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Vector Calculus

1 Differentiation of vector
In Cartesian coordinates

a
(
u

u
)

a
( u)

a ( u) a x ( u)i a y ( u) j a z ( u)k

a ( u) is continuous at some point u u0


a ( u u )

da ( u)
a ( u u ) a ( u )

lim
u 0
du
u

a
(u)
da x ( u) da y ( u) da z ( u)

i
j
k
du
du
du
In physics :

r ( t ) x( t )i y( t ) j z ( t )k

dr dx dy dz

v (t )

i
j k v x i v y j v z k
dt dt
dt
dt

dv ( t ) dv x dv y dv z d 2 x d 2 y d 2 z

a(t )

i
j
k 2 i 2 j 2 k
dt
dt
dt
dt
dt
dt
dt
Note : in Cartesian coordinates, i , j , k are fixed, in general the basis vector
may be differenti able.

Vector Calculus
For two-dimensional plane polar coordinates
(1) i and j are constant in magnitude and direction
(2) e and e have constant magnitudes but their
direction changes as and .

..

..

e ( 2 ) e ( 2 )

e
i

de
d
d

e cos i sin j
sin
i cos
j e
dt
dt
dt
de
d
d

e sin i cos j
cos
i sin
j e
dt
dt
dt

Ex : position vector r ( t ) ( t )e , find the velocity and acceleration

de
d

v ( t ) r ( t )
e
e e
dt
dt
d

a ( t ) v ( t ) ( e e )
dt

Vector Calculus
Differentiation of composite vector expressions

d
da d
(1) (a )

a
du
du du

d
d
b
da

(2) ( a b ) a

b
du
du du

d
db da
(3) ( a b ) a

b
du
du du

Ex : torque T r F , the angular momentum is L r m v

dL d
dr

(r mv )
mv r (mv )
dt dt
dt
dt


v mv r F r F T

da ( s ) da ds

* if a vector a a ( s ) and s s( u)

du
ds du

d
d
a
d
a

* if a a a 2 is a constant
(a a ) 2a
0a
du
du
du

Vector Calculus
2 Integration of vector


d
A
( u)

a ( u)
a ( u)du A( u) b b is a constant vector
du
u2
a (u)du A(u2 ) A(u1 )
u1

d 2r
GMm
dr
Ex : Newton' s law of gravitation m 2 2 r , show that r
dt
r
dt
is a constant of the motion.

GM
d 2r
r 2 2 r r 0
dt
r

d dr
d 2 r dr dr
(r ) r 2
0
dt
dt
dt
dt dt

dr
r
c is a constant vector
dt

for infinitesi mal time interval dt 0 r r dr

dA 1 dr | c |

the change in area is dA | r dr | / 2 its changing rate
| r |
dt 2
dt
2

Vector Calculus
3 Space curves

r ( u) x ( u)i y( u) j z ( u)k


dr ( u) dxi dyj dzk (ds ) 2 dr dr (dx ) 2 ( dy ) 2 (dz ) 2


ds 2 dr dr
ds
dr dr
( )

du
du du
du
du du

u2 dr dr
The arc length is s
du
u1
du du

Ex: A curve lying in the xy-plane is given by y=y(x), z=0. Evaluate the arc
length along the curve between x=a and x=b.

d
r
dy

Set u x r ( u) ui y( u) j
i
j
du
du

b
dr dr
dy 2
dy

1 ( ) s 1 ( ) 2 dx for u x
a
du du
du
dx

Vector Calculus

dr

If a curve C is described by r ( u),


is a vector tangent to C
du
at that point in the direction of increasing u.

dr
If u is the arc length (s) along the curve,
t is a unit tangent
ds
vector to C at a given point.

