CHAPTER 16 VECTOR CALCULUS 16.1 Vector Fields • Vector Field on R2 Let D be a set in R2 (a plane region). A vector field on R2 is a function F that assigns to each point (x, y) in D a two-dimensional vector F(x, y). • Vector Field on R3 Let E be a subset of R3 . A vector field on R3 is a function F that assigns to each point (x, y, z) in E a three-dimensional vector F(x, y, z). 1 2 CHAPTER 16 • Example A vector field on R2 is defined by F(x, y) = −yi + xj Decribe F by sketching some of the vectors F(x, y). (x, y) F(x, y) (x, y) (1, 0) (−1, 0) (2, 2) (−2, −2) (3, 0) (−3, 0) (0, 1) (0, −1) (−2, 2) (2, −2) (0, 3) (0, −3) F(x, y) CHAPTER 16 • Some other vector fields: x y F(x, y) = p i+ p j x2 + y 2 x2 + y 2 Newton’s Law of Gravitation: Gravitational force field mM G F(r) = − r, r = hx, y, zi krk3 3 4 CHAPTER 16 • The Gradient of a Scalar Field Let f determine a scalar field and suppose that f is differentiable. The gradient of f , denoted by ∇f , is the vector field given by ∂f ∂f i+ j ∂x ∂y ∂f ∂f ∂f ∇f (x, y, z) = i+ j+ k ∂x ∂y ∂z ∇f (x, y) = • Example Find the gradient vector field of f (x, y) = x2 y − y 3 . CHAPTER 16 • Conservative Vector Field 5 A vector field F that is the gradient of a scalar function f is called a conservative vector field. f is called the potential function of the vector field F. F = ∇f • Example Let F be the force resulting from an inverse square law; that is F(x, y, z) = −c r xi + yj + zk = −c 3 . 2 2 2 krk3 (x + y + z ) 2 Show that c f (x, y, z) = p x2 + y 2 + z 2 is a potential function of F. Is F a conservative vector field? Exercises Page 1073 11, 13, 15, 17, 23. 6 CHAPTER 16 16.2 Line Integrals • Let C be a smooth plane curve given parametrically by x = x(t), y = y(t), a≤t≤b where x0 and y 0 are continuous but not simultaneously zero on the interval (a, b). b−a . The curve C n is then divided into n subarcs Pi−1 Pi in which the points Pi corresponds to ti . • Divide [a, b] into sub-intervals [ti−1 , ti ] of equal width ∆t = > • Let ∆si = Pi−1 Pi . Choose a sample point t∗i ∈ [ti−1 , ti ] and consider the n X Riemann sum f (x∗i , yi∗ ) ∆si where x∗i = x(t∗i ), yi∗ = y(t∗i ). i=1 • Definition The line integral of f along C is Z n X f (x, y) ds = lim f (x∗i , yi∗ ) ∆si C if the limit exists. n→∞ i=1 CHAPTER 16 7 • Theorem Z b Z f (x, y) ds = C f (x(t), y(t)) q [x0 (t)]2 + [y 0 (t)]2 dt a Z • If f (x, y) ≥ 0, f (x, y) ds represents the area of one side of the “fence” or C “curtain” whose base is C and whose height above the point (x, y) is f (x, y). 8 CHAPTER 16 Z • Example Evaluate (2 + x2 y) ds, where C is determined by the parametric C equations x = cos t, y = sin t, 0 ≤ t ≤ π. Also, show that the parametrization √ x = x, y = 1 − x2 , −1 ≤ x ≤ 1, gives the same value. CHAPTER 16 9 Z • Example Evaluate 2x ds, where C consists of the arc C1 of the parabola C y = x2 from (0, 0) to (1, 1), followed by the vertical line segment C2 from (1, 1) to (1, 2). 