Vector Differentiation

Session: Second Semester, 2018 \2019

Course Title: Mathematical Methods Course Code: MTH222

1 Vector Valued Functions

A vector valued function is a function that maps real numbers to vectors. A three dimensional
vector-valued function is a function of the form

X(t) = x(t)i + y(t)j + z(t)k (1)

where the component functions x, y, and z, are real-valued functions of the parameter t. Vector-
valued functions are also written in the form

X(t) = hx(t), y(t), z(t)i

X(t) defines a space curve C with parametric equations for the parameter t as x = x(t), y = y(t),
z = z(t).

1.1 Limits of Vector Valued Functions

Let x(t), y(t), z(t) be functions of t. The limit of the vector-valued function X(t) = x(t)i+y(t)j+
z(t)k as t → a is given by:
     
lim X(t) = lim x(t) i + lim y(t) j + lim z(t) z
t→a t→a t→a t→a

provided the limits exist.

1
Example 1.1. Given r(t) = ht2 , et , t+3 i, show that r is continuous at t = 2.
Taking the limits,
1 1
lim r(t) = hlim t2 , lim e2 , lim i = h4, e2 , i
t→2 t→2 t→2 t→2 t + 3 5
Since all three conditions of continuity are met, the curve traced out by r(t) is continuous at t = 2.
In this example, the limit of r as t → −3 does not exist since the limit fails to exist for the
1
expression t+3 . This curve is not continuous when t = −3. It is continuous everywhere else.

Exercise 1.
2
−9 2
1. Given that r(t) = h2t + 1, tt−3 , t i, find limt→3 r(t). Is r continuous at t = 3.

1
2 Differentials of Vector Valued Functions
Definition 2.1. A vector-valued function is a function that outputs a vector rather than a single
number. Often we will be working with functions whose outputs are vectors in three-dimensional
space. Such a function can be written as r(t) = hx(t), y(t), z(t)i.
A curve C is defined by r = r(t), a vector-valued function of one (scalar) variable. Let us
imagine that C is the path taken by a particle and t is time. The vector r(t) is the position vector of
the particle at time t and r(t + h) is the position vector at a later time t + h. The average velocity
of the particle in the time interval [t, t + h] is then
r(t + ∆t) − r(t)
r0 (t) = lim = (2)
∆t→0 ∆t
provided the limit exist. If r0 (t) exists, then r(t) is differentiable at t. If r0 (t) exists for all t
in an open interval (a,b) then r(t)is differentiable over the interval (a,b). For the function to be
differentiable over the closed interval [a,b], the following two limits must exist as well:
r(a + ∆t) − r(a)
r0 (t) = lim+ = (3)
∆t→0 ∆t
and
r(b + ∆t) − r(b)
r0 (t) = lim− = (4)
∆t→0 ∆t
In terms of the components of r this is shown in Fig. 1

Figure 1: Velocity

 
x(t + ∆t) − x(t) y(t + ∆t) − y(t) z(t + ∆t) − z(t)
, ,
∆t ∆t ∆t
If each of the scalar function x, y and z are differentiable such that r(t) = x(t)i + y(t)j + z(t)k,
then this vector has a limit

2
  
dx dy dt
, , = (ẋ, ẏ, ż) (5)
dt dt dt
which is the instantaneous velocity of the particle v(t). This means that (if the motion is smooth)
then
r(t + ∆t) − r(t) d
v(t) = lim = r(t) = ṙ(t) (6)
∆t→0 ∆t dt
˙
Therefore, v(t) = ṙ(t) = ẋ(t)i + ẏ(t)j + (z)(t)k. This vector lies along the tangent to the curve
at r and has length u(t) = |v(t)| which is the instantaneous speed of the particle. In a similar way,
we define the acceleration,
d d2
a(t) = v(t) = 2 r(t) = r̈(t) (7)
dt dt
Example 2.2. Calculate the derivative of the function r = (3t + 4)i + (t2 − 4t + 3)j.
Using equation (2),
r(t + ∆t) − r(t)
r0 (t) = lim =
∆t→0 ∆t
[(3(t + ∆t) + 4)i + ((t + ∆t)2 − 4(t + ∆t) + 3)j] − [(3t + 4)i + (t2 − 4t + 3)j]
= lim
∆t→0 ∆t
((3t + 3∆t + 4)i − (3t + 4)i + (t + 2∆t + (∆t)2 − 4t − 4∆t + 3)j − (t2 − 4t + 3)j
2
= lim
∆t→0 ∆t
(3∆t)i + (2t∆t + (∆t)2 − 4∆t)j
= lim = lim (3i + (2t + ∆t − 4)j)
∆t→0 ∆t ∆t→0
= 3i + (2t − 4)j

