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Chapter 13

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Chapter 13

calculus 3 chapter 13

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CHAPTER 13 Es VECTOR ANALYSIS Lo matiemetics, you never understand things: you just get used 10 thei. sgn HB Mn An eo ft OR 9 8 PREVIEW In this chapter, we combine what we have learned about differentiation, integration, and vectors to study the calculus of vector functions defined on a set of points in 3 We introduce fine integrals and surface integrats to study such things as fluid flow and then obtain a result called Green's theorem that enables line integrals to be computed in (erms of ordinary double integrals, This result is extended into R> to obtain Stokes theorens and the divergence theorem, which have extensive applications in areas such as {uid dynamics and electromagnetic theory. Voltage from an electric field u PERSPECTIVE How much work is done by a variable force acting along a given curve in space? How ccan the amount of heat lowing across a particular surface in unit time be measured, and js the measurement similar to measuring the flow of water or electricity’? We will use line integrals and surface integrals to answer these and other questions from physics and cengincering mathematics. CONTENTS a4 13.2 13.8 134 Bs 13.6 13.7 Properties of a Vector Field: Divergence and Curl Dofiniton of a vector fold Divergence Curl Line Integrals Definition of a line inte Line imegels with respect to eyed 2 Line Applications of ine in nse and work ‘The Fundamental Theorem and Path independence Fundamental theorem for Hine integrals Conservative vector fekls Independence of path Green's Theorem Green's theorem Area a a line integral Green's theorem for rmullply-connected regions Aernate forms of Green theorem Normal derivatives Surface Integrals Surfuce integration Fiux integrals Invegrals over parametreally defined surfaces ‘Stokes’ Theorem and Applications Stokes theorem Theoretical applications of Stokes’ theorem ‘Stokes’ theorem Divergence Theorem and Applications: ‘The divergence theorem Applications of the divergence ‘theorem Physical interpret divergence Chapter 13 Review Research Project Cumulative Review 1017 1018 13.1. Properties of a Vector Field: Divergence and Curt 13.1 PROPERTIES OF A VECTOR FIELD: DIVERGENCE AND CURL IN THIS SECTION: Definition of a vector field, divergence, curl Jn otder to mxel properties of electricity, magnetism, uid dynamics, and other applications, we use the notion of a vector field. After introducing some basic terminology, we consider two concepts, called the divergence and the ctr, which involve vector differentiation, We conclude by considering applications of these concepts in the study of uid motions. Definition of a Vector Field ‘The satellite photograph in Figure 13.1 shows wind measurements over the world’s ‘oceans. Wind direction is indicated by directed line segments, showing wind direction and wind speed. ona/ram ars Sy renner ver 322 Figure 18.1 The arrows on this world map show wind direction and magnitude This is an example of a vector fetd, in which every point in a given region oF the plane co space is assigned a vector. Here is the definition of a vector field in 3. For example, Fa 2xtte'}+ (tanZ)k ig-a vector field with f-component 2x2y, j-component e'*, and k-component tan § 18.1 Properties of a Vector Field: Divergence and Curl 1019 A vector field in R? can he thought of as a special case where there are no --coordinates and no k-components, ‘That is, a vector field in R? has the form For, 9) = May + NOY ‘To visualize a particular vector field Ffx,y,2), it often helps to select a number of points in the domain of F and then draw an artow emanating {rom each point P(a,b,) with the dizection of K(a,6,€) and length representing the magnitude [F¢a, b,c). We will refer to such a representation as the