7. Vector Integration 7.1. Line Integrals Consider a vector field F F1 ( x, y, z )i F2 ( x, y, z ) j F3 ( x, y, z )k and a smooth curve C. Let A and B be two points on the curve C. B Pi 1 r 1 r i 1 r i Pi r i 1 A ri O Divide AB into n small segments. Let the ith segment be from Pi (Position vector ri ) to Pi 1 (position vector ri 1 ri ri ). At Pi let the vector field be Fi . The line integral of the second kind of F along C is defined to be C N F dr F dr lim Fi ri N AB i 1 Example If E is an electric field and a unit charge moves from A to B along C, Ei ri Ei cos ri represents the work done by the field in moving the charge from Pi to Pi 1 (approximately). Ei Hence Pi 1 E dr ri Pi AB represents the total work done in moving the charge from A to B i.e. The potential difference between A and B. The curve C is called the path of the integral. If the two end-points coincide (i.e. A = B) we say we have a closed path and usually write F dr C A B 1 By convention we go anticlockwise around a closed path. Usually a curve is given in parametric form x xt , y y t , and we may write z z t t1 t t 2 r t xt i y t j z t k e.g. t may be arc length. Example x(t ) a cos t , y (t ) z sin( t ), z 1, 0 t 2 describes the circle x 2 y 2 a 2 lying in the plane z 1 in a positive sense (anticlockwise). Note that t is not arc length here. We may then evaluate the line integral as C dr dt dt dz dy dx F3 dt F2 F1 C dt dt dt F dr F C Example Determine the work done by the force F x 2 y i y 2 z j z 2 x k in moving a particle from A(0,0,0) to B(1,1,1) along (i) the straight line x = y = z, (ii) the curve y x 2 , z x 3 Sol: (i) Choose the parametric representation x t, C1 y t, t 3t 1 F dr 2 t 0 1 t 0 2 0 t 1 t dt t 1 t 2 t 1 t 2 t 1 dt 1 2 0 t 1 (ii) Choose x t , y t 2 , z t 3 F dr t 3t 1 1 3t dt t 2 1 t 4 t 3 2t t 6 t 3t 2 dt 8 2t 5 2t 4 t 0 2 t 0 3 29 60 Note that the value of the integral in this case depends on the path taken (but not the parametric representation chosen). If we had integrated from B to A the results would have been F dr F dr along the same path AB BA 2 1 29 and 2 60 respectively, i.e. z B(1,1,1) C1 C2 A(0,0,0) y x Hence, if C is the close path from A to B along C1 and then back to A again along C2 , the result is F dr C C1 F dr F dr C2 1 29 2 60 1 60 And this result is independent of the starting (=finishing) point. An alternative notation for line integrals is C F dr F1i F2 j F3 k dxi dyj dzk C F1 dx F2 dy F3 dz C Example Evaluate C y 2 dx 2 xydy from the origin (0,0,0) to the point (4,2,0) along the paths: (i) a straight line (ii) the parabola y 2 x (iii) part of the x-axis and then the line x = 4 This is equivalent to evaluating C F dr where F y 2 i 2 xyj Sol: 1 x 2 C1 : y (i) y dy 1 dx 2 C1 2 y 2 dx 2 xydy C1 2 4 1 1 1 x dx 2 x x dx x 0 2 2 2 4 3 x 2 dx 16 x 0 4 4 3 x (ii) C 2 : y 2 x 2y y dy 1 dx y 2 dx 2 xyfy C2 2 C2 1 xdx 2 x dx x 0 2 4 4 2 xdx 16 4, 2 (iii) 0, 0 4 x 0 x 4 x 0 y y 2 dx 2xydy 2 0dx 2 x 0 0 2 y 0 y 2 0 2 4 ydy 2 8 ydy 16 y 0 C3 x 4 Is this just a coincidence? Unlikely! If a field F is such that F dr is independent of the path from A to B, then F is said to be a AB conservative field. Consider F dr around any C B closed curve in a conservative field. Then C Q F dr F dr APBQA APB F dr F dr BQA A F dr F dr APNB F dr 0 C AQB in a conservative field C If F , where is some scalar field, then 4 P dx dy dz F dr i j k i j k dt AB x y z dt dt dt dx dy dt dt AB x dt y dt z dz AB d dt AB dt AB F dr ( B) ( A) independen t of the part from A to B Hence if F , F is conservative. Example Show that F y 2 i 2 xyj is a conservative field and hence evaluate C F dr along any path C from (0,0) to (4,2). Sol: F is a conservative if F i.e. (i) y 2 x and (ii) 2 xy y Integrating (i) y 2 x f ( y) , where f ( y ) – an arbitrary function 2 yx