2.1 Properties of the Derivative of Vector-Valued Functions

• d
dt
cr(t) = cr0 (t) Scalar multiple
• d
dt
r(t) ± u(t) = r0 (t) ± u0 (t) Sum and difference
• d
dt
f (t)r(t) = f 0 (t)r(t) + f (t)r0 (t) Scalar product
• d
dt
u(t) · r(t) = u0 (t) · r(t) + u · r0 (t) Dot product
• d
dt
u × (t)r(t) = u0 (t) × r(t) + u × r0 (t) Cross product
• d
dt
[r(f (t))] = r0 (f (t)) · f 0 (t) Chain rule

2.2 Vector Operators

The operator ∇, defined as the Vector differential operator is defined by:
∂ ∂ ∂
∇= i+ j+ k (8)
∂x ∂y ∂z
The vector operators determined by this quantity are: Gradient, divergence and curl.

3
2.2.1 Gradient
Let φ(x) defined at each point (x,y,z) be differentiable in a certain region of space. Then the
gradient of φ, expressed as ∇φ is defined by:
   
∂ ∂ ∂ ∂φ ∂φ ∂φ
∇φ = i+ j+ k φ= i+ j+ k
∂x ∂y ∂z ∂x ∂y ∂z

∇φ defines a vector field.

Example 2.3. Let f (x, y, z) = √ 1

which is defined everywhere except at the origin. Find
x2 +y 2 +z∗2
the gradient F = ∇f .
we have that:
∂f −x ∂f −y ∂f −z
= 2 , = 2 , = 2
∂x (x + y 2 + z 2 )3/2 ∂y (x + y 2 + z 2 )3/2 ∂z (x + y 2 + z 2 )3/2

thus,
−(xi + yj + zk) −r −r
∇f = 2 2 2 3/2
= p = 3
(x + y + z ) ( (x2 + y 2 + z 2 ))3 r

2.2.2 Divergence
Let X(x, y, z) = X1 i + X2 j + X3 k be a differentiable vector field at each point (x,y,z) in a certain
region of space. The divergence of X, ∇ · X
 
∂ ∂ ∂
∇·X = i+ j + k · (X1 i + X2 j + X3 k)
∂x ∂y ∂z
 
∂X1 ∂X2 ∂X3
= i+ j+ k
∂x ∂y ∂z

2.2.3 Curl
If X(x, y, z) is a differentiable vector field, the curl (rotation) of X, ∇ × X is given by:
 
∂ ∂ ∂
∇×X = i+ j + k × (X1 i + X2 j + X3 k)
∂x ∂y ∂z
 
 i j k 
∂ ∂ ∂ 
=  ∂x ∂y ∂z 
 X1 X2 X 3 
∂ ∂ 
 ∂ 
∂ 
∂ ∂ 

  
=  ∂y ∂z  i +  ∂x ∂z  j +  ∂x ∂y  k
X2 X3 X 1 X3 X1 X 3
     
∂X3 ∂X2 ∂X1 ∂X3 ∂X2 ∂X1
= − i− − j+ − k
∂y ∂z ∂z ∂x ∂x ∂x

4
 2
Example 2.4. Compute the  + x j − xyk
 curl of F = xyzi
 i j k 
 ∂ ∂ ∂ 
The curl of F is given by:  ∂x ∂y ∂z 
xyz x2 −xy 
     
∂ ∂ 2 ∂ ∂ ∂ 2 ∂
(−xy) − (x ) i − (−xy) − (xyz) j + (x ) − (xyz) k
∂y ∂z ∂x ∂z ∂x ∂y
= (−x − 0)i − (−y − xy)j + (2x − xz)k
= −xi + (y + xy)j + (2x − xz)k

Exercise 2.
−y x
1. If F = x2 +y 2
i + x2 +y 2
j, show that curl of F, ∇ × F = 0
2
2. Find the curl of F(x, y, z) = ex yzi + x3 cos2 3yj + (1 + x6 )k.
3. Show that curl(a × B) = (∇ · b)a − (∇ · a)b + [b · ∇]a − [a · ∇]b

2.3 Space Curves

This is a vector-valued function r(t) whose values are three-dimensional functions, traces out a
space curve in three-dimensional space.

r(t) = x(t)i + y(t)j + z(t)k (9)

As t changes, the terminal point of r describes a space curve C with parametric equations x = x(t),
y = y(t) and z = z(t).
C = {(x(t), y(t), z(t))|t ∈ R}

Example 2.5. Find a vector-valued function that traces out the curve defined as the intersection
of the paraboloid z = x2 + y 2 with the plane y = x.
Since every equation in this problem is a function of x, we can use x itself as our parameter. The
parametrization is given as:
r(t) = hx(t), y(t), z(t)i,
we then set x(t) = t. Since our curve lies entirely in the plane y = x, it follows that y(t) = t in
our parametrization. Since the curve lies on the paraboloid z = x2 + y 2 , we similarly have

z(t) = x(t)2 + y(t)2 = 2t2

Thus the parametrization of this curve is r(t) = ht, t, 2t2 i.

