Vector Calculus

  • Vector fields
  • Line integrals
  • Convervative vector fields
  • Green's Theorem
  • Divergence and curl
  • Parametric surfaces
  • Surface integrals

Vector fields

Definition: Vector fields in $\mathbb{R}^2$

A vector field in $\displaystyle {\mathbb{R}}^2$ is an assignment of a two dimensional vector $\vec{F}(x,y)$ to each point $(x,y)\in{\mathcal{D}}\subseteq{\mathbb{R}}^2$

$$ \vec{F}(x,y) =\left(\begin{array}{r}P(x,y)\\Q(x,y)\end{array}\right) =P(x,y)\vec{i}+Q(x,y)\vec{j} $$

Definition: Vector fields in $\mathbb{R}^3$

A vector field in $\displaystyle {\mathbb{R}}^3$ is an assignment of a three dimensional vector $\vec{F}(x,y,z)$ to each point $(x,y,z)\in{\mathcal{D}}\subseteq{\mathbb{R}}^3$

$$ \vec{F}(x,y,z) = \left(\begin{array}{r} P(x,y,z) \\Q(x,y,z) \\R(x,y,z) \end{array}\right) = P(x,y,z)\vec{i}+Q(x,y,z)\vec{j}+R(x,y,z)\vec{k} $$

Definition: Unit vector fields

A vector field $\vec{F}$ is unit vector field if the magnitude of each vector is one.

Definition: Gradient vector fields

A vector field $\vec{F}$ is gradient or conservative if there is a scalar function $f$ such that $\displaystyle \nabla f = \vec{F}$. The function $f$ is called potential function.

Theorem: Uniqueness of potential functions

Let $\vec{F}$ be a conservative vector field on an open connected domain. Let $f$ and $g$ be continuous functions such that

$$\displaystyle \nabla f = \vec{F}$$

and

$$\displaystyle \nabla g = \vec{F}$$

then there is a constant $c$ such that

$$f=g+c$$

Theorem: Cross partial property

Let $\displaystyle \vec{F}(x,y,z) = \left(\begin{array}{r} P(x,y,z) \\Q(x,y,z) \\R(x,y,z) \end{array}\right) $ be a vector field on an open connected domain where $\vec{F}$ has continuous first partial derivatives. Then $\vec{F}$ is conservative if and only if

$$ \displaystyle \frac{\partial P}{\partial y} = \frac{\partial Q}{\partial x} \qquad \frac{\partial P}{\partial z} = \frac{\partial R}{\partial x} \qquad \frac{\partial Q}{\partial z} = \frac{\partial R}{\partial y} $$

Line integrals

Definition: Scalar integral

Let $f$ be a smooth function whose domain include the smooth curve $\mathbf{C}$ parametrized by

$$\vec{r}(t) = x(t)\vec{i} +y(t)\vec{j} +z(t)\vec{k},\qquad a\le t\le b $$

The scalar integral of $f$ along $\mathbf{C}$ is

$$ \int_{\mathbf{C}}f\,\mathrm{d}\,{s} =\lim_{n\to\infty}\sum_{i=1}^n f(x_i^*)\Delta s $$

assuming the limit exists.

Theorem: Evaluating scalar integrals

Let $f$ be a smooth function whose domain include the smooth curve $\mathbf{C}$ parametrized by

$$\vec{r}(t) = x(t)\vec{i} +y(t)\vec{j} +z(t)\vec{k},\qquad a\le t\le b $$

Then

$$ \begin{array}{rcl}\displaystyle \int_{\mathbf{C}}f\,\mathrm{d}\,{s} &=&\int_{a}^{b} f\left({\vec{r}\left(t\right)}\right) \|\vec{r}\,'\left(t\right)\|\,\mathrm{d}\,{t} \\ &=&\int_{a}^{b} f\left({\vec{r}\left(t\right)}\right) \sqrt{ {\left(x'(t)\right)}^2 +{\left(y'(t)\right)}^2 +{\left(z'(t)\right)}^2 } \,\mathrm{d}\,{t} \end{array} $$

Definition: Vector Line integral

Let $ \vec{F}(x,y,z) $ be a vector field and $\mathbf{C}$ a curve. The vector line integral of $\vec{F}$ along $\mathbf{C}$ is

$$ \int_{\mathbf{C}}\vec{F}\cdot \,\mathrm{d}\,{\vec{r}} =\int_{\mathbf{C}}\vec{F}\cdot \vec{T}\,\mathrm{d}\,{s} =\lim_{n\to\infty}\sum_{i=1}^n \vec{F}(P_i^*)\cdot\vec{T}(P_i^*)\Delta s $$

assuming the limit exists.

