Vector II 2015

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Vector Functions and Its Differentiation 1 Sk/EUM114/ Vector 2 Lecture/2015 Vector functions and its differentiation 1.1 Vector function Def. : A vector function f(t) as a function of a scalar t is defined as: f(t)=f 1 (t) i + f 2 (t) j +f 3 (t) k in which f 1 (t), f 2 (t) and f 3 (t) are the scalar functions of t. Example: The trajectory of a cannon ball fired at 45 o to the horizontal ground with an initial velocity v is given by r(t)= v(cos45 o )t i + [v(sin45 o )t-0.5gt 2 ] k. Find the velocity and acceleration of the cannon ball. 1.2 Parametric equation of plane curves For a plane curve in the two dimensional space, we have already known that it is usually represented by an equation in x and y. For example, a circle is represented by x 2 +y 2 =r 2 or a parabola is represented by y=ax 2 . However, a plane curve is also possibly represented by the so called parametric equation, which is indeed a vector function. Consider the case of a circle with radius r 0 in the x-y plane, x=r 0 cos and y=r 0 sin and we represent the circle locus by the parametric equation: f()=r 0 cos i +r 0 sin j r 0 x y

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Transcript of Vector II 2015

  • Vector Functions and Its Differentiation

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    Sk/EUM114/ Vector 2 Lecture/2015

    Vector functions and its differentiation

    1.1 Vector function

    Def. : A vector function f(t) as a function of a scalar t is defined as:

    f(t)=f1(t) i + f2(t) j +f3(t) k

    in which f1(t), f2(t) and f3(t) are the scalar functions of t.

    Example: The trajectory of a cannon ball fired at 45o to the horizontal ground with

    an initial velocity v is given by r(t)= v(cos45o)t i + [v(sin45

    o)t-0.5gt

    2] k. Find the

    velocity and acceleration of the cannon ball.

    1.2 Parametric equation of plane curves

    For a plane curve in the two dimensional space, we have already known that it

    is usually represented by an equation in x and y. For example, a circle is represented

    by x2+y

    2=r

    2 or a parabola is represented by y=ax

    2. However, a plane curve is also

    possibly represented by the so called parametric equation, which is indeed a vector

    function.

    Consider the case of a circle with radius r0 in the x-y plane,

    x=r0cos and y=r0sin

    and we represent the circle locus by the

    parametric equation:

    f()=r0cos i +r0sin j

    r0

    x

    y

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    Sk/EUM114/ Vector 2 Lecture/2015

    Def. : If the vector function f(t)=f1(t) i + f2(t) j + f3(t) k is the parametric equation of a locus in

    the three dimensional space, then the coordinates of all the points on the locus satisfy: x=f1(t),

    y=f2(t), z=f3(t) for t [a, b], where [a, b] is the range.

    Example :

    Find the Cartesian equation of the locus represented by the parametric equation: f(t)=t i +et j.

    Solution : x=t and y= et

    1.3 Differentiation and integration of vector function

    Differentiation of vector function

    If f(t)=f1(t) i + f2(t) j + f3(t) k is a vector function and f1, f2 and f3 are differentiable, then the

    derivative of f(t) is defined as:

    d

    dt' (t) f ' (t) f ' (t) f ' (t)1 2 3

    ff i j k (1)

    Example 1: If f()=(cos)i+e2j, find f().

    Solution : f()=-sin i+ 2e2 j Example 2: The trajectory of a cannon ball fired at 45

    o to the horizontal ground with an initial

    velocity v is given by r(t)= v(cos45o)t i + [v(sin45

    o)t-0.5gt

    2] k. Find the velocity and acceleration

    of the cannon ball.

    Solution : v(t) = dr(t)/dt = v(cos45o) i + [v(sin45

    o)-gt] k

    a(t) = dv(t)/dt = -g k

    1.3 Integration of vector function

    If f(t)=f1(t) i + f2(t) j + f3(t) k is a vector function and f1, f2 and f3 are integrable, then

    the indefinite integration of f(t) is defined as:

    f i j k C(t)dt f (t)dt] f (t)dt] +[ f (t)dt1 2 3 [ [ ] (2)

    where C is a constant vector.

    Likewise, the definite integral of f(t) is defined as :

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    f i j k(t)dt [ f (t)dt] [ f (t)dt] [ f (t)dt]a

    b

    1a

    b

    a

    b

    3a

    b

    2 (3).

    In previous example if r(t) is the vector function denoting the position vector of a particle as a

    function of the time t. Then, the velocity vector and the acceleration vector is described by the

    vector function: r(t) and r(t).

