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Educaciow por todos Cducacion pore Todor no es un proyecto lucrativo, sino un esfuerzo colectivo de estudiantes y profesores de la UNAM para facilitar el acceso a los materiales necesarios para la educacion de la mayor cantidad de gente posible. Pensamos editar en formato digital libros que por su alto costo, o bien porque ya no se consiguen en bibliotecas y librerias, no son accesibles para todos. Invitamos a todos los interesados en participar en este proyecto a sugerir titulos, a prestarnos los textos para su digitalizacién y a ayudarnos en toda la labor técnica que implica su reproduccion. El nuestro, es un proyecto colectivo abierto a la participacion de cualquier persona y todas las colaboraciones son bienvenidas. Nos encuentras en los Talleres Estudiantiles de la Facultad de Ciencias y puedes ponerte en contacto con nosotros a la siguiente direccién de correo electrénico: eduktodos@hotmail.com http://eduktodos.dyndns.org MATHEMATICAL METHODS FOR PHYSICISTS Third Edition MATHEMATICAL METHODS FOR PHYSICISTS Third Edition GEORGE ARFKEN Miami University Oxford, Ohio ACADEMIC PRESS, INC. Harcourt Brace Jovanovich, Publishers San Diego New York Berkeley Boston London Sydney Tokyo Toronto Copyright ©1985 by Academic Press, Inc. All rights reserved. No part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. ACADEMIC PRESS, INC. San Diego, California 92101 United Kingdom Edition Published by Academic Press, Inc. (London) Ltd., 24/28 Oval Road, London NW1 7DX )-12-059810-8 (paper) Library of Congress Catalog Card Number: 84-71328 PRINTED INTHE UNITED STATES OF AMERICA, wm OE T OS aD To Carolyn CONTENTS Chapier 1 Chapter 2 Chapter 3 VECTOR ANALYSIS 1 Definitions, Elementary Approach 1 Advanced Definitions 7 Scalar or Dot Product 13 Vector or Cross Product 18 Triple Scalar Product, Triple Vector Product 26 Gradient 33 Divergence 37 Curl 42 Successive Applications of V 47 Vector Integration 51 Gauss’s Theorem 57 Stokes’s Theorem 61 Potential Theory 64 Gauss’s Law, Poisson's Equation 74 Helmholtz’s Theorem 78 COORDINATE SYSTEMS 85 Curvilinear Coordinates 86 Differential Vector Operations 90 Special Coordinate Systems—Rectangular Cartesian Coordinates 94 Circular Cylindrical Coordinates (p, 9,2) 95 Spherical Polar Coordinates (r,0,@) 102 Separation of Variables 111 TENSOR ANALYSIS 118 3A 3.2 Introduction, Definitions 118 Contraction, Direct Product 124 CONTENTS 3.3 Quotient Rule 126 3.4 Pseudotensors, Dual Tensors 128 3.5 Dyadics 137 3.6 Theory of Elasticity 140 3.7 Lorentz Covariance of Maxwell’s Equations 150 38 Noncartesian Tensors, Covariant Differentiation 158 3.9 Tensor Differential Operations 164 Chapter4 DETERMINANTS, MATRICES, AND GROUP THEORY 168 4.1 Determinants 168 4.2 Matrices 176 4.3 Orthogonal Matrices 191 4.4 Oblique Coordinates 206 4.5 Hermitian Matrices, Unitary Matrices 209 4.6 Diagonalization of Matrices 217 4.7 Eigenvectors, Eigenvalues 229 48 Introduction to Group Theory 237 4.9 DiscreteGroups 243 4.10 Continuous Groups 251 4.11 Generators 261 4.12 SU(2), SUG), and Nuclear Particles 267 4.13 Homogeneous Lorentz Group 271 Chapter5 INFINITE SERIES 277 S.A Fundamental Concepts 277 5.2 Convergence Tests 280 5.3 Alternating Series 293 5.4 Algebra of Series 295 5.5 Series of Functions 299 5.6 Taylor’s Expansion 303 37 Power Series 313 58 Elliptic Integrals 321 5.9 Bernoulli Numbers, Euler-Maclaurin Formula 327 5.10 Asymptotic or Semiconvergent Series 339 5.11 Infinite Products 346 Chapter 6 FUNCTIONS OF A COMPLEX VARIABLE I 352 61 Complex Algebra 353 6.2 Cauchy-Riemann Conditions 360 Chapter 7 Chapter 8 Chapter 9 Chapter 10 63 6.4 6.5 6.6 6.7 CONTENTS: ix Cauchy’s Integral Theorem 365 Cauchy's Integral Formula 371 Laurent Expansion 376 Mapping 384 Conformal Mapping 392 FUNCTIONS OF A COMPLEX VARIABLE II: Calculus of Residues 396 Singularities 396 Calculus of Residues 400 Dispersion Relations 421 The Method of Steepest Descents 428 DIFFERENTIAL EQUATIONS 437 8.1 Partial Differential Equations of Theoretical Physics 437 First-Order Differential Equations 440 Separation of Variables—Ordinary Differential Equations 448 Singular Points 451 Series Solutions—Frobenius’ Method 454 A Second Solution 467 Nonhomogeneous Equation—Green’s Function 480 Numerical Solutions 491 STURM-LIOUVILLE THEORY—ORTHOGONAL FUNCTIONS 497 OL 9.2 9.3 94 Self-Adjoint Differential Equations 497 Hermitian (Self-Adjoint) Operators 510 Gram-Schmidt Orthogonalization 516 Completeness of Eigenfunctions 523 THE GAMMA FUNCTION (FACTORIAL FUNCTION) 539 Definitions, Simple Properties 539 Digamma and Polygamma Functions 549 Stirling’s Series 555 The Beta Function 560 The Incomplete Gamma Functions and Related Functions 565 x CONTENTS Chapter 11 BESSEL FUNCTIONS 573 Chapter 12 Chapter 13 Chapter 14 111 11.2 11.3 114 1.5 11.6 U7 Bessel Functions of the First Kind, J,(x) 573 Orthogonality 591 Neumann Functions, Bessel Functions of the Second Kind, N(x) 596 Hankel Functions 603 Modified Bessel Functions, [,(x) and K,(x) 610 Asymptotic Expansions 616 Spherical Bessel Functions 622 LEGENDRE FUNCTIONS 637 124 12,2 12,3 12.4 12.5 12.6 12.7 12.8 12.9 12.10 12.11 Generating Function 637 Recurrence Relations and Special Properties 645 Orthogonality 652 Alternate Definitions of Legendre Polynomials 663 Associated Legendre Functions 666 Spherical Harmonics 680 Angular Momentum Ladder Operators 685 The Addition Theorem for Spherical Harmonics 693 Integrals of the Product of Three Spherical Harmonics 698 Legendre Functions of the Second Kind, Q,(x) 701 Vector Spherical Harmonics 707 SPECIAL FUNCTIONS 712 13.1 13.2 13.3 13.4 13.5 13.6 Hermite Functions 712 Laguerre Functions 721 Chebyshev (Tschebyscheff) Polynomials 731 Chebyshev Polynomials—Numerical Applications 740 Hypergeometric Functions 748 Confluent Hypergeometric Functions 753 FOURIER SERIES 760 14.1 14.2 14.3 14.4 14.5 14.6 General Properties 760 Advantages, Uses of Fourier Series 766 Applications of Fourier Series 770 Properties of Fourier Series 778 Gibbs Phenomenon 783 Discrete Orthogonality—Discrete Fourier Transform 787 CONTENTS xi Chapter 15 INTEGRAL TRANSFORMS 794 15.1 15.2 15.3 15.4 15.5 15.6 15.7 15.8 15.9 15.10 15.11 15.12 Integral Transforms 794 Development of the Fourier Integral 797 Fourier Transforms—Inversion Theorem 800 Fourier Transform of Derivatives 807 Convolution Theorem 810 Momentum Representation 814 Transfer Functions 820 Elementary Laplace Transforms 824 Laplace Transform of Derivatives 831 Other Properties 838 Convolution or Faltung Theorem 849 Inverse Laplace