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REVISED COMPREHENSIVE NOTES

ON

SOLID ANALYTICAL GEOMETRY AND


VECTOR ANALYSIS FOR ENGINEERING
APPLICATIONS

BY

A.S. OSUNLEKE, PhD., MNSE, R. Eng.

Department of Chemical Engineering


Faculty of Technology
Obafemi Awolowo University, Ile-Ife
(aosunlek@yahoo.com; aosunlek@oauife.edu.ng)

February, 2021

DR. A.S. OSUNLEKE 1


INTRODUCTION

Here are the notes for the first Part of the Engineering Analysis I (CHE 305) course that is taken at
Obafemi Awolowo University, Ile-Ife Nigeria by the all Year III Engineering students. It mainly deals
with topics in Calculus and Solid Analytic Geometry.

These notes do assume that the student has a good working knowledge of Calculus topics including
limits, derivatives and integration techniques, parametric equations, vectors, and knowledge of three
dimensional space.

Here are a couple of warnings to students regarding the use of these notes:
1. The evaluation style in this course follows two parts – Continuous Assessment (CA) and Final
Examination. The contents of CA are: (i) daily attendance (2 marks), (ii) Class works (marks vary
from 5 – 10 marks), take home assignment (15-20 marks) and, Test (50 – 100 marks). The overall
rating of CA will be 20 - 35% of the overall score (it is not fixed) and Examination (100 marks)
which is scaled to 65 – 80% of total obtainable mark (it is not fixed).
2. It is desired to make this a fairly complete set of notes for anyone wanting to learn calculus and
Solid analytic geometry as an integral part of Engineering Analysis I (CHE 305) Course.
Therefore some materials have been included which are not covered in class and the notes are
updated from semester to semester.
3. In general I try to work problems in class that are different from the notes. With that being said I
will, on occasion, work problems off the top of my head when I can to provide more examples
than just those in the notes. Also, often you will find that some sections contain problems that
weren’t worked in class due to time restrictions.
4. As expected with the tradition in this part of the course, you will be required to work out some
examples in the class as class work. So you are expected to prepare ahead.
5. Sometimes a very good question gets asked in class that leads to insights that I’ve not included
here. You should always talk to someone who was in class on the day you missed and compare
these notes to their notes and see what the differences are.
6. This is somewhat related to the previous four items, but is important enough to merit its own item.
THESE NOTES ARE NOT SUBSTITUTE FOR ATTENDING CLASS!!
7. Using these notes as a substitute for class is liable to get you in trouble. As already noted not
everything in these notes is covered in class and often materials or insights not in these notes is
covered in class.

DR. A.S. OSUNLEKE 2


COURSE OUTLINES

1.0 PART I: SOLID ANALYTIC GEOMETRY

1.1 Systems of Coordinates: Rectangular, Polar, Cylindrical and Spherical


1.2 Rectangular Cartesian Coordinates
1.3 Other Systems Coordinate.

2.0 PART II: CALCULUS

2.1 Ordinary Integrals


2.2 Double Integrals
2.3 Surface Integrals
2.4 Triple Integrals

3.0 PART III: SCALAR AND VECTOR ANALYSIS


3.1 Scalar and Vector Fields
3.2 Operations with Operator 𝛁
3.3 Operations in Vector Fields
3.4 Vector Differential Relations
3.5 Vector Operations in Curvilinear Coordinates
3.6 Theorems in Vector Analysis

TEXTS

1. Paul Dawkins, (2007). Online Notes on Calculus.


http://tutorial.math.lamar.edu/terms.aspx

2. Mathematics for Engineers and Scientists by Alan Jeffrey

3. Calculus with Analytic Geometry by Crowell/Slenick

4. Engineering Mathematics by Erwin Kreyzig

5. Other useful books you can lay your hands on.

DR. A.S. OSUNLEKE 3


Part I: Solid Analytical Geometry
Analytical Geometry involves algebraic or analytic methods in geometry. Analytical geometry in
three dimensions also known as Analytical solid geometry or solid analytical geometry, studies
geometrical objects in space involving three dimensions, which is an extension of coordinate
geometry in plane (two dimensions).

1.1 Systems of Coordinates


There are four main coordinates systems namely, Rectangular, Polar, Cylindrical and Spherical
coordinates. We will deal here mostly with rectangular system of coordinate while we will extend in
later sections to the relation between the other coordinates system and rectangular Cartesian
coordinates.

1.2 Rectangular Cartesian Coordinates


The position (location) of a point in space can be determined in terms of its perpendicular distances
(known as rectangular cartesian coordinates or simply rectangular coordinates) from three mutually
perpendicular planes (known as coordinate planes). The lines of intersection of these three coordinate
planes are known as coordinate axes and their point of intersection the origin.

Figure 1.1: 3-D Cartesian Coordinates


The three axes called x-axis, y-axis and z-axis are marked positive on one side of the origin. The
positive sides of axes OX, OY, OZ form a right handed system. The coordinate planes divide entire
space into eight parts called octants. Thus a point P with coordinates x, y, z is denoted as P(x, y, z).
Here x, y, z are respectively the perpendicular distances of P from the YZ, ZX and XY planes. Note
that a line perpendicular to a plane is perpendicular to every line in the plane.

DR. A.S. OSUNLEKE 4


1.2.1 Second-Degree Plane Curves (2 Dimensions)

Types
Ellipse: 𝑏𝑦 2 + 𝑎𝑥 2 = 𝑓 2
Hyperbola 𝑎𝑥 2 − 𝑏𝑦 2 = 𝑓 2
Parabola: 𝑦 2 = 𝑎𝑥
Circle: 𝑥 2 + 𝑦2 = 𝑓2

x2 y 2
1. Ellipse: + = 1 . Ellipse is a locus defined by the parametric equations:
a 2 b2
x = a cos t (1.1)
y = b sin t (1.2)
Squaring both sides of (1.1) and (1.2) and add, we have
x2 y 2
+ =1 (1.3)
a 2 b2
Equation (1.3) thus describes an ellipse with centre at origin (0,0).

An ellipse looks like an elongated circle. It extends in the x - direction from -a to a and in the y -
direction from -b to b. It is illustrated in Fig 1.2 below
y

-a 0 a x

-b

Figure 1.2: Ellipse with centre at Origin

DR. A.S. OSUNLEKE 5


For ellipse with centre at (h, k), Fig. 1.3 illustrates this.
y

k
-a (h,k)

-b
0 h x

Figure 1.3: Ellipse with centre at (h,k)


The standard equation for ellipse with centre at (h, k) as analogous to equation (iii) is
x2 y2
+ =1
a 2 b2 (1.4)
If we thus make the translation substitution,

x = x−h
(1.5)
y = y−k

then, the equation becomes

( x − h) (y −k)
2 2

+ =1
a2 b2 (1.6)

x2 y 2
Example 1.1: Sketch ellipse + =1
4 9
Solution. Figure 1.4 illustrates the sketch.
y

-2 2 x

-3

Figure 1.4: Sketch of an ellipse

DR. A.S. OSUNLEKE 6


Example 1.2: Put the equation x + 3 y − 4 x + 6 y = −1 in standard ellipse equation.
2 2

Solution:
Completing the square, we obtain

(
x 2 − 4 x + 3 y 2 + 2 y = −1 )
( x − 2 ) + 3 ( y + 1) = 4 + 3 − 1 = 6
2 2

( x − 2 ) + ( y + 1) = 1
2 2

6 2
This is the equation of an ellipse with centre (h, k) = (2, -1) giving the standard from
2 2
x y
+ =1
6 2
Note: There are two interesting situations that may arise with ellipse equation given in Example 1.2
if the constant on the RHS takes another value.

Case 1: if the constant on the RHS of the equation in example 1.2 had been -7, we would obtain

( x − 2) + 3 ( y + 1) = 4 + 3 − 7 = 0
2 2

i.e. x 2 + 3y 2 = 0

Thus, the equation describes a single point ( x , y ) = ( 0,0) , since a = b = 0 in this case.
This single point is regarded as a Degenerate Ellipse.

Case 2: If the constant had been -8, we would have obtained

( x − 2) + 3 ( y + 1) = 4 + 3 − 8 = −1 or x 2 + 3 y 2 = −1
2 2

Which has no real solution, the ellipse is then called Empty.

Thus, every polynomial equation c1 x + c2 y + c3 x + c4 y = d , c1, c2 >0 describes an ellipse possibly


2 2

generate or empty.

x2 y 2 y 2 x2
2. Hyperbola: − = 1 − 2 =1
a 2 b2 2
or b a
Hyperbola is a locus defined by the parametric equations
x = a cosh t (1.7)
y = b sinh t (1.8)
Squaring both sides of (1.7) and (1.8) and add, we have

DR. A.S. OSUNLEKE 7


x2 y2
− =1 (1.9)
a 2 b2
Equation (1.3) thus describes an hyperbola with centre at origin (0,0). The hyperbola never crosses
the axis corresponding to the variable having the negative sign. It is illustrated in Fig. 1.5 below.
y y

b
b

-a a x
-a a x
-b

-b

Figure 1.5: Hyperbolas

b
The dashed diagonal lines y = +   x are the asymptotes of the hyperbola.
a

Hyperbolic functions are usually defined by sinhx and coshx as illustrated in Fig. 1.6.

y 1
coshx coshx

sinhx tanhx

0 x

-1
coshx
Figure 1.6: Hyperbolic functions

DR. A.S. OSUNLEKE 8


− x2 y 2
Example 1.3: Sketch the hyperbola + =1
4 9
Solution. Fig. 1.7 illustrates the sketch.
y

Figure 1.7: Sketch of hyperbola in Example 1.3


x2 y2
Example 1.4: Sketch the hyperbola − =1
4 9

Figure 1.8: The Sketch of hyperbola in Example 1.4

In general every polynomial equation c1 x + c2 y + c3 x + c4 y = d , c1, c2 < 0 describes a hyperbola.


2 2

Note that the coefficients of x2 and y2 have opposite signs. For the case where the final equation
reduces to
2 2 2 2
x y x y
2
− 2 = 0 or − + 2 = 0
a b a b

b
Asymptot, y = +   x , the equation will represent 2 lines that can be considered DEGENERATE
a

HYPERBOLA.

DR. A.S. OSUNLEKE 9


3. Parabola: y = ax or x = ay . The parabola is along the axis corresponding to the variable not
2 2

being squared. Fig. 1.8 illustrates this

y y

y = ax2, a > 0

x x

x = ay2, a < 0

Figure 1.9: Parabolas with centre at origin (0,0)


In general, the equations

c1 x2 + c2 x + c3 y = d (1.10)
and

c1 y 2 + c2 x + c3 y = d (1.11)
describe parabolas.
If c3 ≠ 0 in the first equation and c2 ≠ 0 in the second equation, these equations can then be reduced
to the form

x 2 = ay (1.12)

and

y 2 = ax (1.13)

If c3 in the 1st equation is zero and c2 in the 2nd equation is zero, then equation reduced to

c1 x 2 + c2 x = d (1.14)

c1 y 2 + c3 x = d (1.15)
And each describes two parabola lines that can be considered DEGENERATE PARABOLAS.

DR. A.S. OSUNLEKE 10


Example 1.4: Sketch the parabolas (i) y = 2 x and (ii) x = 2 y
2 2

Solution. The required sketches are as shown in Fig. 1.9 below

y y

Figure 1.10: Sketch of parabolas in Example 1.4


(ii)
In summary, every equation (i)
of the form

c1 x 2 + c2 y 2 + c3 x + c4 y = d (1.16)
With at least one of c1 or c2 non-zero describe a (possibly degenerate or empty) Ellipse, Hyperbola or
Parabola.

1.2.2. Three-Dimensional Space Systems

Here we consider the 3-Dimensional space and the conventions that we’ll be using. We will also
take a brief look at how the different coordinate systems can change the graph of an equation. Let’s
first get some basic notation out of the way. The 3-D coordinate system is often denoted by 3 .
Likewise the 2-D space system is often denoted by and the 1-D space system is denoted by  . Also,
as you might have guessed then a general n dimensional Space system is often denoted by n .

Next, let’s take a quick look at the basic coordinate system as shown in Fig. 1.11.

DR. A.S. OSUNLEKE 11


Figure 1.11: 3-D Space System
This is the standard placement of the axes in this class. It is assumed that only the positive directions
are shown by the axes. If we need the negative axes for any reason we will put them in as needed.
Also note the various points on this sketch. The point P is the general point sitting out in 3-D space.
If we start at P and drop straight down until we reach a z-coordinate of zero we arrive at the point Q.
We say that Q sits in the xy-plane. The xy-plane corresponds to all the points which have a zero z-
coordinate. We can also start at P and move in the other two directions as shown to get points in the
xz-plane (this is S with a y-coordinate of zero) and the yz-plane (this is R with an x-coordinate of zero).

Collectively, the xy, xz and yz-planes are sometimes called the coordinate planes. Also, the point Q is
often referred to as the projection of P in the xy-plane. Likewise, R is the projection of P in the yz-
plane and S is the projection of P in the xz-plane. Many of the formulas that you are used to working
with in 2 have natural extensions in 3 .
For instance the distance between two points P1 (x1, y1) and P2 (x2, y2) in 2 is given by,

d ( P1 , P2 ) = ( x2 − x1 ) 2 + ( y2 − y1 ) 2 (1.17)

While the distance between any two points P1 (x1, y1, z1) and P2 (x2, y2, z2) in 3 is given by,

d ( P1 , P2 ) = ( x2 − x1 ) 2 + ( y2 − y1 ) 2 + ( z2 − z1 ) 2
(1.18)
Likewise, the general equation in 2-D for a circle with center (h, k ) and radius r is given by,

( x − h) 2 + ( y − k ) 2 = r 2 (1.19)

and the general equation for a sphere in 3-D with center (h, k, l ) and radius r is given by,

( x − h) 2 + ( y − k ) 2 + ( z − l ) 2 = r 2 (1.20)
With that said, we do need to be careful about just translating everything we know about 2 into 3
and assuming that it will work the same way. A good example of this is in graphing to some extent.
Consider the following example.

DR. A.S. OSUNLEKE 12


Example 1.5: Graph x = 3 in  , 2 and 3 .

