ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

Instructor: Kiarash Aryankia

Email: kiarash.aryankia@concordia.ca
Reference: D. Zill, Advanced Engineering Mathematics, Jones & Bartlett Learning,
2018.

1 Curl and Divergence

Vector Fields
Vector fields are vector functions of two and three variables:

F1 (x, y) = P (x, y)i + Q(x, y)j,

(1)
F2 (x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k

Similarly, the gradient of a vector field is called a gradient field. The del operator is defined as

∂ ∂ ∂
∇= i+ j+ k. (2)
∂x ∂y ∂z

Curl of a Vector Field

The curl of a vector field F = P i + Qj + Rk is the vector function (field) and is defined by
     
∂R ∂Q ∂P ∂R ∂Q ∂P
curl F = − i+ − j+ − k, (3)
∂y ∂z ∂z ∂x ∂x ∂y
or
i j k
∂ ∂ ∂
curl F = ∇ × F = ∂x ∂y ∂z . (4)
P Q R

Divergence of a Vector Field

The divergence of a vector field F = P i + Qj + Rk is the scalar function and is defined by

∂P ∂Q ∂R
div F = + + , (5)
∂x ∂y ∂z
or
∂ ∂ ∂
div F = ∇ · F = P (x, y, z) + Q(x, y, z) + R(x, y, z). (6)
∂x ∂y ∂z

Properties:

• For a scalar function f that has continuous second partial derivatives, one can prove that
curl(grad f ) = ∇ × ∇f = 0.

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

• For a vector field that has continuous second partial derivatives, one can prove that
div(curl F) = ∇ · (∇ × F) = 0

The flux is the flow rate of a physical quantity, typically represented by a vector field, through a surface.
The flux represents the amount of the quantity that passes through a given surface per unit of time.

If the flux is given by a vector field F = P i + Qj + Rk. The amount of fluid passing through a small surface
area ∆S over a given time period can be estimated by the flow volume through that area.

volume = (height) ( area of base ) = (compn F) ∆S = (F · n)∆S (7)

where n is a unit vector normal to the surface.

1.1 Physical Interpretation

The Outward flux of F per unit is given by:
∂P ∂Q ∂R
+ + = div F. (8)
∂x ∂y ∂z

Note:
div F(r) > 0, then that point (r) is a source for the field F.
div F(r) < 0, then that point (r) is a sink for the field F.
If at a certain point div F(r) = 0, then the point (r) is not a source or sink.

If ∇ · F = 0, the vector field F is said to be incompressible (aka. solenoidal).

If curl F = 0, then the flow of the fluid is irrotational (no vortices or whirlpools).

Figure 2: Wingtip vortices , Taken from

Figure 1: Incompressible fluid vector field, [B. Carlson et al., (2020)“Experimental
Taken from [Katopodes, N. D., (2018) Investigation of Vortex-Tube Streamwise-
“Free-Surface Flow: Environmental Fluid Vorticity Characteristics and Interaction
Mechanics”]. Effects with a Finite-Aspect-Ratio Wing”].

Example 1. Suppose a be a constant vector and r = xi + yj + zk. Verify that

• div r = 3,

• curl r = 0, and

• (a × ∇) × r = −2a

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

2 Line Integrals
Definitions

A curve, parameterized as x = f (t), y = g(t), and a ≤ t ≤ b, with A being the point (f (a), g(a)) and
B being the point (f (b), g(b)), is considered smooth if its partial derivatives f ′ and g ′ are continuous
on the interval [a, b] and don’t both equal zero on the interval (a, b).

• A curve is piecewise smooth if it’s composed of several smooth curves connected end to end.

• If A is equal to B, the curve is considered a closed curve. If the curve is closed and does not
intersect itself, it’s a simple closed curve.

• A closed curve is a curve in which the starting and ending points are the same, i.e., the curve
forms a loop and does not have distinct beginning or endpoints. The curve may intersect itself,
but it still retains the property of being ”closed”.

Smooth not simple Closed smooth Piecewise smooth Smooth

Figure 3: Examples of smooth, closed, and Piecewise curves.

Integral of a Function with a Single Variable

The definite integral of a single-variable function y = f (x) defined over a closed interval [a, b] can be
approximated by dividing the interval into n sub-intervals [xi−1 , xi ] of varying lengths ∆xi = xi − xi−1
(the sub-intervals don’t have to be of equal length, see Figure 4). A point x∗i is chosen in each
sub-interval, and the longest sub-interval length, represented as |P |, approaches zero. Then one can
write: Z b Xn
f (x)dx = lim f (x∗i ) ∆xi . (9)
a |P |→0
i=1

Figure 4: Closed interval of [a, b] is divided to n sub-intervals.

