vector calculus - mmedvin.math.ncsu.edu•recall: fundamental theorem of calculus (ftc)...
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Vector Field (definition)
• Definition: Vector Field is a function F that for each (x,y)\(x,y,z) assign a 2\3-dimensional vector, respectively:
• Examples of VF: gradient, direction field of differential equation.
• Vector field vs other functions we learned:
2 3
: function of 1,2,3variables
: vector (of size 1,2,3) valued function, e.g. parametric curve
: parametric surface
: vector field ( 2,3)
n
n
n n
f n
r n
r
n
→ =
→ =
→
→ =F
( ) ( ) ( )
( ) ( ) ( )
, , , ,
( , , ) , , , , , , , ,
x y P x y Q x y
x y z P x y z Q x y z R x y z
=
=
F
F
Vector Field (how to sketch it)
• We draw VF as vectors
starting at points
Examples:
( ) ( ) ( ) ( ) ( ), , , \ , , , , , , , ,P x y Q x y P x y z Q x y z R x y z
( ) ( ), \ , ,x y x y z
x
y
Q
P
General case
Uniform\Constant VF:F=<1,2>Uniform\Constant VF: F=<2,1>
Vector Field (how to sketch it)
• More examples:
( ), , ,f x y xy f y x= = =F ( ), , , ,0y x
x y zz z
= −F( ), ,x y x y=F
Line Integral (the idea)
• Consider smooth curve C be given by:recall: smooth means is continuous and
• Divide [a,b] into subintervals
• Denote a piece of C corresponding to and displacement as .
• Denote a sample point on .
• Consider that function f(x,y) is defined along C.
• What do you think about the followingRieman-like sum
( ) ( ) ( ) , , ,r t x t y t t a b=
tt0 tn
,i
b at a i t t
n
−= + =
1,i it t−is
* *,i ix yis
is
( )* *
1
,n
i i i
i
f x y s=
( )'r t ( )' 0r t
sub−arc 𝑠𝑖
Line Integral (definition)
• Let f be a function defined along a curve C given by
then the line\contour\path\curve integral is defined by
• Recall: Arclength formula:
( ) ( ) ( ) ( ) ( ) ( ) ( ) , , , , ,r t x t y t or r t x t y t z t t a b= =
( ) ( ) ( ) ( )* * * * *
1 1
, lim , , , lim , ,n n
i i i i i i in n
i iC C
f x y ds f x y s or f x y z ds f x y z s→ →
= =
= =
( )2 2 2 2 2 '
b b b
t t t t t
a a a
L x y dt or L x y z dt or L r t dt= + = + + =
Line Integral (2 theorems)
• 1) Let f be continuous function along curve C (defined as before):
regardless of the parameterization as long as the curve traversed exactly once between a and b.
• 2) Let be piecewise smooth curve, then
( ) ( ) ( )( ) ( ) ( )( )
( ) ( ) ( ) ( )( ) ( ) ( )( )
( ) ( )( ) ( ) ( ) ( )
2 2
2 2 2
, , , or
, , , , , or
' , for either , or , ,
b b
t t
C a a
b b
t t t
C a a
b
C a
dsf x y ds f x t y t dt f x t y t x y dt
dt
dsf x y z ds f x t y t z t dt f x t y t x y z dt
dt
f x ds f r t r t dt x x y x x y z
= = +
= = + +
= = =
1 2 ...C C C=
1 2
...C C C
f ds f ds f ds= + +
Line Integral(examples)
• 1) Let (half circle, r=2), evaluate
Solution: We have the arclength is thus
( ) 2cos ,2sin ,0r t t t t = 2
C
x yds
( ) ( )( ) ( )2 2 2, 2cos ,2sin 4cos 2sin 8cos sinf x y x y f r t f t t t t t t= = = =
( )' 2 sin ,cos 2r t t t= − =
( )( ) ( )
1
2 2 2 2
cos'0 0 1
328cos sin 2 16 cos sin 16
3u tr tC f r t
x yds t t dt t tdt u du
=−
= = = =
Line Integral(examples)
• 2) Letevaluate
Solution:
( ) ( )1 1 2 28 ,4 ,5 ,0 1 and 1,2, 5 , 1 0C r t t t t t C r t t t= = = = − −
1 2C C
x y zds
+ +
( )( )( )
( )
( ) ( )( )
( )( )( ) ( )
1
2
1 2
11 1 2
0 0 0'
00 0 2
1 1 1'
7 9 88 4 5 8 16 25 7 9 8 7 9 8
2 2
1 25 551 2 5 0 0 25 5 3 5 5 3 5 5 3 5 15
2 2 2 2
C r tf r t
C r tf r t
C C
tx y zds t t t dt tdt
tx y zds t dt tdt t
x y zds
− − −
++ + = + + + + = + = + =
+ + = + − + + = − = − = − − − = + =
+ +
( )1 2
7 9 8 55 7 859
2 2 2C C
x y zds x y zds+
= + + + + + = + = +
Line Integral(examples)
• 3) Evaluate where C is a line between (1,2) and (3,-1)
Solution: parameterize
to get
Alternative Solution: parameterize
to get
13C
xyds
( ) ( )1 1,2 3, 1 1 2 ,2 3r t t t t t= − + − = + −
( )( )1 2 2 3
13 13C
t txyds
+ −=
( )( )
4 9
f r t
+
( )
1 1
2
0 0'
12 6
2r t
dt t t dt= + − =
( ) ( )1 3, 1 1,2 3 2 , 1 3r t t t t t= − − + = − − +
( )( )3 2 1 3
13 13C
t txyds
− − +=
( )( )
4 9
f r t
+
( )
1 1
2
0 0'
13 11 6
2r t
dt t t dt= − + − =
Line Integral(theorem + definition)
• In previous example we traversed a curve (line) in two opposite direction and got the same result – it didn’t happen by an accident.