Solution
In  , we have a single coordinate system and so x = 3 is a point in a 1-D coordinate system.
In 2 the equation x = 3 tells us to graph all the points that are in the form (3, y). This is a vertical line
in a 2-D coordinate system.
In 3 the equation x = 3 tells us to graph all the points that are in the form (3, y, z). If you go back
and look at the coordinate plane points this is very similar to the coordinates for the yz-plane except
this time we have x = 3 instead of x = 0. So, in a 3-D coordinate system this is a plane that will be
parallel to the yz-plane and pass through the x-axis at x = 3. The graphs are illustrated in Figs 1.12,
1.13 1nd 1.14 respectively.

Figure 1.12: Graph of x = 3 in 

Figure 1.13: Graph of x = 3 in 2 .

Figure 1.14: Graph of x = 3 in 3 .

DR. A.S. OSUNLEKE 13


Note
(i) That we’ve presented this graph in two different styles. On the left we’ve got the traditional
axis system and we’re used to seeing and on the right we’ve put the graph in a box. Both
views can be convenient on occasion to help with perspective and so we’ll often do this with
3D graphs and sketches.

(ii) Note that at this point we can now write down the equations for each of the coordinate planes
as well using this idea.
z =0 xy – plane
y=0 xz - plane
x=0 yz - plane
Let’s take a look at a slightly more general example.

Example 1.6 : Graph y =2x -3 in 2 and 3 .

Solution
Of course we had to throw out  for this example since there are two variables which, means that we
can’t be in a 1-D space. In 2 this is a line with slope 2 and a y intercept of -3. However, in 3 this is
not necessarily a line. Because we have not specified a value of z we are forced to let z take any value.
This means that at any particular value of z we will get a copy of this line. So, the graph is then a
vertical plane that lies over the line given by y =2x - 3 in the xy-plane. The graphs are illustrated in
Figs. 1.15 and 1.16.

Figure 1.15: Graph of y =2x -3 in 2 .

DR. A.S. OSUNLEKE 14


Figure 1.16: Graph of y =2x -3 in 3 .

Notice that if we look to where the plane intersects the xy-plane we will get the graph of the line in
2 as noted in the above graph by the red line through the plane.

Let’s take a look at one more example of the difference between graphs in the different coordinate
systems.

Example 1.7 : Graph x + y = 4 in 2 and 3 .


2 2

Solution
As with the previous example this won’t have a 1-D graph since there are two variables. In 2 this is
a circle centered at the origin with radius 2. In 3 however, as with the previous example, this may
or may not be a circle. Since we have not specified z in any way we must assume that z can take on
any value. In other words, at any value of z this equation must be satisfied and so at any value z we
have a circle of radius 2 centered on the z-axis. This means that we have a cylinder of radius 2 centered
on the z-axis. Here are the graphs for this example.

Figure 1.17: Graph in 2


space

DR. A.S. OSUNLEKE 15


Figure 1.18: Graph in 3 space
Notice that again, if we look to where the cylinder intersects the xy-plane we will again get the circle
from 2 . We need to be careful with the last two examples. It would be tempting to take the results
of these and say that we can’t graph lines or circles in ¡3 and yet that doesn’t really make sense. There
is no reason for there to not be graphs of lines or circles in 3 . Let’s think about the example of the

circle. To graph a circle in 3 we would need to do something like at x + y = 4 at z = 5. This would


2 2

be a circle of radius 2 centered on the z-axis at the level of z = 5. So, as long as we specify a z we will
get a circle and not a cylinder. We will see an easier way to specify circles in a later section. We could
do the same thing with the line from the second example.

The point of the examples considered in this section is to make sure that we are being careful with
graphing equations and making sure that we always remember which coordinate system that we are
in. Another quick point to make here is that, as we’ve seen in the above examples, many graphs of
equations in 3 are surfaces. That doesn’t mean that we can’t graph curves in 3 . We can and will
graph curves in 3 as well as we’ll see later in this Section.

1.2.3 Coordinate Transformation


y
X
Y (0, 1) (c, d)
P

 (1, 0) (a, b)


0 x

Figure 1.19: Coordinate transformation

DR. A.S. OSUNLEKE 16


If P has co-ordinate (x, y) in 0xy Cartesian co-ordinate system and (X, Y) in 0XY system

X  x
  = A 
Y   y (1.21)
where

a c 
A= 
b d  (1.22)
So consider rotation of the area through 𝜃 so that
P(1, 0)  P *(cos  , − sin  )
and
P(0,1)  P *(sin  , cos  )
Then
(1.23)
 a c   cos sin 
A= = 
 b d   − sin cos 

Example 1.8: Given 𝜃 = 𝜋⁄4, sketch the axes rotation and compute matrix, A.
Solution: For rotation through,𝜃 = 𝜋⁄4, the axes are as shown below.
y
Y
X

Figure 1.20: Axes rotation through 𝜃 = 𝜋⁄4

 1 1 
 cos 4  sin 4   2
 
2 (1.24)
A= =
 − sin  4 cos  4   1 1 
− 
 2 2

DR. A.S. OSUNLEKE 17


Example 1.9: Given 𝜃 = 𝜋⁄2, sketch the axes rotation and compute matrix, A.

Solution: For rotation through, 𝜃 = 𝜋⁄2, the axes are as shown below.

y, X

Y x

Figure 1.21: Axes rotation through 𝜃 = 𝜋⁄2

 cos  2 sin  2   0 1  (1.25)


A= = 
 − sin  2 cos  2   −1 0 

Example 1.10: Given 𝜃 = 𝜋, sketch the axes rotation and compute matrix, A.

Solution: For rotation through,𝜃 = 𝜋, the axes are as shown below.

X x

Figure 1.22: Axes rotation through 𝜃 = 𝜋

 Cos1800 Sin1800   −1 0  (1.26)


A= = 
 − Sin180
0
Cos1800   0 −1

DR. A.S. OSUNLEKE 18


1.2.4 Quadric Surfaces
A quadric surface is the graph of a second degree equation in three variables. The general form of
such an equation is

Ax 2 + By 2 + Cz 2 + Dxy + Exz + Fyz + Gx + Hy + Iz + J = 0 (1.27)

where A, B, …, J are constants and at least one of A, B, or C is non–zero describes a quadratic surface
in space, which might be degenerate or empty.

There is no way that we can possibly list all of them, but there are some standard equations so here is
a list of some of the more common quadric surfaces.

(a) Ellipsoid: Here is the general equation of an ellipsoid.

x2 y 2 z 2
+ + =1 (1.28)
a 2 b2 c2

Figure 1.23: sketch of a typical ellipsoid

The intercepts of the ellipsoid are: ( a, 0, 0), (0, b, 0), (0, 0, c) . If a = b = c then we will
have a sphere.

Notice that we only gave the equation for the ellipsoid that has been centered on the origin.
Clearly ellipsoids don’t have to be centered on the origin. However, in order to make the
discussion in this section a little easier we have chosen to concentrate on surfaces that are
“centered” on the origin in one way or another.

DR. A.S. OSUNLEKE 19


x2 y2 z 2
Example 1.11: Sketch the ellipsoid: + + = 1.
4 9 16
Solution: The sketch is as shown in Fig. 1.24.

Figure 1.24: Graph of ellipsoid in Example 1.11

(b) Cone: The standard equation is the same as for a hyperboloid, replacing the 1 on the right
side of the equation by a 0. Whether we have one minus sign or two, we get an equation of
the form:
x 2
y 2
z2 (1.29)
2
+ 2
= 2
a b c

The axis of the cone corresponds to the variable on the right side of the equation.

Figure 1.25: Sketch of a typical cone


Note that this is the equation of a cone that will open along the z-axis. To get the equation
of a cone that opens along one of the other axes all we need to do is make a slight
modification of the equation. This will be the case for the rest of the surfaces that we’ll be
looking at in this section as well.

In the case of a cone the variable that sits by itself on one side of the equal sign will
determine the axis that the cone opens up along. For instance, a cone that opens up along
the x-axis will have the equation,

DR. A.S. OSUNLEKE 20


y2 z 2 x2
+ =
b2 c2 a 2 (1.30)

For most of the following surfaces we will not give the other possible formulas. We will
however acknowledge how each formula needs to be changed to get a change of orientation
for the surface.

x2 y 2 z 2 x2 z 2 y 2
Example 1.12: Sketch the cones: (i) + = (ii) + =
4 9 16 4 9 16

Solution. The sketches are as shown in Fig. 1.26

(i) (ii)

Figure 1.26: Sketch of cones


(c) Quadric Cylinders

There are of three types: Elliptic, Hyperbolic and parabolic cylinder.

(i) Elliptic Cylinder: This is a cylinder whose cross section is an ellipse. The standard equation
is:

x2 y 2
+ =1
a 2 b2 (1.31)

Fig. 1.27 shows such a cylinder. Its axis is the z-axis, the axis corresponding to the variable
missing in the equation. Be careful to not confuse this with a circle. In two dimensions it is
a circle, but in three dimensions it is a cylinder. Its intersection with the xy-plane, the plane
containing the two variables present in the equation, is an ellipse.

DR. A.S. OSUNLEKE 21


Figure 1.27: Sketch of a typical cylinder with an ellipse cross section

x2 y 2
Example 1.13: Sketch the elliptic cylinder + =1
4 9 .
Solution: The sketch is shown in Fig. 1.28 below.

Figure 1.28: Sketch of elliptic cylinder in Example 1.13

(ii) Hyperbolic Cylinder: The standard equation is:


x2 y2 (1.32)
− =1
a 2 b2

Figure 1.29 shows such a cylinder. Its axis is the z-axis, the axis corresponding
to the variable missing in the equation. Its intersection with the xy-plane, the
plane containing the two variables present in the equation, is a hyperbola.

DR. A.S. OSUNLEKE 22


Figure 1.29: Sketch of a typical hyperbolic cylinder
x2 y2
Example 1.14: Sketch the hyperbolic cylinder − =1
4 9
Solution. Fig. 1.30 illustrates this.

Figure 1.30: Sketch of hyperbolic cylinder of Example 1.14

(iii) Parabolic Cylinder: The standard equation is

y = ax 2 (1.33)

It appears to be wrapped around the axis corresponding to the missing variable. Its
intersection with the xy - plane, the plane containing the two variables present in the equation,
is a parabola. Fig. 1.31 illustrates this graph.

DR. A.S. OSUNLEKE 23


Figure 1.31: Sketch of a typical parabolic cylinder

x2
Example 1.15: Sketch the parabolic cylinder y =
4
Solution. Fig. 1.32 illustrates this.

Figure 1.32: Sketch of parabolic cylinder of Example 1.15

(d) Hyperboloid of One Sheet: The standard equation is

x2 y 2 z 2
+ − =1 (1.34)
a 2 b2 c2
Fig. 1.33 the sketch of a typical hyperboloid of one sheet. The minus sign could also be in
front of the first or second fraction. However, there can only be one minus sign. In the
Hyperboloid of one sheet equation given, the minus sign is in front of the z variable. The
variable with the negative in front of it will give the axis along which the graph is centered.
The intersections with planes parallel to the axis of the hyperboloid are hyperbolas. If, for
example we put the minus sign in front of the x variable, then the axis of the hyperboloid
will be the x - axis. This time, it is the intersection with planes parallel to the yz-plane which
will be ellipses.

DR. A.S. OSUNLEKE 24


Figure 1.33: Sketch of a typical hyperboloid of one sheet

To see that the intersection of the hyperboloid shown in Figure 1.38 with a plane parallel to
the xy - plane is an ellipse, we let z = k in its equation. We get

x2 y 2 k2 (1.35)
+ = 1+ 2
a 2 b2 c

which is an ellipse. To see that the intersection of the hyperboloid shown in … Figure 1.38
with a plane parallel to the yz -plane is an hyperbola, we let x = k in its equation. We get
y2 z2 x2
− = 1− 2 (1.36)
b2 c2 a

which is an hyperbola.
Example 1.16: Sketch the hyperboloid of one sheet,
x2 y2 z 2
(i) + − =1
4 9 16
− x2 y 2 z 2
(ii) + + =1
4 9 16
Solution. Fig. 1.34 illustrates this.

(i) (ii)

Figure 1.34: Sketch of hyperboloid of one sheet in Example 1.16

DR. A.S. OSUNLEKE 25


(e) Hyperboloid of Two Sheets: The equation of a hyperboloid of two sheets is:
x2 y 2 z 2
− − + =1
a 2 b2 c2 (1.37)
The minus signs could be in front of other fractions also. There has to be two minus signs to
have a hyperboloid of two sheets. The number of sheets is the same as the number of minus
signs. The axis of a hyperboloid of two sheets is the axis corresponding to the variable not
having a minus sign. The intersection of an hyperboloid of two sheets with a plane parallel
to its axis is a hyperbola. Its intersection with a plane perpendicular to its axis is an ellipse
when it exists. Fig. 1.35 shows a hyperboloid of two sheets with axis the z - axis.

Figure 1.35: Sketch of a typical hyperboloid of two sheets


Example 1.17: Sketch the hyperboloid of two sheets,
x2 y 2 z 2
(i) − − =1
4 9 16
x2 y 2 z 2
(ii) − + − =1
4 9 16
Solution
Fig. 1.36 (i) shows a hyperboloid of two sheets with axis the x – axis and Fig. 1.36 (ii) shows
a hyperboloid of two sheets with axis the y - axis.

(i) (ii)
Figure 1.36: Sketch of hyperboloid of two sheets in Example 1.17

DR. A.S. OSUNLEKE 26


(f) Elliptic Paraboloid

Here is the equation of an elliptic paraboloid.

x2 y 2 z
+ = (1.38)
a 2 b2 c

As with cylinders this has a cross section of an ellipse and if a = b it will have a cross section
of a circle. When we deal with these we’ll generally be dealing with the kind that has a circle
for a cross section.
Here is a sketch of a typical elliptic paraboloid.

Figure 1.37: Sketch of a typical elliptic paraboloid

In this case the variable that isn’t squared determines the axis upon which the paraboloid
opens up. Also, the sign of c will determine the direction that the paraboloid opens. If c is
positive then it opens up and if c is negative then it opens down.
x2 y 2 z x2 y 2 z
Example 1.18: Sketch the elliptic paraboloids, + = (ii) + =−
4 9 4 4 9 4
Solution. Fig. 1.38 illustrates this

(i) (ii)

Figure 1.38: Sketch of elliptic paraboloids in Example 1.18

DR. A.S. OSUNLEKE 27


(g) Hyperbolic Paraboloid

Here is the equation of a hyperbolic paraboloid.

x2 y 2 z (1.39)
− =
a 2 b2 c

Here is a sketch of a typical hyperbolic paraboloid.