f ' ( y ) y Matching with (ii) shows that f ' ( y ) 0, f ( y) c y2x c Hence C F dr (4,2) (0,0) 16 Note that F dr is the circulation of F around C and so an alternative definition of curl F is C 1 1 1 curlF lim F dr i lim F dr j lim F dr k A1 0 A C1 A3 0 A 1 A2 0 A2 C2 3 C3 where C1 , C2 and C 3 are curves parallel to the yz-plane, xz-plane and xy-plane respectively around a point ( x, y , z ) and A1 , A2 and A3 are the areas enclosed by these three curves respectively. But F dr = 0 if F is conservative, and hence curl F = 0 if F is conservative. C In fact it is also true that if curl F = 0 everywhere, then F is conservative (and F may be written as ) and this is sometimes taken as an alternative definition of a conservative field. 5 This gives us a very convenient test for deciding whether F is conservative or not. We see if curl F is zero or not. Hence the following are all equivalent: (i) F is conservative. (ii) (iii) F dr is independent of the path. AB F dr = 0 around any closed path (circulation is zero). C F = for some scalar field . (iv) (v) F dr ( B) ( A) . AB (vi) curl F = 0 (F is irrotational). Example The electric field E and potential due to a point charge at the origin are E Q r and 40 r 3 Q 1 where E . Hence E is a conservative field. This is consistent with the work done 4 0 r in moving a unit charge from A to B being the potential difference ( A) ( B) between the points and independent of the path taken between them. Example Show that F yzi ( xz 2 y ) j xyk is a conservative field and find a scalar function f ( x, y , z ) such that F f . Proof: i curl F x yz j y xz 2 y k z xy ix x j y y k z z 0 hence F is conservative and a scalar function f exists such that F f . i.e. (i) f yz x (ii) f xz 2 y y (iii) f xy z Integrate (i) f xyz g ( y , z ) . Match with (ii) f g xz xz 2 y y y Hence 6 g 2y y g y 2 h z and f xyz y 2 h z Match with (iii) f xy h z xy z Hence h z 0 h z c c- constant and f xyz y 2 c Example (optional) A positively charged ring of radius R with a charge of q Coulombs, which is evenly distributed, lies in the xy-plane. Compute the electric field intensity at a point P on the axis of the ring, which is suppose on z-axis. Sol: To calculate the electric field intensity at a point P from a continuous distribution, we calculate the electric field intensity due to one arbitrary element of charge dq, at the point P and then integrate this over the entire region, the positively charged ring of radius R, under consideration. The electric field intensity, due to one arbitrary element of charge dq density of charge), q q ds , ( is the line 2R 2R is given by: q ds r dE 2R 2 , where r is the vector from dq to P and r r . Note that the x-components and the 40 r r y-components of the electric field intensity due to charge elements dq on opposite sides of the ring will cancel because they are of equal magnitude, but opposite in direction. Hence the net electric field q ds r 2 R intensity will point along the z-axis and will be due to the z component of dE , which is 2 40 r r q ds r of value dE k 2R 2 k . 40 r r 7 Therefore, E k dE k C q ds r k , where C is the path of the ring of radius R. 8 R 0 C r 3 2 Let the center of the ring of radius R is at (0,0,0) and a point on the charge element dq is (x, y, 0) and the point P on the axis of the ring is (0, 0, z). Thus, r 2 R 2 z 2 & r (0 x)i (0 y ) j ( z 0)k . r k z E k dE k C qz 8 2 R 0 R 2 z ds 3 2 2 C 2Rqz 8 2 R 0 R 2 z qz 3 2 2 40 R 2 z 2 3 2 Or using polar coordinate, we have x R cos ,. y R sin , ds dx 2 (dy) 2 R 2 sin 2 (d ) 2 R 2 cos 2 (d ) 2 Rd E k dE k C qz 8 2 R 0 R 2 z ds 3 2 2 C 2 qz 8 2 R 0 R 2 z 3 2 2 Rd 0 2Rqz 8 2 R 0 R 2 z 2 3 2 qz 40 R 2 z 2 3 2 It follows that E ( E k )k qz 40 R z 2 3 2 2 k qz (Note: if z R , then R 2 z 2 z 2 & E k 40 R z E ( E k )k q 4 