• Theorem: Denote by -C the same curve as C, but with different direction:
• Definition: Denote a line integral with respect to arclength, a line integral with respect to x: ,with respect to y:and analogically in 3D .They often occur together, e.g.
C Cf ds f ds
−=
Cf ds
( ) ( ) ( )( ) ( ), , 'b
C af x y dx f x t y t x t dt=
( ) ( ) ( )( ) ( ), , 'b
C af x y dy f x t y t y t dt=
( ) ( ) ( ), , , , , , , ,C C C
f x y z dx f x y z dy f x y z dz
( ) ( ) ( ) ( ), , , ,C C C
f x y dx g x y dy f x y dx g x y dy+ = +
Line Integral(example)
• Evaluate
Solution:
2 ,4 ,5 ,0 1
t t tt
ydx zdy xdz+
+ +
( )
( )
( )
( )
( ) ( )
( )
( )
1 1 1
2 ,4 ,5 , 0 0 00 1 ' ' '
1 1
0 0
4 2 5 4 2 5
4 20 5 2 29 10 24.5
y zt t tx
t x t y t z t
d d dydx zdy xdz t t dt t t dt t t dt
dt dt dt
t t t dt t dt
+
+ + = + + + +
= + + + = + =
Line Integral of Vector Field
• Reminder:• A work done by variable force f(x) in moving a particle from a to b along the x-
axis is given by .
• A work done by a constant force F in moving object from point P to point Q in space is .
• Unit tangent vector:
• Consider now a variable force F(x,y,z) along a smooth curve C. • Divide C into number of a small enough sub-arcs so that the force is roughly
constant on each sub-arc.
• The displacement vector becomes unit tangent (T) times displacement ( ):
( )b
aW f x dx=
W PQ= F𝐅 is ~c𝑜𝑛𝑠𝑡𝑎𝑛𝑡 𝑜𝑛 𝑠𝑖
( ) ( ) ( )( ) * * * *
1, , , ,j i i i i i iPQ s x t y t z t t t t−= T
is
( )( )
( )
'
'
r tt
r t=T
Line Integral of Vector Field(cont)
• Finally the work of F(x,y,z) along C is given by
• Denote
( ) ( ) ( )( ) ( ) ( ) ( )( )
( ) ( )
* * * * * *
1
lim , , , ,
, , , ,
n
i i i i i i jn
i
C C
W x t y t z t x t y t z t s
x y z x y z ds ds
→=
=
= =
F T
F T F T
( ) ( )' or 'd r t dr r t= =r
( )( )( )
( )
'
'C
r tds r t
r t = F T F ( )'r t
( )( ) ( )( )( ) '
'
b b b
drr ta a a
dt r t r t dt d= F
F F r
Line Integral of Vector(example)
• Let VF be given by and
• the curve C byEvaluate .
