 u(x. 0) = g(x).5. t) = to the initial-value problem ∂ 2u 1 ∂ 2u = 2 2. Use Maxwell’s equations to show that the magnetic ﬁeld B satisﬁes the wave equation: ∂ 2B 2 B = 0 µ0 2 .

t) = u0 f (k1 x + k2 y + k3 z − ωt). Let k1 . and let u0 be a constant vector. dt . is a solution to the wave equation: 2 u= 1 ∂ 2u . ∂u (x. c2 ∂t2 15. where ω = ±c 2 2 2 k1 + k2 + k3 . y. k3 be constants. Show that u(x. z.184 CHAPTER 5. Suppose that f is a twice-continuously diﬀerentiable function of one variable. 0) = f (x). ∂x2 c ∂t u(x. STOKES-TYPE THEOREMS is a solution to the initial-value problem ∂ 2u 1 ∂ 2u = 2 2. 14. 0) = g(x). Use Maxwell’s equations to derive the continuity equation ·J+ dρ = 0. ∂t where f is twice-continuously diﬀerentiable and g is continuously differentiable. k2 .

[14]. however. 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]. Instead. and [21]. we will consider only one. The modern version of Stokes’ theorem applies to the higher dimensional analogues of curves and surfaces (these are called manifolds). but without the profusion of diﬃcult deﬁnitions. true. Remark. the divergence theorem. and subsequently derive Green’s theorem. [6]. There are several more-or-less elementary sources for the material in this appendix. and three dimensional objects. as well as the fundamental theorem for line integrals.Appendix A The Modern Stokes’ Theorem The careful reader may have noted that Green’s theorem. We hope that our approach will prove amenable to those meeting this material for the ﬁrst time. See. 185 . In this appendix we will state a theorem (the modern version of Stokes’ theorem) that applies in a very general setting. [2]. [18]. and Stokes’ theorem. [17]. This is. for example. the divergence theorem. as relatively simple corollaries. [5]. in fact. This might lead one to speculate on the possibility that these theorems could somehow be viewed as special cases of a more general theorem. two. and limit our consideration to two and three dimensional euclidean space. and Stokes’ theorem are similar in the following respect: Roughly speaking. we simply state throughout the basic formulas that are used in calculations.

z2 ) = x1 x2 + y1 y2 + z1 z2 . y)) instead of. z” to stand for the coordinates in space. v)) . v) = (f (u. Thus. Likewise. z1 ) · (x2 . h(x)) instead of. the vector function F(x) = F1 (x). h(x. y) = (f (x.186 APPENDIX A. Recalling that gradf is a vector function. essentially replacing angle brackets with parentheses. First. F3 (x) will be written F (x) = (F1 (x). g(x). y). we will identify the vector x. y1 + y2 . (x1 . say R. g(t). F2 (x). In conformity with this we will write (x1 . as R(x) = (f (x). this means we will write gradf = ∂f ∂f ∂f . and similarly for the curl and any other vector-valued operators. y. F2 (x). h(t)) . y1 . y. z1 + z2 ) . v). v). say. . So. z). we will always write a curve. Moreover. THE MODERN STOKES’ THEOREM Notation In this appendix we will adopt some notational changes that we hope will not be too confusing. similar considerations will apply to planar curves and surfaces. F3 (x)) . R(u. z with the point (x. z2 ) = (x1 + x2 . R(t) = (f (t). y2 . z1 ) + (x2 . for example. y. y1 . The same notational changes will be applied to vectors in the plane. we will always use the letters “x. y2 . ∂x ∂y ∂z . We will also drop the practice of using boldfaced type for vectors. as R(x. Again. g(x. we will always write a surface. y). and similarly for vector functions of two variables. h(u. say. . and similarly for other operations we’ve deﬁned involving vectors. g(u. again say R.

z) dz ∧ dx. either f (x. y) dx + g(x. • A 1-form in space can be written ω = f (x.1. • A 2-form in the plane can be written ω = f (x. called the wedge product. y) or f (x. y. z) dy ∧ dz + h(x.” The expression dx ∧ dy. • A 3-form in space can be written ω = f (x. not to mention linear algebra. we will not deﬁne diﬀerential forms. y. These are all of the nontrivial diﬀerential forms that exist in the plane and in space. • A 2-form in space can be written ω = f (x. z) dx ∧ dy + g(x. y.1 Diﬀerential Forms Developing diﬀerential forms from scratch requires quite a bit of work. z). As mentioned before. y. is the wedge product of the 1-forms dx and dy. In this case. y. in a relatively simple way. Once diﬀerential forms are expressed in this way they can be formally manipulated according to fairly simple rules. z) dx + g(x. z) dy + h(x. Therefore. dz) and an operation between them. y) dy. z) dz. for example. We will have more to say about the wedge product a little later on. The important thing for us is that they can all be expressed in terms of basic 1-forms (dx.A. The symbol “∧” is read “wedge. (In Section A.) • A 0-form is a function. DIFFERENTIAL FORMS 187 A. y) dx ∧ dy. . z) dx ∧ dy ∧ dz. y. dy. we will consider diﬀerential forms only in the plane and in space. • A 1-form in the plane can be written ω = f (x. y. y.4 we will ask the reader to dabble in four dimensional space.

ω1 . For example. In what follows we will assume that all diﬀerential forms are at least continuously diﬀerentiable. η. if ω = f dx ∧ dy + g dy ∧ dz. THE MODERN STOKES’ THEOREM A diﬀerential form is continuous [diﬀerentiable. and θ is an m-form deﬁned on an open region of the plane or space. then f ∧ ω is deﬁned to be f ω.188 APPENDIX A. η1 . With these deﬁnitions. 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. 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. If f is a function and ω is any diﬀerential form. Scalar multiplication is deﬁned so that the usual algebraic properties hold. for example. We can add forms of the same type in the obvious way. but the following properties will suﬃce for our purposes. The additive identity will be denoted simply by 0. we have 0 ω = 0 and 1ω = ω. one can deﬁne the wedge product. If f is a function. for every diﬀerential form ω. So. etc.] on an open region A. h above are continuous [diﬀerentiable. For other diﬀerential forms the deﬁnition is quite complicated. So. f dx ∧ dy + g dx ∧ dy = (f + g) dx ∧ dy. say ω and η. if the relevant functions f . then c ω = cf dx ∧ dy + cg dy ∧ dz. ω2 are l-forms. Given any two diﬀerential forms deﬁned on an open region of either the plane or of space. ω ∧ η. and dx ∧ dz = −dz ∧ dx • dx ∧ dx = dy ∧ dy = dz ∧ dz = 0 . η2 are k-forms. etc. then f ω is deﬁned pointwise. g. Suppose ω.

y. . For example. both (ω ∧ η) ∧ θ and ω ∧ (η ∧ θ) are written ω ∧ η ∧ θ. that the wedge product is not commutative. dω = df ∧ dx + dg ∧ dy. dω. dω = df ∧ dx + dg ∧ dy + dh ∧ dz. dω = df ∧ dx ∧ dy + dg ∧ dy ∧ dz + dh ∧ dz ∧ dx.) Note. z). (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. dω = df ∧ dx ∧ dy. then df = and if f = f (x. • For ω = f dx ∧ dy + g dy ∧ dz + h dz ∧ dx. ∂x ∂y ∂z ∂f ∂f dx + dy. we now deﬁne the diﬀerential of ω. The Diﬀerential Given a diﬀerential form ω. • For ω = f dx ∧ dy. Recall that if f = f (x. • For ω = f dx + g dy + h dz. however. ∂x ∂y We deﬁne the diﬀerential of the other types of diﬀerential forms as follows: • For ω = f dx + g dy. (This is why we were able to write dx ∧ dy ∧ dz without parentheses. DIFFERENTIAL FORMS 189 Since the wedge product is associative.A.1. then df = ∂f ∂f ∂f dx + dy + dz. y). Using these properties we can calculate the wedge product of two diﬀerential forms.

