MA231 - Vector Analysis
MA231 - Vector Analysis
Vector Analysis
WMS Revision Guide
Written by Khallil Benyattou
WMS
ii MA231 Vector Analysis
Contents
1 Review of MA134 Geometry and Motion 1
1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 The Tangential Line Integral . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 Flux . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Introduction
Authors
Written by Khallil Benyattou to reflect the 2016 course taught by Dr. Mario Micallef.
General structure and chronology inspired by D.S. McCormick’s 2007 edition.
Feedback
Improvements can be sent via e-mail at revision.guides@warwickmaths.org
You can also enter suggestions into the society’s feedback form at http://tinyurl.com/WMSGuides
Website
You can find more revision guides and lots of other useful material on the WMS website:
http://www.warwickmaths.org
You can also find scanned lecture notes for 2013, by Alex Wendland, on Dropbox:
https://www.dropbox.com/sh/5m63moxv6csy8tn/0EaztHn5TH
History
First Edition: 2007
Most Recent: 2016
Author’s Note
I’d like to offer my sincere thanks to Christopher Nguyen for allowing me to view his scanned notes for
the module. Without his help with proof-reading, the quality of this guide wouldn’t be the same.
MA231 Vector Analysis 1
• We will write x = (x1 , x2 , . . . , xn ) for a vector in Rn , and f : Rn → Rm for a function with components
f1 , . . . , fm : Rn → R.
Of course, notation elsewhere will vary but if you understand the general gist of the theorems and
results, interpreting them in other notation shouldn’t be too much of a problem.
Note that this integral depends on the orientation of the path. However, it does not depend on the
parametrisation of the curve. In particular, we can parametrise the curve Cpq (of length l) by arc-length
s and re-write our tangential line integral as:
ˆ ˆ l
dr
v · dr = v(r(s)) · ds.
Cpq 0 ds
Definition 1.3. A gradient vector field is a vector field v : Rn → Rn such that v = ∇f for some f : Rn →
R. If this is the case, we call f a scalar potential 1 of v.
The Chain Rule. Given a function f : Rn → R and a path r : [a, b] → Rn , we can define a new map
h : [a, b] → R to describe how our scalar field acts along the path by h(t) ..= f (r(t)). Then
n
dh d X ∂f dxi dr
= (f (r(t))) = (r(t)) = ∇f (r(t)) · ,
dt dt i=1
∂xi dt dt
dr dx1 dxn
where r(t) = (x1 (t), . . . , xn (t)) and = ,..., .
dt dt dt
1 It’s worth mentioning that scalar potentials aren’t unique. This is because ∇f = ∇g whenever g(x) ..= f (x) + c for every
real number c. Although not every vector field is a gradient field, they happen to be quite useful as they allow us to easily
evaluate line integrals.
2 MA231 Vector Analysis
FTC for Gradient Fields. Given a function f : Rn → R and a curve Cpq from p to q parameterised by
r : [a, b] → Rn , we have that ˆ
∇f · dr = f (q) − f (p).
Cpq
˛
n
Definition 1.4. A vector field v is called conservative if for all closed curves C ⊂ R , v · dr = 0.
C
Proposition 1.5. A vector field v : Rn → Rn is conservative iff ∀ p, q ∈ Rn , the tangential line integral
ˆ
v · dr
Cpq
1.3 Flux
Definition 1.7. Given v = (a, b) ∈ R2 , define v⊥ ..= (b, −a). v⊥ is pronounced v perp and is the rotation
of v clockwise by 90 degrees.2
Definition 1.8. Given a regular curve C that’s parameterised by r(t) = (x(t), y(t)),
dx dy
• a tangent to C is given by r0 (t) = , and
dt dt
. 0⊥ dy dx
• a normal to C is given by N(t) .= r (t) = ,− .
dt dt
Definition 1.9. The flux of a planar vector field v(x, y) = (a(x, y), b(x, y)) across a curve Cpq parame-
terised by r : [a, b] → R2 is defined to be the integral
ˆ ˆ b
v · n ds = v(r(t)) · N(t) dt,
C a
where n is the unit normal to C and s is again the arc length parameter of C. The flux can be thought of
as a measure of how much the field runs across the oriented curve in question. This is as opposed to the
field running along the curve, where we discussed the tangential line integral.
Definition 2.2. Given a planar vector field v : R2 → R2 where v(x, y) ..= (a(x, y), b(x, y)), its curl4 is a
function given by
∂b ∂a
curl v = ∇ × v ..= − .