graph of F. Here is an example involving the _gcaph of a vector field in Example 1 Graph of a vector field Sketch the graph of the vector field F¢x,y) = yi~x, Solution We will evaluate F at various points, For example, FQ4) js and F(-1,2) = 24-1) a+) We can generate as many such vector values of F as we wish, Several are shown in Figure | ‘Vector fields are difficult to draw by hand, so most of the vector fields you see in Figure 13.2 The graph of a books are computer generated. It would be worthwhile o investigate drawing a vector YECtOr fold iicld sing a ealeulator or a computer. One of the most important applications of vector fits isin Avid dynamics, which is a part of fluid mechanics which deals with Nuid flows. A one-dimensional Rov is {flow that has spatial variations in one direction only, A two-dimensional Now is low in which special variations occur in some planar surface (thus involving two dire tions) A three-dimensional flow has spatial variations everywhere in a thre- dimensional space, The graph of a vector field often yields asetul information about the prop: erties of the field, A flow is said to be irroutional it the angular velocity st any point of the flow is zero, at any moment in ime. Otherwise, the flow is std to be rotational “The flow in Figure 13.30 is an irotational one, wherous Figure 13.3b suggests rotational Now, Sometimes, an irotaional flow is informally said to be parallel, and rotational flow is sad tobe circular, but these terms are imprecise. 4, An irrotational fluid flow A rotational flow Figure 13.3. Flow diagrams In fluid dynamies, if time derivatives of a flow field vanish, then the flow is con- sidered to be a steady flow. Otherwise, the fluid flow is said to be unsteady, Note that a 1020 ‘a. A central force field 18.1 Properties of a Vector Field: Divergence and Curl How field can be ierotational and at the same time unsteady? One should not confuse the trajectories of the flow particles with its other physical properties, Gravitational, electrical, and magnetic vector fields play an important role in physica! applications. We will discuss gravitational fields now, and electrical and! magnetic fields later in this section. Accordingly, we begin with Newton’s law of gravitation which says that a point mass (particle) m at the origin exerts on a unit point mass Toeated at the point P(x,,',2) a force F(r,y,z) given by where G is a constant (the universal gravi ‘extending from the point P toward the origin, The vector field F(x, ),2) is called the gravitational field of the point mass m, Because ucsy.2) ib yj 2k) Jere it follows that FC )62) = a ar ltl by toh) 2) = Tar A Ht Note that the gravitational field F always points toward the origin and has the same magnitude for any point m located r= y’x# + y* +22 units from the origin. Such a vector field is called a central force field. This force field is shown in Figure L3.4a, Other physical vector fields are shown in Figure (3.4b and Figure 13.4 b. Air flow vector field Wind velocity on a map Figure 13.4 Examples of physical vector fields Divergence Divergence and curt ave two operations on vector fields that originated in connection with the study of fluid flow. Divergence may be defined as follows, 18.1 Properties of a Vector Fil: Divergence and Gurl 1021 D ire arenere ofa vector fied 8.4 seatar fmetion, Example 2 Divergence of a vector field Find the divergence of each of the following vector fics. Fis) =2yibay) bGl,y.2) = abt y%e3j tart Sotution a div F +397 b. divG D4 3y2c? 4 Sic? . Suppose the vector field Veey.) = ules sci + vl yyc)i + whey, Zdke represents the voloeiy of a ‘lid with density a¢r,y.2) ata point (r.y.2) in a cenain region & in RS, Then the vector field pV is called the flux density and is denoted by D. We can think of D = pV as measuring the “mass flow" of the iui ‘Assuring there are no extemal processes acting onthe fi that would tend to create ‘or