Vectors Calculus

Some Vector Properties (Revision)

The Scalar Product (Dot Product)

Definition The dot product a b of 2 vectors a = a1 , a 2 , a3 and b = b1 , b2 , b3 is defined as

a b = a b cos
where is the angle between a and b. In component form,

ab
Properties of the scalar product i. Parallel vectors

= a1b1 + a 2 b2 + a 3 b3

If a and b are parallel, then ab = |a||b| or -|a||b| Note: When a = b, ab = aa =|a|2 ii. Perpendicular vectors For non-zero vectors a and b,

ab = 0 a b
iii. Scalar product is commutative, that is ab = ba

The Vector Product (Cross Product)

The cross product (a b ) of 2 vectors a = a1i + a2j + a3k and b = b1i + b2j + b3k is a vector v = a b where |v| = |a||b|sin and is the angle between a and b The direction of v is perpendicular to both a and b and such that a, b, v in this order form a right-handed triple Note: a b = - b a that is vector product is not commutative.

Vector product of parallel vectors If a and b are parallel vectors, a b = 0. If a, b 0, then a b = 0 a is parallel to b

Vector product of vectors in Cartesian component form

i a b = a1 b1

j a2 b2

k a3 b3

=i

a2 b2

a3 b3

a1 b1

a3 b3

+k

a1 b1

a2 b2

= (a 2 b3 a 3 b 2 )i (a 1b 3 a 3 b1 ) j + (a1 b 2 a 2 b1 )k

Vector Functions
A vector-valued function, or vector function, is a function whose domain is a set of real numbers and whose range is a set of vectors. If f(t), g(t) and h(t) are the components of the vector r(t), then f, g and h are real-valued functions called the component functions of r and

r (t ) =
Suppose that f, g and h are continuous real-valued functions on an interval I. Then the set C of all points (x, y, z) in space, where x = f(t) y = g(t) z = h(t)

and t varies throughout the interval I, is called a space curve. The equations above are called parametric equations of C and t is called a parameter. The space curve is traced out by a moving particle whose position at time t is (f(t), g(t), h(t)). Hence, the vector r(t) is the position vector of the point P(f(t), g(t), h(t)) on C. Example Describe the curve defined by the vector function r (t ) = cos ti + sin tj + tk .

Derivatives of Vector Functions Suppose points P and Q have position vectors r(t) and r(t + h), then PQ = r (t + h ) r (t ) is known as the secant vector on the space curve C. z Q

C 0 y

x Definition: Derivative at a point The vector function r(t) = f(t)i + g(t)j + h(t)k is differentiable at t = to if f, g and h are differentiable at to. The derivative is the vector

r' (t ) =
Note: i. ii.

r(t + h) r(t ) df dg dh dr = lim = i + j+ k dt h0 t dt dt dt

A vector function r is differentiable if it is differentiable at every point of its domain. The vector r ' (t ) is called the tangent vector to the curve defined by r at the point P, provided that r ' (t ) exists and r ' (t ) 0 . Unit tangent vector: T(t ) =

iii. Examples 1.

r ' (t ) . r ' (t )

Find the derivative of r (t ) = 1 + t 3 i + te t j + sin 2tk . Also, find the unit tangent vector at the point where t = 0.

Differentiation Rules for Vector Functions Let u and v be differentiable vector functions of t, C a constant vector, c any scalar and f any differentiable scalar function. 1. 2. Constant Function Rule: Scalar Multiple Rules:

3. 4. 5. 6. 7.

Sum Rule: Difference Rule: Dot Product Rule: Cross Product Rule: Chain Rule:

d C=0 dt d [cu(t )] = cu' (t ) dt d [ f (t )u(t )] = f ' (t )u(t ) + f (t )u' (t ) dt d [u(t ) + v(t )] = u' (t ) + v' (t ) dt d [u(t ) v(t )] = u' (t ) v' (t ) dt d [u(t ) v(t )] = u' (t ) v(t ) + u(t ) v' (t ) dt d [u(t ) v(t )] = u' (t ) v(t ) + u(t ) v' (t ) dt d [u( f (t ))] = f ' (t )u' ( f (t )) dt

Example If A = 5t 2 i + tj t 3 k and B = sin ti cos tj , find d (A B ) .

dt

Scalar and vector fields A scalar or vector quantity is said to be a field if it is a function of position. A scalar field associates a scalar value to every point in space. For example, f ( x, y, z ) is a scalar function of 3 variables and defines a scalar field in space. A vector field on a domain in the plane or in space is a function that assigns a vector to each point in the domain. A field of three-dimensional vectors could be written as

F ( x, y, z ) = F1 ( x, y, z )i + F2 ( x, y, z )j + F3 ( x, y, z )k

Diagram on the left shows a 2D vector field

Diagram on the left shows a 3D vector field

Gradient, Divergence and Curl

The vector differential operator del, , is defined by

i+ j+ k = i + j +k x y z x `y z

This vector operator possesses properties analogous to those of ordinary vectors. The operator is also known as nabla. The Gradient Let f(x, y, z) defines a differentiable scalar field. Then the gradient of f, written f or grad f, is defined by
f f f f = x i + y j + z k f = x i + y j + z k

Note that f defines a vector field. Examples 1. If ( x, y, z ) = 3 x 2 y y 3 z 2 , find (or grad ) at the point (1, -2, -1).

2.