Transformation 853 Chapter 16 INTEGRAL EQUATIONS 865 16.1 16.2 16.3 16.4 16.5 16.6 Introduction 865 Integral Transforms, Generating Functions 873 Neumann Series, Separable (Degenerate) Kernels 879 Hilbert-Schmidt Theory 890 Green’s Functions—One Dimension 897 Green’s Functions—Two and Three Dimensions Chapter 17 CALCULUS OF VARIATIONS 925 171 17.2 17.3 17.4 17.5 17.6 17.7 17.8 One-Dependent and One-Independent Variable 925 Applications of the Euler Equation 930 Generalizations, Several Dependent Variables 937 Several Independent Variables 942 More Than One Dependent, More Than One Independent Variable 944 Lagrangian Multipliers 945 Variation Subject to Constraints 950 Rayleigh-Ritz Variational Technique 957 Appendix 1 REAL ZEROS OF AFUNCTION 963 Appendix 2 GAUSSIAN QUADRATURE 968 GENERAL REFERENCES 974 Index 975 PREFACE TO THE THIRD EDITION The many additions and revisions in this third edition of Mathematical Methods for Physicists are based on 15 years of teaching from the second edition, on the questions from current students, and on the advice of colleagues, reviewers, and former students. Almost every section has been revised; many of the sections have been completely rewritten. In most sections, there are new exercises, all class tested. New sections have been added on non-Cartesian tensors, dispersion theory, first-order differential equations, numerical application of Chebyshev polynomials, the fast Fourier transform, and on transfer functions. Throughout the text, [ have placed significant additional emphasis on numer- ical applications and on the relation of these mathematical methods to comput- ing and to numerical analysis. For students studying graduate level physics, particularly theoretical physics, anumber of topics including Hermitian operators, Hilbert space, and the concept of completeness have been expanded. PREFACE TO THE SECOND EDITION This second edition of Mathematical Methods for Physicists incorporates a number of changes, additions, and improvements made on the basis of experience with the first edition and the helpful suggestions of a number of people. Major revisions have been made in the sections on complex variables, Dirac delta func- tion, and Green’s functions. New sections have been included on oblique co- ordinates, Fourier-Bessel series, and angular momentum ladder operators. The major addition is a series of sections on group theory. While these could have been presented as a separate group theory chapter, there seemed to be several advantages to include them in Chapter 4, Matrices. Since the group theory is developed in terms of matrices the arrangement seems a reasonable one. PREFACE TO THE FIRST EDITION Mathematical Methods for Physicists is based upon two courses in mathematics for physicists given by the author over the past fourteen years, one at the junior level and one at the beginning graduate level. This book is intended to provide the student with the mathematics he needs for advanced undergraduate and beginning graduate study in physical science and to develop a strong background for those who will continue into the mathematics of advanced theoretical physics. A mastery of calculus and a willingness to build on this mathematical foundation are assumed. This text has been organized with two basic principles in view. First, it has been written in a form that it is hoped will encourage independent study. There are frequent cross references but no fixed, rigid page-by-page or chapter-by-chapter sequence is demanded. The reader will see that mathematics as a language is beautiful and elegant. Unfortunately, elegance all too often means elegance for the expert and obscurity for the beginner. While still attempting to point out the intrinsic beauty of mathe- matics, elegance has occasionally been reluctantly but deliberately sacrificed in the hope of achieving greater flexibility and greater clarity for the student. Mathematical rigor has been treated in a similar spirit. It is not stressed to the point of becoming a mental block to the use of mathematics. Limitations are explained, however, and warnings given against blind, uncomprehending appli- cation of mathematical relations. The second basic principle has been to emphasize and re-emphasize physical examples in the text and in the exercises to help motivate the student, to illustrate the relevance of mathematics to his science and engineering. This principle has also played a decisive role in the selection and development of material. The subject of differential equations, for example, is no longer a series of trick solutions of abstract, relatively meaningless puzzles but the solu- tions and general properties of the differential equations the student will most frequently encounter in a description of our real physical world. ACKNOWLEDGMENTS A major revision of this sort necessarily represents the influence and help of many people. Many of the revisions resulted from current students’ requests for clarification. Many of the additions were a response to the comments and advice of former students. To all my students, my thanks for their help. Professor P. A. Macklin has been most helpful with his suggestions and corrections. The final form of this text owes much to the talents of Senior Editor Jeff Holtmeier of Academic Press, Inc. and of Carol Kosik of Editing, Design & Production, Inc. A special acknowledgment is owed Mrs. Jane Kelly for so patiently and conscien- tiously typing this manuscript. xix INTRODUCTION Many of the physical examples used to illustrate the applications of mathemat- ics are taken from the fields of electromagnetic theory and quantum mechanics. For convenience the main equations are listed below and the symbols identified. References in these fields are also given. ELECTROMAGNETIC THEORY MAXWELL'S EQUATIONS (MKS UNITS—VACUUM) OB V-D=p VxE=-— oD V-B=0 VxH=— 43 ot Here E is the electric field defined in terms of force on a static charge and B the magnetic induction defined in terms of force on a moving charge. The related fields D and H are given (in vacuum) by D=eE and B=pH The quantity p represents free charge density while J is the corresponding current. The electric field E and the magnetic induction B are often expressed in terms of the scalar potential ~ and the magnetic vector potential A. oA E ot ~Vop B=VxA For additional details see: J. M. Marion, Classical Electromagnetic Radiation, New York: Academic Press (1965); J. D. Jackson, Classical Electrodynamics, 2nd ed. New York: Wiley (1975). Note that Marion and Jackson prefer Gaussian units. A glance at the last two xxii_ INTRODUCTION texts and the great demands they make upon the student’s mathematical com- petence should provide considerable motivation for the study of this book. QUANTUM MECHANICS SCHRODINGER WAVE EQUATION (TIME INDEPENDENT) he —-v? = Im” w+ Vy = Ev w is the (unknown) wave function. The potential energy, often a function of position, is denoted by V while Fis the total energy of the system. The mass of the particle being described by w is m. f is Planck’s constant h divided by 27. Among the extremely large number of beginning or intermediate texts we might note: A. Messiah, Quantum Mechanics (2 vols), New York; Wiley (1961): R. H. Dicke and J. P. Wittke, Introduction to Quantum Mechanics, Reading Mass.: Addison-Wesley (1960); E. Merzbacher, Quantum Mechanics, 2nd Ed. New York: Wiley (1970). 