desroy fluid, it ean be shown that div D gives the negative of the rate of change of density with respect to time, that is a divp = ‘This is often referred o as the continuity equation of fluid dynamics. (A derivation is given in Section 13,7.) When div D = 0, D is said to be incompressible. By virtue of the continuity equation, incompressible flow represents Now in which the material density is constant within an infinitesimal volume that moves with the velocity of the Mid, I div D > 0 at a point (x,y0,20), the point is called a souree; if div D <0, the point called a sink (sce Figure 13.5). The terms sink, Source, and incompressible apply to any vector field F and are not reserved only for fluid applications. Ne sk SS “\s arS “SS Figure 19.5 Flow of a fluid across a plane region, D A useful way to think of the divergence div V is in terms of the del operator defined by a8’ itDitek ve a 1022 18.1. Properties of a Vector Field: Divergence and Curl Recall (from Section 11.6) that applying the del operator 1o the differentiable function (0.942) produces the gradient field FY, i+ d+ ak = oat ay Similarly, by taking the dot product of the operator V with the vector field V = uley,2)1 + vO, 342)) + wl y2)k, we obtain the divergence a a a veve(2i4 2j4 26 va (fie fie yt a a Ro + ay” + am fn. oy bw Tory Pe avy 5) + +p Curl ‘The del operator may also be used to describe another derivative operation for vector fields, called the cur S The curl ofa vector field isavecior fuetion. Note that cw (22 -8.-(te vxv fj kJ < Standard basis vectors 23a al og oR E « vou) «¥ ‘A vector field V such that curl V is identically equal to zero al every point is said to be inrotational. In case of a Muid flow, the flow velocity V is « vector field. The field curt is called the vorticity of the flow. The Mluid flow is said (0 be irrolational iF its velocity field V is inrotational, that is, if its vorticity (curl V) is identically equal to zero. ‘The determinant form of curt ¥ is a convenient device For remembering the definition and is helpful in organizing computations. 18.1 Properties of a Vector Field: Divergence and Cur! 1023 Note tha div isa seatarane! ext Example 3. Curl of a vector field Find the cur! of each of the following vector fields: and G = (eos y)i + ay Solution ii ok otre|2 2 2 istyz aye aye? = [292 -Zeyta]i-[2eye4 - = [Fo a of [om di 8 tsp 2, + [zero 20 x va] 2 (52? y+ Gy = pe + O72 = PDK = a = 0 ay?) ]i-[o- Zeros Sey? oa ]i fo a nfs +[2eo = 7 +xsiny)k s Example 4 A vector field with constant components has divergence and curl zero Let F = ai + 6j-+ck. Show that div F = 0 and curl F = 0. Example 4 shows that the diver- Solution Let F-= a+ + ck fr constants, , and Then revecendeurofaconnt ik ‘not mean theif div F = Dad j cutl F = 0, then F mst be a constant For instance, the non constant vector field a8 a GPs Os TO+ TO onal & ja be Fecyc) aad ty) ~2ck = 01-0) +0k has bor div F = Oanet -o col P=. 1024 The Laplacian is named for the reach mathematician Pierre LLupluce (1749-1827). See the Sistorieal Quest Section 12:3, Problem 60. 13.1. Properties of a Vector Field: Divergence and Cur, Combinations of the gradient, divergence, and curl appear in a variety of applications. In particular, note that iff isa differentiable scalar function, its gradient Vf is a vector field, and we ean compute aa af. af tL) J y+ tn). (4i4 4j4 He Ger sitet): (Seg ay er ee ax? * ay vos div F In the following box, we introduce some special notation and terminology for this operation. LAPLACIAN OPERATOR Lot (x,y,z) define a function with continuous first and second partial derivatives. Then the Laplacian of f is vip =V-VF af ef, vf tater a = Soa thy the ‘The equation V2/ = 0 is called Laplace's equation, and a function that satisties such an equation in ¢ region D is said to be harmonic in D. Note that if,fG0.9) is a function of two variables x and y, V2f = fey) + fy Osy) Example § Showing a