EE 204 Chapter 3 Vector Calculus Part 1
EE 204 Chapter 3 Vector Calculus Part 1
EE 204 Chapter 3 Vector Calculus Part 1
VECTOR CALCULUS
This nation was founded by men of many nations and background. It was founded
on the principle that all men are created equal, and that the rights of every man are
diminished when the rights of one man are threatened.
—JOHN F. KENNEDY
3.1 INTRODUCTION
Differential elements in length, area, and volume are useful in vector calculus. They are
defined in the Cartesian, cylindrical, and spherical coordinate systems.
59
dl 5 dx ax 1 dy ay 1 dz az (3.1)
dS 5 dy dz ax
dx dz ay (3.2)
dx dy az
and illustrated in Figure 3.2.
dv 5 dx dy dz (3.3)
These differential elements are very important as they will be referred to throughout
the book. The student is encouraged not to memorize them, but to learn how to derive
them from Figures 3.1 and 3.2. Notice from eqs. (3.1) to (3.3) that dl and dS are vectors,
whereas dv is a scalar. Observe from Figure 3.1 that if we move from point P to Q (or Q to
P), for example, dl 5 dy ay because we are moving in the y-direction, and if we move from
Q to S (or S to Q), dl 5 dy ay 1 dz az because we have to move dy along y, dz along z, and
dx 5 0 (no movement along x). Similarly, to move from D to Q (or Q to D) would mean
that dl 5 dx ax 1 dy ay 1 dz az.
The way dS is defined is important. The differential surface (or area) element dS may
generally be defined as
dS 5 dS an (3.4)
where dS is the area of the surface element and an is a unit vector normal to the surface
dS (and directed away from the volume if dS is part of the surface describing a volume). If
we consider surface ABCD in Figure 3.1, for example, dS 5 dy dz ax, whereas for surface
PQRS, dS 5 2dy dz ax because an 5 2ax is normal to PQRS.
What we have to remember at all times about differential elements is dl and how to get
dS and dv from it. When d l is remembered, dS and dv can easily be found. For example, dS
along ax can be obtained from dl in eq. (3.1) by multiplying the components of dl along ay
and az; that is, dy dz ax. Similarly, dS along az is the product of the components of dl along
ax and ay; that is, dx dy az . Also, dv can be obtained from d l as the product of the three
components of dl, that is, dx dy dz. The idea developed here for Cartesian coordinates will
now be extended to other coordinate systems.
dl 5 dr ar 1 r df af 1 dz az (3.5)
dS 5 r df dz ar
dr dz af (3.6)
r dr df az
dv 5 r dr df dz (3.7)
ρ dφ aφ az
dz
dz
dρ
dρ ρ dφ
aρ
(a) (b) (c)
y
x
dl 5 dr ar 1 r du au 1 r sin u df af (3.8)
dθ
dS 5 r2 sin u du df ar
r sin u dr df au (3.9)
r dr du af
r sin θ dφ r sin θ dφ aφ
ar
dr
r dθ
r dθ dr
aθ
(a) (b) (c)
y
x
dv 5 r2 sin u dr du df (3.10)
Again, we need to remember only dl, from which dS and dv are easily obtained. For
example, dS along au is obtained as the product of the components of dl along ar and au, that is,
dr # r sin u df; dv is the product of the three components of dl, that is, dr # r du # r sin u df.
A 1 5, 0, 0 2 S A 1 5, 0#, 0 2
p
B 1 0, 5, 0 2 S Ba5, , 0b
2
p
C 1 0, 5, 10 2 S Ca5, , 10b
2
D 1 5, 0, 10 2 S D 1 5, 0#, 10 2
p/2 10 p/2 10
area ABCD 5 3 dS 5 3 3 r df dz 5 5 3 df 3 dz ` 5 25p
S f50 z50 0 0 r55
p/2 5 p/2 5
area ABO 5 3 3 r df dr 5 3 df 3 r dr 5 6.25p
f50 r50 0 0
5 10
area AOFD 5 3 3 dr dz 5 50
r50 z50
5 p/2 10 10 p/2 5
v 5 3 dv 5 3 3 3 r df dz dr 5 3 dz 3 df 3 r dr 5 62.5p
v r50 f50 z50 0 0 0
Refer to Figure 3.8; disregard the differential lengths and imagine that the object is part
of a spherical shell. It may be described as 3 # r # 5, 60° # u # 90°, 45° # f # 60°
where surface r 5 3 is the same as AEHD, surface u 5 60° is AEFB, and surface f 5 45°
is ABCD. Calculate
(a) The arc length DH (d) The surface area ABDC
(b) The arc length FG (e) The volume of the object
(c) The surface area AEHD
Answer: (a) 0.7854, (b) 2.618, (c) 1.179, (d) 4.189, (e) 4.276.
