You are on page 1of 73

Chapter 5: VECTOR CALCULUS

AM
PH
Duong T. PHAM

T.
g. CALCULUS II
on
Du

Duong T. PHAM August 29, 2022 1 / 73


Outline

1 Vector Fields

AM
2 Line Integrals

PH
3 The fundamental theorem for line integrals

T.
4 Green’s Theorem

5 Curl and divergence


g.
on
Du

6 Parametric Surfaces and Their Areas

7 Surface Integrals

Duong T. PHAM August 29, 2022 2 / 73


The vectors in the below figure are air velocity vectors that indicate the
wind speed and direction at points 10 m above the surface elevation in the
San Francisco Bay area. Associated with every point in the air we can
imagine a wind velocity vector. This is an example of a velocity vector
field.

AM
PH
T.
g.
on
Du

Duong T. PHAM August 29, 2022 3 / 73


Other examples of velocity vector fields are illustrated in the below figure:
ocean currents and flow past an airfoil.

AM
PH
T.
Definition g.
on
D ⊂ R2 ; A vector field on R2 is a function F that assigns to each point
Du

(x, y ) ∈ D a two-dimensional vector F (x, y ).

Remark. F (x, y ) is a two-dimensional vector, we can write

F (x, y ) = P(x, y )i + Q(x, y )j

Duong T. PHAM August 29, 2022 4 / 73


Vector Fields

AM
PH
T.
Definition
E ⊂ R3 ; A vector field on R3 is a function F that assigns to each point
g.
(x, y , z) ∈ E a three-dimensional vector F (x, y , z).
on
Du

Remark. F (x, y , z) is a three-dimensional vector, we can write

F (x, y , z) = P(x, y , z)i + Q(x, y , z)j + R(x, y , z)k

Duong T. PHAM August 29, 2022 5 / 73


Vector Fields
Example. A vector field on R2 is defined by F (x, y ) = −y i + xj . De-
scribing F by sketching some vectors F (x, y ).

AM
y

PH
(x,y) F(x,y) (x,y) F(x,y) F (0, 3) F (2, 2)

T.
(1,0) (0,1) (-1,0) (0,-1)
(2,2) (-2,2) (-2,-2) g.(2,-2)
(3,0) (0,3) (-3,0) (0,-3) F (1, 0)
on
(0,1) (-1,0) (0,-1) (1,0) 0 x
Du

(-2,2) (-2,-2) (2,-2) (2,2)


(0,3) (-3,0) (0,-3) (3,0)

Duong T. PHAM August 29, 2022 6 / 73


Gradient Fields

If f : R2 → R, then its gradient

AM
∇f (x, y ) = fx (x, y )i + fy (x, y )j .

PH
Therefore, ∇f is a vector field and it is called a gradient vector field .
If f : R3 → R, then its gradient is a vector field on R3 ,

T.
∇f (x, y , z) = fx (x, y , z)i + fy (x, y , z)j + fz (x, y , z)k
g.
on
Example. Find the gradient vector field of f (x, y ) = x 2 y − y 3 .
Du

Ans. The gradient vector field is given by

∇f (x, y ) = fx (x, y )i + fy (x, y )j = 2xy i + (x 2 − 3y 2 )j .

Duong T. PHAM August 29, 2022 7 / 73


Line Integrals
Let C be a curve in R2 :
x = x(t), y = y (t), t ∈ [a, b]
Divide [a, b] into n equal subintervals

AM
[ti−1 , ti ], i = 1, 2, ..., n
Denote xi = x(ti ), yi = y (ti ) and

PH
Pi = (xi , yi ). Then P1 , P2 , ..., Pn divide curve
C into n subarcs with lengths

T.
4s1 , 4s2 , ..., 4sn
For each i = 1, 2, .., n, choose ti∗ ∈ [ti−1 , ti ].
g.
Denote xi∗ = x(ti∗ ), yi∗ = y (ti∗ )
on
Du

Let f be a function defined on C . Then line integral of f along C is


Z n
X
f (x, y ) ds = lim f (xi∗ , yi∗ ) 4si .
C n→∞
i=1

if the limit exists.


Duong T. PHAM August 29, 2022 8 / 73
Line Integrals

AM
PH
T.
g.
on
Du

We can interpret the line integral R of a positive function as an area. In fact,


if f (x, y ) ≥ 0, the line integral C f (x, y ) ds represents the area of one side
of the fence or curtain in the above figure, whose base is C and whose
height above the point (x, y ) is f (x, y ).
Duong T. PHAM August 29, 2022 9 / 73
Line Integrals

Proposition

AM
Assume that the curve C : x = x(t) and y = y (t), t ∈ [a, b]. Let f be a
function defined on C . Then

PH
s 
dx 2
Z Z b  2
dy
f (x, y ) ds = f (x(t), y (t)) + dt.

T.
C a dt dt
g.
Remark: The length of the curve C is
on
Du

s
Z b  2  2
dx dy
length(C) = + dt
a dt dt

Duong T. PHAM August 29, 2022 10 / 73


Line Integrals
2 y ) ds,
R
Example. Evaluate C (2 + x where C is the upper half of the unit
circle.

Ans. The upper half circle C is given by

AM
x = cos t, y = sin t, t ∈ [0, π].

