Course PDF
Course PDF
Course PDF
Overview
Many of you will know a good deal already about Vector Algebra — how to add and subtract
vectors, how to take scalar and vector products of vectors, and something of how to describe
geometric and physical entities using vectors. This course will remind you about that good stuff,
but goes on to introduce you to the subject of Vector Calculus which, like it says on the can,
combines vector algebra with calculus.
To give you a feeling for the issues, suppose you were interested in the temperature T of water in
a river. Temperature T is a scalar, and will certainly be a function of a position vector x = (x , y , z )
and may also be a function of time t: T = T (x, t). It is a scalar field.
Suppose now that you kept y , z , t constant, and asked what is the change in temperature as you
move a small amount in x ? No doubt you’d be interested in calculating ∂T /∂x. Similarly if you
kept the point fixed, and asked how does the temperature change of time, you would be interested
in ∂T /∂t.
But why restrict ourselves to movements up-down, left-right, etc? Suppose you wanted to know
what the change in temperature along an arbitrary direction. You would be interested in
∂T
,
∂x
Grey book
Vector algebra: scalar and vector products; scalar and vector triple products; geometric appli-
cations. Differentiation of a vector function; scalar and vector fields. Gradient, divergence and
curl - definitions and physical interpretations; product formulae; curvilinear coordinates. Gauss’
and Stokes’ theorems and evaluation of integrals over lines, surfaces and volumes. Derivation
of continuity equations and Laplace’s equation in Cartesian, cylindrical and spherical coordinate
systems.
Course Content
• Introduction and revision of elementary concepts, scalar product, vector product.
• Triple products, multiple products, applications to geometry.
• Differentiation and integration of vector functions of a single variable.
• Curvilinear coordinate systems. Line, surface and volume integrals.
• Vector operators.
• Vector Identities.
• Gauss’ and Stokes’ Theorems.
• Engineering Applications.
Learning Outcomes
You should be comfortable with expressing systems (especially those in 2 and 3 dimensions) using
vector quantities and manipulating these vectors without necessarily going back to some underlying
coordinates.
You should have a sound grasp of the concept of a vector field, and be able to link this idea to
descriptions of various physical phenomena.
You should have a good intuition of the physical meaning of the various vector calculus operators
and the important related theorems. You should be able to interpret the formulae describing
physical systems in terms of this intuition.
References
Although these notes cover the material you need to know you should, wider reading is essen-
tial. Different explanations and different diagrams in books will give you the perspective to glue
everything together, and further worked examples give you the confidence to tackle the tute sheets.
• J Heading, ”Mathematical Methods in Science and Engineering”, 2nd ed., Ch.13, (Arnold).
• G Stephenson, ”Mathematical Methods for Science Students”, 2nd ed., Ch.19, (Longman).
• E Kreyszig, ”Advanced Engineering Mathematics”, 6th ed., Ch.6, (Wiley).
• K F Riley, M. P. Hobson and S. J. Bence, ”Mathematical Methods for the Physics and
Engineering” Chs.6, 8 and 9, (CUP).
• A J M Spencer, et. al. ”Engineering Mathematics”, Vol.1, Ch.6, (Van Nostrand Reinhold).
• H M Schey, “Div, Grad, Curl and all that”, Norton
3
Vector Algebra
1.1 Vectors
Many physical quantities, such a mass, time, temperature are fully specified by one
number or magnitude. They are scalars. But other quantities require more than
one number to describe them. They are vectors. You have already met vectors in
their more pure mathematical sense in your course on linear algebra (matrices and
vectors), but often in the physical world, these numbers specify a magnitude and
a direction — a total of two numbers in a 2D planar world, and three numbers in
3D.
Obvious examples are velocity, acceleration, electric field, and force. Below, prob-
ably all our examples will be of these “magnitude and direction” vectors, but we
should not forget that many of the results extend to the wider realm of vectors.
There are three slightly different types of vectors:
One the advantages of using vectors is that it frees much of the analysis from
the restriction of arbitrarily imposed coordinate frames. For example, if two free
vectors are equal we need only say that their magnitudes and directions are equal,
and that can be done with a drawing that is independent of any coordinate system.
However, coordinate systems are ultimately useful, so it useful to introduce the
idea of vector components. Try to spot things in the notes that are independent
5
6 LECTURE 1. VECTOR ALGEBRA
r r
r1 2 3
O
Free vectors Sliding vectors Position vectors
Figure 1.1:
of coordinate system.
x
2
a3
a
x j
1
a2
a1
i
a+b
a a−b c
k
c b+c
b
b
a+b
i j
a
(a) (b)
Figure 1.3: (a) Addition of two vectors is commutative, but subtraction isn’t. Note that the
coordinate frame is irrelevant. (b) Addition of three vectors is associative.
♣ Example
Q. Coulomb’s law states that the electrostatic force on charged particle Q due
to another charged particle q1 is
Qq1
F = K 2 êr
r
where r is the vector from q1 to Q and r̂ is the unit vector in that same
direction. (Note that the rule “unlike charges attract, like charges repel” is
built into this formula.) The force between two particles is not modified by
the presence of other charged particles.
Hence write down an expression for the force on Q at R due to N charges qi
at ri .
A. The vector from qi to Q is R − ri . The unit vector in that direction is
(R − ri )/|R − ri |, so the resultant force is
N
X Qqi
F(R) = K (R − ri ) .
|R − ri |3
i =1
(a) a · b = b · a (commutativity)
(b) a · (b + c) = a · b + a · c (distributivity with respect to vector addition)
(c) (λa) · b = λ(a · b) = a · (λb) scalar multiple of a scalar product of two vectors
B
θ
b a
a−b
θ
Projection of b onto
O A
a direction of a
(a) (b)
Consider the square magnitude of the vector a − b. By the rules of the scalar
product, this is
|a − b|2 = (a − b) · (a − b)
= a · a + b · b − 2(a · b)
= a2 + b2 − 2(a · b)
10 LECTURE 1. VECTOR ALGEBRA
But, by the cosine rule for the triangle OAB (Figure 1.4a), the length AB 2 is given
by
|a − b|2 = a2 + b2 − 2ab cos θ
where θ is the angle between the two vectors. It follows that
a · b = ab cos θ,
which is independent of the co-ordinate system used, and that |a · b| ≤ ab. Con-
versely, the cosine of the angle between vectors a and b is given by cos θ = a·b/ab.
and a row vector is written as a⊤ . Now for most of our work we can be quite
relaxed about this minor difference, but here let us be fussy.
Why? Simply to point out at that the scalar product is also the inner product
more commonly used in linear algebra. Defined as a⊤ b when vectors are column
vectors as
b1
a · b = a⊤ b = [a1 , a2, a3] b2 = a1b1 + a2b2 + a3b3 .
b3
Here we treat a n-dimensional column vector as an n × 1 matrix.
(Remember that if you multiply two matrices Mm×n Nn×p then M must have the
same columns as N has rows (here denoted by n) and the result has size (rows ×
columns) of m × p. So for n-dimensional column vectors a and b, a⊤ is a 1 × n
matrix and b is n × 1 matrix, so the product a⊤ b is a 1 × 1 matrix, which is (at
last!) a scalar.)
♣ Examples
Q1. A force F is applied to an object as it moves by a small amount δr. What
work is done on the object by the force?
