Course 1

1 Vectors. Properties and basic operations

1.1 Addition and difference of vectors
1.2 Scalar (dot) product
1.3 Vector (cross) product
1.4 Mixed (boxed) vector product
1.5 Properties of basic vector operations

2 Vector derivatives
2.1 Gradient of a scalar field
2.2 Divergence of a vector field
2.3 Curl of a vector field
2.4 Laplace operator

3 Appendix 1

Conventions of notation used

 Einstein's convention of summation over the repeated indices is adopted in the sum
relations, for example, xi xi  xi2  i 1 xi2  x12  x22  x32 . In the case Einstein's
3

convention is not used, the repeated indices are underlined, for example, xi xi  xi2 is
equal to x12 or x 22 or x 32 , for i  1, 2, 3 , respectively.
 A vector is denoted by a bold character, e.g., a.
 A matrix is denoted by a bold character between 2 right parentheses, e.g., [Q].
 For the 3-dimensional (3D) Cartesian system coordinates we use the notations:
x1  x, x2  y, x3  z for the coordinates and
i1  i, i 2  j, i 3  k for the unit vectors
and the corresponding symbols for a space dimension less than 3.
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1 Vectors. Properties and basic operations

The vector is a mathematical object characterized by:

 magnitude (length or norm) and direction for a free vector,
 magnitude, direction, and origin for bound vector,
 magnitude, direction, and support for sliding vector.

The right-handed system of coordinates from Fig. 1 is characterized by the

orthonormal unit vectors e i .

z
a3=a cos α3

z
a
i3 α3
e3  i 3  k a
α3
α2 i1 O i2 y
α1
e1  i1  i O y x
e2  i 2  j
x (a) (b)

z er
eθ
z e3

e2 θ
y
r eφ
i3 a e1 x
φ

i1 i2 y

x (d)
(c)

Fig. 1 In (a) and (b) xyz is a Cartesian right-handed system of coordinates; cos  i (i=1, 2, 3) are the
direction cosines. In (c) and (d) are sketched orthogonal but not Cartesian system of coordinatess.

The orthonormal unit vectors { e i } are vectors perpendicular onto each other with the
magnitude equal to unity,
ei  1 .
For the unit vectors in Cartesian coordinates we use the notations:
e1  i1  i for x direction, e 2  i 2  j for y direction, and e3  i 3  k for z direction.
The vector a is expressed as
 3

3
a   a i  a i ei ,
i1

(reminder: a i ei  a1e1  a 2e 2  a 3e3 ) where the real a i ( a i  R ) is the vector component on the
xi axis (positive if the vector projection on some axis and the axis have the same direction and
negative if opposite). By the use of direction cosines, cos  i (see Fig. 1), the vector a is
expressed as
a  a cos  i e i ,
where a  a  0 is the magnitude of vector a. From geometrical considerations, we can
write
a  ai2
For the space of vectors we have the following properties:
a  a (reflexivity),
abba (symmetry),
a  b, b  c  a  c (transitivity).

Basic vector operations

In this section the basic vector operations, addition, difference, and products of vectors are
introduced by considering a right-handed system of coordinates.

1.1 Addition and difference of vectors

By definition the sum of vectors a and b is vector c,
a b  c. (1.1.1)
By using eq. (1.1.3) one obtains
( ai  bi )e i  ci e i (1.1.2)
or by equating the components on the axes
ai  bi  ci . (1. 1.3)
Geometrically, Eq. (1.1.1.3) is equivalent with the parallelogram or triangle rule as shown in
Fig. 2.

c b
a a
c

b
a) b)

Fig. 2 Addition of vectors: a) parallelogram rule; b) triangle rule.

For the vector difference,

abd (1.1.4)
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by using eq. (1.1.1.1), we can write, a  b  d to obtain the vector d by the triangle rule as
shown in Fig. 3. Also,
ai  bi  d i (1.1.5)

d
a

Fig. 3 Difference of vectors, a  b  d .

1.2 Scalar (dot) product

The scalar (dot) product of vectors a and b is denoted by
ab (1.2.1)
and is defined by the scalar
a  b  a b cosγ  ab cos  (1.2.2)
where γ is the angle between a and b (see Fig. 4). The scalar product is commutative,
ab  ba ; (1.2.3)
and distributive with respect to the vector addition,
a  b  c   a  b  a  c . (1.2.4)
The orthonormal unit vectors respect relation
e i  e j   ij , (1.2.5.a)
where  ij is the Kronecker delta symbol defined by
1, if i  j
 ij   . (1.2.5.b)
0, if i  j
In an orthonormal system of coordinates, we can write
a  b  ai e i  b j e j  ai b j e i  e j  ai b j ij  ai bi . (1.2.6)
By using the direction cosines, we can write,
ai  a cos αi , bi  b cos βi , (1.2.7)
and
a  b  ab cos  i cos  i (1.2.8)
Exercise 1.2.1
Prove that,
cos 2  i  1 .