Definition: Flux

Let $ \vec{F}(x,y) = P(x,y)\vec{i}+ Q(x,y)\vec{j}$ be a vector field and $\mathbf{C}$ a curve. The flux of $\vec{F}$ across $\mathbf{C}$ is

$$ \int_{\mathbf{C}}\vec{F}\cdot\vec{N} \,\mathrm{d}\,{s} =\int_{\mathbf{C}}\vec{F}\cdot\frac{\vec{n}}{\|\vec{n}\|} \,\mathrm{d}\,{s} $$

Theorem: Evaluating scalar integrals

If $\mathbf{C}=\vec{r}(t)=x(t)\vec{i}+y(t)\vec{j}$ where $a\le t\le b$.

$$ \int_{\mathbf{C}}\vec{F}\cdot\vec{N} \,\mathrm{d}\,{s} =\int_{a}^{b}\vec{F}\left(\vec{r}(t)\right) \cdot\vec{n} \,\mathrm{d}\,{t} $$

Definition: Circulation

The line integral of a vector field $ \vec{F} $ along a simple closed curve $\mathbf{C}$ is called circulation of $\vec{F}$ along $\mathbf{C}$.

$$\oint_{\mathbf{C}}\vec{F}\cdot\vec{T}\,\mathrm{d}\,{s}$$

Convervative vector fields

Simple closed curves

A curve $\mathbf{C}=\vec{r}(t)$ for $a\le t\le b$ is closed if

$$\vec{r}(a)=\vec{r}(b)$$

A curve $\mathbf{C}=\vec{r}(t)$ for $a\le t\le b$ is simple if

$$\vec{r}(t)$$

is one to one on $t\in(a,b)$.

Connected regions

A region $D$ is connected if for any two points $P$ and $Q$ in $D$ there is a (continuous) path that starts at $P$ and ends at $Q$ that has trace contained entirely in $D$.

A region $D$ is simply connected if for any simple closed curve that lies entirely in $D$ the curve can be continuously shrunk to a point while staying entirely in $D$.

Theorem: Fundamental Theorem for line integrals

Let $\mathbf{C}=\vec{r}(t)$ for $a\le t\le b$ be a smooth curve and $f$ has continuous partial derivatives.

$$ \int_{\mathbf{C}} \nabla f \cdot \,\mathrm{d}\,{\vec{r}} = f\left(\vec{r}\left(b\right)\right) - f\left(\vec{r}\left(a\right)\right) $$

Definition: Path independent

Let $\vec{F}$ be a vector field with domain ${\mathcal{D}}$. Then $\vec{F}$ is path independent or independent of path if

$$ \int_{\mathbf{C}_1} \vec{F}\cdot \,\mathrm{d}\,{\vec{r}} =\int_{\mathbf{C}_2} \vec{F}\cdot \,\mathrm{d}\,{\vec{r}} $$

for any two paths $\mathbf{C}_1$ and $\mathbf{C}_2$ in ${\mathcal{D}}$ that have the same initial and terminal point.

Theorem:

Let $\vec{F}$ be a conservative vector field then $\vec{F}$ is independent of path.

If $\vec{F}$ is a continuous vector field that is independent of path in open connected domain ${\mathcal{D}}$, then $\vec{F}$ is conservative.

Finding potential

Let $\displaystyle \vec{F}(x,y,z) = P(x,y,z)\vec{i} +Q(x,y,z)\vec{j}+R(x,y,z)\vec{k}$

Evaluate$\displaystyle g(x,y,z) + h(y,z) =\left(\int P(x,y,z)\,\mathrm{d}\,{x}\right)$
Find $h_y(y,z)$ using$ g_y(x,y,z)+ h_y(y,z) = Q(x,y,z)$
Evaluate$ v(y,z) + u(z) = \int h_y(y,z)\,\mathrm{d}\,{y}$
Find $u_z(z)$ using $ g_z(x,y,z)+v_z(y,z)+ u_z(z) = R(x,y,z)$
Evaluate $ u(z) = \int u_z(z)\,\mathrm{d}\,{z}$
$$f(x,y,z) = g(x,y,z)+v(y,z)+u(z)+C$$

