Lecture Note 5

Basics of Vector Differential Calculus

5.1. Basics of scalar calculus
o Average theorem in calculus (linearization)
Fig. 5.1 Average theorem in calculus (linearization) !et"een t"o #oints
$
($) % &$) ($

f f
lim ) x ( ' f
0 x
+

(5%1)
x
f
h ) x ( f ) h x ( f
h
) x ( f ) h f f f
x
f
o o
o

+
+

o
$ (
$
($) % $) $ (

Lecture Note ' Dr.(r. Lili) *)o +i,o,o- ./

5%1
y
f(x)
f(x)
f(x + x)
x
x
x + x
D
(Xo,Yo)
(Xo+h , Yo+k)
$
For function "ith multi%varia!le
z
f
y
f
k
x
f
h ) z , y , x ( f ) z , k y , h x ( f
o o o o o o

+ + +

z
f
y
f
k
x
f
h ) z , y , x ( f d

(5%0)
or
f f f
f dx dy dz
x y z

+ +

(5%1)
5.0. .ulti%variate scalar calculus
o Chain rule
Chain rule for multi%variate scalar function against ar!itrar2 varia!le
)) v , u ( z ), v , u ( y ), v , u ( x ( f W

v
z
z
w
v
y
y
w
v
x
x
w
v
w
u
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 ( f W

,
_

+
,
_

+
,
_

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)
z
z
w
y
y
w
x
x
w
w

Lecture Note ' Dr.(r. Lili) *)o +i,o,o- ./
5%0
dz
z
w
dy
y
w
dx
x
w
dw

w w w
w dx dy dz
x y z

+ +

(5%5)
*$am#le variation of flu$ against s#ace an, time is e$#resse, as
dt
t
v
dz
z
v
dy
y
v
dx
x
v
dv

(5%6)
t
v
z
v
v
y
v
v
x
v
v
Dt
Dv
z y x

(5%7)
5.1. 8ra,ient of scalar fiel, (s#atial variation)
k
z
f
j
y
f
i
x
f
z
f
,
y
f
,
x
f
f grad

1
]
1

(5%19)
1
]
1

z
f
,
y
f
,
x
f
f
k
z
j
y
i
x z
,
y
,
x

1
]
1

(5%11)
o Directional ,erivative

Fig. 5.0 Directional ,erivative
X
) x ( f ) x x ( f
x
f
lim
0 x

in $ ,irection
Lecture Note ' Dr.(r. Lili) *)o +i,o,o- ./
5%1
:
;
C
!
/
S
) ( f ) ( f

f
lim
0

in s ,irection
S
) ! ( f ) " ( f
lim
0

(5%10)
S
) ! ( f ) " ( f

f
f D
lim
0
#

(5%11)
*<uation of line :; "ith #arameterization (#arametric e$#ression)
t # a ) t ( r +
or
k ) t ( z j ) t ( y i ) t ( x ) t ( r + +
# a ) ( r +
or
k ) ( z j ) ( y i ) ( x ) ( r + +
For the case on fig. 5.0
# !$ ) ( r + (5%
13)
k ) ( z j ) ( y i ) ( x ) ( r + +
(5%
15)
!$ is vector #osition- "hich is forme, !2 #oint : an, #oint = (#oint of reference).
*<uation (5%13) an, (5%15) is analog !et"een each other- therefore
k ) ( z j ) ( y i ) ( x # !$ ) ( r + + + (5%
14)
k ) ( ' z j ) ( ' y i ) ( ' x # ) ( ' r + +

(5%15)
Accor,ing to the e<uation (5%1)- (5%5) an, (5%11) it is o!taine, the follo"ing e$#ression
) ( ' z
z
f
) ( ' y
y
f
) ( x
x
f

z
z
f

y
y
f

x
x
f

(5%16)
[ ] # f% ) ( r % f ) ( z ), ( y ), ( x %
z
f
,
y
f
,
x
f

1
]
1

Lecture Note ' Dr.(r. Lili) *)o +i,o,o- ./

5%3
f grad % # f % # f D

f
f grad % # f % #
#

(5%17)
=n fig. 5.0- # is unit ,irectional vector. For an ar!itrar2 & vector- it is o!taine, the
follo"ing ,irectional ,erivative- "hich is in line "ith the ,irection of & vector an, is
e$#resse, as
f % & %
&
'

f
f D
&

(5%09)
From e<uation (5%16) the scalar value of ,ot #ru,uct !et"een t"o vectors can !e
e$#resse, as follo"s
&o f % # f D
#