∂x ∂y ∂g ∂g dx + dy ∧ dy ∂x ∂y A. then the composition of F with G.1. (a) f = x2 y (b) f = xy + yz (c) ω = (xy + yz) dx (d) ω = x2 y dy ∧ dx − xz dx ∧ dy 3. If F is deﬁned at G(P ). 2. prove that d2 ω = d(dω) = 0. . THE MODERN STOKES’ THEOREM • For ω = f dx ∧ dy ∧ dz.2 The Modern Stokes’ Theorem Before proceeding any further.1 Exercises 1. y) dy.1. then dω = df ∧ dx + dg ∧ dy ∂f ∂f dx + dy ∧ dx + = ∂x ∂y ∂g ∂f = − dx ∧ dy. A. F ◦ G. we would like to remind the reader of the deﬁnition of the composition of two functions. For each type of diﬀerential form deﬁned in Section A. ﬁnd ω ∧ η.190 APPENDIX A. The pattern here should be reasonably clear. if ω = f (x. y) dx + g(x. Assume all of the functions involved are twice continuously diﬀerentiable. These expressions can be expanded using the properties of the wedge product. For ω = f1 dx + g1 dy + h1 dz and η = f2 dx ∧ dy + g2 dy ∧ dz + h2 dz ∧ dx. For example. at P is given by F ◦ G(P ) = F (G(P )). For each of the following compute df or dω. dω = df ∧ dx ∧ dy ∧ dz = 0.

Again. Compute R∗ (ω). g(x). g(x)) is a smooth curve in the plane or R(x) = (f (x). THE MODERN STOKES’ THEOREM 191 So. then F ◦ R(x) = F (f (x). h(x)) and ω = F dx + G dy + H dz. Let R(x) = (f (x). then R∗ (dx) = df dx dx dg dx R∗ (dy) = dx dh dx.2. y) = (f (x. y). then R∗ (dx) = ∂f ∂f dx + dy ∂x ∂y ∂g ∂g R∗ (dy) = dx + dy ∂x ∂y ∂h ∂h R∗ (dz) = dx + dy. h(x)) . If R is a curve or a surface either in the plane or in space.A. however. g(x). y). g(x).1.2. y)) is a smooth surface in space. we want to consider an operator R∗ . the following properties can be used for calculations. . if R(x) = (f (x). h(x)) is a smooth curve in space. y. h(x)) is a curve in space and F = F (x. z) is deﬁned at R(x). for example. h(x. the explicit deﬁnition is complicated. g(x). • 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). g(x. ∂x ∂y Example A. R∗ (dz) = dx • If R(x.

. y) = F (f (x. Example A. y)) and ω = F dx ∧ dy. and a 3-chain is a compact region whose boundary is a piecewise smooth surface. 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. 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. g(x). g(x.2. 2. Let R(x) = (f (x. a 1-chain is a piecewise smooth curve. y)). h(x)). g(x). h(x.192 Solution. In what follows. h(x. 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). a 2-chain is a piecewise smooth surface. h(x)). y). In this text. we will assume that all functions are at least continuously diﬀerentiable.2. y). We deﬁne the integral of an n-form over an n-chain for n = 1. G ◦ R(x) = G (f (x). Compute R∗ (ω). y). g(x. y). and H ◦ R(x) = H (f (x). 3 as follows. g(x). Solution. h(x)). APPENDIX A.

C • If S is a smooth surface and R is a smooth parametrization of S whose domain is D. THE MODERN STOKES’ THEOREM • If I = [a. b].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 . 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 C is a closed path. Again. then b 193 F dx = I a F dx. then ω= C I R∗ ω. b]. It can be shown that this integral is independent of parametrization as long as the parametrizations have the same orientation. Also. this is usually written as ω. then ω= S D R∗ ω.2. Example A. then F dx ∧ dy ∧ dz = V V F dV.A. • If C is a smooth path and R is a smooth parametrization of C whose domain is I = [a. this integral is linear.2. • If D is a compact region in the plane whose boundary is a piecewise smooth curve. since the integrals on the right above are linear. then F dx ∧ dy = D D F dA. • If V is a compact region in space whose boundary is a piecewise smooth surface.

If M is such a surface in the plane. The induced orientation on C in this case is referred to as “counterclockwise.” .194 APPENDIX A. g = x − y. then ∂M is given the induced orientation. Solution.2. Example A. y ≤ 1}. F = z. x − y. 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 = − . f = x + y. y ≤ 1. Using the result of the last example. h = xy. then the orientation of ∂M is determined by the outward unit normal. We will consider surface integrals a little later on. • If M is a piecewise smooth surface whose boundary ∂M is a piecewise smooth curve. xy). Similarly. then we’ll assume its orientation is given by n = k. y) = (x + y. y) : 0 ≤ x. Compute z dx ∧ dy. THE MODERN STOKES’ THEOREM as deﬁned in Chapter 4. 0 ≤ x.3. • If M is a compact region in space whose boundary ∂M is a piecewise smooth surface. 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. for the 1-form F1 dx + F2 dy in the plane. and D = {(x. In the notation we’ve been using. 2 The Modern Version of Stokes’ Theorem In the modern version of Stokes’ theorem we will assume the following. S where the surface S is parametrized by R(x.

If C is a piecewise smooth path with initial point P and terminal point Q. cos x). M = B = (x.1 (The Modern Stokes’ Theorem). dω = dz ∧ dx ∧ dy = dx ∧ dy ∧ dz. y. then f = f (Q) − f (P ). and Stokes’ theorem) can be derived as relatively simple corollaries of the modern version of Stokes’ theorem. then dω = 0. sin x sin y.2. y. z) : x2 + y 2 + z 2 ≤ 1 . and . THE MODERN STOKES’ THEOREM 195 We also need to make the following deﬁnition. ω = z dx ∧ dy. Solution. z) : x2 + y 2 + z 2 = 1 . ∂C Obviously.4. However. 3 B B B On the other hand. in the next section we will show how the major classical theorems of vector analysis (Green’s theorem. Theorem A. 0 ≤ x ≤ π. Verify the modern Stokes’ theorem for the following. then dω = M ∂M ω.A. M The proof of this theorem is beyond the scope of this text. If M is an (n + 1)-chain without boundary. so 4 dV = π. y) = (sin x cos y.2.2. 0 ≤ y ≤ 2π. the divergence theorem. On the one hand. Suppose M is an (n + 1)chain whose boundary is an n-chain. ∂M = S = (x. this depends on the orientation of C. If ω is an n-form deﬁned on an open region containing M . Example A. we can parametrize S by dω = dx ∧ dy ∧ dz = R(x.