A1. The work done is equal to the component of force in the direction of the dis-
placement multiplied by the displacement itself. This is just a scalar product:
δW = F · δr .
Q2. A cube has four diagonals, connecting opposite vertices. What is the angle
between an adjacent pair?
Q3. A pinball moving in a plane with velocity s bounces (in a purely elastic impact)
from a baffle whose endpoints are p and q. What is the velocity vector after
the bounce?
j
i
Figure 1.5: The direction cosines are cosines of the angles shown.
where the top row consists of the vectors ı̂ı , ̂ , k̂k rather than scalars.
Since a determinant with two equal rows has value zero, it follows that a × a = 0.
It is also easily verified that (a × b) · a = (a × b) · b = 0, so that a × b is orthogonal
(perpendicular) to both a and b, as shown in Figure 1.6.
Note that ı̂ı × ̂ = k̂k , ̂ × k̂k = ı̂ı , and k̂k × ı̂ı = ̂ .
The magnitude of the vector product can be obtained by showing that
|a × b|2 + (a · b)2 = a2 b2
|a × b| = ab sin θ ,
the vector product has the same sense as the co-ordinate system used.
ı̂ı ̂ k̂k
ı̂ı × ̂ = 1 0 0 = k̂k .
0 1 0
In practice, figure out the direction from a right-handed screw twisted from the
first to second vector as shown in Figure 1.6(a).
ax b b
axb
in right−hand screw sense
b bsin θ
θ
a
Plane of vectors a and b a
Figure 1.6: (a)The vector product is orthogonal to both a and b. Twist from first to second and
move in the direction of a right-handed screw. (b) Area of parallelogram is ab sin θ.
Hence
1
m̂ = · √ [2, −4, 2]
24
and
n̂ = ℓ̂ℓ × m̂
a1 a2 a3
a · (b × c) = b1 b2 b3
c1 c2 c3
You will recall that if you swap a pair of rows of a determinant, its sign changes;
hence if you swap two pairs, its sign stays the same.
a1 a2 a3 c1 c2 c3 c1 c2 c3
b1 b2 b3 1st SWAP b1 b2 b3 2nd SWAP a1 a2 a3
c1 c2 c3 a1 a2 a3 b1 b2 b3
+ − +
This says that
17
18 LECTURE 2. MULTIPLE PRODUCTS. GEOMETRY USING VECTORS
n
c cos β b
c
c
β
b
a
a
Figure 2.1: (a) Scalar triple product equals volume of parallelopiped. (b) Coplanarity yields zero
scalar triple product.
The equivalents must be true for the 2nd and 3rd components, so we arrive at the
identity
a × (b × c) = (a · c)b − (a · b)c .
a
bxc
In arbitrary direction
a x (bx c)
k̂k ← c,
a × (b × c) = (a · c)b − (a · b)c
↓ ↓ ↓
k̂k × (v × k̂k ) = (k̂k · k̂k )v − (k̂k · v)k̂k
= v − (v · k̂k )k̂k
♣ Example
Q1 Use the quadruple vector product to express the vector d = [3, 2, 1] in terms
of the vectors a = [1, 2, 3], b = [2, 3, 1] and c = [3, 1, 2].
A1 Grinding away at the determinants, we find
[(a×b)·c] = −18; [(b×c)·d] = 6; [(c×a)·d] = −12; [(a×b)·d] = −12
So, d = (−a + 2b + 2c)/3.
2.2. GEOMETRY USING VECTORS: LINES, PLANES 21
a
d
Figure 2.3: The projection of a (3-)vector onto a set of (3) basis vectors is unique. Ie in d =
αa + βb + γc, the set {α, β, γ} is unique.
^
λb
Point r traces
a out line.
r
Figure 2.4: Equation of a line. With b̂ a unit vector, λ is in the length units established by the
definition of a.
22 LECTURE 2. MULTIPLE PRODUCTS. GEOMETRY USING VECTORS
(a) (b)
Figure 2.5: (a) Shortest distance point to line. (b) Shortest distance, line to line.
♣ Example
Q Two long straight pipes are specified using Cartesian co-ordinates as follows:
Pipe A has diameter 0.8 and its axis passes through points (2, 5, 3) and
(7, 10, 8).
Pipe B has diameter 1.0 and its axis passes through the points (0, 6, 3) and
(−12, 0, 9).
Determine whether the pipes need to be realigned to avoid intersection.
A Each pipe axis is defined using two points. The vector equation of the axis
of pipe A is
√
r = [2, 5, 3] + λ′ [5, 5, 5] = [2, 5, 3] + λ[1, 1, 1]/ 3
The equation of the axis of pipe B is
√
r = [0, 6, 3] + µ′ [12, 6, 6] = [0, 6, 3] + µ[−2, −1, 1]/ 6
The perpendicular to the two axes has direction
ı̂ı
̂ k
k̂
[1, 1, 1] × [−2, −1, 1] = 1 1 1 = [2, −3, 1] = p
−2 −1 1
The length of the mutual perpendicular is
[2, −3, 1] [2, −3, 1]
(a − c) · √ = [2, −1, 0] · √ = 1.87 .
14 14
But the sum of the radii of the two pipes is 0.4 + 0.5 = 0.9. Hence the pipes
do not intersect.
2.2.4 The equation of a plane
There are a number of ways of specifying the equation of a plane.
1. If b and c are two non-parallel vectors (ie b × c 6= 0), then the equation of
the plane passing through the point a and parallel to the vectors b and c may
be written in the form
r = a + λb + µc
where λ, µ are scalar parameters. Note that b and c are free vectors, so don’t
have to lie in the plane (Figure 2.6(a).)
2. Figure 2.6(b) shows the plane defined by three non-collinear points a, b and
c in the plane (note that the vectors b and c are position vectors, not free
vectors as in the previous case). The equation might be written as
r = a + λ(b − a) + µ(c − a)
3. Figure 2.6(c) illustrates another description is in terms of the unit normal to
the plane n̂ and a point a in the plane
r · n̂ = a · n̂ .
24 LECTURE 2. MULTIPLE PRODUCTS. GEOMETRY USING VECTORS
r ^
n
r c
b r
a
c
a a
Figure 2.6: (a) Plane defined using point and two lines. (b) Plane defined using three points. (c)
Plane defined using point and normal. Vector r is the position vector of a general point in the
plane.
♣ Example
Q Solve the vector equation x = x × a + b.
A Step (i): Set up basis vectors a, b and their vector product a × b.
Step (ii): x = λa + µb + νa × b.
2.4. ROTATION, ANGULAR VELOCITY/ACCELERATION AND MOMENTS 25
λa + µb + νa × b = (λa + µb + νa × b) × a + b
= 0 + µ(b × a) + ν(a × b) × a + b
= −ν(a · b)a + (νa2 + 1)b − µ(a × b)
We have learned that any vector has a unique expression in terms of a basis
set, so that the coefficients of a, b and a × b on either side of the equation
much be equal.
⇒ λ = −ν(a · b)
µ = νa2 + 1
ν = −µ
so that
1 1 a·b
µ= ν=− λ= .
