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VECTOR DIFFERENTIAL CALCULUS

I. Vector Algebra
In engineering applications, we use two kinds of quantities, scalar and vectors.
Scalar – is a quantity that is determined by its magnitude, its number of units measured
on a suitable scale. For example, length, temperature, voltage
Vector – is a quantity that is determined by both its magnitude and its direction; thus it is
an arrow or directed line segment. For example, force, velocity

Properties of a Vector
1. Vectors are denoted by lowercase boldface letters a,b,v, etc. This is customary in
printed work; in handwritten work one may characterize vectors by arrows, for example,
a (in place of a), b
2. A vector (arrow) has a tail, called its initial point, and a tip, called its terminal point.
3. The length ( or magnitude) of a vector a (length of the arrow) is called the norm (or
Euclidean norm) of a and is denoted by a . A vector length 1 is called a unit vector.

Equality of Vectors
By definition, two vectors a and b are equal, written, a = b, if they have the same length
and the same direction.

Components of a Vector
We choose an xyz Cartesian coordinate system in space, that is, a usual rectangular
coordinate system with the same scale of measurement on the three mutually
perpendicular coordinate axes. Then if a given vector a has initial point P : (x1 , y1 , z1 ) and
terminal point Q : (x 2 , y 2 , z 2 ) , the three numbers
a1 = x2 x1 , a2 = y 2 y1 , a3 = z 2 z1
are called the components of the vector a with respect to that coordinate system, and we
write simply
a = [a1 , a 2 , a 3 ]

1. Length in Terms of Components


By definition, the length a of a vector a is the distance between its initial point P and
terminal point Q. From Pythagorean theorem
a = a1 2 + a 2 2 + a3 2

2. Position Vector
A Cartesian coordinate system being given, the position vector r of a point A : (x, y, z ) is
the vector with the origin (0, 0, 0) as the initial point and A as the terminal point. Thus
r = [x, y, z ]
Vector Addition, Scalar Multiplication

1. Addition of Vectors
The sum a + b of two vectors a = [a1 , a 2 , a 3 ] and b = [b1 , b2 , b3 ] is obtained by
adding the corresponding components, a + b = [a1 + b1 , a2 + b2 , a3 + b3 ]
Basic properties of vector addition
(a) a+b=b+a (commutativity)
(b) (u + v) + w = u + (v + w) (associativity)
(c) a+0=0+a=a
(d) a + (-a) = 0
where –a denotes the vector having the length a and the direction opposite to
that of a.

2. Scalar Multiplication ( Multiplication by a number)


The product ca of any vector a = [a1 , a 2 , a 3 ] and any scalar c (real number c) is
the vector obtained by multiplying each component of a by c,
ca = [ca1 , ca 2 , ca3 ]
Basic properties of scalar multiplication
(a) c(a + b) = ca + cb
(b) (c + k)a = ca + ka
(c) c(ka) = (ck)a (written cka)
(d) 1a = a

Unit Vector i, j, k
Another popular representation of vectors is
a = [a1 , a 2 , a 3 ] = a1i + a2j + a3k
In this representation, i, j, k are the unit vectors in the positive directions of the axes of a
Cartesian coordinate system. Hence
i = [1,0,0], j = [0,1,0] k = [0,0,1]

II. Inner Product (Dot Product)

1. Definition
The inner product or dot product a • b (read “a dot b) of two vectors a and b is the
product of their lengths times the cosine of their angle
a • b = a b cos  if a ≠ 0, b ≠ 0
a•b= 0 if a = 0 or b = 0
The angle  ,0 ≤  ≤  , between a and b is measured when the vectors have their initial
points coinciding. In components a = [a1 , a 2 , a 3 ], b = [b1 , b2 , b3 ]
a • b = a1b1 + a 2 b2 + a3 b3
A vector a is called orthogonal to a vector b if a • b = 0. Then b is also orthogonal to a
and we call these vectors orthogonal vectors. Clearly, the zero vector is orthogonal to
every vector. For nonzero vectors we have a • b = 0 if and only if cos  = 0; thus  = 2.
This proves the important Theorem on Orthogonality: The inner product of two nonzero
vectors is zero if and only if these vectors are perpendicular.