0 ≤ y ≤ 2π}.2. 0) and (1. x − y. a straightforward calculation shows that R∗ (ω) = z cos x sin x dx ∧ dy = cos2 x sin x dx ∧ dy. where M is the region inside the square with opposite vertices (0. 0 ≤ x. Using Example A. We leave it to the reader to show that ∂R ∂R × ∂x ∂y points outward on S.2. xy). x + y. y) = (x + y.196 APPENDIX A. 1). 3. where M is the surface parametrized by R(x.2. y) = xy. and S is parametrized by R(x. 2. Therefore. x2 + y 2 . y) : 0 ≤ x ≤ π. Compute ω. 3 A. we take D = {(x. . 0 ≤ x ≤ 1. 0 ≤ y ≤ x. y ≤ 1. where ω = xy dy ∧ dz + x dz ∧ dx + 3zx dx ∧ dy. Verify the modern Stokes’ theorem for ω = x dx + xy dy. THE MODERN STOKES’ THEOREM So. ω= S D R∗ (ω) = D cos2 x sin x dx ∧ dy 2π π 0 = 0 4 cos2 x sin x dx dy = π. Verify the modern Stokes’ theorem for ω = x dz.1 Exercises S 1.

A. and 197 5. then gradF · dR = 0.1. C If C is a piecewise smooth closed path. In Example A. ∂M Assume things are as diﬀerentiable as you like. C . If C is a non-closed piecewise smooth path with initial point P and terminal point Q.3 Stokes-Type Theorems.2.1. (Hint. Theorem A. Verify the Modern Stokes’ theorem for the following: M = (x. then gradF · dR = F (Q) − F (P ). Revisited We begin with the fundamental theorem for line integrals.) 6.4.2. See Exercise 3 in Section A. REVISITED 4. STOKES-TYPE THEOREMS. show that ∂R ∂R × ∂x ∂y points outward on S. and F is a continuously diﬀerentiable scalar ﬁeld deﬁned on an open region containing C.1. y. A diﬀerential form ω is exact if there exists a diﬀerential form η such that ω = dη. and F is a continuously diﬀerentiable scalar ﬁeld deﬁned on an open region containing C. A.3. either in the plane or in space. z) : x2 + y 2 + z 2 ≤ 1 .3. then ω = 0. ω = z 3 dx ∧ dy. Show that if ω is an exact n-form and M is an (n + 1)chain as described in Section A.

so we will take ω = F and M = C. We will assume C is a space curve. we calculated that dω = ∂Q ∂P − ∂x ∂y C dx ∧ dy. We take ω = P dx + Q dy. Theorem A.2 (Green’s Theorem). Recall that our new deﬁnition of P dx + Q dy is equivalent to our old . and ∂M = C. assume P and Q are continuously diﬀerentiable on an open region containing D. that C is smooth.1.1. At the end of Section A. Proof. the proof for a plane curve is similar.198 APPENDIX A. In this case n = 0. We will also assume. we use the modern version of Stokes’ theorem to prove Green’s theorem. Next. Let R(x) = (f (x). Suppose D is a compact region in the plane whose boundary is a piecewise smooth closed curve C oriented counterclockwise.b] F = F (Q) − F (P ). g(x). 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.3. the second part is similar. Then P dx + Q dy = C D ∂Q ∂P − ∂x ∂y dA. In this case n = 1. Also. Using the modern version of Stokes’ theorem. for simplicity. We will just prove the ﬁrst part of the theorem. a ≤ x ≤ b. h(x)). THE MODERN STOKES’ THEOREM Proof. Again for simplicity we will assume that C is a smooth curve. M = D.

Theorem A.3. g(x. y). Proof. for technical reasons. In the sequel.3.3. we need a few more preliminaries. y)) . If S is a smooth surface oriented by the unit normal vector n = (n1 . and n3 are all evaluated at R(x. where F . h(x. ∂x ∂y = D = D Before considering the divergence theorem and Stokes’ theorem. 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)) . 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. n2 . STOKES-TYPE THEOREMS. y) = (f (x. 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. n1 . y) ∈ D. . (x. y). be a smooth parametrization of S such that the orientation is as described in the theorem. Let R(x. Here S F dS is the surface integral of F over S.4. as previously deﬁned in Section 4. n3 ) and F is continuous on an open region containing S. REVISITED deﬁnition. y). then F (n1 dy ∧ dz + n2 dz ∧ dx + n3 dx ∧ dy) = S S F dS. So.A. n2 .

2. ∂x ∂y = D F ∂R ∂R × dx ∧ dy = ∂x ∂y F D ∂R ∂R × dA = ∂x ∂y F dS. . it is not necessarily the diﬀerential of a 1-form. we write dS = n1 dy ∧ dz + n2 dz ∧ dx + n3 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. Thus.3. ∂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. To prove the divergence theorem and Stokes’ theorem we use the following lemma. R∗ (dz ∧ dx) = R∗ (dy ∧ dz) = It follows that ∂R ∂R × ∂x ∂y ∂R ∂R × ∂x ∂y ∂R ∂R × . as previously deﬁned. R∗ (F (n1 dy ∧ dz + n2 dz ∧ dx + n3 dx ∧ dy)) = F Therefore. the integral of the diﬀerential form F dS over S is equal to the surface integral S F dS. dS is a 2-form in space deﬁned on an open region containing S. dx ∧ dy dx ∧ dy.200 APPENDIX A.2. although. S In light of Theorem A. F (n1 dy ∧ dz + n2 dz ∧ dx + n3 dx ∧ dy) S ∂R ∂R × dx ∧ dy.3. we calculated R∗ (dx ∧ dy) = Similarly. THE MODERN STOKES’ THEOREM We know from Section 4.

2. ∂x ∂y ∂y ∂x ∂R ∂R × dA ∂x ∂y Now. g(x. (x. M = D. We show the ﬁrst equality.3. Let D be a compact region in space whose boundary is a piecewise smooth closed surface S with outward unit normal n = (n1 . y) = (f (x. h(x. y). Proof. and ∂M = S. y)).3. Theorem A. y). STOKES-TYPE THEOREMS.4 (The Divergence Theorem). Proof.3.1.A. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing D.2. The others are proved similarly. then n3 dS = S S 201 dx ∧ dy dz ∧ dx S n2 dS = S n1 dS = S S dy ∧ dz. REVISITED Lemma A. Again. for simplicity we will assume that S is a smooth surface. we can use the modern version of Stokes’ theorem to give a proof of the divergence theorem and Stokes’ theorem. . In this case n = 2. = D On the other hand. n3 dS = S D = D ∂R ∂R ∂f ∂g ∂g ∂f − × ∂x ∂y ∂x ∂y ∂x ∂y ∂f ∂g ∂f ∂g − dA. using Example A. Then div F dV = D S F · n dS. we have dx ∧ dy = S D R∗ (dx ∧ dy) ∂f ∂g ∂f ∂g − ∂x ∂y ∂y ∂x dA. n2 . Let D be the domain of R and write R(x. If S is a smooth surface. We take ω = F1 dy ∧ dz + F2 dz ∧ dx + F3 dx ∧ dy. y) ∈ D. n3 ). Then.