1 + a2 1 + a2 1 + a2
So finally the solution is the single point:
1
x= ((a · b)a + b − (a × b))
1 + a2
ω
in right−hand screw sense
dθ δt
dt
Figure 2.7: The angular velocity vector ω is along the axis of rotation and has magnitude equal to
the rate of rotation.
magnitude equal to the angular speed of rotation of the body and with direction
the same as that of the r-h screw. If r is the vector OP , where the origin O can
be taken to be any point on the axis of rotation, then the velocity v of P due to
the rotation is given, in both magnitude and direction, by the vector product
v = ω × r.
ω
M
r r
α v
F
Figure 2.8:
Note that d a/d p has a different direction and a different magnitude from a.
Likewise, as you might expect, the chain rule still applies. If a = a(u) and u = u(t),
say:
d da du
a=
dt du dt
♣ Examples
Q A 3D vector a of constant magnitude is varying over time. What can you say
about the direction of ȧ?
A Using intuition: if only the direction is changing, then the vector must be
tracing out points on the surface of a sphere. We would guess that the
derivative ȧ is orthogonal to a.
To prove this write
d da da da
(a · a) = a · + · a = 2a · .
dt dt dt dt
But (a · a) = a2 which we are told is constant. So
d da
(a · a) = 0 ⇒ 2a · =0
dt dt
and hence a and d a/d t must be perpendicular.
Q The position of a vehicle is r(u) where u is the amount of fuel consumed by
some time t. Write down an expression for the acceleration.
A The velocity is
dr dr du
v= =
dt du dt
2
d 2r d r d 2u
d dr du
a= = +
dt dt d u2 dt d u d t2
So, the direction of the derivative is that of a tangent to the curve, and its
magnitude is |d s/d p|, the rate of change of arc length w.r.t the parameter.
Of course if that parameter p is time, the magnitude |d r/d t| is the speed.
♣ Example
Q Draw the curve
s s hs
r = a cos( √ 2 ı + a sin( √
)ı̂ + √
)̂ k̂k
a + h2 a2 + h 2 a2 + h 2
where s is arc length and h, a are constants. Show that the tangent d r/d s
to the curve has a constant elevation angle w.r.t the x y -plane, and determine
its magnitude.
A
dr a a h
= −√ sin ()ı̂ı + √ cos ()̂ + √ k̂k
ds a2 + h 2 a2 + h 2 a2 + h 2
√
The projection
√ on the x y plane has magnitude a/ a2 + h2 and in the z
direction h/ a2 + h2, so the elevation angle is a constant, tan−1(h/a).
We are expecting d r/d s = 1, and indeed
q p
2
a sin () + a cos () + h / a2 + h2 = 1.
2 2 2 2
Perhaps another way to grasp the significance of this is using Pythagoras’ theorem
on a short piece of curve: in the limit as d x etc tend to zero,
ds2 = dx2 + dy 2 + dz2 .
30 LECTURE 3. DIFFERENTIATING VECTOR FUNCTIONS OF A SINGLE VARIABLE
δr δr
r (p) r (s)
r (p + δ p) r (s + δ s)
dr ds dr
dp dp ds
1
Figure 3.1: Left: δr is a secant to the curve but, in the limit as δp → 0, becomes a tangent.
Right: if the parameter is arc length s, then |dr| = ds.
√
If p really was arclength, d s/d p = 1. So p/ a2 + h2 is arclength, not p.
1. Tangent t̂
There is an obvious choice for the first direction at the point r(s), namely the
unit tangent t̂. We already know that
d r(s)
t̂ =
ds
2. Principal Normal n̂
Recall that earlier we proved that if a was a vector of constant magnitude
that varies in direction over time then d a/d t was perpendicular to it. Because
t̂ has constant magnitude but varies over s, d t̂/d s must be perpendicular to
t̂.
Hence the principal normal n̂ is
d t̂
= κn̂ : where κ ≥ 0 .
ds
κ is the curvature, and κ = 0 for a straight line. The plane containing t̂ and
n̂ is called the osculating plane.
3. The Binormal b̂
The local coordinate frame is completed by defining the binormal
Since b̂ · t̂ = 0,
d b̂ d t̂ d b̂
· t̂ + b̂ · = · t̂ + b̂ · κn̂ = 0
ds ds ds
from which
d b̂
· t̂ = 0.
ds
But this means that d b̂/d s is along the direction of n̂, or
d b̂
= −τ(s)n̂(s)
ds
where τ is the torsion, and the negative sign is a matter of convention.
Differentiating n̂ · t̂ = 0 and n̂ · b̂ = 0, we find
d n̂
= −κ(s)t̂(s) + τ(s)b̂(s).
ds
The Frénet-Serret relationships:
d t̂/d s = κn̂
d n̂/d s = −κ(s)t̂(s) + τ(s)b̂(s)
d b̂/d s = −τ(s)n̂(s)
♣ Example
Q Derive κ(s) and τ(s) for the helix
s s s p
r(s) = a cos ı̂ı + a sin ̂ + h k̂k ; β= a2 + h 2
β β β
and comment on their values.
A We found the unit tangent earlier as
dr a s a s h
t̂ = = − sin , cos , .
ds β β β β β
Differentiation gives
d t̂ a s a s
κn̂ = = − 2 cos , − 2 sin , 0
ds β β β β
3.4. RADIAL AND TANGENTIAL COMPONENTS IN PLANE POLARS 33
d dr dêr
ṙ = (rêr ) = êr + r
dt dt dt
dr dθ
= êr + r (− sin θı̂ı + cos θ̂ )
dt dt
dr dθ
= êr + r êθ
dt dt
= radial + tangential
d 2r dr dθ dr dθ d 2θ dθ dθ
r̈ = 2
êr + êθ + êθ + r êθ − r êr
"d t dt dt # dt dt d t2 dt dt
2
d 2r d 2θ
dθ dr dθ
= −r êr + 2 + r 2 êθ
d t2 dt dt dt dt
3.5. ROTATING SYSTEMS 35
Note that:
ρ
36 LECTURE 3. DIFFERENTIATING VECTOR FUNCTIONS OF A SINGLE VARIABLE
Now let’s consider the term ṘR⊤. First, note that RR⊤ = I (the identity), so
differentiating both sides yields
⊤
ṘR⊤ + RṘ = 0
⊤
ṘR⊤ = −RṘ
Now you can verify for yourself that application of a matrix of this form to an
arbitrary vector has precisely the same effect as the cross product operator, ω ×,
where ω = [x y z ]⊤. Loh-and-behold, we then we have
ṙ = ω × r
matching the equation at the end of lecture 2, v = ω ×r, as we would hope/expect.
Now ρ is not constant, so its differential is not zero; hence rewriting this last
equations we have that
The instantaneous velocity of P in the fixed frame is
dr
= Rρ̇ρ + ω × r
dt
The second term of course, is the contribution from the rotating frame which we
saw previously. The first is the linear velocity measured in the rotating frame ρ̇ρ,
referred to the fixed frame (via the rotation matrix R which aligns the two frames)
3.5. ROTATING SYSTEMS 37
P at t+ δ t
ω δρ δr
P at t
(ω r) δ t
r= ρ at t
We shall assume that the angular acceleration is zero, which kills off the first term,
and so now, substituting for ṙ we have
r̈ = Rρ̈ρ + 2ω
ω × (Rρ̇ρ) + ω × (ω
ω × r)
• The first term is the acceleration of the point P in the rotating frame mea-
sured in the rotating frame, but referred to the fixed frame by the rotation
R
• The last term is the centripetal acceleration to due to the rotation. (Yes! Its
magnitude is ω 2 r and its direction is that of −r. Check it out.)