2. Length and Angle in Terms of Inner Product


From a • b = a b cos 
2
with b = a gives a • a = a
a = a•a
From the above equations, we obtain for the angle  between two nonzero vectors
a•b a•b
cos  = =
ab a•a b•b

3. General Properties of Inner Products


1. Linearity
[q1a + q2b]• c = q1a • c + q2 b • c
2. Symmetry
a•b = b•a
3. Positive-definiteness
a•a ≥ 0
a • a = 0 if and only if a = 0
4. Distributivity
(a + b) • c = a • c + b • c
5. Schwarz inequality
a•b ≤ a b
6. Triangular inequality
a+b ≤ a + b
7. Parallelogram equality
2 2
a +b + a-b = 2 a + b ( 2 2
)
III. Vector Product (Cross Product)

1. Definition
The vector product (cross product) a x b of two vectors a = [a1 , a 2 , a 3 ], b = [b1 , b2 , b3 ]
is a vector v = a x b
If a and b have the same or opposite direction or if one of these vectors is the zero
vector, then v = a x b = 0. In any other case, v = a x b has the length v = a b sin 
The direction of v = a x b is perpendicular to both a and b and such that a, b, v, in
this order, form a right-handed triple.
In components v = [v1 , v2 , v3 ] = a x b is
v1 = a2 b3 - a3b2 , v2 = a3b1 - a1b3 , v3 = a1b2 - a2 b1

2. General Properties of Vector Products


1. Cross multiplication has the property that for every scalar l,
(la) x b = l(a x b) = a x (lb)
2. It is distributive with respect to vector addition, that is,
a x (b + c) = (a x b) + (a x c)
(a + b) x c = (a x c) + (b x c)
3. It is not commutative but anticommutative, that is
b x a = -(a x b)
4. It is not associative, that is
a x (b x c) ≠ (a x b) x c

3. Scalar Triple Product


The scalar triple product or mixed triple product of three vectors
a = [a1 , a 2 , a 3 ], b = [b1 , b2 , b3 ], c = [c1 , c2 , c3 ] is denoted by (a b c)
and is defined by (a b c) = a • (b x c)

a) We can write this as a third-order determinant. For this we set


b x c = v = [v1 , v2 , v3 ]
We first obtain
a • (b x c) = a • v = a1v1 + a2 v2 + a3 v3
b2 b3 b3 b1 b1 b2
= a1 - a2 - + a3
c2 c3 c3 c1 c1 c2
The expression on the right is the expansion of a third-order determinant by its
first row
a1 a 2 a3
(a b c) = a • (b x c) = b1 b2 b3
c1 c2 c3

b) We also have for any scalar k


(ka b c) = k(a b c)
Because the multiplication of a row of a determinant by k multiplies the value
of the determinant by k.

c) We prove that
a • (b x c) = (a x b) • c
Dot multiplication is commutative, so that
c1 c2 c3
(a x b) • c = c • (a x b) = a1 a2 a3
b1 b2 b3
Now interchange in this determinant rows 1 and 2 and in the result rows 2
a1 a 2 a3
and 3. This produces the determinant b1 b2 b3 but leaves the value of the
c1 c2 c3
determinant unchanged because each interchange gives a factor -1, and
(-1)(-1)=1

4. Linear independence of three vectors


Three vectors form a linearly independent set if and only if their scalar triple
product is not zero.

IV. DERIVATIVE. Vector and Scalar Functions and Fields.

1. Kinds of Functions

Vector Functions, whose values are vectors


v = v( P) = [v1 ( P), v2 ( P), v3 ( P)]
Scalar Functions, whose values are scalars
f = f ( P)
In applications, the domain of definition for such a function is a region of space or a
surface in space or a curve in space. We say that a vector function defines a vector field
in that region (or on that surface or curve). Similarly, a scalar function defines a scalar
field in a region or on a surface or on a curve.

2. Vector Calculus

Convergence. An infinite sequence of vectors a(n), n = 1.2,…, is said to converge if there


is a vector a such that
lim a ( n ) - a = 0
n →∞

a is called the limit vector of that sequence, and we write


lim a ( n ) = a
n →∞

Cartesisn coordinates being given, this sequence of vectors converges to a if and only if
the three sequences of components of the vectors converge to the corresponding
components of a.
Similarly, a vector function v(t) of a real variable t is said to have limit l as t approaches
t0, if v(t) is defined in some neighborhood of t0 (possibly except at t0) and
lim v(t ) - l = 0
t →t0

Then we write
lim v(t ) = l
t →t 0
Continuity. A vector function v(t) is said to be continuous at t = t0 if it is defined in
some neighborhood of t0 and
lim v(t ) = v(t 0 )
t →t 0

If we introduce a Cartesian coordinate system, we may write


v(t ) = [v1 (t ), v2 (t ), v3 (t )] = v1 (t )i + v2 (t ) j + v3 (t )k
Then v(t) is continuous at t0 if and only if its three components are continuous at t0