5
2.4 Continuity and Differentiability
A vector function X(t) = x1 (t)i + x2 (t)j + x3 (t)k is called continuous at t if the following scalar
functions x1 (t), x2 (t) and x3 (t) are continuous at t. Equivalently, X(t) is continuous at t if for
each positive number  there exist another positive number δ such that

|X(t + ∆t) − X(t)| < , whenever, |∆t| < δ (10)

A scalar of vector function of t is said to be differentiable of order n if its nth derivative exists.
Let A, B and C be differentiable functions of a scalar t, and let φ be a differentiable scalar function
of t, then the following holds:
d dA dB
1. dt
(A + B) = dt
+ dt
d dB dA
2. dt
(A · B) = A · dt
+ dt
·B
d dB dA
3. dt
(A × B) = A × dt
+ dt
×B
d dφ
4. dt
(φA) = φ dA
dt
+ dt
A
d dC dB dA
5. dt
(A · B × C) = A · B × dt
+A· dt
×C+ dt
·B×C
d dC
6. dt
{A × (B × C)} = A × (B × dt
) + A × ( dB
dt
× C) + dA
dt
× (B × C)

One will observe that differentials of a vector are similar to that of elementary calculus

1. If X = X1 i + X2 j + X3 k, then dA = dA1 i + dA2 j + dA3 k

2. d(A · B) = A · dB + dA · B

3. d(A × B) = A × dB + dA × B

Example 2.6. If X(t) = x(t)i + y(t)j + z(t)k where x, y, z are differentiable functions of a scalar
t, prove that dX
dt
= dx
dt
i + dy
dt
j + dz
dt
k.

dX X(t + ∆t) − X(t)

= lim
dt ∆t→0 ∆t
[x(t + ∆t)i + y(t + ∆t)j + z(t + ∆t)k] − [x(t)i + y(t)j + z(t)k]
= lim (11)
∆t→0 ∆t
x(t + ∆t) − x(t) y(t + ∆t) − y(t) z(t + ∆t) − z(t)
= lim i+ j+ k
∆t→0 ∆t ∆t ∆t
dx dy dz
= i+ j+ k
dt dt dt

6
3 Multiple Integrals
Ordinary integrals of the form Z Z b
f (x)dx = f (x)dx (12)
I a

where I = [a, b] are familiar to us.

Double integrals of the form ZZ
f (x, y)dxdy
A
where A is some region in the xy plane, and triple integrals of the form
ZZZ
f (x, y, z)dxdydz
V

where V is a solid (volume) in the xyz-space will be studied.

3.1 Double Integrals

The following are properties of double integrals
RR
1. Area property: A f (x, y)dxdy = area ofA. In particular if A is the rectangle A = [a, b] ×
[c, d] then ZZ
f (x, y)dxdy = (b − a)(d − c).
A

2. Linearity:
ZZ ZZ ZZ
[αf (x, y) + βg(x, y)]dxdy = α f (x, y)dxdy + β g(x, y)dxdy
A A A

where α and β are constants.

3. Additivity: If A is partitioned into a finite number of non-overlapping basic regions A1 , A2 , . . . , An ,

then
ZZ ZZ ZZ ZZ
f (x, y)dxdy = f (x, y)dxdy + f (x, y)dxdy + · · · + f (x, y)dxdy
A A1 A2 An

If the projection of the domain A onto the x-axis is a closed interval [a, b] and A consists of all
points (x, y) with a ≤ x ≤ b and φ1 (x) ≤ y ≤ φ2 (x) then we have
ZZ Z bZ φ2 (x) 
f (x, y)dxdy = f (x, y)dy dx
A a φ1 (x)

7
 RR
Example 3.1. Evaluate A (x4 − 2y)dxdy, where the domain A consists of all points (x, y) with
−1 ≤ x ≤ 1 and −x2 ≤ y ≤ x2 .

ZZ Z x=1 Z y=x∗2  Z x=1  y=x∗2

4 4 4 2
(x − 2y)dxdy = (x − 2y)dy dx = x y−y dx
A x=−1 y=−x2 x=−1 y=−x2
Z x=1  7
x=1
2x 4
= 2x6 dx = =
x=−1 7 x=−1 7

If the projection of the domain A onto the y-axis is a closed interval [a, b] and A consists of all
points (x, y) with c ≤ y ≤ d and ψ1 (y) ≤ x ≤ ψ2 (y) then we have
ZZ Z d  Z ψ2 (y) 
f (x, y)dxdy = f (x, y)dx dy
A c ψ1 (y)

3.2 Double Integrals Using Polar Coordinates

Let A be a domain formed with all points (x, y) that have polar coordinates (r, θ) in the set

Γ : α ≤ θ ≤ β, ρ1 (θ) ≤ r ≤ ρ2 (θ)

where β ≤ α + 2π. Then

ZZ ZZ
f (x, y)dxdy = f (rcos(θ), rsin(θ))rdrdθ
A Γ
Z β Z ρ2 (θ)
= f (rcos(θ), rsin(θ))rdrdθ
α ρ1 (θ)

Exercise 3.
RR
1. Evaluate (x + y)dydx, R is the region bounded by x = 0, x = 2, y = x, y = x + 2.
RRR
2. Evaluate R
xydxdy where R is the quadrant of the circle x2 + y 2 = a2 , x ≥ 0, y ≥ 0.