Figure 1.39: Sketch of a typical hyperbolic paraboloid

This graph is vaguely saddle shaped and as with the elliptic paraboloid the sign of c will
determine the direction in which the surface “opens up”. The graph above is shown for c
positive.

With the both of the types of paraboloids discussed above the surface can be easily moved
up or down by adding/subtracting a constant from the left side.

For instance,

z = − x2 − y 2 + 6 (1.40)
is an elliptic paraboloid that opens downward (be careful, the “-” is on the x and y instead of
the z) and starts at z = 6 instead of z = 0 .

DR. A.S. OSUNLEKE 28


x2 y 2 z
Example 1.19: Sketch the hyperbolic paraboloid, − =
4 2 4
Solution. Fig. 1.40 illustrates this

Figure 1.40: Sketch of hyperbolic paraboloid in Example 1.19

1.2.5 Classification of Quadric Surfaces


Quadric surfaces can be classified or identified through direct simplification of the given equation or
through variable substitution approach. The approach to be employed largely depends on the nature
of the given quadric equation.

By means of a rigid motion, any quadric can be transformed into a quadric having one of the following
equations (where a, b, c ≠ 0) as shown in the Table 1.1.

1.2.5.1 Direct Classification

Classifying a quadric surface in this manner amounts to transforming its equation until it has one of
the forms described above. This often involves completing the square.

In all the above equations, it is possible to have (x - h)2 instead of x2, or (y - k)2 instead of y2 or (z -
l)2 instead of z2. You will recall from pre-calculus that this will simply translate the object, but will
not change its shape.
For example,

( x − 1) 2 ( y + 2) 2 z 2
+ + =1 (1.41)
2 3 4

has the same shape as

DR. A.S. OSUNLEKE 29


x2 y2 z 2 (1.42)
+ + =1
2 3 4

It is translated from it 1 unit in the positive x-direction and 2 units in the negative
y-direction.

Classify 4 x − 9 y + z + 36 = 0
2 2 2
Example 1.20:

We only have terms in x2, y2, and z2. We won’t have to complete the square. We simply group these
terms together, and put everything else to the right of the equal sign. We obtain:

4 x 2 − 9 y 2 + z 2 = −36

Since we want a 1 on the right, we divide by -36, we obtain

x2 y 2 z 2 (1.43)
− + − =1
9 4 36

Equation (1.43) describes a hyperboloid of two sheets. Its graph is shown in the Figure below. Its
inter-section with a plane parallel to the xy - plane, that is a plane of coordinates z = k is
x2 y 2 k 2 (1.44)
− + = +1
9 4 36

which is a hyperbola (Fig. 1.41).

Figure 1.41: Sketch of hyperboloid of 2 sheets in Example 1.20

DR. A.S. OSUNLEKE 30


Table 1.1: Quadric Surface Types and Equations
1 Real ellipse
x2 a 2 + y 2 b2 = 1

2 Imaginary ellipse
x 2 a 2 + y 2 b 2 = −1

3 Hyperboloid of one sheet


x2 a 2 + y 2 b2 − z 2 c2 = 1

4 Hyperboloid of two sheets


− x2 a2 − y 2 b2 + z 2 c2 = 1

5 Real quadric cone


x2 a 2 + y 2 b2 + z 2 c2 = 0

6 Imaginary quadric cone


x 2 a 2 + y 2 b 2 + z 2 c 2 = −1

7 Elliptic paraboloid
x2 a 2 + y 2 b2 = z / c

8 Hyperbolic paraboloid
x2 a2 − y 2 b2 = z / c

9 Real elliptic cylinder


x 2 a 2 + y 2 b 2 = 1 (centred along z-axis)

10 Imaginary elliptic cylinder


x 2 a 2 + y 2 b 2 = −1

11 Hyperbolic cylinder
x 2 a 2 − y 2 b 2 = 1 (centred along z-axis)

12 Real intersecting planes


x2 a 2 − y 2 b2 = 0

13 Imaginary intersecting planes


x2 a 2 + y 2 b2 = 0

14 Parabolic cylinder
x 2 = ay

15 Real parallel planes x2 = 1


16 Imaginary parallel planes x 2 = −1
17 Coincident planes x2 = 0

DR. A.S. OSUNLEKE 31


Example 1.21: Classify x2 + 4y2 + z2 - 2x = 0
We have a term in x2 and x, so we will have to complete the square.

x2 − 2x + 4 y 2 + z 2 = 0

x2 − 2x + 1 + 4 y 2 + z 2 = 1
( x − 1) 2 y2 z2 (1.45)
+ + =1
( 12 ) 1
2
12 2

Equation (1.45) describes an ellipsoid centered at (1, 0, 0). Its intercepts are (1, 0, 0), (0, 1/2, 0), (0,
0, 1).

1.2.5.2 Classification by Variable substitution

In this section, we make use of application of eigenvalues in classifying quadric surfaces and curves.
To begin with, we will need to review some fundamentals of linear algebra regarding matrix
orthogonality and symmetric.

Let us recall the conditions for matrix A to be:


➢ Orthogonal, and
➢ Symmetric
⚫ Matrix A is said to be orthogonal,

iff AAT = I (1.46)

Equation (i) therefore implies that,


AT = A−1 (1.47)

⚫ Matrix A is said to be symmetric,

iff A = AT (1.48)

➢ If matrix A is orthogonal as well as symmetric, then we can find an orthogonal, matrix P ,


such that
 1 0 

P A P = diagonal Matrix = 
T
O  , (1.49)

0 n 

DR. A.S. OSUNLEKE 32


Where, 1 ,..., n are the eigenvalues of matrix A.

Example 1.22: Given

 1 1 
 − 
2 2
A= ,
 1 1 
 
 2 2 

show that A is orthogonal.

Solution:

 1 1 
 − 
2 2
Given that A = 
 1 1 
 
 2 2 

 1 1 
 
2 2
At = 
 1 1 
 
− 2 2

 1 1  1 1 
 −  
2 2  2 2
 AAt = 
 1 1  1 1 
  
 2 2  − 2 2

 1  1 −1 1 1 1  2 0 
2

    =  
 2  1 1  −1 1 2  0 2 
=
1 0
=  = I ( proved )
0 1

DR. A.S. OSUNLEKE 33


1 0 2
 
Example 1.23: Diagonalize A, where A =  0 1 0 
2 0 1
 

Solution: The following steps are required for the diagonalization of a matrix:
1. Find the Eigenvalues i.e. solve
det( A −  I ) (1.50)
2. Find the Eigenvectors (in general form)
3. Normalize the Eigenvectors (i.e. make it into unit vectors).

4. Then compute P = ( ev1 ev2 ev3 )


P is the orthogonal diagonalizing matrix (ODM) of A.
5. Check to see that 𝑃𝑡 𝐴𝑃 is a matrix and that 𝑃𝑡 𝑃 = 𝐼
Solution:
(1) Eigen values:
1−  0 2
( A − I ) = 0 1−  0 =0
2 0 1− 
 (1 −  ) − 4 (1 −  ) =
3

(1 −  ) [(1 −  ) − 4] = (1 −  )( − − 1)( 3 −  ) = 0
2

 = −1, 1, or 3
(2) Eigenvectors (using each eigenvalue one by one :

For 1 = −1 , the augmented matrix is formed as

1 − 1 0 2 0

 A − 1 I 0  =  0 1 − 1 0 0 
 2 0 1 − 1 0 
2 0 2 0
 
= 0 2 0 0
 2 0 2 0 

The eigenvectors are determined as if using the augmented matrix for solving for element of vector x
in

DR. A.S. OSUNLEKE 34


2 0 2 0 
 0 2 0  x = 0  (1.51)
   
 2 0 2  0 

That is,

 2 0 2   x1  0
0 2 0   x  = 0
  2  
 2 0 2   x3  0

 2 x1 + 2 x3  0 
  2 x2  = 0 (1.52)
 2 x1 + 2 x3  0 

From (1.52), we have the following 2 distinct equations:


2 x1 + 2 x3 = 0 (i )
and 2 x2 = 0 (ii )
 x1 = − x3
x2 = 0

So the generic solution to (i) and (ii) for a nonzero scalar t, gives the eigenvector

 x1   1 
1 = x =  x2  = t  0 
 x   −1
 3  

Also the eigenvectors are computed for eigenvalues 2 as done before.

For 2 = 1 , the augmented matrix is formed as

1 − 2 0 2 0

 A − 2 I 0  =  0 1 − 2 0 0 
 2 0 1 − 2 0 
0 0 2 0
 
= 0 0 0 0
 2 0 0 0 

The eigenvectors are determined as if using the augmented matrix for solving for element of vector x
in

DR. A.S. OSUNLEKE 35


0 0 2 0 
0 0 0  x = 0  (1.53)
   
 2 0 0  0 

That is,

 0 0 2  x1  0
0 0 0   x  = 0
  2  
 2 0 0   x3  0

 2 x3  0
  0  = 0 (1.54)
 2 x1  0

From (1.54), we have the following 2 distinct equations:


2 x3 = 0 (iii)
and 2 x1 = 0 (iv)
From (iii) and (iv), we can only solve forand x3
That is
x1 = x3 = 0
Since all the elements of vector x cannot be identically zero, so x2 will arbitrarily be assigned a unit
value, i.e. we fix x2 = 1
So the generic solution to (iii) and (iv) for a nonzero scalar t, gives the eigenvector

 x1   0 
1 = x =  x2  = t  1 
 x   0
 3  

0
 
 for 2 = 1,2 = t  1 
0
 
Similarly for 3 = 3, the eigenvectors are computed as done above
So,

1
3 = t  0 
1
 

(3) Normalized Eigenvectors

DR. A.S. OSUNLEKE 36


 1  1 
 2  
1  1 + 0 + (−1)
2 2
 2 
 1 = 1 =  0   0  0 
 −1   
   −1  − 1 
 2  
 1 + 0 + (−1)  2
2 2

0  0
Similarly,  
 2 = 2 =  1    1 
0  0
   

 1 
1  
 2
 3 = 3 =  0   0 
1  1 
   
 2
 1 1 
 0 
 2 2
(4) Hence P =  0 1 0  is the orthogonal diagonalizing matrix for A.
 1 1 
 0 
− 2 2

 −1 0 0 
 
(5) To check if P AP = diagonal Matrix =  0 1 0 
t

 0 0 3
 

The diagonal matrix of A is Pt AP.

Now consider the equation (1.21) for quadric surface in rectangular coordinates (Section 1.24)

Ax 2 + By 2 + Cz 2 + Dxy + Exz + Fyz + Gx + Hy + Iz + J = 0 (1.55)

Computation of the Eigen values 1 , 2 , 3 of the symmetric coefficient matrix of Equation (1.55)

may give us useful information as to the types of quadric surface. A rough classification scheme is
given in the Table 1.2 below:

DR. A.S. OSUNLEKE 37


Table 1.2: Summary Table for Quadric Classification Scheme

Eigen values 1 , 2 , 3 Quadric Surface

1. All of the same sign. Ellipsoid.


2. 2 of the same sign and one of the Elliptic cone, hyperboloid of 2 sheets or
other sign. hyperboloid of one sheet.

3. One zero, 2 of the same sign Elliptic Paraboloid or elliptic cylinder


(Degenerate).
4. One zero, 2 of opposite signs Hyperbolic Paraboloid or hyperbolic cylinder
(Degenerate)
5. Two zero, one non-zero Parabolic cylinder or two parallel planes
(Degenerate)

DR. A.S. OSUNLEKE 38


A comprehensive Table for the general classification is given in Table 1.3.

Table 1.3: General quadric Classification

3 4 k signs K signs Type of Quadric

3 4 <0 Real ellipse

3 4 >0 Same Imaginary ellipse

3 4 >0 Opposite Hyperboloid of one sheet

3 4 <0 Opposite Hyperboloid of two sheet

3 3 Opposite Real quadric cone

3 3 Same Imaginary quadric cone

2 4 <0 Same Elliptic paraboloid

2 4 >0 Opposite Hyperbolic paraboloid

2 3 Same Opposite Real elliptic cylinder

2 3 Same Same Imaginary elliptic cylinder

2 3 Opposite Hyperbolic cylinder

2 2 Opposite Real intersecting planes

2 2 Same Imaginary intersecting planes


1 3 Parabolic cylinder
1 2 Opposite Real parallel planes

1 2 Same Imaginary parallel planes

1 1 Coincident planes

The columns have the following meaning.


Let

 A D E (1.56)
e =  D B F 
 E F C 
and

DR. A.S. OSUNLEKE 39


A D E G
D B F H  (1.57)
=
E F C I
 
G H I J

Let 3 and 4 be the ranks of matrix e and ∑, and let △ be the determinant of E. The column “k signs”
refers to the nonzero eigenvalues of matrix e, that is, the roots of

a− h g (1.58)
h b− f = 0;
g f c−

Where λ are the eigenvalues. If all nonzero eigenvalues have the same sign, choose “same”, otherwise
“opposite”. Similarly, “K signs” refers to the sign of the nonzero eigenvalues of ∑.