38 LECTURE 3. DIFFERENTIATING VECTOR FUNCTIONS OF A SINGLE VARIABLE
γt
ω = ωm̂
r
m̂
ℓ̂ℓ
n̂ γ = γ ℓ̂ℓ
• The middle term is an extra term which arises because of the velocity of P
in the rotating frame. It is known as the Coriolis acceleration, named after
the French engineer who first identified it.
Because of the rotation of the earth, the Coriolis acceleration is of great im-
portance in meteorology and accounts for the occurrence of high pressure anti-
cyclones and low pressure cyclones in the northern hemisphere, in which the Coriolis
acceleration is produced by a pressure gradient. It is also a very important compo-
nent of the acceleration (hence the force exerted) by a rapidly moving robot arm,
whose links whirl rapidly about rotary joints.
♣ Example
Q Find the instantaneous acceleration of a projectile fired along a line of longi-
tude (with angular velocity of γ constant relative to the sphere) if the sphere
is rotating with angular velocity ω .
last term is the centripetal acceleration resulting from the rotation of the
sphere. The middle term is the Coriolis acceleration.
Using Fig. 3.2, at some instant t
r(t) = ρ (t) = r cos(γt)m̂ + r sin(γt)n̂
and
γ = γ ℓ̂ℓ
Then
γ × ρ ) = (γ
γ × (γ γ − γ 2 ρ = −γ 2 ρ = −γ 2 r,
γ · ρ )γ
Check the direction — the negative sign means it points towards the centre
of the sphere, which is as expected.
Likewise the last term can be obtained as
ω × r) = −ω 2 r sin(γt)n̂
ω × (ω
Note that it is perpendicular to the axis of rotation m̂, and because of the
minus sign, directed towards the axis)
The Coriolis term is derived as:
ω × ρ̇ρ = 2ω
2ω ω × (γγ × ρ)
0 γ 0
= 2 ω × 0 × r cos γt
0 0 r sin γt
= 2ωγr cos γt ℓ̂ℓ
We started off the course being concerned with individual vectors a, b, c, and so
on.
We went on to consider how single vectors vary over time or over some other
parameter such as arc length.
In much of the rest of the course, we will be concerned with scalars and vectors
which are defined over regions in space — scalar and vector fields
In this lecture we introduce line, surface and volume integrals, and consider how
these are defined in non-Cartesian, curvilinear coordinates
For example; you could work out the velocity field, in plane polars, at any point on
43
44LECTURE 4. LINE, SURFACE AND VOLUME INTEGRALS. CURVILINEAR COORDINATES.
(a) (b)
Figure 4.1: Examples of (a) a scalar field (pressure); (b) avector field (wind velocity)
F(r)
r δr
Figure 4.2: Line integral. In the diagram F(r) is a vector field, but it could be replaced with scalar
field U(r).
multiplied by the quantity associated with that point in space, the products are
then summed and the limit taken as the lengths of the segments tend to zero.
There are three types of integral we have to think about, depending on the nature
of the product:
2. Integrand a(r) is a vector field dotted with d r hence the integral is a scalar:
Z !
X
I = a(r) · d r = lim ai · δ r i .
L δri →0
i
Note immediately that unlike an integral in a single scalar variable, there are many
paths L from start point rA to end point rB , and the integral will in general depend
on the path taken.
Note that the expressions above are beautifully compact in vector notation, and are
all independent of coordinate system. Of course when evaluating them we need
to choose a coordinate system: often this is the standard Cartesian coordinate
system (as in the worked examples below), but need not be, as we shall see in
section 4.6.
♣ Examples
Q1 An example in the x y -plane. A force F = x 2yı̂ı + x y 2̂ acts on a body as it
moves between (0, 0) and (1, 1).
Determine the work done when the path is
1. along the line y = x .
2. along the curve y = x n , n > 0.
3. along the x axis to the point (1, 0) and then along the line x = 1.
A1 This is an example of the “type 2” line integral. In planar Cartesians, d r =
ı̂ı d x + ̂ d y . Then the work done is
Z Z
F · d r = (x 2y d x + x y 2d y ) .
L L
1,1
1
2 3
0,0 0,1
Figure 4.3: Line integral taken along three difference paths
Z (1,1) Z x=1
2 2
(x y d x + x y d y ) = (x n+2d x + nx n−1.x .x 2n d x )
(0,0) x=0
Zx=1
= (x n+2d x + nx 3n d x )
x=0
1 n
= +
n + 3 3n + 1
3. This path is not smooth, so break it into two. Along the first section,
y = 0 and d y = 0, and on the second x = 1 and d x = 0, so
Z B Z x=1 Z y =1 y =1
2 2 2
1y 2d y = 0+ y 3/3y =0 = 1/3 .
(x y d x +x y d y ) = (x 0d x )+
A x=0 y =0
So in general the integral depends on the path taken. Notice that answer (1)
is the same as answer (2) when n = 1, and that answer (3) is the limiting
value of answer (2) as n → ∞.
which depends solely on the value of g at the start and end points, and not at all
on the path used to get from A to B. Such a vector field is called conservative.
One sort of line integral performs the integration around a complete loop and is
denoted with a ring. If E is a conservative field, determine the value of
I
E · dr .
and most often the path L is along a curve defined parametrically as x = x (p),
y = y (p), z = z (p) where p is some parameter. Convert the function to F (p),
writing
Z pend
ds
I= F (p) dp
pstart dp
where
" 2 2 2#1/2
ds dx dy dz
= + + .
dp dp dp dp
Note that the parameter p could be arc-length s itself, in which case d s/d p = 1
of course! Another possibility is that the parameter p is x — that is we are told
y = y (x ) and z = z (x ). Then
Z xend " 2 2 #1/2
dy dz
I= F (x ) 1 + + dx .
xstart dx dx
♣ Example
R
Evaluate F · d S over the x = 1 side of
the cube shown in the figure when F =
yı̂ı + ẑ + x k̂k .
d S is perpendicular to the surface. Its ±
direction actually depends on the nature 11111
00000
00000
11111
of the problem. More often than not,
z 00000
11111
the surface will enclose a volume, and the 00000
11111
00000
11111
surface direction is taken as everywhere 1 y 11111
00000
emanating from the interior.
1
00000
11111
00000
11111
Hence for the x = 1 face of the cube 00000
11111
00000
11111
dS = dydz i
d S = d y d zı̂ı 00000
11111
00000
11111
1 x
and
Z Z Z
F · dS = ydydz
1 21 1 1
= y 0 z |0 = .
2 2
You have covered these (more or less) in your first year course, so not much more
to say here. The next section considers these again in the context of a change of
coordinates.
The reason for using the basis ı̂ı ,̂ , k̂k rather than any other orthonormal basis set is
that ı̂ı represents a direction in which x is increasing while the other two coordinates
remain constant (and likewise for ̂ and k̂k with y and z respectively), simplifying
the representation and resulting mathematics.