10 CHAPTER 16 • Line Integrals with respect to x and y Z f (x, y) dx definition = n→∞ C Z f (x, y) dy lim definition = lim n→∞ C Z • Example Evaluate n X i=1 n X theorem f (x∗i , yi∗ )∆xi = Z b f (x(t), y(t))x0 (t) dt a f (x∗i , yi∗ )∆yi i=1 theorem Z b = f (x(t), y(t))y 0 (t) dt a y 2 dx + xdy, where C (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). CHAPTER 16 11 • In general, a given parametrization determines an orientation of a curve C. • C is the curve with the initial point A corresponds to the parameter t = a and the terminal point B corresponds to the parameter t = b. • −C denotes the curve consisting of the same points as C, but with the opposite orientation. • Theorem Z Z f (x, y) dx = − −C f (x, y) dx C Z Z f (x, y) dy = − −C f (x, y) dy C 12 CHAPTER 16 • Line Integrals in Three-Space For a smooth curve r(t) in three-space given parametrically by x = x(t), y = y(t), Z b Z f (x, y, z) ds = C z = z(t), a≤t≤b q f (x(t), y(t), z(t)) [x0 (t)]2 + [y 0 (t)]2 + [z 0 (t)]2 dt a Z b = f (r(t))kr0 (t)k dt a Z • Example Evaluate y sin z ds where C is the circular helix given by the C equations x = cos t, y = sin t, z = t, 0 ≤ t ≤ 2π. CHAPTER 16 13 Z • Example Evaluate y dx + z dy + x dz, where C consists of the line segment C C1 from (2, 0, 0) to (3, 4, 5), followed by the vertical line segment C2 from (3, 4, 5) to (3, 4, 0). 14 CHAPTER 16 • Line Integrals of Vector Fields – Work Done Suppose that F(x, y, z) = F1 (x, y, z)i + F2 (x, y, z)j + F3 (x, y, z)k is a continuous force field on R3 . We wish to compute the work done by this force in moving a particle along a smooth curve C: r(t), a ≤ t ≤ b. Then Z b Z F · dr = W = C 0 Z F(r(t)) · r (t) dt = a Z F · T ds = C F1 dx + F2 dy + F3 dz C where T(x, y, z) is the unit tangent vector at the point (x, y, z) on C. • Recall: work done = force × distance dr = dr × dt = r0 (t) dt dt T ds = dr F · dr = hF1 , F2 , F3 i · hdx, dy, dzi = F1 dx + F2 dy + F3 dz CHAPTER 16 15 • Example Find the work done by the force F(x, y) = x2 i − xyj in moving a π particle along the quarter-circle r(t) = cos ti + sin tj, 0 ≤ t ≤ . 2 16 CHAPTER 16 Z • Example Evaluate F · dr, where F(x, y, z) = xyi + yzj + zxk and C is the C curve r(t) = ti + t2 j + t3 k, 0 ≤ t ≤ 1. Exercises Page 1084 1, 3, 5, 7, 11, 13, 15, 19, 21, 39, 41. CHAPTER 16 16.3 The Fundamental Theorem for Line Integrals • Fundamental Theorem for Line Integrals Let C be a piecewise smooth curve given parametrically by r = r(t), a ≤ t ≤ b. If f is continuously differentiable on an open set containing C, then Z ∇f (r) · dr = f (r(b)) − f (r(a)) C 17 18 CHAPTER 16 Z r , and C is a piecewise krk3 C smooth curve from (3, 4, 12) to (2, 2, 0) that does not pass through the origin. • Example Calculate F(r) · dr, where F(r) = −c CHAPTER 16 19 • We say that a set D is connected if any two points in D can be joined by a piecewise smooth curve lying entirely in D. • Example Which of the following sets are connected? • A curve is called closed if its terminal point coincides with its initial point. • Definition Z F(r) · dr is said to be independent of path in a con- The line integral C nected set D if for any two points A and B in D, the line integral has the same value for every path C in D that is from A to B. 20 CHAPTER 16 • Theorem Z The line integral F · dr is independent of path in D ⊂ Rn (n ≥ 2) if and C Z only if F · dr = 0 for every closed path C in D. C CHAPTER 16 • Independence of Path Theorem Let F(r) be continuous on an open connected set D ⊂ Rn (n ≥ 2). Then Z the line integral F(r) · dr is independent of path in D if and only if C F(r) = ∇f (r) for some scalar function f ; that is, if and only if F is a