    Properties of Vector Differentiation

    (i) If f and g are differentiable vector functions,

    d

    dt

    d

    dt

    d

    dtf g

    f g

    (i) If f is differentiable vector function and is a constant scalar,

    d

    dt

    d

    dt f

    f

    (ii) If f(t) is a vector function, v is a constant vector and vf is differentiable,

    d

    dt

    d

    dtv f v

    f

    (iii) If h(t) is a scalar function, f(t) is a vector function and hf is differentiable,

    d

    dth h

    d

    dt

    dh

    dtf

    ff

    (iv) If f and g are vector functions and fg are differentiable,

    d

    dt( )

    d

    dt

    d

    dtf g f

    gg

    f

    (v) If f and g are vector functions and fg are differentiable,

    d

    dt

    d

    dt

    d

    dtf g

    fg f

    g

    Example 1: If f(t)=ti+t3j, g(t)=(cost)i+(sint)j and v=2i-3j. Calculate (a) (f+g); (b) (vf) and

    (c) (fg). Solution :

    (a) f+g= (t+ cos t )i + (t3+sint)j so (f+g)=(1-sin t )i + (3t2+cos t)j (b) vf=2t-3 t3 so (vf)=2-9 t2 ,

    you can also check (vf)=v(f)=(2i-3j)( i+3t2j)= 2-9 t2 (c) fg=t cos t + t3 sin t so (fg)=cos t tsin t + 3 t2sin t + t3cos t

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    Try d

    dt( )

    d

    dt

    d

    dtf g f

    gg

    f yourself to see if you get the same result.

    1.4 Geometric Interpretation of f(t)

    Suppose f(t) is the parametric equation of a locus. The derivative of f is:

    ff f

    ' (t) lim(t t) (t)

    tt 0

    and its geometric meaning is indicated in the figure. Notice that as t0, the vector f(t+t)-f(t) will become parallel to the tangent. Therefore, f(t) is indeed has the same direction with the tangent vector to the curve.

    1.4.1 Unit tangent vector

    If f(t) is a vector function representing the parametric equation of a curve, then the unit tangent

    vector T is defined as:

    Tf

    f(t)

    ' (t)

    ' (t) (4)

    The unit tangent vector indeed represents the direction of the tangent to the curve.

    Example :

    Find the unit tangent vector of the following curves:

    (i) f=(ln t)i + (1/t)j at t=1 Solution: f=(1/t) i + (-1/t2)j; f=(1/t2+1/t4)1/2 when t=1, we T(t=1)=(1/(2)1/2) i + (-1/(2)1/2)j (ii) f(t)=(cost)i +(sint)j +(sint)k. Solution : f(t)=(-sin t)i +(cos t)j +(cos t)k and f(t)= (sin2t+cos2t + sin2t)1/2 = (1 + sin

    2t)

    1/2

    f(t+t)-f(t)

    f(t+t)

    f(t)

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    Theorem 2

    If f(t)=f1(t)i+f2(t)j+f3(t)k be a vector function and the magnitude

    f (t) [f (t)] [f (t)] [f (t)]12

    2

    2

    3

    2 is a constant for all value of t, then

    f(t)f(t)=0 for all t.

    Proof: Suppose ff=|f|2=C=constant,

    d

    dt( ) = 2(

    d

    dt

    dC

    dt0f f f

    f )

    Therefore, ff=0.

    Example: Prove that Theorem 2 is valid for the case f(t)=cost i + sint j.

    Solution : f2 (t)= (sin

    2t+cos

    2t ) = 1 then f(t)=(-sin t)i +(cos t)j and ff=-sint(cos t)+cost(sint)=0

    1.4.2 Unit normal vector

    As we know that the magnitude of the unit tangent vector T is always unity, by Theorem 2,

    TT=0, which means that the derivative T is always perpendicular to the unit tangent vector T.

    Def. : The unit normal vector of a curve represented by a parametric equation is defined as:

    (t)

    (t)'(t)

    T'

    Tn (5)

    N.B. The direction of the unit normal vector is always pointing in the direction of the concave

    side of the curve.

    Examples: Calculate the unit normal vectors to the following curves:

    (i)f(t)=cos t i + sin t j

    Solution : f(t)=(-sin t)i +(cos t)j and f=1 since Tf

    f(t)

    ' (t)

    ' (t) = f(t)

    T(t)= f(t)=-cost i +(-sin t)j and T(t)=1, therefore (t)

    (t)'(t)

    T'

    Tn =-cost i +(-sin t)j

    We can see explicitly that Tn=sint cost-cos t sin t =0

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    (ii)f(t)=[(t3/3)-t]i+t

    2j

    Try this yourself and make sure that you get Tn=0

    1.5 Vector field

    Vector field is a function that assigns a unique vector pF for each point p in a region. Imagine the flow of a stream, at each point, the water has a certain velocity, which can be represented as a

    vector. Thus the stream is a vector field with velocity vectors. There are a lot of applications of

    vector field used in our daily life. For example, gravitational force and Coulomb force are vector

    fields as the force vector is a function of the position vector.

    We will use bold face character as vector and the conventional symbols: i is the unit vector in

    the x-axis direction, j is the unit vector in the y-axis direction and k is the unit vector in the z-

    axis direction.

    Example

    (a) jiF yx, .

    In this vector field, the same vector ji is assigned to every point.

    (b) jiF yxyx , .

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    (c) jiF44

    ,2222

    yx

    y

    yx

    xyx .

    (c) jiF xyyx sin, .

