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where φ is a scalar field and a is a vector field. The three integrals themselves are
respectively vector, scalar and vector in nature. As we will see below, in physical
applications line integrals of the second type are by far the most common.
The formal definition of a line integral closely follows that of ordinary integrals
and can be considered as the limit of a sum. We may divide the path C joining
the points A and B into N small line elements ∆rp , p = 1, . . . , N. If (xp , yp , zp ) is
any point on the line element ∆rp then the second type of line integral in (11.1),
for example, is defined as
N
a · dr = lim a(xp , yp , zp ) · ∆rp ,
C N→∞
p=1
377
LINE, SURFACE AND VOLUME INTEGRALS
Each of the line integrals in (11.1) is evaluated over some curve C that may be
either open (A and B being distinct points) or closed (the curve C forms a loop,
so that A and
/ B are coincident). In the case where C is closed, the line integral
is written C to indicate this. The curve may be given either parametrically by
r(u) = x(u)i + y(u)j + z(u)k or by means of simultaneous equations relating x, y, z
for the given path (in Cartesian coordinates). A full discussion of the different
representations of space curves was given in section 10.3.
In general, the value of the line integral depends not only on the end-points
A and B but also on the path C joining them. For a closed curve we must also
specify the direction around the loop in which the integral is taken. It is usually
taken to be such that a person walking around the loop C in this direction
always has the region R on his/her left; this is equivalent to traversing C in the
anticlockwise direction (as viewed from above).
The three integrals on the RHS are ordinary scalar integrals that can be evaluated
in the usual way once the path of integration C has been specified. Note that in
the above we have used relations of the form
φ i dx = i φ dx,
which is allowable since the Cartesian unit vectors are of constant magnitude
and direction and hence may be taken out of the integral. If we had been using
a different coordinate system, such as spherical polars, then, as we saw in the
previous chapter, the unit basis vectors would not be constant. In that case the
basis vectors could not be factorised out of the integral.
The second and third line integrals in (11.1) can also be reduced to a set of
scalar integrals by writing the vector field a in terms of its Cartesian components
as a = ax i + ay j + az k, where ax , ay , az are each (in general) functions of x, y, z.
The second line integral in (11.1), for example, can then be written as
a · dr = (ax i + ay j + az k) · (dx i + dy j + dz k)
C
C
= (ax dx + ay dy + az dz)
C
= ax dx + ay dy + az dz. (11.2)
C C C
378
11.1 LINE INTEGRALS
A similar procedure may be followed for the third type of line integral in (11.1),
which involves a cross product.
Line integrals have properties that are analogous to those of ordinary integrals.
In particular, the following are useful properties (which we illustrate using the
second form of line integral in (11.1) but which are valid for all three types).
(i) Reversing the path of integration changes the sign of the integral. If the
path C along which the line integrals are evaluated has A and B as its
end-points then
B A
a · dr = − a · dr.
A B
This implies that if the path C is a loop then integrating around the loop
in the opposite direction changes the sign of the integral.
(ii) If the path of integration is subdivided into smaller segments then the sum
of the separate line integrals along each segment is equal to the line integral
along the whole path. So, if P is any point on the path of integration that
lies between the path’s end-points A and B then
B P B
a · dr = a · dr + a · dr.
A A P
Evaluate the line integral I = C a · dr, where a = (x + y)i + (y − x)j, along each of the
paths in the xy-plane shown in figure 11.1, namely
(i) the parabola y 2 = x from (1, 1) to (4, 2),
(ii) the curve x = 2u2 + u + 1, y = 1 + u2 from (1, 1) to (4, 2),
(iii) the line y = 1 from (1, 1) to (4, 1), followed by the line x = 4 from (4, 1)
to (4, 2).
Since each of the paths lies entirely in the xy-plane, we have dr = dx i + dy j. We can
therefore write the line integral as
I= a · dr = [(x + y) dx + (y − x) dy]. (11.3)
C C
We must now evaluate this line integral along each of the prescribed paths.
Case (i). Along the parabola y 2 = x we have 2y dy = dx. Substituting for x in (11.3)
and using just the limits on y, we obtain
(4,2) 2
I= [(x + y) dx + (y − x) dy] = [(y 2 + y)2y + (y − y 2 )] dy = 11 31 .
(1,1) 1
Note that we could just as easily have substituted for y and obtained an integral in x,
which would have given the same result.
Case (ii). The second path is given in terms of a parameter u. We could eliminate u
between the two equations to obtain a relationship between x and y directly and proceed
as above, but it is usually quicker to write the line integral in terms of the parameter u.
Along the curve x = 2u2 + u + 1, y = 1 + u2 we have dx = (4u + 1) du and dy = 2u du.
379
LINE, SURFACE AND VOLUME INTEGRALS
(4, 2)
(i)
(ii)
(1, 1) (iii)
Figure 11.1 Different possible paths between the points (1, 1) and (4, 2).
Substituting for x and y in (11.3) and writing the correct limits on u, we obtain
(4,2)
I= [(x + y) dx + (y − x) dy]
(1,1)
1
= [(3u2 + u + 2)(4u + 1) − (u2 + u)2u] du = 10 32 .