PH
Then

T.
Z Z π q
2 2
(2+x y ) ds = g. (2 + cos t sin t) (x 0 (t))2 + (y 0 (t))2 dt
C 0
on
Z π p
= (2 + cos2 t sin t) sin2 t + cos2 t dt
Du

Z0 π
= (2 + cos2 t sin t) dt
0 π
cos3 t 2
= 2t − = 2π + .
3 0 3
Duong T. PHAM August 29, 2022 11 / 73
Line Integrals

AM
PH
T.
g.
on
Suppose now that C is a piecewise-smooth curve, i.e.,
Du

C = C1 ∪ . . . ∪ Cn ,
where Ci are smooth. Then
Z Z Z
f (x, y ) ds = f (x, y ) ds + . . . + f (x, y ) ds.
C C1 Cn

Duong T. PHAM August 29, 2022 12 / 73


Example. Evaluate C 2x ds, where C consists of the arc of the parabola y = x 2
R

from (0, 0) to (1, 1) followed by the vertical line segment from (1, 1) to (1, 2).

Ans. The curve C = C1 ∪ C2 . Parametric equation


of C1 : x = x, y = x 2 , x ∈ [0, 1].

AM
s 
Z Z 1 2  2
dx dy
2x ds = 2x + dx =
C1 0 dx dx

PH
Z 1 p √
2
1 2 2 3/2 1 5 5−1
2x 1+4x dx = · (1+4x ) |0 = .
4 3 6

T.
0

Parametric equation of C2 : x = 1, y = y , y ∈ [1, 2].


s 
g.
on
Z Z 2 2  2 Z 2 p
dx dy
2x ds = 2 + dy = 2 02 + 12 dy = 2.
Du

C2 1 dy dy 1

Hence, √
5 5−1
Z Z Z
2x ds = 2x ds + 2x ds = +2
C C1 C2 6

Duong T. PHAM August 29, 2022 13 / 73


Line Integrals

Z n
X
Line integral along C : f (x, y ) ds = lim f (xi∗ , yi∗ ) 4si
n→∞

AM
C i=1
Replace 4si by 4xi = xi − xi−1 =⇒ Line Integral w.r.t. x

PH
Z n
X Z b
f (x, y ) dx = lim f (xi∗ , yi∗ ) 4xi = f (x(t), y (t))x 0 (t) dt

T.
C n→∞ a
i=1

Line integral w.r.t. y


g.
on
Du

Z n
X Z b
f (x, y ) dy = lim f (xi∗ , yi∗ ) 4yi = f (x(t), y (t))y 0 (t) dt
C n→∞ a
i=1

Duong T. PHAM August 29, 2022 14 / 73


Example. Evaluate C y 2 dx + x dy , where
R

(a) C is is the line segment from (−5, −3) to (0, 2)


(b) C is the arc of parabola x = 4 − y 2 from (−5, −3) to (0, 2).

(a) Parametric equation of C1 :

AM
     
x −5 0
= (1 − t) +t , t ∈ [0, 1]

PH
y −3 2
⇐⇒

T.
x = 5t − 5, y = 5t − 3, t ∈ [0, 1]
g. =⇒ dx = 5dt, dy = 5dt
on
Du

Z Z 1
2
y dx + x dy = (5t − 3)2 (5dt) + (5t − 5)(5dt)
C 0
Z 1
5
=5 (25t 2 − 25t + 4)dt = −
0 6

Duong T. PHAM August 29, 2022 15 / 73


Line Integrals

Ans. (b) Parametric equation of C is

AM
x = 4 − y 2, y = y , −3 ≤ y ≤ 2.

PH
Then
Z Z 2

T.
2
y dx + x dy = y 2 (−2y ) dy + (4 − y 2 ) dy
C −3
g. Z 2
= (−2y 3 − y 2 + 4) dy
on
−3
Du

 4 2
y y3
= − − + 4y
2 3 −3
5
= 40
6

Duong T. PHAM August 29, 2022 16 / 73


Line Integrals in Space

Let C be a smooth curve in R3 given by

AM
x = x(t), y = y (t), z = z(t), t ∈ [a, b].

Line integral of f along C is

PH
Z n

T.
X
f (x, y , z) ds = lim f (xi∗ , yi∗ , zi∗ )4si
C n→∞
i=1
g.
on
And
Du

s 
dx 2
Z Z b  2  2
dy dz
f (x, y , z) ds = f (x(t), y (t), z(t)) + +
C a dt dt dt

Duong T. PHAM August 29, 2022 17 / 73


R
Example. Evaluate C y sin z ds , where C is the circular helix given by
the equations x = cos t, y = sin t, z = t, 0 ≤ t ≤ 2π.
Ans.
s 2 2 2
Z Z 2π  
dx dy dz

AM
y sin z ds = (sin t) sin t + + dt
C 0 dt dt dt

PH
T.
Z 2π p
= sin2 t sin2 t + cos2 t + 1dt
0 g.
√ Z 2π
1 − cos 2t
on
= 2 dt
0 2
Du

√ sin 2t 2π
 
t
= 2 −
2 4
0

= π 2.

Duong T. PHAM August 29, 2022 18 / 73


Line Integrals in Space

Line integrals w.r.t x, y and z are defined as in a plane, i,e,

AM
Z
f (x, y , z) dz = lim f (xi∗ , yi∗ , zi∗ ) 4zi
n→∞

PH
C
Z b
= f (x(t), y (t), z(t)) z 0 (t) dt

T.
a

Remark: The length of the curve C is


g.
on
s
Z b  2  2  2
dx dy dz
Du

length(C) = + + dt
a dt dt dt

Duong T. PHAM August 29, 2022 19 / 73


R
Example. Evaluate C ydx + zdy + xdz, where C consists of the line
segment C1 from (2, 0, 0) to (3, 4, 5), followed by the line segment C2
from (3, 4, 5) to (3, 4, 0).

Ans.

AM
PH
T.
g.
on
Du

Equation of C1 : r (t) = (1 − t)(2, 0, 0) + t(3, 4, 5), t ∈ [0, 1].