Exercise 1.2.2
Compare eqs. (1.2.2) and (1.2.7). The consistency of scalar product definition requires
cos   cos  i cos  i .
Prove the above equality.
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1.3 Vector (cross) product

a) The vector (cross) product c between the vectors a and b is denoted by
c  ab , (1.3.1)
and is defined by,
c  a b sin  n  ab sin  n , (1.3.2)
where  is the smaller angle between a and b and n is a unit vector perpendicular to the plane
containing a and b in the direction given by the right-screw rule (or equivalently, the right-
hand rule) (see Fig. 4).
Then, as a first property, we have
a  b  b  a
c

b
a γ

Fig. 4 Vector product c  a  b

b) A second useful definition of the vector product is by introducing the formal

determinant
e1 e 2 e 3
c  ci e i  a1 a2
a3 , (1.3.3)
b1 b2 b3
The vector c has the components
c1  a 2 b3  a3 b2 , c2  a 3 b1  a1b3 , c3  a1 b2  a2b1 . (1.3.4)
By using the direction cosines, eq. (1.3.4) is written as
c1  ab(cos  2 cos  3  cos  3 cos  2 ) , c2  ab(cos  3 cos 1  cos 1 cos  3 ) ,
c3  ab(cos 1 cos  2  cos  2 cos 1 ) . (1.3.5)

Exercise 1.3.1
The equivalence of definitions of vector product from eqs. (1.3.2) and (1.3.3) requires
sin 2   cos1 cos  2  cos 2 cos 1   cos 2 cos  3  cos 3 cos  2 
2 2

,
 cos 3 cos 1  cos1 cos  3 
2

where γ is the angle between vectors a and b and cos  i , cos  i are their direction
cosines, respectively. Prove the equality.

c) A third useful definition of the vector product is introduced by using the Levi-Civita
symbol,  ijk . Thus, the i-component of vector c is written as follows
ci   ijk a j bk . (1.3.6)
The Levi-Civita symbol is defined as
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1, for ijk  123, 231, 312


 ijk   1, for ijk  132, 213, 321 (1.3.7)
0, if at least two indices are equal

Additional details regarding the Levi-Civita symbol are given in Appendix 1. The equivalence
of the third and first definition for the vector product is proved in the next section 1.4 (P5).

1.4 Mixed (boxed) vector product

The mixed (box) product of three vectors in the determinant form is written as
e1 e 2 e3 e1 e 2 e3
a  b  c   a  b1 b2 b3  aiei  b1 b2 b3
c1 c2 c3 c1 c2 c3
. (1.4.1)
a1 0 0 0 a2 0 0 0 a3 a1 a2 a3
 b1 b2 b3  b1 b2 b3  b1 b2 b3  b1 b2 b3
c1 c2 c3 c1 c2 c3 c1 c2 c3 c1 c2 c3
It is equal to the volume of parallelepiped determined by the three vectors. The vector
d  b  c has the magnitude equal to the area of parallelogram, d  bc sin  , and
a  d  ad cos   hd , where h is the height of the parallelepiped.

Fig. 5. The significance of mixed product.

1.5 Properties of basic vector operations

In this subsection, several properties of the vector operations are pointed out.

P1 Vector a is perpendicular on a  b .
Proof
e1 e2 e3 e1 e2 e3 a1 a2 a3
a   a  b   a  a1 a2 a3  ai ei  a1 a2 a3  a1 a2 a3  0 . (1.5.1)
b1 b2 b3 b1 b2 b3 b1 b2 b3
Since the scalar product is zero, the vector a is perpendicular on the vector a  b .
Equivalently, b is perpendicular on the vector a  b , that is, the vector a  b is perpendicular
on the plan of vectors a and b. Alternatively, we can prove P1, by using the Levi-Civita
symbol which as follows
a  a  b   ai ijk a j bk  a j  jik ai bk   ai  ijk a j bk  0 . (1.5.2)
In the third equality, i and j indices are inter-changed and in the last the anti-symmetry
property of Levi-Civita symbol is used.
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P2 The following identities exist: a  b  c  b  c  a  c  a  b . (1.5.3)