1 VECTOR ANALYSIS 1.1 DEFINITIONS, ELEMENTARY APPROACH In science and engineering we frequently encounter quantities that have magnitude and magnitude only: mass, time, and temperature. These we label scalar quantities. In contrast, many interesting physical quantities have mag- nitude and, in addition, an associated direction. This second group includes displacement, velocity, acceleration, force, momentum, and angular momen- tum. Quantities with magnitude and direction are labeled vector quantities. Usually, in elementary treatments, a vector is defined as a quantity having magnitude and direction. To distinguish vectors from scalars, we identify vector quantities with boldface type, that is, V. As an historical sidelight, it is interesting to note that the vector quantities listed are all taken from mechanics but that vector analysis was not used in the development of mechanics and, indeed, had not been created. The need for vector analysis became apparent only with the development of Maxwell’s electromagnetic theory and in appreciation of the inherent vector nature of quantities such as the electric field and magnetic field. Our vector may be conveniently represented by an arrow with length propor- tional to the magnitude. The direction of the arrow gives the direction of the vector, the positive sense of direction being indicated by the point. In this representation vector addition C=A+B (dl) consists in placing the rear end of vector B at the point of vector A. Vector C is then represented by an arrow drawn from the rear of A to the point of B. This procedure, the triangle law of addition, assigns meaning to Eq. 1.1 and is illustrated in Fig. 1.1. By completing the parallelogram, we see that C=A+B=B+A, (1.2) B A c FIG. 1.1 Triangle law of vector addition as shown in Fig. 1.2. In words, vector addition is commutative. 2 VECTOR ANALYSIS FIG. 1.2 Parallelogram law of vec- B tor addition For the sum of three vectors D=A+B+ we may first add A and B A+B=E. Fig. | Then this sum is added to C D=E+C. Similarly, we may first add B and C B+C=F. Then D=A+F. In terms of the original expression, (A+B) +C=A4+(B+O0. Vector addition is associative. FIG. 1.3 Vector addition is associa- D tive A direct physical example of the parallelogram addition law is provided by a weight suspended by two cords. If the junction point (O in Fig. 1.4) is in equilibrium, the vector sum of the two forces F, and F, must just cancel the downward force of gravity, F;. Here the parallelogram addition law is subject to immediate experimental verification.' ‘Strictly speaking the parallelogram addition was introduced as a definition. Experiments show that if we assume that the forces are vector quantities and we combine them by parallelogram addition the equilibrium condition of zero resultant force is satisfied. DEFINITIONS, ELEMENTARY APPROACH 3 FIG. 1.4 Equilibrium of forces. F, + F, = Fs Subtraction may be handled by defining the negative of a vector as a vector of the same magnitude but with reversed direction. Then A-B=A+(-B). In Fig, 13 A=E-B. Note that the vectors are treated as geometrical objects that are independent of any coordinate system. Indeed, we have not yet introduced a coordinate system. This concept of independence of a preferred coordinate system is developed in considerable detail in the next section. The representation of vector A by an arrow suggests a second possibility. Arrow A (Fig. 1.5), starting from the origin,” terminates at the point (x,,);,21)- Thus, if we agree that the vector is to start at the origin, the positive end may be specified by giving the cartesian coordinates (x;,),,21) of the arrow head. Although A could have represented any vector quantity (momentum, electric field, etc.,), one particularly important vector quantity, the displacement from the origin to the point (x,,),,2,), is denoted by the special symbol r. We then have a choice of referring to the displacement as either the vector r or the collection (x;,)1,2;), the coordinates of its end point. FO (%1.01521)- (1.3) ?The reader will see that we could start from any point in our cartesian reference frame, we choose the origin for simplicity. 4 VECTOR ANALYSIS Zz (11.0) FIG. 1.5 Cartesian components Using r for the magnitude of vector r, we find that Fig. 1.6 shows that the end- point coordinates and the magnitude are related by X,=rcosa, y,=rcosp, 2, =rcosy. (1.4) Cos «, cos B, and cos, are called the direction cosines, a being the angle between the given vector and the positive x-axis, and so on. One further bit of vocabulary: The quantities x,, »,, and z, are known as the (cartesian) components of r or the projections of r. FIG. 1.6 Direction cosines DEFINITIONS, ELEMENTARY APPROACH 5 If we proceed in the same manner, any vector A may be resolved into its components (or projected onto the coordinate axes) to yield A, = Acosa, 5) in which « is the angle between A and the positive x-axis. Again, we may choose to refer to the vector as a single quantity A or to its components (4,, A,, A,)- Note that the subscript x in 4, denotes the x component and not a dependence on the variable x. A, may be a function of x, y, and z as A,(x, y,z). The choice between using A or its components (4,,4y, 4.) is essentially a choice between a geometric or an algebraic representation. In the language of group theory (Chapter 4), the two representations are isomorphic. Use either representation at your convenience. The geometric “arrow in- space” may aid in visualization. The algebraic set of components is usually much more suitable for precise numerical or algebraic calculations. Vectors enter physics in two distinct forms. (1) Vector A may represent a single force acting