Solution:
, ,x x y x y z= + + +F
Cd F r
( ) sin ,cos ,sin cos ,0 2r t t t t t t = +
( )
( )( ) ( )
( ) ( )
( )
22
'
2 2
2cos2sin
2
0
sin ,cos sin ,2 sin cos cos , sin ,cos sin
32cos 3sin 1 cos 2 1 cos 2
2
3 sin 2 31 cos 2 1 cos 2
2 2 2
r t dtr t
tt
C
d t t t t t t t t t dt
t t dt t t dt
td t t dt t
=
==
= + + − −
= − = + − −
= + − − = + −
F
F r
F r
2
0
sin 2
2
tt
− = −
Line integral of Vector vs Scalar fields
• Letandthen
( ) ( ) ( )( , , ) , , , , , , , ,x y z P x y z Q x y z R x y z=F
( )( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( )
'
, , , , , , , , ' , ' , '
, , ' , , ' , , '
, , , , , ,
b
C a
b
a
b
a
b
a
d r t r t dt
P x y z Q x y z R x y z x t y t z t dt
P x y z x t Q x y z y t R x y z z t dt
P x y z dx Q x y z dy R x y z dz
=
=
= + +
= + +
F r F
( ) ( ) ( ) ( ), , ,r t x t y t z t a t b=
Fundamental Theorem for Line Integrals
• Recall: Fundamental Theorem of Calculus (FTC)
• Definition: A vector field F is called a conservative vector field if there exist a potential, a function f, such that .
• Theorem: Let C be a smooth curve given by . Let F be a continuous conservative vector field, and f is a differentiable function satisfying . Then, .
f= F
( ) ,r t a t b
f= F
( )( ) ( )( )C C
d f d f r b f r a = = − F r r
( ) ( ) ( )'b
aF x dx F b F a= −
Fundamental Theorem for Line Integrals(cont)
• Proof:
( )( ) ( )
( )( )
( )( ) ( )( )
' , , , ,
b b
x y z
C a a
b b
x y z
a a
dx dy dzf d f r t r t dt f f f dt
dt dt dt
dx dy dz df f f dt f r t dt
dt dt dt dt
f r b f r a
= =
= + + =
= −
r
Fundamental Theorem for Line Integrals(cont)
• Definition: Let F be continuous on domain D. The integralis called independent of path in D if for any two curves C1, C2 with the same initial and end points, we have
• Corollary: A line integral of a conservative vector field is independent of path.
• Definition: A curve C is called closed if its terminal points coincides.
2 1C Cd d = F r F r
𝐶1
𝐶2
𝐴
𝐵
Cd F r
Fundamental Theorem for Line Integrals(cont)
• Theorem: The integral is independent of path in D if and only if on any closed curve C.
Proof: (➔) Let is independent of path in D. Let C be arbitraryclosed curve. Choose any two points on C, A and B. Let C1 be the curve from A to B, and C2 from B to A, so that , then
() Let on any closed curve C in D. Choose A,B∈D and let C1, C2 be arbitrary paths from A to B. is closed curve, thus
Cd F r
1 2C C C=
1 2 1 2
0C C C C C
d d d d d−
= + = − = F r F r F r F r F r
0C
d = F r
Cd F r
0C
d = F r
1 2C C C= −
1 2 1 2 1 2
0C C C C C C C
d d d d d d d−
= = + = − + = F r F r F r F r F r F r F r
Fundamental Theorem for Line Integrals(cont)
• Theorem: Suppose F=<P,Q> is continuous vector field on an open connected region D. If is independent of path in D, then F is conservative vector field in D, that is there is f such that .
Proof: Let (a,b)∈D be arbitrary fixed point. Define .
Due to independency of path we can choose path C from (a,b) to (x,y) that crosses (x1,y)∈D, x1 is const.
Similarly,
Cd F r
f= F
( )( )
( ),
,
,
x y
a b
f x y d= F r
( )( )
( )
( )
( )1, ,
, ,
,
x y x y
x
a b a b
d df x y d d
dx dx= = F r F r
( )
( )
1
0, no ,
,
xx y
x y
d dd Pdx Qdy
dx dx
=
+ = + F r
( )
( )
1 1
, 0
,
x y xdy
FTCx y x
dPdx P
dx
=
= =
( )( )
( )
( )
( )
( )
( )1
1
, , ,
, , ,
,
x y x y x y
y
a b a b x y
d d df x y d d d
dy dy dy= = + F r F r F r
0, no y
dPdx
dy
=
=( )
( )
1 1
, 0
,
x y ydx
FTCx y y
dQdy Qdy Q
dy
=
+ = =
(x,y1)
(x1,y) (x,y)
(a,b)
Fundamental Theorem for Line Integrals(cont)
• Theorem: Suppose F=<P,Q> is a conservative vector field and P,Q has continuous first order partial derivatives on domain D, then
Proof: Let f be the potential, i.e. , therefore
P Q
y x
=
, ,x yP Q f f f= = =F
xy yx
P Qf f
y x
= = =
Fundamental Theorem for Line Integrals(cont)
• Definitions:1) A simply connected curve is a curve that doesn’t intersect itself between endpoints. 2) A simple closed curve is a curve with butfor any .