Example 1.23: Find the symmetric coefficient matrix of the Quadric curves

(i) x 2 + 4 xy + y 2

(ii) x 2 − 2 xy + 6 xz + z 2

(iii) x2 + y 2 + z 2 = 1

Solution:

For a quadric form of ax + 2bxy + cy (2-D in x and y)


2 2
(i)

The symmetry coefficient matrix form is

a b
A= 
b c (1.59)

So the SCM for the curve x 2 + 4 xy + y 2 is

1 2 (1.60)
A= 
2 1
A is SCM since A = AT

DR. A.S. OSUNLEKE 40


(ii) For a quadric form of a1 x 2 + a2 y 2 + a3 z 3 + 2b1 xy + 2b2 yz + 2b3 xz (3-D in x, y, z)

The symmetry coefficient matrix form is

 a1 b1 b3  (1.61)
 
B =  b1 a2 b2 
b b a3 
 3 2

So the SCM for the curve x − 2 xy + 6 xz + z is


2 2

 1 −1 3 
  (1.62)
B =  −1 0 0 
 3 0 1
 

For the curve x + y + z = 1


2 2 2
(iii)

The symmetric coefficient matrix is


(1.63)
1 0 0
 
C = 0 1 0
0 0 1
 

Example 1.24: Classify the curve 2 xy + 2 xz = 1 using variable substitution

Solution: The symmetric coefficient matrix for the given quadric from is

0 1 1 (1.64)
 
A = 1 0 0
1 0 0
 

Now recall the steps involved in diagonalizing a matrix:

Computation of eigenvalues: det( A −  I ) = 0

DR. A.S. OSUNLEKE 41


− 1 1
i.e. 1 − 0 =0
1 0 −

( ) ( )
 −  2 − 0 − 1(− − 0) + 1(0 +  ) = −  2 − 2 = 0

The Eigenvalues are 1 = − 2, 2 = 0, 3 = 2

Computing the eigenvectors for each of the eigenvalues obtained, we have

For 1 = − 2, wesolve theaugmented matrix  A − 1I 0 togive

− 2 
 
Eigenvector ,1 =  1 
 1 
 

For 2 = 0, wesolve theaugmented matrix  A − 1I 0 to give

0
 
Eigenvector ,2 =  −1
1
 

For 3 = 2, wesolve theaugmented matrix  A − 1I 0 togive

 2
 
Eigenvector ,3 =  1 
 1 
 

Normalizing the eigenvectors, w have

− 2
− 2   2 
   
 1 = 1 =  1  =  1 2 
 1   12 
   
 
 

DR. A.S. OSUNLEKE 42


 
 0 
0  
 1 
 2 = 2 =  −1 = − 
1  2
   1 
 
 2 

 2   2 2
   
 3 = 3 =  1  =  1 2 
 1   12 
   

The orthogonal diagonalizing matrix P for A is

 2 2
− 0 
 2 2 
 1 1 1 
P= −
2 2 2 
 
 1 1 1 
 2 2 
 2

We can go on to find the diagonal matrix from matrix A by computing Pt AP. But we want to find a
variable substitution for the orthogonal diagonalizing matrix P.

Use X = Pt for the diagonalizing substitution. i.e.

 2 2
− 0 
 X1   t1   x  t1   2 2  t 
1
 X  = P t  or      1 1 1  
 2  2  y  = P t 2  =  2 −
2
t2
2  
 X 3  t3   z  t3    t 
 1 1 1  3
 2 2 
 2

2
x= ( −t1 + t3 )
2
 y=
1
2
(
t1 − 2t2 + t3 )
1
(
z = t1 + 2t2 + t3
2
)
Substituting these variables into the given curve equation: 2xy+2xz = 1, we obtain upon simplifying,

DR. A.S. OSUNLEKE 43


the expression

2t22 − 2t32 = 1

So, in standard form

t22 t32 y2 z2
− =1 − = 1(hyperbolic cylinder with axis on x − direction)
1
2
1
2
b2 z 2

Conclusions:
(1) By inspection, it is hyperbolic cylinder

 x2 y2 
 2 − 2 = 1 (1.65)
a b 

(2) By eigenvalues inspection - One zero, 2 of opposite signs, it is hyperbolic Paraboloid or


hyperbolic cylinder

x2 y2
− =1
a2 z2
(1.66)
y 2 x2
z= 2 − 2
b a

From their general formula, it is hyperbolic cylinder.

This expression is easier to handle in curve sketching than 2xy + 2xz.

Example 1.25: use rotation and translation of axes to classify the plane curve.

2 xy + 2 2 x = 1

Solution: This is a 2D – curve in x, y. Therefore compare with the standard quadric form

ax 2 + 2bxy + cy 2 , the symmetric coefficient matrix of the quadric form is

0 1
A= 
1 0

The eigenvalues are 1 = 1 , 2 = −1 and the ODM of A is

 1 1 
 
2 − 2
P=
 1 1 
 
 2 2 

DR. A.S. OSUNLEKE 44


To find the variable substitution, we have
 1 1 

 x  t1   2 2   t1 
  = P  =   
 y  t2   1 1   t2 
 
 2 2 
1
x= ( t1 − t2 )
2
1
y= ( t1 + t2 )
2

On substitution into 2 xy + 2 2 x = 1 , we obtain

1 1 1
2. ( t1 − t2 ) . ( t1 + t2 ) + 2. 2. ( t1 + t2 ) = 1
2 2 2

 ( t1 − t2 )( t1 + t2 ) + 2 ( t1 − t2 ) = 1
 t12 − t22 + 2t1 − 2t2 = 1

Completing the square, we obtain

( t1 + 1) − ( t2 + 1)
2 2
=1 (1.67)

Which describes a hyperbola in t1, t2 axes (learn to sketch the curve).


To translate it to x-y axes, we determine the angle of rotation.
Recall: the rotation matrix (RM) for 2D is:
 Cos Sin 
A= 
 − Sin Cos 
 1 1 

 Cos Sin   2

2
 =
 − Sin Cos   1 1 
 
 2 2 

Rotation angle  = −
4

DR. A.S. OSUNLEKE 45


y
t2

− 𝜋⁄4

t1
− 𝜋⁄4

(Study curve sketching in 2D and 3D)


Note: For 3D, rotation matrix is given by

 Cos Sin 0
 
B =  − Sin Cos 0
 0 (1.68)
 0 1 

Example 1.26: Classify the quadric surface: 36 x + 16 y − 9 z − 72 x + 64 y − 36 z = 80 using (i) direct


2 2 2

and (ii) variable substitution approach.

Solution:
(i) Direct Method: Using completing the square approach
Given curve

36 x 2 + 16 y 2 − 9 z 2 − 72 x + 64 y − 36 z = 80

Rearranging and simplifying, we have

36 x 2 − 72 x + 16 y 2 + 64 y − 9 z 2 − 36 z = 80

 36( x 2 − 2 x) + 16( y 2 + 4 y ) − 9( z 2 + 4 z ) = 80

 36( x 2 − 2 x) + 16( y 2 + 4 y ) − 9( z 2 + 4 z ) = 80

Completing the square, we have

36[( x − 1) 2 − 1] + 16[( y + 2) 2 − 4] − 9[( z + 2) 2 − 4] = 80

DR. A.S. OSUNLEKE 46


36( x − 1) 2 − 36 + 16( y + 2) 2 − 64 − 9( z + 2) 2 + 36 = 80

Rearranging, we obtain

36( x − 1) 2 + 16( y + 2) 2 − 9( z + 2) 2 = 144 (1.69)

Divide through by the constant on the RHS of (1.65), we have


( x − 1) 2 ( y + 2) 2 ( z + 2) 2
 + − =1 (1.70)
4 9 16
In standard form, (1.66) is given as
( x − 1) 2 ( y + 2) 2 ( z + 2) 2
+ − =1 (1.71)
22 32 42
Equation (1.67) describes HYPERBOLOID OF ONE SHEET of the standard equation
x2 y 2 z 2
+ − = 1 [Equation (1.34)]
a 2 b2 c2

(ii) Variable Substitution Method

The SCM of the curve 36 x + 16 y − 9 z − 72 x + 64 y − 36 z = 80 is given as


2 2 2

 36 0 0 
 
e =  0 16 0  (1.72)
 0 0 −9 
 

and
 36 0 0 −36 
 
 0 16 0 32 
= (1.73)
 0 0 −9 −18 
 
 −36 32 −18 −80 
The ranks of the 3x3 and 4x4 matrix in Equations (1.68) and (1.69) are respectively given as
3 = 3 and 4 = 4
The determinant of matrix ∑ is given as
36 0 0 −36
0 16 0 32
= = 590,976
0 0 −9 −18
−36 32 −18 −80
The eigenvalues of the matrix e is given as

1 = −9, 2 = 16 and 3 = 36

The eigenvalues of the matrix ∑ is given as

DR. A.S. OSUNLEKE 47


1 = −94.7, 2 = −6.4, 3 = 24.9 and 4 = 39.2

The signs of matrix e, “k-signs” is: “opposite” and the signs of matrix ∑, “K-signs” is: “opposite”

Conclusion: from Table 1.3, the shape of the quadric curve (3 = 3, 4 = 4,  >0 and k-signs = opposite)
is likely to be Hyperboloid of One Sheet.

Computation of eigenvalues: solving the equation det( A −  I ) = 0 gives

36 −  0 0
0 16 −  0 =0
0 0 −9 − 

This gives 1 = −9, 2 = 16 and 3 = 36

Using the eigenvalues (two of same signs and one of the other sign) and from Table 1.2, the shape of
the quadric curve could probably be Elliptic Cone, Hyperboloid of 2 Sheets or Hyperboloid of 1 Sheet.
The corresponding eigenvectors are obtained as:

0 0 1


1 =  0  ,2 =  1  and 3 =  0 
   
1  0  0
     

The normalized eigenvectors are obtained as:

0 0 1


1 =  0  ,  2 =  1  and 3 =  0 
   
1 0 0
     

The ODM is thus given as

0 0 1
 
P = 0 1 0
1 0 0
 

Using variable Substitution, we obtain

 0 0 1  t1   x 
    
X = Pt =  0 1 0  t2  =  y  (1.74)
 1 0 0  t   z 
  3   

From (1.70),

DR. A.S. OSUNLEKE 48


x = t3
y = t2 (1.75)
z = t1

Substituting Equation (1.71) into the given quadric curve equation,


36 x 2 + 16 y 2 − 9 z 2 − 72 x + 64 y − 36 z = 80 , we have

36t32 + 16t2 2 − 9t12 − 72t3 + 64t2 − 36t1 = 80


Rearranging, simplifying, and completing the square, we have

36(t3 − 1)2 + 16(t2 + 2)2 − 9(t1 + 2)2 = 144 (1.76)

Divide through by the constant on the RHS of (1.72), we have


(t3 − 1) 2 (t2 + 2) 2 (t1 + 2) 2
 + − =1 (1.77)
4 9 16
In standard form, (1.73) is given as
( x − 1) 2 ( y + 2) 2 ( z + 2) 2
+ − =1 (1.78)
22 32 42
Equation (1.77) describes hyperboloid of one sheet centered (1, -2, -2) and intercepts (2, 3, 4).
Therefore the shape of the quadric curve is HYPERBOLOID OF ONE SHEET
x2 y 2 z 2
+ − = 1 [Equation (1.34)]
a 2 b2 c2
Conclusions:
(1) By direct method, it is Hyperboloid of 1 Sheet.

(2) By eigenvalues inspection - 2 of same sign and of the other sign, it could be Elliptic Cone,
Hyperboloid of 2 Sheets or Hyperboloid of 1 Sheet.
(3) From variable substitution, the shape is Hyperboloid of 1 Sheet.

Assignment 1: Classify the quadric surface 2xy +2yz = y + 1


Solution:
Recall that this curve (similar to Example 1.24) has the SCM

0 1 0
 
A = 1 0 1
0 1 0
 

Computation of eigenvalues: det( A −  I ) = 0

DR. A.S. OSUNLEKE 49


− 1 0
i.e. 1 − 1 =0
0 1 −

( ) ( )
 −  2 − 1 − 1(− − 0) + 0(1 + 0) = −  2 − 1 +  = 0

The Eigenvalues are 1 = − 2, 2 = 0, 3 = 2

Computing the eigenvectors for each of the eigenvalues obtained, we have

For 1 = − 2, wesolve theaugmented matrix  A − 1I 0 togive

 1 
 
Eigenvector ,1 =  − 2 
 1 
 

For 2 = 0, wesolve theaugmented matrix  A − 2 I 0 to give

1
 
Eigenvector ,2 =  0 
 −1
 

For 3 = 2, wesolve theaugmented matrix  A − 3 I 0 togive

 1 
 
Eigenvector ,3 =  2 
 1 
 
Normalizing the eigenvectors, we have

 12 
 1   
  − 2
 1 = 1 =  − 2  =
 
 1   2 
   12 
 

DR. A.S. OSUNLEKE 50


 1 
1  
 2 
 2 = 2 =  0  = 0 
 −1  1 
   − 
 2 
1 2 
 1   
   2
 3 = 3 =  2  =
 
 1   2 
  1 2 
 

The orthogonal diagonalizing matrix P for A is

 1 1 1 
 2 2 2 
 
 2 2
P = − 0 
 2 2 
 1 1 1 
 2 −
 2 2 
We can go on to find the diagonal matrix from matrix A by computing Pt AP. But we want to find a
variable substitution for the orthogonal diagonalizing matrix P.

Use X = Pt for the diagonalizing substitution. i.e.

 1 1 1 
 2 2 2 
 X1   t1   x  t1     t1 
 X  = P t  or  y  = P t  =  − 2 2 
 2  2    2  2 0  t2
2  
 X 3  t3   z   t3   t 
 1 1 1  3
 2 −
 2 2 

1
x=
2
(
t1 + 2t2 + t3 )
2
 y= ( −t1 + t3 )
2
1
(
z = t1 − 2t2 + t3
2
)
Substituting these variables into the given curve equation: 2xy+2yz = y +1, we obtain upon
simplifying and completing the square, the expression

DR. A.S. OSUNLEKE 51


− 2(t1 − 14 )2 + 2(t3 − 14 ) 2 = 1

So, in standard form

(t1 − 14 ) 2 (t3 − 14 ) 2
− + =1
1 1
2 2

(t1 − 14 ) 2 (t3 − 14 ) 2 x2 z 2
− + =1 − + = 1(hyperbolic cylinder with axis on y − direction)
1
2
1
2
a2 c2

1 1  1 1 
With centre  ,  and intercepts  4 , 4 
4 4  2 2

DR. A.S. OSUNLEKE 52


1.3 Other Systems of Coordinates
In addition to rectangular coordinates in space, the 3 other systems of coordinates frequently
used are Polar, Cylindrical and Spherical.