0 z 2 2 3 2 2 qz 40 z 3 q 40 z 2 . Thus k) Example (optional) Positive charges is distributed uniformly over the entire xy-plane, with a charge per unit area, or surface density of charge, . Find the electric field intensity at a point P. Sol: Let z-axis pass through the point P(0,0,z). Then by the previous example, the projection of the electric field intensity at the point P on k due to the strip of the ring of radius r is: 8 C 2 z 40 r z 2 3 2 2 ds 0 rz 40 r z 2 3 2 2 d Therefore, 2 rz Ek 2 2 0 0 4 0 r z z r 2 z 2 1 4 0 1 2 0 2rz dr d 3 0 2 4 0 r 2 z 2 1 z 2 r z2 2 2 0 0 z 2 0 dr 3 2 z d r 2 z 2 3 4 0 0 2 2 2 r z 1 1 z 2 2 z 2 2 0 z 2 0 z 2 E ( E k )k k 2 0 Another type of line integral (the line integral of the first kind) is I f x, y, z ds C where f is a scalar function and s is arc length along C. If C has the parametric representation ( x(t ), y(t ), z(t )), t1 t t 2 , we have that ds dx 2 dy 2 dz 2 and hence I t2 t t1 f xt , y t , z t 2 2 2 dx dy dz dt dt dt dt Example Find the mass of an ideal wire with density ( x, y, z ) kz if it has the shape of the helix, x 3 cos t , y 3 sin t , z 4t Sol: 9 x 3 cos t , Mass ds y 3 sin t , 0t z 4t C k 4t 9 sin 2 t 9 cos 2 t 16dt t 0 20k tdt t 0 10k 2 Example (optional) Let the line density of the curve C: x 2 y 2 ax, a 0 be f ( x, y ) x 2 y 2 . Find the mass of the curve C: x 2 y 2 ax, a 0 . Sol: x 2 y 2 ax 2 x 2 y dy dy a 2 x a dx dx 2y 2 a 2x dx dy dx ds dx 1 dx dx 2y 2 2 4 y 2 a 2 4ax 4 x 2 dx 4y2 4ax a 2 4ax a dx dx 2 2y 4y 2 a a2 , a 0 , we have For the upper part of the circle x y ax x y 2 2 4 2 ds 2 a a dx dx,0 x a 2y 2 ax x 2 a mass of the line x 2 y 2 ds 2 ax C 2 ax x 2 dx 2 a a x dx 2 0 ax x 2 ax a 2 0 2a 1 ax 0 2 (Note: the mass of the upper part and the lower part of the circle a a a 1 0 a a d (a x) a a 2 a a2 x 2 y 2 ax x y 2 , a 0 are equal.) 2 4 (Note: ax a a 2 ax x 2 is not defined at x=0 and x= a so the integral 0 in the sense of improper integral.) 10 ax a 2 ax x 2 dx we get is Example (optional) x 2 y 2 z 2 a 2 Let the line density of the curve C: be f ( x, y, z ) x 2 . Find the mass of the x y z 0 curve C: x 2 y 2 z 2 a 2 x yz 0 Sol: We observe that x 2 y 2 z 2 a 2 is a sphere of radius a with center at (0,0,0) and x y z 0 is plane passing through (0,0,0). So their intersection C is a circle with center at (0,0,0) and radius a. From the property of symmetry, we know that x 2 ds y 2 ds z 2 ds . Thus C C 2 x ds 1 1 2 a 2 2a 2a 3 2 2 2 x y z ds a ds . 3 C 3 C 3 3 C C 7.2. Surface integrals Consider a vector field F and a surface S in the field. divide the surface into N small area elements S i (approximately flat). ni Fi Si Define Si as the vector S whose magnitude is S i and whose direction is normal to the element of surface S i (usually outwards if S is closed). Then Si Si ni where ni is a unit vector normal to the region S i . Let Fi be the vector field evaluated at some point on S i . Then Fi Si Fi Si ni Fi Si cos represents the flux of F through the element of surface S i . We define the total flux of F through S to be the surface integral of the second kind 11 Fi d S lim N N S F S i 1 i i Example If v is the velocity field of a fluid, (i) v d S represents the total volume of fluid crossing S in a S unit time. Replacing v by v ( = density) gives mass flux. If J is an electric current vector, (ii) S J d S represents the rate at which electric charge crosses S. E d S represents the electric flux through S. (iii) If E is an electric field vector, (iv) If q is a heat conduction vector, S qdS S represents the rate at which heat flows through S. Example F dS Evaluate S where F x 2 i xyj z 2 k and S is the surface of the cube bounded by x = 0, x = 2, y = 0, y = 2, z = 0 and z = 2. Sol: We integrate over each face in turn and sum the results. For the face ABCD: dS