Equation of C2 : r (t) = (1 − t)(3, 4, 5) + t(3, 4, 0), t ∈ [0, 1].
Duong T. PHAM August 29, 2022 20 / 73
 
x(t) = 2 + t
 x(t) = 3

(C1 ) : y (t) = 4t , t ∈ [0, 1], (C2 ) : y (t) = 4 , t ∈ [0, 1]
 
z(t) = 5t z(t) = 5 − 5t
 

AM
Z Z 1
ydx+zdy + xdz = 4tdt + 5t × 4dt + (2 + t) × 5dt

PH
C1 0
1  1
29t 2
Z 
= (10 + 29t)dt = 10t + = 24.5

T.
0 2 0
Z Z 1
ydx+zdy + xdz = g. 4 × 0dt + (5 − 5t)0dt + 3(−5)dt
on
C2 0
Z 1
Du

(−15)dt = (−15t)|10 = −15


=
Z Z0 Z
ydx+zdy + xdz = ydx + zdy + xdz + ydx + zdy + xdz = 9.5.
C C1 C2

Duong T. PHAM August 29, 2022 21 / 73


Line Integrals of Vector Fields

Definition

AM
Let F be a continuous vector field defined on a smooth curve C given by

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

PH
Then the line integral of F along C is

T.
Z Z b
g.
F · dr = F (r (t)) · r 0 (t) dt
on
C a
Du

R
Remark. The integral C F · dr represents the work done by the force F
which moves a particle along the curve r (t) from t = a to t = b.

Duong T. PHAM August 29, 2022 22 / 73


Example. Find the work done by the force field F (x, y ) = x 2 i − xy j in
moving a particle along the quarter-circle r (t) = cos ti + sin tj , 0 ≤ t ≤
π/2.

AM
Ans. We have

F (r (t)) = cos2 ti − cos t sin tj

PH
r 0 (t) = − sin ti + cos tj

T.
The work done is
g.
on
Z Z π/2 Z π/2
Du

0
F · dr = F (r (t)) · r (t) dt = (−2 cos2 t sin t) dt
C 0 0
π/2
cos3 t

2
= 2 =−
3 0 3

Duong T. PHAM August 29, 2022 23 / 73


Line Integrals of Vector Fields
Suppose that the vector field F in R3 is given in the form

F = Pi + Qj + Rk.

AM
Then

PH
Z Z b
F · dr = F (r (t)) · r 0 (t) dt

T.
C a
Z b
= (Pi + Qj + Rk) · (x 0 (t)i + y 0 (t)j + z 0 (t)k) dt
g.
a
on
Z b  0
Px (t) + Qy 0 (t) + Rz 0 (t) dt

=
Du

Hence,
Z Z
F · dr = P dx + Q dy + R dz where F = Pi + Qj + Rk
C C

Duong T. PHAM August 29, 2022 24 / 73


Fundamental Theorem for Line integrals
Z b
Recall: If F : [a, b] → R, then F 0 (x) dx = F (b) − F (a)
a

AM
Theorem
C : smooth curve given by vector function r (t), a ≤ t ≤ b. Let f be a

PH
differentiable function of two or three variables. Assume that ∇f is
continuous on C . Then

T.
Z
∇f · dr = f (r (b)) − f (r (a))
g.
C
on
Du

Proof. We have
Z Z b Z b  
0 ∂f ∂x ∂f ∂y ∂f ∂z
∇f · dr = ∇f (r (t)) · r (t) dt = + + dt
C a a ∂x ∂t ∂y ∂t ∂z ∂t
Z b
d
= f (r (t)) dt = f (r (b)) − f (r (a)).
a dt
Duong T. PHAM August 29, 2022 25 / 73
Independence of path

Suppose that C1 and C2 are piece-wise smooth curves (paths) that

AM
have the same initial and terminal point.

PH
R R
In general, C1 F · dr 6= C2 F · dr

T.
R R
But, C1 ∇f · dr = C2 ∇f · dr
g.
on
R
A vector field F defined on
R a domain D;
R Then C F · dr is
Du

independent of path if C1 F · dr = C2 F · dr for any two paths in


D that have the same initial and terminal points.

Duong T. PHAM August 29, 2022 26 / 73


Independence of path
Theorem
R R
F · dr is independent of path in D IFF
C C
F · dr = 0 for every closed path C
in D .

AM
R
Proof. (=⇒) C F · dr is independent of path in D (?). Let C be a closed

PH
curve in D. Choose A and B to be two points on C .

T.
Denote by C1 and C2 the two arcs which
g. connect A and B along C .
on
Because of (?),
Du

Z Z Z Z Z
F · dr = F · dr + F · dr = F · dr − F · dr
C C1 −C2 C1 C2
(?)
=0
(⇐=) Exercise
Duong T. PHAM August 29, 2022 27 / 73
Theorem
LetR F be a vector field that is continuous on an open connected region D.
If C F · dr is independent of path in D, then ∃ a function f such that

∇f = F .

AM
Proof.
Choose a fixed point (a, b) ∈ D. Define

PH
Z (x,y )
f (x, y ) = F · dr

T.
(a,b)

g.
D is open =⇒ exists a disk contained in
on
D with center (x, y ). Choose any
(x1 , y ) in the disk.
Du

Suppose that C consists of any path C1 from (a, b) to (x1 , y ) followed


by the line segment C2 connecting (x1 , y ) to (x, y ).
Z Z Z (x1 ,y ) Z
f (x, y ) = F · dr + F · dr = F · dr + F · dr
C1 C2 (a,b) C2
Duong T. PHAM August 29, 2022 28 / 73
Independence of path
(continued the proof) Note that the first integral does not depend on x.
Then Z
∂ ∂
f (x, y ) = F · dr
∂x ∂x C2

AM
If we write F = Pi + Qj , then

PH
Z Z
F · dr = P dx + Q dy

T.
C2 C2

On C2 , y is constant, so dy = 0. Thus
Z
g. Z x
∂ ∂ ∂
on
f (x, y ) = P dx + Q dy = P(t, y ) dt = P(x, y ).
∂x ∂x C2 ∂x x1
Du


Similarly, we can prove ∂x f (x, y ) = Q(x, y ). Thus
∂f ∂f
F = Pi + Qj = i+ j = ∇f . 
∂x ∂y
Duong T. PHAM August 29, 2022 29 / 73
Conservative Vector Fields

A vector field is said to be conservative if there exists a function f such


that ∇f = F .

