Chapter 2 (part 1) Review of Vector Calculus Outline 1. Basic vector algebra 2. Orthogonal coordinate systems 3. Transformation of coordinate systems 4. Line, surface, volume integrals 5. Gradient of a scalar field 6. Divergence of a vector field 7. Curl of a vector field 8. Laplacian operator Basic Vector Algebra ❑ A scalar is a quantity that has only magnitude. ❑ A vector is a quantity that has both magnitude and direction. ❑ For vector A = a A = Aa where A = a x Ax + a y Ay + a z Az A A a= = A A A = Ax2 + Ay2 + Az2 A a x Ax + a y Ay + a z Az a= = A Ax2 + Ay2 + Az2 A = B a ❑ If A = B, it means that and also = b . Vector Addition & Subtraction Parallelogram rule C = A+ B D = A− B Head-to-tail rule Position & Distance Vectors ❑ The position vector (or radius vector) of point P is defined as the directed distance from the origin O to P. ❑ The position vector of point P is useful in defining its position in space. R12 = R2 − R1 ❑ The distance vector is the displacement from one point to another. Vector Scalar Product ❑ Scalar (or dot) product A B = AB cos AB A B = Ax Bx + Ay B y + Az Bz 2 A A = A = A2 A B = B A ( ) Commutative A B + C = A B + AC Distributive Vector Cross Product (i) ❑ Vector (or cross) product A B = an ( AB sin AB ) A B B AB A (a) (a) Right-hand rule (b) Right-handed-screw rule (b) Vector Cross Product (ii) ax a y A B = AB sin AB an = Ax Ay Bx B y = (Ay Bz − Az B y )a x + ( Az Bx az Ay Az Az Ax Ax Az = a x + ay + az B y Bz Bx Bz Bx Bz − Ax Bz )a y + (Ax B y − Ay Bx )a z A A = 0 A B A B = −B A ( ) Anti-commutative A B + C = A B + A C B Distributive A Ay By Vector Triple Product ( ) ( ) ( A B C = B C A = C A B ( ) ( ( ) ( ) ( A B C = B AC − C A B ) A B C A B C ) ) Bac-cab rule NOT associative Cartesian Coordinates ❑ A point P can be represented as (x, y, z). ❑ The ranges of the coordinate variables are − x − y − z 𝑎Ԧ 𝑦 𝑎Ԧ 𝑧 𝑎Ԧ𝑥 Cylindrical Coordinates ❑ A point P can be represented as (, , z). ❑ is called the azimuthal angle and is measured from the x-axis in the xy plane. ❑ The ranges of the coordinate variables are 0 0 2 − z ❑ Note that a is not in degrees. ❑ The magnitude of vector A is A = A2 + A2 + Az2 Transformation between Cartesian and Cylindrical Coordinates (I) = x + y , = tan 2 2 x = cos , −1 tan −1 ( y / x ) −1 tan ( y / x ) + tan −1 ( y / x ) − = /2 − /2 undefined y , z=z x y = sin , z = z x0 x0& y0 x0& y0 x=0& y 0 x=0& y0 x=0& y =0 z y x Transformation between Cartesian and Cylindrical Coordinates (II) A cos A = − sin Az 0 Ax cos A = sin y Az 0 sin cos 0 0 Ax 0 Ay 1 Az − sin cos 0 0 A 0 A 1 Az Cylindrical Coordinates ❑ The base vectors (a x , a y , a z ) are independent of the location of a point. ❑ But, a , a are not because a = a x cos + a y sin a = −a x sin + a y cos ❑ Caution for vector addition and integral in cylindrical coordinates f ( ) a d a f ( )d 𝑎Ԧ𝜙 𝑎Ԧ 𝑧 𝑎Ԧ𝜌 Spherical Coordinates ❑ A point P can be represented as (r, , ). ❑ is called the colatitude and is the angle between the z-axis and the position vector of P. 𝑎Ԧ𝜃 ❑ The ranges of the coordinate variables are 0r 0 0 2 ❑ The magnitude of vector A is A = Ar2 + A2 + A2 𝑎Ԧ𝜙 𝑎Ԧ𝑟 Transformation between Cartesian and Spherical Coordinates (I) r = x 2 + y 2 + z 2 , = tan −1 x2 + y2 y , = tan −1 z x x = r sin cos y = r sin sin z = r cos Transformation between Cartesian and Spherical Coordinates (II) Ar sin cos A = cos cos A − sin sin sin cos sin cos cos Ax − sin Ay 0 Az Ax sin cos A = sin sin y Az cos cos cos cos sin − sin − sin Ar cos A 0 A Summary of Coordinate Transformations Cartesian to cylindrical Cylindrical to Cartesian Cartesian to spherical Spherical to Cartesian Cylindrical