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

Integral of a Function with Two Variables (Line Integrals in the Plane)

Suppose the function w = G(x, y) is defined in a region that includes the smooth curve C, parame-
terized by x = f (t), y = g(t), a ≤ t ≤ b on a closed interval [a, b]. The curve is divided into n sub-arcs
of lengths ∆si and the projections of each sub-arc onto the x, and y-axes are represented by ∆xi and
∆yi respectively (see Figure 5). A point (x∗i , yi∗ ) is chosen within each sub-arc, and the length of the
longest sub-arc, denoted as ∥P ∥, approaches zero. Then, one has

The line integral of the function G along the curve C from the point A to the point B with respect to
the variable x is given by
Z Xn
G(x, y)dx = lim G (x∗i , yi∗ ) ∆xi . (10)
C ∥P ∥→0
k=1

The line integral of the function G along the curve C from the point A to the point B with respect to
the variable y is given by
Z n
X
G(x, y)dy = lim G (x∗i , yi∗ ) ∆yi . (11)
C ∥P ∥→0
k=1

The line integral of the function G along the curve C from the point A to the point B with respect to
the arc length of the curve is given by
Z n
X
G(x, y)ds = lim G (x∗i , yi∗ ) ∆si . (12)
C ∥P ∥→0
k=1

Figure 5: Closed interval of [a, b] is divided to n sub-intervals.

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

Evaluation Method for a Pragmatic Curve - two variables

Let the function w = G(x, y) be given in a region that includes the smooth curve C. Let x = f (t),
then the differential dx = f ′ (t)dt. Similarly, dy = g ′ (t)dt. q
The differential ds is called the differential of arc length and is defined by ds = [f ′ (t)]2 + [g ′ (t)]2 dt.
Thus, (12), (12) and (12) can be evaluated by
Z Z b
G(x, y)dx = G(f (t), g(t))f ′ (t)dt,
C a
Z Z b
G(x, y)dy = G(f (t), g(t))g ′ (t)dt, (13)
C a
Z Z b q
G(x, y)ds = G(f (t), g(t)) [f ′ (t)]2 + [g ′ (t)]2 dt.
C a

Integral of a Function with Three Variables (Line Integrals in Space)

R R R
Let G be a function with three variables. Then, C G(x, y, z)dx, C G(x, y, z)dy, and C G(x, y, z)ds,
are defined in a similar approach mentioned above. Additional to the three equations, we have an
integral along a space curve C with respect to z :
Z n
X
G(x, y, z)dz = lim G (x∗i , yi∗ , zi∗ ) ∆zi . (14)
C ∥P ∥→0
k=1

Evaluation Method for a Pragmatic Curve - three variables

Let G be a function with three variables and C be a smooth curve in 3-space which is defined by the
parametric equations x = f (t), y = g(t), z = h(t), a ≤ t ≤ b. Then, (14) can be evaluated by
Z Z b
G(x, y, z)dz = G(f (t), g(t), h(t))h′ (t)dt. (15)
C a
R R
It is evident that integrals C G(x, y, z)dx and C G(x, y, z)dy are evaluated in a similar fashion. The
line integral with respect to arc length is
Z Z b q
G(x, y, z)ds = G(f (t), g(t), h(t)) [f ′ (t)]2 + [g ′ (t)]2 + [h′ (t)]2 dt. (16)
C a

Compare the last term in (16) with “Length of a Space Curve (8)” in the Lecture Note #3.

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

Note: If the curve is piecewise, a line integral along a piecewise-smooth curve C is defined as the sum
of the integrals over the various smooth curves whose union comprises C (line integral is a linear operator,
i.e., superposition property can be used).
R Figure 6 (b), one can write C = C1 ∪ C2 ∪ C3 . For example for piecewise curve C in Figure 6 (b)
For
C G(x, y, z)dx, can be written by
Z Z Z Z
G(x, y, z)dx = G(x, y, z)dx + G(x, y, z)dx + G(x, y, z)dx (17)
C C1 C2 C3

Figure 6: Examples of Piecewise curves: (a) (b)from Figure 3 .