Proof
From eq. (1.4.1)
e1 e 2 e 3 a1 a2 a3 b1 b2 b3 c1 c2 c3
a   b  c   ai ei  b1 b2 b3  b1 b2 b3  c1 c2 c3  a1 a2 a3 . (1.5.4)
c1 c2 c3 c1 c2 c3 a1 a2 a3 b1 b2 b3
     
b  c a  c   ab 

Alternatively, by using the Levi-Civita symbol, we have

a  b  c  ai  ijk b j ck  bi  jik a j ck   bi  ijk a j ck  bi  ikj ck a j
(1.5.5)
( bi  ijk c j ak )  b  c  a .

With eq. (1.5.5) we obtain

e1  e 2  e 3 , e 2  e 3  e1 , e 3  e1  e 2 . (1.5.6)
For example:
e1  e1  1  e1   e2  e3  and e2  e2  1  e2   e3  e1 
   
e1 e2

As shown in Appendix 1 the Levi-Civita symbol can equivalently be written (defined) in an

orthonormal system of coordinates as
 ijk  e i  e j  e k  . (1.5.7)

P3 For a right-handed system of coordinates with the orthonormal unit vectors e i , we

have
 ijk  ei   e j  ek   e j  e k   jki e i , (1.5.8)
Proof
(a) From ei   e j  ek   e j  e k   jki e i .
If ei   e j  e k    ijk then e j  e k   jkl el because ei   e j  ek   ei   jkl el   jkl il   jki   ijk
as eq. (1.3.8) states.
(b) From e j  e k   jki e i   ijk  ei   e j  e k  .
If e j  e k   jki e i then ei   e j  ek   ei   jkl el   jkl il   jki   ijk
and with (a) and (b) eq. (1.5.6) is proved.

P4 The equivalence of the 3rd and 1st definition for the vector product (from section 1.3)
can be proved as follows.
a b i   ijk a j bk , (1.5.9)
and
a  b   ijk a j bk  ilm al bm   ijk  ilm a j bk al bm   jl  km   jm  kl  a j bk al bm
2

 a j bk a j bk  a j bk ak b j  a 2j bk2  a j ak b j bk  a 2 b 2  a j b j ak bk
(1.5.10)
 a 2 b2  a b cos  j cos  j a b cos  k cos  k  a 2 b2  a 2 b2 cos2 
 a 2 b2 sin 2  ,
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where we used a j  a cos  j , b j  b cos  j , Exercise 1.2.2, and Appendix 1 for the product
 ijk  ilm . One can also write,
2
a  b   ijk a j bk  ilm al bm ...  a 2 b 2  a j b j ak bk
 a 2 b 2   a  b   a 2 b 2 1  cos2    a 2 b 2 sin 2  .
2

Exercise 1.5.1
Prove that:
a  b  c   b(a  c )  c(a  b) ;
a  b   c  d   (a  c)(b  d)  (a  d)(b  c) .

2 Vector derivatives
Vector derivatives are of crucial importance in mathematics and physics. They are practically
used in all domains of physics, for example, solid mechanics, fluid mechanics, electricity and
magnetism, areas of theoretical and applied physics. In this section, we will define the basic
vector derivatives, namely, the gradient of a scalar field, divergence and curl of a vector field,
and Laplacian operator.

 Let f be a vector field of a real variable, defined on the subset I of the real axis R with
values in the subset F of the 3-dimensional Euclidean space R3, f: I→ F. Then by the
application f to x  I corresponds f ( x )  F.

Real axis x

y
g(x)

Earth
z

Example of vector field: g is the Earth‟s gravitational

field.

All the usual properties of functions of real variable are valid for the components fi(x) of
f (x ) . Thus:
i) f (x ) is continuous in x0  I if
lim f ( x )  f ( x0 )  lim f i ( x )  f i ( x0 ) for i=1, 2, 3.
x  x0 x  x0

ii) f (x ) is differentiable in x 0 if
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f ( x )  f ( x0 ) f ( x )  f i ( x0 )
f ' ( x0 )  lim  f i ' ( x0 )  lim i for i=1, 2, 3
x  x0 x  x0 x  x0 x  x0
exists and it is finite. f ' ( x0 ) is called the derivative of f (x ) in x 0 .
iii) The differential of f (x ) is defined as,
df ( x )  f ' ( x )dx .