(1) Curvature : the changing rate of the unit tangent vector t

C
dt d 2 r
z
with respect to s | || 2 |
ds ds
The radius of curvature 1 /
b
dt
dt

| t | 1 t 0 , t
ds
ds

r
(u)
dt
n n is the principal normal vector
ds
x
b t n binormal vector
t , n and b form a right - handed retangular cordinate system.

r (u)

dr
t
ds

n
t

Vector Calculus
db
db

(2) | b | 1 b
0b
ds
ds

db
d
d
b
d
t
d
b
d
b

for b t 0 0 (b t )
t b
t b n
t t
ds
ds
ds ds
ds
ds

db
d
b

perpendicular to b and t
n
ds
ds
db
db
n n
the torsion of a curve
ds
ds
1
the radius of the torsion

(3) n b t
dn db dt

t b n t b n b t
ds ds
ds

Frenet-Serret
formula:

dt
n
ds

dn
b t
ds

db
n
ds

Vector Calculus
Ex : Show that the acceleration of a travelling along a trajectory
dv v 2

r ( t ) is given by a ( t )
t n
dt

v : the speed of the particle t : the unit tangent to the trajectory


n : the principal normal

: the radius of curvature

dr dr ds ds

v (t )

t vt
dt ds dt dt

dv d
dv
dt

a(t )
(vt )
t v
dt dt
dt
dt
dt ds dt
v
dv v 2

vn n a ( t )
t n
dt dt ds

dt

dv
t : tangential acceleration
dt
v2
n : centripetal acceleration

dv
t
dt
v2
n

Vector Calculus

dr dr du
For a curve r ( u), u is some parameter v

dt du dt

d dr du dr d u
d dr du du dr d 2 u
dv d dr du
a
(
) [ ( )]
[ ( ) ]
dt dt du dt
dt du dt du dt 2
du du dt dt du dt 2

d 2 r du 2 dr d 2 u
2( )
du dt
du dt 2

4 Vector functions of several arguments



(1) If a a ( u1 , u2 ,.....un ), ui is also a function of ui (v1 , v 2 ,...v n )

n
a
a u1 a u2
a un
a u j

......

v i u1 v i u2 v i
un v i
j 1 u j v i

(2) If a is an explicit function of v and scalars u j u j (v )

da a n a u j

dv v j 1 u j v
(3) The differenti al of a vector dependent variables u1 , u2 ,...un

n
a
a
a
a
da
du1
du2 .....
dun
du j
u1
u2
un
j 1 u j

Vector Calculus
5 Surface
In Cartesian coordinate the surface equation is :

(1) r ( u, v ) x ( u, v )i y( u, v ) j z ( u, v )k
(2) z f ( x , y )
(3) g ( x , y , z ) 0

(4) z f ( x , y ) r ( u, v ) ui vj f ( u, v )k

For a parameter , any curve r ( ) on the


surface can be represented by

u f ( ) and v g( ) r ( ) r ( u( ), v ( ))

dr r du r dv

The vector tangent to r ( ) is

d u d v d
u c1 and v c2 are called coordinate curves.

r
(a)
is the tangent vector of curve u c1
v

r
(b)
is the tangent vector of curve v c2
u

Vector Calculus

r
r
If
and
are linearly independent, we can use the two vectors
u
v
to define the tangent plane T at the point P.

r r
For a point P on the smooth surface S, a normal vector is n

u v

In the neighbourhood of P, an infinitesimal vector displacement dr is

r
r
dr
du
dv
u
v
The element of area at P is an infitesima l parallelogram

r
r
r r

dS |
du dv ||
| dudv | n | dudv
u
v
u v
Total area

r r

A dS |
| dudv | n | dudv
R u
R
v

Vector Calculus
Ex: Find the element of area on the surface of a sphere of radius a,
and hence calculate the total surface area of the sphere.