Often the symmetry of the problem strongly hints at using another coordinate
system:
• likely to be plane, cylindrical, or spherical polars,
• but can be something more exotic
The general name for any different “u, v , w ” coordinate system is a curvilinear
coordinate system. We will see that the idea hinted at above – of defining a
basis set by considering directions in which only one coordinate is (instantaneously)
increasing – provides the approriate generalisation.
We begin by discussing common special cases: cylindrical polars and spherical
polars, and conclude with a more general formulation.
z
Lines of
constant r
Lines of
constant z
^
k
^
j y
^i r
r
θ
Lines of
x constant φ
(a) (b)
Figure 4.4: Cylindrical polars: (a) coordinate definition; (b) “iso” lines in r , φ and z .
Now here is the important thing to note. In cartesian coordinates, a small change
4.6. CHANGING VARIABLES: CURVILINEAR COORDINATES 53
d r = r d φ êφ
= r d φ(− sin φı̂ı + cos φ̂ )
so that
2π
3π 4
I Z
a · dr = r 4 (sin4 φ + cos4 φ)d φ = r
C 0 2
since
2π 2π
3π
Z Z
4
sin φd φ = cos4 φd φ =
0 0 4
54LECTURE 4. LINE, SURFACE AND VOLUME INTEGRALS. CURVILINEAR COORDINATES.
z
From above
y
dR = r dφêφ
dφ
y
φ x
φ r
dR = r dφêφ
dV = dxdydz
Recall that the volume of a parallelopiped is given by the scalar triple product of
the vectors which define it (see section 2.1.2). Thus the formula above can be
derived (even though it is “obvious”) as:
Note also that this volume, because it is a scalar triple product, can be written as
a determinant:
∂y ∂z
êr d r er d r ∂x
∂r ∂r ∂r
∂y ∂z
∂x
d V = êφ r d φ = eφ d φ = ∂φ ∂φ
∂φ d r d φd z
êz d z ez d z ∂x ∂y ∂z
∂z ∂z ∂z
where the equality on the right-hand side follows from the definitions of êr = ∂∂rr =
∂x
ı ∂y ∂z k
∂r ı̂ + ∂r ̂ + ∂r k̂ , etc. This is the explanation for the “magical” appearance of the
determinant in change-of-variables integration that you encountered in your first
year maths!
4.6. CHANGING VARIABLES: CURVILINEAR COORDINATES 55
y dV = dx dy dz dV = r dr dφdz
dzêz
r dφêφ
dŷ
drêr
x dz k̂k
y
dxı̂ı
x dφ
z φ
r dφ
(a) (b)
Figure 4.6: Volume elements dV in (a) Cartesian coordinates; (b) Cylindrical polar coordinates
Thus
d S = d ŷ × d z k̂k = ı̂ı d S = d y d zı̂ı
In cylindrical polars, surface area elements (see figure 4.7) are given by:
d S = d rêr × r d φêφ = r d r d φêz (for surfaces of constant z )
d S = r d φêφ × d zêz = r d φd zêr (for surfaces of constant r )
Similarly we can find d S for surfaces of constant φ, though since these aren’t as
common this is left as a (relatively easy) exercise.
56LECTURE 4. LINE, SURFACE AND VOLUME INTEGRALS. CURVILINEAR COORDINATES.
dSz = r dr dφêz
r dφêφ drêr
dzêz
dSr = r dφdzêr
dzêz
drêr r dφêφ
dSφ = dr dzêφ
y
The basis set in spherical polars is obtained in an analogous fashion: we find unit
z
z Lines of
constant φ
θ (longitude)
êr Lines of
constant r
P êφ
k̂k êθ
r
̂
y
ı̂ı y
φ
Lines of
x x constant θ
(latitude)
4.6. CHANGING VARIABLES: CURVILINEAR COORDINATES 57
∂r
er = = sin θ cos φı̂ı + sin θ sin φ̂ + cos θk̂k = êr
∂r
∂r
eθ = = r cos θ cos φı̂ı + r cos θ sin φ̂ − r sin θk̂k = rêθ
∂θ
∂r
eφ = = −r sin θ sin φı̂ı + r sin θ cos φ̂ = r sin θêφ
∂φ
As with cylindrical polars, it is easily verified that the vectors êr , êθ , êφ form an
orthonormal basis.
A small displacement d r is given by:
∂r ∂r ∂r
dr = dr + dθ + dφ
∂r ∂θ ∂φ
= d r er + d θeθ + d φeφ
= d rêr + r d θêθ + r sin θd φêφ
Note again that this volume could be written as a determinant, but this is left as
an exercise.
The most (the only?) useful surface elements in spherical polars are those tangent
to surfaces of constant r (see figure 4.9). The surface direction (unnormalised) is
given by êθ × êφ = êr and the area of an infinitessimal surface element is given by
|r d θêθ × r sin θd φêφ | = r 2 sin θd θd φ.
Thus a surface element d S in spherical polars is given by
drêr
r sin θ
r sin θdφêφ
dφ dV = r 2 sin θdr dθdφ
r dθêθ
r
θ
dθ
x φ
dφ r sin θdφ
Hence
Z Z 2π Z π
a · dS = A3cos 3θ A2 sin θ [êr · k̂k ] d θd φ
S φ=0 θ=0
Z 2π Z π
5
= A dφ cos 3θ sin θ[cos θ] d θ
0 0
1 π
= 2πA5 − cos5 θ 0
5
5
4πA
=
5
4.6. CHANGING VARIABLES: CURVILINEAR COORDINATES 59
z
r sin θdφêφ
dSr = r 2 sin θdθdφêr
r dθêθ
∂r ∂r ∂r
The metric coefficients are therefore hu = | ∂u |, hv = | ∂v | and hw = | ∂w |.
A volume element is in general given by
d V = hu d uêu .(hv d vêv × hw d wêw )
and simplifies if the coordinate system is orthonormal (since êu .(êv × êw ) = 1) to
d V = hu hv hw d ud v d w
A surface element (normal to constant w , say) is in general
d S = hu d uêu × hv d vêv
and simplifies if the coordinate system is orthogonal to
d S = hu hv d ud vêw
4.6.4 Summary
To summarise:
General curvilinear coordinates
x = r cos θ, y = r sin θ
r = r cos θı̂ı + r sin θ̂
hr = 1, hθ = r
êr = cos θı̂ı + sin θ̂ , êθ = − sin θı̂ı + cos θ̂
dr = d rêr + r d θêθ
dS = r d r d θk̂k
4.6. CHANGING VARIABLES: CURVILINEAR COORDINATES 61
x = r cos φ, y = r sin φ, z =z
r = r cos φı̂ı + r sin φ̂ + z k̂k
hr = 1, hφ = r, hz = 1
êr = cos φı̂ı + sin φ̂ , êφ = − sin φı̂ı + cos φ̂ , êz = k̂k
dr = d rêr + r d φêφ + d zêz
dS = r d r d φk̂k (on the flat ends)
dS = r d φd zêr (on the curved sides)
dV = r d r d φd z
In the first lecture of the second part of this course we move more to consider
properties of fields. We introduce three field operators which reveal interesting
collective field properties, viz.
• the gradient of a scalar field,
• the divergence of a vector field, and
• the curl of a vector field.
There are two points to get over about each:
• The mechanics of taking the grad, div or curl, for which you will need to brush
up your multivariate calculus.