r dθ
The familiar concept of integration will now be extended to cases in which the integrand
involves a vector. By “line” we mean the path along a curve in space. We shall use terms
such as line, curve, and contour interchangeably.
b
#
3 A dl 5 3 0 A 0 cos u dl (3.11)
L a
as the line integral of A around L (see Figure 3.9). If the path of integration is a closed curve
such as abca in Figure 3.9, eq. (3.11) becomes a closed contour integral
#
C A dl (3.12)
L
which is called the circulation of A around L. A common example of a line integral is the
work done on a particle. In this case A is the force F and
Q XQ YQ ZQ
#
3 F d1 5 3 Fx dx 1 3 Fy dy 1 3 Fz dz
P XP YP ZP
! 5 3 0 A 0 cos u dS 5 3 A # an dS
S S
or simply
! 5 3 A # dS (3.13)
S
where, at any point on S, an is the unit normal to S. For a closed surface (defining a volume),
eq. (3.13) becomes
! 5 C A # dS (3.14)
S
which is referred to as the net outward flux of A from S. Notice that a closed path defines
an open surface, whereas a closed surface defines a volume (see Figures 3.12 and 3.17).
We define the integral
3 rv dv (3.15)
v
as the volume integral of the scalar rv over the volume v. The physical meaning of a line,
surface, or volume integral depends on the nature of the physical quantity represented by
A or rv. Note that dl, dS, and dv are all as defined in Section 3.2.
EXAMPLE 3.2 Given that F 5 x2ax 2 xzay 2 y2az, calculate the circulation of F around the (closed) path
shown in Figure 3.11.
Solution:
The circulation of F around path L is given by
# #
C F dl 5 a 3 1 3 1 3 1 3 b F dl
L 1 2 3 4
where the path is broken into segments numbered 1 to 4 as shown in Figure 3.11.
For segment 1 , y 5 0 5 z
Notice that dl is always taken as along 1ax so that the direction on segment 1 is taken
care of by the limits of integration. Also, since dl is in the ax-direction, only the ax compo-
nent of vector F will be integrated, owing to the definition of the dot product. Thus,
0
# 2 x3 0 1
3 F dl 5 3 x dx 5 ` 52
1 1 3 1 3
#
3 F dl 5 0
2
# 2
3 F dl 5 3 1 x dx 2 dz 2
3
1
# 2 x3 1
2
3 F dl 5 3 1 x 2 1 2 dx 5 2x` 52
3 0 3 0 3
# 2
3 F dl 5 3 1 2z dy 2 y dz 2
4
0
y2 y3 0
5
# 2
3 F dl 5 3 1 2y 2 y 2 dy 5 2 2 ` 5
4 1 2 3 1 6
# 1 2 5 1
C F dl 5 2 3 1 0 2 3 1 6 5 2 6
L
60°
x
0 2
A 5 r cos f ar 1 z sin f az
Answer: 1.
The del operator, written $, is the vector differential operator. In Cartesian coordinates,
This vector differential operator, otherwise known as the gradient operator, is not a vector in
itself, but when it operates on a scalar function, for example, a vector ensues. The operator
is useful in defining
1. The gradient of a scalar V, written as $V
2. The divergence of a vector A, written as = # A
3. The curl of a vector A, written as = 3 A
4. The Laplacian of a scalar V, written as $2V
Each of these will be defined in detail in the subsequent sections. Before we do that, it
is appropriate to obtain expressions for the del operator $ in cylindrical and spherical
coordinates. This is easily done by using the transformation formulas of Sections 2.3
and 2.4.
y
r 5 "x2 1 y2, tan f 5
x
Hence
"x2 1 y2 y
r 5 "x2 1 y2 1 z2, tan u 5 , tan f 5
z x
to obtain
Notice that in eqs. (3.19) and (3.23), the unit vectors are placed to the left of the differential
operators because the unit vectors depend on the angles.