r ( , ) a sin cos i a sin sin j a cos k


(1) The vector tangent to the curve c1 is

r
a cos cos i a cos sin j a sin k

(2) The vector tangent to the curve c2 is

r
a sin sin i a sin cos j

j
i

r r
Normal vector n

a cos cos a cos sin



a sin sin a sin cos

k
a sin
0

2
2
| n | a sin dS a sin dd A a 2 sin dd 4a 2
0

Vector Calculus
7 Vector operator
Gradient of a scalar field


del i
j
k
x
y
z

in Cartesian coordinate


For a scalar field ( x , y , z ) grad i
j
k
x
y
z

The change in from r to r dr

dr ( i
j
k
) ( i dx jdy kdz )
x
y
z

dx
dy
dz d
x
y
z

d dr

If r r ( u), u is a parameter

du
du
If u s , the arc length along the curve

d dr

t t is the unit tangent vector
ds
ds

Vector Calculus
The changing rate of with respect to the

distance s in a particular vector a is

d
d
a | | cos | |
| |
ds
ds

d
|| a ( 0) ( )max | |
ds

Ex: For a function x 2 y yz at a point (1,2-1), find its rate

of change with distance in the direction a i 2 j 3k . At the


same point, what is the greatest possible rate of change with
distance and in which direction does it occur?

2 xyi ( x 2 z ) j yk 4i 2k at point (1,2,1)

a
1
d
1
10

(1) a
( i 2 j 3k )
a
( 4 6)
|a |
ds
14
14
14

(2) In the direction 4i 2k ( )max | | 20


ds

Vector Calculus
The rate of change of a vector (or scalar) field with distance in the
direction of a could be found by the scalar differenti al operator

a a x
ay
az
x
y
z


Ex : the change in electric field from r to r dr dE (dr ) E

d
0 and
ds
dx dy dz
dx dy dz

( i
j
k
) (i
j k )
x ds y ds z ds
x
y
z
ds
ds
ds
dr


t 0 t
ds
t is a tangent vector to this surface at some point


n is a normal vector to the surface ( x , y , z ) c at every points.
n

| | changing rate along n , is called normal derivative.


n

If ( x , y , z ) c (constant)
d
ds

(1)
(2)
(3)

Vector Calculus
Ex: Find the expression for the equations of the tangent plane and the line normal
to the surface ( x , y , z ) c at the point P with the coordinates x0 , y0 , z0 . Use the
results to find the equations of the tangent plane and the line normal to the
surface of the sphere x 2 y 2 z 2 a 2 at the point (0,0, a ) .

(1) Point P at r x0 i y0 j z0 k

Normal vector | x0 , y0 , z0 n0
z

The tangent surface ( r r0 ) n0 0
za

n 0
(2) If r is on the straight line passing through P along
(0,0, a )

n0 ( r r0 ) n0 0
(3) For the surface x 2 y 2 z 2 a 2

x
2 xi 2 yj 2 zk 2ak (at (0,0, a ))

The tangent plane is ( r r0 ) 2ak 0 2a ( z a ) 0 z a
(4) The line normal the sphere at (0,0, a)

( r r ) 2ak 0 ( xi yj ( z a )k ) 2ak 0
0

2ayi 2axj 0 x y 0 is the z axis

Vector Calculus
Divergence of a vector field

a y a z
a
div a a x

x
y
z

If a 0 Solenoidal

Ex :V ( x , y , z ) is a local velocity in a fluid



V is the net rate of outflow of fluid per unit volume
Scalar differential operator

2
2
2
2 2 2
x
y
z

2 the Laplacian of
2

Ex : Find the Laplacian of the scalar field xy 2 z 3


2 2 xz 3 6 xy 2 z

Vector Calculus
Curl of a vector

a a y a x a x a y a x

curl a a ( z
)i (

)j(

)k
y
z
z
x
x
y
i

x
ax

y
ay

z
az


If a 0 Irrotational

Ex : a x 2 y 2 z 2 i y 2 z 2 j x 2 z 2 k
i

a
x
x2 y2z2

y
y2z2

i (0 2 zy 2 ) j ( 2 xz 2 2 zx 2 y 2 ) k (0 2 yx 2 z 2 )
z
x2z2

- 2[ y 2 zi ( xz 2 x 2 y 2 z ) j x 2 yz 2 k ]

Vector Calculus

If v ( x , y , z ) is the local velocity in a fluid, v is related to the


angular velocity of the fluid in the neighborhood of that point.