conservative vector field on D. 21 22 CHAPTER 16 • Summary Let F(r) be continuous on an open connected set D ⊂ Rn (n ≥ 2). Then the following conditions are equivalent: 1. F = ∇f for some f , i.e., F is conservative. Z 2. F(r) · dr is independent of path in D. ZC 3. F(r) · dr = 0 for every closed path in D. C • A simple curve is a curve that does not intersect itself anywhere between its endpoints. • A simply-connected domain is a connected domain where one can continuously shrink any simple closed curve into a point while remaining in the domain. For two-dimensional regions, a simply connected domain is one without holes in it. CHAPTER 16 23 • Theorem Let F = F1 (x, y)i + F2 (x, y)j be a vector field on an open simply-connected domain D ⊂ R2 . Suppose that F1 and F2 have continuous first-order partial derivatives. Then F is conservative if and only if ∂F1 ∂F2 = . ∂y ∂x • Remark: To have ∂F2 ∂F1 = . ” ∂y ∂x domain D need not be open simply-connected. “ F is conservative implies • Extension to three-space: Let F = F1 i + F2 j + F3 k be a vector field on an open simply-connected domain D ⊂ R3 . Suppose that F1 , F2 and F3 have continuous first-order partial derivatives. Then F is conservative if and only if ∂F1 ∂F2 = , ∂y ∂x ∂F1 ∂F3 = , ∂z ∂x ∂F2 ∂F3 = . ∂z ∂y 24 CHAPTER 16 • Example (a) Determine whether F = 4x3 + 9x2 y 2 i + 6x3 y + 6y 5 j is conservative. If yes, find its potential function. Z (b) Calculate C 0 ≤ t ≤ π. F(r)·dr, where C is the curve given by r(t) = et sin ti+et cos tj, CHAPTER 16 • Example Show that F = (ex cos y + yz) i + (xz − ex sin y) j + xyk is conservative. Hence, find f such that F = ∇f . 25 26 CHAPTER 16 • Conservation of Energy • Consider a continuous force field F that moves an object along a path C given by r(t), a ≤ t ≤ b, where r(a) = A is the initial point and r(b) = B is the terminal point of C. • According to Newton’s Second Law of Motion: F(r(t)) = mr00 (t), where m is the mass of the object. 1 1 • Work Done, W = mkv(b)k2 − mkv(a)k2 = K(B)−K(A) 2 2 (Kinetic Energy) • In physics, the potential energy, P , of an object is defined as F = −∇P . • Work Done, W = P (r(a)) − P (r(b)) = P (A) − P (B) (Potential Energy) • Work Done, W = K(B) − K(A) = P (A) − P (B) • Law of Conservation of Energy: P (A) + K(A) = P (B) + K(B) • This is the reason why the vector field is called conservative. Exercises Page 1094 1, 5, 7, 9, 11, 13, 15, 17, 19, 35. CHAPTER 16 27 16.4 Green’s Theorem • The positive orientation of a simple closed curve C refers to a single counterclockwise traversal of C. Thus if C is given by the vector function r(t), a ≤ t ≤ b, then the region D is always on the left as the point r(t) traverses C. • Green’s Theorem Let C be a positively oriented, piecewise smooth, simple closed curve that forms the boundary of a region D in the xy-plane. If P (x, y) and Q(x, y) have continuous partial derivatives on an open region that contains D, then ZZ Z ∂Q ∂P − dA = P dx + Qdy. ∂x ∂y C D • Remark: The notation I P dx + Qdy C is sometimes used in place of R C P dx + Qdy to indicate the positive orientation of C. Another notation for the positively oriented boundary curve of D is ∂D, so we can write ZZ D ∂Q ∂P − ∂x ∂y Z P dx + Qdy dA = ∂D 28 CHAPTER 16 • Example Let C be the boundary of the triangle with vertices (0, 0), (1, 2) and (0, 2). Calculate I 4x2 ydx + 2ydy C (a) by the direct method; (b) by Green’s Theorem. CHAPTER 16 • Example Calculate I sin x 3y − e p 4 dx + 7x + y + 1 dy C where C is the circle x2 + y 2 = 9. 