1
A more general way of deriving $, = # A, = 3 A, $V, and $2V is by using the curvilinear coordinates.
See, for example, M. R. Spiegel, Vector Analysis and an Introduction to Tensor Analysis. New York: McGraw-Hill,
1959, pp. 135–165.
The gradient of a scalar field at any point is the maximum rate of change of the field at
that point.
The gradient of a scalar field V is a vector that represents both the magnitude and
the direction of the maximum space rate of increase of V.
A mathematical expression for the gradient can be obtained by evaluating the difference in
the field dV between points P1 and P2 of Figure 3.13, where V1, V2, and V3 are contours on
which V is constant. From calculus,
Then
dV 5 G # dl 5 G cos u dl
or
dV
5 G cos u (3.26)
dl
where d l is the differential displacement from P1 to P2 and u is the angle between G and
dl. From eq. (3.26), we notice that dV/dl is a maximum when u 5 0, that is, when dl is in
the direction of G. Hence,
dV dV
` 5 5G (3.27)
dl max dn
where dV/dn is the normal derivative. Thus G has its magnitude and direction as those of
the maximum rate of change of V. By definition, G is the gradient of V. Therefore:
By using eq. (3.28) in conjunction with eqs. (3.16), (3.19), and (3.23), the gradient of V can
be expressed in Cartesian, cylindrical, and spherical coordinates. For Cartesian coordinates
The following computation formulas on gradient, which are easily proved, should be
noted:
(i) = 1 V 1 U 2 5 =V 1 =U (3.31a)
(ii) = 1 VU 2 5 V =U 1 U =V (3.31b)
V U =V 2 V =U
(iii) = c d 5 (3.31c)
U U2
(iv) =V n 5 nV n21 =V (3.31d)
3. $V at any point is perpendicular to the constant V surface that passes through that
point (see points P and Q in Figure 3.13).
4. The projection (or component) of $V in the direction of a unit vector a is =V # a
and is called the directional derivative of V along a. This is the rate of change of V
in the direction of a. For example, dV/dl in eq. (3.26) is the directional derivative
of V along P1P2 in Figure 3.13. Thus the gradient of a scalar function V provides us
with both the direction in which V changes most rapidly and the magnitude of the
maximum directional derivative of V.
5. If A 5 =V , V is said to be the scalar potential of A.
EXAMPLE 3.3
Find the gradient of the following scalar fields:
(a) V 5 e2z sin 2x cosh y
(b) U 5 r2z cos 2f
(c) W 5 10r sin2 u cos f
Solution:
'V 'V 'V
(a) =V 5 ax 1 ay 1 a
'x 'y 'z z
5 2e2z cos 2x cosh y ax 1 e2z sin 2x sinh y ay 2 e2z sin 2x cosh y az
'U 1 'U 'U
(b) =U 5 ar 1 af 1 a
'r r 'f 'z z
5 2rz cos 2f ar 2 2rz sin 2f af 1 r2 cos 2f az
'W 1 'W 1 'W
(c) =W 5 ar 1 au 1 a
'r r 'u r sin u 'f f
5 10 sin2 u cos f ar 1 10 sin 2u cos f au 2 10 sin u sin f af
EXAMPLE 3.4 Given W 5 x2y2 1 xyz, compute $W and the directional derivative dW/dl in the direction
3ax 1 4ay 1 12az at 1 2, 21, 0 2 .
'W 'W 'W
Solution: =W 5 ax 1 ay 1 a
'x 'y 'z z
5 1 2xy2 1 yz 2 ax 1 1 2x2y 1 xz 2 ay 1 1 xy 2 az
dW 1 3, 4, 12 2 44
5 =W # al 5 1 4, 28, 22 2 # 52
dl 13 13
EXAMPLE 3.5 Find the angle at which line x 5 y 5 2z intersects the ellipsoid x2 1 y2 1 2z2 5 10.
Solution:
Let the line and the ellipsoid meet at angle c as shown in Figure 3.14. On line x 5 y 5 2z, for
two unit increments along z, there is a unit increment along x and a unit increment along y.
