Unit 1 Vector analysis (advanced)

Review*: Differentiation and derivative

Differentiation is a method to compute the rate at which a
quantity, f, changes with respect to the change of another
quantity, t.
This rate of change is called the derivative of f with
respect to t.
If t and f are real numbers, the derivative measures the
slope of this graph at each point.
df f
lim
dt t 0 t

1
 The geometry meaning of derivative:
df f
lim tan
dt t 0 t

2
1.7* Vector differentiation

If the vector P changes by d P in time dt, then the rate of

change of P with respect to time t is
dP P
lim
dt t 0 t (1.12)

(1) Single vector

If P Px ax Py a y Pz az , in which Px, Py and Pz are all functions
of time, then
d P dPx dPy dP
ax a y z az
dt dt dt dt (1.13)

3
Example

P t ax a y when t=1, P ax a y =45

dP dP
=0

ax ax
dt dt
dP

Therefore, the direction of P and may be

dt
different.

(2) Vector sum

d
dt
PQ
d P dQ
dt

dt (1.14)

4
Review*: Partial derivative

A partial derivative of a function of several variables: its

derivative with respect to one of those variables with the
others hold constant.(slope of the surface in x-,y- directions)

Partial derivative:
f x, y f x x, y f x, y
x
lim
x (y holds constant)
f x, y f x, y y f x, y
x 0

lim
y y 0 y (x holds constant)
Total derivative
If y is dependent on x:
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df x, y f x, y f x, y dy

dx x y dx (Chain role)
dy
If y is not dependent on x: 0
dx
df x, y f x, y

dx x
If the function has only one variable, the
partial derivative is equal to the total
derivative:
f x df x

x dx

6
(3) The del operator

This is an important operator in vector and field

analysis. It is defined as:

del a x a y a z
x y z ( is a vector) (1.15)

The del operator may operate on a scalar to give a

vector quantity (simple product)
S S S
S a x ay a z
x y z (S is a vector)

7
 The del operator may operate on a vector to give a scalar
quantity (dot product):


F a x a y a z Fx a x Fy a y Fy a z
x y z
Fx Fy Fz
F
x

y

z ( F is a scalar)

The del operator may operate on a vector to give a vector

quantity (cross product):


F a x a y a z Fx a x Fy a y Fz a z
x y z

ax ay az

F
x y z
Fx Fy Fz ( F is a vector)
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1.8* Gradient of a scalar

S
an : the derivative of the scalar function S ( x, y )

with respect to distance:

S S

a y y S
an
S S
S ( x, y )
a x x

9
 Gradient of a scalar is a vector.
S
Its direction is: at this direction, an is maximal.
Its magnitude is: the maximum rate of change of the
scalar function with respect to distance at that point.

Mathematically,
S
grad S
an
an
(1.16)
an is a unit normal vector, along this vector
S
direction that an has the maximum value.
10
 How to calculate grad S
S S S
grad S S a x ay a z
x y z

Prove **:
As shown in Fig. 1.9,

Fig. 1.9 Illustrating gradient of a scalar field

11
 A is a point on surface S and
B is a point on surface S + dS in a scalar field.
The values of the scalar field on S all equals to S;
The values of the scalar field on S+dS all equals to S+dS.
Because dS is very small, we can consider S are S+dS in
parallel.

Let OA r , then OB r dr .
S
The rate of increase of S in direction an is an .
Because the distance dan between A and C is da n dr cos ,
the rate of increase of S in direction AB is
S S dan
cos dr
r an cos (1.17)
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Obviously it is greatest when direction AC is chosen, where
AC is along the normal vector an .
Now consider the dot product of gradS and dr
S S S S
( grad S ) dr an dr an dr cos dr cos dan dS
an an an an
(1.18)
But dS may also be obtained by taking the total differential,
i.e.
13
 dS
S
x
dx
S
y
dy
S
z
S

dz a x
S
ay
S

a z dx a x dy a y dz a z
x y z
S dr (1.19)
Equating (1.18) and (1.19)
grad S S (1.20)

14
Review*: Definite integral
f x dx is equal to the area of a region in the xy-plane
b

bounded by the graph of f, the x-axis, and the vertical lines x

= a and x = b.
a f x dx f ( xk )x
b N

k 1

f x dx lim f ( xk )x
b N
x 0 k 1
a N

15
Review*: Line integral
A line integral (sometimes called a path integral) is an
integral where the function to be integrated is evaluated
along a curve.
The value of the line integral is the sum of values of the
field at all points on the curve, weighted by some scalar
function on the curve (commonly arc length or, for a
vector field, the scalar product of the vector field with a
differential vector in the curve).
For example, the fact that mechanical work is equal to
force multiplied by displacement may be expressed (in
terms of vector quantities) as:
W F dl