∂x ∂y
Green’s Theorem. Let Ω ⊂ R2 be a region, v(x, y) = (a(x, y), b(x, y)) be a planar vector field on Ω and
t be the positively oriented unit tangent to the boundary ∂Ω. Then,
¨ ˛
curl v dA = v · t ds.
Ω ∂Ω
We’ve been discussing regions a whole lot so it’s good to get a precise feel for what they are.
Definition 2.3. A subset Ω of Rn is called a region if there’s a map f : Rn → R satisfying the following
conditions:
If there is such an f , we call it a defining function of the region Ω. Note that f isn’t unique i.e. there
are many possible choices of defining function.
The Divergence Theorem also applies to planar regions, Ω ⊂ R2 . This follows from Green’s Theorem
applied to v⊥ where n is an outward pointing unit normal from Ω.
¨ ˛
∇ · v dA = v · n ds
Ω ∂Ω
If the divergence of a vector field is locally constant in a region, we can say that the divergence is a
measure of the flux per unit volume of the vector field.
4 The reason for the notation ∇ × v is because the curl of a vector field v = (a, b, c) in R3 is given precisely by the
determinant below. This determinant isn’t a literal cross product of a “vector of differential operators” and the vector field,
but it’s reminiscent.
i j k
.
curl v = ∂x ∂y ∂z
.
a b c
4 MA231 Vector Analysis
Definition 2.9. A surface S ⊂ R3 is regular if ∀ p ∈ S, ∃ > 0 and there’s a region Ω ⊂ R2 such that
B(p, , S) = {x ∈ S : kx − pk < } can be parameterised by a regular map r : Ω → R3 i.e. at all points in
Ω, we have that
∂r ∂r
n= × 6= 0.
∂u ∂v
So on a regular surface S, we can assign a unit normal vector given by n/knk on small pieces of the surface.
Definition 2.10. A regular surface S ⊂ R3 is orientable if a choice of unit normal can be continuously
assigned on all of S.
Stokes’ Theorem5 . Let S be a regular surface in R3 , oriented by a continuous choice of unit normal n,
and let v be a vector field on R3 . Let t be a unit tangent to ∂S which is positively oriented with respect
to n in the sense that n × t points into S. Then,
¨ ˆ
curl v · n dA = v · t ds.
S ∂S
2.4 Applications
Lemma 2.11. Let Ω be a solid region in R3 and f : Ω → R3 be continuously differentiable on Ω. Then6
∇ × (∇f ) = 0 in Ω.
Proof. Let S be an arbitrary surface. Applying Stokes’ Theorem to ∇f on S gives
¨ ˆ
FTC
∇ × (∇f ) · n dA = ∇f · t ds = f (q) − f (p) = 0
S ∂S
= 0 since ∂ (∂S) = ∅.
Definition 2.13. A region Ω ⊂ R3 is said to have trivial 1st homology if, inside of Ω, every closed curve
C is the boundary of some surface S.
Definition 2.15. A region Ω ⊂ R3 is said to have trivial 2nd homology if, inside of Ω, every closed surface
S is the boundary of some region E.
Definition 3.1. For z ∈ C and ε > 0, the open ball of radius ε around z is B(z, ε) = {w ∈ C : |w − z| < ε}.
Definition 3.2. A set E ⊂ C is open if ∀z ∈ E, ∃ r > 0 such that B(z, r) ⊂ E.
From now on, E will always denote an open subset of C.
Definition 3.3. Let (zn )n∈N be a sequence in C where zn = xn + iyn . Then (zn ) converges to some z ∈ C
if |zn − z| → 0 as n → ∞. More precisely, this means that ∀ ε > 0, ∃ N ∈ N such that whenever n > N ,
zn ∈ B(z, ε). As usual, z is called the limit of the sequence and we write that zn → z.
The usual rules for limits of sequences follow from this definition. If (zn ) → z and (wn ) → w then
(zn + wn ) → z + w, (zn wn ) → zw and zn /wn → z/w so long as w 6= 0.
If the limit does indeed exist, we call the limiting value the derivative of f at z, written f 0 (z).
Note that this condition is more restrictive than in the real case. This is because there are more ways
for a sequence (hn ) to tend to 0 in C. The following examples serve to illustrate this point more concretely.
7 This f (z + hn ) − f (z)
is equivalent to saying that the limit lim exists for every null sequence (hn )n∈N in C.
n→∞ hn
6 MA231 Vector Analysis
f (z + hn ) − f (z) z + hn − z hn
δ ..= = = .
hn hn hn
In the case that hn = 1/n, δ = 1. If hn = i/n, then δ = −i/i = −1. Since these two differ, the limit
doesn’t exist and f is accordingly not differentiable at any point z ∈ C.