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    1.5.1 Gradient and directional derivatives

    The gradient of a (scalar) function yxff , is defined by

    ji yxfyxfyxf yx ,,, .

    As we can see, the gradient of a function is a vector field. It is the vector field which will points

    in the direction of the greatest rate of change of the function f. The magnitude of the gradient is

    the greatest rate of change.

    The rate of change of the function yxf , at 00 , yx in the direction u is define to be

    uu 0000 ,, yxfyxfD .

    This is called the directional derivative of f at 00 , yx in the direction of u.

    Note: u is a unit vector.

    Example

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    Find the directional derivative of yyxyxf 3, 2 in the direction of 2,1 at the point 2,1 .

    Solution

    The gradient of f is jiji 32 2 xxyfff yx . At the point 2,1 ,

    jiji 44312122,1 2 f .

    The unit vector in the direction ji 2 is

    jiji

    ji

    jiu

    5

    1

    5

    2

    12

    2

    2

    2

    22

    The directional derivative is

    5

    4

    5

    14

    5

    24

    5

    1

    5

    244

    5

    1

    5

    22,12,1

    jijijiu ffD .

    Example

    Find the direction in which the function yyxyxf 3, 2 has the highest rate of change at the

    point 2,1 .

    Solution

    The directional derivative at the point 00 , yx in the direction of u is

    cos,cos,,, 00000000 yxfyxfyxfyxfD u uu

    since u is a unit vector and is the angle between the two vectors 00 , yxf and u. From the

    right side of the equation, the quantity 00 , yxfDu is largest when cos reaches its maximum,

    i.e., 1cos . This happens when 0 . Since is the angle between the two vectors

    00 , yxf and u, that means u is parallel to 00 , yxf .

    Thus yyxyxf 3, 2 has the highest rate of change at the point 2,1 in the direction

    jiji 44312122,1 2 f .

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    1.5.2 Divergence and curl

    We have been working on real valued functions: functions where the output is just a number.

    Although we had defined what a vector field is, we have not done any operation yet. We will

    next define two operations on vector fields in 3-D space.

    Del or Nabla operator zr x y z

    i j k

    Let kjiF zyxhzyxgzyxfzyx ,,,,,,,, be a vector field in the 3-D space. Then the

    divergence of F, denote div F, is defined to be

    z

    h

    y

    g

    x

    fdiv

    F .

    The curl of F, denote curl F, is defined to be

    kji

    kji

    FF

    y

    f

    x

    g

    x

    h

    z

    f

    x

    g

    y

    h

    hgf

    zyx

    curl

    .

    Divergence is the flux density across a rectangular region:

    y

    Q

    x

    P

    area Rectangle

    boundary rectangle acrossFlux

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    This is the net rate of change of the mass of fluid flowing from a point. If 0div F (for all

    points), then the field F is said to be incompressible. If 0),,(div 000 zyxF , the point

    ),,( 000 zyx is called a point source because the field is gaining fluid at the point. If

    0),,(div 000 zyxF , the point ),,( 000 zyx is called a point sink because the field is losing fluid

    at the point.

    Curl is the circulation density around a rectangular region:

    Circulation around rectangle boundary

    Rectangle area

    Q P

    x y

    .

    This is a measure of the rate of rotation of the field about a point. If (curl F) = 0 at a point P,

    then the fluid is free of rotations at P and F is called irrotational at P.

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    Derivation of Curl in the Plane

    Lets look at a simple development of curl (circulation density or spin) at a point (x, y). Consider

    the circulation around a small rectangle with corners ),,(),,( yxxyx ),,( yyxx and

    ),( yyx as shown below.

    Circulation and curl are oriented concepts. ),( yyx ),( yyxx

    Following the right hand rule, we regard

    counter-clockwise travel or rotation as being

    positive orientation. We imagine the rotation (x,y) ),( yxx

    at the point (x, y) in the plane about a vertical axis.

    In this manner, we consider the effect of the field

    jiF ),(),(),( yxQyxPyx along the positively k

    oriented rectangle. We make the following

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    observations:

    Across the bottom of the rectangle: xyxPd ),(rF

    Across the right side of the rectangle: yyxxQd ),(rF

    Across the top of the rectangle: xyyxPd ),(rF

    Across the left side of the rectangle: yyxQd ),(rF

    The careful reader should note that we have chosen to evaluate F at the point closest to (x,y) in

    each case. Therefore the circulation around the rectangle is

    yyxQxyyxPyyxxQxyxP ),(),(),(),(

    If we factor out yx , we get the circulation about the rectangular area:

    yxy

    yxPyyxP

    x

    yxQyxxQ

    ),(),(),(),(

    Taking the limit as y and x go to zero yields

    y

    P

    x

    Q omitting the area differential

    We regard this quantity as the circulation density or curl at the point (x, y).

    Curl in 3 Dimensions

    To develop the curl about a point in three dimensions, we also consider the curl components

    about the axis in the i direction with respect to y and z and about the axis in the j direction with

    respect to x and z.