(5%01)
D
#
achieves its ma$simum if ( 0% :h2sical meaning of e<uation (5%01) can !e
e$#laine, as follo"s. Accor,ing to e<uation (5%5)- if scalar fiel,

is )no"n- therefore-
the sa#tial variation of

can !e e$#resse, as
dz
z
dy
y
dx
x
d

[ ] dz , dy , dx %
z
,
y
,
x
1
]
1

&o r d dr %

(5%00)
Lecture Note ' Dr.(r. Lili) *)o +i,o,o- ./
5%5

)
) *
d

!
c
Fig. :h2sical meaning of ,irectional ,erivative over iso%lines

"ill !e ma$imum if coinci,e "ith r d or # or &
o 8ra,ient as normal vector of intersection #lane

Fig. 5.3 8ra,ient as a normal vector
Lecture Note ' Dr.(r. Lili) *)o +i,o,o- ./
5%4

+

,
r d

'
d
r
tangent line
) t ( r
) t ( r
) t ( u
(0,0,0)
Fig. 5.5 Normal vector on iso%lines
:rove
/calar function is generall2 e$#resses as
) z , y , x (
or )) t ( z ), t ( y ), t ( x (
(5%01)
:arametric e<uation of a curve- surface an, s#ace are given !elo"
k ) t ( z j ) t ( y i ) t ( x ) t ( r + + (general)
k ) t ( z j ) t ( y i ) t ( x ) t ( + +
(5%03)
k ) t ( ' z j ) t ( ' y i ) t ( ' x ) t ( ' + +
Accor,ing to e<uation (5%5) "ill !e o!taine, follo"ing e$#ression
z %
z
y %
y
x %
x
dz
z
dy
y
dx
x
d

[ ] [ ] z , y , x %
z
,
y
,
x
dz , dy , dx %
z
,
y
,
x

1
]
1

1
]
1

' r % dr %
0 ) -0 ( &o r % ) -0 ( &o r d % d

(5%05)
>herefore . or

%
'
+

(5%04)
*$am#le
1) Com#ute gra,ient of (x,y,z) ( ,x
*
/ -y
*
/ 0xy + *z + 1 at #oint (', 0, )') an,
then give its scalar value ?
Ans"er
[ ] * ), x 0 y '2 ( ), y 0 x 3 (
z
,
y
,
x

1
]
1

Lecture Note ' Dr.(r. Lili) *)o +i,o,o- ./

5%5
[ ] * , 0 , 3 ) ' , 0 , ' (
02, % 1 ) ' , 0 , ' (
0) 8iven (x,y,z) ( ,x
*
/ -y
*
/ 0xy + *z + 1. Com#ute ,erivative of ,irecte,
to"ar, vector [ ] 43 , 41 5 2 , 41 5 1 a at #oint (', 0, )')%
Ans"er
[ ] * , 0 , 3 ) ' , 0 , ' (
[ ] [ ] * , 0 , 3 % 43 , 41 5 2 , 41 5 1
41
'
% f D
#
a
'00 % *
41
'**

1) 8ive unit vector normal of #lane ( x, y , z) ( *x + ,y + 3z + '0
Ans"er
[ ] 3 , , , * ) '0 z 3 y , x * ( + + +
[ ] 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<uals to ma$imum value of its ,irectional
,erivative at a #oint in the corres#on,ing fiel,.
5.3. Divergence of vector fiel,
[ ]
, * '
v , v , v v
' * ,
div ( v ) v v v % v
x y z

+ +

(5%05)
[ ]
, * '
v , v , v %
z
,
y
,
x
1
]
1

Lecture Note ' Dr.(r. Lili) *)o +i,o,o- ./

5%6
Com#are ?
f
z
,
y
,
x
f f grad
1
]
1

La#lace o#erator(
*
)
( ) ( )
1
]
1

1
]
1

z
,
y
,
x
%
z
,
y
,
x
% % div
*


*
*
*
*
*
*
z y x z
,
y
,
x
%
z
,
y
,
x

1
]
1

1
]
1

(5%06)
5.5. Curl of vector fiel,
[ ]
, * '
v , v , v v
k
y
v
x
v
j
x
v
z
v
i
z
v
y
v
v v v
z y x
k j i
v x v 6url
' *
, '
* ,
, * '

,
_

,
_

,
_

(5%07)
0 x grad 6url
(5%19)
Lecture Note ' Dr.(r. Lili) *)o +i,o,o- ./
5%7