C
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which sums up vector components along a continuous path,
and thus finds the work done on an object moving through a
field, such as an electric or gravitational field.
F dl Flk lk C F dl Nlim Flk lk
N

N

l 0 k 1
C
k 1

l N

l3

l2

l1

Fl1

F

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Review*: Surface integral

A surface integral is a definite integral taken over a

surface (which may be a curved set in space).
The function to be integrated may be a scalar field or a
vector field.
The value of the surface integral is the sum of the field at
all points on the surface. This can be achieved by splitting
the surface into surface elements.
For an example of applications of surface integrals,
consider a vector field current density J on a surface S.

Case 1: current density J is uniform on the surface S

and its direction is the same with the surface S :

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 I
J I JS
S
Case 2: current density J is uniform on the surface S

and its direction is not the same with the surface S:

I ( J cos ) S J n S J S

J Jt

Jn

S

S

Case 1 Case 2
Case 3: current density is not uniform on the surface
J

S and its direction is not the same with the surface S

Imagine that we have a current I flowing through S. To

19
 find the current, we need to take the dot product of J

with the unit surface normal to S at each point, which

will give us a scalar field, which we integrate over the
surface.
J dS J nk S k I J dS lim J nk S k
N
I
N

S 0 k 1
S S N
k 1

S k

Jk

J nk

J tk

Current I is also called as the flux of J.

20
 For a derived vector field we have F dl 0 .
F S ,

C

Prove:
The line integral around any closed path C:
F dl ( F ) d S
C S (Stokes theorem)
Because: F S 0 ( S 0 )
we have:
F dl ( F ) d S 0 d S 0

C S S

A field with this property is

known as a conservative field.

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1.9* The divergence of a vector
The divergence of a vector is defined as:
the total outward flux of a vector per unit volume as
the volume shrinks to a point.
Consider an infinitesimal surface S bounding a
volume vol. The flux of vector F passing through
dS is F dS ( dS is the directed normal to the
elemental surface), then
div F lim
F dS
(1.21)
S
divergence of F vol 0 vol

Note that div F is a scalar point function.

22
 O

Fig. 1.10 Illustrating divergence of a vector

How to calculate: Fig. 1.10 shows an elemental cube
dxdydz in the vector field F .
At the middle (point O) of the cube, let the field
components be Fx, Fy and Fz.
The components of F at the surfaces are:
1 Fx 1 Fx
( Fx ) Fx dx ; ( Fx ) Fx dx

2 x 2 x
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 1 Fy 1 Fy
( Fy ) Fy dy ( Fy ) Fy
; dy

2 y 2 y
1 Fz 1 Fz
( Fz ) Fz dz ; ( Fz ) Fz dz

2 z 2 z

Thenet outward flux through the dydz surfaces (shown

shaded in Fig. 1.8) is

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 Fluxx ( Fx )dydz ( Fx )dydz
O

1 Fx 1 Fx
Fx dx dydz Fx dx dydz
2 x 2 x
Fx
dxdydz
x

Similarly, net outward flux through the dxdz surface is

Fy
Flux y ( Fy )dzdx ( Fy )dzdx dxdydz

y
and net outward flux through the dxdy surface is
Fz
Fluxz ( Fz )dxdy ( Fz )dxdy dxdydz

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 net flux Fluxx Flux y Fluxz
div F
volume

dxdydz
Fx Fy Fz
dxdydz dxdydz dxdydz
x y z Fx Fy Fz

dxdydz x y z (1.22)
Now


F a x a y a z Fx a x Fy a y Fz a z
x y z
Fx Fy Fz

x y z
From (1.21) and (1.22)
Fx Fy Fz
div F F
x y z (1.23)

26
 In a field if
there is neither source

nor sink flux,

div F 0
and the field is known as solenoidal.

27
1.10* The curl of a vector

The line integral F dl around a closed path l in a

l

vector field F is called the circulation of F .

The curl of a vector F is defined by:

curl F lim
F dl
a
(is a vector) (1.24)
l
S
n

where S is an infinitesimal area in the vector field

S 0

whose periphery is l, and a is a unit normal vector

n

whose direction is such that the circulation is a

maximum.