0
Case (iii). For the third path the line integral must be evaluated along the two line
segments separately and the results added together. First, along the line y = 1 we have
dy = 0. Substituting this into (11.3) and using just the limits on x for this segment, we
obtain
(4,1) 4
[(x + y) dx + (y − x) dy] = (x + 1) dx = 10 21 .
(1,1) 1
Next, along the line x = 4 we have dx = 0. Substituting this into (11.3) and using just the
limits on y for this segment, we obtain
(4,2) 2
[(x + y) dx + (y − x) dy] = (y − 4) dy = −2 21 .
(4,1) 1
The value of the line integral along the whole path is just the sum of the values of the line
integrals along each segment, and is given by I = 10 21 − 2 12 = 8.
When calculating a line integral along some curve C, which is given in terms
of x, y and z, we are sometimes faced with the problem that the curve C is such
that x, y and z are not single-valued functions of one another over the entire
length of the curve. This is a particular problem for closed loops in the xy-plane
(and also for some open curves). In such cases the path may be subdivided into
shorter line segments along which one coordinate is a single-valued function of
the other two. The sum of the line integrals along these segments is then equal
to the line integral along the entire curve C. A better solution, however, is to
represent the curve in a parametric form r(u) that is valid for its entire length.
380
11.1 LINE INTEGRALS
/
Evaluate the line integral I = C
x dy, where C is the circle in the xy-plane defined by
x2 + y 2 = a2 , z = 0.
Adopting the usual convention mentioned above, the circle C is to be traversed in the
anticlockwise direction. Taking the circle as a whole means x is not a single-valued
function of y. We must therefore divide the path intotwo parts with x = + a2 − y 2 for
the semicircle lying to the right of x = 0, and x = − a2 − y 2 for the semicircle lying to
the left of x = 0. The required line integral is then the sum of the integrals along the two
semicircles. Substituting for x, it is given by
0 a −a
I= x dy = a2 − y 2 dy + − a2 − y 2 dy
C −a a
a
=4 a2 − y 2 dy = πa2 .
0
Alternatively, we can represent the entire circle parametrically, in terms of the azimuthal
angle φ, so that x = a cos φ and y = a sin φ with φ running from 0 to 2π. The integral can
therefore be evaluated over the whole circle at once. Noting that dy = a cos φ dφ, we can
rewrite the line integral completely in terms of the parameter φ and obtain
0 2π
I= x dy = a2 cos2 φ dφ = πa2 .
C 0
Naturally, other physical quantities can be expressed in such a way. For example,
energy gained by moving a charge q along a path C in
the electrostatic potential
an electric field E is −q C E · dr. We may also note that Ampère’s law concerning
the magnetic field B associated with a current-carrying wire can be written as
0
B · dr = µ0 I,
C
381
LINE, SURFACE AND VOLUME INTEGRALS
where s is the arc length along the curve C. We can always represent C paramet-
rically by r(u), and from section 10.3 we have
dr dr
ds = · du.
du du
The line integrals can therefore be expressed entirely in terms of the parameter u
and thence evaluated.
Evaluate the line integral I = C (x − y)2 ds, where C is the semicircle of radius a running
from A = (a, 0) to B = (−a, 0) and for which y ≥ 0.
The semicircular path from A to B can be described in terms of the azimuthal angle φ
(measured from the x-axis) by
r(φ) = a cos φ i + a sin φ j,
where φ runs from 0 to π. Therefore the element of arc length is given, from section 10.3,
by
dr dr
ds = · dφ = a(cos2 φ + sin2 φ) dφ = a dφ.
dφ dφ
382
11.2 CONNECTIVITY OF REGIONS
Figure 11.2 (a) A simply connected region; (b) a doubly connected region;
(c) a triply connected region.
As discussed in the previous chapter, the expression (10.58) for the square of
the element of arc length in three-dimensional orthogonal curvilinear coordinates
u1 , u2 , u3 is
(ds)2 = h21 (du1 )2 + h22 (du2 )2 + h23 (du3 )2 ,
383
LINE, SURFACE AND VOLUME INTEGRALS
y
V
d
U
R
S
c C
T
a b x
These ideas can be extended to regions that are not planar, such as general
three-dimensional surfaces and volumes. The same criteria concerning the shrink-
ing of closed curves to a point also apply when deciding the connectivity of such
regions. In these cases, however, the curves must lie in the surface or volume
in question. For example, the interior of a torus is not simply connected, since
there exist closed curves in the interior that cannot be shrunk to a point without
leaving the torus. The region between two concentric spheres of different radii is
simply connected.
and so relates the line integral around C to a double integral over the enclosed
region R. This theorem may be proved straightforwardly in the following way.