AM
Theorem
If F (x, y ) = P(x, y )i + Q(x, y )j is a conservative vector field, where P

PH
and Q have continuous first-order partial derivatives on a domain D, then
∂P ∂Q

T.
=
∂y ∂x
g.
Proof. F is conservative =⇒ F = ∇f =⇒
on
Du

∂f ∂f
P= , Q= .
∂x ∂y

∂2f ∂2f ∂P ∂Q
Since = , we deduce = .
∂y ∂x ∂x∂y ∂y ∂x

Duong T. PHAM August 29, 2022 30 / 73


Conservative Vector Fields
A simply - connected region is a region that contains no hole and does
not consist of two separate pieces.

AM
PH
T.
Theorem g.
on
Let F = Pi + Qj be a vector field on an open simply-connected region D.
Du

Assume that P and Q have continuous first-order derivatives and


∂P ∂Q
= on D.
∂y ∂x
Then F is conservative.
Duong T. PHAM August 29, 2022 31 / 73
Conservative Vector Fields

Example. Determine whether or not the vector field

AM
F (x, y ) = (x − y )i + (x − 2)j

PH
is conservative

T.
Ans. Let P(x, y ) = x − y and Q(x, y ) = x − 2. Then
g.
on
∂P ∂Q
= −1 and =1
∂y ∂x
Du

∂P ∂Q
Since 6= , we conclude that F is not conservative.
∂y ∂x

Duong T. PHAM August 29, 2022 32 / 73


Vector Fields

Example. If F (x, y , z) = y 2 i + (2xy + e 3z )j + 3ye 3z k, find a function f


such that ∇f = F .

AM
Ans. If there is such a function f , then

fx (x, y , z) = y 2 (i); fy (x, y , z) = 2xy +e 3z (ii); fz (x, y , z) = 3ye 3z (iii).

PH
Integrating (i) w.r.t. x =⇒ f (x, y , z) = xy 2 + g (y , z) (iv ).

T.
Differentiating (iv ) w.r.t. y =⇒ fy (x, y , z) = 2xy + gy (y , z) (v ).
g.
Comparising (v ) with (ii) =⇒ gy (y , z) = e 3z =⇒ g (y , z) = ye 3z + h(z)
on
From (iv ) , f (x, y , z) = xy 2 + ye 3z + h(z) =⇒ fz (x, y , z) = 3ye 3z + h0 (z).
Du

Comparising it with (iii) , h0 (z) = 0 h(z) = K (constant).


Hence
f (x, y , z) = xy 2 + ye 3z + K .

Duong T. PHAM August 29, 2022 33 / 73


Green’s Theorem
Def. A simple closed curve C is said to be of positive orientation if C
has counterclockwise direction.

AM
PH
T.
Theorem
g.
on
Let C be a positively oriented, piecewise-smooth, simple closed curve in
Du

the plane and let D be the region bounded by C . IF P and Q have


continuous partial derivatives on an open region that contains D, then
Z ZZ  
∂Q ∂P
P dx + Q dy = − dA
C D ∂x ∂y
Duong T. PHAM August 29, 2022 34 / 73
Example. Evaluate C x 4 dx + xy dy , where C is the triangular curve
R

consisting of the line segment from (0, 0) to (1, 0), from (1, 0) to (0, 1)
and from (0, 1) to (0, 0).

AM
Ans. Denote by D the region enclosed by C .
Then, D is simple and C is positive oriented.

PH
Denote P(x, y ) = x 4 and Q(x, y ) = xy .

T.
By Green’s Theorem
Z ZZ  g. ∂Q ∂P
 Z 1 Z 1−x
x 4 dx + xy dy =
on
− dA = (y − 0) dy dx
C D ∂x ∂y 0 0
Du

1 2 y =1−x
Z 1
1 1
 Z
= y dx = (1 − x 2 ) dx
0 2 y =0 2 0
 1
1 1
= − (1 − x)3 =
6 0 6
Duong T. PHAM August 29, 2022 35 / 73
Green’s Theorem
I
Notation: People also use P dx + Q dy to indicate the line integral
C
using positive orientation of the closed curve C .

AM
Finding area: Let D be a region enclosed by simple closed curve C . The

PH
area of D can be computed by
I I I
1

T.
Area(D) = x dy = − y dx = x dy − y dx
C C 2 C
g.
on
Proof. Using Green’s Theorem in reverse direction, we have
Du

I ZZ ZZ
x dy = (x)0x dA = 1 dA = Area(D).
C D D

Similarly, we can prove for other integrals.

Duong T. PHAM August 29, 2022 36 / 73


Green’s Theorem
x2 y2
Example. Find the area enclosed by the ellipse + 2 =1
a2 b
Ans. The ellipse has parametric equation

AM
x = a cos t and y = b sin t, t ∈ [0, 2π].