Thus, the line can be represented by
r 1 l 2 5 2l ax 1 2l ay 1 l az
1 2l 2 2 1 1 2l 2 2 1 2l2 5 10 S l 5 61
f 1 x, y, z 2 5 x2 1 y2 1 2z2 2 10
The gradient of f is
At 1 2, 2, 1 2 , =f 5 4ax 1 4ay 1 4az. Hence, a unit vector normal to the ellipsoid at the
point of intersection is
=f ax 1 ay 1 az
an 5 6 56
0 =f 0 "3
Taking the positive sign (for the moment), the angle between an and r is given by
an # r 21211 5
cos u 5 # 5 5 5 sin c
0 an r 0 "3"9 3"3
Hence, c 5 74.21°. Because we had choices of 1 or 2 for l and an, there are actually four
possible angles, given by sin c 5 65/ 1 3"3 2 .
Calculate the angle between the normals to the surfaces x2y 1 z 5 3 and
x log z 2 y2 5 24 at the point of intersection 1 21, 2, 1 2 .
Answer: 73.4°.
From Section 3.3, we have noticed that the net outflow of the flux of a vector field A from
a closed surface S is obtained from the integral A A # dS. We now define the divergence of
A as the net outward flow of flux per unit volume over a closed incremental surface.
The divergence of A at a given point P is the outward flux per unit volume as the volume
shrinks about P.
Hence,
#
C A dS
S
div A 5 = # A 5 lim (3.32)
Dv S 0 Dv
where %v is the volume enclosed by the closed surface S in which P is located. Physically, we
may regard the divergence of the vector field A at a given point as a measure of how much the
field diverges or emanates or originates from that point. Figure 3.15(a) shows that the diver-
gence of a vector field at point P is positive because the vector diverges (or spreads out) at P.
In Figure 3.15(b) a vector field has negative divergence (or convergence) at P, and in Figure
3.15(c) a vector field has zero divergence at P. The divergence of a vector field can also be
viewed as simply the limit of the field’s source strength per unit volume (or source density);
it is positive at a source point in the field, and negative at a sink point, or zero where there is
neither sink nor source.
We can obtain an expression for = # A in Cartesian coordinates from the definition
in eq. (3.32). Suppose we wish to evaluate the divergence of a vector field A at point
P 1 xo, yo, zo 2 ; we let the point be enclosed by a differential volume as in Figure 3.16. The
surface integral in eq. (3.32) is obtained from
# b A # dS (3.33)
C A dS 5 a 33 1 33 1 33 1 33 1 33 1 33
S front back left right top bottom
'Ax 'Ax
Ax 1 x, y, z 2 5 Ax 1 xo, yo, zo 2 1 1 x 2 xo 2 ` 1 1 y 2 yo 2 `
'x P 'y P
(3.34)
'Ax
1 1 z 2 zo 2 ` 1 higher-order terms
'z P
dx 'Ax
33 A # dS 5 dy dz cAx 1 xo, yo, zo 2 1 ` d 1 higher-order terms
front 2 'x P
dx 'Ax
33 A # dS 5 2dy dz cAx 1 xo, yo, zo 2 2 ` d 1 higher-order terms
back 2 'x P
Hence,
'Ax
33 A # dS 1 33 A # dS 5 dx dy dz ` 1 higher-order terms (3.35)
front back 'x P
'Ay
33 A # dS 1 33 A # dS 5 dx dy dz ` 1 higher-order terms (3.36)
left right 'y P
and
'Az
33 A # dS 1 33 A # dS 5 dx dy dz ` 1 higher-order terms (3.37)
top bottom 'z P
Substituting eqs. (3.35) to (3.37) into eq. (3.33) and noting that Dv 5 dx dy dz, we get
#
AS A dS 'Ax 'Ay 'Az
lim 5a 1 1 b ` (3.38)
Dv S 0 Dv 'x 'y 'z at P
because the higher-order terms will vanish as Dv S 0. Thus, the divergence of A at point
P 1 xo, yo, zo 2 in a Cartesian system is given by
Substituting eqs. (2.28) and (3.20) to (3.22) into eq. (3.39), we obtain the divergence of A
in spherical coordinates as
# #
C A dS 5 3 = A dv (3.42)
S v
This is called the divergence theorem, otherwise known as the Gauss–Otrogradsky theorem.
The divergence theorem states that the total outward flux of a vector field A through
the closed surface S is the same as the volume integral of the divergence of A.