29 30 CHAPTER 16 I • Example Evaluate y 2 dx + 3xydy, where C is the boundary of the semian- C nular region D in the upper half-plane between the circles x2 + y 2 = 1 and x2 + y 2 = 4. What if D is the annular region between x2 + y 2 = 1 and x2 + y 2 = 4? • Green’s Theorem can be extended to apply to regions with holes, that is, regions that are not simply-connected. CHAPTER 16 31 Z −yi + xj • Example If F(x, y) = 2 , show that F · dr = 2π for any positively x + y2 C oriented simple closed path that encloses the origin. Exercises Page 1101 3, 7, 9, 17. 32 CHAPTER 16 16.5 Curl and Divergence • The operator ∇ is a vector operator ∇= ∂ ∂ ∂ i+ j+ k ∂x ∂y ∂z • Curl Let F = F1 i+F2 j+F3 k be a vector field for which the first partial derivatives exist. Then i j k ∂ ∂ ∂ curl F =∇ × F = ∂x ∂y ∂z F1 F2 F3 ∂F3 ∂F2 ∂F1 ∂F3 ∂F2 ∂F1 = − i+ − j+ − k ∂y ∂z ∂z ∂x ∂x ∂y • Example Given F(x, y, z) = x2 yzi + 3xyz 3 j + x2 − z 2 k Find curl F. CHAPTER 16 • Theorem curl (∇f ) = 0 33 34 CHAPTER 16 • Theorem 1. If F is a conservative vector field, then curl F = 0. 2. If F is a vector field defined on all of R3 whose component functions have continuous partial derivatives and curl F = 0, then F is a conservative vector field. • Example Determine whether the vector field F = xzi + xyzj − y 2 k is conservative. CHAPTER 16 35 • Example Determine whether the vector field F = y 2 z 3 i + 2xyz 3 − 2yz j + 3xy 2 z 2 − y 2 + 6z k is conservative. If yes, find a potential function for the vector field. 36 CHAPTER 16 • Divergence Let F = F1 i+F2 j+F3 k be a vector field for which the first partial derivatives exist. Then div F =∇ · F ∂ ∂ ∂ = i + j + k · (F1 i + F2 j + F3 k) ∂x ∂y ∂z = ∂F1 ∂F2 ∂F3 + + ∂x ∂y ∂z • Example Let F(x, y, z) = x2 yzi + 3xyz 3 j + x2 − z 2 k Find div F. Exercises Page 1109 1, 13, 17. CHAPTER 16 37 16.6 Parametric Surfaces and Their Areas • Given r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k, (u, v) ∈ D, the set of points of r(u, v) is called a parametric surface. • Example Describe the surface defined parametrically by r(u, v) = 2 cos ui + vj + 2 sin uk 38 CHAPTER 16 • Example Find parametric equations for the following surfaces. (a) The plane that passes through the point P0 and contains two nonparallel vectors a and b. (b) The sphere x2 + y 2 + z 2 = a2 . CHAPTER 16 • Example Find parametric equations for the following surfaces. (a) The cylinder x2 + y 2 = 4, 0 ≤ z ≤ 1. (b) The elliptic paraboloid z = x2 + 2y 2 . p (c) The surface z = 2 x2 + y 2 . 39 40 CHAPTER 16 • Tangent Planes Suppose a parametric surface S is traced out by a vector function r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k at a point P0 with position vector r(u0 , v0 ). • Suppose C1 is the curve obtained by setting u = u0 , then the tangent vector to C1 at P0 is: rv = ∂x ∂y ∂z (u0 , v0 )i + (u0 , v0 )j + (u0 , v0 )k ∂v ∂v ∂v • Suppose C2 is the curve obtained by setting v = v0 , then the tangent vector to C2 at P0 is: ru = ∂x ∂y ∂z (u0 , v0 )i + (u0 , v0 )j + (u0 , v0 )k ∂u ∂u ∂u • If ru × rv 6= 0, then the surface S is called smooth (it has no corners). • For a smooth surface, the tangent plane is the plane that contains the tangent vectors ru and rv . • The vector ru × rv is a normal vector to the tangent plane. CHAPTER 16 • Example Find the equation of the tangent plane to the surface r(u, v) = u2 i + v 2 j + (u + 2v)k at the point (1, 1, 3). 