Ra Rb
Note: We know that b f (x)dx = − a f (x)dx. R
Therefore, for Figure 6 (a), one can write C = C1 ∪ C2 ∪ C3 and write C G(x, y, z)dx as

Z Z Z Z
G(x, y, z)dx = G(x, y, z)dx + G(x, y, z)dx + G(x, y, z)dx
C C1 C2 C3
Z Z Z (18)
=− G(x, y, z)dx − G(x, y, z)dx − G(x, y, z)dx,
−C1 −C2 −C3

where −C1 means the opposite orientation of the arrow in Figure 6.

Notation:

• For simplicity, one can write the following equation without the parentheses.
Z Z
P (x, y)dx + Q(x, y)dy = P dx + Qdy. (19)
C C

• A line integral along a closed curve C is denoted by

I
P dx + Qdy (20)
C

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

y 2 dx − x2 dy on the closed curve C shown in Figure 7.

H
Example 1. [From the textbook] Find C

3.5

2.5

1.5

0.5

0
0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2 2.2

Figure 7: Piecewise curve C in Example 2.

Solution: The curve C is piecewise smooth. Using (17), symbolically, we write

I Z Z Z
= + + (21)
C C1 C2 C3

where curves C1 , C2 , and C3 are indicated in Figure 7. For C1 , one has

Z Z 2
2 2
y dx − x dy = 0dx − x2 (0) = 0. (22)
C1 0

For C2 , one has

Z Z 4 Z 4 4
2 2 2
y dx − x dy = y (0) − 4dy − 4dy = −4y = −16. (23)
C2 0 0 0

For C3 , see the Figure 7, where y = x2 , yields dy = 2xdy. Consequently, one has
Z Z 0   0
2 2 4 2 1 5 1 4 8
y dx − x dy = x dx − x (2xdx) = x − x = (24)
C3 2 5 2 2 5

From (22), (23) and (24), we have

Z
8 72
y 2 dx − x2 dy = 0 − 16 + =− . (25)
c 5 5

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

Consider the vector function F(x, y) = P (x, y)i + Q(x, y)j which is defined along a curve C : x = f (t), y =
g(t), a ≤ t ≤ b. Let r(t) = f (t)i + g(t)j be the position vector of points on C. Then, one can write

dr = f ′ (t)dti + g ′ (t)dtj = dxi + dyj. (26)

From (26), it is clear that Z Z

P (x, y)dx + Q(x, y)dy = F · dr. (27)
C C
For a 3-variable curve, a line integral is given by
Z Z
P (x, y, z)dx + Q(x, y, z)dy + R(x, y, z)dz = F · dr, (28)
C C

where F(x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k and dr = dxi + dyj + dzk

Recall the definition of the “work” from Lecture Note #1. The work performed by Force F along curve C
is evaluated by Z Z
W = P (x, y)dx + Q(x, y)dy or W = F · dr. (29)
C C

Note: Recall the “unit tangent (T = dr/ds)” from Lecture Note #3. Then, (29) can be written as
Z Z Z
why?
W = F · dr = F · Tds = compT Fds (30)
C C C

Answer: The magnitude of T is 1.

Circulation
Let the curve C be a simple closed curve. A line integral of a vector field F around C is called the
circulation of F around C. It is given by
I I
circulation = F · dr = F · Tds. (31)
C C

Note: Work done on a closed curve is referred to as circulation.

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

x2 + y 2 dx − 2xydy on the given closed curve C in Figure

H

Example 2. [From the textbook] Evaluate C
8.

-1
-2 -1 0 1 2

Figure 8: Piecewise curve C in Example 3.

Solution 1: One can write C = C1 ∪ C2 . From C1 in Figure 8, one has y = dy = 0.

I Z Z
2 2 2
x2 + y 2 dx − 2xydy.




x + y dx − 2xydy = x dx + (32)
C C1 C2
√
From Figure 8, for C2 , one can write: y = + 4 − x2 → dy = √−2x dx. Thus, one can write
2 4−x2

1 32
Z −2
−2x
Z Z p
2 2 2
(x2 + 4 − x2 )dx − 2x 4 − x2 √



x dx + x + y dx − 2xydy = = x + dx
C1 C2 3 −2 2 2 4 − x2
16 80 64
= − =−
3 3 3
(33)
Solution 2: From C1 in Figure 8, one has y = dy = 0. From (2, 0) to (−2, 0) we parameterize the semicircle
as x = 2 cos θ and y = 2 sin θ for 0 ≤ θ ≤ π.
I Z 2 Z π Z π
x2 + y 2 dx − 2xydy = x2 dx +


4(−2 sin θdθ) − 8 cos θ sin θ(2 cos θdθ)
C −2 0 0
2 Z π
1 3
sin θ + 2 cos2 θ sin θ dθ


= x −8 (34)
3 −2 0
  π
16 2 16 80 64
= − 8 − cos θ − cos3 θ = − =−
3 3 0 3 3 3

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

3 Independence of the Path

Path of Integration

A directed piecewise smooth curve between two points A and B is a path.