3) A simply connected region: is a region D in which every simple closed curve encloses only points from D. In other words D consist of one piece and has no hole.
( ) ( )r a r b= ( ) ( )1 2r t r t
1 2a t t b
Fundamental Theorem for Line Integrals(cont)
• Theorem: Let be a vector field on an open simply connected region D. If P,Q have continuous first order partial derivatives on domain D and , then F is conservative.
• Example: Determine whether is conservative.Solution: Not conservative, since
,P Q=F
P Q
y x
=
( ), sin , sinx y x y y x=F
( ) ( )sin cos cos siny xy xP x y x y y x y x Q= = = =
Fundamental Theorem for Line Integrals(cont)
• Example: Show that and find the potential.
Solution: , indeed F is conservative.
• To find the potential start with
note that the constant of integration can be function of y.
• To find g differentiate and compare to Q:
to get
• Finally, since any potential works, set const=0 to get
( ), , ,x y P Q x y x y= = + −F
( ) ( ) ( )2
, ,2
x
xf x y f x y dx x ydx yx g y= = + = + +
( ) ( )1y x xyP x y x y Q= + = = − =
( )'yf x g y x y= + = −
( )2 2
,2 2
x yf x y yx= + −
( ) ( )2
2'
yg y g y dx ydx const= = − = − +
Green’s Theorem
• Definition: A simple closed curve is said to be positive oriented if it traversed counterclockwise.
Counterclockwise – positively oriented Clockwise – negatively oriented
Green’s Theorem(the theorem)
• Green’s Theorem: Let C be positively oriented piecewise-smooth, simple closed curve in the plane and let D be the region bounded by C. If P and Q have continuous partial derivatives on an open region that contains D, then
• Note: The circle on the line integral ( ) is sometime related to the positive oriented curve and sometime even drawn with an arrow on the circle:
Q Px y
C D
Pdx Qdy dA
+ = −
Green’s Theorem(cont)
• One views the Green’s theorem as a counterpart of Fundamental Theorem of Calculus
• Green’s theorem
• FTC theorem
• Notice that in both, the left side is on the domain while the right one is at the boundary of the domain.
Q Px y
D D
dA Pdx Qdy
− = +
( ) ( ) ( )'b
aF x dx F b F a= −
Green’s Theorem(proof)
Proof:
• Formulate D as domain of type I and show that
thus, let and let , as depicted
which is the same as
• Similarly, one formulate D as domain of type II to show thatQ
x
D D
Qdy dA
=
Py
D D
Pdx dA
= − ( ) ( ) 1 2,D a x b g x y g x=
2 3 41C C CC C=
C1:y=g1(x)
-C3:y=g2(x)C2
C4
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( )( )
, 2,, 1 1 ,1 , 1 12 ,2
1,
x g ax g b g b t b g b t g a t a gx a txD
b b
a b
Pdx Pdx Pdx Pdx Pdx
P dx x x Pdxg
−− + +
= + − +
= +
( )( )2,
b a
a a
xP x xx dg Pd− +
( )
( )
( )
( )
( )( ) ( )( )2 1
1 2
1 2, ,
g x g xb b b
P P Py y y
D a g x a g x a
dA dydx dydx P x g x P x g x dx
− = − = = −
Green’s Theorem(cont)
• Example: Let D be square . EvaluateSolution: Using Green’s theorem,
• Verify
( ) ( )2 3 2 2D
x xy dx y xy dy
− + − 0,2 0,2
( ) ( ) ( ) ( )
( )
2 3 2 2 2 3
222 2 2 22 22
2 2 2 2 3
00 0 0 00 0
2 2
22 3 2 3 4 3 2 2 8
2 2
D D DP Q
Q Px xy dx y xy dy dA y xy x xy dA
x y x y
xy xy dxdy xy y dy y y dy y y
− + − = − = − − −
= − + = − + = − + = − + =
( ) ( )2 3 2
2 2 2 2 2 22 2
2 2 2 3 2 2 2
0 00 0
0,,2
0 0 0 0
2,,0
2
4 2 8 4 4 2 16 8 8
yxyD x
x xy dx y xy dy
x dx y ydy x xdx y dy xdx ydy x y
− + − = + − − =
= + − − − − = − = − = − =
Green’s Theorem(extensions)
• How to use Green’s theorem beyond its original formulation? • In the case when the curve C is not closed (but its line integral isn’t “nice”):
• Connect the endpoints of C with any simple curve 𝐶1 to get 𝐶2 = 𝐶 ∪ 𝐶1
• Now, can conveniently(?) be evaluated using Green’s theorem and
• Hint: The best choice of 𝐶1 will make easy.