41 42 CHAPTER 16 • Surface Area The surface area of the parametric surface r(u, v) = x(u, v)i + y(u, v)j + z(u, v)k, is ZZ kru × rv k dA A(S) = D (u, v) ∈ D CHAPTER 16 • Example Find the surface area of the sphere of radius a. 43 44 CHAPTER 16 • For the special case of a surface S with equation z = f (x, y), where (x, y) lies in D and f has continuous partial derivatives, then ZZ A(S) = s 1+ D ∂z ∂x 2 + ∂z ∂y 2 dA CHAPTER 16 45 • Example Find the surface area of the paraboloid z = x2 + y 2 that lies under the plane z = 9. Exercises Page 1120 13, 15, 17, 19, 23, 25, 35, 39, 41, 47, 49. 46 CHAPTER 16 16.7 Surface Integrals • Let the surface S has a parametrization r(u, v) for (u, v) in D = [a, b] × [c, d]. • Partition D into sub-rectangles Rij by dividing [a, b] into m equal sub-intervals, and dividing [c, d] into n equal sub-intervals. • This results in a corresponding partition of the surface S into mn pieces Sij . Choose a sample point u∗ij , vij∗ in Rij , and let Pij∗ x∗ij , yij∗ , zij∗ = r(u∗ij , vij∗ ) be the corresponding point on Sij . • The surface integral of f over S is defined as ZZ f (x, y, z) dS = lim m,n→∞ S where ∆Sij is the area of Sij . m X n X i=1 j=1 f r(u∗ij , vij∗ ) ∆Sij CHAPTER 16 • The area of Sij : ∆Sij ≈ kru (u∗ij , vij∗ ) × rv (u∗ij , vij∗ )k∆u∆v • Theorem For a parametric surface S given by r(u, v) where (u, v) ∈ D, ZZ ZZ f (x, y, z) dS = f (r(u, v))kru (u, v) × rv (u, v)k dA S D • In particular If S is the graph of function z = f (x, y) where (x, y) ∈ D, then s 2 2 ZZ ZZ ∂z ∂z f (x, y, z) dS = f (x, y, f (x, y)) 1 + + dA ∂x ∂y S D • Observe that ZZ ZZ kru (u, v) × rv (u, v)k dA = A(S) 1 dS = S D 47 48 CHAPTER 16 ZZ • Example Compute S x2 dS where S is the unit sphere x2 + y 2 + z 2 = 1. CHAPTER 16 49 ZZ • Example Evaluate 2 z dS, where S is the surface whose sides S1 are given S 2 by the cylinder x + y = 1, whose bottom S2 is the disk x2 + y 2 ≤ 1 in the plane z = 0, and whose top S3 is the part of the plane z = 1 + x that lies above S2 . 50 CHAPTER 16 • Oriented Surface To define surface integrals of vector fields, we need to rule out nonorientable surfaces such as the Möbius strip, which has only one side. • From now on, we consider only orientable (two-sided) surfaces. There are two possible orientations for any orientable surface. • For the parametric surface r(u, v), the unit normal vector of one orientation is: n= ru × rv kru × rv k • For the surface z = f (x, y), the unit normal vector is ∂z ∂z i− j+k ∂x ∂y n= s 2 2 ∂z ∂z 1+ + ∂x ∂y − Since the k-component is positive, this gives the upward orientation of the surface. and the opposite orientation has unit normal vector −n. CHAPTER 16 51 • For a closed surface E, the convention is that the positive orienatation is the one for which the normal vectors point outward from E, and inward-pointing normals give the negative orientation. • Surface Integrals of Vector Fields If F = F1 i + F2 j + F3 k is a continuous vector field defined on an oriented surface S given by