function is harmonic Show that f(x,y) = e*e0sy is harmonic Solution —fult.y) =e" cosy fia ls.y) = €* cosy fley) = et siny Soy =e" cosy The Laplacian of fis given by VF Oy) = fe 8) tft) Thus, f is harmonic 18.1 Properties of a Vector Field: Divergence and Curl 1025 CR (rete marcel ‘Mople, Matlab, Mathematica, and many calculators will carry out most vector operations, For Example 2, we define Gor,y.2) +.2%k, and use technology: div bey's%az") simplifies to Ba? + 3y2s? +1 ‘You may need to enter a zero, as with Fox,y tay, as shown here: div [x?y,ay°,0] simplifies to xy? 4.29) Next, consider the vector field F from Example 3, F =.°yzi-+ay?2j taye7he ‘We can find the curt: curl [x?yz,ay"2,ayz"] simplifies to [x(@? —y*), ya? — Finally, consider the function f(x.) = e eos, to find LAPLACIAN(e*x cos(y). ft.) simplifies wo In many ways, the study of electricity and magnetism is analogous 10 that of Mud ‘dynamies, and the curl and divergence play an important role in this study. In elecira- ‘magnetic theory, itis olten convenient to regard interaction hetween electrical charges as forces somewhat like the gravitational foree between masses and then to seek quantitative measure of these forces. ‘One of the great scientific achievements of the 19th eentury was the discovery of the Jays of electromagnetism by the English scientist James Clerk Maxwell (see Sisiorical ucst, Section 13.7, Problems 57-60). These laws have an elegant expression in terms of the divergence and curl. It is known empirically that the force acting on a charge due to an electromagnetic field depends on the position, velocity, and amount of the particular charge, and not on the number of other charges that may be present or how those oer charges are moving. Suppose a charge is located at the point (x.y. div (eH) = a ae Gu eur B) = where @ is the electric charge density (charge per unit volume), J is the electric current density (rate at which the charge flows through a unit area per second), B is the magnetic lus density, ¢ is the speed of light, and je and ¢ are constants called the permeability: and permittivity, respectively. Working with these equations and terms is beyond the scope of this course, but if you are interested there are many references you can consult. One of the best (despite being almost 50 years old) isthe classic Feynman Lectures in Physies (Reading, Mass: Addison-Wesley, 1963), by Nobel laureate Richard Feynman, Robert Leighton, and Matthew Sands. 1026 PROBLEM SET 13.1 13.1. Properties of a Vector Field: Divergence and Curl RATION PROBLEM. Discuss the del oper- ator and its use in computing the divergence and curl. (ON PROBLEM. Discuss the dilfer- cence beween a vector valued Function and a vector field. In Problems 3-6, find div F and curl F for the given vector fiction. 3. Foxy 4. Foy) E4024 ?y 5. Fsys2) = 29) 6. Pix,y,2) zi —J+2yk It Problems 7-12, find div B ane curl R for each vector field F at she given point. 7. Fosy.c) 145+ kat 21,3) 8, Fosy,2) saht+yzj back at (1,12) 9. Fes, wei ty)tabat (23) 10. F(s,3,2) = (eos y+ (Sin yj + k at F270) AL Fos,y,2) =e Pit ej +e kat B,2,0) 12, F(x,9,2) = (7 sinyli +(e cosy j + kat (3.2) Find div F and curl F for each vector field F given in Problems 13-26. 13, F=Ginx)i+(eosy)j 1d. P= (—eoss i+ (6iny)j 15. Pasinys mxityj VPs 1B. F=81-y9) 2k 20, Pasty petk BL Payttel+ak 2, i tatytetj tb ytetk 23, P= (lnz)i-+ ej + tan! (2)k ei + (re 9k is harmonic. 27. als eo eosy ~ 31. Find div F, F(eey2) = ayhe?, 32, Find div F, given tha F = Vf, where Fls.y,2) aye? 33. JR (e,9,2) = 21-4 28j + 3ykeand G(x, yz) = x1 = 9) + ek, find curl(F x G), 34 WFO y ot tyes + 27K and G(x,y,2) = sit yj — zk, find curl x G). 35. 1R(,y2) = 2420) + 3yk and G(x,y,2) = xl 3) + 2k, find div(F x G). 36. IFC 9 vityeg + <7 and GOxy,2) = xi 9) = 2k, find div(F x G). 37. Lot A be a constant vector and let R= xi-+yj-+zk. Show that div(A x R) = 0. 