Green's Theorem

Theorem: Green's Theorem in circulation form

Let ${\mathcal{D}}$ be an open connected regions bounded by a piece-wise smooth curve $\mathbf{C}=\vec{r}(t)$. Let $\vec{F}(x,y) = P(x,y)\vec{i}+Q(x,y)\vec{j}$ be a vector field with piecewise continuous partial derivatives then

$$ \oint_{\mathbf{C}}\vec{F}\cdot\,\mathrm{d}\,{\vec{r}} = \oint_{\mathbf{C}}P \,\mathrm{d}\,{x} +Q\,\mathrm{d}\,{y} = \iint_{{\mathcal{D}}}\left(Q_x - P_y\right)\,\mathrm{d}\,{A} $$

Theorem: Green's Theorem in flux form

Let ${\mathcal{D}}$ be an open connected regions bounded by a piece-wise smooth curve $\mathbf{C}=\vec{r}(t)$. Let $\vec{F}(x,y) = P(x,y)\vec{i}+Q(x,y)\vec{j}$ be a vector field with piecewise continuous partial derivatives then

$$ \oint_{\mathbf{C}}\vec{F}\cdot\vec{N}\,\mathrm{d}\,{s} = \iint_{{\mathcal{D}}}\left(P_x + Q_y\right)\,\mathrm{d}\,{A} $$

Divergence and curl

Divergence

Let $$\vec{F}(x,y,z) = P(x,y,z)\vec{i}+Q(x,y,z)\vec{j}+R(x,y,z)\vec{k}$$ be a vector field for which $P_x$, $Q_y$ and $R_z$ exist

$$ \mathrm{div} \vec{F} =P_x +Q_y+R_z =\frac{\partial}{\partial\,x}\,P +\frac{\partial}{\partial\,y}\,Q +\frac{\partial}{\partial\,z}\,R $$

Divergence
$$\nabla = \left(\begin{array}{c} \displaystyle \frac{\partial}{\partial\,x} \\\displaystyle \frac{\partial}{\partial\,y} \\\displaystyle \frac{\partial}{\partial\,z} \end{array}\right) \qquad \mathrm{div} \vec{F} =\nabla\cdot\vec{F} $$

Curl

$\vec{F}(x,y,z) = P(x,y,z)\vec{i}+Q(x,y,z)\vec{j}+R(x,y,z)\vec{k}$

$$ \begin{array}{rcl}\displaystyle \mathrm{curl} \vec{F} &=& \left(R_y-Q_z\right) \vec{i} +\left(P_z-R_x\right) \vec{j} +\left(Q_x-P_y\right) \vec{k} \\ &=& \left(\frac{\partial\,R}{\partial\,y} -\frac{\partial\,Q}{\partial\,z}\right)\vec{i} +\left(\frac{\partial\,P}{\partial\,z} -\frac{\partial\,R}{\partial\,x}\right)\vec{j} +\left(\frac{\partial\,Q}{\partial\,x} -\frac{\partial\,P}{\partial\,y}\right)\vec{k} \end{array} $$

Curl

$\vec{F}(x,y,z) = P(x,y,z)\vec{i}+Q(x,y,z)\vec{j}+R(x,y,z)\vec{k}$

$$ \mathrm{curl} \vec{F} = \nabla\times\vec{F} =\left|\begin{array}{ccc} \vec{i} & \vec{j} & \vec{k} \\ \frac{\partial}{\partial\,x} &\frac{\partial}{\partial\,y} &\frac{\partial}{\partial\,z} \\ P & Q & R \end{array}\right| $$

Theorem: Properties

Let $\vec{F}(x,y,z) = P(x,y,z)\vec{i}+Q(x,y,z)\vec{j}+R(x,y,z)\vec{k}$ has continuous second order partial derivatives then

$$ \mathrm{div} \left(\mathrm{curl} \left(\vec{F} \right)\right) = \nabla\cdot\left(\nabla\times\vec{F}\right) = 0 $$

Theorem: Properties

Let $\vec{F}(x,y,z) = P(x,y,z)\vec{i}+Q(x,y,z)\vec{j}+R(x,y,z)\vec{k}$ be defined in space over a simply connected domain. If

$$ \mathrm{curl}\, \vec{F} = \vec{0} $$

then $\vec{F}$ is conservative.