to spherical Spherical to cylindrical Coordinate variables Basis vectors = x2 + y2 = x cos + y sin = − x sin + y cos = tan −1 ( y / x ) z=z z=z y = sin z=z z=z ( = tan −1 x 2 + y 2 / z = tan −1 ( y / x ) x = r sin cos y = r sin sin z = r cos = r2 + z2 = tan −1 (r / z ) = ) A = Ax cos + Ay sin A = − Ax sin + Ay cos Az = Az x = cos − sin y = sin + cos x = cos r = x2 + y2 + z 2 Vector components Ax = A cos − A sin Ay = A sin + A cos Az = Az r = x sin cos + y sin sin + z cos Ar = Ax sin cos + Ay sin sin + Az cos = x cos cos + y cos sin − z sin A = Ax cos cos + Ay cos sin − Az sin A = − Ax sin + Ay cos = − x sin + y cos x = r sin cos + cos cos − sin Ax = Ar sin cos + A cos cos − A sin y = r sin sin + cos sin + cos Ay = Ar sin sin + A cos sin + A cos Az = Ar cos − A sin z = r cos − sin Ar = A sin + Az cos r = sin + z cos A = A sin − Az sin = sin − z sin = A = A = r sin = r sin + cos A = Ar sin + A cos = = z = r cos z = r cos − sin A = A Az = Ar cos − A sin Constant-Coordinate Surfaces ❑ Surfaces in Cartesian, cylindrical, or spherical coordinate systems are easily generated by keeping one of the coordinate variables constant and allowing the other two to vary. Vector Area ❑ The vector area (or area vector) is defined as S = S an an Direction of this unit normal vector Surface area = S ❑ For a closed surface, the plus sign typically indicates the outward vector. Differential Length, Area, and Volume (Cartesian coordinate system) ❑ Differential normal surface area dy dz a x dS = dS an = dx dz a y dx dy a z ❑ Differential displacement dl = dx a x + dy a y + dz a z ❑ Differential volume dv = dx dy dz Differential Length, Area, and Volume (Cylindrical coordinate system) ❑ Differential normal surface area d dz a dS = d dz a d d a z ❑ Differential displacement dl = d a + d a + dz a z ❑ Differential volume dv = d d dz Differential Length, Area, and Volume (Spherical coordinate system) ❑ Differential normal surface area r sin d d ar dS = r sin dr d a r dr d a 2 ❑ Differential displacement dl = dr ar + r d a + r sin d a ❑ Differential volume dv = r 2 sin dr d d Line Integral ❑ The line integral A A dl is the integral of the L tangential component of along curve L. A dl = b A cos dl a L ❑ Closed contour integral: A dl L ❑ When we represent the path L by a parametric Path L in space representation, we have ( t ) L ( t ) = x ( t ) ax + y ( t ) a y + z ( t ) az ❑ Then, a line integral of a vector A over a path L z L (t ) y x is given by b a A dL = dL A dt dt t Exercise (i) ❑ Calculate P2 P1 y 3 F dl along L, where F = a x xy − a y 2 x P2 L (1) In Cartesian coordinates dl = a x dx + a y dy P2 F dl = P1 P1 ( ) ( a xy − a 2 x a dx + a dy ) = P2 x P1 3 O y x 0 3 3 0 y P2 xydx − 2 xdy P1 x2 + y 2 = 9 = x 9 − x 2 dx − 2 9 − y 2 dy 0 3 1 2 2 = − ( 9 − x ) − y 9 − y 2 + 9sin −1 3 3 y = − 9 1 + 3 0 2 3 (2) In cylindrical coordinates F cos F = − sin Fz 0 P2 P1 F dl = sin cos 0 P2 P1 0 xy 0 2 x 1 0 F = a (xy cos − 2 x sin ) − a (xy sin + 2 x cos ) x = 3 cos , y = 3 sin dl = a 3d − 3(9 sin 2 cos + 6 cos 2 )d = − 9(sin 3 + + sin cos ) 0 = −91 + 2 /2 x Exercise (ii) ❑ Calculate P2 P1 3 F dl along L, where F = a x xy − a y 2 x y P2 L (3) In Cartesian coordinates using the parametric representation l = ax 3cos ( t ) + a y 3sin ( t ) , (0 t / 2) l O P1 3 Since x ( t ) = 3cos ( t ) and y ( t ) = 3sin ( t ), F = ax 9 cos ( t ) sin ( t ) − a y 6 cos ( t ) P2 P1 F dl = /2 = /2 = /2 0 0 0 F dl dt dt ax 9 cos ( t ) sin ( t ) − a y 6 cos ( t ) −ax 3sin ( t ) + a y 3cos ( t ) dt −27 cos ( t ) sin 2 ( t ) + 18cos 2 ( t ) dt /2 27 sin 3 ( t ) 9sin ( 2t ) = − + 9t + 3 2 0 = −9 1 + 2 x Exercise ❑ Calculate