at a single point. The force of gravity acting at the center of gravity illustrates this form. (2) Vector A may be defined over some extended region; that is, A and its components may be functions of position: 4, = A,(x,y,z), and so on. Examples of this sort include the velocity of a fluid varying from point to point over a given volume and electric and magnetic fields. Some writers distinguish these two cases by referring to the vector defined over a region as a vector field. The concept of the vector defined over a region and being a function of position will be extremely important in Section 1.2 and in later sections where we differentiate and integrate vectors. At this stage it is convenient to introduce unit vectors along each of the coordinate axes. Let i be a vector of unit magnitude pointing in the positive x-direction, j, a vector of unit magnitude in the positive y-direction, and k, a vector of unit magnitude in the positive z-direction. Then iA, is a vector with magnitude equal to A, and in the positive x-direction. By vector addition A=id, +j4,+k4,, (1.6) which states that a vector equals the vector sum of its components. Note that if A vanishes, all of its components must vanish individually; that is, if A=0, then 4,=4,=A4,=0. Finally, by the Pythagorean theorem, the magnitude of vector A is A=(A2 4 A? + A2)'2, (1.74) This resolution of a vector into its components can be carried out in a variety of coordinate systems, as shown in Chapter 2. Here we restrict ourselves to cartesian coordinates. Equation 1.6 is actually an assertion that the three unit vectors i, j, and k span our real three-dimensional space: Any constant vector may be written as a linear combination of i, j, and k. Since i, j, and k are linearly independent (no one is a linear combination of the other two), they form a basis for the real three-dimensional space. 6 VECTOR ANALYSIS As a replacement of the graphical technique, addition and subtraction of vectors may now be carried out in terms of their components. For A = id, + jA, + kA, and B = iB, + jB, + kB., ALB=i(A, + B) +j(A, + B,) + k(A, + BY. (1.7) EXAMPLE 1.1.1 Let A= 6i+ 4j+3k B= 2i—3j—3k. Then by Eq. 1.76 A+B=8i4+j and A-B=4i+ 7j+ 6k. It should be emphasized here that the unit vectors i, j, and k are used for convenience. They are not essential; we can describe vectors and use them entirely in terms of their components: A «+(A,, Ay, A.). This is the approach of the two more powerful, more sophisticated definitions of vector discussed in the next section. However, i, j, and k emphasize the direction, which will be useful in Chapter 2. So far we have defined the operations of addition and subtraction of vectors. Three varieties of multiplication are defined on the basis of their applicability: a scalar or inner product in Section 1.3, a vector product peculiar to three- dimensional space in, Section 1.4, and a direct or outer product yielding a second-rank tensor in Section 3.2. Division by a vector is not defined. See Exercises 4.2.21 and 22. EXERCISES 1.1.1 Show how to find A and B, given A + Band A — B. 1.1.2. The vector A whose magnitude is 10 units makes equal angles with the coordinate axes, Find A,, A,, and 4,. 1.1.3 Calculate the components of a unit vector that lies in the xy-plane and makes equal angles with the positive directions of the x- and y-axes. 1.1.4 The velocity of sailboat A relative to sailboat B, v,., is defined by the equation Vea = Vy — Vp, Where ¥, is the velocity of A and vg is the velocity of B. Determine the velocity of A relative to B if v= 30km/hr east vg=40 km/hr north ANS. ¥.« = 50 km/hr, 53.1° south of east 1.1.5 1.1.6 1.1.7 1.1.8 1.1.9 1.1.10 1.1.11 ADVANCED DEFINITIONS 7 A sailboat sails for 1 hr at 4 km/hr (relative to the water) on a steady compass heading of 40° east of north, The sailboat is simultaneously carried along by a current. At the end of the hour the boat is 6.12 km from its starting point. The line from its starting point to its location lies 60° east of north. Find the x (east- erly) and y (northerly) components of the water’s velocity. ANS. qq, = 2.73 km/Bt, —Pyoay = 0 km/hr, A vector equation can be reduced to the form A = B. From this show that the one vector equation is equivalent to three scalar equations. Assuming the validity of Newton's second law F = ma as a vector equation, this means that a, depends only on F, and is independent of F, and F,. The vertices of a triangle A, B, and C are given by the points (~1,0, 2), (0, 1,0), and (1, — 1,0), respectively. Find point D so that the figure ABDC forms a plane parallelogram. ANS. (2,0, —2). A triangle is defined by the vertices of three vectors, A, B, and C that extend from the origin. In terms of A, B, and C show that the vector sum of the successive sides of the triangle (AB + BC + CA) is zero. A sphere of radius a is centered at a point ry. (a) Write out the algebraic equation for the sphere. (b) Write out a vector equation for the sphere. ANS. (a) («— “4 P+(9- 9)? +E 217 (b) r=rta. (a takes on all directions but has a fixed magnitude, a.) A corner reflector is formed by three mutually perpendicular reflecting surfaces. Show that a ray of light incident upon the corner reflector (striking all three surfaces) is reflected back along a line parallel to the line of incidence. Hint. Consider the effect of a reflection on the components of a vector descr the direction of the light ray. ing Hubble’s law. Hubble found that distant galaxies are receding with a velocity proportional to their distance from where we are on Earth. For the ith galaxy v= Hot, with us at the origin. Show that this recession of the galaxies from us does not imply that we are at the center of the universe. Specifically, take the galaxy at r, as a new origin and show that Hubble’s law is still obeyed 1.22 ADVANCED DEFINITIONS* In the preceding section vectors were defined or represented in two equiv- alent ways: (1) geometrically by specifying magnitude and direction, as with an arrow, and (2) algebraically by specifying the components relative to cartesian coordinate axes. The second definition is adequate for the vector analysis of this chapter. In this section two more refined, sophisticated, and powerful *This section is optional. It is not essential for the remaining sections of this chapter. 