05 - lecture note 5 - vector differential calculus
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For function !ith multi$variale :
z
f
y
fk
x
fh)z,y,x(f)z,ky,hx(f oooooo
++
=+++
z
f
y
fk
x
fh)z,y,x(fd
+
+
=
(5$0)
or
f f ff dx dy dz
x y z
= + +
(5$)
5.0. ulti$variate scalar calculus
o Chain rule
Chain rule for multi$variate scalar function against aritrar2 variale:
))v,u(z),v,u(y),v,u(x(fW=
v
z
z
w
v
y
y
w
v
x
x
w
v
wu
z
z
w
u
y
y
w
u
x
x
w
u
w
+
+
=
+
+
=
(5$3)
Chain rule for multi$variate scalar function against s"ace an, time:
))t(z),t(y),t(x(fW=
+
+
=
t
z
z
w
t
y
y
w
t
x
x
w
t
w
(5$5)
z
w)t('z
y
w)t(y
x
w)t(x
t
w
+
+
=
(5$4)
o Variation against s"ace (s"atial Variation)
zz
wy
y
wx
x
ww
+
+
=
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dzz
wdy
y
wdx
x
wdw
+
+
=
w w ww dx dy dz
x y z
= + +
(5$)
*#am"le : variation of flu# against s"ace an, timeis e#"resse, as :
dtt
vdz
z
vdy
y
vdx
x
vdv
+
+
+
=
(5$6)
t
v
z
vv
y
vv
x
vv
Dt
Dvzyx
+
+
+
=
(5$7)
5.. 8ra,ientof scalar fiel,(s"atial variation)
kz
fj
y
fi
x
f
z
f,
y
f,
x
ffgrad
+
+
=
=
(5$19)
=
z
f,
y
f,
x
ff
kz
jy
ixz
,y
,x
+
+
=
=
(5$11)
o 'irectional ,erivative
Fig. 5.0: 'irectional ,erivative
X
)x(f)xx(f
x
flim
0x
+=
: in # ,irection
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;
C
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S
)(f)(f
flim
0
+=
: in s ,irection
S
)!(f)"(flim
0
=
(5$10)
S
)!(f)"(f
ffD lim
0#
=
=
(5$1)
*
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fgrad%#f%#fD
f
fgrad%#f%#
# ===
==
(5$17)
=n fig. 5.0- # is unit ,irectional vector. For an aritrar2 & vector- it is otaine, the
follo!ing ,irectional ,erivative- !hich is in line !ith the ,irection of & vector an, is
e#"resse, as
f%&%&
ffD& =
=
(5$09)
From e
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Fig. : h2sical meaning of ,irectional ,erivative over iso$lines
!ill e ma#imum if coinci,e !ith rd or # or &
o 8ra,ient as normal vector of intersection "lane
Fig. 5.3: 8ra,ient as a normal vector
Lecture Note & 'r.r. Lili *o +i,o,o- /
5$4
+
rd
*
'
d
r
: tangent line
)t(r)t(r
)t(u
(0,0,0)
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Fig. 5.5: Normal vector on iso$lines
rove :
/calar function is generall2 e#"resses as :
)z,y,x( or ))t(z),t(y),t(x(
(5$0)
arametric e
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[ ]*,,3),0,( =
2%1)',0,'( =
0) 8iven : (x,y,z) x*/ -y*/ xy + *z + 1. Com"ute ,erivative of ,irecte,
to!ar, vector [ ]43,4152,4151a= at "oint (', 0, ')%
Ans!er :
[ ]*,,3),0,( =
[ ] [ ]*,,3%43,4152,415141
%fD
# == a
'0%*41
'**==
) 8ive unit vector normal of "lane ( x, y , z) *x + y + 3z + '0
Ans!er :
[ ]3,,*)0z3yx*( =+++=
[ ]3,,*.=
[ ]3,,*1
.%
.
+ ==
Character of gra,ient in general:
o 8ra,ient of scalar fiel, has similar ,irection !ith its normal-
o 8ra,ient increases to!ar, increasing value of corres"on,ing fiel,-
o >rans"ort "hanomena !ill ,irect to the ,ecreasing value of corres"on,ing fiel,-
o /calar value (mo,ulus) of gra,ient e
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5.3. 'ivergenceof vector fiel,
[ ]* v,v,vv =
' * div ( v ) v v v % vx y z
= + + =
(5$0)
[ ]* v,v,v%z
,y
,x
=
Com"are ?
fz
,y
,x
ffgrad
==
La"lace o"erator(*)
( ) ( )
===
z,
y,
x%
z,
y,
x%%div *
*
*
*
*
*
*
zyxz,
y,
x%
z,
y,
x
+
+
=
=
(5$06)
5.5. Curlof vector fiel,
[ ]* v,v,vv =
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ky
v
x
v
jxv
zv
iz
v
y
v
vvv
zyx
kji
vxv6url
'*
,'
*,
,*'
+
+
===
(5$07)
0xgrad6url ==
(5$9)
Lecture Note & 'r.r. Lili *o +i,o,o- /
5$19