Derivative of a Vector Function


A vector function v(t) is said to be differentiable at a point t if the following limit exists:
v(t + t ) - v(t )
v' (t ) = lim
t →0 t
The vector v' (t ) is called the derivative of v(t)
In terms of components with respect to a given Cartesian coordinate system, v(t) is
differentiable at a point t if and only if its three components are differentiable at t, and
then the derivative v' (t ) is obtained by differentiating each component separately.
v' (t ) = [v1 ' (t ), v2 ' (t ), v3 ' (t )]
It follows that the familiar rules of differentiation yield corresponding rules for
differentiating vector functions, for example
a) cv' = cv'
b) (u + v)' = u'+ v'
c) (u x v)' = u' x v + u x v'
d) (u • v)' = u'• v + u • v'
e) (u v w )' = (u' v w ) + (u v' w ) + (u v w ' )

Partial Derivatives of a Vector Function

Suppose that the components of a vector function


v = [v1 , v2 , v3 ] = v1i + v2 j + v3 k
are differentiable functions of n variables t1,…,tn.
Then the partial derivative of v with respect to tl is denoted by ∂v ∂t l and is defined as
the vector function
∂v ∂v1 ∂v 2 ∂v3
= i+ j+ k
∂t l ∂t l ∂t l ∂t l
Similarly,
∂2v ∂ 2 v1 ∂ 2 v2 ∂ 2 v3
= i+ j+ k
∂t l ∂tm ∂t l ∂t m ∂t l ∂t m ∂t l ∂ t m
V. Curves. Tangents. Arc Length

A curve C in space can be represented by a vector function


r (t ) = [x(t ), y (t ), z (t )] = x(t )i + y (t ) j + z (t )k
Where x, y, z are Cartesian coordinates. This is called a parametric representation of the
curve, t is called the parameter of the representation

The tangent to a curve C at a point P of C is the limiting position of a straight line L


through P and a point Q of C as Q approaches P along C.
If C is given by r(t), with P and Q corresponding to t and t + t, respectively, then the
following vector has the direction of L:
1
[r(t + t ) - r(t )]
t
In the limit this vector becomes the derivative
1
r ' (t ) = lim [r (t + t ) - r (t )]
t →0 t

provided r(t) is differentiable. If r(t) ≠ 0, we call r ' (t ) a tangent vector of C at P because


it has the direction of the tangent. The corresponding unit vector is the unit tangent
vector.
1
u = r'
r'
It is now easy to see that the tangent to C at P is given by
q( w) = r + wr'
This is the sum of the position vector r of P and a multiple of the tangent vector r ' of C at
P. Both vectors depend on P. The variable w is the parameter.

Length of a Curve

The length l of a curve will be the limit of the lengths of broken lines of n chords with
larger and larger n. For this we let r(t), a ≤ t ≤ b , represent . For each n = 1, 2, … we
subdivide (partition) the interval a ≤ t ≤ b by points
t 0 (= a), t1 , ... , t n 1 , t n (= b) ,
Where t0<t1<…<tn. This gives a broken line of chords with endpoints r(t0),…, r(tn). We
do this arbitrarily but so that the greatest t m = t m t m 1 approaches 0 as n → ∞ . The
lengths l1, l2, … of theses lines of chords can be obtained from the Pythagorean theorem.
If r(t) has a continuous derivative r ' (t), it can be shown that the sequence l1, l2, … has a
limit, which is independent of the particular choice of the representation of C and of the
choice of subdivisions. This limit is given by the integral
b dr
l = ∫ r '•r'dt r' =
a dt
l is called the length of C, and C is called rectifiable.
Arc Length s of a Curve

The length L of a curve C is constant, a positive number. But if we replace the fixed
upper limit b with a variable upper limit t, the integral becomes a function of t, commonly
denoted by s(t) and called the arc length function or simply the arc length of C. Thus
t
~ dr
s(t ) = ∫ r '•r 'd t r' = ~
a dt
Here the variable of integration is denoted by ~ t because t is used in the upper limit.

t
~ dr
Linear element ds. If we differentiate s(t ) = ∫ r '•r 'd t r ' = ~ and square, we
a dt
2 2 2 2
ds dr dr 2 dx dy dz
have = • = r ' (t ) = + +
dt dt dt dt dt dt
It is customary to write
dr = [dx, dy, dz] = dxi +dyj +dzk
and ds 2 = dr • dr = dx 2 + dy 2 + dz 2
ds is called the linear element of C

VI. Curves in Mechanics. Velocity and Acceleration

Consider a path C (a curve) given by r(t), where t now is time.