 Let f be a scalar field defined as the application f: F →I. Then by the application f to
r  F corresponds f (r )  I . All the usual properties of a function of several (three here) real
variables are valid for f ( x1 , x2 , x3 ) . We denote by ( x1  x, x2  y , x3  z ) the components of
the vector r in a Cartesian system of coordinates associated to the three dimensional
Euclidean space. The differential of f (r ) is defined as
f (r )
df (r )  dxi 
notation for Cartesian
 i f (r)dxi
xi

 Let f be a vector field defined as the application f: F → G, where G is a subset of R 3.

Then by the application f to r  F corresponds f (r )  G. Similarly to the above i)-iii)
properties of the vector fields, all the usual properties of functions of several (three here) real
variables are valid for the components f i ( x1 , x2 , x3 ) (with i=1, 2, 3) of f (r ) .

2.1 Gradient of a scalar field

Let f(r) be a scalar field of class C1.1 In a general orthogonal system of coordinates, the
gradient of f(r) is defined by the relation
df (r ) :  dr    f (r )  f (r )  dr , (2.1.1)
where f (r ) is called the gradient of the scalar field f(r) and
  e i i (2.1.2)
is the vector operator  (Del or nabla).  i are the operator components of  in a general
orthogonal system of coordinates. f (r ) is also denoted in the literature by grad f (r ) . In
Cartesian coordinates, r  r ( x 1 , x 2 , x 3 ) (one can also write r  ( x 1 , x 2 , x 3 ) ) and the
differential of f r ( x 1 , x 2 , x 3 )   f ( x 1 , x 2 , x 3 )  f ( x, y, z ) is
f
df ( x 1 , x 2 , x 3 )  dxi    i f  dxi , (2.1.3)
xi
where we remind the reader that we denoted the partial derivative as function of the Cartesian
coordinate xi ,  / xi , by  i .

 The expression in Cartesian coordinates for the gradient of f ( x 1 , x 2 , x 3 ) , which for

shortness next we denote by f , is obtained by considering the unit vectors as constant as
follows. We have
dr  d x j i j   dx j i j , (2.1.4)
and by using eqs. (2.1.1, 2), we can write

1
see, e.g., https://en.wikipedia.org/wiki/Smoothness: „the function f is said to be of (differentiability) class Ck if
the derivatives f′, f″, ..., f(k) exist and are continuous (continuity is implied by differentiability for all the
derivatives except for f(k)).
 10

df  dx j i j  i k  k  f  i j  i k dx j  k f   jk dx j  k f  dx j  j f (2.1.5)
By comparing eqs. (2.1.3) and (2.1.5), we obtain that in Cartesian coordinates
   
i    i , i.e.  x   x ,y    y ,z    z (2.1.6)
xi x y z
and concluding the gradient operator in Cartesian coordinates is written as
  
  i x  j y  k z  i  j  k  i x  j y  k z  i l  l .
x y z
f f f
f ( x1 , x2 , x3 )  f ( x, y, z )  i  j  k
x y z

 i x  j y  k z f  i l  l f . 
The Taylor expansion of a function of one variable is
f ' ' (a)
f ( x)  f (a)  f ' (a)( x  a)  ( x  a) 2 ...
2!
df ( y ) 1 d 2 f ( y)
f (x  h)  f ( x )  ( y  x)  ( y  x) 2  ...
y dy y  x 2! dy 2 yx

1
 f ( x)  f '( x)h  f ''( x)h 2  ...
2!
If above a  0 one obtains the so-called MacLaurin series.
f ' ' ( y) f ' ' ( x) 2
f (
x dx)  f ( x)  f ' ( y ) y  x ( y  x)  ( y  x) 2...  f ( x)  f ' ( x) dx dx  ...
y 2! y  x 2!
For a Taylor expansion of a vector field, we have

f (r  dr )  f (r )   i f (r )dxi  ...  f (r )  f (r )  dr  ... . (2.1.7)

Exercise 2.1.1
Show that
r
f ( r )   r f ( r ) , where r=|r|.
r

2.2 Divergence of a vector field

Let f(r) be a vector field of class C1. By definition, the divergence of a vector field f (r ) is
  f  div f : e i i  e j f j . (2.2.1)