8 VECTOR ANALYSIS definitions are presented. First, the vector field is defined in terms of the behavior of its components under rotation of the coordinate axes. This trans- formation theory approach leads into the tensor analysis of Chapter 3. Second, the component definition of Section 1.1 is refined and generalized according to the mathematician’s concepts of vector and vector space, This approach leads to function spaces including the Hilbert space—Section 9.4. ROTATION OF THE COORDINATE AXES The definition of vector as a quantity with magnitude and direction breaks down in advanced work. On the one hand, we encounter quantities, such as elastic constants and index of refraction in anisotropic crystals, that have magnitude and direction but which are not vectors. On the other hand, our naive approach is awkward to generalize, to extend to more complex quantities. We seek a new definition of vector field, using our displacement vector r as a prototype. There is an important physical basis for our development of a new definition. We describe our physical world by mathematics, but it and any physical predictions we may make must be independent of our mathematical analysis. Some writers compare the physical system to a building and the mathematical analysis to the scaffolding used to construct the building. In the end the scaffold- ing is stripped off and the building stands. In our specific case we assume that space is isotropic; that is, there is no preferred direction or all directions are equivalent. Then the physical system being analyzed or the physical law being enunciated cannot and must not depend on our choice or orientation of the coordinate axes. Now we return to the concept of vector r as a geometric object independent of the coordinate system. Let us look at r in two different systems, one rotated in relation to the other. For simplicity we consider first the two-dimensional case. If the x-, y- coordinates are rotated counterclockwise through an angle @, keeping r fixed (Fig. 1.7), we get the following relations between the components resolved in the original system (unprimed) and those resolved in the new rotated system (primed): x = xcose + ysing, (1.8) y= —xsing + yoose We saw in Section |.1 that a vector could be represented by the coordinates of a point; that is, the coordinates were proportional to the vector components. Hence the components of a vector must transform under rotation as coordinates of a point (such as r). Therefore whenever any pair of quantities A,(x, y) and A,(x, y) in the xy-coordinate system is transformed into (Aj, 4}) by this rotation of the coordinate system with Al = A,cosy + Aysing ° (19) A, = —A,sing + A,cos@, ADVANCED DEFINITIONS 9 FIG. 1.7 Rotation of cartesian coordinate axes about the z-axis we define’ A, and A, as the components of a vector A. Our vector now is defined in terms of the transformation of its components under rotation of the coordinate system. If A, and A, transform in the same way as x and y, the components of the two-dimensional displacement vector, they are the compo- nents of a vector A. If A, and A, do not show this form invariance when the coordinates are rotated, they do not form a vector. The vector field components 4, and A, satisfying the defining equations, Eq. 1.9, associate a magnitude A and a direction with each point in space. The magnitude is a scalar quantity, invariant to the rotation of the coordinate system. The direction (relative to the unprimed system) is likewise invariant to the rotation of the coordinate system (see Exercise 1.2.1). The result of all this is that the components of a vector may vary according to the rotation of the primed coordinate system. This is what Eq. 1.9 says. But the variation with the angle is just such that the components in the rotated coordinate system A‘, and Ay, define a vector with the same magnitude and the same direction as the vector defined by the components 4, and A, relative to the x-, y-coordinate axes. (Compare Exercise 1.2.1.) The components of A ina particular coordinate system constitute the representation of A in that coordinate system. Equation 1.9, the transformation relation, is a guarantee that the entity A is independent of the rotation of the coordinate system. To go on to three and, later, four dimensions, we find it convenient to use a more compact notation. Let 'The corresponding definition of a scalar quantity is S” under rotation of the coordinates. S, that is, invariant 10 VECTOR ANALYSIS XX, (1.10) YX ay; =cosg, a,,=sing, 11 9. 12 (ly a2, = —sing, 432 = COSY. Then Eq. 1.8 becomes Xp = Gy X +.4y2Xp, 4 = yy + Ay 2X2 (1.2) Xp = 1X1 + p2%o- The coefficient a, may be interpreted as a direction cosine, the cosine of the angle between x; and x;; that is, 17 = COS(X},X2) = sing, (13) 1 = COS(x2,X1) = cos (c + 5) = -sing. The advantage of the new notation? is that it permits us to use the summation symbol ¥ and to rewrite Eqs. 1.12 as. 1,2. (1.14) Note that i remains as a parameter that gives rise to one equation when it is set equal to 1 and to a second equation when it is set equal to 2. The index j, of course, is a summation index, a dummy index, and as with a variable of integration, j may be replaced by any other convenient symbol. The generalization to three, four, or N dimensions is now very simple. The set of N quantities, V;, is said to be the components of an N-dimensional vector, V, if and only if their values relative to the rotated coordinate axes are given by 1,2,...,N. (1.15) As before, aj; is the cosine of the angle between x; and x;. Often the upper limit Nand the corresponding range of i will not be indicated. It is taken for granted that the reader knows how many dimensions his or her space has. From the definition of a,; as the cosine of the angle between the positive x; 2The reader may wonder at the replacement of one parameter @ by four parameters a. Clearly, the a, do not constitute a minimum set of parameters. For two dimensions the four a,; are subject to the three constraints given in Eq. 1.18. The justification for the redundant set of direction cosines is the convenience it provides. Hopefully, this convenience will become more apparent in Chapters 3 and 4. For three dimensional rotations (9 a, but only three independent) alternate descriptions are provided by: (1) the Euler angles discussed in Section 4.3, (2) quaternions, and (3) the Cayley Klein parameters. These alternatives have their respective advantages and disadvantages. ADVANCED DEFINITIONS 11 direction and the positive x; direction we may write (cartesian coordinates)* (1.16) Note carefully that these are partial derivatives. By use of Eq. 1.16, Eq. 1.15 becomes ® ax Way xy. (1.17) The direction cosines aj; satisfy an orthogonality condition Yayay = dp (1.18) or, equivalently, Lana