vector calculus - mmedvin.math.ncsu.edu · vector calculus part i by dr. michael medvinsky, ncsu...
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Vector Calculuspart I
By Dr. Michael Medvinsky, NCSU
online lectures 03/2020
Vector Field (definition)
• Definition: Vector Field is a function F that for each (x,y)\(x,y,z) assign a 2\3-dimensional vector, respectively:
• Examples of VF: gradient, direction field of differential equation.
• Vector field vs other functions we learned:
2 3
: function of 1,2,3variables
: vector (of size 1,2,3) valued function, e.g. parametric curve
: parametric surface
: vector field ( 2,3)
n
n
n n
f n
r n
r
n
→ =
→ =
→
→ =F
( ) ( ) ( )
( ) ( ) ( )
, , , ,
( , , ) , , , , , , , ,
x y P x y Q x y
x y z P x y z Q x y z R x y z
=
=
F
F
Vector Field (how to sketch it)
• We draw VF as vectors
starting at points
Examples:
( ) ( ) ( ) ( ) ( ), , , \ , , , , , , , ,P x y Q x y P x y z Q x y z R x y z
( ) ( ), \ , ,x y x y z
x
y
Q
P
General case
Uniform\Constant VF:F=<1,2>Uniform\Constant VF: F=<2,1>
Vector Field (how to sketch it)
• More examples:
( ), , ,f x y xy f y x= = =F ( ), , , ,0y x
x y zz z
= −F( ), ,x y x y=F
Line Integral (the idea)
• Consider smooth curve C be given by:recall: smooth means is continuous and
• Divide [a,b] into subintervals
• Denote a piece of C corresponding to and displacement as .
• Denote a sample point on .
• Consider that function f(x,y) is defined along C.
• What do you think about the followingRieman-like sum
( ) ( ) ( ) , , ,r t x t y t t a b=
tt0 tn
,i
b at a i t t
n
−= + =
1,i it t−is
* *,i ix yis
is
( )* *
1
,n
i i i
i
f x y s=
( )'r t ( )' 0r t
sub−arc 𝑠𝑖
Line Integral (definition)
• Let f be a function defined along a curve C given by
then the line\contour\path\curve integral is defined by
• Recall: Arclength formula:
( ) ( ) ( ) ( ) ( ) ( ) ( ) , , , , ,r t x t y t or r t x t y t z t t a b= =
( ) ( ) ( ) ( )* * * * *
1 1
, lim , , , lim , ,n n
i i i i i i in n
i iC C
f x y ds f x y s or f x y z ds f x y z s→ →
= =
= =
( )2 2 2 2 2 '
b b b
t t t t t
a a a
L x y dt or L x y z dt or L r t dt= + = + + =
Line Integral (2 theorems)
• 1) Let f be continuous function along curve C (defined as before):
regardless of the parameterization as long as the curve traversed exactly once between a and b.
• 2) Let be piecewise smooth curve, then
( ) ( ) ( )( ) ( ) ( )( )
( ) ( ) ( ) ( )( ) ( ) ( )( )
( ) ( )( ) ( ) ( ) ( )
2 2
2 2 2
, , , or
, , , , , or
' , for either , or , ,
b b
t t
C a a
b b
t t t
C a a
b
C a
dsf x y ds f x t y t dt f x t y t x y dt
dt
dsf x y z ds f x t y t z t dt f x t y t x y z dt
dt
f x ds f r t r t dt x x y x x y z
= = +
= = + +
= = =
1 2 ...C C C=
1 2
...C C C
f ds f ds f ds= + +
Line Integral(examples)
• 1) Let (half circle, r=2), evaluate
Solution: We have the arclength is thus
( ) 2cos ,2sin ,0r t t t t = 2
C
x yds
( ) ( )( ) ( )2 2 2, 2cos ,2sin 4cos 2sin 8cos sinf x y x y f r t f t t t t t t= = = =
( )' 2 sin ,cos 2r t t t= − =
( )( ) ( )
1
2 2 2 2
cos'0 0 1
328cos sin 2 16 cos sin 16
3u tr tC f r t
x yds t t dt t tdt u du
=−
= = = =
Line Integral(examples)