Consider the simply connected region R in figure 11.3, and let y = y1 (x) and
384
11.3 GREEN’S THEOREM IN A PLANE
If we now let x = x1 (y) and x = x2 (y) be the equations of the curves T SV and
T UV respectively, we can similarly show that
d x2 (y) d x=x2 (y)
∂Q ∂Q
dx dy = dy dx = dy Q(x, y)
R ∂x c x1 (y) ∂x c x=x1 (y)
d
= Q(x2 (y), y) − Q(x1 (y), y) dy
c
c d 0
= Q(x1 , y) dy + Q(x2 , y) dy = Q dy.
d c C
Show
/ that the area / R enclosed by a simple closed curve C is given by A =
/ of a region
1
2 C
(x dy −y dx) = C x dy = − C y dx. Hence calculate the area of the ellipse x = a cos φ,
y = b sin φ.
It may further be shown that Green’s theorem in a plane is also valid for
multiply connected regions. In this case, the line integral must be taken over
all the distinct boundaries of the region. Furthermore, each boundary must be
traversed in the positive direction, so that a person travelling along it in this
direction always has the region R on their left. In order to apply Green’s theorem
385
LINE, SURFACE AND VOLUME INTEGRALS
C2
C1
to the region R shown in figure 11.4, the line integrals must be taken over
both boundaries, C1 and C2 , in the directions indicated, and the results added
together.
We may also use Green’s theorem in a plane to investigate the path indepen-
dence (or not) of line integrals when the paths lie in the xy-plane. Let us consider
the line integral
B
I= (P dx + Q dy).
A
For the line integral from A to B to be independent of the path taken, it must
have the same value along any two arbitrary paths C1 and C2 joining the points.
Moreover, if we consider as the path the closed loop C formed by C1 − C2 then
the line integral around this loop must be zero. From Green’s theorem in a plane,
(11.4), we see that a sufficient condition for I = 0 is that
∂P ∂Q
= , (11.5)
∂y ∂x
throughout some simply connected region R containing the loop, where we assume
that these partial derivatives are continuous in R.
It may be shown that (11.5) is also a necessary condition for I = 0 and is
equivalent to requiring P dx + Q dy to be an exact differential of some function
B
/ that P dx + Q dy = dφ. It follows that A (P dx + Q dy) = φ(B) − φ(A)
φ(x, y) such
and that C (P dx + Q dy) around any closed loop C in the region R is identically
zero. These results are special cases of the general results for paths in three
dimensions, which are discussed in the next section.
386
11.4 CONSERVATIVE FIELDS AND POTENTIALS
Clearly, it is not straightforward to calculate this line integral directly. However, if we let
P = ex y + cos x sin y and Q = ex + sin x cos y,
x
then ∂P /∂y = e + cos x cos y = ∂Q/∂x, and so P dx + Q dy is an exact differential (it
is actually the differential of the function f(x, y) = ex y + sin x sin y). From the above
discussion, we can conclude immediately that I = 0.
The validity or otherwise of any of these statements implies the same for the
other three, as we will now show.
First, let us assume that (i) above is true. If the line integral from A to B
is independent of the path taken between the points then its value must be a
function only of the positions of A and B. We may therefore write
B
a · dr = φ(B) − φ(A), (11.6)
A
a · dr = dφ,
387
LINE, SURFACE AND VOLUME INTEGRALS
(a − ∇φ) · dr = 0.
Hence the line integral has the same value along paths C1 and C2 . Taking the curl of a,
we have
∇ × a = (0 − 0)i + (1 − 1)j + (2xy − 2xy)k = 0,
so a is a conservative vector field, and the line integral between two points must be
388
11.5 SURFACE INTEGRALS
independent of the path taken. Since a is conservative, we can write a = ∇φ. Therefore, φ
must satisfy
∂φ
= xy 2 + z,
∂x
which implies that φ = 12 x2 y 2 + zx + f(y, z) for some function f. Secondly, we require
∂φ ∂f
= x2 y + = x2 y + 2,
∂y ∂y
which implies f = 2y + g(z). Finally, since
∂φ ∂g
=x+ = x,
∂z ∂z
we have g = constant = k. It can be seen that we have explicitly constructed the function
φ = 12 x2 y 2 + zx + 2y + k.
The quantity φ that figures so prominently in this section is called the scalar
potential function of the conservative vector field a (which satisfies ∇ × a = 0), and
is unique up to an arbitrary additive constant. Scalar potentials that are multi-
valued functions of position (but in simple ways) are also of value in describing
some physical situations, the most obvious example being the scalar magnetic
potential associated with a current-carrying wire. When the integral of a field
quantity around a closed loop is considered, provided the loop does not enclose
a net current, the potential is single-valued and all the above results still hold. If
the loop does enclose a net current, however, our analysis is no longer valid and
extra care must be taken.
If, instead of being conservative, a vector field b satisfies ∇ · b = 0 (i.e. b
is solenoidal) then it is both possible and useful, for example in the theory of
electromagnetism, to define a vector field a such that b = ∇ × a. It may be shown
that such a vector field a always exists. Further, if a is one such vector field then
a = a + ∇ψ + c, where ψ is any scalar function and c is any constant vector, also
satisfies the above relationship, i.e. b = ∇ × a . This was discussed more fully in
subsection 10.8.2.
As analogues of the line integrals listed in (11.1), we may also encounter surface
integrals involving vectors, namely
φ dS, a · dS, a × dS. (11.9)
S S S
389