dydz , the outward normal n i , x 2 . F d S ABCD 2 z 2 G ABCD 2 x 2 dydz z 0 y 0 2 2 z 0 y 0 4dydz 16 2 y For the face BEFC: dS dxdz , the outward normal n j , y 2 . F d S F jdS BEFC BEFC 2 x 0 z 0 xydxdz Similarly, 2 2 2 xdxdz 8 x 0 z 0 F d S 16, F d S F d S F d S 0 CFGD OEFG 2 O x 2 C D F idS F OADG OABE 12 A E B y y Hence F d S 40 S If part of S is not parallel to one of the coordinate planes, we proceed as follows: If the surface S is written as ( x, y, z ) constant then grad is normal to the surface and hence the unit normals are i n j k x y z 2 x y z 2 2 If the surface is given in the form z ( x, y ) , i.e. z ( x, y ) 0 , the unit normals are n X i Y j k X 2 Y 2 1 There are two normals to the open surface at each point which are of the same magnitude but are of opposite directions. The ways to decide the required normal are explained through examples: Example Given ( x, y, z ) x 2 y 2 z 2 , Consider the surface S: ( x, y, z ) x 2 y 2 z 2 a 2 , z 0 (the upper sphere) At the point (x, y, z), there are two unit vectors (normals) which are perpendicular to the surface S: ( x, y, z ) x 2 y 2 z 2 a 2 , where z 0 . They are the vectors X Y Z i j k 2 2 2 X2 Y2 Z2 X2 Y2 Z2 X2 Y2 Z2 Y Z X 2 xi 2 yj 2 zk y z x i j k 2a a a a (cos )i (cos ) j (cos )k X i Y j Z k where is the angle between and the positive direction of x-axis (or the angle between and the positive direction of x-axis ) , is the angle between y-axis and is the angle between and the positive direction of and the positive direction of z-axis. 13 So cosine of the angle between the normals and the positive direction of x-axis is cos X Y2 Z2 2 X So cosine of the angle between the normals and the positive direction of y-axis is cos Y Y2 Z2 2 X So cosine of the angle between the normals and the positive direction of z-axis is cos Z X2 Y2 Z2 We observe that the outward normal at the point (x, y, z ) to the upper sphere i.e x 2 y 2 z 2 a 2 z0 makes an acute angle with the positive direction of z-axis, so cosine of that acute angle 0 , y z x therefore the normal we need is i j k a a a As for the inward normal at the point (x, y, z ) to the upper sphere i.e x 2 y 2 z 2 a 2 makes an z0 obtuse angle with the positive direction of z-axis, so cosine of that angle 0 , therefore the normal y z x we need is i j k a a a Similarly, the outward normal at the point (x, y, z ) to the lower sphere i.e makes an obtuse angle with the positive direction of z-axis, so cosine of that obtuse angle 0 , therefore the normal at the point (x, y, z ) to the lower sphere i.e y z x i j k (note: z a a a x 2 y 2 z 2 a 2 z0 x 2 y 2 z 2 a 2 we need is z0 is a negative #) As for the inward normal at the point (x, y, z ) to the lower sphere i.e x 2 y 2 z 2 a 2 makes an z 0 acute angle with the positive direction of z-direction, so cosine of that acute angle 0 , therefore 14 the normal at the point (x, y, z ) to the lower sphere i.e y z x i j k ( note: z a a a x 2 y 2 z 2 a 2 we need is z 0 is a negative #) We call the normal to a surface S: which makes an acute angle with the positive direction of z-axis an upper normal. Also we call the normal to a surface S: which makes an obtuse angle with the positive direction of z-axis a lower normal. If the surface S given is an explicit function z ( x, y ) , then the normals to surface S at the point ( x, y, z ) ( x, y, ( x, y )) is: ( x, y.z ) z ( x, y) 0 X i Y j Z k X Y Z 2 2 2 X i Y j k X 2 Y 2 1 Once the normal to the open surface has been decided, we have F d S F ndS F S S S dS This is now in the form g ( x, y , z )dS , where g ( x, y , z ) is a scalar field, which is known as the S surface integral of the first kind, and can also arise in its own right. Example (i) If g ( x, y, z ) 1 , then S dS surface area of S (ii) if g ( x, y, z ) electrostatic charge density S gdS = total charge on S To evaluate this integral suppose we project S onto one of the coordinate planes where the surface integral becomes a double integral. 