Path Independence

Path independence in line integrals refers to the property that the value of a line integral between two
points depends only on the endpoints of the curve and not on the specific path taken between those
points. If a line integral is path independent, it means that the work done by a vector
R field along
R any
curve connecting two points is the same, regardless of the specific path taken, i.e., C1 F·dr = C2 F·dr.

Conservative Vector Fields or Gradient Vector Field

A vector function F in two or three dimensions is considered to be “conservative” if it is continuous
and has continuous first partial derivatives and can be expressed as the gradient of a scalar function
ϕ. The scalar function ϕ is referred to as the potential function for F.

Fundamental Theorem for Line Integrals

Let C be a path in an open region R of the xy-plane and is defined by r(t) = x(t)i + y(t)j, a ≤ t ≤ b.
If F(x, y) = P (x, y)i + Q(x, y)j is a conservative vector field in R and ϕ is a potential function for F,
then Z Z
F · dr = ∇ϕ · dr = ϕ(B) − ϕ(A), (35)
C C
where A = (x(a), y(a)) and B = (x(b), y(b)).

• Connected Region - in the plane or space: For any pair of arbitrary points A and B in the
region, there is a piecewise-smooth curve (a path exists) that lies entirely in the region.

• Roughly speaking a simply connected region does not have any holes or isolated points. For
example neither a doughnut nor a coffee cup (with a handle) is simply connected.

More precise definition: To be simply-connected means to be path-connected and can be

continuously shrunk to a single point without crossing the boundary of the region.

• Disconnected Region: If the region is not connected, i.e., for two points A and B cannot be
joined by a piecewise-smooth curve (no path exists).

• Multiply Connected Region: The region that is connected but not simply connected because
of holes in it (more info can be found here).

• Open Region A region is said to be open if it contains no boundary points.

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

Connected region R Multiply connected region R Disconnected region R

Figure 9: Examples of regions.

R
The line integral of a vector field F along any path C ( C F · dr) in an open connected region R is
independent of the path if and only if F is conservative in that region.

R
The lineR integral C F · dr over any path C in an open connected region R is path independent if and
only if C F · dr = 0 for every closed curve in R.

R
Figure 10: Intuitive proof of C F · dr = 0 on a closed path using path independence.

Z Z Z Z Z
F · dr = F · dr + F · dr = F · dr + F · dr = 0. (36)
C C1 C2 −C2 C2

A Field is Conservative when:

For a vector field F(x, y) = P (x, y)i + Q(x, y)j, let P and Q be continuous, and have continuous first
partial derivatives in the simply connected, open region R. Then, the vector field F is conservative
if and only if
∂P ∂Q
= , (37)
∂y ∂x
for all (x, y) in the region R.

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

Conservative Vector Fields in 3-Space

For a three-dimensional conservative vector field

F(x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k, (38)

and a piecewise-smooth space curve r(t) = x(t)i + y(t)j + z(t)k, a ≤ t ≤ b, the following is valid
Z Z
F · dr = ∇ϕ · dr = ϕ(x(b), y(b), z(b)) − ϕ(x(a), y(a), z(a)) = ϕ(B) − ϕ(A). (39)
C C

R
Let C be a space curve, a line integral C F · dr is independent of the path if vector field

F(x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k, (40)

is conservative.

A Field is Conservative in Three-Space when:

For a vector field F(x, y, z) = P (x, y, z)i + Q(x, y, z)j + R(x, y, z)k, let P, Q, and R are continuous and
have continuous first partial derivatives in some open region of 3-space in the simply connected, open
region R. Then, the vector field F is conservative if and only if
∂P ∂Q ∂P ∂R ∂Q ∂R
= , = , = . (41)
∂y ∂x ∂z ∂x ∂z ∂y

for all (x, y, z) in the region R.

Note:

If the vector field F is conservative then F = ∇ϕ. One can write curl(gradϕ) = 0 →
− ∇ϕ = curl F = 0;
that is      
∂R ∂Q ∂P ∂R ∂Q ∂P
curl F = − i+ − j+ − k = 0. (42)
∂y ∂z ∂z ∂x ∂x ∂y

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

Example 1. [From the textbook] Consider the line integral

Z
(y + yz)dx + x + 3z 3 + xz dy + 9yz 2 + xy − 1 dz.