Find if i. ii. = ln |r|

1 r

The component of f in the direction of a unit vector u is given by f u and is called the directional derivative of f in the direction of u. Physically, this is the rate of change of f at the point (x, y, z) in the direction u. Properties of the directional derivatives

Du f = f u = f u cos = f cos
i. Du f is maximum when u is parallel to f ; f increases most rapidly at any point in
its domain in the direction of f; the maximum rate of change of f is f .

ii. f decreases most rapidly in the direction of - f. iii. Du f = f ( u ) = f u = Du f iv. The relationships of the partial derivatives of f to the directional derivative are Di f = f i = f x , D j f = f j = f y , Dk f = f k = f z f x - derivative of f in the i direction
f y - derivative of f in the j direction

f z - derivative if f in the k direction

D i f = f x , D j f = f y , D k f = f z

v. Any direction u perpendicular to the gradient is a direction of zero change in f D u f = f cos = f 0 = 0 2

Example Find the maximum rate of change of the scalar field = + 2 at the point (2, 1, 1).

Geometric relationship between the level curves and the gradient of a function f of two variables If f is differentiable at ( x0 , y 0 ) , then f ( x0 , y 0 ) is normal to the level curve of f through

(x 0 , y 0 )

and forms the normal vector to the level curve of f at the point

(x 0 , y 0 ) .
Geometric relationship between the level surfaces and the gradient of a function f of three variables If f is differentiable at (x 0 , y 0 , z 0 ) , then f ( x0 , y 0 , z 0 ) is normal to the level surface

, is given by of f through (x 0 , y 0 , z 0 ) ; the unit normal vector to the level surface, n

= n f . f

Example Find a unit vector that is normal to the level surface x 2 y 2 yz = 11 at the point (1, 1, -5).

The Divergence Let F(x, y, z) = F1i + F2j + F3k defines a differentiable vector field. Then the divergence of F, written F or div F, is defined by

F1 F2 F3 F = x i + y j + z k (F1i + F2 j + F3k ) = x + y + z
Note: i. ii. F is a scalar field FF

The term divergence originated in the study of fluid flow; it relates to the way in which fluid flows toward or away from a point. In other words, div F ( x, y, z ) measures the tendency of the fluid to diverge from the point ( x, y, z ) . div F (x 0 , y 0 , z 0 ) > 0 net flow of fluid outwards near (x 0 , y 0 , z 0 ) .

div F (x 0 , y 0 , z 0 ) < 0 net flow of fluid inward near (x 0 , y 0 , z 0 ) . div F ( x, y, z ) = 0, F is incompressible or solenoidal.

Examples 1. 2. If A = x 2 zi 2 y 3 z 2 j + xy 2 zk , find A (or div A) at the point (1, -1, 1). Given = 2 x 3 y 2 z 4 i. ii. Find (or div grad ) Show that = 2 , where 2 = Laplacian operator. The Curl If F(x, y, z) = F1i + F2j + F3k is a differentiable vector field then the curl or rotation of F, written F, curl F or rot F, is defined by F=

2 2 2 denotes the + + x 2 y 2 z 2

i+ j+ k (F1i + F2 j + F3k ) y z x j y F2 k z F3

i = x F1
= Note: i.

F3 F2 F1 F3 F2 F1 i + k j + z x y y z x

in the expansion of the determinant the operator

, x

, y

must z

ii. iii. iv.

precede F1, F2, F3. F is a vector field. F measures circulation density at a point. If F = 0 at any point (x 0 , y 0 , z 0 ) , then F is said to be irrotational at

(x 0 , y 0 , z 0 ) .

Example If A = x 2 zi 2 y 3 z 2 j + xy 2 zk , find i. ii. A (or curl A) at the point (1, -1, 1) curl curl A

Formulae involving If A and B are differentiable vector functions and and are differentiable scalar functions of position (x, y, z), then 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12.

) = k f ( f g ) = f g ( fg ) = f g + g f
( + ) = + (A + B) = A + B (A + B) = A + B (A) = () A + ( A) (A) = () A + ( A) (A B) = B ( A) A ( B) (A B) = (B )A B( A) (A )B + A( B) (A B) = (B )A + (A )B + B ( A) + A ( B) () 2

(kf

2 2 2 + + x 2 y 2 z 2 2 2 2 is called the Laplacian operator + + x 2 y 2 z 2

where 2 = 13. 14. 15.

() = 0. The curl of the gradient of is zero ( A) = 0. The divergence of the curl of A is zero. ( A) = ( A) 2A

Conservative vector field

F( x, y , z ) = F1 ( x. y.z )i + F2 ( x, y , z )j + F3 ( x, y, z )k is conservative if it is the gradient of

some scalar function. In other words, if f ( x, y, z ) exists such that F = f , then

F( x, y , z ) = F1 ( x. y.z )i + F2 ( x, y , z )j + F3 ( x, y, z )k

is a conservative vector field and

f ( x, y, z ) is a potential function for F.

F( x, y , z ) = F1 ( x. y.z )i + F2 ( x, y , z )j + F3 ( x, y, z )k is conservative F = 0.
If F is a differentiable vector field on R3 and F = 0, then F is a conservative vector field. A conservative vector field is irrotational.

Example Show that F (x, y, z ) = 4 yi + (4 x + 2 yz ) j + y 2 k is conservative and find its potential function.

References 1. 2. 3. 4. 5. Stewart, J. (2003). Calculus. Thomson. Weir, M.D., Hass, J. and Giordana, F.R. (2005). Thomas Calculus. Pearson Addison Wesley. Salas, S.L., Hille, E. and Etgen, G.J. (2003). Calculus: One and Several Variables. Wiley. Anton, H. (1995). Calculus with Analytic Geometry. Wiley Kreyszig, E. (1999). Advanced Engineering Mathematics. Wiley