15 z Suppose the surface is given implicitly by ( x, y, z ) 0 and we decide to project S k n S onto the xy-plane where its projection is the region S xy y Let be the angle between the normal n to S and k, i.e. cos n k . xy x Now x y S cos S n k , therefore S x y nk and in the limit, we have 1 g ( x, y, z)dS g ( x, y, z) n k dxdy S S g x, y, z ( x, y ) x2 y2 z2 z xy If the surface is given explicitly by z ( x, y ) , then dS and g ( x, y, z )dS g ( x, y, z ) S dxdy X2 Y2 1 1 dxdy 1 X2 Y2 dxdy 1 X2 Y2 dxdy xy Example Compute ydS where S is the part of z z ( x, y) x y 2 whose projection onto xy-plane is the S region xy : 0 x 1,0 y 2 . Sol: The projection of S onto xy-plane is the region xy : 0 x 1,0 y 2 . So dS 1 z X2 zY2 dxdy 1 1 (2 y ) 2 dxdy 2 4 y 2 dxdy . Therefore 16 ydS S 1 2 2 y 2 4 y 2 dy dx y 2 4 y dxdy xy 00 21 2 4y2 d 2 4y2 8 00 1 1 1 2 dx 2 4 y 2 83 0 3 2 2 0 dx 3 3 3 3 1 1 2 1 2 52 2 13 2 2 18 2 dx 18 2 2 27(2 2 ) 2 2 12 12 12 3 0 12 1 Example Compute ( x y z)dS over the surface S: x2 y2 z 2 a2 , z 0 . S Sol: Since we are going to project the open surface S: x 2 y 2 z 2 a 2 , z 0 onto xy-plane, we will use the formula X2 Y2 Z2 dxdy S g ( x, y, z )dS g ( x, y, z ) Z xy x 2 y 2 z 2 a 2 , z 0 onto xy-plane is xy , which is x 2 y 2 a 2 . The projection of Let ( x, y, z ) x 2 y 2 z 2 a 2 , then the surface S is just the ( x, y, z ) 0 equation : , i.e. x 2 y 2 z 2 a, z 0 and this equation defines z as an implicit function z0 of x, y. Also, 2 x. 2 y, 2z x y z And dS X2 Y2 Z2 4x 2 4 y 2 4z 2 4a 2 2a dxdy dxdy dxdy dxdy Z 2z 2z 2z a dxdy z a a x2 y2 2 dxdy Or you can figure out in the following way, of course, the following method requires more being able in mathematics: 2 z z x y dS 1 dxdy 1 dxdy x y z z 2 2 2 So 17 a a x2 y2 2 dxdy ( x y z )dS x y S a2 x2 y2 a a2 x2 y2 xy a x x y a2 x2 y2 a a 2 x 2 2 a 2 dxdy a a2 x2 dy dx a 2 x 2 y 2 a a 2 x 2 a ady dx a2 x2 y2 a ( x y )dy 1 1 2 2 2 2 d y2 a a2 x2 a x axdy 2 d x y ax 2 ady dx a dy dx 2 2 2 a2 x2 y2 a2 x2 y2 a a 2 x 2 a a 2 x 2 a x y a ax 2a a a a 2 x 2 dx 4a a 2 x 2 dx 4a a 0 Or ( x y z )dS x y S a2 x2 y2 xy a 2 r cos r sin a 2 r 2 o 0 a 2ardr ar 2 a 0 a 2 4 a 3 a a x2 y2 2 dxdy a ra sin ra cos rd dr ra a2 r2 a2 r2 a2 r 2 0 a 2 0 dr a 3 0 Now we are going to make a few concluding remarks on the ways of computing the surface integral of second kind, that is, compute F ( x, y, z ) d S , where F ( x, y, z ) is a vector field defined on S. S Suppose the surface is given implicitly by ( x, y, z ) 0 and we are going to project S onto xy-plane with the projection, the region xy . Assume we have chosen the normal n to S at the point (x, y, z) by considering the cosine of the included angle between the normal and the positive direction of z-axis. Then F d S F ndS F S S F xy S 1 z dS F dxdy Z xy dxdy Whether the positive sign or the negative sign is chosen is depending on the problem raised. In addition, if the surface is given explicitly by z ( x, y ) 0 and still we are going to project S onto xy-plane with the projection, the region xy , then 18 F d S F ndS F S S X i Y j k X 2 Y 2 1 S dS X i Y j k X Y 1 F dxdy F X i Y j k dxdy 1 2 2 1 xy xy 2 X 2 Y Example Evaluate F dS where S is the closed surface of the region bounded by the cylinder S x 2 z 2 4 and the planes x = 0, y = 0, z = 0 and y = 4, and F zi zj yk . z 2 C B 4 A y 0 2 x E D Sol: Consider first the integral over the curved surface BCED which is the level surface x 2 z 2 4 . The curved surface is projected on xy-plane with the projection xy which is the rectangle OADE bounded by y 0, y 4, x 0, x 2 . x 2 z 2 , 2 xi 2 zk , z 2 z BCED 2 F dS 4 x 0 y 0 AOED ( zi