A small paddle wheel rotate v 0

doesnot rotate v 0


Ex : If r is the position vector and k , then v r .

v (k ) ( xi yj zk ) xj yi
j
i

v
x
y
y x

2k 2
z
0

Vector Calculus
Useful formulas:

(1) ( )


(2) (a b ) a b


(3) (a b ) a b

(4) ( )



(5) (a b ) a ( b ) b ( a ) (a )b (b )a

(6) (a ) a a


(7) (a b ) b ( a ) a ( b )

(8) (a ) a a


(9) (a b ) a ( b ) b ( a ) (b )a (a )b

Vector Calculus
8 Vector operator formula

Ex : Show that (a ) a a

[ (a )]k i (a j ) ijk ijk [ i a j a j i ]


i, j

i a j ijk
i, j

i, j

ijk ( ) i a j
i, j

( a ) k ( a ) k

Useful special cases:

r xi yj zk is a position vector | r | r ( x 2 y 2 z 2 )1 / 2

d
(1) ( r )
r
dr

d r d r d r
( r )
i
j
k
i
j
k
x
y
z
dr x
dr y
dr z
d ( xi yj zk ) d

r
dr
r
dr

Vector Calculus

(2) [ ( r )r ] r r
(

x y z d
d ( r )

) r
r 3 ( r ) r
x y z
dr
dr

z
(3) r
(
) (
) (
)
x x 2 y 2 z 2
y x 2 y 2 z 2
x2 y2 z2

1 x2
2
2
2 1 / 2
for the 1st term :
[ x( x y z ) ] 3 another terms are similar
x
r r

3 x2 y2 z2 3 1 2
r

r
r3
r r r

d
d
d
2 d ( r ) d 2 ( r )
2
(4) ( r ) ( ( r )) ( r )
( r ) ( ) r

dr
dr
dr
r dr
dr 2
d
d x d y d z
for the 2nd term : ( ) r
( ) ( ) ( )
dr
x dr r y dr r z dr r
d 2 r x d 2 r y d 2 r z
( 2
) ( 2
) ( 2
)
dr x r
dr y r
dr z r
d 2 x 2 y 2 z 2
d 2
2(
) 2
2
dr
r
dr

Vector Calculus

(5) [ ( r )r ] r r 0
i

(a) r
x
x
i


(b) r
x
x

y
y
j

y
y

z y
z x
y x
i ( ) j ( ) k ( ) 0
z
y z
x z
x y
z
k

i (z
y ) j ( z
x ) k ( y
x )
z
y
z
x
z
x
y
z

d r x d y d z d

x dr x r dr
y r dr
z r dr

y d
z d
x d
z d
x d
y d

r i ( z
y
) j ( z
x
) k ( y
x
)0
r dr
r dr
r dr
r dr
r dr
r dr
for

r
(6) r i

j r k r i x j y k z 1 ( xi yj zk ) r
y
z
r
r
r r

Vector Calculus

(7) r 3
1
r
(8) ( ) 2
r
r
r

1
1
(9) ( 2 ) ( ) 2 ( ) 4 ( r )
r
r
r
( r ) is Dirac delta function

( x x0 ) 0 for x x0

f ( x ) ( x x0 )dx f ( x0 ) if x0 [a , b]
0

if x0 [a , b]