P2 P1 y 3 F dl along L, where F = a x xy − a y 2 x P2 L (1) In Cartesian coordinates dl = a x dx + a y dy P2 F dl = P1 P1 (ax xy − a y 2 x )(ax dx + a y dy ) = P2 P1 O P2 xydx − 2 xdy P1 y = −x + 3 = x ( − x + 3) dx − 2 ( 3 − y ) dy 0 3 3 0 3 3 3 1 1 = − x3 + x 2 − 2 3 y − y 2 = −13.5 2 0 2 0 3 (2) Alternative method x (t ) = 3 − t P2 P1 y (t ) = t 3 F dl = F 0 l = ax ( 3 − t ) + a y t , dl dt dt = ax ( 3 − t ) t − a y 2 ( 3 − t ) −ax + a y dt 0 3 = ( t 2 − 3t ) + 2 ( t − 3) dt = −13.5 0 3 ( 0 t 3) 3 x Surface Integral (i) ❑ The surface integral or flux is defined as S A dS = b Surface S A cos dS a ❑ For a close surface, we have A dS , S referred to as the net outward flux of which is A from S. Surface S in space ❑ When we represent the surface S by a parametric representation, we have S ( t ) = x ( u , v ) ax + y ( u , v ) a y + z ( u , v ) a z z (u, v in R) y S ( u, v ) x ❑ The normal vector of the surface S at point P is a v vector perpendicular to the tangent plane of S at P. R u an Surface Integral (ii) dS dv ❑ Then, the normal vector of the surface can be expressed as dS dS n= du dv S ❑ The unit normal vector is the normalized n vector. Thus, dS dS an = du dv dS dS du dv ❑ The surface integral can be obtained by A dS = A n dudv S R dS du Exercise ❑ Calculate S F dS on a parabolic cylinder S, where F = ax 3z 2 + a y 6 + az 6 xz and S : y = x 2 , 0 x 2, 0 z 3 By setting x = u, and z = v, we have y = x2 = u2. S ( t ) = ax u + a y u 2 + az v n= ( 0 u 2, 0 v 3) dS dS = ( ax + a y 2u ) ( az ) = ax 2u − a y du dv 2 F dS = a 3 v + a y 6 + az 6uv ) ( ax 2u − a y ) dudv ( x S R ( 6uv − 6 ) dudv = (12v − 12 ) dv 3 2 0 0 = 3 0 = 72 2 2 Volume Integral ❑ The volume integral is defined as dv v v ❑ The volume integral is a triple integral within a volume V. Thus, dxdydz v v z y v x Del Operator ❑ The del operator , also known as the gradient operator, is a vector differential operator. It is useful in defining V , A, A, 2V ❑ In Cartesian coordinates, = ax + a y + az x y z ❑ In cylindrical coordinates, = 1 a + a + a z z ❑ In spherical coordinates, 1 1 = ar + a + a r r r sin Gradient ❑ The gradient of a scalar field V is a vector that represents both magnitude and the direction of the maximum space rate of increase of V. V V V V = grad V = ax + ay + az x y z ❑ The gradient of a scalar field V satisfies the following formulas. (V + U ) = V + U (VU ) = VU + UV V U UV − VU = U2 V n = nV n −1V f ( x, y ) = x 3 − 3 x − 2 y 2 Gradient: Examples Divergence (i) ❑ The divergence of A at a given point P is the outward flux per unit volume as the volume shrinks about P. A = div A = lim v → 0 A dS S v ❑ The divergence of A in Cartesian, cylindrical, and spherical coordinates Ax Ay Az A= + + x y z 1 1 A Az (A ) + A= + z 1 2 1 1 A ( A sin ) + (r Ar ) + A= 2 r r r sin r sin Divergence (ii) ❑ The divergence of vector fields satisfies the following formulas. ( ) ( ) A+ B = A+B VA = V A + A V Divergence: Examples Red: source Blue: sink Divergence Theorem Adv = A dS v S ❑ The total outward flux of a vector field through the closed surface S is equal to the volume integral of its gradient over the volume v enclosed by S ❑ Since the outward flux to one cell is inward to the neighboring cells, the cancellation on every interior Volume v surface. S A dS = k Sk A dS = k Volume vk A dS Sk k k Closed surface S Exercise ❑ Verify the divergence theorem for the following closed surface and vector. dS1 2 2 D = ar r + a r sin + a r 2 sin sin 2 dS1 = ar r sin d d r = 2 dS 2 = a r sin dr d = / 2 r =2 S ( ) ( ) D dS = D dS1 + D dS 2 = 2 4 sin d d + r 3 sin 2 dr d S1 S2 /2 2 = 16 sin d d + 0 0 S1 dS 2 S2 2 r