zj yk ) ( 2 xi 2 zk ) 1 dxdy 2z ( x y )dydx 8 The other surfaces are all planes and give the results F dS 8, OABC OADE F dS 16, OEC F dS 8 F dS sum with ABD 3 8 3 F dS 0 S Example Calculate F d S where F ( x, y, z ) 2i 2 j 2k , the open surface S is the part of the plane S x + z =1 which is enclosed by the cylinder x 2 y 2 1 and the normal to S is pointing to xy-plane. Sol: 19 Let ( x, y, z ) x z , then i j k i k and 1, 0, 1. x y z x y z Since the normal to S makes an obtuse angle with the positive direction of or the direction i k . n z axis, we choose And we are going to project S onto the xy- plane and the projection, say, xy . The following formula will be used: F dS S F xy z dxdy - F dxdy (note that z 1) xy - F dxdy (2i 2 j 2k ) (i k )dxdy xy xy 1 2 4dxdy 0 0 x y 1 2 2 4rddr 4 Example F ( x, y, z) d S , where Find F ( x, y, z ) x 2 yi 3xy 2 j 4 y 3 k and S is the part of S z z ( x, y) x 2 y 2 9 whose projection onto xy-plane is the region xy : 0 x 2,0 y 1 . The normal to S at (x, y, z) we choose is the lower normal, that is the normal which makes an obtuse angle with the positive direction of z-axis. Sol: The direction of the normal is the same as the direction of (2 xi 2 yj k ) since the normal to S at (x, y, z) makes an obtuse angle with the positive direction of z-axis. x 2 xy xy S yi 3xy2 j 4 y 3 k d S x 2 yi 3xy2 j 4 y 3 k 2 xi 2 yj k dxdy 1 2 x y 6 xy 4 y dxdy 2 x 3 y 6 xy3 4 y 3 dy dx 0 0 3 3 3 2 2 x 4 3x 2 3 3 2 3 4 4 1 x y xy y dx x 3 x 1dx x 02 4 3 2 1 2 2 4 0 4 0 0 2 20 Example (optional) F d S Find where F ( x, y, z) ( y z)i z x j ( x y)k , S is the close surface which is S bounded by x 2 y 2 z 2 & z h where h 0 . Sol: For a close surface if the direction of the normal is not specifically mentioned, then it is understood that the normal is assumed to be outward. x 2 y 2 z 2 S consists of two parts, say, S1 : x 2 y 2 z 2 , where 0 z h & S 2 : zh F d S F d S F d S S For S1 S2 F d S , there are two directions which are perpendicular to S1 , they are gradient, i.e. S1 : ( x, y, z ) z 2 x 2 y 2 i j k 2 xi 2 yj 2 zk y z x Since the question requires the direction which makes an obtuse angle with the positive direction of z-axis, i j k 2 xi 2 yj 2 zk 2 xi 2 yj 2 zk is the direction we y z x want. We project S1 : x 2 y 2 z 2 , where 0 z h onto xy-plane, we have xy which is xy : x 2 y 2 h . Then F d S F S1 xy Z dxdy ( y z )i z x j ( x y )k xy (2 xi 2 yj 2 zk ) dxdy 2z x( y x 2 y 2 ) y x 2 y 2 x ( x y ) dxdy x2 y2 x2 y2 xy 2 h r cos (r sin r ) r sin r r cos r cos r sin rdr d r r 0 0 21 2 h r cos sin r cos r sin r cos sin r cos r sin rdr d 0 0 2 2 h 2 2 2 2 2r cos 2r sin dr d r 3 cos r 3 sin 0h d 3 3 0 0 0 2 3 h cos sin d 3 h sin cos 2 2 3 3 2 0 0 0 For F d S , S 2 is the part of z h (note : z h is a constant function of x, y) whose S2 projection of onto xy-plane is xy : x 2 y 2 h . i j 1k k y x ( x, y ) h the normal to S 2 is Since the outward normal to S 2 makes 0 radian with the positive direction of z-axis so k is chosen. xy-plane, is xy : x 2 y 2 h . The projection of S 2 onto So F d S F kdxdy x y dxdy S2 xy 2 xy 2 1 r cos r sin rdr d cos sin r 3 0h d 3 0 0 0 2 h 3 h cos sin d 0 1 3 0 Finally we have F d S F d S F d S 0 S S1 S2 7.3 Divergence The net outward flux of a vector v through a closed surface S is v ds S If we take a point P and surround it by a surface S enclosing a volume V we have Average flux per unit volume = 22 1 V v dS S Now let V 0 so that the volume shrinks to the point P. The limiting value of the average flux per unit volume is then the divergence of v at P. This gives an alternative definition of div v 1 div v lim V 0 V v dS S 7.4 The Divergence Theorem (Gauss’s Theorem) For any closed surface S, enclosing a region V in a vector field F, divFdxdydz F d S V i.e. S the total divergence of F