    For the spin with respect to y and z about ),( zzy ),( zzyy

    the axis in the i direction, we simply replace

    x and y in our previous development with y and

    z, respectively. Therefore, we obtain the (y, z) ),( zyy

    following relationships.

    i

    Across the bottom of the rectangle: yzyQd ),(rF

    Across the right side of the rectangle: zzyyRd ),(rF

    Across the top of the rectangle: yzzyQd ),(rF

    Across the left side of the rectangle: zzyRd ),(rF

    Taking the limit as z and y go to zero gives

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    Sk/EUM114/ Vector 2 Lecture/2015

    z

    Q

    y

    R

    Due to the right-hand rule, jik , the remaining component of curl is

    x

    R

    z

    P

    Thus, the 3D version of the curl of F at a given point (x, y, z) is

    kjiF

    y

    P

    x

    Q

    x

    R

    z

    P

    z

    Q

    y

    R curl

    Furthermore, we have the following notation using the differential operator :

    RQP

    zyx

    kji

    FF curl Note: curl F is a vector

    and

    z

    R

    y

    Q

    x

    P

    FF div Note: div F is a scalar

    Rules: f,g scalar functions of position; A,B vector functions of positions

    Gradient fg f g g f

    A B A B B A A B B A Divergence fA f A A f A B B A A B Curl fA f A A f A B B A A B A B B A

    2 2 2

    2

    2 2 2x y z

    Laplacian operator

    0curl grad

    0A div curl A

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    Sk/EUM114/ Vector 2 Lecture/2015

    Note that div F is a scalar function whereas curl F is a vector field.

    Example

    Find the divergence and curl of the following vector fields

    kjiF 2,, yxyxzxyzyx .

    Solution

    yy

    z

    yx

    y

    yxz

    x

    xy

    z

    h

    y

    g

    x

    fdiv

    11

    2F .

    kji

    kji

    kjiF

    xzz

    y

    xy

    x

    yxz

    x

    yx

    z

    xy

    x

    yxz

    y

    yx

    y

    f

    x

    g

    x

    h

    z

    f

    x

    g

    y

    h curl

    1

    22

    The divergence of a vector field measures how the vector field is expanding (positive value) or

    contracting (negative value) at a certain point. For example, the vector field

    jiF yxyx 322, has divergence 3Fdiv

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    and the divergence for the vector field in the 3-D space kjiF zyxzyx ,, is 3Fdiv

    The curl of a vector field captures how a vector field rotates. It gives the axis of rotation and the

    speed of the rotation. The curl of the vector field kjiF xyzyx ,, is kF 2,, zyxcurl .

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    Sk/EUM114/ Vector 2 Lecture/2015

    and for a vector field such as kjiF zyxzyx ,, , the curl is zero which says that there is no

    rotational action.

    A three dimensional vector field is defined as a function mapping from a three

    dimensional vector, e.g. position vector r(x,y,z), to a three dimensional vector. i.e.

    kzyxRjzyxQizyxPzyxF ),,(),,(),,(),,(

    , where P, Q and R are three variable functions.

    1.6.1 Line integral Consider a segment of the curve C beginning at points A and B, with the coordinates given by

    )(ar

    and )(br

    respectively. Now we try to partition the curve segment into N partitions so as to

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    obtain the partition points X1, X2,... and XN-1. We can then construct a vector ild

    from point Xi-1

    to point Xi. The force field vector at this partition can also be obtained as ))(( ii trFF

    , where

    ( )ir t is the function of the line in parametric form. The line integral of the vector field F

    over

    the curve C from point A to B is given by

    i

    iidl

    B

    AldtrFldF

    i

    ))((lim

    0

    .

    Remark :

    If the integrating path of the line integral C is made up of several sections of curve C1, C2 and C3

    as shown in the figure, then the line integral over the path C from point X1 to X2 is:

    321 CCCC

    ldFldFldFldF

    (2)

    Line Integrals in 2-Dimensional Space R2 or 3-Dimensional Space R3

    In General

    2-Dimensional Space R2

    X1 X2

    X3

    X4

    C1

    C2

    C3

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    A vector field is given by:

    ( , ) ( , ) ( , )F x y P x y i Q x y j

    and a curve C is given by the parametric equation :

    C : ( ) ( ) ( )r t xi yj f t i g t j , atb.

    The line integral of the vector field F

    along the curve C is defined as:

    , ,

    ( ), ( ) ( ), ( )

    b b

    C a a

    b b

    a a

    F dr P x y dx Q x y dy

    df dgP f t g t dt Q f t g t dt

    dt dt

    Or 3-Dimensional Space R3

    A vector field is given by:

    kzyxRjzyxQizyxPzyxF ),,(),,(),,(),,(

    and a curve C is given by the parametric equation :

    C : ( ) ( ) ( ) ( )r t xi yj zk f t i g t j h t k , atb.