We know that the vector
dr
v = r' =
dt
is tangent to C and, therefore, points in the instantaneous direction of motion of the
moving body P. We see that this vector has the length
ds
v = r'•r ' =
dt
Hence s is the arc length, which measures the distance of P from a fixed point (s = 0) on
C along the curve. Hence ds/dt is the speed of P. The vector v is therefore called velocity
vector of the motion.
The derivative of the velocity vector is called the acceleration vector and will be denoted
by a. Thus
a(t ) = v' (t ) = r ' ' (t )

It is clear that a is the time rate of change of v. The magnitude of a is not in general the
rate of change of v . The reason is that, in general, a is not tangent to the path C.
Applying the chain rule we have
dr dr ds ds
v(t ) = = = u( s )
dt ds dt dt
Where u(s) = dr/ds is the unit tangent vector of C, and by differentiating this again,
dv d ds du ds 2 d 2s
a(t ) = = u( s ) = + u( s ) 2
dt dt dt ds dt dt
Now u(s) is tangent to C and of constant length (one), so that du/ds is perpendicular to
u(s).
(du/ds)(ds/dt)2 is called the normal acceleration , denoted by anorm
u(s) )(d2s/dt2) is called the tangential acceleration, denoted by atan

We can therefore write


a = anorm + atan
a•v
The length atan is the projection of a in the direction v, a tan = . Hence atan is this
v
1 a•v
expression times the unit vector v in the direction of v, that is a tan = v
v v

VII. Curvature and Torsion of a Curve

The curvature (s) of a curve C, represented by r(s) with arc length s as parameter is
defined by
 ( s ) = u' ( s ) = r ' ' ( s )
Here u( s ) = r' ( s ) is the unit tangent vector of C, and we have to assume that r(s)
is twice differentiable, so that r' ' ( s) exists

The torsion (s) is defined by


 ( s ) = p( s ) • b' ( s )

Binormal
b

curve

Principal normal
p
u

Tangent

Unit Tangent Vector u = r'


1 1
Unit Principal Normal Vector p= u' = u'
u' κ
Unit Binormal Vector b=uxp
VIII. Gradient of a Scalar Field. Directional Derivative

1. Definition of Gradient
The gradient grad f of a given scalar function f(x, y, z) is the vector function defined
by
∂f ∂f ∂f
grad f = i+ j+ k
∂x ∂y ∂z
Here we must assume that f is differentiable.
∂ ∂ ∂
∇= i+ j+ k
∂x ∂y ∂z
(read nabla or del) and to write
∂f ∂f ∂f
grad f = ∇ f = i+ j+ k
∂x ∂y ∂z

2. Directional Derivative
Given the rate of change of f at any point P in any fixed direction given by a vector b.
We denote it by Dbf or df/ds, call it the directional derivative of f at P in the direction
of b and define it by
df f (Q) - f ( P)
Db f = = lim ( s = distance between P and Q)
ds s → 0 s
Where Q is a variable point on the ray C in the direction of b
Using Cartesian xyz-coordinates and for b a unit vector, then the ray C is given by
r(s) = x(s)i + y(s) j + z (s)k = p 0 + sb (p0 = position vector of P)
Dbf = df/ds is the derivative of the function f(x(s), y(s), z(s)) with respect to the arc
length s of C. Hence assuming that f is continuous partial derivatives and applying the
chain rule, we obtain
df ∂f ∂f ∂f
Db f = = x'+ y '+ z '
ds ∂x ∂y ∂z
Where primes denote derivatives with respect to s ( which are taken at s = 0)
But here, r' = x' i + y' j + z ' k = b . Hence, Dbf is simply the inner product of b and
grad f
df
Db f = = b • grad f
ds
If the direction is given by a vector a of any length ( ≠ 0), then
df 1
Db f = = a • grad f
ds a
IX. Divergence of a Vector Field

Let v(x, y, z) be a differentiable vector function, where x, y, z are Cartesian


coordinates, let v1, v2, v3 be the components of v. Then the function
∂v1 ∂v 2 ∂v3
div v = + +
∂x ∂y ∂z
is called the divergence of v or the divergence of the vector field defined by v.
Another common notation for the divergence of v is ∇ • v ,
∂ ∂ ∂ ∂v1 ∂v 2 ∂v3
div v = ∇ • v = i+ j + k • (v1i + v 2 j + v3 k ) = + +
∂x ∂y ∂z ∂x ∂y ∂z
with the understanding that the “product” (∂ / ∂x)v1 in the dot product means the
partial derivative (∂v 1 / ∂x) , etc.
Note that ∇ • v means the scalar div v, whereas ∇ f means the vector grad f

X. Curl of a Vector Field

Let x, y, z be right- handed Cartesian coordinates, and let


v( x, y, z ) = v1i + v2 j + v3 k
be a differentiable vector function. Then the function
i j k
∂ ∂ ∂ ∂v 3 ∂ v 2 ∂v1 ∂v3 ∂v 2 ∂v1
curl v = ∇ x v = = - i+ - j+ - k
∂x ∂y ∂ z ∂y ∂ z ∂ z ∂x ∂ x ∂y
v1 v 2 v3
is called the curl of the vector function v or the curl of the vector field defined by
v.

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