(a) Polar Coordinates: The polar co – ordinate in space of the point P in the figure shown are
(𝑟, ∝, 𝛽, 𝛿)

 r P
O  x

y

Where r is the distance OP and ∝, 𝛽, 𝛿 is the directions of OP. the relation connecting the
polar and rectangular Co – ordinates of the point P are:
x = r cos 𝛼 , 𝑦 = 𝑟 cos 𝛽 𝑎𝑛𝑑 𝑧 = 𝑟 cos 𝛾 , where

r =  x2 + y 2 + z 2
(1.78)

x x
cos ∝ = = (1.79)
r x + y2 + z2
2

y y
cos 𝛽 = = (1.80)
r  x2 + y 2 + z 2

z z
cos 𝛾 = =
r  x2 + y 2 + z 2
(1.81)
Note that,
cos 2 ∝ + cos 2 𝛽 + cos 2 𝛾 = 1 (1.82)
Therefore the three coordinates are not independent.
For example: if ∝ = 600 𝑎𝑛𝑑 𝛽 = 450 𝑡ℎ𝑒𝑛
cos 2 𝛾 = 1 − cos 2 ∝ − cos 2 𝛽
1 1 1
= 1− − =
4 2 4

DR. A.S. OSUNLEKE 53


And since ≤ 1800 , 𝛾 = 600 𝑜𝑟 1200

(b) Cylindrical Coordinates


In the cylindrical coordinate systems, the point P (x, y, z) is located by co – ordinates r, 𝜃, z
where r and 𝜃 are the polar co – ordinates of the projection Q of the point P upon the xy –
plane. These co – ordinates are written (r, 𝜃 , z). The relation between cylindrical and
rectangular coordinates are:
𝑥 = 𝑟 cos 𝜃, 𝑦 = 𝑟 sin 𝜃, 𝑧=𝑧
where
𝑟 = ± √𝑥 2 + 𝑦 2 (1.83)
𝑦
𝜃 = 𝑎𝑟𝑐 𝑡𝑎𝑛 (1.84)
𝑥

P (x, y, z)
(r, , z)

z
0 x

r

y
Q

(c) Spherical Coordinates


Let P(x, y, z) be any point in space, and Q the projection of the point P upon the xy – plane.
Denote the distance OP by r as in polar co – ordinates. Denote the angle zOP by ∅
z

P(x,y, z)
 r

O M
x

y
Q
Consider the angle ∅ as positive and 0 ≤ ∅ ≤ 1800 . Denote the angle xOQ by 𝜃. The
symbols r,𝜃, ∅ are called the spherical coordinates of the point P represented by P (𝑟, 𝜃, ∅), r
is called the radius vector, 𝜃 the longitude and ∅ the colatitude of P. The angle 𝜃 may have
any value.

DR. A.S. OSUNLEKE 54


From right angle △ OPQ, we have
OQ = 𝑟 sin ∅,
z = QP = 𝑟 cos ∅
Also from the right angle △ OMQ, we have
OM = OQ cos 𝜃
OMQ = OQ sin 𝜃
Hence
x = OM = 𝑟 cos 𝜃 sin ∅ (1.85)
y = MQ = 𝑟 sin 𝜃 sin ∅ (1.86)
z = QP = 𝑟 cos ∅ (1.87)

r =  x2 + y 2 + z 2 (1.88)

y
 = tan −1 (1.89)
x

z
 = cos −1 (1.90)
 x + y2 + z2
2

These expressions are useful in many problems involving the determination of areas of surfaces or of
volumes under a surface. It provides a simpler approach than methods employed in calculus.

Example 1.27: Change the equation x + y − z = 25 into an equation in polar coordinates.


2 2 2

Solution: In polar coordinates: 𝑥 = 𝑟 cos ∝ , 𝑦 = 𝑟 cos 𝛽, 𝑧 = 𝑟 cos 𝛾


Hence, the given equation becomes
𝑟 2 cos 2 ∝ + 𝑟 2 cos 2 𝛽 − 𝑟 2 cos 2 𝛾 = 25
𝑟 2 (1 − cos 2 𝛾 − cos 2 𝛾 ) = 25
Since cos 2 ∝ + cos 2 𝛽 + cos 2 𝛾 = 1
Then the required equation is
𝑟 2 (1 − 2 cos 2 𝛾 ) = 25

Example 1.28: Transform the equation x2 + y 2 + 2z 2 − 2x − 3 y − z + 2 = 0 to cylindrical

coordinates. For cylindrical coordinates,


𝑟 = 𝑟 cos 𝜃, 𝑦 = 𝑟 sin 𝜃, 𝑧=𝑧
The given equation becomes
𝑟 2 + cos 2 𝜃 + 𝑟 2 sin2 𝜃 + 2𝑧 2 − 2𝑟 cos 𝜃 − 3𝑟 sin 𝜃 − 𝑧 + 2 = 0
𝑟 2 (cos 2 𝜃 + sin2 𝜃 ) − 𝑟 (2 cos 𝜃 + 3 sin 𝜃) + 2𝑧 2 − 𝑧 + 2 = 0
𝑟 2 − 𝑟 (2 cos 𝜃 + 3 sin 𝜃 ) + 2𝑧 2 − 𝑧 + 2 = 0

DR. A.S. OSUNLEKE 55


Example 1.29: Transform the equation 2 x + 3 y − 6 z = 0 to spherical coordinates.
2 2

For spherical coordinates, 𝑥 = 𝑟 cos 𝜃 sin ∅, 𝑦 = 𝑟 sin 𝜃 sin ∅, 𝑧 = 𝑟 cos ∅


The given equation becomes
2𝑟 2 cos 2 𝜃 sin ∅ + 3𝑟 2 sin2 𝜃 sin2 ∅ − 6 cos 2 ∅ = 0

DR. A.S. OSUNLEKE 56


PART II: CALCULUS

2.1 Ordinary Integrals

2.1.1 Line and Surface Integrals


For a definite integral
b

 f ( x)dx
a
(2.1)

we integrate along the x – axis from a to b and the integrand f is a function defined at each
point between a and b. In the case of line integral, we integrate along a curve C in space (or
in a plane) and the integrand will be a function defined at each point of C. The curve C is
called the path of Integration.

We call C a smooth curve if C has a representation


r (t ) = [ x(t ), y (t ), z (t )] = x(t )i + y (t ) j + z (t )k
( a  t  b) (2.2)

Such that r(t) has a continuous derivative r (t ) = dr


1
dt that is nowhere zero.
e.g.

B
C

we call A: r(a) the initial pt, B: r(b) the terminal pt of C with the direction of A to be the
positive direction along C and indicated by an arrow. A and B may coincide so that C is a
closed curve.
A
B

DR. A.S. OSUNLEKE 57


2.1.2 Evaluation of Line integrals
A line integral of a vector function F(r) over a curve C is defined by
b dr
c
F (r ).dr =  F [r (t )].
a dt
dt (2.3)

In terms of components, with dr = [dx, dy, dz] equation (2.1) becomes

 F (r ).dr =  ( F dx + F dy + F dz )
c c 1 2 3 (2.4)

 (F x )
b
= 1
1
+ F2 y1 + F3 z1 dt
a

If the path of integration C in (2.3) is a closed curve, then instead of  we write 


c c .
Example 2.1: Find the value of the line integral of the vector function.
F(r) = -yi + xyj over the circular arc shown below from A to B.

B
C

A
x
1
Solution:
We may represent C by r (t ) = cos t i + sin t j (0 ≤ 𝑡 ≤ 𝜋⁄2)
Thus

x(t ) = cos t
y (t ) = sin t

So that
F [r (t )] = − y (t ) i + x(t ) y (t ) j
= − sin t i + cos t sin t j
Also

r (t ) = − sin t i + cos t j


So that from (2.3)

DR. A.S. OSUNLEKE 58


 2
 F (r ).dr =  ( − sin t i + cos t sin t j ) . ( − sin t i + cos t j )dt
c
0

( sin )
 2
= 2
t + cos 2 t sin t dt
0
 2
 t sin 2t cos3 t   1
= − −  = + = 1.119
2 4 3 0 4 3
2 important questions arise from the last example:
(1) Does the value depend on the particular choice of a representation of the circular arc C? No.
(2) Does the value change if we integrate from the same A to B as before but along another path?
Yes, in general.
We shall see dependence of a line integration path in the next section.

2.1.3. Dependence of Line Integral on path (same end points)


Example 2.2: Solve the same problem in Example 2.1 but this time around along a
different path C given by the straight line segment from A to B
y

1 B

A
x
1
Solution: we may represent
r (t ) = (1 − t ) i + t j
So that
A : r (0) = i and B : r (1) = j
as we want it. Then
F [r (t )] = − y (t ) i + x(t ) y (t ) j
= −t i + (1 − t )t j
Also

r (t ) = − i + j
So from (2.3)
1
 F (r ).dr = 0 −t i + (1 − t )t j  .(− i + j )dt
c

2
=  t + (1 − t )t  dt =
1

0 3
This shows that the value of a line integral (2.3) will in general depend not only on F and the

DR. A.S. OSUNLEKE 59


endpoints A, B of the path but also on the path along which we integrate from A to B.

2.1.4 Line Integral in Space


Examples 2.1 and 2.2 deal with line integrals in the plane x, y. For line integral in the space
x, y, z, the procedure is the same.
Example 2.3: Consider

F (r ) = z i + x j + y k

where C is the curve given by

r (t ) = cos t i + sint j + 3t k (0 ≤ 𝑡 ≤ 2𝜋)

To evaluate the line integral, we proceed as before.

Solution: Given that:


𝑥(𝑡) = 𝑐𝑜𝑠𝑡, 𝑦(𝑡) = 𝑠𝑖𝑛𝑡, 𝑧(𝑡) = 3𝑡
dr
r (t ) = = − sin t i + cos t j + 3k
dt

 F ( r ( t ) ) .r (t ) = (3t i + cos t j + sin t k ).(− sin t i + cos t j + 3k )


= 3t (− sint) + cos 2t + 3sin t
2
 F (r ).dr = 
c 0
(−3t sin t + cos 2t + 3sin t )dt

= 6 +  + 0 = 7 = 21.99
2.1.5 Special Form of Line Integral
Consider
(2.5)
f (r )dt =  f ( r ( t ) ) dt
b
c a

This is a special case of (2.3). The evaluation is however similar to that in the previous
examples.
Example 2.4: Find the value of

f (r )dt =  f ( r ( t ) ) dt
b
c a

where

f = ( x 2 + y 2 + z 2 )2

and C is given by

DR. A.S. OSUNLEKE 60


r (t ) = cos t i + sint j + 3t k (0 ≤ 𝑡 ≤ 2𝜋)

Solution:

(x )
2
= cos 2 t + sin 2 t + ( 3t ) 
2 2
2
+ y2 + z2
 
= (1 + 9t )
2 2

(1 + 9t ) (1 + 18t )
2 2
 f (r )dt =  dt = 
2
2 2
+ 81t 4
0 0

= 2 + 6(2 )3 + 81 (2 )5
5
2.1.6 General Properties of Line Integral
These are similar to the properties of integrals in calculus.

(i) c
fk .dr = k  F .dr
c (2.6)

(ii)  ( F + G ) .dr =  F .dr +  G.dv


c c c (2.7)
Where the orientation of C is the same in all the integrals
(iii)  F.dr = 
c c1
F .dr +  F .dr
c2
(2.8)
Where the path C is subdivided into two arcs C1 and C2 that have the same orientation as C.
If the sense of integration along C is reversed. The value of he integral is multiplied by -1.

2.2 DOUBLE INTEGRALS

y h(x)

R
g(x)

x
a b
Double integral over a region R may be evaluated by two successive integrations. Suppose
that R can be described by inequalities of the form.
𝑎 ≤ 𝑥 ≤ 𝑏,
𝑔(𝑥) ≤ 𝑦 ≤ ℎ(𝑥)
So that y = g(x), y = h(x) represent the boundary of R.

DR. A.S. OSUNLEKE 61


 h( x)
b  (2.9)
Then  f ( x, y )dxdy =    f ( x, y )dy  dx
a  
R  g ( x)

We first integrate the inner integral


h( x)


g ( x)
f ( x, y )dy (2.10)

In this integration, we keep x fixed, i.e. we regard x as constant. The result of this integration
will be a function of x, say F(x). By integrating F(x) over x from a to b, we then obtain the
value of the double integral in (2.9).
Similarly, if R can be described by the inequalities of the form.
𝐶 ≤ 𝑦 ≤ 𝑑, 𝑃(𝑦) ≤ 𝑥 ≤ 𝑞(𝑦) (2.11)

y
p(y)
d

q(y)
R

x
Then we obtain

 p( y)
d 
 f ( x, y )dxdy =    f ( x, y )dx  dy
c  
(2.12)
R  q( y)
We integrate first over x (treating y as constant) and then the resulting function of y from c
to d. If R can not be represented by those inequalities, but can be subdivided into finitely
portions or regions, we may integrate f(x,y) over each portion separately and add the results.

2.2.1 Change of Variables in Double Integrals


It will often be necessary to change the variables of integration in double integrals. For
instance, in the case of
b
 a
f ( x)dx (2.13)

A new variable of integration, you can be introduced by setting x = x(𝑢) where the function
x(𝑢) is continuous and has a continuous derivative in some interval ∝≤ 𝑥 ≤ 𝛽 such that
𝑥(𝛼 ) = 𝑎, 𝑥(𝛽 ) = 𝑏

DR. A.S. OSUNLEKE 62


Then

f ( x)dx =  f ( x ( u ) )
b  dx
a  du
.du (2.14)

For example: Let 𝑓 (𝑥 ) = √1 − 𝑥 2 with a = 0, b = 1;


Set x = sin u
Then
𝑓(𝑥(𝑢)) = √1 − 𝑠𝑖𝑛2 𝑢 = 𝑐𝑜𝑠 𝑢
dx
= cos u ∝ = 0, 𝛽 = 𝜋⁄2
du

1 2

 1 − x dx =
2
 cos
2
udu = 
4
0 0

In the case of a double integral

 f ( x, y)dxdy
R
(2.15)

New variables of integration u, v can be introduced by setting x = x(u,v); y = (u,v) where the
functions x (u,v) and y (u,v) are continuous and have continuous first partial derivatives in
some region R* in the uv – plane and such that the point (x,y) corresponding to (u,v) in R*
lies in R. To evaluate (2.15), we need to define the Jacobian,
x x
 ( x, y ) u v
J= = (2.16)
 (u , v) y y
u v
J is either positive throughout R* or negative throughout R*. Then

 ( x, y )
 f ( x, y ) dxdy =  f  x ( u, v ) , y ( u , v ) dudv (2.17)
R R*
 ( u, v )

That is, the integrand is expressed in terms of u and v and dxdy is replaced by dudv times
the absolute value of the Jacobian, J.

For example, we can change variables from cylindrical system of coordinate


(x, y, z) to cylindrical coordinates (r, 𝜃, z) by setting
𝑥 = 𝑟 𝑐𝑜𝑠𝜃
𝑦 = 𝑟 𝑠𝑖𝑛𝜃
then

DR. A.S. OSUNLEKE 63


x x
 ( x, y ) r 
J= =
 ( r ,  ) y y
r 
Cos −rSin
= =r
Sin rCos

  f ( x, y ) dxdy =  f ( r cos  , r sin  ) r drd


R R*

Where R* is the region in the 𝑟 − 𝜃 plane corresponding to R in the x – y plane.