from a volume V = total outward flux of F through S. Proof: Divide the volume V into N Vi S i V S Small blocks Vi with surface S i For each small volume, We have approximately div F or div FVi Si 1 Vi Si F dS F dS i.e. div FVi = total outward flux of F across S i . Summing over all blocks and letting N as Vi 0 we have LHS div Fdxdydz V For the RHS we observe that flux out of a face of one block equals the flux into the face of an adjacent block, unless that face is part of the surface S. Hence for all internal faces the flux cancels, leaving RHS F dS S and the theorem is proved. Example Verify the divergence theorem for F = zi + yj + zk and the region bounded by z 4 x 2 y 2 and the plane z = 0. Sol: div F = 3 23 divFdV V 2 4 x 2 x 2 y 4 x 2 4 x 2 y 2 x 0 z 3dzdydx 4 x y 2 2 2 4 x 2 x 2 y 4 x 2 3z S2 4 2 dydx 0 34 r rdrd 2 2 r 0 0 Now consider y 2 2 r4 2 3 2r 2 4 0 24 2 S1 x F dS S For the circular “base” we have xi yj zk kdxdy zdxdy S1 S1 0 S i n cze = 0 oSn1 For the curved surface z x 2 y 2 4 2xi 2 yj k S2 F dS 2 x y 2 4 2 x y 2 4 2 x y 2 4 r 0 xi yj zk 2 xi 2 yj k 1 dxdy 2 x 2 x 1 2 2 y 2 z dxdy 2 2 y 2 4 x 2 y 2 dxdy 4 r rdrd 2 2 z 1 2 0 2 2 r4 2 2r 4 0 24 Hence F dS S V Example Calculate F d S div FdV where F ( x, y, z) xyi y 2 e xz j sin( xy)k , S is the close surface which S is bounded by z 1 x 2 , z 0, y 0 & y z 2 . 24 2 Sol: It is difficult to compute F d S directly, by Divergence theorem we compute S xy y 2 e xz sin xy divFdxdydz dxdydz 3 ydxdydz instead, where V is the x y z V V V 2 solid enclosed by S. The projection of V onto xz-plane is xz which is bounded by z 0, z 1 x 2 So 2 z divFdxdydz 3 ydxdydz 3 ydy dxdz V V xz 0 1 1 x 1 x 2 z 3 2 3 ydy dz dx 2 z dz dx 2 1 0 0 1 0 2 1 2 1 1 2 3 1 1 3 2 z 10 x dx x 2 1 8 dx 2 2 1 1 1 1 1 x 6 3 x 4 3 x 2 7 dx x 6 3 x 4 3 x 2 7 dx 2 1 0 x 7 3x 5 x 3 7 x 10 5 7 1 3 184 1 7 7 5 35 If you prefer to project V on xy-plane, divFdxdydz should be as follows: V z 1 x2 We observe that the surface z 1 x and the plane y z 2 intersect at the line and the y z 2 2 projection of the line on xy-plane is y 1 x 2 2 y x 2 1 . The projection of V onto xy-plane is xy which consists of two parts, say, xy xy xy . xy is bounded by x=-1, x=1, y=0, y x 2 1 and xy is bounded by x= -1 , x=1, y x 2 1 , y=2. And over xy the upper surface of the solid is upper surface of the solid is z 1 x 2 and the lower surface is z=0. Over xy y z 2 and the lower surface is z=0. Thus 25 the 1 x 2 y 3 ydxdydz 3 y dz dxdy 3 y dz 0 0 dxdy V xy xy 2 1 2 1 x 2 1 x 2 3 ydz dy dx 0 0 1 2 1 1 x 1 2 y 3 ydz dy dx 0 1 1 x 2 2 3 y 1 x dy dx 3 y 2 y dy dx 1 x 2 0 1 1 2 1 2 3 1 x 2 (1 x 2 ) dx 3 y 2 y 3 1 2 1 1 1 1 1 3 2 2 2 2 1 x ( 1 x ) dx 1 2 1 4 3 1 x 1 1 2 1 x 2 dx 1 x dx 2 2 3 3 1 2 x x (1 x )dx 2 4 3 1 2 x 2 x 4 1 3x 2 3x 4 x 6 dx 2 4 2 0 1 0 1 1 3 1 x 2 x 4 x 6 dx 2 2 3x 2 x 6 dx 7 3x 2 3x 4 x 6 dx 0 0 0 3 1 3 1 184 7 x x 3 x 5 x 7 10 7 1 5 7 5 7 35 Example – Gauss’s Law Gauss’s law for an electric field states that the total displacement flux (of 0 E ) through a closed surface equals the total charge within the volume enclosed by the surface i.e. S 0 E dS V dV where E is the electric intensity and is the charge density. Applying the divergence theorem to the LHS gives S 0 E dS div EdV V 0 i.e. V 0 divE dV dV V Since the region V is arbitrary, it must be true that 0 div E i.e. div E / 0 – one of Mxwell’s equations of electromagnetism. Since E where is the electrostatic potential, div grad / 0 or 2 2 2 which is Poisson’s equation. x 2 y 2 z 2 In a region of no charge ( 0) , the electrostatic potential satisfies Laplace’s equation 2 0 . 2 / 0 2 These are important equations in electromagnetic field theory. 