• The underlying physical meaning — that is, why they are worth bothering
about.
In Lecture 6 we will look at combining these vector operators.
Then
gradU ≡ ∇ U .
Note immediately that ∇ U is a vector field!
Without thinking too carefully about it, we can see that the gradient of a scalar
field tends to point in the direction of greatest change of the field. Later we will
be more precise.
∂ ∂ ∂
⇒ ∇U = ı̂ı + ̂ + k̂k x 2 = 2xı̂ı .
∂x ∂y ∂z
2. U = r 2
r 2 = x2 + y 2 + z 2
∂ ∂ ∂
⇒ ∇U = ı̂ı + ̂ + k̂k (x 2 + y 2 + z 2 )
∂x ∂y ∂z
= 2xı̂ı + 2ŷ + 2z k̂k = 2 r .
3. U = c · r, where c is constant.
∂ ∂ ∂
⇒ ∇ U = ı̂ı + ̂ + k̂k (c1x + c2y + c3z ) = c1 ı̂ı +c2̂ +c3 k̂k = c .
∂x ∂y ∂z
p
4. U = f (r ), where r = (x 2 + y 2 + z 2 )
U is a function of r alone so df /d r exists. As U = f (x , y , z ) also,
∂f df ∂r ∂f df ∂r ∂f df ∂r
= = = .
∂x d r ∂x ∂y d r ∂y ∂z d r ∂z
∂f ∂f ∂f df ∂r ∂r ∂r
⇒ ∇U = ı̂ı + ̂ + k̂k = ı̂ı + ̂ + k̂k
∂x ∂y ∂z d r ∂x ∂y ∂z
p
But r = x 2 + y 2 + z 2 , so ∂r /∂x = x /r and similarly for y , z .
!
df xı̂ı + ŷ + z k̂k df r
⇒ ∇U = = .
dr r dr r
5.2. THE SIGNIFICANCE OF GRAD 65
gradU r
U(r)
dr
r + dr
U(r + dr)
But we know that d r = (ı̂ı d x + ̂ d y + k̂k d z ) and ∇ U = (ı̂ı ∂U/∂x + ̂ ∂U/∂y +
k̂k ∂U/∂z), so that the change in U is also given by the scalar product
d U = ∇U · d r .
Now divide both sides by d s
dU dr
= ∇U · .
ds ds
But remember that |d r| = d s, so d r/d s is a unit vector in the direction of d r.
This result can be paraphrased as:
• gradU has the property that the rate of change of U wrt distance in a
particular direction (d̂) is the projection of gradU onto that direction
(or the component of gradU in that direction).
The quantity d U/d s is called a directional derivative, but note that in general it
has a different value for each direction, and so has no meaning until you specify
the direction.
We could also say that
66 LECTURE 5. VECTOR OPERATORS: GRAD, DIV AND CURL
0.1
0.08
0.06
0.04
0.02
0
4
2 4
2
0
0
−2
−2
−4 −4
gradU
= 0
dz
dS = -dxdz j dS = +dxdz j
y
dx
dy
x
Figure 5.2: Elemental volume for calculating divergence.
The component of the vector a normal to this face is a · ̂ = ay , and is pointing
inwards, and so its contribution to the OUTWARD flux from this surface is
a · dS = − ay (y )d z d x ,
where ay (y ) means that ay is a function of y . (By the way, flux here denotes mass
per unit time.)
A similar contribution, but of opposite sign, will arise from the opposite face, but
we must remember that we have moved along y by an amount d y , so that this
OUTWARD amount is
∂ay
ay (y + d y )d z d x = ay + dy dxdz
∂y
The total outward amount from these two faces is
∂ay ∂ay
dydxdz = dV
∂y ∂y
Summing the other faces gives a total outward flux of
∂ax ∂ay ∂az
+ + dV = ∇ · a dV
∂x ∂y ∂z
So we see that
5.5. THE LAPLACIAN: DIV(GRADU) OF A SCALAR FIELD 69
The divergence of a vector field represents the flux generation per unit
volume at each point of the field. (Divergence because it is an efflux not
an influx.)
Interestingly we also saw that the total efflux from the infinitesimal volume was
equal to the flux integrated over the surface of the volume.
(NB: The above does not constitute a rigorous proof of the assertion because we
have not proved that the quantity calculated is independent of the co-ordinate
system used, but it will suffice for our purposes.)
This last expression occurs frequently in engineering science (you will meet it next
in solving Laplace’s Equation in partial differential equations). For this reason, the
operator ∇2 is called the “Laplacian”
2 2 2
∂ ∂ ∂
∇2 U = + + U
∂x 2 ∂y 2 ∂z 2
Laplace’s equation itself is
∇2 U = 0
70 LECTURE 5. VECTOR OPERATORS: GRAD, DIV AND CURL
♣ Examples of ∇2 U evaluation
U ∇2 U
1) r 2 (= x 2 + y 2 + z 2 ) 6
2) x y 2z 3 2x z 3 + 6x y 2z
3) 1/r 0
Let’s prove example (3) (which is particularly significant – can you guess why?).
1/r = (x 2 + y 2 + z 2)−1/2
∂ ∂ 2 ∂
(x + y 2 + z 2)−1/2 = − x .(x 2 + y 2 + z 2)−3/2
∂x ∂x ∂x
= −(x 2 + y 2 + z 2 )−3/2 + 3x .x .(x 2 + y 2 + z 2)−5/2
= (1/r 3)(−1 + 3x 2/r 2 )
Adding up similar terms for y and z
2 2 2
1 1 (x + y + x )
∇2 = 3 −3 + 3 =0
r r r2
ay (x+dx)
dy
x
ay (x)
dx
y x+dx
x
ax (y)
(a) (b)
Figure 5.3: (a) A rough sketch of the vector field −yı̂ı + x̂ . (b) An element in which to calculate
curl.
The
H circulation of a vector a round any closed curve C is defined to be
C a · dr
and the curl of the vector field a represents the vorticity, or circulation
per unit area, of the field.
72 LECTURE 5. VECTOR OPERATORS: GRAD, DIV AND CURL
Our proof uses the small rectangular element d x by d y shown in Figure 5.3(b).
Consider the circulation round the perimeter of a rectangular element.
The fields in the x direction at the bottom and top are
∂ax
ax (y ) and ax (y + d y ) = ax (y ) + dy,
∂y
where ax (y ) denotes ax is a function of y , and the fields in the y direction at the
left and right are
∂ay
ay (x ) and ay (x + d x ) = ay (x ) + dx
∂x
Starting at the bottom and working round in the anticlockwise sense, the four
contributions to the circulation d C are therefore as follows, where the minus signs
take account of the path being opposed to the field:
where d S = d x d y k̂k .
NB: Again, this is not a completely rigorous proof as we have not shown that the
result is independent of the co-ordinate system used.
ı
ı̂
̂ k
k̂
∇ × ∇U = ∂/∂x ∂/∂y ∂/∂z
∂U/∂x ∂U/∂y ∂U/∂z
2
∂ 2U
∂ U
= ı̂ı − + ̂ () + k̂k ()
∂y ∂z ∂z ∂y
= 0 ,
as ∂ 2/∂y ∂z = ∂ 2/∂z ∂y .
Note that the output is a null vector.