    The line integral of the vector field F

    along the curve C is defined as:

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    Sk/EUM114/ Vector 2 Lecture/2015

    , , , , , ,

    ( ), ( ), ( ) ( ), ( ), ( ) ( ), ( ), ( )

    b b b

    C a a a

    b b b

    a a a

    F dr P x y z dx Q x y z dy R x y z dz

    df dg dhP f t g t h t dt Q f t g t h t dt R f t g t h t dt

    dt dt dt

    Steps for Line Integrals

    Parametrize and Integrate

    a) C is a line joining A and B: Use ( ) ( )r t A t B A or ( ) (1 ) ( )r t t A t B

    b) C is a circle: Use ( ) ( cos ) ( cos ) ( )r t a t i a t j c k

    c) C is an Ellipse: Use ( ) ( cos ) ( cos ) ( )r t a t i b t j c k

    d) C is a Hyperbola: Use ( ) ( cosh ) ( cosh ) ( )r t a t i b t j c k

    e) C is a Parabola: Use 2( ) ( ) ( )r t t i at bt c j

    f) C is a Helix: Use ( ) ( cos ) ( cos ) ( )r t a t i a t j ct k

    g) C is given by y=f(x). Use ( ) ( ) ( )r t t i f t j

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    Examples:

    (i) A particle is moving along the parabola y=x2 subject to a force given by F( r ) = 2xy i + (x

    2+ y

    2) j. Calculate the work done when the particle moves from (1,1) to (3,9).

    Solution : First we need to express the curve in terms of parametric form, i.e.

    ( ) ( ) ( )r t f t i g t j , where f(t)=x, g(t)=y. We can choose x=t for simplicity then y= t2

    because y=x2. Therefore 2 ( )r t ti t j and the range of integration is 1 t 3. We can also

    express the force in terms of parameter t, i.e. 2 2 3 2 4 ( ) 2 ( ) ( ) ( ( ) ( ) ) 2 ( )F t x t y t i x t y t j t i t t j

    3 3

    1 1

    3 3

    3 2 4

    1 1

    ( ), ( ) ( ), ( )

    2(2 )(1) ( )(2 ) 322

    3

    C

    df dgW F dl P f t g t dt Q f t g t dt

    dt dt

    t dt t t t dt

    (ii) Calculate C

    ldF

    if jyeixyyxF x ),(

    and C is the close rectangle path joining

    the points (0, 0), (2, 0), (2, 1) and (0, 1).

    Solution: The line can be divided into 4 paths shown in figure below

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    Here C1: r(t)=2ti for 0 t 1 and r(t)=2i , C2 : r(t)=2i + tj for 0 t 1 and r(t)=j, C3 : r(t)=

    (2-2t)i + j for 0 t 1 and r(t)=-2i , C4 : r(t)= (1- t)j for 0 t 1 and r(t)=-j

    1 2 3 4C C C C CF dl F dl F dl F dl F dl

    1

    1On C , x=2 and =0 so that =0 and =0, hence

    0

    x

    C

    t y xy ye

    F dl

    2

    2

    2

    12 2

    0

    On C , =2 and = so that (r)=2 i+ j and r'( )=j, hence

    / 2C

    x y t F t te t

    F dl te dt e

    You can show that

    3 4

    12 and

    2C CF dl F dl

    (iii) Find the line integral if kzjyixzyxF ),,(

    over the line 2 3 ( )r t ti t j t k joining the points (0, 0, 0) and (1, 1, 1).

    Solution : Here P(t)=x(t)=f(t)=t, Q(t)=y(t)=g(t)=t2, R(t)=z(t)=h(t)=t

    3 :

    1 1 1

    2 3 2

    0 0 0

    ( ), ( ), ( ) ( ), ( ), ( ) ( ), ( ), ( )

    3( )(1) ( )(2 ) ( )(3 )

    2

    b b b

    C a a a

    df dg dhF dl P f t g t h t dt Q f t g t h t dt R f t g t h t dt

    dt dt dt

    t dt t t dt t t dt

  • 29

    Sk/EUM114/ Vector 2 Lecture/2015

    1.6.2 Exact vector field

    Consider there are two points A and B in the space and we can construct infinite number

    of curves which pass through these two points. If C1 and C2 are two curves which pass through

    A and B, and )(rF

    is a vector field, then in general the two line integrals 1C

    ldF

    and 2C

    ldF

    may not be equal.

    Definitions : A vector field )(rF

    is said to be an exact field if and only if the line integral of

    )(rF

    joining the two end points is independent of the path.

  • 30

    Sk/EUM114/ Vector 2 Lecture/2015

    Example: Let jxiyyxF ),(

    . Calculate the line integral if C is as follows:

    (i) The straight line from (0, 0) to (1, 1)

    (ii) The parabola y=x2 from (0, 0) to (1, 1)

    (iii) The curve jtittr )( 52/3

    from (0, 0) to (1, 1).