M = S. for simplicity we will assume that S is a smooth surface and C is a smooth curve.3. Let S be a compact piecewise smooth surface whose boundary is a piecewise smooth closed curve C with the induced orientation. we have the following. We take ω = F1 dx + F2 dy + F3 dz. .3. On the other hand.1.202 APPENDIX A. Again.5 (Stokes’ Theorem). Theorem A. A straightforward calculation shows that dω = ∂F3 ∂F2 − ∂y ∂z dy∧dz+ ∂F1 ∂F3 − ∂z ∂x dz∧dx+ ∂F2 ∂F1 − ∂x ∂y dx∧dy. THE MODERN STOKES’ THEOREM By Lemma A. Proof. Finally. by the modern version of Stokes’ theorem. and ∂M = C. Let F be a continuously diﬀerentiable vector ﬁeld deﬁned on an open region containing S. we have div F dV = D D div F dx ∧ dy ∧ dz dω = D S = ω= S F · n dS. Therefore. Then F · dR = C S curlF · n dS. it is easy to show that dω = div F dx ∧ dy ∧ dz. 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.

1. Show that if ω = F1 dx + F2 dy + F3 dz.A. then dω = div F dx ∧ dy ∧ dz. Therefore. ∂F1 ∂F3 − ∂z ∂x dz ∧ dx 3. REVISITED Again using Lemma A.3.3. Complete the proof of Lemma A. then dω = + ∂F3 ∂F2 − ∂y ∂z ∂F2 ∂F1 − ∂x ∂y dy ∧ dz + dx ∧ dy.1. . 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. A. STOKES-TYPE THEOREMS.3. 2.3.1 Exercises 1. we see that dω = S S 203 curlF · n dS. Show that if ω = F1 dy ∧ dz + F2 dz ∧ dx + F3 dx ∧ dy.

Let ω = f1 dx + g1 dy + h1 dz η = f2 dx + g2 dy + h2 dz θ = f3 dx + g3 dy + h3 dz. in standard form.204 APPENDIX A. dz ∧ dt = −dt ∧ dz. where 0 ≤ x ≤ 2π. a sin x sin y sin z. all of the nontrivial diﬀerential forms in 4-space. y. • To the properties of the wedge product add the following: dx ∧ dt = −dt ∧ dx. and t be the coordinates in 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. • Without explicitly deﬁning chains in 4-space. a cos y sin z. • Extend the deﬁnition of the diﬀerential of a diﬀerential form to 4-space. z) = (a cos x sin y sin z. centered at the origin. the modern version of Stokes’ theorem is valid in higher dimensions. extend the deﬁnition of the integral of an n-form over an n-chain to 4-space. (Hint: The sphere of radius a. 1 dy ∧ dt = −dt ∧ dy. • As mentioned before. y. and calculate ω ∧ η ∧ θ.) What we call the volume of a sphere in 4-space other authors call the area or surface area. 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 /2.1 Let x. and . can be parametrized by R(x. Apply the modern version of Stokes’ theorem with ω = −t dx ∧ dy ∧ dz. a cos z). dt ∧ dt = 0. hereafter know as 4-space. z. • Write out. • Extend the properties of the operator R∗ to 4-space. 0 ≤ y ≤ π. and 0 ≤ z ≤ π. 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.

∂x ∂y ∂z ∂t The divergence theorem applies to “nice” regions in 4-space: div F dV = M ∂M F · n dV. F2 . then we deﬁne the divergence of F by div F = ∂F1 ∂F2 ∂F3 ∂F4 + + + .4. PROJECT 205 • If F = (F1 . where dV is the volume element of the region being integrated over. of radius a is 2π 2 a3 . Use the divergence theorem and the previous result to show that the volume of the sphere in 4-space. or hypersphere.) . F4 ) is a vector ﬁeld in 4-space. (Hint: Choose F appropriately.A. F3 .

THE MODERN STOKES’ THEOREM .206 APPENDIX A.

y = r sin θ. The most appropriate orthogonal unit vectors to consider here are: er = cos θi + sin θj eθ = − sin θi + cos θj. Notice that these are not constant vectors.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. 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 . For simplicity. B. dθ dθ 207 . Note that der deθ = eθ and = −er .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.

which we can take to be the xy-plane. B. . Then. 2 dt dt dt Motion in a Plane Suppose F is the force acting on an object whose motion lies in a plane. 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 . by Newton’s (second) law of motion. we have dθ d2 r Fr = m 2 − mr dt dt 2 dθ dr dθ Fθ = mr 2 + 2m . Using the previous expression for the acceleration. we obtain rFθ = d dt mr2 dθ dt or Fθ = 2 1d r dt mr2 dθ dt . 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 . 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).1.208 APPENDIX B. dt dt dt Multiplying the last equation by r. Derive the expression for the acceleration in polar coordinates from the velocity. where m is the (constant) mass of the object. F = Fr er + Fθ eθ = ma.1 Exercise 1.

since it depends only on the force ﬁeld being a central force ﬁeld.) • 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. and m is the mass of the orbiting body.2 Kepler’s Laws Kepler’s laws of planetary motion were formulated by Johannes Kepler c. If T is the period of the orbit and a is the length of the semi-major axis. Kepler’s laws of planetary motion can be stated as follows: 1. Kepler’s Second Law We will demonstrate the second law ﬁrst. 2. where G is the universal gravitation constant. Kepler’s laws are valid for any “planetary system” that satisﬁes the following assumptions. M is the mass of the central body. inverse-square force ﬁeld with the central body at the origin. i.1605 based on voluminous data obtained by Tycho Brahe. KEPLER’S LAWS 209 B. • The central body is much more massive than any orbiting body.. Newton later “proved” Kepler’s laws using his (second) law of motion and law of universal gravitation. then for every planet in the Solar System T 2 /a3 has the same value. (Our Sun is more that a 1000 times more massive than Jupiter. In this case. A line from the Sun to a planet sweeps out equal areas in equal time intervals.2. 3. which is by far the most massive planet. The orbit of each planet is an ellipse with the Sun at one of the foci. the force on a orbiting body can be modeled by a central.B.e. . F= −GM m |R|3 R= −GM m r2 er .