• In the case the region D has a hole, i.e. is not a simply connected.
• Rewrite D as union of simply connected regions (see example)
• Use the version of Green’s theorem for Union of Domains(TBD on next slide)
1C2 1C C C
= − 2C
D1
D2
Green’s Theorem(extensions)
• Theorem: Let D be a domain. Rewrite D as union of 2subdomains, e.g., let and , such that and ,
then 1 2D D D=
1 2D C C = 3 1 2C D D= 1 1 3D C C = ( )2 2 3D C C = −
( )1 3 2 3
1 2 1 2
Q Px y
D C C C C
C C C C
dA Pdx Qdy Pdx Qdy
Pdx Qdy Pdx Qdy Pdx Qdy
−
− = + + +
= + + + = +
Green’s Theorem(extensions)
• Example: Evaluate .
• Solution: For a smart use of Green’s Theorem: choose any P and Q,
such that .
• For example , gives
DA dA=
1Q P
x y
− =
0,P Q x= =
D DA dA xdy
= =
Green’s Theorem(extensions)
• Let C: . Evaluate:
• Solution: reformulate the curve as or which is a
half circle, or in polar coordinates . Connect the
ends of the half circle with a line along x-axis, from 0 to 1.
( ) 2, , 0,1r t t t t t= −
( )
1 1 ,0
cos2
0 0
1 1 1
6 2 3
1cos cos 2 2 2 sin
6
x yC C C C R x
x x
x yR R R
Pdx Qdy Pdx Qdy Pdx Qdy Q P dA Pdx Qdy
Q P dA e y e y y dA ydA r rdrd
Pdx Qdy
+ = + − + = − − + = − = −
− = − − = = =
+
( )1
20 1
2
,0 00
1sin 0 0
2 2
t
x
d te t tdt
dt
=
= − + = =
( ) ( )2 2sin cos cosx x
C
P Q
e y y x dx e y y dy− + + −
cos ,0 / 2r =
2y x x= −2 2y x x+ =
Green’s Theorem(extensions)
• Example: Let C be a ring with radiuses 1 and 2 centered at the origin.
1 2
3 3 2 2 2 2
22 2 43
0 1 1
3 3 3 3
453 3 2
4 2
x xy y
C D DQ Q QP P P
y dx x dy x y dA x y dA
rr drd
+ = − − + − −
= − = − = −
Curl and Divergence
• Let F=<P,Q,R> be a vector field on . Assume that all partial derivatives of P,Q,R exists, then• the curl of F is defined as
• the divergence of F is defined as
curl det , ,
i j k
R Q P R Q P
x y z y z z x x y
P Q R
= = = − − −
F F
3
div , , , ,P Q R
P Q Rx y z x y z
= = = + +
F F
Curl and Divergence(cont)
• Example: Let . Then ,
curl 0 since
cos sin ,
cos ,and
cos
and
R Qx yz xyz yz
y z
P Ry yz
z x
Q Pz yz
x y
=
= − =
= =
= =
F
sin , cos , cosf yz xz yz xy yz= =F
( ) ( ) ( )2 2 2 2
div , , sin , cos , cos
0 sin sin sin
yz xz yz xy yzx y z
xz yz xy yz x y z yz
=
= + − + − = − +
F
( ), , sinf x y z x yz=
Curl and Divergence (cont)
• Theorem: Suppose f(x,y,z) has continuous second-order partial derivatives, then
• Theorem: If F is vector field defined on whose component functions have continuous partial derivatives and , then F is a conservative vector field.
• Theorem: Suppose F=<P,Q,R> is a vector field on and has continuous second-order partial derivatives, then
curl 0=F
( )curl , , , , 0x y z zy yz xz zx yx xyf curl f f f f f f f f f = = − − − =
3
3
2 22 22 2
divcurl div , , 0R Q P R Q P Q Q
y z z x x y x
P P
y z z
R R
x y x yxyz z
= − − − = − + − + − =
F
Curl and Divergence (cont)
• Recall: , where 𝐓 is the unit tangent vector.