• 2) Letevaluate
Solution:
( ) ( )1 1 2 28 ,4 ,5 ,0 1 and 1,2, 5 , 1 0C r t t t t t C r t t t= = = = − −
1 2C C
x y zds
+ +
( )( )( )
( )
( ) ( )( )
( )( )( ) ( )
1
2
1 2
11 1 2
0 0 0'
00 0 2
1 1 1'
7 9 88 4 5 8 16 25 7 9 8 7 9 8
2 2
1 25 551 2 5 0 0 25 5 3 5 5 3 5 5 3 5 15
2 2 2 2
C r tf r t
C r tf r t
C C
tx y zds t t t dt tdt
tx y zds t dt tdt t
x y zds
− − −
++ + = + + + + = + = + =
+ + = + − + + = − = − = − − − = + =
+ +
( )1 2
7 9 8 55 7 859
2 2 2C C
x y zds x y zds+
= + + + + + = + = +
Line Integral(examples)
• 3) Evaluate where C is a line between (1,2) and (3,-1)
Solution: parameterize
to get
Alternative Solution: parameterize
to get
13C
xyds
( ) ( )1 1,2 3, 1 1 2 ,2 3r t t t t t= − + − = + −
( )( )1 2 2 3
13 13C
t txyds
+ −=
( )( )
4 9
f r t
+
( )
1 1
2
0 0'
12 6
2r t
dt t t dt= + − =
( ) ( )1 3, 1 1,2 3 2 , 1 3r t t t t t= − − + = − − +
( )( )3 2 1 3
13 13C
t txyds
− − +=
( )( )
4 9
f r t
+
( )
1 1
2
0 0'
13 11 6
2r t
dt t t dt= − + − =
Line Integral(theorem + definition)
• In previous example we traversed a curve (line) in two opposite direction and got the same result – it didn’t happen by an accident.
• Theorem: Denote by -C the same curve as C, but with different direction:
• Definition: Denote a line integral with respect to arclength, a line integral with respect to x: ,with respect to y:and analogically in 3D .They often occur together, e.g.
C Cf ds f ds
−=
Cf ds
( ) ( ) ( )( ) ( ), , 'b
C af x y dx f x t y t x t dt=
( ) ( ) ( )( ) ( ), , 'b
C af x y dy f x t y t y t dt=
( ) ( ) ( ), , , , , , , ,C C C
f x y z dx f x y z dy f x y z dz
( ) ( ) ( ) ( ), , , ,C C C
f x y dx g x y dy f x y dx g x y dy+ = +
Line Integral(example)
• Evaluate
Solution:
2 ,4 ,5 ,0 1
t t tt
ydx zdy xdz+
+ +
( )
( )
( )
( )
( ) ( )
( )
( )
1 1 1
2 ,4 ,5 , 0 0 00 1 ' ' '
1 1
0 0
4 2 5 4 2 5
4 20 5 2 29 10 24.5
y zt t tx
t x t y t z t
d d dydx zdy xdz t t dt t t dt t t dt
dt dt dt
t t t dt t dt
+
+ + = + + + +
= + + + = + =
Line Integral of Vector Field
• Reminder:• A work done by variable force f(x) in moving a particle from a to b along the x-
axis is given by .
• A work done by a constant force F in moving object from point P to point Q in space is .
• Unit tangent vector:
• Consider now a variable force F(x,y,z) along a smooth curve C. • Divide C into number of a small enough sub-arcs so that the force is roughly
constant on each sub-arc.
• The displacement vector becomes unit tangent (T) times displacement ( ):
( )b
aW f x dx=
W PQ= F𝐅 is ~c𝑜𝑛𝑠𝑡𝑎𝑛𝑡 𝑜𝑛 𝑠𝑖
( ) ( ) ( )( ) * * * *
1, , , ,j i i i i i iPQ s x t y t z t t t t−= T
is
( )( )
( )
'
'
r tt
r t=T
Line Integral of Vector Field(cont)
• Finally the work of F(x,y,z) along C is given by
• Denote
( ) ( ) ( )( ) ( ) ( ) ( )( )
( ) ( )
* * * * * *
1
lim , , , ,
, , , ,
n
i i i i i i jn
i
C C
W x t y t z t x t y t z t s
x y z x y z ds ds
→=
=
= =
F T
F T F T
( ) ( )' or 'd r t dr r t= =r
( )( )( )
( )
'
'C
r tds r t
r t = F T F ( )'r t
( )( ) ( )( )( ) '
'
b b b
drr ta a a
dt r t r t dt d= F
F F r
Line Integral of Vector(example)
• Let VF be given by and
• the curve C byEvaluate .