PH
Then

T.
I Z 2π Z 2π
Area(D) = x dy = g. (a cos t)(b cos t) dt = ab cos 2 t dt
C 0 0
on
Z 2π  2π
ab ab 1
= (1 + cos 2t) dt = t + sin 2t = πab.
Du

2 0 2 2 0

Remark. The Green’s Theorem is also true in the case the domain D
is a finite union of simple regions or regions with holes. For more details,
please see Page 1111–1112 (Calculus)
Duong T. PHAM August 29, 2022 37 / 73
Curl

If F = Pi + Qj + Rk is a vector field on R3 and the partial derivatives of


P, Q and R all exist, then the curl of F is the vector field on R3 defined by

AM
     
∂R ∂Q ∂P ∂R ∂Q ∂P
curlF = − i+ − j+ − k

PH
∂y ∂z ∂z ∂x ∂x ∂y

T.
Remark. The curl of F can also be written in the form

i

g. j k
on


∂ ∂ ∂
Du

curlF = =∇×F
∂x ∂y ∂z


P Q R

Duong T. PHAM August 29, 2022 38 / 73


Curl

Example. Let F (x, y , z) = xzi + xyzj − y 2 k. Find curlF .

Ans. We have

AM

i j k

PH

curlF = ∂/∂x ∂/∂y ∂/∂z
xz xyz −y 2

T.
   
∂ 2 ∂ ∂ 2 ∂
= (−y ) − (xyz) i − (−y ) − (xz) j
∂y g.∂z ∂x ∂z
on
 
∂ ∂
+ (xyz) − (xz) k
∂x ∂y
Du

=(−2y − xy )i − (0 − x)j + (yz − 0)k


= − y (2 + x)i + xj + yzk

Duong T. PHAM August 29, 2022 39 / 73


Curl of Gradient Vector Field
Theorem
If f is a function of three variables that has continuous second-order
partial derivatives, then

AM
curl(∇f) = 0

PH
Proof. We have

T.
i j k






g.


on
curl(∇f) = ∂x ∂y ∂z

Du



∂f ∂f ∂f

∂x ∂y ∂z

 2
∂2f ∂2f ∂2f
 2
∂2f
   
∂ f ∂ f
= − i+ − j+ − k =0
∂y ∂z ∂z∂y ∂z∂x ∂x∂z ∂x∂y ∂y ∂x
Duong T. PHAM August 29, 2022 40 / 73
Conservative Vector Field

Theorem
If F is defined on R3 , and curlF = 0, then F is conservative.

AM
Example. Show that F = y 2 z 3 , 2xyz 3 , 3xy 2 z 2 is conservative.


PH

i j k

T.



∂ g.∂ ∂
curlF = ∇ × F =
∂x ∂y ∂z
on

Du

2 3
y z 2xyz 3 3xy 2 z 2

= 6xyz 2 − 6xyz 2 , −(3y 2 z 2 − 3y 2 z 2 ), 2yz 3 − 2yz 3 = 0




Domain of F is R3 , the vector field F is conservative.


Duong T. PHAM August 29, 2022 41 / 73
Divergence

Definition
Let F = Pi + Qj + Rk be a vector field on R3 and ∂P/∂x, ∂Q/∂y and

AM
∂R/∂z exist. Then divergence of F is

PH
∂P ∂Q ∂R
divF = + + =∇·F
∂x ∂y ∂z

T.
g.
Example. Let F = xzi + xyzj − y 2 k. Find divF .
on
Du

Ans. We have
∂ ∂ ∂
divF = (xz) + (xyz) + (−y2 ) = z + xz
∂x ∂y ∂z

Duong T. PHAM August 29, 2022 42 / 73


Divergence

Theorem
If F = Pi + Qj + Rk be a vector field on R3 and P, Q, R have continuous

AM
second-order derivatives, then

PH
div curlF = 0

T.
Proof. we have
∂ ∂R
 g.
∂Q
 
∂ ∂P ∂R
 
∂ ∂Q ∂P

div curlF = − + − + −
on
∂x ∂y ∂z ∂y ∂z ∂x ∂z ∂x ∂y
Du

2
∂ R 2
∂ Q 2
∂ P 2
∂ R 2
∂ Q 2
∂ P
= − + − + −
∂x∂y ∂x∂z ∂y ∂z ∂y ∂x ∂z∂x ∂z∂y
=0

Duong T. PHAM August 29, 2022 43 / 73


Parametric Surfaces
• We can describe a surface by a vector function r (u, v ) of two
parameters u and v . We suppose that
r (u, v ) = x(u, v )i + y (u, v )j + z(u, v )k

AM
is a vector-valued function defined on a region D in the uv -plane

PH
• The set of all points (x, y , z) in R3 such that
x = x(u, v ) y = y (u, v ) z = z(u, v ), (u, v ) ∈ D

T.
is called a parametric surface S
g.
on
Du

Duong T. PHAM August 29, 2022 44 / 73


Parametric Surfaces

Example. Identify and sketch the surface with vector equation

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

AM
Ans. The parametric equations for this surface are

PH
x = 2 cos u, y = v, z = 2 sin u.

T.
For any point (x, y , z) on the surface, we have
g.
x 2 + z 2 = 4 cos2 u + 4 sin2 u = 4.
on
Du

This means that vertical cross-sections parallel to the xz-plane (that is,
with y constant) are all circles with radius 2. Since y = v and no
restriction is placed on v , the surface is a circular cylinder with radius 2
whose axis is the y-axis.