• Green’s theorem in vector form (Tangential Component): Let𝐅 = 𝑃 𝑥, 𝑦 , 𝑄 𝑥, 𝑦 , 0 , then
• Proof:
( )
0 0
1
curl , , , ,0 0 , 0,
curlD D D D D
Q P Q P Q PP Q
x y z z z x y x y
Q P Q PdA dA dA Pdx Qdy d
x y x y
= =
=
= = − − − = −
= − = − = + =
F k
F k k k F r
( )curlD D
dA d
= F k F r
D D
d ds
= F r F T
Curl and Divergence (cont)
• Recall: unit normal vector is given by
• Green’s theorem in vector form (Normal Component): Let F=<P,Q> be a vector field and , then
• Proof:
( ) ( ) ( ),r t x t y t=
( )div ,C D
ds x y dA = F n F
( )( ) ( ) ( )( ) ( ) ( )( ) ( ) ( )
( )
( ) ( )
( )
( ) ( )
( )
' , ' ' '
' '
' '
'
, , ,y t x t Py t Qx t
r t r t
Py t Qd t
r tC
r t P x t y t Q x t y t
ds
− −
+
= =
=
F n
F n ( )'r t
( )( )
( )'
div ,
b b
a a
b
Green sa D D D
dt Pdy Qdx
QP P QQ dx Pdy dA dA x y dA
x y x y
= −
− = − + = − = + =
F
( )( )
( )
( ) ( )
( )
in 2 ,
verify!' , ''
' '
D
y t x tt
t r tt
−= =
T
Tn
Curl and Divergence (cont)
• Example: Evaluate , where D is unit disk.
• Solution: Previously we would evaluate it directly using a trigonometric identity
• Now we can do something else, let and , then , and
• Furthermore, notice that F is conservative VF (since ), therefore vanishes on every closed curve, i.e. no integration required here.
( )( ) ( )
2 2
2 2 2 2 2 2 2 2
0 0'
cos sin ,cos sin ,0 sin , cos ,0 cos sin cos sin 0D D
r tr t
y x dA d t t t t t dt t t t tdt
− = = − = − = F
F r
2 2, ,0x y xy=F
2 2
D
y x dA−
( )1 22 1 2 1 4
2 2 2 2 2 3
00 0 0 0 0
sin 2 1sin cos cos 2 0 0
4 2 4D
ry x dA r rdrd r drd
− = − = − = − = − =
( )2 2 curly x− = F k( ) cos ,sinr t t t=
2 2x y= F
Curl and Divergence (cont)
• Example: Evaluate , where C is a circle of radius 2.
• Solution 1:
• Solution 2: Notice that normal to C is and
thus
( )22 2 4
2 2 2
0 0 0
1 1 1div , 2
2 2 2 4C D D
rds x y dA y x dA r rdrd
= = + = = =
F n F
( ),
,
x yt
x y=n
2 2
2 2
x y
x yC
ds+
2 2
2 2 2 2
2 2
2cos 2sin
2cos 2sinx y
x y t tC
t tds+ +
= ( )'r t ( )2 2 2
22 2 2
00 0 0
12 8
4cos sin sin 2 sin 4tdt t tdt tdt t
= = = − =
2 22 2
2 2
,
,
1,
2
x yx y
x yx yxy x y
=
+=
F n
Surface Integral
• Definition: Let 𝑆 be surface . Let 𝑃𝑖𝑗∗ be a
sample point on a patch 𝑆𝑖𝑗 which area is given by .• 𝑆𝑖𝑗 is defined by , consequently
The surface integral is given by
( ) ( ) ( ) ( ) ( ), , , , , , , ,r u v x u v y u v z u v u v D=
ij u vS r r u v =
1 1, ,i i j ju u v v− −
( ) ( ) ( ) * * * * * * * * *
1 1 1, , , , , , , , ,ij i j i j i j i i j j jP x u v y u v z u v u u u v v v− − =
( ) ( )*
,1 1
, , limm n
ij ijm n
i jS
f x y z dS f P S→
= =
=
Surface Integral(cont)
• Theorem:
• Note that the area of the surface S is
• Reminder:
• Note: The relationship of surface integral and surface area are analogical to the relationship between the lineintegral and arclength.
• Example:
( ) ( )( ), , , u vD
S
f x y z dS f r u v r r dA=
( ) ( )( ) ( ), , '
b
C a
f x y z ds f r t r t dt=
( ) 1 u vD
S
A S dS r r dA= =
( )( )
( )( ) ( ) ( )22
: ,
, , , , , 1x y
D z g x y D
f x y z dS f x y g x y g g dA =
= + +
Surface Integral(cont)
• Example: Let S be a unit sphere. The parametric representation is given by
( )
2 2 3 22
2 2
2 3 2
0 0 0 0
2
3
0 0
1 cos 2cos sin sin sin cos
2
1 1 1 4sin 2 cos cos
2 2 3
sin cos sin
3
cosS D D
r r dAx dS
d d d d
dA
= =
+= = −
= + − + =
( ), sin cos ,sin sin ,cos ,0 ,0 2r =
2 2
sin sin ,sin cos ,0
sin cos ,sin sin ,cos sin sin
cos cos ,cos sin , sinr r
=
= −
=
−
Surface Integral (cont)
• Definition: A two-sided surface S is called oriented if the unit normal vector n is defined at every point (except the boundary points). The orientation is chosen by direction (positive or negative) of the unit normal, in other words by choosing the side.