dr d = 40 2 0 3 0 1 4 1 2 2 1 r 2 sin sin dv v Ddv = r 2 r ( r ) + r sin ( r sin ) + r sin 2 2 4 r + 2 r cos + r cos r sin d d dr = 40 ( ) 0 0 = 2 2 0 Curl (i) ❑ The curl of A is an axial (rotational) vector whose magnitude is the maximum circulation of A per unit area as the area tends to zero and whose direction is the normal direction of the area when the area is oriented to make the circulation maximum. A dl an A = curl A = lim L S →0 S max an Curl (ii) ❑ The curl of A in Cartesian, cylindrical, and spherical coordinates ax A = x Ax ay y Ay a 1 A = A ar 1 A = 2 r sin r Ar az Az Ay Ax Az Ay Ax = − − ax + a y + x − y a z z y z z x Az a A ra rA az 1 Az A A Az 1 (A ) A = − a + − a + − az z z z Az r sin a 1 (A sin ) A = − r sin r sin A 1 1 Ar (rA ) 1 (rA ) Ar − − a ar + a + r sin r r r Curl (iii) ❑ Properties of the curl ( ) ( ) ( ( ) ( ) A+ B = A+ B A B = A B − B A + B A − A B VA = V A + V A A = 0 V = 0 ) ( ) ( ) ( ) Curl: Examples Red: counterclockwise Blue: clockwise Divergence versus Curl Stokes’s Theorem ( ) A dS = A dl S L ❑ The circulation of a vector field A around a closed path L is equal to the surface integral of the curl of A over the open surface S bounded by L, provided A and A are continuous on S. ❑ There is cancellation on every interior path, so dl the sum of the line integral around the Lk’s is the same as the line integral around the bounding curve L. L A dl = k Lk A dl = k A dl Lk S k S k L Exercise ❑ Verify the Stokes’s theorem on the quarter-circle loop shown below. F = a x xy − a y 2 x ax F = x xy ay y − 2x y az = −(2 + x )a z z 0 ( ) ( ) F d S = − 2 − x a S z dxdya z = S 3 = − 2 9 − y2 + 0 P2 O P1 P2 3 dS = a z dxdy P2 P1 3 0 9− y 2 0 O (− 2 − x )dxdy 3 1 (9 − y 2 )dy = −91 + 2 2 P1 F dl = F dl + F dl + F dl L O = F ( ax dx + a y dy ) + F ( a y dy ) P2 O P1 P2 = P2 P1 + F ( ax dx ) y =0 P1 x =0 O xydx − 2 xdy = x 9 − x dx − 2 9 − y 2 dy = −9 1 + 3 0 2 0 2 3 x Laplacian ❑ The Laplacian of a scalar field V, written as 2V , is the divergence of the gradient of V. ❑ The Laplacian of V in Cartesian, cylindrical, and spherical coordinates 2V 2V 2V V= 2 + 2 + 2 x y z 2 1 V V= 2 1 2V 2V + 2 + 2 2 z 1 2 V 1 V 1 2V V = 2 r + 2 sin + 2 2 r r r r sin r sin 2 ❑ It is also possible to define the Laplacian of a vector A . 2 ( ) 2 A = A − A = 2 Ax ax + 2 Ay a y + 2 Az az Classification of Vector Fields ❑ A vector field A is said to be solenoidal (or divergenceless) if A = 0. ❑ If A = 0 , A dS = 0 and A = F . S ❑ A vector field A is said to be irrotational (or potential) if A = 0. ❑ An irrotational field is also known as a conservative field. ❑ If A = 0, A dl = 0 and A = −V. L A = 0, A = 0 A 0, A = 0 A = 0, A 0 A 0, A 0 Helmholtz’s Theorem ❑ Helmholtz’s theorem states that a vector field is determined to within an additive constant if both its divergence and its curl are specified everywhere. A = Airrotational + Asolenoidal = −V + B ❑ Since the gradient and curl operators are differential operators, the field must be obtained by integrating V and B in some manners, which will lead to constants of integration. The determination of these additive constants requires the knowledge of some boundary conditions. Summary 1. Scalar vs. vector 2. Vector addition, subtraction, dot product, and cross product 3. Coordinate systems. Why do we use more than one coordinate system? 4. In cylindrical coordinates, a , a are coordinate-dependent. 5. In spherical coordinates, the coordinate variables are coordinatedependent. 6. Transformations of coordinate systems 7. Line, surface, and volume integrals 8. Gradient, divergence, and curl 9. Divergence theorem and Stokes’s theorem