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 an F

curl F lim
F dl a
l
S
n
S 0

Recall the gradient of a scalar,

S S S S
grad S an ax ay az
an x y z
an is a unit normal vector at the point so chosen as to
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maximize the derivative.
Similarly, we only need to calculate:

curl x curl F lim
x
F dl a
l
S
x

lim F dl a
S 0

curl y curl F l
S
y y

F dl a
S 0

curl z curl F z lim l

S
z
S 0

Then we have: curl F curlx curl y curlz

Calculate the x component of curl F : curl F lim

x
S 0
F dl a
l
S
x

30
 Fig. 1.11 Illustrating curl of a vector field
Fig. 1.11 illustrates the x-component of curl of a vector
field.
It is assumed that the components of field at the origin O
are Fx, Fy and Fz, respectively.
Consider the infinitesimal closed rectangular path ABCD
in the yz plane.
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 If AB = DC = dy, BC = AD = dz, then the vector
components at each line of the path are:
1 Fy
AB: ( Fy ) Fy dz

2 z
1 Fz
( Fz ) Fz
BC: dy

2 y
1 Fy
DC: ( Fy ) Fy dz

2 z
1 Fz
( Fz ) Fz
AD: dy

2 y

The line integral around the closed path ABCD is:

32
 F dl AB( Fy ) BC ( Fz ) CD( Fy ) DA( Fz )

ABCD

1 Fy 1 Fz
dy Fy dz dz Fz dy
2 z 2 y
1 Fy 1 Fz
dy Fy dz dz Fz dy
2 z 2 y
Fz Fy
dydz
y z
By definition of curl, the x-component of vector field F is
Fz Fy
F dl
y
dydz a x
z Fz Fy
curlx ABCD
a x
area ABCD dydz y z
In a similar manner, the y-component and z-component are
found as follows:
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 F F
curl y x z a y
z x
Fy Fx
curlz az
x y
Thus,
Fz Fy Fx Fz Fy Fx
curl F ax a y az
y z z x x y
ax ay az


x y z (1.25)
Fx Fy Fz

But

34


F ax a y az Fx ax Fy a y Fz az
x y z
ax ay az


x y z (1.26)
Fx Fy Fz
Hence
curl F F (1.27)

35
1.11* Double operations with del ()

The following table summarizes the possibilities of

double operations with gradient, divergence and curl:

grad S div F curl F

(vector) (scalar) (vector)
grad No Yes No
div Yes No 0
curl 0 No Yes

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(1) The divergence of gradient of a scalar field S is
S S S

div grad S S a x a y a z . a x ay a z
x y z x y z
2S 2S 2S
2 2 2
x y z
2 2 2 (1.28)
2 2 2 S 2 S
x y z
2
2
2

The operator 2 2 2 2
x y z is known as the
Laplace operator.

(2) The curl of curl of a vector field F

curl curl F ( F ) ( F ) 2 F (1.29)
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1.12* The divergence theorem
The net outflow of fluid or flux from a given
volume vol bounded by a surface S is F d S .
S

The same quantity can also be found by integrating

the divergence throughout the volume, i.e.
F d (vol ) .
vol

Therefore

vol
F d (vol ) F d S
S (1.30)

Eqn. (1.30) is known as the divergence theorem,

which may be stated as:
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 The integral of the normal component of any vector
field over a closed surface is equal to the integral of
the divergence of this vector field throughout the
volume enclosed by the closed surface.

Eqn. (1.30) means that a volume integral can be

replaced by a surface integral.

39
1.13* Stokes theorem

Stokes theorem may be stated as follows:

F dl ( F ) d S
C S (1.31)
where S is an arbitrary surface bounded by contour C.

Using the Stokes theorem, a surface integral can be

replaced by a line integral, or vice versa.

40
Proof **:

Fig. 1.12 Illustrating Stokes theorem

Divide the arbitrary surface S into differential elements

dS1, dS2, dS3 etc., as shown in Fig. 1.12.
For each element, we form the circulation F dl . If all such
line integrals are summed, the contributions from the
common boundary of any two elements exactly cancel
41
 each other, leaving only the integral over the outer contour
C.
Then
F dl F dl F dl ... C1 is the contour of dS1. (1.32)
C C1 C2

According to the mathematics,

F N lim
S N 0
F dl
S N

where the subscript N indicates the right-hand normal

to the surface.
The curl to one of these incremental surfaces,

42
 F F dl

(because here no Slim
C1

S1 0 , we use approximately
N
1

equal)

F dl
F aN
C1

S1

C1

F dl F aN S1 F S1

(1.33)
Substituting (1.33) into (1.32), we have:

F dl F dl F dl ...
C C1 C2

( F ) S1 ( F ) S 2 ...

( F ) d S
S

43