38, Let A be # constant vector and let R= xi-+yJ-+2k. ‘Show that curl(A x R) = 2A, 39, Consider a rigid body that is rotating about the z-axis (Counterclockwise from above) with constant angular velocity « = ai +bj-+ek. IF isa point in the body located at R= xi-+yj-+ 2k; the velocity at P is given by the veetor field VW = ox R. 1, Express V in terms of the vectors, j, and k: ', Find div V and curl V, 40, EXPLORATION PROBLEM ITP = (f,2,4) is an arbitrary vector field whose components are twice differentiable, what can be said about cuifeurl F)? Which (if any) of the following is the same as divPxG) for all vector fields F and G? 1. div Pv @) 1, (curl F)-G—F- (curl G) Ml, Fidiy G) + (div YG IV. (curl F)-G-+F -(eurl G) 42, Show tha the fietd 41 B bali yt is incompressible, 43, IFO) Sula. y)i + vGr.3 show that curl F = Oi au du and only if In Problems 44-51, prove the given property for ihe vee- tor fields F and G, sealarc, and scalar functions f and g Assume that alf required partial derivatives exist and are continuous. 44, div(cR) =e div F 4S. div(F-+G) =div F+divG 46, curl(F +G) =curl F+-curl G 47. curl(eR) 48, curly E) =f cul P+ (Vf F) 49, div(fF) =f div F+ (Vf-F) 50. curl(VF + curl F)=curl( Vf) + euri(eurl Fy SL, div'Vg) =f div Vg + VF Ve cour 18.2 Line Integrals 1027 32, The curl ofthe gradient of a function is always 0,"That $4. curl R= 0; whatisdivR? Vx (Tf) =0. he) = ceuri( 4 53, Thedivegenceaf theca vectored is@. Tats, (HR) =O 56 ew div(curl F) = 0. 87, div(rR) = 4r 58, diver) = 2 PLORATION PROBLEM State and prove an ep ideatty for div C8 Ug), where fang ave diferen tiable sealar functions of, y. and Jn Problems 54-58, R= (x,42),and 60, Think Tank Problem Let F = (vy. 97,9"). Bither r= IRI = Vt + y? $24, In cach case, verify the given find a veetor field G such that F = curi G, or show that identity or answer the question. no such G exists. 13.2 LINE INTEGRALS IN THIS SECTION: Definition of a tine integral; line integrals with respect to x.y. and z; line integrals of vector fields: applications of line integrals: mass and work In Section 5.3, we introduced a Riemann integral and then in Section 6.5 we used it 10 compute the work done when an object moves along a line segment against a given orce, In this section, we ask the question, what if the object moves along a curve in space? To anywer that question, we introduce the notion of a line integral. A line integral is an integral whose integrand is evaluated at points along a curve in cor in B3. We will introduce line integrals in this section and show how they can be used for a variety of purposes in mathematics and physics Definition of a Line Integral Let C be 8 smooth curve, with parametric equations x 200) for @ $1 $ b, that lies within the domain ofa function (v.32). We say that C is orientable IF is possible to deseribe direction along the curve lor increasing. ‘To define a line integral, we begin by partitioning C into n subares, the kh of which has length Ase. Let (af,p{+52) be a point chosen arbitrarily from the kth subarc (see Figure 13.6). Figure 19.6 The curve C partitioned into subaros Form the Riemann sum das Tres Fa and let || As] denote the largest subare length in the partition. Then, if the limit arto. lim Of agog ebm fat exists, we call this imit the fine integral of f over C and denote it by fof (s,yy2) as 1028 rc & G Figure 13.7 Piecewise ‘smooth curve 18.2 Line Integrals LINE INTEGRAL If /(x,y,2) is defined on the smooth curve C with parametric equations x = x(0), y= y(), z= z(f)s then the line integral of f over C is given by [soos.2.d0= fim, Drotseedan . « ‘kel aslo provided that this limit exists, IFC isa elosed curve, we sometimes indicate the fine integral of f around C by Jef ds. It cam be shown thatthe limit that defines the line integral fof ds always exists if Fis continious at each point of C. Also, since the curve C is smooth, the component functions x (¢), (0), and 2(¢) will all be continuously