Example 2.5: Evaluate the double integral

 ( x )
+ y 2 dxdy where R is the square in the figure below
2

u=2
v =2

x
v =0

u=0

Where R is defined by the transformation


x+ y =u
x− y =v
Subject to the b.c. 0 ≤ 𝑢 ≤ 2; 0 ≤ 𝑣 ≤ 2
Solution: the shape of R suggests the transformation x + y =u , x – y = v? then
1
x= (u + v )
2
1
y = (u − v )
2

 ( x, y )
1 1
2 2
The Jacobian J = =−1=
 ( u, v ) 1 − 1 2
2 2
R corresponding to the square
0 ≤𝑢 ≤2
0 ≤𝑣 ≤2
and therefore

DR. A.S. OSUNLEKE 64


2 2

 ( ) ( )
1 2 2 1
x 2 + y 2 dxdy =   u + v − dudv
R 0 0
2 2
8
=
3

2.2.2 Applications of Double Integrals


Double integrals here various geometrical and physical applications.
(1) Area calculation – The area A of a region R in the x – y plane is given by the double integral
A =  dxdy (2.18)
R

(2) Volume V beneath surface z = f (x, y) and above a region R in the x – y plane is
V =  f ( x, y ) dxdy (2.19)
R

(3) Total Mass M in R is


M =  f ( x, y ) dxdy (2.20)
R

(4) The centre of gravity – the c of g of the mass in R has the co – ordinates ( x , y ) given by

1
x=
M  xf ( x, y )dxdy
R
(2.21)
1
y=
M  yf ( x, y ) dxdy
R

DR. A.S. OSUNLEKE 65


(5) Moment of inertia Ix, Iy – g the mass M in R about the x – and y axes respectively are:

I x =  y 2 f ( x, y ) dxdy
R
(2.22)
I y =  x 2 f ( x, y ) dxdy
R

Example 2.6: Let f(x,y) = 1, be the density mass in the region R:

0  y  1 − x 2 ;0  x  1

x
1

Find the centre of gravity and moment inertia Ix, Iy


Solution: The total mass in R is

M =  f ( x, y ) dxdy
R
(use x = sin𝜃)
1 1− x 2 1
=  dydx =  1 − x 2 dx
0 0 0


= 2
cos  d = 
0 4
The coordinates of the c of g are
1
x=
M  xf ( x, y ) dxdy
R

4
x=
  xdxdy
R

4  1− x2
1 
= 
 0 0  xdy 

4 1
=  x 1 − x 2 dx
 0

4 0 4

=− z 2 dz =
1 3
4
Similarly, y =
3
The moments of inertia:

DR. A.S. OSUNLEKE 66


I x =  y 2 f ( x, y )
R

1 1− x 2 
=  y 2 dxdy =    y 2 dy  dx
R
0
 0 

( )
3
1 1
=  1 − x 2 dx
3 0
1 
=  2 cos 4  d = 
3 0 16

2.3 SURFACE INTEGRALS


In a line integral, we integrate over a curve C and use the representation of C for writing the
line integral as a definite integral taken over an interval 𝑎 ≤ 𝑡 ≤ 𝑏 on the t axis, where t is
the parameter in the parametric representation r (t) of C.
In a surface integral, we shall integrate over a surface S and shall use the representation of S
to write the surface integral as double integral over some region R in a plane. For this reason,
we first consider parametric representation of surfaces suitable for this purpose.

2.3.1 Parametric Representation of Surfaces


Surfaces are 2 – dimensional. Hence we need two parameters (in line integral we need one -
t), which are called u and v. Thus a parametric representation of a surface S is the form.

r (u, v) = x(u , v) i + y (u , v) j + z (u , v ) k (2.23)

R is some region in the u-v plane.

1. Cylinder
Consider a cylinder 𝑥 2 + 𝑦 2 = 𝑎2 . The components of r (u, v) in the case of a cylinder are:
x = a cos u
y = a sin u (2.24)
z=v
so that the parametric equation becomes
𝑟 (𝑢, 𝑣) = 𝑎 cos 𝑢𝑖⃗ + 𝑎 sin 𝑢𝑗⃗ + 𝑣𝑘⃗⃗ (2.25)
where the parameters u, v vary in the rectangle R on the u,v – plane given by
𝜃 ≤ 𝑢 ≤ 2𝜋, −1 ≤ 𝑣 ≤ 1
Check: if 𝑥 2 + 𝑦 2 = 𝑎2 is obtained as

DR. A.S. OSUNLEKE 67


z

v=1

v=0

x v = -1

x 2 = a 2 cos 2 u
y 2 = a 2 sin 2 u
x 2 + y 2 = a 2 (cos 2 u + sin 2 u )
 x2 + y 2 = a2

2. Sphere:
A sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑎2 can be represented in the parametric form:

r (u, v) = a cos u sin v i + a sin u sin v j + a cos v k (2.26)

where the components of r (u, v) are


x = a cos u sin v
y = a sin u sin v (2.27)
z = a cos v
( 0  u  2 ;0  v  2 )
(Check if 𝑥 2 + 𝑦 2 + 𝑧 2 = 𝑎2 ).
Another parametric representation of a sphere takes the form
𝑟 (𝑢, 𝑣) = 𝑎 cos 𝑣 cos 𝑢 𝑖 + 𝑎 cos 𝑣 sin 𝑢 𝑗 + 𝑎 sin 𝑣 𝑘 where
0 ≤ 𝑢 ≤ 2𝜋; − 𝜋⁄2 ≤ 𝑣 ≤ 𝜋⁄2.
Proof/check: The components of r (u, v) are
𝑥 = 𝑎 cos 𝑣 cos 𝑢, 𝑦 = 𝑎 cos 𝑣 sin 𝑢, 𝑧 = 𝑎 sin 𝑣
x 2 + y 2 + z 2 = a 2 cos 2 v cos 2 u + a 2 cos 2 v sin 2 u + a 2 sin 2 v
( )
= a 2 cos 2 v cos 2 u + sin 2 u + a 2 sin 2 v

( )
= a 2 cos 2 v + sin 2 v = a 2

3. A cone
Consider a circular cone
𝑧2 = 𝑥2 + 𝑦2 0 ≤ 𝑧 ≤ 𝐻 the components of r (u, v) are necessarily
𝑥 = 𝑢 cos 𝑣, 𝑦 = 𝑢 sin 𝑣 , 𝑧 = 𝑢. so that 𝑟(𝑢, 𝑣) = 𝑢 cos 𝑣 𝑖 + 𝑢 sin 𝑣 𝑗 + 𝑢𝑘

DR. A.S. OSUNLEKE 68


where
0 ≤ 𝑢 ≤ 𝐻; 0 ≤ 𝑣 ≤ 2𝜋.
(check: 𝑥 2 + 𝑦 2 = 𝑢2 cos 2 𝑣 + 𝑢2 sin2 𝑣 ) = 𝑢2 = 𝑧 2
Example 2.7: Find the parametric representation of the following surfaces

Parabolic cylinder: y = x
2
(i)

r (u, v) = u i + u 2 j + v k

(ii) Elliptic cylinder: 9𝑥 2 + 4𝑧 2 = 36


x2 z 2
 + =1
4 9
The components of r (u, v) becomes
𝑥 = 2 cos 𝑢 , 𝑧 = 3 sin 𝑢, 𝑦 = 𝑣 (𝑦 ≠ 0 )
Therefore, 𝑟 (𝑢, 𝑣) = 2 cos 𝑢 𝑖 + 𝑣𝑗 + 3 sin 𝑢 𝑘
4 cos 2 u 9sin 2 u
Check: + =1
4 9
(iii) Paraboloid; 𝑧 = 4(𝑥 2 + 𝑦 2 ). The components of r (u, v) are
𝑥 = 𝑢 cos 𝑣 , 𝑦 = 𝑢 sin 𝑣 , 𝑧 = 4𝑢2 such that
𝑟 (𝑢, 𝑣) = 𝑢 cos 𝑣 𝑖 + 𝑢 sin 𝑣 𝑗 + 4𝑢2 𝑘
4(𝑥 2 + 𝑦 2 ) = 4(𝑢2 cos 𝑣 + 𝑢2 sin2 𝑣 )
= 4𝑢2
Assignment: 𝑧 = (𝑥 2 + 𝑦 2 )2
Soln: 𝑟 = 𝑢 cos 𝑣 𝑖 + 𝑢 sin 𝑣 𝑗 + 𝑢2 𝑘

2.3.2 Evaluation of Surface Integrals


Given a piecewise smooth surfaces
r (u , v) = x(u , v) i + y (u , v ) j + z (u , v ) k (2.28)
and a normal vector N of the surface S at P given by

 r r 
N = ru  rv  0  ru = , rv =  (2.29)
 u v 

having a unit normal vector n

1 1
n= N= ru  rv (2.30)
N ru  rv

DR. A.S. OSUNLEKE 69


n

we can then define a surface integral of a vector function F over S by

 F .ndA =  F ( r (u, v )) .N (u, v ) dudv


S R
(2.31)

Thus surface integral is a double integral over the region R in the uv – plane corresponding
to S and exists for continuous F and piecewise smooth S
Note: this integral arises naturally in flow problem where it gives the flux across S (= mass
of fluid crossing S per unit time) when F =  V where  is the density of the fluid and V is
the velocity vector of the flow. We may thus call the surface integral (2.31) the flux integral.
Example 2.8: Compute the flux of water through the parabolic cylinder
S: 𝑦 = 𝑥 2 , 0 ≤ 𝑥 ≤ 2, 0 ≤ 𝑧 ≤ 3
when the velocity vector is 𝐹 = 𝑦 𝑖̅ + 2𝑗̅ + 𝑥𝑧𝑘̅ speed being measured in metres/sec.
Solution: Flux Integral =  F .ndA
S

=  F ( r ( u , v ) ) .N ( u , v ) dudv
R

Defined the parametric representation of surface S.


S: 𝑟 (𝑢, 𝑣) = 𝑥 (𝑢, 𝑣)𝑖̅ + 𝑦(𝑢, 𝑣)𝑗̅ + 𝑧(𝑢, 𝑣)𝑘̅
Let x = u, then y = u2
z = v (cannot be zero)
r = u𝑖̅ + u2𝑗̅ +v𝑘̅
r
ru = = i + 2u j
u
r
rv = =k
v
The normal vector N of surface S is therefore
r r r
N = ru  rv = ( i + 2uj )  k ( )
r r
= 2ui − j

Also

DR. A.S. OSUNLEKE 70


F = yi + 2 j + xzk
= u 2 i + 2 j + uvk

Hence,

( )
F .N = u 2i + 2 j + ujk . ( 2ui − j )
= 2u 3 − 2

3 2 3
 2u 4 2 3

S F .ndA = 0 0 (
2u 3
− 2 )
dudv = 0  4 − 2u 0 dv = 0 4dv = 4v
3
0

= 12m3 / s

Taking w = 1g / cc = 1000kg / m3 then mass flux = ρ x (volume flux) = 103 x 12m3/s =

12000kg/s

Example 2.9: Find the flux (surface) integral of function F = xi + yj through a surface S: z
= 2x + 3y
0 ≤ 𝑥 ≤ 2; −1 ≤ 𝑦 ≤ 1
Solution:
Define the parametric expression for the surface S
Let x = u, y = v, then z = 2u +3v hence
r ( u , v ) = ui + vj + ( 2u + 3v ) k
ru = i + 2k , rv = j + 3k
N = ru  rv = ( i + 2k )  ( j + 3k )
= −2i − 3 j + k

Also
F = xi + yj = ui + vj

F .N = ( ui + vj ) . ( −2i − 3 j + k )
= −2u − 3v = −2u − 3v

1 2

 F .ndA =   ( −2u − 3v )dudv


S 1 0

DR. A.S. OSUNLEKE 71


1
 1
=   −u 2 − 3uv  ( −4 − 6v ) dv
u =2
u =0 dv =
−1  −1
1
 3 
1
= −2  ( 2 + 3v ) dv = −2  2v + v 2 
−1  2  −1
= −8

2.3.3 Other Type of Surface Integral


Another expression for evaluating surface integral (similar to equation 2.31) is

 G ( r )dA =  G r (u, v ) N (u, v ) dudv


S R
(2.32)

Here dA = N dudv = ru  rv dudv is the element of area of the surface S represented by

equation

r ( u, v ) = x ( u, v ) i + y ( u, v ) j + z ( u , v ) k

In particular, taking G = 1, we obtain the area A of S given by

A ( S ) =  dA =  ru  rv dudv
S

Example 2.9: Find the area of a sphere whose surface S is represented by the parametric
expression

r ( u, v ) = a cos v cos ui + a cos v sin uj + a sin vk Where 0  u  2 , −   v = 


2 2
Solution:

2 2
A ( S ) =  dA =   ru  rv dudv
S − 0
2
r r
ru = −a cos v sin ui + a cos v cos uj
r r r
rv = − a sin v cos ui − a sin v sin uj + a cos vk
r r r r
ru  rv = a 2 cos v sin v sin 2 uk + a 2 cos 2 v cos uj + a 2 cos v sin v cos 2 uk + a 2 cos 2 v cos ui
r r r
= a 2 cos 2 v cos ui + a 2 cos 2 v sin uj + a 2 cos v sin vk

Hence

DR. A.S. OSUNLEKE 72


1
ru  rv = a 2 cos 4 v cos 2 u + cos 2 v sin 2 u + cos 2 v sin 2 v  2

( )
1
= a 2 cos 4 v cos 2 u + sin 2 u + cos 2 v sin 2 v 
2

( )
1
= a 2 cos 2 v cos 2 + sin 2 v 
2

( )
1
= a 2 cos 2 v 2
= a 2 cos v


2 2
A( S ) =   a
2
cos vdudv
− 0
2

 
2 2
2
=  ua 2 cos v  dv = 2 a 2
0  cos vdv
− −
2 2


= 2 a 2 sin v  2

= 2 a 2 sin  − sin −  
 2 2  ( )
= 2 a 2 2sin  ( 2 )
= 4 a 2
Assignment:
(1) Find the area of a cylinder whose surface S is represented by the parametric
expression.

r ( u, v ) = a cos ui + a sin uj + vk

Where 0 ≤ 𝑢 ≤ 2𝜋, −𝑙 ≤ 𝑣 ≤ 𝑙 (Ans = 4𝜋𝑎𝑙)