(43)
C

a) Show it is independent of the path.

R (2,1,4)
b) Evaluate (1,1,1) F · dr.

Solution:
F(x, y, z) = (y + yz)i + x + 3z 3 + xz j + 9yz 2 + xy − 1 k,



(44)
P = y + yz, Q = x + 3z 3 + xz, and R = 9yz 2 + xy − 1,

One can see that

∂P ∂Q ∂P ∂R ∂Q ∂R
=1+z = , =y= , and = 9z 2 + x = . (45)
∂y ∂x ∂z ∂x ∂z ∂y
Consequently, F is conservative, and therefore, the integral is independent of the path.
b) To find a potential function ϕ(x, y, z), using partial integration from

∂ϕ ∂ϕ ∂ϕ
= P, = Q, and = R. (46)
∂x ∂y ∂z
From the first equation, one has
ϕ = xy + xyz + g(y, z). (47)
Take the derivative (47) with respect to y, and it is must be equal to Q

∂ϕ ∂g
= x + xz + = x + 3z 3 + xz (48)
∂y ∂y

Using partial integration from (48),

∂g
= 3z 3 implies g = 3yz 3 + h(z). (49)
∂y

Consequently, ϕ = xy + xyz + 3yz 3 + h(z). Take its derivative with respect to z, and it must be equal to R

∂ϕ
= xy + 9yz 2 + h′ (z) = 9yz 2 + xy − 1. (50)
∂z
It yields
ϕ = xy + xyz + 3yz 3 − z + K, (51)
where one can disregard K. Finally, one can write
Z (2,1,4)
(y + yz)dx + x + 3z 3 + xz dy + 9yz 2 + xy − 1 dz



(1,1,1) (52)

(2,1,4)
= xy + xyz + 3yz 3 − z (1,1,1)
= 198 − 4 = 194.

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ENGR 233: Applied Advanced Calculus Winter 2023, Lecture Note #5 and #6

• The work done by a conservative force field F on a particle moving from point A to point B is
the same regardless of the path taken between the two points.

• The work done by a conservative force field along a closed path is always zero.

• The sum of a particle’s kinetic energy and potential energy in a conservative field remains
constant as the particle moves along a path.

Regarding non-conservative forces, they can be defined as forces that result in the dissipation of kinetic
energy without a corresponding increase in potential energy. Another way of saying this is that the
work done by non-conservative forces depends on the path taken, e.g., air resistance.

Example 2. [From the textbook] Evaluate the following integral

Z (0,0,0)
2xzdx + 2yzdy + x2 + y 2 dz.


(53)
(−2,3,1)

Solution:
First, one can show that Py = 0 = Qx , Qz = 2y = Ry , Rx = 2x = Pz and the integral is independent of
path.

Method 1: As integral is independent of the path, we find the potential function ϕ(x, y, z) and evaluate the
integral
∂ϕ ∂ϕ ∂ϕ
= P = 2xz, = Q = 2yz, and = R = (x2 + y 2 ), (54)
∂x ∂y ∂z
From the first equation one has

∂ϕ ∂c1 (y, z)
ϕ = x2 z + c1 (y, z), by substituting in → = 2yz → c1 (y, z) = y 2 z + c2 (z) (55)
∂y ∂y
∂ϕ
One can write ϕ = x2 z + y 2 z + c2 z, considering ∂z = R = (x2 + y 2 ) one can note that c2 = 0. Then,
ϕ(x, y, z) = x2 z + y 2 z. Consequently,
Z (0,0,0)
(0,0,0)
2xzdx + 2yzdy + x2 + y 2 dz = x2 z + y 2 z


(−2,3,1)
= 0 − (−13) = 13. (56)
(−2,3,1)

Method 2: As integral is independent of the path, we parameterize the line segment between the points
x = −2(1 − t), y = 3(1 − t), z = 1 − t, for 0 ≤ t ≤ 1. Then dx = 2dt, dy = −3dt, dz = −dt, and
R (0,0,0) 2 + y 2 dz


(−2,3,1) 2xz dx + 2yzdy + x
R1
= 0 −4(1 − t)2 (2) + 6(1 − t)2 (−3) + 4(1 − t)2 (−1) + 9(1 − t)2 (−1) dt

(57)
R1 1
= 0 −39(1 − t)2 dt = 13(1 − t)3 0 = −13

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