Chapter 13. Vector Analysis Le Cong Nhan Faculty of Applied Sciences HCMC University of Technology and Education January 8, 2021 Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 1 / 83 Content 1 Properties of a Vector Field: Divergence and Curl 2 Line Integrals Line Integrals in R2 and R3 Line Integrals of Vector Fields Applications of Line Integrals 3 The Fundamental Theorem and and Path Independence 4 Green’s Theorem 5 Surface Integrals Applications of Surface Integrals Flux Integral 6 Stokes’ Theorem and Applications 7 Divergence Theorem and Applications Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 2 / 83 13.1 Properties of a Vector Field: Divergence and Curl Definition 1 (Vector field) Let D be a set in R2 (a plane region). A vector field on D is a function that assigns to each point (x, y ) in D a two-dimensional vector F(x, y ). F(x, y ) can be written in terms of its component functions P and Q as follows: F(x, y ) =P(x, y )i + Q(x, y )j = hP(x, y ), Q(x, y )i , Figure: Vector filed on R2 where P(x, y ) and Q(x, y ) are scalar functions of two variables. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 3 / 83 Figure: Velocity vector fields showing San Francisco Bay wind patterns. Source: James Stewart’s book Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 4 / 83 Figure: Map of global surface currents. Source: NOC Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 5 / 83 Definition 2 (Vector field on R3 ) Let E be a set in R3 . A vector field on E is a function that assigns to each point (x, y , z) in E a three-dimensional vector F(x, y , z) F(x, y , z) = P(x, y , z)i + Q(x, y , z)j + R(x, y , z)k, where P, Q and R are component functions of F. Figure: Vector filed on R3 Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 6 / 83 Example 3 Sketch the graph of the vector field F(x, y ) = y i − xj Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 7 / 83 Divergence Definition 4 (Divergence) The divergence of a differentiable vector field F(x, y , z) = P(x, y , z)i + Q(x, y , z)j + R(x, y , z)k is denoted by div F and is given by div F = ∂P ∂Q ∂R + + ∂x ∂y ∂z (1) Denote the del operator ∇ by ∇= ∂ ∂ ∂ i+ j+ k ∂x ∂y ∂z then div F = ∇ · F Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) (2) January 8, 2021 8 / 83 Example 5 Find the divergence for each of the following vector field a. F(x, y ) = x 2 y i + xy 3 j b. F(x, y , z) = xi + y 3 z 2 j + xz 3 k Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 9 / 83 Curl Definition 6 (Curl) The curl of a differentiable vector field F(x, y , z) = P(x, y , z)i + Q(x, y , z)j + R(x, y , z)k is denoted by curl F and is given by ∂Q ∂R ∂P ∂Q ∂P ∂R curl F = − i− − j+ − k ∂y ∂z ∂x ∂z ∂x ∂y curl F = ∇ × F = i j k ∂ ∂x ∂ ∂y ∂ ∂z P Q R Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) (3) (4) January 8, 2021 10 / 83 Example 7 Find the curl of each of the following vector fields F = x 2 yzi + xy 2 zj + xyz 2 k and G = (x cos y )i + xy 2 j Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 11 / 83 Divergence and Curl in the Context of Fluid Flow Let V be the velocity field of a fluid with constant density ρ. Then the flux density F = ρV is the rate of flow per unit area and used to measure the tendency of the fluid to diverge from the point P. If div F(P) > 0, the net flow is outward near P and P is called a source. If div F(P) < 0, the net flow is inward near P and P is called a sink. If div F(P) = 0, then fluid is said to be incompressible. Figure: The vector field F = x 2i + y 2j Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 12 / 83 Assume that F represents the velocity field of a fluid flow. If curl F = 0 at a point P, then the fluid is free from rotations at P and F is called irrotational at P Figure: Curl vector is associated with rotations If curl F(P) 6= 0, then particles near P(x, y , z) in the fluid tend to rotate about the axis that points in the direction of curl F, and the length of this curl vector is a measure of how quickly the particles move around the axis. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 13 / 83 Definition 8 (Laplacian operator) Let f (x, y , z) define a function with continuous first and second partial derivatives. Then the Laplacian of f is ∇2 f = ∇ · ∇f = ∂2f ∂2f ∂2f + + ∂x 2 ∂y 2 ∂z 2 Example 9 Show that f (x, y ) = e x cos y is harmonic, that is, ∇2 f (x, y ) = 0. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 14 / 83 13.2 Line Integrals A plane curve C given by the parametric equations x = x(t) a≤t≤b y = y (t), or by the vector function R(t) = x(t)i + y (t)j. Then the line integral of f along C is given by s 2 Z Z b dx 2 dy f (x, y )ds = f (x(t), y (t)) + dt dt dt C a | {z } ds Z = b f (R(t)) R0 (t) dt (5) a Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 15 / 83 In particular case where C is the line segment that joins (a, 0) to (b, 0) using x as the parameter x = x, y = 0 for a ≤ x ≤ b, then Z Z f (x, y )ds = C b f (x, 0)dx (6) a Example 10 R Evaluate C (2 + x 2 y )ds, where C is the upper half of the unit circle x 2 + y 2 = 1. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 16 / 83 Properties of line integrals Let f , f1 , and f2 be a scalar functions defined on a smooth curve, orientable curve. Then for any constant k Z Z kfds = k fds C C Z Z Z (f1 + f2 )ds = f1 ds + f2 ds C C C Z Z fds = fds −C C where −C denotes the curve C traversed in the opposite site direction. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 17 / 83 Properties of line integrals Suppose now that C is a piecewise-smooth curve; that is, C is a union of a finite number of smooth curves C1 , C2 , ..., Cn . Then the line integral of f along C is Z Z Z Z f (x, y )ds = f (x, y )ds + f (x, y )ds + · · · + f (x, y )ds C C1 C2 Cn (7) Figure: A piecewise-smooth curve Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 18 / 83 Example 11 R Evaluate C 2xds, where C consists of the arc C1 of the parabola y = x 2 from (0, 0) to (1, 1) followed by the vertical line segment from (1, 1) to (1, 2). Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 19 / 83 Line Integrals of f along C with respect to x and y A plane curve C given by the parametric equations x = x(t) y = y (t), a≤t≤b or by the vector function R(t) = x(t)i + y (t)j. The line integrals of f along C with respect to x and y are given by Z Z b f (x, y )dx = f (x(t), y (t))x 0 (t)dt (8) C a Z Z b f (x, y )dy = f (x(t), y (t))y 0 (t)dt (9) C a It frequently happens that line integrals with respect to x and y occur together, we obtain Z Z Z P(x, y )dx + Q(x, y )dy = [P(x, y )dx + Q(x, y )dy ] (10) C C C Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 20 / 83 Example 12 Evaluate R C y 2 dx + xdy , where (a) C = C1 is the line segment from (−5, −3) to (0, 2); (b) C = C2 is the arc of the parabola x = 4 − y 2 from (−5, −3) to (0, 2). Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 21 / 83 Remark Given parametrization x = x(t) y = y (t) a ≤ t ≤ b determines an orientation of a curve C , with the positive direction corresponding to increasing values of the parameter t and denote −C the curve C traversed in the opposite site direction. Then Z Z Z Z f (x, y )dx = − f (x, y )dx, f (x, y )dy = − f (x, y )dy −C C −C C But if we integrate with respect to arc length Z Z f (x, y )ds = f (x, y )ds −C C Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 22 / 83 Line Integrals in Space Suppose that C is a smooth space curve given by the parametric equations x = x(t) y = y (t) z = z(t), a≤t≤b or by the vector function R(t) = x(t)i + y (t)j + z(t)k. Line integral with respect to arc length Then the line integral of f along C Z s b Z f (x, y , z)ds = f (x(t), y (t), z(t)) C a dx dt 2 + 2 dy dt + dz dt 2 dt which can be written in the more compact vector notation Z Z f (x, y , z)ds = C b f (R(t)) R0 (t) dt (11) a Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 23 / 83 Line integrals along C with respect to x, y , and z Line integrals along C with respect to x is defined by Z Z f (x, y , z)dx = C b f (x(t), y (t), z(t)) x 0 (t)dt (12) a Similarly, line integrals with respect to x, y , and z occur together Z [P(x, y , z)dx + Q(x, y , z)dy + R(x, y , z)dz] (13) C can be evaluated by expressing everything (x, y , z, dx, dy , dz) in terms of the parameter t. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 24 / 83 Example 13 Evaluate R C y sin zds, where C is the circular helix given by the equations x = sin t y = cos t z = t, 0 ≤ t ≤ 2π. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 25 / 83 Example 14 R Evaluate C ydx + zdy + xdz, where C is the straight line segment from (2, 0, 0) to (3, 4, 5) Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 26 / 83 Line Integrals of Vector Fields Let F(x, y , z) = P(x, y , z)i + Q(x, y , z)j + R(x, y , z)k be a vector field, and let C be a piecewise smooth orientable curve with parametric representation R(t) = x(t)i + y (t)j + z(t)k a ≤ t ≤ b Denote dR = dxi + dy j + dzk, we can define the line integral of F along C by Z Z b F · dR = F (R(t)) · R0 (t)dt (14) C a Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 27 / 83 Example 15 Let F(x, y ) = xy 2 i + x 2 y j and evaluate and (2, 4) along the following paths: R C F · dR between the point (0, 0) a. the line segment connecting the points b. the parabolic arc y = x 2 connecting the points. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 28 / 83 Example 16 R Evaluate C F · dR, where F(x, y , z) = xy i + yzj + zxk and C is the twisted cubic given by x =t y = t2 z = t 3, 0 ≤ t ≤ 1. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 29 / 83 Applications of Line Integrals: Mass Consider a thin wire with the shape of a curve C and let ρ (x, y , z) be the density at each point P(x, y , z) on the wire. Suppose the curve is described by the parametric equation x = x(t), y = y (t), z = z(t), a ≤ t ≤ b. The mass of the wire is given by Z m= (15) ρ (x, y , z) ds C The center of mass of the wire is then the point (x̄, ȳ , z̄), where Z Z 1 1 x̄ = xρ (x, y , z) ds, ȳ = y ρ (x, y , z) ds, m C m C Z 1 z̄ = zρ (x, y , z) ds m C Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 30 / 83 Example 17 A wire has a shape of the curve √ x = 2 sin t, y = cos t, z = cos t, 0 ≤ t ≤ π. If the wire has density ρ(x, y , z) = xyz at each point (x, y , z), what is its mass? Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 31 / 83 Applications of Line Integrals: Work Suppose that F = Pi + Qj + Rk is a continuous force field on R3 . Then the work done by this force in moving a particle along a smooth curve C is Z Z F (x, y , z) · T (x, y , z) ds = W = C F · Tds (16) C where T (x, y , z) is the unit tangent vector at the point (x, y , z) on C . Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 32 / 83 If the curve C is represented by arc length parameter R(s), then Z dR T= and W = F · dR. (17) ds C If the curve C is parameterized by vector function R(t) for a ≤ t ≤ b, then R0 (t) R0 (t) T(t) = and ds = R0 (t) dt and the work W Z Z F · dR = W = C b F (R(t)) · R0 (t)dt (18) a Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 33 / 83 Example 18 Find the work done by the force field F(x, y ) = x 2 i − xy j in moving a particle along the quarter-circle R(t) = cos ti + sin tj, 0≤t≤ π . 2 Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 34 / 83 Example 19 An object moving in the force field F(x, y ) = y 2 i + 2xy j. How much work is performed as the object moves from the point (2, 0) counterclockwise along the elliptical path x 2 + 4y 2 = 1 to (0, 1), then back to (2, 0) along the line segment joining the two points, as shown in the figure. Figure: The curve C Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 35 / 83 13.3 The Fundamental Theorem and Path Independence Theorem 20 (Fundamental Theorem for line integrals) Let C be a smooth curve given by the vector function R(t), a ≤ t ≤ b. Let f be a differentiable function of two or three variables whose gradient vector is continuous on C . Then Z ∇f · dR = f (R(b)) − f (R(a)) (19) C Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 36 / 83 Example 21 Evaluate the line integral R C F · dR, where F = ∇ 3x − x 2 y − y 3 and C is the path described by R(t) = (sin t) i + (cos t) j, 0 ≤ t ≤ π. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 37 / 83 Conservative Vector Fields Definition 22 (Conservative Vector Fields) A vector field F is said to be conservative in a region D if F = ∇f for some scalar function f in D. The function f is called a scalar potential of F in D. Test for Consevative vector fields: Cross-partials test for a conservative vector field in R2 The curl criterion for a conservative vector field in R3 Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 38 / 83 Conservative Vector Fields Test for Conservative Vector Fields Theorem 23 (Cross-partials test for a conservative vector field in R2 ) Let F(x, y ) = P(x, y )i + Q(x, y )j be a vector field on an open simply connected region D. Then F is conservative in D if and only if ∂P ∂Q = ∂y ∂x throughout D. (20) Example 24 a. If F(x, y ) = (3 + 2xy ) i + x 2 − 3y 2 j, find a function f such that F = ∇f . R b. Evaluate the line integral C F · dR, where C is the curve given by R(t) = e t sin ti + e t cos tj, 0 ≤ t ≤ π. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 39 / 83 Theorem 25 (The curl criterion for a conservative vector field in R3 ) Suppose the vector field F and curl F are continuous in the simply connected region D of R3 . Then F is conservative in D if and only if curl F = 0. Example 26 Show that the vector field F = 20x 3 z + 2y 2 , 4xy , 5x 4 + 3z 2 is conservative in R3 and find a scalar potential function of F. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 40 / 83 Independence of Path Definition 27 If F is a continuous vector field with domain D. The line integral is independent of path if Z C F · dR Z F · dR = C1 R F · dR C2 for any two paths C1 and C2 in D that have the same initial and terminal points. Figure: Independence of Path Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 41 / 83 Theorem 28 (Equivalent conditions for path independence) If F is a continuous vector field on the open connected set D, then the following three conditions are either all true or false: a. F is conservative on D. H b. C F · dR = 0 for every piecewise smooth closed curve C in D. R c. C F · dR is independent of path within D. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 42 / 83 Example 29 Evaluate the line integral R C F · dR, where F(x, y ) = (3 + 2xy ) i + x 2 − 3y 2 j for each of following curves: x2 y2 + = 1. a. the ellipse 4 9 b. the curve with parametric equations x = t 2 cos πt y = e −t sin πt, 0 ≤ t ≤ 1. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 43 / 83 13.4 Green’s Theorem Theorem 30 (Green’s Theorem) Let D be a simply connected region that is bounded by a positively oriented, piecewise-smooth, simple closed curve C . Then if the vector field F(x, y ) = P(x, y )i + Q(x, y )j is continuous differentiable on D, we have Z I ZZ ∂Q ∂P F · dR = (Pdx + Qdy ) = − dA (21) ∂x ∂y C C D Figure: A simply connected region D Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 44 / 83 Example 31 A closed path C in the plane is defined by figure below. Find the work done on an object moving along C in the force field F(x, y ) = x + xy 2 i + 2 x 2 y − y 2 sin y j Figure: Closed path C Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 45 / 83 Applications of Green’s Theorem In the Green’s Theorem, choose P and Q such that ∂P ∂Q − =1 ∂x ∂y we can use the line integral to compute the area A of the region D. ZZ I ∂P ∂Q A= − dA = (Pdx + Qdy ) . ∂x ∂y D C (22) Theorem 32 (Area as line integral) Let D be a simply connected region in the plane with piecewise smooth, positively oriented closed boundary C . Then the area A of the region D is given by I I I 1 A= xdy = − ydx = (xdy − ydx) (23) 2 C C C Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 46 / 83 Example 33 Find the area enclosed by the ellipse x2 y2 + 2 = 1. a2 b Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 47 / 83 Theorem 34 (Green’s Theorem for Multiply-Connected Regions) Assume that the boundary C of the region D (as in figure) consists of two simple closed curves C1 and C2 . We assume that these boundary curves are oriented so that the region D is always on the left as the curve C is