3.3 Triple Integral

The properties of the triple integral includes
RRR
1. Volume Property: RRR V dxdydz = volumeof V . In particular if V is the box V = [a, b] ×
[c, d] × [e, f ] then V
dxdydz = (b − a)(d − c)(f − e).
2. Linearity:
ZZZ ZZ ZZ
[αf (x, y, z)+βg(x, y, z)]dxdydz = α f (x, y, z)dxdydz+β g(x, y, y)dxdydz
V A A

where α and β are constants.

8
 3. Additivity: If V is broken up into a finite number of non-overlapping basic regions V1 , V2 , . . . , Vn ,
then
ZZZ ZZ ZZ
f (x, y, z)dxdydz = f (x, y, z)dxdydz + f (x, y, z)dxdydz + . . .
V V1 V2
ZZ
+ f (x, y, z)dxdydz
Vn

Let V be a solid whose projection onto the xy-plane is labelled Ωxy . Then the solid V is the set of
all points (x, y, z) satisfying

(x, y) ∈ Ωxy , η1 (x, y) ≤ z ≤ η2 (x, y)

ZZZ ZZ Z η2 (x) 
f (x, y, z)dxdydz = f (x, y, z)dz dxdy
V Ωxy η1 (x)

we evaluate the integral with respect to z first and then evaluate the double integral over the domain
Ωxy as studied for double integrals. If Ωxy is horizontally simple, say

a ≤ x ≤ b, φ1 (x) ≤ y ≤ φ2 (x)

then the solid V itself is the set of all points (x, y, z) such that

a ≤ x ≤ b, φ1 (x) ≤ y ≤ φ2 (x), η1 (x, y) ≤ z ≤ η2 (x, y)

and the triple integral over V can be expressed by three ordinary integrals as:
ZZZ Z b  Z φ2 (x)  Z η2 (x,y) 
f (x, y, z)dxdydz = dx dy dz
V a φ1 (x) η1 (x,y)

We first integrate with z [from z = η1 (x, y) to z = η2 (x, y)], then with respect to y [from y = φ1 (x)
to y = φ2 (x)], and finally with respect to x [from x = a to x = b].
Suppose for example that the projection of V onto the xz-plane is a domain Ωxz of the form

z1 ≤ z ≤ z2 , φ1 (z) ≤ x ≤ φ2 (z)

If V is the set of all (x, y, z) with

z1 ≤ z ≤ z2 , φ1 (z) ≤ x ≤ φ2 (z), η1 (x, z) ≤ y ≤ η2 (x, z)

then ZZZ Z z2 Z φ2 (z) Z η2 (x,z) 

f (x, y, z)dxdydz = dz dx dy
V z1 φ1 (z) η1 (x,z)

we integrate first with respect to y, then with respect to x, and finally with respect to z. Still four
other orders of integration are possible.

9
Example 3.2.
RRR
1. Evaluate R
(x2 + y 2 + z 2 )dxdydz where R denotes the region bounded by x = 0, y = 0,
z = 0 and x + y + z = a, (a > 0)
From x + y + z = a we have a − x − y = z, the upper limit of z = a − x − y. On the xy-plane
x + y + z = a reduces to x + y = a with uper limit of y being y = a − x. On the x axis we have
the upper limit of x = a. Thus
ZZZ Z a  Z a−x  Z a−x−y  
2 2 2 2 2 2
(x + y + z )dxdydz = (x + y + z )dz dy dx
R 0 0 0
Z a Z a−x  a−x−y
2 2 3
= dx dy x z + y z + z /3
0 0 0
Z a Z a−x 
a − x − y)3

2 2
= dx dy x (a − x − y) + y (a − x − y) + dy
0 0 3
Z a  a−x
2 x2 y 2 y 3 y 4 (a − x − y)4
= dx x (a − x)y − + (a − x) − −
0 2 3 4 12 0
Z a  2 3 4
x (a − x) (a − x) (a − x)4
= dx x2 (a − x)2 − (a − x)2 + (a − x) − +
2 3 4 12
Z0 a  2 4 Z a 
(a − x)4
 
x 2 (a − 4) 1 2 2 3 4
= dx (a − x) + dx = dx (a x − 2ax + x ) + dx
0 2 6 0 2 6
a
1 2 x3 ax4 x5 (a − x)5