Using Newton’s law F = ma. 1 ∆A = r2 ∆θ. the expression for the acceleration in polar coordinates. Kepler’s First Law Since the demonstration of Kepler’s ﬁrst law is somewhat involved. and equating components. we will proceed in steps.) If Fθ = 0. (This follows from the continuity of r.210 APPENDIX B. by the intermediate value theorem. then d dθ mr2 = 0. 2 where r is evaluated at some point in [t0 . t0 +∆t] and ∆θ = θ(t0 +∆t)−θ(t0 ). ∆t 2 ∆t Letting ∆t −→ 0+ . Then. . This demonstrates Kepler’s second law. 1 ∆θ ∆A = r2 . dt dt from which it follows that dA/dt is constant. That is. t] for some ﬁxed t0 . dt This approach is adapted from a series of Exercises in [7]. Therefore. we obtain 1 dθ dA = r2 . dt 2 dt where r is evaluated at t0 . 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 . we have d2 r −r dt2 dθ dt r2 1 2 = −GM r2 dθ = K. Let ∆A = A(t0 + ∆t) − A(t0 ) = A(t0 + ∆t).1 Step 1. for a central force ﬁeld the rate at which the position vector R sweeps out area is a constant.

KEPLER’S LAWS where K is a constant. Step 4. that is. using the equation for dθ/dt in Step 1. dt dt2 with respect to t. . we obtain 2 2GM K2 dr + C. dt 2 dt dt dt2 the integral of dr d2 r . 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 .B.” we can (at least in theory) solve θ = θ(t) for t and write t = t(θ) and p = p(t(θ)).2. Step 3. + 2 = dt r r where C is a constant. is 1 2 dr dt 2 . Integrating the other two terms with respect to t and multiplying by 2. Letting p = 1/r or r = 1/p. 211 Step 2. 2 d 1 dr dr d2 r = . we easily obtain 1 p4 dp dt 2 + K 2 p2 = 2GM p + C. Then. we obtain d2 r dr K 2 dr −GM dr − 3 = . Substituting for dθ/dt in the ﬁrst equation and multiplying by dr/dt. the planet doesn’t stop or “backup. Assuming dθ/dt is never 0. dt2 dt r dt r2 dt Since.

This demonstrates Kepler’s ﬁrst law. we obtain K2 dp dθ 2 + p2 = 2GM p + C. Step 5. . The number e is called the eccentricity of the conic section. 1 − e cos θ where e is a nonnegative constant. PLANAR MOTION IN POLAR COORDINATES Then. using the result from Step 3. then the orbit is a parabola. Therefore. (See. at least. In elementary diﬀerential equations one learns (or. This last equation can be written r= K 2 /(GM ) . which we consider to be a special type of ellipse for which the foci coincide. if necessary. K2 Step 7. 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 .212 APPENDIX B. we can take δ = 0. then the orbit is a hyperbola. dθ2 K2 Step 6. we have p = A cos θ + GM . If e = 0. If e > 1. it must be an ellipse. then the orbit is an ellipse. for example. K where A is a nonnegative constant and δ is a constant. then the orbit is a circle. If 0 < e < 1. By rotating the axes.) Since the orbit of a planet is obviously not a parabola or a hyperbola. [22]. If e = 1. 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= . This is known to be the equation of a conic section where the origin is one of the foci.

in cartesian coordinates. we leave the veriﬁcation of this to the reader. Step 2. it follows that 1 πab = KT. a= and h = ae. Again. 2 Since the area of the ellipse swept out by the position vector R during one period is πab (see Example 5. b= √ . KEPLER’S LAWS 213 Kepler’s Third Law We now proceed to Kepler’s third law. Recall that the area swept out by the position vector R satisﬁes dA 1 = K. a2 b where K 2 /(GM ) K 2 /(GM ) . as (x − h)2 y 2 + 2 = 1. Suppose that 0 ≤ e < 1. then we have 1 A = Kt. T2 = This demonstrates Kepler’s third law. 2 Step 3. 1 − e2 1 − e2 We leave it to the reader to verify this.1. we will proceed in steps. . We will use the same notation we used in our derivation of the ﬁrst and second laws.2. Using the results of Step 1 and Step 2.B. The polar coordinate equation K 2 /(GM ) r= 1 − e cos θ can be written. it follows that 4π 2 3 a. dt 2 If we start to measure the area from time t = 0.2). Step 1. GM Again.

4. Verify Step 3 in the derivation of Kepler’s third law. Therefore. What is the slope of this line? (Hint. T in tens of thousands of kilometers and a in days. K2 where A is a nonnegative constant and δ is a constant.) 3. 000 mi ≈ 150. 000. choose units that make the numbers reasonable. If you do this by hand. B. Use a for the horizontal axis and T for the vertical axis. the length of the semi-major axis of the Earth’s orbit is very close to 1 AU. For the orbit of the planet Uranus the length of the semi-major axis is around 19.1 Exercises 1.2.) The points should all lie on a straight line. Verify Step 1 in the derivation of Kepler’s third law. is a solution of d2 p GM +p= .214 APPENDIX B. PLANAR MOTION IN POLAR COORDINATES Remark B. The average distance between the Sun and the Earth is deﬁned to be 1 astronomical unit (AU). that p = A cos(θ − δ) + GM . Kepler’s third law can be written T 2 = a3 .2. if we measure distance in AU and time in years.2 Since (fortunately for us) the Earth’s orbit is very nearly circular. 7.2 AU.1. (Alternatively. 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. 000. in our Solar System. 2 1 AU ≈ 93. 000 km . for example. Verify the equation in Step 7 in the derivation of Kepler’s ﬁrst law. 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. you can plot log T versus log a on regular graph paper. 2 dθ K2 5. by direct substitution. 6. Verify Step 3 in the derivation of Kepler’s ﬁrst law. Verify.

(a) 4i − 7j − 3k √ (b) 14 4. 1 2.1. 14. (a) 2j + 3k √ (b) 13 1 6. −2. (a) 18. √ (4i − 5j) 41 1 9. 0. −1 6 2 7. 2 √ (b) 2 131 5. √ (−4i + 5j) 41 2 8.1 1. − √ (6i + 3j) 5 215 . 7i 3. √ 1.Appendix C Solutions to Selected Exercises 1. 2.

5 27 14. 8. cos−1 6 √ 574 14 15 3 6. 14 3. cos−1 − √ 2 21 7. − √ 3 26 1 10. cos−1 9 12. SOLUTIONS TO SELECTED EXERCISES 4 10. √ 17 5/6 .2. 1 √ 5 2 5 √ 3 6 4 9.1 1. 6 2.216 APPENDIX C. √ (i − j + 2k) 6 1. √ 10 11. cos−1 5. −3 4. − √ 41 √ 22 2 13.