    Solution :

    (i)For a straight line ( )r t t i t j , P(t)=y(t)=f(t)=t, Q(t)=x(t)=g(t)=t,

    1 1

    0 0

    1 1

    0 0

    ( ), ( ) ( ), ( )

    ( )(1) ( )(1) 1

    C

    df dgW F dl P f t g t dt Q f t g t dt

    dt dt

    t dt t dt

    (ii)For the parabola 2 ( )r t ti t j ,P(t)=y(t)=f(t)=t2 , Q(t)=x(t)=g(t)=t,

    1 1

    0 0

    1 1

    2

    0 0

    ( ), ( ) ( ), ( )

    ( )(2 ) ( )(1) 1

    C

    df dgW F dl P f t g t dt Q f t g t dt

    dt dt

    t t dt t dt

    (iii)For the curve jtittr )( 52/3

    P(t)=y(t)=f(t)=t5 , Q(t)=x(t)=g(t)=t

    3/2 ,

    1 1

    0 0

    1 1

    5 4 3/2 1/2

    0 0

    ( ), ( ) ( ), ( )

    3( )(5 ) ( )( ) 1

    2

    C

    df dgW F dl P f t g t dt Q f t g t dt

    dt dt

    t t dt t t dt

  • 31

    Sk/EUM114/ Vector 2 Lecture/2015

    Theorem

    Let kzyxRjzyxQizyxPzyxF ),,(),,(),,(),,(

    be a three dimensional vector. The

    following three statements are necessary and sufficient conditions of each other.

    (1) ),,( zyxF

    is an exact vector field.

    (2) There exists a scalar function ( , , )x y z such that ),,(),,( zyxFzyx

    .

    (3) y

    R

    z

    Q

    z

    P

    x

    R

    x

    Q

    y

    P

    ,,

    Actually these relations can be proved easily from (2).

    Remarks: (i) If the vector space is a two dimensional vector space, then statement (3) becomes:

    x

    Q

    y

    P

    (1) If F

    is an exact vector field and F

    , then the line integral of F

    over any path C

    joining two fixed points ),,( 1,111 zyxr

    and ),,( 2,222 zyxr

    will be identical and equal to:

  • 32

    Sk/EUM114/ Vector 2 Lecture/2015

    2

    11 2( ) ( )

    r

    rC

    F dl d r r

    (2) If F

    is an exact vector field, then the line integral of F

    over any closed path will be equal

    to zero, which is obvious from above expression.

  • 33

    Sk/EUM114/ Vector 2 Lecture/2015

    In fact exact vector field exist in nature, e.g. gravitational field, static electric field etc. On the

    other hand frictional force is not exact vector field.

    Examples

    (1)Test the following functions to see if they are exact and then find the function such that

    F

    (a) F i j k , (b)

    2 2 ( 1)F xyi x j and (c)

    2 2 cos sinF x yi x yj

    Solution

    By using (3) of Theorem 1, the first two functions are exact and the last one is not. (a)

    x y z C

    and (b)

    2x y y C

    (2)In last example we have shown that the work done by a force vector field, jxiyyxF ),(

    ,

    is the same for three different paths. Lets see if this force vector field is exact. We can see that

    P=y and Q=x, 1 and 1P Q P Q

    y x y x

    . Therefore F

    is an exact vector field that is

    why the line integral of last example is independent of path.

    (3) Let jy

    yxix

    yxyxF 1

    31

    4),( 2433

    . Prove that F

    is an exact field and then

    calculate the line integral joining the points (1, 1) and (2, 3).

    Solution : For this vector field

  • 34

    Sk/EUM114/ Vector 2 Lecture/2015

    3 3 4 2

    3 2 3 2

    1 1( , ) 4 and ( , ) 3

    12 and 12

    P x y x y Q x y x yx y

    P Q P Qx y x y

    y x y x

    Since this is an exact field so we can choose any path to obtain the line integral, the simplest path

    for this integration should be C= C1 + C2, where C1 is y=1 (dy=0) and C2 is x=3 (dx=0). The line

    integral is given by

    1 2

    1

    2

    23 3

    1

    34 2 4 3

    1

    ( ) ( ) 431 ln 2 ln 3

    1( ) 4 (1) 15 ln 2

    1( ) 3(2) 2 (3 1) ln 3

    C C C

    C

    C

    W F dl Pdx Qdy Pdx Qdy

    Pdx Qdy x dxx

    Pdx Qdy y dyy

    We can choose another path, for example C= C1 + C2, where C1 is x=1 (dx=0) and C2 is y=3

    (dy=0). The line integral becomes

    1

    2

    1 2

    34 2 3

    1

    23 3 4 3 3

    1

    1( ) 3(1) 3 ln 3 1

    1( ) 4 (3) 2 3 ln 2 3

    ( ) 431 ln 2 ln 3

    C

    C

    C C

    Pdx Qdy y dyy

    Pdx Qdy x dxx

    Pdx Qdy

    HW: Repeat the above line integral by using ( ) ( ) ( ) ( 1) (2 1)r t x t i y t j t i t j . You should

    obtain the same result.

    (You can also try to find such that W= (2,3)-(1,1). Of course in this example is very easy to be obtained and it may not be true in general. )

    (4) Let jyxixyxF )(),(

    . Prove that F

    is not an exact field and calculate the line integral

    joining the points (0, 0) and (1, 1) through the two different paths:

    (a) 21 : xyC

    (b) 32 : xyC

    ( , ) and ( , ) , 0 and 1

    Therefore this is not an exact vector field.