= a − + −
2 3 4 10 30 0
5 5 5 5 5
a a a a a
= − + + =
6 4 10 30 20
Exercise 4.
RRR
1. Evaluate R
(x + y + z)dxdydz where R : 0 ≤ x ≤ 1, 1 ≤ y ≤ 2, 2 ≤ z ≤ 3.
R log 2 R x R x+logy x+y+z
2. Evaluate the integral 0 0 0
e dxdydz

4 Vector Integration
4.1 Ordinary Integral of Vectors
Let X(t) = x(t)i + y(t)j + z(t)k where x, y, z are continuous in a specified integral, be a vector
depending on a single scalar variable t. Then
Z Z Z Z
X(t)dt = i x(t)dt + j y(t)dt + k z(t)dt (13)
d
is called an indefinite integral of X(t). If there exist a vector S(t) such that X(t) = dt
(S(t)),
then Z b Z b
d
X(t)dt = (S(t)) = S(t) + c|ba = S(b) − S(a) (14)
a a dt

10
This integral can also be defined by a limit of a sum in a manner analogous to that of elementary
integral calculus.
R1
Example 4.1. r(t) = t2 i + 3tj + (2 + t)k, evaluate 0 r(t)dt.
Z 1 Z 1 Z 1 Z 1
2
r(t)dt = i t dt + j 3tdt + k (2 + t)dt
0 0 0 0
 3 1  2 1
t 3t 1 3
= i+ j + [t + t1 ]10 k = i + j + 2k (15)
3 0 2 0 3 2

4.2 Line Integrals

A line integral is an integral evaluated along a curve. Let r(t) = x(t)i + y(t)j + z(t)k where r(t)
is a position vector on (x, y, z) defined on curve C joining points P1 and P2 . We assume that C
is compose of a finite number of curves for each of which r(t) has a continuous derivative. Let
A(x, y, z) = A1 i + A2 j + A3 k be a vector function of position defined and continuous on C. The
integral of the tangential component of A along C from P1 and P2 expressed as:
Z P2 Z Z
A · dr = A · dr = A1 dx + A2 dy + A3 dz (16)
p1 C C

is called a line integral. For a closed curve C, the integral around C is given by
I I
A · dr = A1 dx + A2 dy + A3 dz (17)
C C

The line integral of the vector field A is independent of the path traversed if its value is the same
regardless of the allowable path taken from initial to terminal points. The notion of independence
of paths of line ingrals is characterized by the following theorems:
H
Theorem 4.2. A necessary and sufficient condition that C A · dr be independent of path is that
there exist a scalar function φ such that A = ∇φ.
H
Theorem 4.3. A necessary and sufficient condition that C A · dr be independent of path is that
∇ × A = 0.
H
Theorem 4.4. If ∇×A = 0, then the integral of A over an allowable closed path is 0. C A·dr = 0

Example 4.5. Find the total work done in moving a particle in a force field given by F = 3xyi −
5yj + 10zk along the curve x = t2 + 1, y = 2t2 , z = t3 from t = 1 to t = 2.

11
 Z Z
Total work = F · dr = (3xyi − 5yj + 10zk) · (dxi + dyj + dzj)
ZC C

= 3xydx − 5ydy + 10zdz

ZC2
= 3(t2 + 1)(2t2 )d(t2 + 1) − 5t3 d(2t2 ) + 10(t2 + 1)d(t3 )
t=1
Z 2
2
5 4 3 2 6 5
 4 3
= (12t + 10t + 12t + 30t )dt = 2t + 2t + 3t + 10t 
1 1
= 303
R
Example 4.6. If A = (3x2 + 6y)i − 14yzj + 20xz 2 k, evaluate C A · dr from (0,0,0) to (1,1,1)
along the following paths.
a) x = t, y = t2 , z = t3 . b) The straight lines from (0,0,0) to (1,0,0) then to (1,1,0) and then
to (1,1,1).

Z Z
A · dr = [(3x2 + 6y)i − 14yzj + 20xz 2 k] · (dxi + dyj + dzk)
C ZC
= (3x2 + 6y)dx − 14ydy + 20xz 2 dz
C

a) If x = t, y = t2 , z = t3 , points (0,0,0) to (1,1,1) correspond to t = 0 and t = 1 respectively.