−14/3. QP R ≈ 46. 2909/2 √ 12. 21/2 . 790/2 √ 11. 7/3 √ 18. −2/3. 13. (i × i) × j = i × (i × j) √ 10. 16. 538 √ 5. 9 10/2 √ 13. 641/2 √ 14. 5 3 √ 6. ± √ 6.217 15. 4i − 3j + 2k √ 4. P QR ≈ 74. −1/3. 0.3. − 24 30 .21◦ 1. P RQ ≈ 59.25◦ .1 1. 1200 3 ft-lb ≈ 2078. 2/3 + 14/3. 41 41 + 3. −12 2.54◦ . 3. −15. −5i − 5j + 5k 3. 41 41 28 28 14 1 8 14 i+ j− k + − i+ j+ k 9 9 9 9 9 9 17. 5 70 9. 29 7.5 ft-lb 19. 65 52 . 8i − 56j − 73k 1 8.

4 17. 0) 7. 0) 8. −5. 0. 1). y = 2 + 2t.4. SOLUTIONS TO SELECTED EXERCISES 15. 6. y = −1 + 3t. z = 1 − 5t (x − 1)/2 = y − 1 = (1 − z)/5 3. y = 1 + t. y = 1 + t. 1/6 18. (−1. 2 1. x = −2 + 8t. z = 3 − 4t x + 1 = (y − 2)/2 = (3 − z)/4 2. −2. 4. 9 (−1. z = 2t 2−x y+1 z = = 3 3 2 5. (3. z = 5 − 8t 4. They do not intersect. x = −1 + t. 21x − 6y + 7z = −38 .1 1. 9 16. x = 1 + 2t.218 APPENDIX C. x = 2 − 3t. 9x − 5y − z = 10 11. 26x − 27y − 20z = 123 12. 1). (−2. cos−1 43 15 6 11 9. 10.

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. 3x + 2y − z = 4 2. x − 2y + z = 0 22. 5 √ 3 3 10 19. x − 2y − 2z = 1 15. 2x + 5y − 9z = 22 18. cos(2t)i + πeπt j + 15t4 k 2.1 1.1. 4x − 7y − 24z = −37 14. [−1.219 13. √ 107 21. x + 11y + 3z = 20 16. ∞) 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. √ 6 10 20. 120i − 260 j 3 . −3x + 2y + 9z = 11 17. [3.

y = − x + π 2 . 8. x = 8 + 4t. R(1) = i + j v(1) = 2i − 2j 2. y = 6 + 32t. (−t3 − 7t + 5) i + (−t4 − 3t + 7) j + (3t2 + 2t + 4) k 2. (a) (b) 2t2 1 (2ti + 2t2 j + k) +1 1 (2i + 2j + k) 3 1 4. (a) v(t) = −2 sin ti − j + 2 cos tk √ (b) 2π 5 2 π 12. SOLUTIONS TO SELECTED EXERCISES 3325 i − 38j + 65k 3 6. APPENDIX C. y = 1 − 12t. x = −9 − t.220 5.2. √ = 3 3 3 6. z = 2 − 3t 11. √ [(3 cos t − 3t sin t)i + (3 sin t + 3t cos t)j + 4k] 2 + 25 9t x y 5. −32i + j + 8k 33 3. z = 1 − t 10.1 1. z = −3 + 2t 9. − i + j a a 1−x y+1 = =2−z 2 3 √ y−3 3 π 1−x =z− 7. x = 1 + t. y = −2 + 2t.

1/a (−1/a)(xi + yj) k 0 4. (a) π 5 (b) x = 14. 9t/ (9t2 + 25) 2 1/2 1/2 81t2 9t + 36 − 2 9t + 25 2. 1 0 . π 4π 2 + 1 + ln 2π + 4π 2 + 1 2 17. 68 15. 2s cos 3 1 ln 2 2s 3 . y = −1. ln 2 + 1 2. z = −2t 2 1 √ (t sin ti + t cos tj + 2tk) |t| 5 √ 20. y= 2s sin 3 1 ln 2 2s 3 . x = 19.1 1. 6a 18. 3 5π 2 /2 √ 21.221 √ 13. 2 (1 + 4x2 )3/2 3. z= 2s 3 π + t.3. 14/3 √ √ 1 16.

y) : x2 + y 2 = 1} (c) {(x. z) : x2 + y 2 + z 2 > 1} (d) closed 3.1 1. y. (a) the empty set (b) {(x. y. y. z) : x2 + y 2 + z 2 = 1} (c) {(x. (a) {(x. z = 0} ∪ {(x. y) : x2 + y 2 < 1} (b) {(x. z) : z = 0} (d) neither 5. z) : x2 + y 2 + z 2 = 1} (c) {(x. (a) {(x. 0 ≤ t ≤ 2π 6. y. z) : x2 + y 2 > 1. z) : x2 + y 2 + z 2 > 1} (d) open 2. y. y. y) : x2 + y 2 > 1} . y. (a) {(x. z = 0} (c) {(x. (a) the empty set (b) {(x. 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) : x2 + y 2 + z 2 = 1} (d) closed 4. z) : x2 + y 2 + z 2 = 1} (c) {(x. y.1. R(t) = (3 + 2 sin t)i + 3. z) : x2 + y 2 + z 2 < 1} (b) {(x. 1 5|t| √ 2 cos tj + √ 2 cos tk. y.222 APPENDIX C. y. z) : x2 + y 2 ≤ 1. y. z) : x2 + y 2 + z 2 < 1} (b) {(x.

−9 24 11. 3 5 2i + k . √ 11 16. (a) −1 (b) 2 (c) 0. −69/5 10. 4 cos(−1) 8. √ 13 −1.223 (d) open 6. √ 5 12. −4/3 √ 17. −4 cos(−1). 4 sin(−1). 3 √ 3−2 577 9. (a) the empty set (b) all of space (c) the empty set (d) neither 7. −3 √ 6 10 14. −1 8 15. i − 2j √ 6 5 54 13.

(a) 6 3(x − y) + 24z = π 3 + 6 √ √ π π 1 3 3 (b) x = − t. 3x − 2y + z = 18 24. 1) and (−2. z = 4x = −3y 4. 1) 3.2. ex−1 = y/2 = z/3 5. −2.224 APPENDIX C. then the level set is the origin. 4x − 2y − z = 1 21. 2x0 + 3. x > 0 3. z = − t 3 4 3 4 4 27. If k = 0. (a) 2x + 4y + 6z = 12 (b) x = 1 + 2t. −16x + 4y − 7z = 14 22.1 1. x2 + y 2 = 25 2. 2. 9) . ±k. then the level set is the surface of the cube with vertices (±k. If k < 0. (a) z − x + y (b) zi + xj − yk . 19. (x0 . y = 1 + 4t. 4x + 8y − 2z = 42 25. SOLUTIONS TO SELECTED EXERCISES 18. (2. y = + t. 9x + 8y − 9z = 34 23. ±k). then the level set is the empty set. y = −12/x. 2x + 4y − z = 5 28. z = 1 + 6t √ √ 26. x0 arbitrary 29. If k > 0. 2x − 6y + z = 7 20.