Vector Calculus
Combinations of grad, div, and curl

: scalar field a : vector field

(1) ( ) 0
j
i
k

( ) / x
/ y
/ z
/ x / y / z
2
2
2
2
2
2

i(

) j(

) k(

)0
yz zy
z x x z
xy yx

(2) ( a ) 0
/ x / y / z

( a ) / x / y / z 0
ax
ay
az

(3) a a ( ) 0 a is irrotational


(4) b a b ( a ) 0 b is solenoidal

Vector Calculus

2 2 2
2
(5) ( ) 2 2 2
x
y
z

a x a y a z
(6) ( a ) ( i
j
k )(

)
x
y
z x
y
z
2
2
2
2
2
2
2
2
2

az

a
y
y
y
z
z
x
x
x
(
i ( 2

) j (

)
x
xy xz
yx y 2 yz
zx zy z 2

(7) ( a ) ( a ) 2 a

2
2
2

a ( 2 2 2 )(a x i a y j a z k )
x
y
z
2

Note : In Cartesian coordinates, the unit vector are constant, so the operator 2
does not act on them.
In cylindrical and spherical coordinates, the unit vectors are not constant
, so 2 can act on them.


(8) ( ) ( ) ( ) 0

Vector Calculus
9 Cylindrical and spherical polar coordinates
A. Cylindrical polar coordinates
x cos y sin z z

0 2
z

for point P : r cos i sin j zk

e
cos i sin j
e cos i sin j

e
sin i cos j e sin i cos j

ez
k
e z k
z

r
r
r
dr
d
d
dz

de de dze z de de dze z

Vector Calculus
Position from ( , , z ) to ( d , d , z dz )
The change of the distance along
(1) e is d (2) e is d (3) e z is dz
Scale factors are h 1, h , and hz 1
along directions e , e , and e z , respectively.


ds (ds ) 2 (dr dr )1 / 2 [(d ) 2 2 ( d ) 2 (dz ) 2 ]1 / 2
The area in x - y plane is dA dd
The volume element is
dV | de ( de dze z ) | dddz

For a scalar field ( , , z ), and a vector field a a e a e a z e z

(1)
e
e
e z


z
1
1 a a z
(2) a
( a )

Vector Calculus
e
1
(3) a

a

e z

z
az

1 2 2
(4)
(
) 2
2
2


z
2

Ex : a yzi yj xz 2 k expressed in cylindrical coordinates


e cos i sin j
e sin i cos j e z k
i cos e sin e
x cos

j sin e cose k e

y sin

zz

The above are put into vector a .

Vector Calculus
B. Spherical polar coordinates
x r sin cos y r sin sin z r cos
r0
0
0 2

r r sin cos i r sin sin j r cos k

er
sin cos i sin sin j cos k
r

e
r cos cos i r cos sin j sin k

e
r sin sin i r sin cos j

| er | 1 | e | r | e | r sin

e r e r sin cos i sin sin j cos k

e e / | e | cos cos i cos sin j sin k

e e / | e | sin i cos j

Vector Calculus
Displacement :

r
r
r
dr
dr
d
d
r

drer de de
drer rde r sin de
Magnitude of displacement :

ds (ds ) 2 dr dr
(dr ) 2 r 2 (d ) 2 r 2 sin 2 (d ) 2
The area element on the surface of a sphere with a radius a
dA | a sin de ade | a 2 sin dd
The volume element :
dV | dre r ( rde r sin de ) | r 2 sin drdd

Vector Calculus

A scalar field ( r , , ), a vector field a a r e r a e a e

1
1
(1)
e r
e
e
r
r
r sin
1 2
1

1 a
(2) a 2
(r ar )
(sin a )
r r
r sin
r sin
e r

1

(3) a 2
r sin r
ar

ra

r sin a

1 2
1

1
2
(4) 2
(r
) 2
(sin
) 2 2
r r
r
r sin

r sin 2
2

Vector Calculus
10 General curvilinear coordinate
x x( u1 , u2 , u3 )

y y( u1 , u2 , u3 )

z z( u1 , u2 , u3 )

u1 u1 ( x , y , z )
u2 u2 ( x , y , z )
u3 u3 ( x , y , z )