Theorem: Properties

if $\vec{F}(x,y,z) = P(x,y,z)\vec{i}+Q(x,y,z)\vec{j}+R(x,y,z)\vec{k}$ is conservative then

$$ \mathrm{curl}\, \vec{F} = \vec{0} $$

Parametric surfaces

Parametric surface

A parametrized (parametric) surface is given by

$$\vec{\sigma}(u,v) = x(u,v)\vec{i} +y(u,v)\vec{j} +z(u,v)\vec{k} =\left(\begin{array}{c} x(u,v) \\y(u,v) \\z(u,v) \end{array}\right) $$

The parameter domain of the surface is the set of values ${\mathcal{D}}$ in the $uv$-plane for which $\vec{\sigma}(u,v)$ is defined.

Smooth parametrization

Parametrization

$$\vec{\sigma}(u,v) = x(u,v)\vec{i} +y(u,v)\vec{j} +z(u,v)\vec{k} =\left(\begin{array}{c} x(u,v) \\y(u,v) \\z(u,v) \end{array}\right) $$

is smooth if

$$\vec{\sigma}_u(u,v)\times\vec{\sigma}_v(u,v)\ne \vec{0}$$

and for any $u,v$ and $\vec{\sigma}_u$ and $\vec{\sigma}_v$ are continuous in the interior of the domain of $\vec{\sigma}$.

Area

Let

$$\vec{\sigma}(u,v) = x(u,v)\vec{i} +y(u,v)\vec{j} +z(u,v)\vec{k} $$

be smooth parametrization of a surface $\mathbf{S}$ such that $\vec{\sigma}(u,v)$ is one-to-one (i.e. $\mathbf{S}$ is traced only once) in its domain ${\mathcal{D}}$ then the surface area of $\mathbf{S}$ is

$$ A(\mathbf{S}) = \iint_{{\mathcal{D}}}\|\vec{\sigma}_u\times\vec{\sigma}_v\|\,\mathrm{d}\,{A} $$

Surface integrals

Surface integrals of scalar functions

The surface integral of scalar valued function $f(x,y,z)$ over the piece-wise smooth surface $\mathbf{S}=\vec{r}(u,v)$ is

$$\iint_{\mathbf{S}}f(x,y,z)\,\mathrm{d}\,{\sigma} = \iint_{{\mathcal{D}}}f(r(u,v))\|\vec{r}_u\times\vec{r}_v\|\,\mathrm{d}\,{u}\,\mathrm{d}\,{v} $$

Orientable surface

A surface $\mathbf{S}\subset{\mathbb{R}}^3$ is orientable if there is a continuous vector field $\vec{N}$ such that $\vec{N}$ is non-zero and normal to $\mathbf{S}$ at each point of $\mathbf{S}$.

Surface integrals of vector functions

The surface integral of vector valued function $\vec{F}(x,y,z)$ over the piece-wise smooth surface $\mathbf{S}=\vec{r}(u,v)$ with unit normal $\vec{N}$ is

$$\iint_{\mathbf{S}}\vec{F}\,\mathrm{d}\,{\vec{\sigma}} = \iint_{{\mathcal{D}}}\vec{F}\cdot\vec{N}\,\mathrm{d}\,{\sigma} $$

Stokes Theorem

Let $\mathbf{S}$ be an orientable surface in ${\mathbb{R}}^3$ whose bounder is simple closed curve $\mathbf{C}$. Let $\vec{F}$ be smooth vector field defined on subspace of ${\mathbb{R}}^3$ that contains $\mathbf{S}$. Then

$$ \oint_{C}\vec{F}\cdot\,\mathrm{d}\,{\vec{r}} = \iint_{\mathbf{S}}\mathrm{curl}\, \vec{F} \cdot \vec{n}\,\mathrm{d}\,{\vec{r}} = \iint_{\mathbf{S}}\left(\nabla \times \vec{F} \right)\cdot \vec{n}\,\mathrm{d}\,{\vec{r}} $$

Divergence Theorem

Let $\Sigma$ be closed surface in ${\mathbb{R}}^3$ which bounds a volume $\mathbf{V}$. Let $\vec{F}$ be smooth vector field defined on subspace of ${\mathbb{R}}^3$ that contains $\Sigma$. Then

$$ \iint_{\Sigma}\vec{F}\cdot\,\mathrm{d}\,{\vec{\sigma}} = \iiint_{\mathbf{V}}\mathrm{div}\,\vec{F} \,\mathrm{d}\,{V} = \iiint_{\mathbf{V}}\left(\nabla \cdot\vec{F} \right)\,\mathrm{d}\,{V} $$