To prove the divergence theorem, subdivide volume v into a large number of small
cells. If the kth cell has volume %vk and is bounded by surface Sk
#
C A dS
Sk
# #
C A dS 5 a C A dS 5 a Dvk
Dvk (3.43)
S k Sk k
Since the outward flux to one cell is inward to some neighboring cells, there is cancellation
on every interior surface, so the sum of the surface integrals over the Sk’s is the same as the
surface integral over the surface S. Taking the limit of the right-hand side of eq. (3.43) and
incorporating eq. (3.32) gives
# #
C A dS 5 3 = A dv (3.44)
S v
which is the divergence theorem. The theorem applies to any volume v bounded by the
closed surface S such as that shown in Figure 3.17 provided that A and = # A are con-
tinuous in the region. With a little experience, one comes to understand that the vol-
ume integral on the right-hand side of eq. (3.42) is easier to evaluate than the surface
integral(s) on the left-hand side of the equation. For this reason, to determine the flux
surface S
of A through a closed surface, we simply find the right-hand side of eq. (3.42) instead
of the left-hand side of the equation.
EXAMPLE 3.6
Determine the divergence of these vector fields:
(a) P 5 x2yzax 1 xzaz
(b) Q 5 r sin f ar 1 r2z af 1 z cos f az
1
(c) T 5 2 cos u ar 1 r sin u cos f au 1 cos u af
r
Solution:
' ' '
(a) = # P 5 P 1 P 1 P
'x x 'y y 'z z
' 2 ' '
5 1 x yz 2 1 102 1 1 xz 2
'x 'y 'z
5 2xyz 1 x
1 ' 1 ' '
(b) = # Q 5 1 rQr 2 1 Qf 1 Q
r 'r r 'f 'z z
1 ' 1 ' '
5 1 r2 sin f 2 1 1 r2z 2 1 1 z cos f 2
r 'r r 'f 'z
5 2 sin f 1 cos f
1 ' 2 1 ' 1 '
(c) = # T 5 1 r Tr 2 1 1 T sin u 2 1 1T 2
r2 'r r sin u 'u u r sin u 'f f
1 ' 1 ' 1 '
5 2
1 cos u 2 1 1 r sin2 u cos f 2 1 1 cos u 2
r 'r r sin u 'u r sin u 'f
1
501 2r sin u cos u cos f 1 0
r sin u
5 2 cos u cos f
Determine the divergence of the following vector fields and evaluate them at the speci-
fied points.
(a) A 5 yzax 1 4xyay 1 yaz at 1 1, 22, 3 2
(b) B 5 rz sin f ar 1 3rz2 cos f af at 1 5, p/2, 1 2
(c) C 5 2r cos u cos f ar 1 r1/2af at 1 1, p/6, p/3 2
Answer: (a) 4x, 4, (b) 1 2 2 3z 2 z sin f, 21, (c) 6 cos u cos f, 2.598.
EXAMPLE 3.7 If G 1 r 2 5 10e22z 1 rar 1 az 2 , determine the flux of G out of the entire surface of the cylin-
der r 5 1, 0 # z # 1. Confirm the result by using the divergence theorem.
Solution:
If C is the flux of G through the given surface, shown in Figure 3.18, then
! 5 C G # dS 5 !t 1 !b 1 !s
s
where Ct, Cb, and Cs are the fluxes through the top, bottom, and sides (curved surface) of
the cylinder as in Figure 3.18.
For Ct, z 5 1, dS 5 r dr df az. Hence,
!t 5 33 G # dS 5 3 3
1 2p
r2 1
10e22r dr df 5 10e22 1 2p 2 `
r50 f50 2 0
5 10pe22
!b 5 3 G # dS 5 3 3
1 2p
r2 1
10e0r dr df 5 210 1 2p 2 `
b r50 f50 2 0
5 210p
!s 5 3 G # dS 5 3 3
1 2p
e22z 1
10e22zr2 dz df 5 10 1 1 2 2 1 2p 2 `
s z50 f50 22 0
5 10p 1 1 2 e22 2
Thus,
! 5 C G # dS 5 3 1 = # G 2 dv
S v
But
1
5 1 20re 22z 2 220e 22z 5 0
r
! 5 3 1 = # G 2 dv 5 0
v
Determine the flux of D 5 r2 cos2 f ar 1 z sin f af over the closed surface of the cyl-
inder 0 # z # 1, r 5 4. Verify the divergence theorem for this case.
Answer: 64p.