r(u, v), where (u, v) ∈ D with unit normal vector n, then the surface integral of F over S is ZZ ZZ F · dS = S F · n dS S This integral is also called the flux of F across S. • Theorem ZZ ZZ F · dS = S If z = f (x, y), then ZZ D ZZ F · dS = S F · (ru × rv ) dA F· D ∂z ∂z − ,− ,1 ∂x ∂y dA 52 CHAPTER 16 • Example Find the flux of the vector field F(x, y, z) = zi + yj + xk across the unit sphere x2 + y 2 + z 2 = 1. CHAPTER 16 53 ZZ • Example Evaluate F · dS, where F = yi + xj + zk, and S is the boundary S of the solid region enclosed by z = 1 − x2 − y 2 and the plane z = 0. Exercises Page 1132 5, 9, 13, 17, 21, 23, 27, 31. 54 CHAPTER 16 16.8 Stokes’ Theorem • Let S be an oriented surface with a continuously varying unit normal n. Assume that the boundary C is oriented consistently with n. This means that if you walk in the positive direction around C with your head pointing in the direction of n, then the surface will always be on your left. • Stokes’ Theorem Let S be an oriented piecewise-smooth surface that is bounded by a simple, closed, piecewise-smooth boundary curve C with positive orientation. Let F be a vector field whose components have continuous partial derivatives on an open region in R3 that contains S. Then Z ZZ F · dr = curl F · dS C S • The positive oriented boundary curve of the oriented surface S is often written as ∂S, then we have ZZ Z F · dr = ∂S curl F · dS S CHAPTER 16 55 • Example Verify Stokes’ Theorem for F = yi − xj + yzk if S is the paraboloid z = x2 + y 2 with the circle x2 + y 2 = 1, z = 1 as its boundary by independently calculating Z (a) F · dr C ZZ curl F · dS (b) S 56 CHAPTER 16 Z • Example Evaluate F · dr, where F = xyi + yzj + zxk, and C is the triangle C with vertices (1, 0, 0), (0, 1, 0), and (0, 0, 1), oriented counterclockwise as viewed from above. CHAPTER 16 57 ZZ • Example Evaluate curl F · dS, where F(x, y, z) = xzi + yzj + xyk and S is S part of the sphere x2 + y 2 + z 2 = 4 that lies inside the cylinder x2 + y 2 = 1 and above the xy-plane. 58 CHAPTER 16 • Example Let D be simply connected. Show that if curl F = 0 in D, then F is conservative there. Exercises Page 1139 1, 5, 7, 9, 17. CHAPTER 16 59 16.9 The Divergence Theorem • The Divergence Theorem (Gauss’s Theorem) Let E be a simple solid region and let S be the boundary surface of E, given with positive (outward) orientation. Let F = F1 i + F2 j + F3 k be a vector field such that F1 , F2 and F3 have continuous partial derivatives on an open region that contains E. Then ZZ ZZZ F · dS = div F dV ∂E E • The boundary surface S consists of three pieces: 1. The bottom surface S1 . 2. The top surface S2 . 3. The vertical surface S3 , which lies above the boundary curve of D. It might happen that S3 does not appear as in the case of a sphere. 60 CHAPTER 16 • Example Verify Gauss’s Theorem for F = yi + xj + zk and E = (x, y, z) : x2 + y 2 ≤ 1, 0 ≤ z ≤ 1 − x2 − y 2 by independently calculating ZZ (a) F · dS Z∂EZ Z (b) div F dV E CHAPTER 16 61 • Example Compute the flux of the vector field F = x2 yi + 2xzj + yz 3 k across the surface of the rectangular solid E determined by 0 ≤ x ≤ 1, Exercises Page 1145 0 ≤ y ≤ 2, 3, 5, 7, 11. 0≤z≤3 62 CHAPTER 16 16.10 Summary • Fundamental Theorem of Line Integral • Green’s Theorem • Stoke’s Theorem • Divergence Theorem