traversed. Then if the vector field F(x, y ) = P(x, y )i+Q(x, y )j is continuous differentiable on D, we have I I ZZ ∂Q ∂P Green’s theorem F · dR = (Pdx + Qdy ) = − dA (24) ∂x ∂y C C D Figure: A doubly-connected region with oriented boundary curve Figure: D = D 0 ∪ D 00 Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 48 / 83 Example 35 Show that R C F · dR = 2π, where F(x, y ) = −y i + xj x2 + y2 and C is any positively oriented simple closed path that encloses the origin. Figure: The region D for doubly connected regions Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 49 / 83 Alternative Form of Green’s Theorem Let D be a simply connected region with a positive oriented boundary C . Then if vector field F(x, y ) = P(x, y )i+Q(x, y )j is continuous differentiable on D, we have I I F · dR = (Pdx + Qdy ) C C ZZ ZZ ∂P ∂Q Green’s theorem − dA = = (curl F · k) dA (25) ∂x ∂y D D and I I dR F · dR = F· ds = ds C C I F · Tds (26) C And therefore, we obtain ZZ I F · Tds = C (curl F · k) dA (27) D Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 50 / 83 Theorem 36 (Divergence theorem) Suppose that F(x, y ) = P(x, y )i + Q(x, y )j is continuous differentiable on D with a piecewise smooth boundary C . Then I ZZ F · Nds = div FdA (28) C D Figure: The outward unit normal and tangential vector to a point on C Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 51 / 83 Normal Derivative Definition 37 (Normal Derivative) The normal derivative of f , denoted by ∂f /∂n, is the directional derivative of f in the direction of the normal vector pointing to the exterior of the domain of f . In other words ∂f = ∇f · N ∂n (29) where N is the outward unit normal vector. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 52 / 83 Example 38 (Green’s formula for the integral of the Laplacian) Suppose f is a scalar function with continuous first and second partial derivatives in the simply connected region D. If the piece-wise smooth positively oriented closed curve C bounds D, then we have ZZ I ∂f 2 ds ∇ fdA = D C ∂n Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 53 / 83 13.5 Surface Integrals Definition 39 (Surface integral) The surface integral of g over the surface S is defined by ZZ g (x, y , z)dS = S lim m,n→∞ Figure: Projection D of the surface S m X n X g Pij∗ ∆Sij i=1 j=1 Figure: Surface S Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 54 / 83 Compute Surface Integral If a surface S is defined by z = f (x, y ), then the surface integral of g over S is given by ZZ ZZ q (30) g (x, y , z)dS = g (x, y , f (x, y )) fx2 + fy2 + 1dA S D where D is the projection of the surface S onto the xy -plane. If a surface S is defined parametrically by vector field R(u, v ) = x(u, v )i + y (u, v )j + z(u, v )k over a region D in the uv -plane, then the surface integral of g over S is given by ZZ ZZ (31) g (x, y , z)dS = g (R(u, v )) kRu × Rv k dudv S D Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 55 / 83 Example 40 Evaluate RR S ydS, where S is the surface z = x + y 2, 0 ≤ x ≤ 1, 0 ≤ y ≤ 2. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 56 / 83 Example 41 Compute the surface integral RR S x 2 dS, where S is the unit sphere x 2 + y 2 + z 2 = 1. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 57 / 83 Example 42 Evaluate the surface integral ZZ g (x, y , z)dS S where g (x, y , z) = xz + 2x 2 − 3xy and the surface S is the portion of the plane 2x − 3y + z = 6 that lies over the unit square R: 2 ≤ x ≤ 3, 2 ≤ y ≤ 3. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 58 / 83 Applications of Surface Integrals: Surface Area Formula If S is a piecewise smooth surface, its area is given by ZZ A= dS (32) S If a surface S is given by the function z = f (x, y ) then we have ZZ q A= fx2 + fy2 + 1dA (33) D where D is the projection of S onto the xy -plane. If S is given by a vector function R(u, v ), then we have ZZ A= kRu × Rv k dA (34) D where D is the parameter domain. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 59 / 83 Applications of Surface Integrals: Mass Consider a thin curved lamina whose shape is part of a surface S and let ρ (x, y , z) be the density at each point P(x, y , z) on the lamina. The total mass of the lamina is given by ZZ m= (35) ρ (x, y , z) dS S The center of mass of the lamina is then the point (x̄, ȳ , z̄), where ZZ ZZ 1 1 xρ (x, y , z) dS, ȳ = y ρ (x, y , z) dS, x̄ = m m S S ZZ 1 z̄ = zρ (x, y , z) dS m S Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 60 / 83 Example 43 Find the mass of a lamina p of density ρ(x, y , z) = z in the shape of the upper hemisphere z = a2 − x 2 − y 2 . Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 61 / 83 Flux Integral Oriented Surfaces Suppose a surface S has a tangent plane at every point (x, y , z) on S (except at any boundary point). Figure: Two unit normal vector N1 and N2 = −N1 Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 62 / 83 Definition 44 (Oriented Surfaces) If it is possible to choose a unit normal vector n at every such point (x, y , z) so that n varies continuously over S, then is called an oriented surface and the given choice of n provides S with an orientation. Figure: The two orientations of an orientable surface Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 63 / 83 For a surface z = f (x, y ) given as the graph of f , by setting F (x, y , z) = z − f (x, y ) the unit normal vector is N1 = Figure: Upward and downward unit normal vectors −fx i − fy j + k ∇F =q k∇F k fx2 + fy2 + 1 (36) where ∇F = h−fx , −fy , 1i. Since the k-component is positive, this gives the upward orientation of the surface. If S is a smooth orientable surface given in parametric form by a vector function R(u, v ), then it is automatically supplied with the orientation of the unit normal vector N1 = Ru × Rv kRu × Rv k Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) (37) January 8, 2021 64 / 83 For a closed surface, that is, a surface that is the boundary of a solid region E , the convention is that the positive orientation is the one for which the normal vectors point outward from E , and inward-pointing normals give the negative orientation. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 65 / 83 Flux Integral Definition 45 (Flux Integral) If F is a continuous vector field defined on an oriented surface S with unit normal vector N, then the flux of F across S is given by the surface integral ZZ F · NdS (38) Flux = S Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 66 / 83 Flux Integral Compute the flux of F across S If a surface S is given by the function z = f (x, y ) then we have ZZ ZZ F · NdS = F (x, y , f (x, y )) · h−fx , −fy , 1i dA (39) S D where D is the projection of S onto the xy -plane. If S is given by a vector function R(u, v ), then we have ZZ ZZ F · NdS = F · (Ru × Rv ) dA S (40) D where D is the parameter domain. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 67 / 83 Example 46 RR Compute the flux integral S F · NdS, where F = y i + xj + zk and S is the triangular surface cut off from the plane x + y + z = 1 by the coordinate planes. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 68 / 83 Example 47 Find the flux of the vector field F = y i + xj + zk through the surface S parameterized by R(u, v ) = (uv )i + (u − v )j + (u + v )k over the triangular region D in the uv -plane that is bounded by u = 0, v = 0, and u + v = 1. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 69 / 83 Example 48 Let R be the region that is bounded above by paraboloid z = 9 − x 2 − y 2 and below by the xy -plane. Experiments indicate that the velocity of heat flow is given by the vector field H = −K ∇T , where T (x, y , z) = 2x + 3y − 3z 2 is the temperature at each point P(x, y , z) in the region R and K is a constant (the heat conductivity, which is obtained RR experimentally for each different substance). Find the total heat flow R H · NdS out of the region (that is, N is the outward unit normal). Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 70 / 83 13.6 Stokes’ Theorem and Applications Definition 49 (Compatible orientation) The orientation of the closed path C on the surface S is compatible with the orientation on S if you walk in the positive direction around C with your head pointing in the direction of N, then the surface will be on your left. Figure: Compatible orientation Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 71 / 83 Theorem 50 (Stokes’ Theorem) Let S be an oriented surface with unit normal vector field N, and assume that S is bounded by a a simple, closed, piecewise smooth boundary curve C whose orientation is compatible with that of S. If F is a vector field that is continuously differentiable on S, then I ZZ F · dR = (curl F · N) dS (41) C S Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 72 / 83 Example 51 H Evaluate C F · R, where F(x, y , z) = −y 2 i + xj + z 2 k and C is the curve of intersection of the plane y + z = 2 and the cylinder x 2 + y 2 = 1. (Orient C to be counterclockwise when viewed from above.) Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 73 / 83 Example 52 RR Use Stokes’ Theorem to compute the integral S curl F · NdS, where F(x, y , z) = xzi + yzj + zxk and S is the part of the sphere x 2 + y 2 + z 2 = 1 that lies inside the cylinder x 2 + y 2 = 1 and above the xy -plane. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 74 / 83 Physical Interpretation of Stokes’ Theorem Assume that the fluid flows across the surface S with velocity field V. Then the cumulative rotational tendency over the surface S is ZZ (curl V · N) dS (42) S Figure: The tendency of a fluid to swirl across the surface S is measured by curl V · N Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 75 / 83 Notice that the line integral Z Z V · dR = C V · Tds (43) C where V·T is the component of V in the direction of the unit tangent vector R T. Thus C V · dR is a measure of the tendency of the fluid to move around C and is called the circulation of V around C . R Figure: C V · dR > 0: positive circulation R Figure: C V · dR < 0: negative circulation Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 76 / 83 The Stokes’ Theorem I ZZ (curl V · N) dS S {z } | The cumulative tendency of a fluid to swirl across the surface S = V · Tds | {z } C The circulation of fluid around the boundary curve C Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 (44) 77 / 83 13.7 Divergence Theorem and Applications Theorem 53 (The Divergence Theorem) Let S be a smooth, orientable surface that encloses a solid region E in R3 . If F is a continuous vector field whose components have continuous partial derivatives in an open set containing E , then ZZ ZZZ F · NdS = div FdV (45) S E where N is the outward unit normal filed for the surface. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 78 / 83 Example 54 Find the flux of the vector field F(x, y , z) = zi + y j + xk over the unit sphere x 2 + y 2 + z 2 = 1. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 79 / 83 Example 55 RR Evaluate S F · NdS, where F(x, y , z) = x 2 i + xy j + x 3 y 3 k and S is the surface of the tetrahedron bounded by the plane x + y + z = 1 and the coordinate planes, with outward unit normal vector N. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 80 / 83 Example 56 RR Find S F · NdS, where F(x, y , z) = 2xi − 3y j + 5xk and S is the p hemisphere z = 9 − x 2 − y 2 together with the disk x 2 + y 2 ≤ 9 in the xy -plane. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 81 / 83 Example 57 RR Find S F · NdS, where F(x, y , z) = xy i − z 2 k and S is the surface of the upper five faces of the unit cube 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 and 0 ≤ z ≤ 1. Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 82 / 83 Physical Interpretation of Divergence Let F = ρV be the flux density associated with a fluid of density ρ flowing with velocity V and let P0 be a point inside a solid region where the conditions of the divergence theorem are satisfied. Then we have ZZ 1 div F(P0 ) = lim F · NdS (46) r →0 V (Br ) Sr where Sr is a sphere of the ball Br with center at P0 and radius r . Le Cong Nhan (Faculty of Applied Sciences HCMC Chapter University 13. of Vector Technology Analysis and Education) January 8, 2021 83 / 83