differentiable. Thus, we have ds = Vie'OP + OP OP dt so the line integral can be written entirely in terms of 1: i [yenoe =[ FW. 90.20) VOPR FW OP + OF at Finally, if f(x,y) is a function of only wo variables and C is a curve in the plane, then » [rona= FD, 9) VPOP +O at xample 1 Evaluating a line integral in three variables Evaluate the Jine integral f.x22 ds, where C is the helix x = cost,y = 2r, 2 = int, frosts. Solution Since x"(¢) = —sint, y/(t) = 2, 2/(t) = cost, the line integral is if Peas = [ wore OP +b'OP + EOP a = (e081)? (sin yin? + DE + OSE dr On = [feos sine at " ‘The definition of a line integral can be extended (o curves that are piecewise smooth in the sense that they are the union of a finite number of smooth curves with only. endpoints in common, as shown in Figure 13.7. In particular, if C is comprised of a number of smooth subares C1, C2,.+.5Cy, then ‘This definition of line integration is illustrated in the following example. 18.2 Line Integrals 1029 Example 2 Evaluating a line integral over a union of curves Evaluate the line integral J xy ds, where C consists of th line segment Cy from (~3,3) 10 (0,0), followed by the portion of the curve Cz: L6y =. between (0,0) and (21). Solution The curve C is shown in Figure 13.8, ‘The segment C; is part of the line y ye and can be parameterized by the equations + over the interval —3 < ¢ <0. On this curve, we have sods = V(IP + (IP ar = V2ar and the line integral of f(x,y) = ay over Cy is ° [vas [ocnvia a ls = [View vO=s iyo 3 Figure 19.8. The curve Cin VE Example 2 ‘The curve Cz, 16y = x, ean be parameterized by the equations x = 21, et = en! =e for 0.sr 5 1. We find that (= 2,30 = 48, s0 ds = YORE GPP at ‘and the line integral over Cs is [oe es [ener a [ 1489) SW3—1) ‘Thus, the line integral over C is given by the sum. [ve ; [vat [ war=9v04 hov5—0 Icy ley 9 Let f be a given scalar funetion defined with respect ta s on a pigcewise smooth, ori ceatable curve C, Then, for any constant k, Constant mutipte rule: fara lc & [ye [ovtina= [sar [pas Ic le where fi and f° ae scalar respect to s on C. [se where —C denotes the curve C traversed in the oppo- site direction Sum r Opposite direction rul 1030 13.2 Line Integrals Subdivision rule: f fase] fast] fsbo + f fds ‘where C i$ the union of smooth orientable subares C=C) UC, U--UCy with only endpoints in Proof: The proof follows dirccily from the properties of limits and the definition of a line integral + Line Integrals with Respect to x, y, and z If As is replaced by Ax in the discussion leading to the definition of the line integral fe ft,y.2)ds, we obtain a definition for the line integral fe. flx.y,z)dx. Since x = x(0) iS dtferemiabie, we haved —x"(r)dlt and the line integral of f with respact 10. can be evaluated as Tollows: » [fonae FLOIO.LOL Wat Similarly, if ¢ and fe are continuous on C, then fees By combi obi avocinvind — frde= fmro.v,smre'ora g the line integrals with respect to the coordinate variables x, y', and z, we cera of the form ise Example 3 Evaluating a dad + gOxy.zddy + hos y.e)de] 1¢ integral with respect to coordinate variables Evaluate the Tine integral Solution Since x'(1) = 21, y°) = ~e7%, and 2'(0) =e", we have : fire sisrea [ [-2eHe Ie ele? — 20+ 21h S[-de t+ 1 tel —242))-[-2 +042) onde et Line Integrals of Vector Fields We will now discuss what it means to compute the line integral of a vector field. 18.2 Line Integrals 1031 LINE INTEGRAL OF A VECTOR FIELD Let Flay, 2) = w6tsy,2)i-b vy, 2) + way, 2)k be a vector field, and let C be 4 piecewise smooth orientable curve with parametric representation R= xii + yOI+ OK fora ptag.yfesphdon = [oes “ J ‘The center of mass of the wire is then the point (x, 2), where 1 £ fs 1033 1034 13.2 Line Integrals Example 7 Computing the mass of a thin wire using line integration. ‘A wite has the shape of the eurve Visins yy scost g=eost for O

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