 The expression in Cartesian coordinates it is obtained by considering the unit vectors

as constants and use of eqs. (2.1.2), (2.1.7) as follows.
  f  ik k  i j f j  i k  i j k f j   k j k f j   k fk
f x f y f z . (2.2.2)
  
x y z

2.3 Curl of a vector field

Let f(r) be a vector field of class C1. By definition, the curl of a vector field f (r ) is
  f  curl f : e i i  e j f j . (2.3.1)
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 The expression in Cartesian coordinates is obtained by considering the unit vectors

constant and use of eqs. (2.1.2), (2.1.6) as follows.
  f   i j  j  i k f k  i j  i k  j f k , (2.3.2)
According to eq. (1.3.3), the determinant form is formally written as
i1 i 2 i 3
  f  x y z
fx fy fz
 i1  y f z   z f y   i 2  z f x   x f z   i 3  x f y   y f x  (2.3.3)
 i  y f z   z f y   j z f x   x f z   k  x f y   y f x 
The i component of curl with Levi-Civita symbol is obtained by projecting eq. (2.3.2) on i
axis and use eq. (1.5.7) as follows
  f i  i i    f  i i  i j  i k  j f k   ijk  j f k . (2.3.4)
For example
  f 1  i1    f  i1  i j  i k  j f k   1 jk  j f k   2 f 3   3 f 2   y f z   z f y    f x

 A vector field f(r) of class C1 is called irrotational vector field if   f  0 . In this

case there exists a scalar field  such that f   . The proof is given by equality i) from
Exercise 2.4.1. In the case for the vector field f(r) of class C1 the equality   f  0 exists,
then the vector field is called solenoidal. In this case, a vector potential A exists such that
f     . The proof is given by equality ii) from Exercise 1.3.4.1.

2.4 Laplace operator

The Laplace operator is defined as
 :     e i i  e j  j (2.4.1)
Expression in Cartesian coordinates is obtained by considering the unit vectors constant as
follows
    i i  i  i j  j  i i  i j  i  j   ij  i  j   i2 . (2.4.2)
2
Laplace operator can be applied to a scalar or vector field of class C .
Exercise 2.4.1
Prove the following identities:
i)   f  0 ;
ii)   f  0 ;
iii)     f      f   f ;
iv)    f g   g  f  f  g ;
v)    f g   f  g  (f )  g .
vi)   f  g   g    f  f    g
where f  f (r ) is a scalar field and f  f (r ) is a vector field.
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Appendix 1. Levi-Civita symbol

By definition the Levi-Civita tensor is given, in accordance with definition from eq.
(1.5.7), by
 ijk  e i  e j  e k  , (A1)

where e i  1 and e i e j   ij . For example,

1 0 0 1 0 0 1 0 0
 111  1 0 0  0 , 112  1 0 0  0 , 123  0 1 0  1 . (A2)
1 0 0 0 1 0 0 0 1

Useful equalities in applications are as follows.

 il  im  in
P1  ijk  lmn   jl  jm  jn (A3)
 kl  km  kn
To prove P1, we need to apply the rule “line by line” for the product of two determinants,
which is obtained as follows:
det ([A]) det ([B]) = det ([A][B]) =det ([A]) det ( [B]T ) = det ([A][B]T)] (A4)
where [A], [B] are square matrices. Then, from the first and last equality we have
a1 a2 a3 u1 u2 u3 a1 a2 a3 u1 v1 t1 ai ui ai vi ai ti
b1 b2 b3 v1 v2 v3  b1 b2 b3 u2 v2 t2  bi ui bi vi bi ti
c1 c2 c3 t1 t2 t3 c1 c2 c3 u3 v2 t3 ci ui ci vi ci ti

where Einstein's convention summation is used. Equivalently, we write

a u a v a t
a  b  c  u  v  t   b  u b  v b  t . (A5)
c u c v c t

Thus,
 ijk  lmn  ei   e j  e k  el   e m  e n  
ei1 ei 2 ei 3 el1 el 2 el 3 ei  el ei  e m ei  e n  il  im  in
(A6)
 e j1 e j 2 e j 3 em1 em 2 em 3  e j  el e j  em e j  e n   jl  jm  jn
ek1 ek1 ek1 en1 en1 en1 e k  el ek  em ek  en  kl  km  kn
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P2  ijk  ilm   jl  km   jm  kl . (A7)

To prove P2 we use eq. (A3) as follows:

 ii  il  im
 ijk  ilm   ji  jl  jm
 ki  kl  km
   ii  jl  km   il  jm  ki   ji  kl  im   im  jl  ki   jm  kl  ii   il  ji  km  (A8)
i

 3  jl  km   jm  kl   jm  kl   jm  kl   jl  km   jl  km   jl  km   jm  kl

In the third equality (the last two rows) from eq. (A8), for pedagogical reasons, the Einstein
convention is not used. We also can prove P2 as follows.