I’m beginning to sound like a parrot but the usual rules for differentiation i.e. the product, quotient
and chain rules remain valid for complex differentiation.
Using our correspondence, we’ll look at complex and real differentiability. Let the complex number
h = h1 + ih2 correspond to the real vector h = (h1 , h2 ).
The linear map A(x0 ,y0 ) is then called the Fréchet derivative of F at (x0 , y0 ). Using the standard basis of
R2 , our linear map A(x0 ,y0 ) has a matrix representation. In fact, it’s the familiar Jacobian matrix!
∂u ∂u
∂x (x0 , y0 ) ∂y (x0 , y0 )
A(x0 ,y0 ) = = DF(x0 , y0 )
∂v ∂v
(x0 , y0 ) (x0 , y0 )
∂x ∂y
Given f = u + iv, we can say that f is continuous if and only if u and v are both continuous.
However, the same is not true of complex differentiation. As a counterexample, consider f (z) = z so that
f (x + iy) = x − iy. Letting u(x, y) = x and v(x, y) = −y, we see that both u and v are differentiable but
f is most certainly not complex differentiable according to 3.6. Naturally, as mathematicians we want to
see what’s up; we seek conditions on u and v that guarantee the differentiability of f !
The thought process is to begin by supposing that f is differentiable and consider the following difference
quotients, incrementing f in the directions of the coordinate axes. This means that we’d be looking at
h = ε and h = εi as ε → 0 in R for the x and y axes respectively.
8 The significance of the negative sign for the second entry of the vector field is explained in section 3.5.
MA231 Vector Analysis 7
The complex differentiability of f tells us that the following two limits are equal (and in fact all limits
as h → 0 in C are too).
f (z + ε) − f (z) ∂u ∂v
f 0 (z) = lim = +i
ε→0 ε ∂x ∂x
f (z + εi) − f (z) ∂v ∂u
f 0 (z) = lim = −i
ε→0 εi ∂y ∂y
Equating real and imaginary parts, we arrive at the Cauchy-Riemann equations: ux = vy and vx = −uy .
This set of equations is a necessary condition for the complex differentiability of f . If we add continuity
of the partial derivatives, we get that it is also a sufficient condition:
Definition 3.10. Consider an oriented curve C in the complex plane, parameterised by z : [a, b] → C
defined by z(t) = x(t) + iy(t). Given a continuous function f : C → C, we define the following integrals:
ˆ ˆ b
dz dz dx dy
(i) f dz ..= f (z(t)) dt where = +i
C a dt dt dt dt
ˆ ˆ b
dz dz dx dy
(ii) f dz ..= f (z(t)) dt where = −i
C a dt dt dt dt
ˆ ˆ b s 2 2
dz dz dx dy
(iii) f |dz| ..= f (z(t)) dt where = +
C a dt dt dt dt
Example 3.11. Let f (z) = 1/z where z ∈ C \ {0} and C be the unit circle centred at the origin traversed
counterclockwise. We can parameterise C with z : [0, 2π] → C defined by z(t) = eit . By invoking the
parameterisation at (∗), we have that
‰ ‰ 2π
1 (∗) 1
dz = ieit dt = 2πi.
|z|=1 z 0 eit
It happens to be the case that the Cauchy-Riemann equations are linked to the notions of divergence
and curl from the first half of the course. This is a consequence of basic re-arrangement!
∂u ∂v ∂ ∂
= ⇐⇒ (u) + (−v) = 0 ⇐⇒ ∇ · f = 0
∂x ∂y ∂x ∂y
∂u ∂v ∂ ∂
=− ⇐⇒ (−v) + (−u) = 0 ⇐⇒ curl f = 0
∂y ∂x ∂x ∂y
Definition 3.12. A vector field f that satisfies curl f = 0 is called irrotational. If f satisfies ∇ · f = 0,
then it is called incompressible.
Proposition 3.13. If f = u+iv satisfies the Cauchy-Riemann equations, then u and v are both harmonic.
Proof.
∂ ∂u ∂ ∂u CR∂ ∂v ∂ ∂v
∆u = + = + − =0
∂x ∂x ∂y ∂y ∂x ∂y ∂y ∂x
It’s important that our region Ω be simply connected i.e. that it doesn’t contain any holes. Otherwise,
Cauchy’s Theorem doesn’t apply. Below is an example on C \ {0}.