2π 2 2 5.1. ∼ 393 kg/s. (a) 2xz + 2yx + 2 (b) i + x2 j + y 2 k 8. (a) 2y (b) (3y 2 − 1) i 9. (a) 4y (b) zi − xk (c) 2j 12. −1/2 +C ∼ 6230 gal.1 1. −π 3. (a) 0 (b) −1/3 . 2π √ 4. 4.225 6. − (x2 + y 2 + z 2 ) 14. π 2./min. (a) exyz (yz + xz + xy) (b) exyz [(xz − xy)i + (xy − yz)j + (yz − xz)k] 11. (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. (a) −y sin(xy) + x cos(xy) (b) (y cos(xy) + x sin(xy)) k 10. (a) 2x + y (b) zi 7.

1 1. 26 15. 32π 6 11. SOLUTIONS TO SELECTED EXERCISES 1 2π (e − 1) 2 1 (b) (e2π − 1) 2 12. 0 7. 3a2 4.2. conservative. not conservative 6. (a) No (b) Yes 3. 0 13. (a) No (b) No 2. 0 9. x2 y + yz + C . (a) Yes (b) No 1 4. (a) APPENDIX C. −1 8. conservative. −1/2 10. xy + z 2 + C 2 5.226 6. 41/6 14.

1 1 2 x + x sin y − y 2 + sin 1 + 2 2 1 2 x + xy + y 2 = C 2 13. (a) . 14. Note that the domain of F is not simply connected. h. −10 18. conservative. Corollary 4.1 implies that F is not conservative.227 7. not exact 15. y 2 − x2 (x2 + y 2 )2 16. 3/e 10. not conservative 12. L are any antiderivatives of g. H.2. l. 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. exact. conservative. (a) both equal (b) 2π (c) No. G(x) + H(y) + L(z) + C. where G. 1 2 x + xy + y 2 + C 2 11. resp. 8. (a) xz 2 + y 2 + C (b) 1 (c) 1 9.

−3 3. 3) 6. cos−1 1/ 5 √ √ √ 2. (0. 4. 225/8 . x2 + y 2 + z 2 = 6z or x2 + y 2 + (z − 3)2 = 9 sphere radius 3 centered at (0. 8 10. 3π/4. (1 − e−1 ) 4 π 14. 11. y = 2 4. (1 − cos 1) 4 π 13. π/2.228 APPENDIX C. 48 8. 2) √ √ 2 5. 6 3 √ 6.1 1. 1 9 (e − 1) 6 1 (1 − e−81 ) 4 π 12. 32/3 9. ln 2 2 15.3. SOLUTIONS TO SELECTED EXERCISES 4. r = 4 sin θ ρ sin φ = 4 sin θ circular cylinder of radius 2 with axis x = 0. 9 7. x2 + y 2 = 4 circular cylinder of radius 2 with axis the z-axis 5. 6 3 3. 3 3. 0.

2πrh √ 3. 32/105 24. δπhR4 /2 = M R2 /2. 36π 31.229 16. 125π/8 33. 1/8 23. −117 19. 6 28. 25π/2 29. 81π/2 32. 16/3 17. −15/4 22. (M = mass) 4. 3/4 26. 18π 21.1 1. 1/24 18. 34 2. 24 27.4. πr r2 + h2 . 1024π/9 20. 1 25. 2π − 8/3 30.

0 12. 24 11. 5. 4π 19. 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. APPENDIX C. 12π 17. 3πa2 18. 36π 15. 7. (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 . 1/6 10.230 4. 4π 2 aA 9. 32π/3 14. 8 13. 0 16. 6.

8 7. 60π 3. 108π 4. 28π 3. 3 2. −1 5. 0 6. 36π 9. F is not continuous (tends to inﬁnity) at the origin. 3πa2 12. 3πa2 /8 5. 6π 2.231 5. 0 6.1 1. 32π/3 8.2. 0 10. −16 .1 1. 24 5.1. 3π/2 8. 12π 11. 13. −1/2 7. 0 4.

232 APPENDIX C. eρ ρ (a) 1/ρ2 . (a) 1/6 (b) 1/6 5. 2ρeρ 3. SOLUTIONS TO SELECTED EXERCISES 5.1 1. rer + zez r2 + z 2 1 r2 + z 2 (b) 0 (a) 4. 2 (rer + zez ) 2.1 1. 3a2 5. reθ + zez r2 + z 2 r2 − z 2 (r2 + z 2 )2 2rz (b) (rer + reθ + zez ) (r2 + z 2 )2 (a) 5. −3π/4 2. 0 7. 1/6 6. −2 4. −1 3.4.3.

1 1. n2 rn−2 8. n(n + 1)ρn−2 10. 6φ + cot φ 11. 1/2 3. c1 ln | csc x + cot x| + c2 5.2. n = −2 3.1 1. −1/3 4.1 1. No. (f1 g2 + g1 h2 + h1 f2 ) dx ∧ dy ∧ dz 2. 2π/3 . ln (R1 /R2 ) −V0 er r ln (R1 /R2 ) ·F=0 A. 4θ2 + 2 9. V0 ln (r/R2 ) .233 (b) 0 6.5. 2π 7. −25/12 2. (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.1. 2.

234 APPENDIX C. SOLUTIONS TO SELECTED EXERCISES B. around 84 years 2. very close to 3/2 .2.1 1.

Addison-Wesley Publishing Company. Cambridge. [9] David Halliday. volume 2. Reading. [2] R. 2006. 17(10):14–15. 235 . Calculus. ﬁfth edition. Hunt.. 1975. Advanced Calculus: A Diﬀerential Forms Approach. second edition. Davis and Arthur David Snider. Edwards. 2009. New York. Physics. and Jonathan M. Krane. 1989. [7] Harley Flanders. Robert Resnick. Birkh¨user Boston. Illinois. Crease. Rosenberg. Massachusetts. Massachusetts. NJ. [8] Daniel Fleisch. 2001. Waveland Press. A Guide to MATLAB: for Beginners and Experienced Users. [11] Paul G. Wiley. Hawkes Publishing. and Kenneth S.Bibliography [1] Tom M. Long Grove. 2000. Cambridge University Press. seventh edition. Academic Press. second edition. and Justin Price. Robert Korfhage. Physics World. Apostol. 2009. Lipsman. third edition. Cambridge. Diﬀerential Forms with Applications to the Physical Sciences. [10] Brian R. [4] Harry F.K. Wiley. Hoboken. New York. October 2004. The greatest equations ever. NJ. [5] Harold M. U. 1994. Advanced Calculus. a [6] Harley Flanders. Ronald L. Creighton Buck. Hoboken. 1970. Introduction to Vector Analysis. 1978. Mathematical Analysis. Cambridge University Press. Dover. New York.. Maxwell’s Equations. [3] Robert P. A Student’s Guide to Maxwell’s Equations. Huray.