The symbol 5;, is the Kronecker delta defined by Sp. (1.19) by =1 for j=k, (1.20) 5, =0 for j#k. The reader may easily verify that Eqs. 1.18 and 1.19 hold in the two-dimensional case by substituting in the specific a,; from Eq. 1.11. The result is the well-known identity sin? @ + cos? = 1 for the nonvanishing case. To verify Eq. 1.18 in general form, we may use the partial derivative forms of Eqs. 1.16 to obtain r& OX, _ OX; Ox} _ OX) Ox} Ox, Ox, Ox, Ox, (1.21) The last step follows by the standard rules for partial differentiation, assuming that x; is a function of x;, x2, x3, and so on. The final result, 6x;/6x,, is equal to 5, Since x, and x, as coordinate lines (j + k) are assumed to be perpendicular (two or three dimensions) or orthogonal (for any number of dimensions). Equivalently, we may assume that x; and x, (j #k) are totally independent variables. If j = k, the partial derivative is clearly equal to 1. In redefining a vector in terms of how its components transform under a rotation of the coordinate system, we should emphasize two points: 1. This definition is developed because it is useful and appropriate in describing our physical world. Our vector equations will be independent of any particular coordinate system. (The coordinate system need not even be cartesian.) The vector equation can always be expressed in some particular coordinate system and, to obtain numerical results, we must ultimately express the equation in some specific coordinate system. *Differentiate xj = Yayxy with respect to x;. See the discussion following Eq. 1.21. Section 4.3 provides an alternate approach. 12 VECTOR ANALYSIS 2. This definition is subject to a generalization that will open up the branch of mathematics known as tensor analysis (Chapter 3). A qualification is also in order. The behavior of the vector components under rotation of the coordinates is used in Section 1.3 to prove that a scalar product is a scalar, in Section 1.4 to prove that a vector product is a vector, and in Section 1.6 to show that the gradient of a scalar, Vy, is a vector. The remainder of this chapter proceeds on the basis of the less restrictive definitions of the vector given in Section 1.1. Vectors and Vector Space It is customary in mathematics to label an ordered triple of real numbers (%4,X9,x3) a vector x. The number x, is called the nth component of vector x. The collection of all such vectors (obeying the properties that follow) form a three-dimensional real vector space. We ascribe five properties to our vectors: Ifx = (X1,%2,%3) and y = (W152, Va)s 1. Vector equality: x = y means x; = y;, i=1,2,3 2. Vector addition: x+y=z means x,+),=2Z;, i=1,2,3 3. “Scalar multiplication: ax+(ax,,axp,ax3) (with areal) 4. Negative of a vector: —x —I)xe(—x;,—-X2, —%3) 5. Null vector: There exists a null vector 0 (0, 0,0). Since our vector components are simply numbers, the following properties also hold: 1. Addition of vectors is commutative: x + y =y + x. 2. Addition of vectors is associative: (x + y) + z= x+(y+z). 3. Scalar multiplication is distributive: a(x +y)=ax+ay, also (a +5)x =ax + bx. 4. Scalar multiplication is associative: (ab)x = a(bx). Further, the null vector 0 is unique as is the negative of a given vector x. So far as the vectors themselves are concerned this approach merely for- malizes the component discussion of Section 1.1. The importance lies in the extensions which will be considered in later chapters. In Chapter 4, we show that vectors form both an Abelian group under addition and a linear space with the transformations in the linear space described by matrices. Finally, and perhaps most important, for advanced physics the concept of vectors presented here may be generalized to (1) complex quantities,* (2) functions, and (3) an infinite number of components. This leads to infinite dimensional function “The n-dimensional vector space of real n-tuples is often labeled R" and the n-dimensional vector space of complex n-tuples is labeled C". SCALAR OR DOT PRODUCT 13 spaces, the Hilbert spaces, which are, important in modern quantum theory. A brief introduction to function expansions and Hilbert space appears in Section 9.4. EXERCISES 1.2.1 (a) Show that the magnitude of a vector A, A = (A? + A?) is independent of the orientation of the rotated coordinate system, (42 + A}! = (42 + A)" independent of the rotation angle @. This independence of angle is expressed by saying that A is invariant under rotations. (b) At a given point (x,) A defines an angle a relative to the positive x-axis and @’ relative to the positive x’-axis. The angle from x to x’ is g. Show that A=A’ defines the same direction in space when expressed in terms of its primed components, as in terms of its unprimed components; that is, w=a-9. 1.2.2. Prove the orthogonality condition Yaja,; = d,. As a special case of this the direction cosines of Section 1.1 satisfy the relation cos? u + cos? B + cos*y = 1, a result that also follows from Eq. 1.7a. 1.3 SCALAR OR DOT PRODUCT Having defined vectors, we now proceed to combine them. The laws for combining vectors must be mathematically consistent. From the possibilities that are consistent we select two that are both mathematically and physically interesting. A third possibility is introduced in Chapter 3, in which we form tensors. The combination of ABcos 9, in which A and B are the magnitudes of two vectors and 6, the angle between them, occurs frequently in physics (Fig. 1.8). FIG. 1.8 Scalar product A-B= x ABcos@ 14 VECTOR ANALYSIS For instance, work = force x displacement x cos 0 is usually interpreted as displacement times the projection of the force along the displacement. With such applications in mind, we define A B= A,B, + A,B, + A.B. = Y AB, (1.22) as the scalar, dot, or inner product of A and B. The scalar product of two vectors is a scalar quantity. We note that from this definition A+B =B-A; the scalar product is commutative. The unit vectors i, j, and k satisfy the relations ii=j-jok-k=1, (1.224) whereas 7 i (1.22b) jiskisk-j=0. If we reorient our axes and let A define a new x-axis,’ then A,y=A, Ay=0, A,=0 and B, = Boos8. Then by Eq. 1.22 A-B = ABcos6, (1.23) which may be taken as a second definition of scalar product. The component definition, Eq. 1.22, might be labeled an algebraic definition. Then Eq. 1.23 would be a geometric definition. One of the most common applications of the scalar product in physics is in the calculation of work, W = F-s, the scalar product of force and displacement. EXAMPLE 1.3.1 For the two vectors A and’ B of Example 1.1.1, A= 61+ 4j+ 3k, B= 2i — 3] — 3k, A-B=(12— 12-9) =-9 by Eq. 1.22. In this case the projection of A on B(or Bon A)is negative. Actually, [Al = G6 + 164.9)! = 61)" =7.81, [B| = (449 4.9)!? = (22)? = 4.69, and cos@ = —0.246, @ = 104,2°. "The invariance of A-B under rotation of the coordinate axes is proved later in this section. SCALAR OR DOT PRODUCT 15 If A-B = 0 and we know that A + 0 and B + 0, then from Eq. 1.23 cos 0 = 0 or @=90°, 270°, and so on. The vectors A and B must be perpendicular. Alternately, we may say A and B are orthogonal. The unit vectors i, j, and k are mutually orthogonal. To develop this notion of orthogonality one more step, suppose that n is a unit vector and r is a nonzero vector in the xy-plane; that is, r + jy (Fig. 1.9). If n-r=0 for all choices of r, then n must be perpendicular (orthogonal) to the xy-plane. n reix+iy FIG. 1.9 A normal vector Often it is convenient to replace i, j, and k by subscripted unit vectors e,,, m = 1, 2,3 with i =e,, and so on. Then Eqs. 1.22a and b become = Sn (1.22c) For m #n the unit vectors e,, and e, are orthogonal. For m each vector is normalized to unity, that is, has unit magnitude. The set e,, is said to be orthonor- mal. A major advantage of Eq. 1.22c over Eqs. 1.22a and 6 is that Eq. 1.22¢ may readily be generalized to N-dimensional space: m, n=1, 2, ..., N. Finally, we are picking sets of unit vectors e,, that are orthonormal for con- venience—a very great convenience. The nonorthogonal situation is explored in Section 4.4, “Oblique Coordinates.” &m SCALAR PROPERTY We have not yet shown that the word scalar is justified or that the scalar product is indeed a scalar quantity. To do this, we investigate the behavior of A-B under a rotation of the coordinate system. By use of Eq. 1.15 16 VECTOR ANALYSIS A,By + ALB, + ALB =. a:ApY ag:B; + Yas. yB, + aA:¥ 4B). an an © 7 24) Using the indices k and / to sum over x, y, and z, we obtain LAB = LIV avdiayB, (1.25) and, by rearranging the terms on the right-hand side, we have LAB = 2ry (ayy) A,B; = LY 6yAB, (1.26) TG =YAB,. The last two steps follow by using Eq. 1.18, the orthogonality condition of the direction cosines, and Eq. 1.20, which defines the Kronecker delta. The effect of the Kronecker delta is to cancel all terms in a summation over either index except the term for which the indices are equal. In Eq. 1.26 its effect is to set Jj =iand to eliminate the summation over j. Of course, we could equally well set i =j and eliminate the summation over i. Equation 1.26 gives us LAB = LAB, (1.27) K 7 which is just our definition ofa scalar quantity, one that remains invariant under the rotation of the coordinate system. In a similar approach which exploits this concept of invariance, we take C =A + Band dot it into itself. C-C=(A+B)-(A+B) (1.28) =A:A+B-B+ 2A-B. Since Cc-C=C’, (1.29) the square of the magnitude of vector C and thus an invariant quantity, we see that A-B=4(C? — 4?— BY), _ invariant. (1.30) Since the right-hand side of Eq. 1.30 is invariant—that is, a scalar quantity— the left-hand side, A- B, must also be invariant under rotation of the coordinate system. Hence A-B is a scalar. Equation 1.28 is really another form of the law of cosines which is C? = A? + B? + 24Bcos 0. a3) Comparing Egs. 1.28 and 1.31, we have another verification of Eq. 1.23, or, if preferred, a vector derivation of the law of cosines (Fig. 1.10). EXERCISES 17 FIG. 1.10 The law of cosines An interesting illustration of the geometric interpretation of the scalar product is provided by an example from a branch of general relativity. Consider a four-dimensional sphere P+ ye tz? wea] in x, y, z, w space. The surface of this four-dimensional sphere may be described by the vector r = (x, y,z,~) with the restriction that |r| = 1. It is possible to construct a unit vector t that is tangential to this four-dimensional sphere over its entire surface. As one possible example, Vy X,W, The reader may verify that tt=1, therefore unit magnitude, and t-r=0, therefore tangential, over the entire sphere. The two-dimensional analog exists but there is no three-dimensional analog. Hair growing out of a sphere cannot be combed down all over. There will be acowlick. The dot product, given by Eq. 1.22, may be generalized in two ways. The space need not be restricted to three dimensions. In n-dimensional space, Eq. 1.22 applies with the sum running from | to 7. n may be infinity, with the sum then a convergent infinite series (Section 5.2). The other generalization extends the concept of vector to embrace functions. The function analog of a dot or inner product appears in Section 9.4, EXERCISES 1.3.1 What is the cosine of the angle between the vectors A=3i+4j+k and -i+k? ANS. cos#=0, 0 18 VECTOR ANALYSIS 1.3.2 1.3.3 1.3.4 1.3.5 1.3.6 Two unit magnitude vectors e; and e; are required to be either parallel or per- pendicular to each other. Show that e;-e; provides an interpretation of Eq. 1.18, the direction cosine orthogonality relation. Given that (1) the dot product of a unit vector with itself is unity and (2) this relation is valid in all (rotated) coordinate systems, show that i’+i/= 1 (with the primed system rotated 45° about the z-axis relative to the unprimed) implies that i-j=0. The vector r, starting at the origin, terminates at and specifies the point in space (x,y, 2). Find the surface swept out by the tip of r if (a) (r—a)-a=0, (b) @—a)-r=0. The vector a is a constant (constant in magnitude and direction). a we a O The interaction energy between two dipoles of moments 1, and 4, may be written in the vector form 31) (Ha) 3 and in the scalar form V = #1#2 (2.c0s6, cos, — sin 6, sin 0, cos 9) =n , cos 0 ) sin 8, cos @). Here 6, and 0, are the angles of 1; and p, relative to r, while @ is the azimuth of , relative to the p, — r plane. Show that these two forms are equivalent. Hint, Eq. 12.198 will be helpful. A pipe comes diagonally down the south wall of a building, making an angle of 45° with the horizontal. Coming into a corner, the pipe turns and continues diagonally down a west-facing wall, still making an angle of 45° with the horizontal. What is the angle between the south-wall and west-wall sections of the pipe? ANS. 120°. 