Duong T. PHAM August 29, 2022 45 / 73


Parametric Surfaces

AM
PH
T.
g.
on
Du

Duong T. PHAM August 29, 2022 46 / 73


Parametric Surfaces

Example. Find a parametric representation of the sphere

x 2 + y 2 + z 2 = a2

AM
PH
Ans. The sphere has a simple representation ρ = a in spherical
coordinates. We choose θ and φ as parameters to obtain the parametric

T.
equations of the sphere

x = a sin φ cos θ,
g.
y = a sin φ sin θ, z = a cos φ, [φ, θ] ∈ [0, π] × [0, 2π].
on
Du

The corresponding vector equation is

r (φ, θ) = a sin φ cos θ i + a sin φ sin θ j + a cos φ k

Duong T. PHAM August 29, 2022 47 / 73


Parametric Surfaces

Example. Find a parametric representation for the cylinder

x 2 + y 2 = 4,

AM
0≤z ≤1

PH
Ans. The cylinder has a simple representation r = 2 in cylindrical
coordinates. we choose as parameters θ and z in cylindrical coordinates.

T.
The parametric equations of the cylinder are

x = 2 cos θ,
g.
y = 2 sin θ, z = z, [θ, z] ∈ [0, 2π] × [0, 1]
on
Du

The corresponding vector equation is

r (u, v ) = 2 cos θi + 2 sin θj + zk, [θ, z] ∈ [0, 2π] × [0, 1]

Duong T. PHAM August 29, 2022 48 / 73


Parametric Surfaces
Example. Find a vector function that represents the elliptic paraboloid

z = x 2 + 2y 2 .

AM
Ans. If we regard x and y as parameters, then the parametric equations

PH
x = x, y = y, z = x2 + y2

T.
and the vector equation is

r (x, y ) = xi + y j + (x 2 + 2y 2 )k.
g.
on
In general, a surface given as the graph of a function of x and y , that is,
Du

with an equation of the form z = f (x, y ), can always be regarded as a


parametric surface by taking and as parameters and writing the parametric
equations as

x = x, y = y, z = f (x, y ).
Duong T. PHAM August 29, 2022 49 / 73
Surface Integrals

AM
PH
T.
• Surface S: r (u, v ) = x(u, v )i + y (u, v )j + z(u, v )k, (u, v ) ∈ D
where D = [a, b] × [c, d] g.
on
• Divide D into subrectangles Rij with dimensions 4u and 4v . Then S
is divided in corresponding patches Sij .
Du

• Choose Pij ∈ Sij . Denote 4Sij : the area of Sij . The Riemann sum
m X
X n
f (Pij∗ )4Sij
i=1 j=1

Duong T. PHAM August 29, 2022 50 / 73


Surface Integrals
• The surface integral of f over the surface S is
ZZ m X
X n
f (x, y , z) dS = m→∞
lim f (Pij∗ ) 4Sij

AM
S n→∞ i=1 j=1

PH
• Surface s is given by

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

T.
• Denote g.
on
∂x ∂y ∂z ∂x ∂y ∂z
ru = i+ j+ k rv = i+ j+ k
Du

∂u ∂u ∂u ∂v ∂v ∂v
• Then
ZZ ZZ
f (x, y , z) dS = f (r (u, v )) |r u × r v | dA
S D

Duong T. PHAM August 29, 2022 51 / 73


Surface Integrals
x 2 dS, where S is the unit sphere x 2 +y 2 +z 2 = 1
RR
Example. Compute S

Ans. Parametric representation of the unit sphere is

AM
x = sin φ cos θ; y = sin φ sin θ; z = cos φ; 0 ≤ φ ≤ π, 0 ≤ θ ≤ 2π

PH
i.e., r (φ, θ) = sin φ cos θi + sin φ sin θj + cos φk.
We have

T.
r φ = cos φ cos θi + cos φ sin θj − sin φk
r θ = − sin φ sin θi + sin φ cos θj .
g.
on

Then i j k
Du


r φ × r θ = cos φ cos θ cos φ sin θ − sin φ
− sin φ sin θ sin φ cos θ 0
= sin2 φ cos θi + sin2 φ sin θj + sin φ cos φk

and |r φ × r θ | = sin φ.
Duong T. PHAM August 29, 2022 52 / 73
Surface Integrals
x 2 dS, where S is the unit sphere x 2 +y 2 +z 2 = 1
RR
Example. Compute S

(Continued) We have

AM
ZZ ZZ
2
x dS = (sin φ cos θ)2 |r φ × r θ | dA
S D

PH
Z 2π Z π
= sin2 φ cos2 θ sin φ dφ dθ
0 0

T.
Z 2π Z π
2
= cos θ dθ
g. sin3 φ dφ
0 0
on
Z 2π Z π
1
= (1 + cos 2θ) dθ (sin φ − sin φ cos2 φ) dφ
Du

0 2 0
 2π  π
1 1 1 3
= θ + sin θ · − cos φ + cos φ
2 2 0 3 0

=
3
Duong T. PHAM August 29, 2022 53 / 73
Surface Integrals

Example. If a thin sheet, e.g., aluminum foil, has the shape of a surface
and the density at the point (x, y , z) is ρ(x, y , z), then the total mass of

AM
the sheet is ZZ
m= ρ(x, y , z) dS,

PH
S
and the center of mass is

T.
ZZ
1
x̄ =
g. xρ(x, y , z) dS,
m S
on
ZZ
1
ȳ = y ρ(x, y , z) dS,
m
Du

Z ZS
1
z̄ = zρ(x, y , z) dS.
m S

Duong T. PHAM August 29, 2022 54 / 73


Surface Integrals
If the surface S is given by z = g (x, y ), where (x, y ) ∈ D, then S has a
parametric equation
x = x, y = y, z = g (x, y ), (x, y ) ∈ D.

AM
In other words, S is given by

PH
r (x, y ) = xi + y j + g (x, y )k, (x, y ) ∈ D.