MA231 Vector Analysis 9
Example 3.14. Recall the integral identity from example 3.11. This doesn’t contradict Cauchy’s Theorem
because {z : |z| = 1} isn’t the boundary of any region Ω in E ..= C \ {0}. If {z : |z| = 1} were the boundary
of some region, the region would need to contain the origin.
The estimation lemma will come in handy in the final exam. Make sure to apply it very carefully, only
when comparing the magnitudes (absolute values) of complex numbers. Make certain that you’re well
acquainted with the standard and reverse triangle inequalities. They’ll be of paramount importance when
trying to bound integrands from above when trying to evaluate integrals.
Cauchy’s Theorem concerns itself with a region Ω in which f is holomorphic at every point. Does this
remain the case if f isn’t holomorphic at a single point in Ω? How about several points? To answer these
questions, we must add a few more conditions and this leads us nicely into the discussion of Cauchy’s
integral formulae.
Cauchy’s Integral Formula. Suppose that f : E → C is holomorphic and z0 ∈ E. Choose a ρ > 0 such
that B(z0 , ρ) ⊂ E. Let C ⊂ E be a closed curve such that there exists a region Ω ⊂ E \ {z0 } with ∂Ω =
C ∪ (−∂B(z0 , ρ)). Then for every z0 ∈ B(z0 , ρ), with the contour integral being taken counterclockwise,
we have that ‰
1 f (z)
f (z0 ) = dz.
2πi C (z − z0 )
Cauchy’s integral formula expresses the fact that a holomorphic function on a closed disk is completely
determined by its values on the disk’s boundary.
Taylor’s Theorem. Let f : E → C be holomorphic and suppose that B(z0 , R) ⊂ E. Then there exists a
sequence of complex numbers an such that for all z ∈ B(z0 , R), the power series below converges and is
equal to f (z):
∞
X
f (z) = an (z − z0 )n .
n=0
For each n ∈ N0 , the an ’s are defined by the nth Cauchy Integral Formula (abbreviated as CIn ) given by
ˆ
1 f (z)
an ..= dz.
2πi |z−z0 |=R (z − z0 )n+1
f (n) (z0 )
In particular, f is infinitely often C-differentiable on B(z0 , R) and an = .
n!
∞ ∞ ∞
X (−1)n z 2n+1 X (−1)n z 2n X z 2n
sin(z) = cos(z) = cosh(z) =
n=0
(2n + 1)! n=0
(2n)! n=0
(2n)!
10 MA231 Vector Analysis
Example 3.16. The objective is to find the power series expansion of 1+e2z about z0 = πi/2. Accordingly,
we want to find a sequence of terms an that puts our original function 1 + e2z into the form
∞ n
X πi
an z − .
n=0
2
In order to do this, we need to re-arrange our term involving the exponential to align it about πi/2.
∞ n ∞ n
2z 2(z− πi ) +πi 2(z− πi )
X 2n z − πi2
X 2n z − πi2
1+e =1+e 2 =1−e 2 =1− =−
n=0
n! n=1
n!
Our second condition is that f is bounded i.e. there exists an M > 0 satisfying |f (z)| 6 M for all z ∈ C.
By the Estimation Lemma, we have that
ˆ
0 M M
|f (z)| 6 |dz| = .
2πR2 |w−z|=R R
Fundamental Theorem of Algebra. Every non-constant polynomial p(z) = a0 +a1 z +· · ·+an z n ∈ C[z]
has at least one root.
Proof. Suppose that p(z) is non-constant and has no roots. A function f : C → C is said to be entire if it
is complex differentiable at every point of C. Then 1/p is an entire function and we need only prove that
it is bounded and thus constant. If an 6= 0 for n > 1, z 6= 0, we can write
p(z) a0 a1 an−1
= + + · · · + + an .
zn zn z n−1 z
p(z) |an |
Note that the first term converges to 0 as z → ∞ and for sufficiently large |z|, n >
and
z 2
n
= |z|
1 1 2 1 z→∞
p(z) |p(z)| |z|n 6 |an | |z|n −→ 0
Finally, 1/p is bounded and, by Liouville’s theorem, constant i.e. 1/p = c ⇐⇒ p = 1/c which contradicts
our original assumption that p is non-constant. Hence, p has at least one root.
Closing Remarks
Vector Analysis isn’t a very proof oriented course. Instead, it would benefit you to have a working knowl-
edge of the theorems and be able to make different types of calculations quickly. The exam itself is quite
time-pressured so although it’s easier said than done, try to keep a calm mind9 and not rush. Haste makes
waste.
Good luck,
Khallil