Solution:
, ,x x y x y z= + + +F
Cd F r
( ) sin ,cos ,sin cos ,0 2r t t t t t t = +
( )
( )( ) ( )
( ) ( )
( )
22
'
2 2
2cos2sin
2
0
sin ,cos sin ,2 sin cos cos , sin ,cos sin
32cos 3sin 1 cos 2 1 cos 2
2
3 sin 2 31 cos 2 1 cos 2
2 2 2
r t dtr t
tt
C
d t t t t t t t t t dt
t t dt t t dt
td t t dt t
=
==
= + + − −
= − = + − −
= + − − = + −
F
F r
F r
2
0
sin 2
2
tt
− = −
Line integral of Vector vs Scalar fields
• Letandthen
( ) ( ) ( )( , , ) , , , , , , , ,x y z P x y z Q x y z R x y z=F
( )( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
'
, , , , , , , , ' , ' , '
, , ' , , ' , , '
, , , , , ,
b
C a
b
a
b
a
b
a
d r t r t dt
P x y z Q x y z R x y z x t y t z t dt
P x y z x t Q x y z y t R x y z z t dt
P x y z dx Q x y z dy R x y z dz
=
=
= + +
= + +
F r F
( ) ( ) ( ) ( ), , ,r t x t y t z t a t b=
Fundamental Theorem for Line Integrals
• Recall: Fundamental Theorem of Calculus (FTC)
• Definition: A vector field F is called a conservative vector field if there exist a potential, a function f, such that .
• Theorem: Let C be a smooth curve given by . Let F be a continuous conservative vector field, and f is a differentiable function satisfying . Then, .
f= F
( ) ,r t a t b
f= F
( )( ) ( )( )C C
d f d f r b f r a = = − F r r
( ) ( ) ( )'b
aF x dx F b F a= −
Fundamental Theorem for Line Integrals(cont)
• Proof:
( )( ) ( )
( )( )
( )( ) ( )( )
' , , , ,
b b
x y z
C a a
b b
x y z
a a
dx dy dzf d f r t r t dt f f f dt
dt dt dt
dx dy dz df f f dt f r t dt
dt dt dt dt
f r b f r a
= =
= + + =
= −
r
Fundamental Theorem for Line Integrals(cont)
• Definition: Let F be continuous on domain D. The integralis called independent of path in D if for any two curves C1, C2 with the same initial and end points, we have
• Corollary: A line integral of a conservative vector field is independent of path.
• Definition: A curve C is called closed if its terminal points coincides.
2 1C Cd d = F r F r
𝐶1
𝐶2
𝐴
𝐵
Cd F r
Fundamental Theorem for Line Integrals(cont)
• Theorem: The integral is independent of path in D if and only if on any closed curve C.
Proof: (➔) Let is independent of path in D. Let C be arbitraryclosed curve. Choose any two points on C, A and B. Let C1 be the curve from A to B, and C2 from B to A, so that , then
() Let on any closed curve C in D. Choose A,B∈D and let C1, C2 be arbitrary paths from A to B. is closed curve, thus
Cd F r
1 2C C C=
1 2 1 2
0C C C C C
d d d d d−
= + = − = F r F r F r F r F r
0C
d = F r
Cd F r
0C
d = F r
1 2C C C= −
1 2 1 2 1 2
0C C C C C C C
d d d d d d d−
= = + = − + = F r F r F r F r F r F r F r
Fundamental Theorem for Line Integrals(cont)
• Theorem: Suppose F=<P,Q> is continuous vector field on an open connected region D. If is independent of path in D, then F is conservative vector field in D, that is there is f such that .
Proof: Let (a,b)∈D be arbitrary fixed point. Define .
Due to independency of path we can choose path C from (a,b) to (x,y) that crosses (x1,y)∈D, x1 is const.
Similarly,
Cd F r
f= F
( )( )
( ),
,
,
x y
a b
f x y d= F r
( )( )
( )
( )
( )1, ,
, ,
,
x y x y
x
a b a b
d df x y d d
dx dx= = F r F r
( )
( )
1
0, no ,
,
xx y
x y
d dd Pdx Qdy
dx dx
=
+ = + F r
( )
( )
1 1
, 0
,
x y xdy
FTCx y x
dPdx P
dx
=
= =
( )( )
( )
( )
( )
( )
( )1
1
, , ,
, , ,
,
x y x y x y
y
a b a b x y
d d df x y d d d
dy dy dy= = + F r F r F r
0, no y
dPdx
dy
=
=( )
( )
1 1
, 0
,
x y ydx
FTCx y y
dQdy Qdy Q
dy
=
+ = =
(x,y1)
(x1,y) (x,y)
(a,b)