T.
∂g ∂g
We then have r x = i + ∂x k and r y = j +
Thus ∂y k.

∂g ∂g
g. s 
∂z 2
 2
∂z
on
rx × ry = − i − j + k =⇒ |r x × r y | = + +1
∂x ∂y ∂x ∂y
Du

Hence,
s 
∂z 2
ZZ ZZ  2
∂z
f (x, y , z) dS = f (x, y , g (x, y )) + + 1 dA
S D ∂x ∂y

Duong T. PHAM August 29, 2022 55 / 73


Surface Integrals
RR
Example. Evaluate S y dS, where S is the surface

z = x + y 2, 0 ≤ x ≤ 1, 0 ≤ y ≤ 2.

AM
Ans. We have
∂z ∂z
=1 = 2y .

PH
∂x ∂y
Thus s 

T.
∂z 2
ZZ ZZ  2
∂z
y dS = y + + 1 dA
S Dg. ∂x ∂y
Z 1Z 2 p
on
= y 1 + 1 + 4y 2 dy dx
Du

0 0
Z 1 √ Z 2 p
= dx ( 2) y 1 + 2y 2 dy
0 0

√ 12 2 3/2 2
13 2
= 2 (1 + 2y ) 0
=
43 3
Duong T. PHAM August 29, 2022 56 / 73
Surface Integrals of Vector Fields
Let S be a surface in R3 such that at each point on S, we can choose a
normal vector n. If n(x, y , z) is continuous then S is called an oriented
surface.

AM
PH
T.
Definition
g.
on
If F is a continuous vector field defined on an oriented surface S with unit
Du

normal vector n, then the surface integral of F over S is


ZZ ZZ
F · dS = F · n dS.
S S

This integral is also called the flux of F across S.


Duong T. PHAM August 29, 2022 57 / 73
Surface Integrals of Vector Fields

If S is given by a vector function r (u, v ), then

AM
ru × rv
ZZ ZZ
F · dS = F· dS
S S |r u × r v |

PH
 
ru × rv
ZZ
= F (r (u, v )) · |r u × r v | dA,
D |r u × r v |

T.
where D is the parameter domain.
g.
on
Hence
Du

ZZ ZZ
F · dS = F · (r u × r v ) dA
S D

Duong T. PHAM August 29, 2022 58 / 73


Surface Integrals of Vector Fields
Example. Find the flux of F (x, y , z) = zi +y j +xk across the unit sphere
x2 + y2 + z2 = 1

AM
Ans.
Parametric representation of the unit sphere:

PH
r (φ, θ) = sin φ cos θi + sin φ sin θj + cos φk,
0 ≤ φ ≤ π, 0 ≤ θ ≤ 2π.

T.
Thus, F (r (φ, θ)) = cos φi + sin φ sin θj + sin φ cos θ.
g.
The normal vector of the unit sphere
on
r φ × r θ = sin2 φ cos θi + sin2 φ sin θj + sin φ cos φk.
Du

Hence,

F (r (φ, θ)) · (r φ × r θ ) = cos φ sin2 φ cos θ + sin3 φ sin2 θ + sin2 φ cos φ cos θ.

Duong T. PHAM August 29, 2022 59 / 73


Surface Integrals of Vector Fields

(Continue) We then have

AM
ZZ ZZ
F · dS = F · (r φ × r θ ) dA
S D

PH
Z 2π Z π
= (2 sin2 φ cos φ cos θ + sin3 φ sin2 θ) dφ dθ
0 0

T.
Z π Z 2π Z π Z 2π
2 3
=2 sin φ cos φ dφ cos θ dθ + sin φ dφ sin2 θ dθ
0 g. 0 0 0
on
Z π Z 2π Z 2π
3 2
=0+ sin φ dφ sin θ dθ (since cos θ dθ = 0)
Du

0 0 0

=
3

Duong T. PHAM August 29, 2022 60 / 73


Surface Integrals of Vector Fields

Let F = Pi + Qj + Rk be a vector field. If a surface S is given by a graph


z = g (x, y ), then the normal vector field of S is

AM
∂g ∂g
rx × ry = − i− j +k

PH
∂x ∂y
Thus

T.
 
∂g ∂g
F · (r x × r y ) = (Pi + Qj + Rk) · − i −
g. j +k
∂x ∂y
on
Therefore,
Du

ZZ ZZ  
∂g ∂g
F · dS = −P −Q + R dA
S D ∂x ∂y

Duong T. PHAM August 29, 2022 61 / 73


Surface Integrals of Vector Fields
RR
Example. Evaluate S F · dS, where F (x, y , z) = y i + xj + zk and S is
the part of the paraboloid z = 1 − x 2 − y 2 above the plane z = 0
Ans. On S, we have P = y , Q = x, R = z = 1 − x 2 − y 2 and

AM
∂g ∂g
= −2x, = −2y .

PH
∂x ∂y
Hence,

T.
ZZ ZZ  
∂g ∂g
F · dS = −P g. −Q + R dA
∂x ∂y
Z ZS D
on
= [−y (−2x) − x(−2y ) + 1 − x 2 − y 2 ]dA
Du

D
ZZ Z 2π Z 1
2 2
= (1 + 4xy − x − y )dA = (1 + 4r 2 cos θ sin θ − r 2 )r dr dθ
D 0 0
π
=
2
Duong T. PHAM August 29, 2022 62 / 73
Stokes‘ Theorem
R RR  ∂Q ∂P

Recall the Green‘s Theorem: C Pdx + Qdy = D ∂x − ∂y dA

STOKES‘ THEOREM: S: oriented piecewise smooth surface and

AM
bounded by a simple, closed, piecewise smooth boundary curve C with
positive orientation. Let F be a vector field whose components have con-

PH
tinuous partial derivatives on an open region in R3 that contains S. Then
Z ZZ

T.
F · dr = curlF · dS
C S
g. Recall that if F = Pi + Qj + Rk,
on

i j k
Du





curlF = ∂/∂x ∂/∂y ∂/∂z


P Q R

Duong T. PHAM August 29, 2022 63 / 73


Stokes’ Theorem

Example. Evaluate C F ·dr , where F (x, y , z) = −y 2 i +xj +z 2 k and C is


R

the curve of intersection of the plane y +z = 2 and the cylinder x 2 +y 2 = 1.