r ( u1 , u2 , u3 ) is the position vector at point P

e1
a vector tangent to u1 - curve at P
u1

e2
a vector tangent to u2 - curve at P
u2

e3
a vector tangent to u3 - curve at P
u3

| e1 | h1 | e2 | h2 | e3 | h3

1 r
1 r
1 r
Unit vectors : e1
e2
e3
h1 u1
h2 u2
h3 u3

r
r
r
Scale factors : h1 |
| h2 |
| h3 |
|
u1
u2
u3

Vector Calculus
The distance element of changing dui is hi du1
Cylindrical coordinate : h 1 h hz 1
Spherical coordinate : hr 1 h r

r
r
r
dr
du1
du2
du3
u1
u2
u3

du1e1 du2e2 du3e3


h1du1e1 h2du2e 2 h3du3e 3

h r sin

For orthogonal curvilinear coordinates, e i are mutually


perpendicular, the element of arc length is

(ds ) 2 dr dr h12 (du1 ) 2 h22 (du2 ) 2 h32 (du3 ) 2
The infinitesimal parallelpiped defined by the vector

(
)dui dui ei hi dui e i for i 1,2,3
ui

The volume element is dV | du1e1 (du2e2 du3e3 ) |


| h1du1e1 ( h2du2e2 h3du3e3 ) | h1h2 h3du1du2du3

Vector Calculus
Another useful three unit vectors :

u
1 1 normal to the surface u1 c1
| u1 |

u2
2
normal to the surface u2 c2
| u2 |

u
3 3 normal to the surface u3 c3
| u3 |

Two sets of vectors : ei


ui

i ui

a 1e1 2e2 3e3 1 1 2 2 3 3

r
r
r
1
2
3
1u1 2u2 3u3
u1
u2
u3

Vector Calculus

{ei } and { i } are reciprocal system of vectors

r

ei j
u j
ui
(

x y z u j u j u j
i
j
k) (
i
j
k)
ui
ui
ui
x
y
z

x u j y u j z u j u j

ui x ui y ui z
ui


ei j 1 if i j

0 otherwise

Vector Calculus
Gradient

du1
du2
du3
u1
u2
u3


dr ( h1du1i h2du2 j h3du3 k )

1
1
1

e1
e2
e3
h1 u1
h2 u2
h3 u3
d

Divergence

a a1e1 a2e2 a 3e3



1

a
[
( h2 h3a1 )
( h3 h1a 2 )
( h1h2a 3 )]
h1h2 h3 u1
u2
u3
Proof:

e1 e2 e3 h2u2 h3u3

(a1e1 ) (a1h2 h3u2 u3 )

(a1h2 h3 ) (u2 u3 ) a1h2 h3 (u2 u3 )

Vector Calculus

From eq. 10.43 ( ) 0 (u2 u3 ) 0

e 2 e3
e1

(a1e1 ) (a1h2 h3 ) ( ) (a1h2 h3 )


h2 h3
h2 h3
1

(a1h2 h3 )
h1h2 h3 u1

the same for (a2e2 ) and (a 3e3 )

(a2e2 )
( h3 h1a2 ) and (a 3e3 )
( h1h2a 3 )
h1h2 h3 u2
h1h2 h3 u3

Laplacian

1
1
1

a
e1
e2
e3
h1 u1
h2 u2
h3 u3

1
h2 h3
h3 h1
h1h2
2
a
[
(
)
(
)
(
)]
h1h2 h3 u1 h1 u1
u2 h2 u2
u3 h3 u3

Vector Calculus
Curl

h1e1

1

a a1e1 a 2e2 a 3e3 a


h1h2 h3 u1
h1a1
Proof:

h2e2

u2
h2a2

h3e3

u3
h3a 3


(a1e1 ) (a1h1u1 ) (a1h1 ) u1 a1h1 u1

e
(a1h1 ) 1
h1
1
1
1
e
(a1h1 )e1
(a1h1 )e2
(a1h1 )e3 ] 1
h1 u1
h2 u2
h3 u3
h1
e
e

2
(a1h1 ) 3
(a1h1 )
h3 h1 u3
h1h2 u2

the same for (a2 e2 ) and (a 3e3 )


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