26 7.5 Stockes’s Theorem For any open surface S, having a closed curve C as its edge, in a vector field F curl F d S F dr S C i.e. the flux of curl F through an open surface S = the circulation around the boundary curve C. Proof: Divide the surface S into N small patches S i with edge C i and normal ni For each small area S i curl Fi we have approximately S i 1 F dr ni curl Fi ni S i Ci S or curl Fi ni S i F dr Ci Summing over all patches and letting C i C N as S i 0 we have LHS curl F dS S For the RHS we observe that the flow along an edge of C i is equal and opposite to the flow along that edge of an adjacent element, unless that edge is part of the boundary C. Hence for all internal edges the flow cancels leaving RHS F dr and the theorem is proved. C Example Verify Stokes’s theorem for F 2 xyi x 2 j xk where S is the hemisphere x 2 y 2 z 2 1, y 0 i j F x y 2 xy x 2 k z x j Sol: We project S onto the xz-plane where S xz is the disc x 2 z 2 1 . x 2 y 2 z 2 1, 2 xi 2 yj 2zk , y 2 y curlF dS x 2 z 2 1 S 2 x x 2 1 j 2 xi 2 yj 2 zk dxdz 27 1 dxdz 2y C is the circle x 2 z 2 1 is the xz-plane. Let the parametric equations of C z cos t , x sin t , y 0, 0 t 2 C F dr 2 t 0 2 xyi x 2 be dy dz dx j xk i j k dt dt dt dt 2 sin 2 tdt t 0 Hence the theorem is verified. Note the positive direction of C taken in the zx-plane, relative to the normal of S, C n Example (optional) Compute F dr where F ( y z )i ( z x) j ( x y )k and C is the ellipse C x2 y2 a2 x z a h 1, where a, h 0 The direction of the path C is anticlockwise when looking from the positive direction of x-axis. Sol: For Stoke’s Theorem, the index finger of the right hand represents the direction of the line integral along the curve, the middle finger of the right hand points to the interior of the open surface which is enclosed by the curve, that is, the boundary of the open surface and the thumb finger of the right hand represents the normal to the surface which is closed the boundary. Notice the three vectors form a so called positive triple. Remark: The index finger of the right hand represents the positive direction of x-axis, the middle finger of the right hand represents the positive direction of y-axis and the thumb finger of the right hand represents the positive direction of z-axis. The three vectors form a so called positive triple. By Stoke’s Theorem F dr curlF d S where S is the open surface with C as its boundary. C i curlF det x yz j y zx S k 2i 2 j 2k z x y The normal to S : 28 1 1 1 1 ah i k i k i k x z h z a h a ( x, y, z ) n x a h 1 1 1 1 a2 h2 a2 h2 a2 h2 h a i k 2 2 a2 h2 a h Since the direction of the line integral along the path C is anticlockwise when looking from the positive direction of x-axis, according to Stoke’s Theorem, we have to choose the upper normal h a n i k 2 2 a2 h2 a h So F dr curlF d S 2i 2 j 2k d S C S S h a 2i 2 j 2k ndS 2i 2 j 2k i k dS 2 2 2 2 a h a h S S 1 h a 2i 2 j 2k i k dxdy 2 2 2 2 a h z a h xy h a 2 2 2 a2 h2 xy a h a2 h2 dxdy a (h a ) 2 h 2 1dxdy 2 a 2a ( h a ) a a xy Note: g ( x, y, z)dS S Or F 1 xy g ( x, y, z( x, y)) xy X2 Y2 Z2 dxdy Z dxdy z Example – Green’s Theorem in the Plane If the region S lies completely in the xy-plane, and F F1i F2 j , 29 F F curlF 2 1 k y x dS kdxdy y S F2 F1 S curlF dS S x y dxdy C x and C F dr F1i F2 j dxi dyj C F1 dx F2 dy C giving F2 F1 dxdy F1 dx F2 dy S C x y which is known as Green’s Theorem in the Plane. Example Faraday’s Law for a time-varying electric field states that the tangential component of E, the electric intensity, measured around a closed curve C equals the negative rate of change with respect to time of the total magnetic flux through any surface bounded by C i.e. C E dr B dS t S where B is the magnetic flux density. Sol: Applying Stockes’s theorem to the LHS gives C E dr curlE dS S Hence, B curlE dS t dS S S and since the surface S is arbitrary. curlE This is another of Maxwell’s equations. 30 B t