Z Z 1
A · dr = (3t2 + 6t2 )dt − 14(t2 )(t3 )d(t2 ) + 20t(t3 )2 d(t3 )
C t=0
Z 1 1
2 6 9 3 7

10 
= (9t − 28t + 60t )dt = 3t − 4t + 6t 
t=0 0
= 5

b) Along the straight lines from (0,0,0) to (1,0,0) y = 0, z = 0, dy = 0, dz = 0 while x. On

this part of the curve, the integral is defined by:
Z 1 Z 1 1
2 2 2

3
(3x + 6(0))dx − 14(0)(0)(0) + 20x(0) (0) = 3x dx = x  = 1
x=0 0 0

Along the straight line from (1,0,0) and then to (1,1,0), x = 1, z = 0, dx = 0, dz = 0, y varies
from 0 to 1. The integral is thus given by:
Z 1
(3(1)2 + 6y)0 − 14y(0)dy + 20(1)(0)2 (0) = 0
y=0

12
Along the straight line from (1,1,0) and then to (1,1,1), x = 1, y = 1, dx = 0, dz = 0, z varies
from 0 to 1. The integral over this part of the path is given by:
Z 1 Z 1 3 1

20z  = 20
(3(1)2 + 6(1))0 − 14(1)(z)(0) + 20(1)(z)2 dz = 20(z)2 dz =
z=0 z=0 3 0 3

Summing the results of the integras over the three paths,

Z
20 23
A · dr = 1 + 0 + =
C 3 3
Exercise 5.
1. Find the work done in moving a particle once around a circle C (traversed in the positive
direction) in the xy-plane, if the circle has center at the origin and radius 3 if the force field is
given by: F = (2x − y + z)i + (x + y − z 2 )j + (3x − 2y + 4z)k.
R
2. If F = 3xyi − y 2 j, evaluate C F · dr where C is the curve in the xy plane, y = 2x2 , from (0,0)
to (1,2).

4.3 Surface Integrals

With surface integrals we will be integrating over the surface of a solid. In other words, the
variables will always be on the surface of the solid and will never come from inside the solid itself.
Let z = f (x, y) define a surface S in xyz space above a region R in the xy plane. Suppose that the
density per unit area of the surface is given by the function P (x, y, z). The notation for a surface
integral of a function P (x, y, z) on a surface S is
ZZ
P (x, y, z)dS.
S
 
 
Definition 4.7. The differential element of surface area dS is given by dS =  ∂P
dx
× ∂P 
dy 
dxdy for a
function P (x, y, z = f (x, y)) that is everywhere integrable on S.

Let P (x, y, z) = xi + yj + zk, then

∂P ∂z ∂P ∂z
= i + k, and =j+ k
dx dx dy dy
and
∂P ∂P ∂z ∂z
× =k− i− j
dx dy dx dy
Therefore
  s  2  2
 ∂P ∂P  ∂z ∂z
 dx × dy  = 1 + ∂x + ∂y


13
 Figure 2: Surface Integral

which is the surface area dA of the patch of a surface above an infinitesimal region in the xy plane.
Hence, the mass of the surface (density times area) is
q ∂z 0
P (x, y, f (x, y)) 1 + [fx0 (x, y)]2 + [fy0 (x, y)]2 dA, where = fx (x, y) (18)
∂x
In equation (18), we have used the facts that z = f (x, y) and that the density P (x, y, z) is essen-
tially constant on the small patch of surface. The total mass is the sum of the masses of the patches
of surface above all infinitesimal regions in R:
ZZ ZZ q
P (x, y, z)dS = P (x, y, f (x, y)) 1 + [fx0 (x, y)]2 + [fy0 (x, y)]2 dA.
S R
RR
Example 4.8. Compute the surface integral S (xy + z)dS where S is that part of the plane
x + y + z = 2 in the first octant.
0 0
If we let z = f (x, y) = 2 − x − y, such that fx (x, y) = −1 and fy (x, y) = −1. Thus the
integral becomes
ZZ ZZ p
P (x, y, z)dS = (xy + 2 − x − y) 1 + (−1)2 + (−1)2 dA
S R

The double integral can be expressed as:

Z 2 Z 2−x √ Z 2  Z 2−x √ 
3(xy + 2 − x − y)dydx = 3(xy + 2 − x − y)dy dx
0 0 0 0
2−x √ Z 2
√ Z 2 1 2
 
1 2 3 2 2
= 3 xy + 2y − xy − y dx = x(2 − x) + (2 − x) dx
0 2 2 0 2 0
√
= 2 3

(dA (area of a general infinitesimal region containing (x0 , y0 )) is replaced by dxdy).