• Example: A Mobius strip is one-sided surface, therefore non orientable.
• A torus is two-sided, so it can be oriented inward or outward.
• Definition: A closed surface is a boundary of solid region. A closed surface is considered positive oriented if the unit normal points outward.
Surface Integral (cont)
• Definition: Flux of F across surface S is defined by
• Notice the difference between and , and the similarity with .
• Evaluation:
S S
d dS = F S F n
dS dS dr
( )( )( ) ( ),
u v
u v
u v
u v
r r
r r
S S S
r r
u v u vr r
D D
d dS dS
r u v r r dA r r dA
= =
= =
F S F n F
F F
Surface Integral (cont)
•
• Rate of flow of a fluid with density 𝜌 and velocity field Ԧ𝑣:
• Electric flux of an electric field E through the surface S: .
• Gauss’s Law: a net charge enclosed by a closed surface S:
where 𝜀0 is permittivity of free space.
• Let K be a conductivity constant of a substance and let u(x,y,z) denote
temperature of a body. The of heat flow is given by −𝐾∇𝑢 and the rate
of heat flow by .
( ): ,
, , , ,1x y x y
D z g x y D D
d P Q R g g dA Pg Qg RdA =
= − − = − − + F S
SdS v n
Sd E S
0S
Q d= E S
S
K u d− S
Surface Integral(cont)
• Example: Let F=<x,y,z> and
( )( ) ( ) ( )2
0
0 0
, sin sin 2 cos 4C D D
d r dA d dr r A d
= = = = − = F S F
( ), sin cos ,sin sin ,cos ,0 ,0 2r =
2 2
sin sin ,sin cos ,0
sin cos ,sin sin ,cos sin
cos cos ,cos sin , sinr r
−
=
= −
( )( ) ( ) ( )2 2 2 2 2
,
sin sin sin cos
sin
cos cos cos sin
r r r r r r
=
=
+
=
−
F
Stokes’ Theorem
• Let S be an oriented piecewise-smooth surface that is bounded by a simple closed piecewise-smooth boundary curve C with positive orientation. Let F be a vector field whole components have continuous partial derivatives on an open region in that contains S. Then,
3
curlS S
d d
= F r F S
Stokes’ Theorem(cont)
• Stokes’ Theorem says that the line integral around the boundary curve of S of the tangential component of F is equal to the surface integral over of the normal component of the curl of F.
• One of the important uses of Stoke’s Theorem is in calculating surface integrals over “non convenient” surface using surface integral over more convenient surface with the same boundary:
1 1 2 2
curl curlS S S S S
d d d= =
= = F S F r F S
Stokes’ Theorem(cont)
• One see Stokes’ Theorem as a sort of higher dimensional version of Green’s theorem. Really, if S is flat and lies in xy plane, then n=k and therefore
which is a vector form of Green’s theorem.
• Thus, Green’s theorem is a private case of Stokes Theorem.
( )curl curlS S S
d d dS
= = F r F S F k
Stokes’ Theorem(cont)
• Proof (of the light version): We restrict our proof only for the case of S given as z=g(x,y).
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )'
, , , , , ,
b b
x yS
a a
b
x y y xGreen s
a D
x z x x z x
d P x y z dx Q x y z dy R x y z dz Pdx Qdy R z dx z dy
P Rz dx Q Rz dy Q Rz P Rz dAx y
Q Q z R R z
= + + = + + +
= + + + = + − +
= + + +
F r
( ) y yxz Rz+( ) y z y y z yP P z R R z− + + +( ) x xyz Rz+( )
( ) ( ) ( )
( )( ): ,
, , , ,1 curl
D
y z x z x y x y
D
x y u v
D D D z g x y
R Q P R Q P
y z z x x y
dA
R Q z P R z Q P dA
z z dA r r dA d =
− − −
= − − − − + −
= − − = =
F F S
( ) ( )( ),
' 'x y
f x g x y x
f g g y
= = +
Stokes’ Theorem(cont)
• Example: Verify Stokes’ Theorem for over S:
• From the other side we have, , therefore
, ,yz xz xy=F 2 2 1z x y= +
( )2
cos ,sin ,1 0
2
0
2 2
2 2
00 0
cos ,sin ,1 sin ,cos ,0
sin ,cos ,cos sin sin ,cos ,0
sin 2sin cos cos 2 0
2
t t
d t t t t dt
t t t t t t dt
tt tdt tdt
= −
= −
= − + = = =
F r F
xyz= F curl 0 0S S
d d = = F S S
Stokes’ Theorem(cont)
• Example: Evaluate
• Solution: It is clear that a direct evaluation of the line integral is
awkward. Therefore, denote , and
use Stokes’ Theorem. We also need . Finally,
( )2
, , 2 2 6 6 6Stokes
disc discz
I x y z dS dA A disc ==
= − + = = = n kn
𝐼 = ර
cos𝑡,sin𝑡,2
𝑒− Τ𝑥2 2 − 𝑦𝑧 𝑑𝑥 + 𝑒− Τ𝑦2 2 + 𝑥𝑧 + 2𝑥 𝑑𝑦 + 𝑒− Τ𝑧2 2 + 5 𝑑𝑧
curl , , 2 2x y z= − +F
2 2 2/2 /2 /2, 2 , 5x y ze yz e xz x e− − −= − + + +F
Stokes’ Theorem(cont)
• Example: Let and C be an intersection between cylinderand . Evaluate .