AM
(Orient C to be counterclockwise when viewed from above.)

PH

i j k

curlF = ∂/∂x ∂/∂y ∂/∂z = (1 + 2y )k
−y 2 z2

T.
x
g.
Choose S as in the figure and orient it upward.
on
Then C has the induced positive orientation.
The surface S is the graph of
Du

z = g (x, y ) = 2 − y , x 2 + y 2 ≤ 1.

Denote: D = {(x, y ) ∈ R2 : x 2 + y 2 ≤ 1}

Duong T. PHAM August 29, 2022 64 / 73


Stokes’ Theorem

Note that F (x, y , z) = −y 2 i + xj + z 2 k and

∂g ∂g

AM
= 0, = −1
∂x ∂y

PH
Stokes’ Theorem:
Z ZZ ZZ

T.
F · dr = curlF · dS = (1 + 2y) dA
C S D

=
Z 2π Z 1 g.
(1 + 2r sin θ) r dr dθ
on
0 0
Du

2π 1 2π
r2 r3
Z  Z  
1 2
= + 2 sin θ dθ = + sin θ dθ
0 2 3 0 0 2 3
= π.

Duong T. PHAM August 29, 2022 65 / 73


Stokes’ Theorem
RR
Example. Use Stokes’ Theorem to compute S curlF · dS, where
F (x, y , z) = xzi +yzj +xy k and S is the part of the sphere x 2 +y 2 +z 2 = 4
that lies inside the cylinder x 2 + y 2 = 1 and above the xy -plane.

AM
The curve C is given by

PH
( ( √
x2 + y2 + z2 = 4 z= 3

T.

x2 + y2 = 1 x2 + y2 = 1
g.
on
A vector equation of C :
Du


r (t) = cos ti + sin tj + 3k, 0 ≤ t ≤ 2π
0
r (t) − sin ti + cos tj

Duong T. PHAM August 29, 2022 66 / 73


Stokes’ Theorem

We also have
√ √

AM
F (r (t)) = 3 cos ti + 3 sin tj + cos t sin tk.

Stokes’ Theorem:

PH
ZZ Z Z 2π
curlF · dS = F · dr = F (r (t)) · r 0 (t) dt

T.
S C 0
Z 2π  √ √
=
g.
− 3 cos t sin t + 3 sin t cos t dt

on
0
√ Z 2π
Du

= 3 0 dt
0
=0

Duong T. PHAM August 29, 2022 67 / 73


The Divergence Theorem

AM
The Divergence Theorem : Let E be a simple solid region and let S be

PH
the boundary surface of E , given with positive (outward) orientation. Let
F be a vector field whose component functions have continuous partial
derivatives on anopen region that contains E . Then

T.
ZZ ZZZ
g.
F · dS = div F dV
on
S E
Du

Duong T. PHAM August 29, 2022 68 / 73


The Divergence Theorem
Example. Find the flux of the vector field F (x, y , z) = zi + y j + xk over
the unit sphere x 2 + y 2 + z 2 = 1.
Ans. The divergence of F :

AM
∂ ∂ ∂
divF = (z) + (y ) + (x) = 1

PH
∂x ∂y ∂z
The unit sphere S is the boundary of the unit ball B given by

T.
x 2 + y 2 + z 2 ≤ 1. Thus the Divergence Theorem gives the flux as
ZZ g. ZZZ
on
F · dS = divF dV
S B
Du

ZZ
= 1 dV
B
4 4
= V (B) = π(1)3 = π.
3 3

Duong T. PHAM August 29, 2022 69 / 73


The Divergence Theorem
RR
Example. Evaluate S F · dS, where
2
F (x, y , z) = xy i + (y 2 + e xz )j + sin(xy )k

AM
and S is the surface of the region E bounded by the parabolic cylinder

PH
z = 1 − x 2 and the planes z = 0, y = 0, and y + z = 2.

∂ ∂ ∂

T.
2
divF = (xy )+ (y 2 +e xz )+ (sin xy )
∂x ∂y ∂z
g. = 3y
on
Du

Direct calculation would be complicated


since four different surface integrals must
be evaluated.
E = (x, y , z)| − 1 ≤ x ≤ 1, 0 ≤ z ≤ 1 − x 2 , 0 ≤ y ≤ 2 − z


Duong T. PHAM August 29, 2022 70 / 73


The Divergence Theorem

ZZ ZZZ ZZZ
F · dS = divF dV = 3y dV

AM
S E E
Z 1 Z 1−x 2 Z 2−z
=3 y dy dz dx

PH
−1 0 0
Z 1 Z 1−x 2
(2 − z)2

T.
=3 dz dx
−1 0 2
g. 1−x 2
3 1 (2 − z)3
Z 
= − dx
on
2 −1 3 0
Du

1 1 2
Z
(x + 1)3 − 8 dx

=−
2 −1
Z 1
184
=− (x 6 + 3x 4 + 3x 2 − 7) dx =
0 35

Duong T. PHAM August 29, 2022 71 / 73


AM
PH
THANKS FOR YOUR ATTENTION!

T.
g.
on
Du

Duong T. PHAM August 29, 2022 72 / 73


AM
PH
T.
g.
on
Du

Duong T. PHAM August 29, 2022 73 / 73

You might also like