    P Q P QP x y x Q x y x y

    y x y x

    (a)

    1

    1 1

    0 0

    1 1

    2

    0 0

    ( ), ( ) ( ), ( )

    2( )(1) ( )(2 )

    3

    C

    df dgW F dl P f t g t dt Q f t g t dt

    dt dt

    t dt t t t dt

  • 35

    Sk/EUM114/ Vector 2 Lecture/2015

    (b)

    2

    1 1

    0 0

    1 1

    3 2

    0 0

    ( ), ( ) ( ), ( )

    3( )(1) ( )(3 )

    4

    C

    df dgW F dl P f t g t dt Q f t g t dt

    dt dt

    t dt t t t dt

    We can see that the line integral is path dependent if the vector field is not exact.

    (5) Let kxyjxziyzzyxF ),,(

    be a vector field. Prove that F

    is an exact field and find the

    line integral joining the points (1, 1, 1) and (2, -1, 3).

    Solution:

    ( , , ) , ( , , ) , ( , , )

    , , , , ,

    , ,

    Therefore this is an exact vector field.

    P x y z yz Q x y z xz R x y z xy

    P P Q Q R Rz y z x y x

    y z x z x y

    P Q R P Q R

    y x x z z y

    We choose C= C1 + C2 +C3, where C1 is (1,1,1) to (2,1,1)(it means y=1, z=1, dy=0, dz=0) , C2 is

    (2,1,1) to (2,-1,1) (it means x=2, z=1, dx=0, dz=0) and C1 is (2,-1,1) to (2,-1,3) (it means x=2,

    y=-1, dx=0, dy=0).

    1 2 3

    2 1 3

    1 1 1

    2 1 3

    1 1 1

    ( , 1, 1) (2, ,1) (2, 1, )

    (1)(1) (2)(1) (2)( 1) 1 (2)( 2) ( 2)(2) 7

    C C C CF dl F dl F dl F dl P x y z dx Q y dy R z dz

    dx dy dz

    HW: Repeat the above line integral with (1,1,1) to (1,-1,1) to (1,-1,3) to (2,-1,3) to see if you can

    the same result.

    (Again you can find first and use it to find the line integral)

    1.6.3 Flux

  • 36

    Sk/EUM114/ Vector 2 Lecture/2015

  • 37

    Sk/EUM114/ Vector 2 Lecture/2015

    1.6.4 Green's theorem in two dimensional plane

    is an area region in the two dimensional plane and the area region is enclosed by the closed

    loop . jyxQiyxPyxF ),(),(),(

    is a vector field. Green's theorem states that :

    dAy

    P

    x

    QldF

    Example :

    (1) Find the line integral dyyxxydx )( if is the rectangle {(x, y): 0x1, 1y3}. Solution: Using the Greens theorem

    1 3

    0 1

    ( , ) , ( , ) , 1, so

    (1 ) 1

    Q PP x y xy Q x y x y x

    x y

    Q PF dl dA x dydx

    x y

  • 38

    Sk/EUM114/ Vector 2 Lecture/2015

    You can convince yourself by doing the line integral directly (Be careful about the integration

    direction, which must follow (0,1) to (1,1) to (1,3) to (0,3) to (0,1)). The result of the line integral

    should be , -2, -3/2 and 4 for these four paths respectively.

    (2) Find the line integral C dyxydxyx )2()(3333

    where C is a unit circle centered at the

    origin.

    Solution:

    2 2

    2 2 2

    Since the integration range is a unit circle for the line integral so it

    corresponds to a disk in area integration. Next we have

    3 3 so

    3 3 ( )

    Q Px y

    x y

    Q PF dl dA x y dA r r

    x y

    2 1

    0 0

    3

    2

    drd

    You can also carry the line integral and you will find that it is more difficult. You need to use the

    following parametric equation : x=cos t and y=sin t

  • 39

    Sk/EUM114/ Vector 2 Lecture/2015

  • 40

    Sk/EUM114/ Vector 2 Lecture/2015

    An Alternative Application of Greens Theorem

    In the previous two examples, we have used Green's Theorem to find the line integral by

    calculating its corresponding double integral. On the other way around, we can also find the area

    of a region by calculating the corresponding line integral.

    dA of Area

    Construct a vector field jxiyyxF ),(

    and apply Green's Theorem:

    xdydxyldFdA )(2

    xdydxydA )(21

    (5)

    In fact the function is not unique, either F(x,y)=-yi and F(x,y)=xj can be used. The above

    expression can be rewritten as

    1

    ( )2

    dA y dx xdy y dx x dy

    You can choose any one of these three integrals to get the area.

    Example: Use Green's theorem to find the area of the ellipse: 12

    2

    2

    2

    b

    y

    a

    x .