73
74 LECTURE 6. VECTOR OPERATOR IDENTITIES
In a similar way, we can take the curl of the vector field Ua, and the result should
be a vector field:
∇ × (Ua) = U∇
∇ × a + (∇
∇U) × a .
Adding ax (∂bx /∂x) to the first of these, and subtracting it from the last, and
doing the same with bx (∂ax /∂x) to the other two terms, we find that (you should
of course check this):
∇ × (a × b) = (∇
∇ · b)a − (∇
∇ · a)b + [b · ∇]a − [a · ∇]b
where [a · ∇ ] can be regarded as new, and very useful, scalar differential operator.
where
divD = ρ
divB = 0
∂
curlE = − B
∂t
∂
curlH = J + D
∂t
In addition, we can assume the following, which should all be familiar to you:
B = µr µ0 H, J = σE, D = ǫr ǫ0E,
where all the scalars are constants.
Now show that in a material with zero free charge density, ρ = 0, and with
zero conductivity, σ = 0, the electric field E must be a solution of the wave
equation
∇2 E = µr µ0 ǫr ǫ0 (∂ 2E/∂t 2 ) .
A: First, a bit of respect. Imagine you are the first to do this — this is a tingle
moment.
divD = div(ǫr ǫ0E) = ǫr ǫ0divE = ρ = 0 ⇒ divE = 0. (a)
divB = div(µr µ0 H) = µr µ0 divH = 0 ⇒ divB = 0 (b)
curlE = −∂B/∂t = −µr µ0 (∂H/∂t) (c)
curlH = J + ∂D/∂t = 0 + ǫr ǫ0 (∂E/∂t) (d )
But we know (or rather you worked out in Identity 6) that curlcurl = graddiv−
∇2 , and using (c)
∂
−∇2E = −µr µ0 (curlH)
∂t
∂ ∂E
= −µr µ0 ǫr ǫ0
∂t ∂t
2 ∂ 2E
⇒ ∇ E = µr µ0ǫr ǫ0 2
∂t
6.8. GRAD, DIV, CURL AND ∇2 IN CURVILINEAR CO-ORDINATE SYSTEMS 77
2 ∂ 2 Ex
∇ Ex = µr µ0 ǫr ǫ0 2
∂t
and so on for Ey and Ez .
1 ∂U 1 ∂U 1 ∂U
∇U = û + v̂ + ŵ
hu ∂u hv ∂v hw ∂w
78 LECTURE 6. VECTOR OPERATOR IDENTITIES
h (v) dw
w
h (v+dv) dw
w
y
h (v) du
u h (v+dv) du
u
h v dv
u The scale params are
functions of u,v,w
Figure 6.1: Elemental volume for calculating divergence in orthogonal curvilinear coordinates
So the net efflux from the two faces in the v̂ direction shown in Figure 6.1 is
∂av ∂hu ∂hw
= av + d v hu + d v hw + d v d ud w − av hu hw d ud w
∂v ∂v ∂v
∂(av hu hw )
= d ud v d w
∂v
which is easily shown by multiplying the first line out and dropping second order
terms (i.e. (d v )2).
By definition div is the net efflux per unit volume, so summing up the other faces:
∂(au hv hw ) ∂(av hu hw ) ∂(aw hu hv )
diva d V = + + d ud v d w
∂u ∂v ∂w
∂(au hv hw ) ∂(av hu hw ) ∂(aw hu hv )
⇒ diva hu hv hw d ud v d w = + + d ud v d w
∂u ∂v ∂w
6.11. CURL IN CURVILINEAR COORDINATES 79
So, finally,
1 ∂(au hv hw ) ∂(av hu hw ) ∂(aw hu hv )
diva = + +
hu hv hw ∂u ∂v ∂w
By analogy with our derivation of divergence, you will realize that for an orthogonal
curvilinear coordinate system we can write the area as hu hv d ud w . But the opposite
sides are no longer quite of the same length. The lower of the pair in Figure 6.2
is length hu (v )d u, but the upper is of length hu (v + d v )d u
y
au (v+dv)
v+dv
h u(v+dv) du
dv
hu (v) du
y u+du
u
au (v)
Figure 6.2: Elemental loop for calculating curl in orthogonal curvilinear coordinates
∂U 1 ∂U ∂U
⇒ gradU = êr + êφ + k̂k
∂r r ∂φ ∂z
1 ∂(r ar ) ∂aφ ∂az
diva = + +
r ∂r ∂φ ∂z
1 ∂az ∂aφ ∂ar ∂az 1 ∂(r aφ) ∂ar
curla = − êr + − êφ + − k̂k
r ∂φ ∂z ∂z ∂r r ∂r ∂φ
∇2U = Tutorial Exercise
∂U 1 ∂U 1 ∂U
⇒ gradU = êr + êθ + êφ
∂r r ∂θ r sin θ ∂φ
1 ∂(r 2ar ) 1 ∂(aθ sin θ) 1 ∂aφ
diva = 2 + +
r ∂r r sin θ ∂θ r sin θ ∂φ
êr ∂ ∂ êθ ∂ ∂
curla = (aφ sin θ) − (aθ ) + (ar ) − (aφr sin θ) +
r sin θ ∂θ ∂φ r sin θ ∂φ ∂r
êφ ∂ ∂
(aθ r ) − (ar )
r ∂r ∂θ
2
∇ U = Tutorial Exercise
♣ Examples
Q1 Find curla in (i) Cartesians and (ii) Spherical polars when a = x (xı̂ı + ŷ + z k̂k ).
A1 (i) In Cartesians
ı̂ı
̂ k
k̂
curla = ∂/∂x ∂/∂y ∂/∂z = −ẑ + y k̂k .
x2 xy xz
82 LECTURE 6. VECTOR OPERATOR IDENTITIES
êθ ∂ 2 êφ ∂ 2
curla = (r sin θ cos φ) + − (r sin θ cos φ)
r sin θ ∂φ r ∂θ
êθ êφ
(−r 2 sin θ sin φ) + −r 2 cos θ cos φ)
=
r sin θ r
= êθ (−r sin φ) + êφ (−r cos θ cos φ)
Checking: these two results should be the same, but to check we need ex-
pressions for êθ , êφ in terms of ı̂ı etc.
Remember that we can work out the unit vectors êr and so on in terms of ı̂ı
etc using
1 ∂r 1 ∂r 1 ∂r
êr = ; êθ = ; êφ = where r = xı̂ı +ŷ +z k̂k .
h1 d r h2 d θ h3 d φ
Grinding through we find
ı̂ı ı̂ı
êr sin θ cos φ sin θ sin φ cos θ
êθ = cos θ cos φ cos θ sin φ − sin θ ̂ = [R] ̂
êφ − sin φ cos φ 0 k̂k k̂k
Don’t be shocked to see a rotation matrix [R]: we are after all rotating one
right-handed orthogonal coord system into another.
So the result in spherical polars is
curla = (cos θ cos φı̂ı + cos θ sin φ̂ − sin θk̂k )(−r sin φ) + (− sin φı̂ı + cos φ̂ )(−r cos θ cos φ
= −r cos θ̂ + r sin θ sin φk̂k
= −ẑ + y k̂k
which is exactly the result in Cartesians.