RR
Example 4.9. Evaluate the surface integral S (x2 z + zy 2 )dS, where S is the hemisphere (x2 +
y 2 + z 2 = 4), z0

14
 ZZ s
dz 2 dz

(P (x, y, f (x, y)) ( ) + ( )2 + 1 dA
R dx dy
From the hemisphere, we have that r2 = x2 + y 2 + z 2 and for z = 0, we will have r2 = x2 + y 2 We
dz
have z 2 = 4 − x2 − y 2 , thus 2z dx dz
= −2x implying dx = − xz and 2z dy
dz dz
= −2y implying dy = − yz .
Therefore,

s 
x2 y 2 z 2
ZZ ZZ
2 1
2 2 2
p
(x z + zy ) + + dA = (x z + zy ) (x2 + y 2 + z 2 )dA
R z2 z2 z2 R z
ZZ p
= (x2 + y 2 ) (x2 + y 2 + z 2 )dA
ZR2π  Z 2  Z 2π Z 2
2
= 2 r (r)dr dθ = 2 r3 drdθ
0 0 0 0
Z 2π  2 Z 2π
1 4
= 2 r dθ = 2 4dθ
0 4 0 0
2π

= 2(4θ) = 16π
0

Exercise 6.
R
1. Evaluate R f (x, y, z)dS where f (x, y, z) = z 2 and S is the surface of the cone z 2 = x2 + y 2
between the planes z = 1 and z = 2.

5 Divergence and Stoke’s Theorems

5.1 Green’s Theorem
Green’s theorem states that a line integral around the boundary of a plane region R can be computed
as a double integral over R. If R is a “nice” region in the plane and C is the boundary of R with
C oriented so that R is always on the left-hand side as one goes around C (this is the positive
orientation of C), then:
I ZZ  
∂Q ∂P
P dx + Qdy = − dxdy (19)
C R dx dy

if the partial derivatives of P and Q are continuous on D. Let F = [P (x, y), Q(x, y)], we define
curlF = ∂Qdx
− ∂Pdy
. Thus, in vector form, Green’s theorem is written as
I ZZ
F · dr = curlF dxdy (20)
C R

15
 H
Example 5.1. Use Green’s theorem to compute I = C 3x2 y 2 dx + 2x2 (1 + xy)dy where c is a
circle with radius a.
P (x, y) = 3x2 y 2 and Q(x, y) = 2x2 (1 + xy) from which ∂Pdy
= 6x2 y and ∂Q
dx
= 4x − 6x2 y
Therefore
I ZZ  
2 2 2 ∂Q ∂P
3x y dx + 2x (1 + xy)dy = − dxdy
C R dx dy
ZZ ZZ
2 2
= (4x − 6x y − 6x y)dxdy = 4 xdxdy =to
R R

H
Example 5.2. Verify Green’s theorem in the plane for C (xy + y 2 )dx + xd y where C is a closed
curve of the region bounded by y = x and y = x2 .
Note that y = x and y = x2 intersect at (0,0) and (1,1). Thus along y = x2 from (0,0) to (1,1)
the line integral equals
I 1 I 1  1
2 4 2 3 4 3 4 1 5  19
(x(x ) + x )dx + x (2x)dx = (3x + x )dx = x + x  =
0 0 4 5 0 20

Along y = x2 from (1,1) to (0,0) we have

I 0 I 0
0
2 2 2

3
(x(x) + x )dx + x dx = 3x dx = x  = −1
1 1 1

19 1
The required integral will be −1 + 20
= − 20 .

Example 5.3. Prove Green’s theorem in the plane R bounded by the close curve C such that any
line parallel to the coordinate axis cuts the plane in at most two points.
Let the equations of the curve ACB and ADB be y = Y1 (x) and y = Y2 (x) (see Fig. ??)
respectively. Given that R is the region bounded by C, we have
ZZ Z bZ Y2 (x)
 Z b Y2 (x)
∂M ∂M 
dxdy = dy dx = M (x, y) dx
R ∂y a Y1 (x) ∂y a y1 (x)
Z b  Z b Z a
= M (x, Y2 ) − M (x, Y1 ) dx = − M (x, Y1 )dx − M (x, Y2 )dx
a a b
I
= M dx
C

then, I ZZ
∂M
M dx = − dxdy (23)
C R ∂y
Similarly, let the equation of the curves CAD and CBD be x = X1 (y) and x = X2 (y) respectively.

16
 Figure 3: Green Theorem

Then,
ZZ Z d Z X2 (y)
 Z d X2 (y)
∂N ∂N 
dxdy = dx dy = N (x, y) dy
R ∂x c X1 (y) ∂x c X1 (y)
Z d  Z c Z d
= N (X2 , y) − N (X1 , y) dy = N (X1 , y)dx + N (X1 , y)dy
c d c
I
= N dy
C

Then, I ZZ
∂N
N dy = dxdy (24)
C R ∂x
Adding equations (23) and (24) we have
I ZZ  
∂N ∂M
M dx + N dy = − dxdy
C R ∂x ∂y

5.2 The Divergence Theorem

The divergence theorem states that the surface integral of a vector field over a closed surface,
which is called the flux through the surface, is equal to the volume integral of the divergence over
the region inside the surface.
Let R be a three-dimensional solid bounded by a piecewise smooth closed surface S that has
orientation pointing out of R and let

F(x, y, z) = P (x, y, z) + Q(x, y, z) + R(x, y, z) (25)