• Thus direct integration won’t be nice; therefore we try Stokes. Let the surface S be elliptical region on plane .
2 2, ,y x z= −F2 2 1x y+ = 2y z+ =
( )32
2 2
1
0
: 2 : 1 curl
22 1 2 2
00 0 0 03
1 2
2 3 3
1 12 sin
2 2
curl 0,0,1 2 , ,1 1 2
1 2 sin 2 sin cos
x y
C S z y DD x y
rr
d d y g g dA ydA
r rdrd d d
= − + =
+
= = + − − = +
= + = = + = − =
F n
F r F S
C
d F r
( )
( )( ) ( )
( )
22
23 2
cos ,sin ,2 sin
sin ,cos , 2 sin sin ,cos , cos
sin cos 2 sin cos
r t t t t
r t d t t t t t t
t t t t
= −
= − − − −
= + − −
F r
2y z+ =
Divergence Theorem
• Let E be a simple solid region and let S be the boundary surface of E, given with positive (outward) orientation. Let F be a vector field whose component functions have continuous partial derivatives on an open region that contains E. Then
• Note the similarity with Normal Component Green’s Theorem:
( )div ,C D
ds x y dA = F n F
divS E
d dV = F S F
Divergence Theorem(cont)
• Proof: Let F=<P,Q,R>, we want to show
• Consider , then
• are proved in a similar manner using the expressions for E as a type II or type III region, respectively.
div zyE
xE E SE Ss Show
S S
P dV P dQ dV Q dSdV R dV R dSS
dS d
= + + = + +
=
=
iF k n
F n F S
nn j
( )
( )
( )( ) ( )( )
1 3
2
1
,
1
,
2 ,, , ,, ,
u x y
zE
D u x
S
y D
S
R x y u x y
R
R dV RdzdA R x y u x y
d SS
dA
R d
= = −
+ =
k nk n2
3either 0 or
S S
S
R dS R dS = =
− = k n
k n k n
( ) ( ) ( ) ( ) 1 2type I
, , : , , , ,E x y z x y D u x y z u x y=
,S E SE
yx Q dVP dV QP S dSd == j ni n
Divergence Theorem(cont)
• Example: Let and S be defined by
on top, on sides and at the bottom.
212
, ,xy y z= −F
0z =
2 24 3 3 ,1 4z x y z= − −
2 2 1,0 1x y z+ =
divS E
d dV y y = = − F S F
( )
2
22 1 4 3 2 1
4 3
0
0 0 0 0 0
12 1
2 2 4
00 0
1
3 54 3 2 2
4 2
rr
E
dV rdzdrd rz drd
r r drd r r
−−
+ = =
= − = − =
Divergence Theorem(cont)
• Example: Let , S spherical solid of radius 2 in first octant.
• Example: Let
3 3 3, ,x y z=F
/2 /2 2
2 2 2 4
0 0 0
2/2 /2 /25/2
0
0 0 00
div 3 3 sin
3 32 48 483 sin sin cos
5 5 2 5 5
S E E
d dV x y z dV d d d
d d d
= = + + = =
= = = − =
F S F
23 cos , , sinzy z x e x y=F
div 0 0S E E
d dV dV = = = F S F
Decision Tree Vector CalculusQuestion
Line Integral Surface Integral
ClosedCurve?
ClosedSurface?
The Divergence Theorem
Parametrize,Solve Directly
yes no
Work/FluxLine/Surface
yes no
2D/3DConservative?
Green’s Theorem Stoke’s Theorem
2D 3D
Fundamental Theorem of Line
Integral
Parametrize,Solve Directly
yes no