    Solution:

  • 41

    Sk/EUM114/ Vector 2 Lecture/2015

    2

    0

    2 22

    0 0

    First we need to find the line equation of the ellipse, which has

    the parametric form as

    ( ) cos sin and 0 2

    ( cos )( cos )

    (cos ) (1 cos 2 )

    r t a t i b t j t

    d b tA dA xdy a t dt

    dt

    ab t dt ab t dt ab

  • 42

    Sk/EUM114/ Vector 2 Lecture/2015

  • 43

    Sk/EUM114/ Vector 2 Lecture/2015

  • 44

    Sk/EUM114/ Vector 2 Lecture/2015

    Hints on Line Itegrals

    Case 1. Parametrize and Integrate

    h) C is a line joining A and B: Use ( ) ( )r t A t B A

    i) C is a circle: Use ( ) ( cos ) ( cos ) ( )r t a t i a t j c k

    j) C is an Ellipse: Use ( ) ( cos ) ( cos ) ( )r t a t i b t j c k

    k) C is a Hyperbola: Use ( ) ( cosh ) ( cosh ) ( )r t a t i b t j c k

    l) C is a Parabola: Use 2( ) ( ) ( )r t t i at bt c j

    m) C is a Helix: Use ( ) ( cos ) ( cos ) ( )r t a t i a t j ct k

    n) C is given by y=f(x). Use ( ) ( ) ( )r t t i f t j

    Case 2. Stokes Theorem a) In R2, Stokes Theorem is called Greens Theorem. You might as well do every problem

    referring to Greens Theorem by using the general Stokes theorem formula.

    b) In the xy plane , if F=, then X F=

    c) In the xy plane , dS = , so ( )y xR R

    W F dS Q P dxdy

    d) In the xz plane, ( ) ( ) ( )dS dx i dz k dxdz j

    e) In the yz plane, ( ) ( ) ( )dS dy j dz k dydz i

    Case 3. Easy. Find the potential f and evaluate at the end points.

  • 45

    Sk/EUM114/ Vector 2 Lecture/2015

    Summary of Line Integrals

    Type

    of Int.

    Notation (Look closely)

    Definition (& Application and/or

    Geometric Interpretation) Standard/Direct Way to Compute

    Major Theorems that

    Indicate How to Compute

    Indirectly

    lin

    e in

    tegra

    l of

    a r

    eal-

    va

    lued

    fu

    nct

    ion

    ( , )C

    f x y ds * *

    1

    lim [ ( ), ( )]n

    i i in

    i

    f x t y t s

    (mass/moments of a wire in the plane/ surface area of a curtain)

    2 2

    [ ( ), ( )]

    b

    a

    dx dyf x t y t dt

    dt dt

    ,

    (i.e., ( ( )) ( )

    b

    a

    f t t dt r r )

    ( , )C

    f x y dx (similar for dy, this is

    NOT ds)

    * *

    1

    lim [ ( ), ( )]n

    i in

    i

    f x t y t x

    (for convenience in representing

    and evaluating line integrals of

    vector fields)

    ( ( )) ( )

    b

    a

    f t x t dt r

    ( , , )C

    f x y z ds * * *

    1

    lim [ ( ), ( ), ( )]n

    i i i in

    i

    f x t y t z t s

    (mass/moments of a wire in space)

    2 2 2

    [ ( ), ( ), ( )] ,

    b

    a

    dx dy dzf x t y t z t dt

    dt dt dt

    (i.e., ( ( )) ( )

    b

    a

    f t t dt r r )

    ( , , )C

    f x y z dx (similar for dy and dz.

    This is NOT ds)

    * * *

    1

    lim [ ( ), ( ), ( )]n

    i i in

    i

    f x t y t z t x

    (for convenience in representing

    and evaluating line integrals of

    vector fields)

    ( ( )) ( )

    b

    a

    f t x t dt r

    lin

    e in

    tegra

    l

    of

    a 2

    -dim

    .

    vec

    tor

    fiel

    d

    C drF , OR

    C dsTF , OR

    n

    i

    iiiin

    sttytx1

    *** )()(),(lim TF

    (work)

    Path Independence Thm:

    Evaluate the standard way over

    a more convenient path

    Fund. Thm. of Line Int.:

    ))(())(( afbfdC

    rrrF

    Use only when F

    is conservative

  • 46

    Sk/EUM114/ Vector 2 Lecture/2015

    CP dx Q dy

    b

    a

    dttt )('))(( rrF Greens Theorem:

    dAy

    P

    x

    QQdyPdx

    C D

    where C is the boundary of D

    lin

    e in

    tegra

    l of

    a 3

    -

    dim

    . vec

    tor

    fiel

    d

    C drF , OR

    C dsTF , OR

    CP dx Qdy R dz

    n

    i

    iiiiin

    sttztytx1

    **** )()(),(),(lim TF

    (work)

    b

    a

    dttt )('))(( rrF

    Path Independence Theorem:

    Evaluate the standard way over

    a more convenient path

    Fund. Thm. of Line Int.:

    ))(())(( afbfdC

    rrrF Stokes Theorem:

    SC dd SFrF curl where C is the boundary of S

    Not helpful when F is

    conservative (since we

    know from Theorem

    that the value of the

    integral is zero)

    Use only when F

    is conservative

    Not helpful when F is

    conservative (since we

    know from Theorem

    that the value of the

    integral is zero)