A. [18] Walter Rudin. 1983. Englewood Cliﬀs. New York. Parker. Curl. Shey. H. third edition. 1988. [13] Beniot B. [19] H. 2007. [16] Richard S. 2005. Mandelbrot. New York. [22] James Stewart. W. sixth edition. [17] James R. Inc. [20] I. The Fractal Geometry of Nature. C. Boulder. [21] Michael Spivak. Westview Press. third edition. 1967. Grad. Div. Lecture Notes on Elementary Topology and Geometry. New York. Prentice-Hall. 1991. Freeman and Company. Reading. Matthews. Millman and George D. 2007. W. Marsden and Anthony J. California. Analysis on Manifolds. New York. Addison-Wesley Publishing Company. Elements of Diﬀerential Geometry. Springer-Verlag. 1976. Thorpe. . W. W. M. [15] P. New York. Munkres. Einstein: His Life and Universe. McGraw-Hill.236 BIBLIOGRAPHY [12] Walter Isaacson. Massachusetts. Calculus on Manifolds. M. 1998. fourth edition. Simon & Schuster. Colorado. and All That. [14] Jerrold E. Freeman and Company. Principles of Mathematical Analysis. 1965. Tromba. Singer and J. 1977. Springer-Verlag. Thomson Brooks/Cole. Belmont.. Vector Calculus. New Jersey. London. Vector Calculus. Calculus. New York. H. Norton & Company.

46. 192 chain rule. 208 normal component of. 65 curve. 177 circle.Index acceleration. 21 curl. 47 piecewise smooth. 50 smooth. 187–189 diﬀerential of. 20 basic properties of. 93 Cauchy-Schwarz inequality. 184 cross product. 189 exact. 98 simple. 104 volume in 4-space. 182 spherical. 122 d’Alembert’s solution. 180 capacitor coaxial. 58. 50 tangent to. 114 diﬀerential form. 59 tangential component of. 190 conservation of energy. 48 unit speed. 14 chain. 181 cardioid. 61 c. 169 in spherical coordinates. 192 237 . 43 arc length. 60 radius of. 204 volume in space. 154 ball open. 50 nowhere-diﬀerentiable. 172 current density. see also path closed. 59 in polar coordinates. 125 binormal vector. 45. 41 charge density. 100 compb a. 59 Ampere-Maxwell law. 55 cylindrical coordinates. 114 exact. 53 parametrization by. 69. 50 space-ﬁlling. 57. 87–89 in cylindrical coordinates. 71 circulation. 177 curvature. 17 composition (of functions). 50 fractal. 90 diﬀerential equation. 93 continuity equation. 154 Cauchy-Riemann equations. 53 astroid. 49 parametric equations of. 178 analytic. 197 integral of. 93 antiderivative. 183 del (operator).

118 INDEX fundamental theorem for line integrals.238 directed line segment. 177 ﬂow curve. 138 element of volume. 32 divergence. 42 of space curves. 80 Laplace’s equation. 155–158. 125 Faraday’s law. 158 Gauss’s law for magnetic ﬁelds. 176 electromagnetic energy density. 72 disk area of. 172 element of area. 141. 118 j. 13 basic properties of. 71 distance between geometric objects. 118 in polar coordinates. 63 hypersphere. see line integral of a diﬀerential form. 122 in spherical coordinates. 10 Jordan curve theorem. 173 in spherical coordinates. 83–87. 140 in cylindrical coordinates. 121 element of surface area. see surface integral volume. 81 ﬂow line. 172 divergence theorem. 105. 62 Gauss’s law. see dot product integral area. 118 in cylindrical coordinates. 5. 198 helix. 10 inner product. Albert and Maxwell’s equations. 205 hypocycloid with four cusps. 5. 84. 5 Kepler’s laws. 90 in cylindrical coordinates. 192 surface. 180 Laplacian. 121 open. 103 dot product. 140 force ﬁeld. 176 electric ﬁeld. 167 in spherical coordinates. 168 in spherical coordinates. 72 in cylindrical coordinates. 197 of calculus. 101 k. 92 Frenet equations. 90. 92 conservative. see ﬂow curve ﬂux. 57. 182 element of arc length. 201 in 4-space. 149–151. 118 deﬁnite. 43 line. 177 Gauss’s theorem. 42 indeﬁnite. 154 i. 47. 173 in polar coordinates. 55 in cylindrical coordinates. 172 Green’s theorem. 173 . 167 in spherical coordinates. 205 domain. 137. 6 directional derivative. 155 gradient. 62 Fubini’s theorem. 208–214 Lagrange multipliers. 13 Einstein.

71 closed. 166. 104 Riemann-Stieltjes integral. 21 scalar. 193 independent of path. 50. 75 orthogonal unit vectors. 4. 3. 74 line. 177 manifold. 171 osculating circle. 69 closure of. 146 Maxwell’s equations. 103 boundary of. 69 open. 177 magnetic ﬂux. 175–180 M¨bius strip.INDEX vector. see chain n-form. 24 parallelogram. 133 piecewise smooth. 69 bounded. 182 Poynting’s theorem. 69 interior of. 122 239 . 108 level set. 97 right-hand rule. 27 line integral. 133 counterclockwise. 48 sphere. 69 arcwise connected. 209. 71 convex. 177 magnetic monopoles. 80 compact. 180 polar coordinates. see dot product speed. 65 osculating plane. 210 Newton’s law of gravity. 65. see also curve oriented. 23 parallelogram law. 27 parametric equations of. 64 parallelepiped. 99 smooth. 51 clockwise. 30 Poisson’s equation. 74 level surface. 209 normal vector. 103 exterior of. 24 volume of. 50 permeability of free space. 101. 28 vector equation of. 185 Matlab. 69 simply connected. 8 scalar product. 105 Poynting vector. 178 plane. 30 vector equation of. 27 symmetric equations of. 93. 23 area of. 1 scalar ﬁeld. 101. see diﬀerential form Newton’s law. 159. 133 o n-chain. 14 region. 138 volume in 4-space. 90. 59 projb a. 17 Pythagorean theorem. 205 spherical coordinates. 71 scalar multiplication. 90 Leibnitz’s rule. 119 potential function. 105 magnetic ﬁeld. 20 path. 98–101. 179 permittivity of free space. 71 surface area of. 94. 11. 182 principle unit normal vector.

17 displacement. 179 wedge product. 10 position. 208 wave equation. 1 addition of. 133 surface area. 133 orientation. 130–134 boundary of. 134 unit normal to. 104 triangle inequality. 80 conservative. 5 magnitude of.240 Stokes’ theorem. 160–164. see cross product vector space. 131. 140–142 tangent plane. 7 orthogonal. 7 equality of. 14 triple scalar product. 144 solid. 15 plane. 188 work. 14 components of. 42 of two variables. 131 compact smooth. 100 xy-axes. 5 vector(-valued) function. 4 decomposition of. 133 usual or standard. 39 integration of. 4. 48 vector ﬁeld. 75 torsion. 37 continuous. 89 solenoidal. 202 modern (version). 48 in polar coordinates. 18. 188 properties of. 104–111 irrotational. 15 perpendicular. 4. 129 vector(s). 194–195 surface. 4 velocity. 2 xyz-axes. 37 component functions of. 2 INDEX . 24 unit tangent vector. 87 vector product. 61 torus. 15 parallel. 7 unit. 130 orientable. 38 diﬀerentiable. 7 angle between. 133 piecewise smooth. 4. 137 surface integral.

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