(2) Find the flux integral of function 𝐹 = 𝑥 2 𝑗 − 𝑥𝑧𝑘 through a surface
𝑆: 𝑟 = 𝑢𝑖 + 𝑢 2 𝑗 + 𝑣𝑘 ; 0 ≤ 𝑢 ≤ 1, −2 ≤ 𝑣 ≤ 2

DR. A.S. OSUNLEKE 73


2.4 TRIPLE INTEGRALS
Consider a function f(x, y, z) defined in a bounded closed region T in space. The triple
integral of f(x, y, z) over the region T is defined by

 f ( x, y, z ) dxdydz
T
or  f ( x, y, z ) dv
T
(2.33)

Triple integrals can be evaluated by three successive integrations similar to the evaluation of
double integrals (by two successive integrations)

Example 2.10: find the total mass of a mass distribution of density in a region T in space,
where
(i) ρ =xyz; T the cube: 0 ≤ 𝑥 ≤ 1, 0 ≤ 𝑦 ≤ 1, 0≤ 𝑧 ≤ 1.
(ii) 𝜌 = 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑦, 𝑇 the box: 0 ≤ 𝑥 ≤ 𝜋, 0 ≤ 𝑦 ≤ 𝜋⁄2 , 0 ≤ 𝑧 ≤ 2
Solution:
(i) ρ = xyz
1
1 1 1
 x 2 yz  1 1
M T =    xyzdxdydz =    dydz
0 0
0 0 0
2  x =0

1 1
1
2 0 0
= yzdydz

y =1
1 1 y 2 zdz 1 1
= 
4 0
= zdz = 1
2 0 2 8
y =0

(ii)  = sin x cos y



2 2
MT =    sin x cos ydxdydz
0 0 0


2 2

  − cos x cos y 
2
= x =0
dydz
0 0

2 
= 
2
2 cos ydydz
0 0

 2

=   2sin ydz 
2 2
=  2dz = 2 z
2

0 y =0 0
0

=4

DR. A.S. OSUNLEKE 74


PART III: SCALAR AND VECTOR ANALYSIS
In formulating physical problems it is often necessary to associate with every point (x, y, z) of a region
R of space some vector F (x, y, z). It is usual to call F (x, y, z) a vector function and to say that a
vector field exists in R. Similarly, if a scalar ∅ (𝑥, 𝑦, 𝑧) is defined at every point (x, y, z) of R then a
scalar field is said to exist in R.

3.1 SCALAR AND VECTOR FIELDS


Suppose a scalar function ∅ (𝑥, 𝑦, 𝑧)is differentiable in R. Then the gradient of ∅ (𝑥, 𝑦, 𝑧)
(usually denoted by grad ∅)is defined as
     
grad  = i + j +k (3.1)
x y k
Where i, j, and k are unit vectors in the Ox, Oy and Oz directions.

O y

So grad  is a vector function whose x, y, and z components are the first partial derivatives
of  (x, y, z) w.r.t. x, y, and z respectively.
Example 3.1: if  (x, y, z) = xyz + 2x
Then
    
grad  =  i + j + k  
 x y z 
is known as vector differential operator

 grad = ( yz + 2 ) i + xzj + xyk

The expression in the bracket is known as a vector differential operator. It is very much
important in vector calculus and it is derived by a special symbol  (pronounced ‘del’) so
that
  
i +j +k (3.2)
x y z
  
 = grad  = i + j +k (3.3)
x y z
Note: , as it is used above, must always be applied to a scalar function.
Now suppose we can have dr, an infinitesimal vector displacement such that

DR. A.S. OSUNLEKE 75


dr dx dy dz
=i + j +k (3.4)
dt dt dt dt
Where t is some parameter.
Then
dr       dx dy dt 
(  ) . = i +j +k  . i + j + k 
dt  x y z   t t t 
d  dx  dy  dz
= + + (3.5)
dt x dt y dt z dt

is the total differential coefficient of  ( x, y, z ) w.r.t. t.


𝑑∅
Where 𝑑𝑡

3.2 Operations with the operator 


If 1, and 2 are the differentiable scalar functions in R then following operations held for
:
(i) ( 1 +2) = 1 +2
(ii) ( 1 2) = 12 + 21
(iii) (C 2) = C 2, C is an arbitrary constant.
Using the  operator, it is possible to define other quantities. E.g, we defined 2(del –
squared-) as the scalar product of vectors.
      d  d d 
2 =.  =  i +j +k  . i +j +k 
 x y z   x y z 

  2  2  2 
= 2 + 2 + 2  (3.6)
 x y z 
Which is just the 3- dimensional laplacian. So that Laplace’s equation in 3 – dimensions may
be written in the abbreviation form as

 2 = 0 (3.7)

Where
 2 2 2 
2 =  2 + 2 + 2  (3.8)
 x y z 
Also the operation  (del dot) may be applied to any vector function F(x, y, z) to give the
divergence of F(x,y,z) (written as div F).
So,
  
.F = divF = (i +j + k ).(iFx + jFy + kFz )
x y z

DR. A.S. OSUNLEKE 76


Fx Fy F
= + +k z (3.9)
x y z

Where Fx , Fy, and Fz are functions of x,y, and z.

Example 3.2: If F = ix2y + jy2z + kz2x


Then
.F = div F = 2 xy + 2 yz + 2 zx
= 2( xy + yz + zx ).

Thus it can be seen that the quantity 2 defined in equation (3.5) and (3.6) above can be
written symbolically as
2 = . = div grad  (3.7)
Besides, the operator  can also be applied to a vector product. The operation is  on
F(x,y,z). The vector product,  F defines the curl of F (written as curl F) and is such that
  
 F = curl F = (i +j + k )  (iFx + jFy + kFz ) (3.8)
x y z

i j k
  
=
x y z
(3.9)
Fx Fy Fz
 F Fy   F F   Fy Fx 
= i z − z + j x − z + k − 
 y   z x   x y 

Curl F is therefore a vector function.

Example 3.3: If F (x, y, z) is a vector function defined by


F = ix2y + jy2z + kz2x
: curl F = i(-y2) + j(-z2) + k(-x2)

3.3 Operations in Vector Fields


The following operations are valid for both the div and Curl of vector function F and G

(i) div (F + G) = div F + div G

Or

. (F + G) = .F + .G (3.10)

DR. A.S. OSUNLEKE 77


(ii) Curl (F + G) = Curl F + Curl G

Or

(F+G) = F + G (3.11)


Since Curl F is a vector, let us consider the result of taking its divergence i.e.
. (F) = div curl F

  
x y z
  
= =0
x y z
Fx Fy Fz

Since two rows of the determinant are identical consequently,


.(F) = div Curl F = 0 for all F (3.12)
Conversely if G is a vector function such that div G = 0, then we may infer that G is the Curl
of some vector function F. Vector functions whose divergences are identically zero are said
to be SOLENOIDAL.

Likewise since grad  is a vector function we may consider the result of taking its curl:
 = Curl grad 
         
=i + j + k i +j +k 
 x y z   x y z 

i j k
  
=
x y z
  
x y z

  2  2    2  2    2  2 
=i − + j −  + k  −  =0 (3.13)
 yz yz   xz xz   xy xy 
Hence for all 
 = 0 (3.14)
Again conversely we may infer that if G is a vector function whose Curl is identically zero,
then G must be the gradient of some scalar function. Vector Functions whose Curls are
identically zero are said to be Irrotational. We see from (3.13) that if F is an irrotational

DR. A.S. OSUNLEKE 78


vector function (Curl F = 0), then another irrotational vector is

F + grad

Where  is any scalar function. This follows since

Curl (F + grad) = Curl F + Curl grad = 0 (3.15)


From the above definitions, it is possible to obtain a number of useful vector differential
relations.

3.4 VECTOR DIFFERENTIAL RELATIONS


If F and G are arbitrary vector functions and  is an arbitrary scalar function and if
differentiability of all function assumed, then.

.(F) = (.F) + F.() (3.16)

(F) = (F) + ()F (3.17)

.(FG) = G. (F) – F.(G) (3.18)

(FG) = F(.G) – G(.F) + (G.)F – (F.)G (3.19)

(F.G) = (F.(G + (G.)F)) + F(G) + G(F) (3.20)

(F) = (.F) - 2F (3.21)


Example 3.4: we can prove (3.19) from first principle. Consider the x component of
(FG), it is
   
( F  G ) z − ( F  G ) y = ( FxGy − FyGx ) − ( FzGx − FxGz ) (3.22)
y y y z

 G G   F F         
= Fx  y + z  − Gx  y + z  +  Gy + Gz  Fx −  Fy + Fz  Gx (3.23)
 y z   y z   y z   y z 

We now add
Gx
Fx
x
to the first group of terms and subtract from the 4th group, likewise we add to the 2nd group
of term and substract it from the 3rd group. Likewise, we add
F
Gx x
x

DR. A.S. OSUNLEKE 79


To the 2nd group of term and subtract from the third group.
 we write (3.23) as

 G G y Gz   Fx Fy Fz 


= Fx  x + +  − Gx  + + +
 x y z   x y z 
(3.24)
         
Fx  Gx + G y + Gz  − Gx  Fx + G y + Fz 
 x y z   x y z 

= Fx.G − Gx.F + ( G. ) Fx − ( F . ) Gx (3.25)

Similarly, the y and z components of (FG) may be obtained from (3.25) by changing the
suffix x to y and z respectively. Hence multiplying these three component by i, j, k
respectively and adding, we finally obtained the required result.
Example 3.5: Obtain the gradient of the scalar function r n where r = ix + jy + kz
Let F(r) = rn
    
grad F (r ) = F (r ) =  i +j + k  .F (r )
 x y z 
F (r ) F (r ) F (r )
=i +j +k
x y z
dF (r ) r dF (r ) r dF (r ) r
=i . +j . +k .
dr x dr y dr z

dF (r )
 = nr n −1
dr
So,
dF (r )  r r r 
F ( r ) = i + j + k 
dr  x y z 
 r r r 
= nr n −1  i + j + k  = nr n −1 ( i + j + k )
 x y z 
= nr n − 2 . r  ( i + j + k )
i j k
n−2
= nr rx ry rz = nr n − 2 [( y − z )i + ( z − x) j + ( x − y )k ]
1 1 1

3.5 Vector operations in Curvilinear Coordinates.


We often use coordinates other than Cartesian coordinate. Thus we may have to find the
appropriate expression for the gradient, divergence or curl operations.

DR. A.S. OSUNLEKE 80


For Cartesian coordinate x, y, z , we write:
x = x1, y = x2 , z=x3 (3.26)
For cylindrical (r, θ, z), we write:
x1 = r cosθ, x2 = rsinθ, z3= z (3.27)
Transformations in Equation (3.27) are used in problems exhibiting cylindrical symmetry.
Similarly, the following transformations for Spherical coordinate,(r, θ,∅) given by:
x1 = rcosθsin∅, x2 = rsinθsin∅, x3 = rcos∅ (3.28)
may be employed in the case of spherical symmetry.

The above equations can be re written in the form:


x1= x1(q1,q2,q3), x2= x2(q1,q2,q3), x3= x3(q1,q2,q3) (3.29)
So that for every point P assumed, its coordinate are determined by a unique triple
coordinates q1, q2, q3 so that we can solve equation (3.29) in the form q1= q1(x1, x2, x3), q2=
q2(x1, x2, x3), q3= q3(x1, x2, x3).

3.5.1 Transformation of the Linear Element


Let us transform the square of the linear element
3
ds 2 = dx12 + dx22 + dx32 =  dxi (3.30)
i =1

By the chain rule,


3
xi
dxi =  dq j (3.31)
j =1 q j
3 3
 ds 2 =  dxi2 =  dxi .dxi
i =1 i =1

3  xi3 3
x 
=   dq j .  i dqk  (3.32)
 j =1 q j
i =1  k =1 qk 
 ds = h1 .dq1 + h2 .dq2 + h3 .dq32
2 2 2 2 2 2
(3.33)

DR. A.S. OSUNLEKE 81


2
 x 
3
h =  i 
2

i =1  q1 
1

2
 x 
3
h =  i 
2
(3.34)
i =1  q2 
2

2
 x 
3
h =  i 
2

i =1  q3 
3

Example 3.6: For instance, in the q-notation, the cylindrical co-ordinate q1= r, q2= θ, q3 = z

x1 = q1cosq2, x2 =q1sinq2, x3 = q3
2 2 2 2
 x   x   x   x 
3
h =  i  =  1  +  2  +  3 
2
(3.35)
i =1  q1   q1   q1   q1 
1

x1 x x
= cos q2 , 2 = sin q2 , 3 = 0 (3.36)
q1 q1 q1
h12 = cos2 q2 + sin 2 q2 + 0 = 1
2 2 2 2
 x   x   x   x 
3
h =  i  =  1  +  2  +  3 
2
(3.37)
i =1  q2   q2   q2   q2 
1

x1 x x
= − q1 sin q2 , 2 = q1 cos q2 , 3 = 0 (3.38)
q2 q2 q2
h22 = q12 sin 2 q2 + q12 cos 2 q2 + 0
(3.39)
(
= q12 sin 2 q2 + cos 2 q2 = q12 )
2 2 2 2
 x   x   x   x 
3
h =  i  =  1  +  2  +  3 
2
(3.40)
i =1  q3   q3   q3   q3 
3

x1 x x
= 0, 2 = 0, 3 = 1
q3 q3 q3
 h32 = 1 (3.41)

Consequently,
ds 2 = h12 dq12 + h22 dq22 + h32 dq32 (3.42)
 ds = dq + q dq + dq
2 2
1
2
1
2
2
2
3
(3.43)
= dr 2 + r 2 d 2 + dz 2

DR. A.S. OSUNLEKE 82


Example 3.7: Linear element in spherical coordinates

In spherical coordinates, its coordinates represented by q1= r, q2 = θ,q3 = ∅ are defined

by:

x1 =q1cosq2sin q3

x2 =q1sinq2sinq3

x3 =q1cosq3
h = cos q2 sin 2 q3 + sin 2 q2 sin 2 q3 + cos 2 q3
1
2 2

= sin 2 q3 (cos 2 q2 + sin 2 q2 ) + cos 2 q3


= sin 2 q3 + cos 2 q3 = 1
h22 = q12 sin 2 q2 sin 2 q3 + q12 cos 2 q2 sin 2 q3 + 0
= q12 sin 2 q3 (sin 2 q2 + cos 2 q2 ) = q12 sin 2 q3
h32 = q12 cos 2 q2 cos 2 q3 + q12 sin 2 q2 sin 2 q3 + q12 sin 2 q3
= q12 [cos 2 q3 (cos 2 q2 + sin 2 q2 ) + sin 2 q3 ]
= q12
ds 2 = dq12 + q12 sin 2 q3 dq22 + q12 dq32
= dr 2 + r 2 sin 2  d 2 + r 2 d 2