17
be a vector field whose components have continuous partial derivatives. The Divergence Theorem
states that: ZZ ZZ ZZZ
F · dS = F · ndS = (∇ · F)dV
S S R
where n is the positive normal to S drawn outwardly.
∂P ∂Q ∂R
∇·F= + +
∂x ∂y ∂z
is the divergence of the vector field F (it’s also denoted div F) and the surface integral is taken over
a closed surface. The Divergence Theorem can be also written in coordinate form as:
ZZ ZZZ  
∂P ∂Q ∂R
P dydz + Qdxdz + Rdxdy = + + dxdydz
S R ∂x ∂y ∂z
As a particular case, by setting P=x, Q=y, R=z, we obtain a formula for the volume of solid G:
 ZZ 
1  
V =  xdydz + ydxdz + zdxdy  (26)
3 S

Let A = A1 i + A2 j + A3 k, then ∇ · A = ∂A ∂x
1
+ ∂A
∂y
2
+ ∂A
∂z
3
. The unit n, normal to S is given by
n = n1 j + n2 j + n3 k. Thus, n1 = n · j = cosα, n2 = n · k = cosβ, n3 = n · k = cosγ. Where
α, β, γ are the angles which n makes with the x, y, z axes respectively. The quantities cosα, cosβ,
cosγ are the direction cosines of n. Thus,

A · n = (A1 i + A2 j + A3 k) · (i cos α + j cos β + k cos γ)

= A1 cosα + A2 cosβ + A3 cosγ
RR
Example 5.4. Use the Divergence Theorem to evaluate the surface integral S F · dS of the vector
F(x, y, z) = (x, y, z) where S is the surface of the solid bounded by the cylinder x2 + y 2 = a2 and
the planes z = −1 and z = 1.
Applying the Divergence theorem:
ZZ ZZZ ZZZ  
∂ ∂ ∂
F · dS = (∇ · F)dV = (x) + (y) + (z) dxdydz
S G G ∂x ∂y ∂z
ZZZ ZZZ
= (1 + 1 + 1)dxdydz = 3 dxdydz
G G
Z 1 Z 2π Z a  2 a
r
= dz dφ rdr = 3(2)(2π)
−1 0 0 2 0
2
= 6πa

Exercise 7.
RR
1. Evaluate S F · ndS, where F = 4xzi − y 2 j + yzk and S is the surface of the cube bounded by
x = 0, x = 1, y = 0, y = 1, z = 0, z = 1

18
5.3 Stoke’s Theorem
The stoke’s theorem states that if S is an open, two sided surface bounded by a closed, non-
intersecting curve C, then if A has continuous derivatives, we have:
I ZZ ZZ
Adr = (∇ × A) · dS = (∇ × A) · n dS (27)
C R R

Let A = A1 i + A2 j + A3 k and n = cosαi + cosβj + cosgammak then,

 
 i j k 
∂ ∂ ∂ 
∇ × F =  ∂x ∂y ∂z 
A1 A2 A3 
     
∂A3 ∂A2 ∂A3 ∂A1 ∂A1 ∂A2
= − i− − j+ − k
∂y ∂z ∂x ∂z ∂x ∂y

     
∂A3 ∂A2 ∂A3 ∂A1 ∂A1 ∂A2
(∇ × F) · n = − cosα − − cosβ + − cosγ
∂y ∂z ∂x ∂z ∂x ∂y
and thus the theorem becomes:
Z Z        I
∂A3 ∂A2 ∂A3 ∂A1 ∂A1 ∂A2
− cosα− − cosβ+ − cosγ dS = A1 dx+A2 dy+A3 dz
S ∂y ∂z ∂x ∂z ∂x ∂y C

Example 5.5. Verify Stoke’s theorem for A = (2x − y)i − yz 2 j − y 2 zk where S is the upper half
surface of the sphere x2 + y 2 + z 2 = 1 with boundary C.
The boundary C of S is a circle of radius 1 in the xy plane with center at the origin. Let the
parametric equations of C be x = cost, y = sint, z = 0, 0 ≤ t ≤ 2π. Then
I I
A · dr = (2x − y)dx − yz 2 dy − y 2 zdz
C
ZC2π
= (2cost − sint)(−sint)dt = π
0
or  
 i j k 
∂ ∂ ∂ 

∇ × A =  ∂x ∂y ∂z  = k
(2x − y) −yz 2 −y 2 z 
Therefore ZZ ZZ ZZ
(∇ × A) · n dS = k · n dS = dxdy, (28)
S S R
since k · n = dxdy.
Z 1Z √
1−x2 Z 1 Z √(1−x2 ) Z 1 p
√
dydx = 4 dydx = 4 (1 − x2 )dx = π
−1 − 1−x2 0 0 0

and thus the theorem is verified.

19