Now the point is the same point in space whatever the coordinate system, so
ar êr + aθ êθ + aφêφ = ax ı̂ı + ay ̂ + az k̂k
and using the inner product
⊤ ⊤
ı̂ı
ar êr ax
aθ êθ = ay ̂
aφ êφ az k̂k
⊤ ⊤
ı̂ı ı̂ı
ar ax
aθ [R] ̂ = ay ̂
aφ k̂k az k̂k
⊤ ⊤
ar ax
⇒ aθ [R] = ay
aφ az
⊤ ⊤
ar ax
⇒ aθ = ay [R]⊤
aφ az
ar ax
⇒ aθ = [R] ay
aφ az
84 LECTURE 6. VECTOR OPERATOR IDENTITIES
This section finally begins to deliver on why we introduced div grad and curl. Two
theorems, both of them over two hundred years old, are explained:
dS
dS
dS dS
dS
Figure 7.1: The surface element dS must stick out of the surface.
85
86 LECTURE 7. GAUSS’ AND STOKES’ THEOREMS
where recall that d S is normal to the locally planar surface element and must
everywhere point out of the volume as shown in Figure 7.1.
Gauss’ Theorem tells us that we can do this by considering the total flux generated
inside the volume V :
Gauss’ Theorem
Z Z
a · dS = div a d V
S V
Figure 7.2: When two elements touch, the dS vectors at the common surface cancel out. One
can imagine building the entire volume up from the infinitesimal units.
7.2. INFORMAL PROOF 87
3
z k
2
R sin θ d θ d φ r
dz
z
R
R
Figure 7.3:
A (1) On the surface of the sphere, a = R3 cos3 θk̂k and d S = R2 sin θd θd φr̂.
Everywhere r̂ · k̂k = cos θ.
Z Z 2π Z π
⇒ a · dS = R3 cos3 θ . R2 sin θd θd φêr · k̂k
S φ=0 θ=0
Z 2π Z π
= R3 cos3 θ . R2 sin θd θd φ . cos θ
φ=0 θ=0
Z π
= 2πR5 cos4 θ sin θd θ
0
2πR5 5
π 4πR5
= − cos θ 0 =
5 5
(2) To apply Gauss’ Theorem, we need to figure out div a and decide how to
compute the volume integral. The first is easy:
diva = 3z 2
88 LECTURE 7. GAUSS’ AND STOKES’ THEOREMS
For the second, because diva involves just z , we can divide the sphere into
discs of constant z and thickness d z , as shown in Fig. 7.3. Then
d V = π(R2 − z 2)d z
and
Z Z R
div ad V = 3π z 2(R2 − z 2)d z
V −R
2 3
R
z5
R z
= 3π −
3 5 −R
4πR5
=
5
This is still a scalar equation but we now note that the vector c is arbitrary so
that the result must be true for any vector c. This can be true only if the vector
equation
Z Z
Ud S = grad Ud V
S V
is satisfied.
If you think this is fishy, just write c =R ı̂ı , then c = ̂ , and c = k̂k in turn, and you
must obtain the three components of S Ud S in turn.
Further “extensions” can be obtained of course. For example one might be able
to write the vector field of interest as
a(r) = b(r) × c
where c is a constant vector.
♣ Example of extension to Gauss’ Theorem
Q U = x 2 + y 2 + z 2 is a scalar field,
and volume V is the cylinder x 2 +
y 2 ≤ a2, 0 ≤ z ≤ h. Compute the
surface integral
Z z dS
Ud S
S
Bottom face:
U = r 2 and d S = −r d r d φk̂k
4
The contribution from this face is thus − πa2 k̂k , and the total integral is πh2 a2 k̂k .
On the other hand, using Gauss’ Theorem we have to compute
Z
grad Ud V
V
The integrations over x and y are zero by symmetry, so that the only remaining
part is
Z h Z a Z 2π
2 zdz r dr d φk̂k = πa2 h2 k̂k
z=0 r =0 φ=0
Now if we add these little loops together, the internal line sections cancel out
because the d l’s are in opposite direction but the field a is not. This gives the
larger surface and the larger bounding contour as shown in Fig. 7.4.
y
ax (y+dy)
y+dy
ay (x+dx)
dy
ay (x)
dx
y x+dx
x
ax (y)
Figure 7.4: An example of an elementary loop, and how they combine together.
For a given contour, the capping surface can be ANY surface bound by
the contour. The only requirement is that the surface element vectors point in
the “general direction” of a right-handed screw with respect to the sense of the
contour integral. See Fig. 7.5.
Back
Front
Back
Front
Figure 7.5: For a given contour, the bounding surface can be any shape. dS’s must have a positive
component in the sense of a r-h screw wrt the contour sense.
92 LECTURE 7. GAUSS’ AND STOKES’ THEOREMS
Q Vector field a = x 3̂ − y 3ı̂ı and C is the circle of radius R centred on the origin.
Derive
I
a · dl
C
directly and (ii) using Stokes’ theorem where the surface is the planar surface
bounded by the contour.
A(i) Directly. On the circle of radius R
or, rearranging the triple scalar products and taking the constant c out of the
integrals gives
I Z
c · Ud l = −c · gradU × d S .
C S
d S = ρ d ρ d αk̂k
Remember that U = x 2 + y 2 + z 2 = r 2, and as z = 0 in the plane
R 2π R 2π
Both 0 sin αd α = 0 and 0 cos αd α = 0, so we are left with
Z Z a Z 2π
d S × gradU = 2ρâ d ρ d α = 2πa3 ̂
S ρ=0 α=0
Engineering applications
95
96 LECTURE 8. ENGINEERING APPLICATIONS
Back r H
H a r
C Top view
H Front In wire Outside wire
for r<a
Inside the wire, the bounding contour only encloses a fraction (πr 2 )/(πa2 ) of the
current, and so
Z
H2πr = J · d S = I(r 2 /A2)
⇒ H = Ir /2πA2
dS q
Control Volume V
Figure 8.1:
div (q) = 0 .
In this last case, we can say that the flow q is solenoidal.
where we have done the volume integral as a summation over thin shells of surface
area 4πr 2 and thickness d r .
But for all finite r , divF = 0, so divF must be infinite at the origin.
The flux integral is thus
• zero — for any volume which does not contain the origin
• 4πA for any volume which does contain it.
8.6. GRAVITATIONAL FIELD DUE TO DISTRIBUTED MASS: POISSON’S EQUATION 101
∇2U = 4πρG .
Using the integral form of Poisson’s equation, it is possible to calculate the gravi-
tational field inside a spherical body whose density is a function of radius only. We
have
Z R
4πR2 F = 4πG 4πr 2 ρd r,
0
where F = |F|, or
Z R
G MG
|F | = 2 4πr 2 ρd r = 2 ,
R 0 R
where M is the total mass inside radius R. For the case of uniform density, this is
equal to M = 34 πρR3 and |F | = 43 πρGR.
102 LECTURE 8. ENGINEERING APPLICATIONS
where S is the surface of the body. If the pressure p is non-uniform, this integral
is not zero. The integral can be transformed using Gauss’ Theorem to give the
alternative expression
Z
Fp = − grad p d V,
V
where V is the volume of the body. In the simple hydrostatic case p + ρgz =
constant, so that
grad p = −ρgk
and the net pressure force is simply
Z
Fp = g k̂ ρd V
V