3.5.2 Transformation of the Gradient

For the x coordinates, where


d x = dx1i + dx2 j + dx3k (3.44)

Similarly for the q – coordinates, we can write


dq = h1dq1uˆ + h2 dq2vˆ + h3dq3 wˆ
(3.45)
s1 = h1q1 ,

Now let q1 increases by ∆q1, then we move

ds = s1 + s2 + s3 (3.46)

DR. A.S. OSUNLEKE 83


In the u-direction ∆s1.
s1 = h1q1 (3.47)

In the limit,
V q1 q1 1
limit = = (3.48)
s1 →0 V s1 s1 h1

Also
q2 1
= (3.49)
s2 h2

And
q3 1
= (3.50)
s3 h3

So for the components of the gradient ∇f of a differentiable scalar function (q1,q2,q3)

Thus,
f f q1 1 f
= . = (3.51)
s1 q1 s1 h1 q1

Therefore, in the u,v,w direction grad f gives

1 f 1 f 1 f (3.52)
grad f = f = uˆ + vˆ + wˆ
h1 q1 h2 q2 h3 q3

Example 3.8: Find the gradient of a scalar function f in the (i) cylindrical and
(ii) spherical coordinates.
Solution:
(i) In the cylindrical coordinates r, θ, z given by x1 = rcosθ, x2 = rsinθ, x3 =Z, we have:
h1=hr =1, h2=hθ =q1=r, h3=hz =1 with q1=r, q2=θ, q3=∅, gives the gradient

1 f 1 f 1 f
grad f = f = u+ v+ w
h1 q1 h2 q2 h3 q3
f 1 f f
= u+ v+ w
r r  z

DR. A.S. OSUNLEKE 84


(ii) in the spherical coordinates r,θ,∅, we have h1= hr=1, h2= hθ= q1sinq3=
rsin∅, h3=h∅=q1=r with q1=r, q2 =θ, q3=∅

f 1 f 1 f
grad f = f = u+ v+ w
r r sin   r 

1   (rF1 )  ( F2 )  (rF3 ) 
div f = . f =  + +
r  r  z 
1  (rF1 ) 1  ( F2 ) F3
. f = + +
r r r  z

3.53 Transformation of the Divergence and the Laplacian

For the divergence, we obtain in orthogonal curvilinear coordinate (q1,q2,q3 with h1, h2, h3

given by equation (3.34).

1   (h2 h3 F1 )  (h1h3 F2 ) (h1h2 F3 ) 


div f = . f =  + +  (3.53)
h1h2 h3   q1 q2 q3 

Example 3.9: Find the divergence of a vector function F in the (i) cylindrical and (ii)

spherical coordinates.

Solution:.

(i) In the cylindrical coordinates, the transformations are given as

q1= r, q2 = θ,q3 = Z and h1=1, h2=r, h3=1.


1    
 divF = .F =  ( rF1 ) + F2 + ( rF3 ) 
r  r  z 
1  1 F2 F3
= ( rF1 ) + +
r r r  z

DR. A.S. OSUNLEKE 85


(ii) Spherical Co-ordinates
In the spherical co-ordinates, the transformations are gives as
q1=r, q2 =θ, q3=∅ with
h1= hr=1, h2= hθ= q1sinq3= rsin∅, h3=h∅=q1=r

1   (r 2 sin  F1 )  (rF2 )  (r sin  F3 ) 


. f =  + + 
r 2 sin   r   
1  (r F1 )
2
1  ( F2 ) 1  (sin  F3 )
= 2 + +
r r r sin   r sin  

3.54 Laplacian transformation


Since ∇2f = ∇.∇f = div grad f, then in orthogonal curvilinear co-ordinates q1,q2,q3 with
h1,h2,h3, the transformations are given as
(3.54)
1    h2 h3f    h1h3f    h1h2f 
 f =
2
  +  +  Example 3.10: Find

h1h2 h3  q1  h1 q1  q2  h2 q2  q3  h3 q3  
the transformation
for the Laplacian of a scalar function f in both (i) the cylindrical and (ii) spherical
coordinates.
(i) Cylindrical Coordinate
q1=r, q2= θ,q3= z,
h1=1,h2=r,h3= 1

1    f    1 f    f  
2 f =  r  +   + r 
r  r  r    r    z  z  
1   f  1  2 f  2 f
= r  + +
r r  r  r 2  2 z 2

(ii) Spherical: q1=r, q2= θ,q3= ∅,


h1=1, h2= hθ= q1sinq3= rsin∅, h3=h∅=q1=r

1   2 f    r f    r sin  f  
 2 f =   r sin   +  +  
r sin   r 
2
r    r sin      r   
1   r f    1f 
=  +  
r 2 r  r    sin  
1   r 2 f  1 2 f 1   f 
=  +
 2 2 + 2  sin  
r 2 r  r  r sin   r sin     
2

DR. A.S. OSUNLEKE 86


3.5.5 Transformation of the Curl
For Curl F = ∇F, the general formula in right – handed orthogonal curvilinear
coordinate q1, q2,q3 is the following

h1u h2 v h3 w
1   
Curl F = F =
h1h2 h3 q1 q2 q3
h1 F1 h2 F2 h3 F3
1     
=  h1  ( h3 F3 ) − ( h2 F2 ) u (3.55)
h1h2 h3   q2 q3 
        
+ h2  ( h1F1 ) − ( h3 F3 ) v + h3  ( h2 F2 ) − ( h1F1 ) w 
 q3 q1   q1 q2  

Cylindrical: the variables of transformation are: q1=r, q2=θ,q3=z


h1= hr=1, h2= hθ=r, h3=h2=1

1   F3    F F 
CurlF =   F =   − ( rF2 )  u + r  1 − 3  v
r    z   z r 
(3.56)
 F  
+  ( rF2 ) − 1  w
 r   

 1 F3 F2   F F   1 F1 


= −  u +  1 − 3  v +  ( rF2 ) − w
 r  z   z r   r r  
Spherical Coordinates

q1 = r , q2 =  , q3 =  with h1 = 1, h2 = r sin  , h3 = r

1    
curlF =   F =   ( rF3 ) − ( r sin  F2 ) u
r sin    
2
 
(3.57)
 F     F  
+ r sin   1 − ( rF3 ) v + r  ( r sin  F2 ) − 1  w
        

DR. A.S. OSUNLEKE 87


3.6 Theorems in Vector Analysis

3.6.1 Gauss’ Theorem – Divergence Theorem


The divergence of a vector is a differential expression and, as such represents a point function. It is
also possible to represent flow as a surface integral. For example consider the surface shown in the
figure below.

ds

Let us again consider in fluid flow, letting D be a continuous and differentiable function representing
the rate of fluid flow through unit area normal to D. The rate of fluid flow Q through an arbitrary
surface S is the surface integral of D; thus,
Q =  D.ds (3.58)
s

The Gauss theorem states that the volume integral of div D throughout a volume τ equals the surface
integral of D over the surface enclosing τ; thus

 ( .D ) d =  D.ds (3.59)


 s

Proof.

Dx Dy D
 ( .D ) d =  dxdydz +  dxdydz +  z dxdydz
  x  y  z
=  Dx dydz +  Dy dxdz +  Dz dxdy (3.60)
s s s

=  D.ds
As an application of the divergence theorem, let us derive the equation of continuity for fluid flow:

. (  v ) = − (3.61)

i.e. the divergence of ρv equals the time rate of change of mass density, ρ. The fluid density is ρ;
hence the total mass of fluid in τ is

DR. A.S. OSUNLEKE 88


  d (3.62)

If fluid is flowing out of τ, by the principle of conservation of mass, the negative time rate of change
of fluid mass in τ must equal the rate of flow of fluid mass through the surface, hence

 −  d =  s
D.ds (3.63)

Applying the divergence theorem;


  − d =  ( .D ) d (3.64)
  

Since both sides are integrated over the same volume, the integrand must be equal.

.D = −
 (3.65)

. (  v ) = − ( proved ) .

Gauss theorem relates surface and volume integrals.

Example 3.11: A vector field F(r) is given


z
by F (r ) = x3 yiˆ + x2 y 2 ˆj + x2 yzkˆ

(0, 0, 1)
Plane

y
(0, 1, 0)

(1, 0, 0)
x
Find  F .ds
s
where S is the surface of the region in the first octant for which x+y+z ≤ 1.

Solution

 F .ds =  divFdv


s V

Here
div F = 3x2y+2x2y+ x2y = 6x2y

DR. A.S. OSUNLEKE 89


1 1− x 1− x − y

 F .ds =  dx  dy
s 0 0

0
6 x 2 ydz

1 1− x 1− x − y

= 6  x dx  ydy
2
 dz
0 0 0
1 1− x
= 6  x 2 dx  (1 − x ) y − y 2  dy
0 0
1
=  x 2 (1 − x ) dx = 1
3
60.
0

3.6.2 Green’s Theorem in a Plane


This theorem shows the relationship between line integrals and double integrals and will also provide
a justification for the change of variables in a double integral.
Consider a simple closed curved, C, enclosing the region A as shown in d figure below;

y
x = g1(y)
N
d

K A M
c x = g2(y)
L

O x

If P(x,y) and Q(x,y) are continuum functions with continuous partial derivatives then

 Q P 
 ( Pdx + Qdy ) =   x − y  dxdy
C A
(3.66)

Where C is transversed in the positive sense. The result is called Green’s theorem in a plane.

The proof
Consider the first term in the RHS. Then with reference to the figure above

DR. A.S. OSUNLEKE 90


d  g2 ( y )
Q Q 
R x dxdy = c  g ( y ) x dx dy

1 
d
=  Q ( g 2 ( y ), y ) − Q ( g1 ( y ), y ) dy
c (3.67)
=
LMN
 Q( x, y )dy −  Q( x, y )dy
LkN

= 
LMNKL
Q( x, y )dy =  Q( x, y )dy

Similarly,
p
−  dxdy =  P( x, y)dx (3.68)
y
And hence
 Q p 
  x − y dxdy =   P( x, y)dx + Q( x, y)dy 
A
(3.69)

Example 3.11: Evaluate  2 x( x + y)dx + ( x + xy + y 2 )dy 


2

around the square with vertices at (0,0), (1,0),(1,1) and (0,1) as illustrated in the figure below.
y

(0, 1) (1, 1)

x
(0, 0) (1, 0)
Solution:
Here P(x,y) = 2x(x+y)
Q(x,y) =x2+xy+y2
So that
p Q
= 2 x, = 2x + y
y x
Q p
 − = y.
x y
Thus the line integral transforms into an easy double integral.
i.e.

 2 x( x + y)dx + ( x + xy + y 2 )dy  =  ydxdy


2

C A
1 1 1 1
1
=   ydxdy =  ydy  dx =
0 0 0 0
2

DR. A.S. OSUNLEKE 91


3.6.3 Stokes’ Theorem
Stoke’s theorem is the generalization of Green’s theorem, and relates line integrals in three
dimensions with surface integrals.
The Curl F of the vector F could be expressed in the form
flow round S
Curl F .nˆ = lim (3.70)
S →0 S
In terms of differentials, this becomes
CurlF .ds = flowround ds (3.71)

Consider the surface S shown in the figure, bounded by the curve C. Then the line integrals  F .dr
c

can be interpreted as the total flow of a fluid with velocity field F around the curve C. Partitioning
the surface S into element n be ∆Si (i = 1, ………,n), we can write
n

 F .dr = lim ( flow round Si )


c n → i =1
(3.72)
= lim ( Curl F . Si )
n →

So that,

 F .dr =  (Curl F ) .ds


s
(3.73)

This result is known as stoke’s theorem. It provides a condition for a line integral to be independent
of its path of integration

A B
C2

C1

B
e.g If  F .dr
A
is independent of the path of integration, then

DR. A.S. OSUNLEKE 92


 F .dr =  F .dr
c1 c2
(3.74)

Where C1 and C2 are two different paths joining A and B as shown above. Since

 F .dr = −  F .dr
− c2
where C2 is the path C2 traversed in the
c1
opposite direction
  F .dr +  F .dr = 0 (3.75)
c1 − c2
C is the combined closed curve formed
  F .dr = 0
c from C1 and -C2 traversed in the

Stoke’s theorem implies that if opposite direction

 F .dr = 0
c

Then

 (Curl F ) .ds = 0
s
(3.76)

Example 3.12: verify stoke’s theorem for

F = (2 x − y)iˆ − yz 2 ˆj − y 2 zkˆ

Where S is the upper half of the sphere x2+y2+z2 = 1 and C is its bounding

(0,0,1) z

(0,1,0)
O y

(1,0,0)
x

The surface and the boundary involved are illustrated above. We are required to show that

 F .dr =  Curl F .ds


c s

Since C is a circle of unit radius in the (x,y) plane, to evaluate

 F .dr
c

We take x=cos∅, y=sin∅ so that

DR. A.S. OSUNLEKE 93


r = cos  iˆ + sin  ˆj
dr = − sin  d iˆ + cos  d ˆj
Also on the boundary C, Z =0, so that

F = ( 2 x − y ) iˆ = ( 2 cos  − sin  ) iˆ

Thus
2

 F .dr =
c
 ( 2 cos  − sin  ) iˆ ( − sin iˆ + cos  ˆj ) d
0

2
=  ( −2sin  cos  + sin  ) d
2

2
 1 
=  − sin 2 + 2 (1 + cos 2 ) d
0

=

Also

iˆ ˆj kˆ
  
Curl F = = kˆ
x y z
2 x − y − yz 2 − y2 z

The unit outward drawn normal at a point (x, y, z) on the hemisphere is given by

( xiˆ + yjˆ + zkˆ ) ,sin ce x + y + z = 1.Thus


2 2 2

 Curl F .ds =  kˆ. ( xiˆ + yjˆ + zkˆ ) ds


s

2 2
=  zds =   cos  sin  d d
0 0

1  2
= 2  sin 2   = 
2 0
Hence

 F .dr = CurF .ds


c s

and Stoke’s theorem is verified.

DR. A.S. OSUNLEKE 94

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