1.4 VECTOR OR CROSS PRODUCT A second form of vector multiplication employs the sine of the included angle instead of the cosine. For instance, the angular momentum of a body is defined as angular momentum = radius arm x linear momentum = distance x linear momentum x sin @. For convenience in treating problems relating to quantities such as angular momentum, torque, and angular velocity, we define the vector or cross product as VECTOR OR CROSS PRODUCT 19 a 7 7 7 Linear momentum Radius arm Distance x FIG. 1.11 Angular momentum C=AxB, with C= ABsind. (1.32) Unlike the preceding case of the scalar product, C is now a vector, and we assign it a direction perpendicular to the plane of A and B such that A, B, and C forma right-handed system. With this choice of direction we have AxB=-—Bx A, — anticommutation. (1.32a) From this definition of cross product we have ixizjxjokxk=0, (1.326) whereas ixj=k, jxk=i, kxi and (1.32e) jxi=-k, kxj=-i, ixk=—-j. Among the examples of the cross product in mathematical physics are the relation between linear momentum p and angular momentum L (defining angular momentum), L=rxp and the relation between linear velocity v and angular velocity o, vV=QOx%r Vectors v and p describe properties of the particle or physical system. However, 20 VECTOR ANALYSIS the position vector r is determined by the choice of the origin of the coordinates. This means that @ and L depend on the choice of the origin. The familiar magnetic induction B is usually defined by the vector product force equation! Fy =qv xB. Here v is the velocity of the electric charge g and Fy is the resulting force on the moving charge. The cross product has an important geometrical interpretation which we shall use in subsequent sections. Jn the parallelogram defined by A and B (Fig. 1.12) Bsin@ is the height if A is taken as the length of the base. Then |A x B| = ABsin 60 is the area of the parallelogram. As a vector, A x B is the area of the parallelogram defined by A and B, with the area vector normal to the plane of the parallelogram. This suggests that area may be treated as a vector quantity. Bsind FIG. 1.12 Parallelogram representation of the vector product Parenthetically, it might be noted that Eq. 1.32c and a modified Eq. 1.325 form the starting point for the development of quaternions. Equation 1.326 is replaced byix i=jxjokxk=-—l. Analternate definition of the vector product C = A x Bconsists in specifying the components of C: C, = A,B, — A,B, By, C, = A,B, — A,B, (1.33) C= A,B, ~ AB,, or ' The electric field E is assumed here to be zero, VECTOR OR CROSS PRODUCT 21 C= 4;B,— A,B; i,j, k all different, (1.34) and with cyclic permutation of the indices i, j, and k. The vector product C may be conveniently represented by a determinant? ij k C=|A, A, A,}. (1.35) By B, B, Expansion of the determinant across the top row reproduces the three com- ponents of C listed in Eq. 1.33. Equation 1.32 might be called a geometric definition of the vector product. Then Eq. 1.33 would be an algebraic definition. EXAMPLE 1.4.1 With A and B given in Example 1.1.1, A= 6i + 4j + 3k, B = 2i— 3j— 3k, ij ok AxB=|6 4 3 2-3 -3 = i(—12 + 9) — j(—18 — 6) + k(—18 — 8) = —3i + 24] — 26k. To show the equivalence of Eq. 1.32 and the component definition, Eq. 1.33, let us form AC and B-C, using Eq. 1.33. We have A-C=A-(A xB) = A,(A,B, — A,By) + A,(A,B, — AxB,) + A(A,By — A,B,) =0. (1.36) Similarly, B-C =B-(A x B) =0. (1.37) Equations 1.36 and 1.37 show that Cis perpendicular to both A and B(cos @ = 0, @ = +90°)and therefore perpendicular to the plane they determine. The positive direction is determined by considering special cases such as the unit vectors ix j=k(C. = +4,B,). ?See Section 4.1 for a summary of determinants. 22 VECTOR ANALYSIS The magnitude is obtained from (A x B)-(A x B) = 42B? — (A-B)? = A?B? — AB? cos? (1.38) = A?B? sin? 0. Hence C= ABsiné. (1.39) The big first step in Eq. 1.38 may be verified by expanding out in component form, using Eq. 1.33 for A x B and Eq. 1.22 for the dot product. From Eqs. 1.36, 1.37, and 1.39 we see the equivalence of Eqs. 1.32 and 1.33, the two definitions of vector product. There still remains the problem of verifying that C = A x B is indeed a vector; that is, it obeys Eq. 1.15, the vector transformation law. Starting in a rotated (primed system) Ci = AjB, — A,B;, i,j, and k in cyclic order, = Yay GimBn — Y 41>. Gm Bre (1.40) T a 7 5 Es 2 4h — 414m) Ai Bm- The combination of direction cosines in parentheses vanishes for m= /. We therefore have j and & taking on fixed values, dependent on the choice of i, and six combinations of / and m. If i= 3, then j = 1, k = 2 (cyclic order), and we have the following direction cosine combinations 441422 — 421442 = 335 13491 — 73441 = G32, (1.41) 442823 — 422443 = A314 and their negatives. Equations 1.41 are identities satisfied by the direction cosines. They may be verified with the use of determinants and matrices (see Exercise 4.3.3). Substituting back into Eq. 1.40, C5 = 534, By + 437A3B, + 45,A,By = d334yB, — 434, Bs — a3, A5B, = 3,Cy + a39Cy + a33Cy = LaanGy. (1.42) By permuting indices to pick up Cj and C3, we see that Eq. 1.15 is satisfied and C is indeed a vector. It should be mentioned here that this vector nature of the cross product is an accident associated with the three-dimensional nature EXERCISES 23 of ordinary space.’ It will be seen in Chapter 3 that the cross product may also be treated as a second-rank antisymmetric tensor! If we define a vector as an ordered triple of numbers (or functions) as in the latter part of Section 1.2, then there is no problem identifying the cross product as a vector. The cross-product operation maps the two triples A and B into a third triple C which by definition is a vector. We now have two ways of multiplying vectors; a third form appears in Chapter 3. But what about division by a vector? It turns out that the ratio B/A is not uniquely specified (Exercise 4.2.19) unless A and B are also required to be parallel. Hence division of one vector by another is not defined. EXERCISES 1.4.1 Two vectors A and B are given by A= 2+ 4j + 6k, B= 3i— 3) — 5k. Compute the scalar and vector products A-B and A x B. 1.4.2 Show the equivalence of Eq. 1.32 and the component definition Eq. 1.33 by expanding A, B, and C in C = A x B in cartesian components. 1.4.3. Starting with C= A +B, show that C x C leads to Ax B=—-Bx A. 1.4.4 Show that (a) (A—B)-(A + B)= 4? — B, (b) (A—B) x (A+B) =2A xB. The distributive laws needed here, A-(B+C)=A-B+A-C and Ax B+OQ=AxBtAxG may easily be verified (if desired) by expansion in cartesian components. 1.4.5 Given the three vectors, 61 — 4) + 2k, ~2-k, find two that are perpendicular and two that are parallel or antiparallel. is also possible to define a cross product in R”, seven-dimensional space, but the cross product turns out to have unacceptable (pathological) properties. 24 VECTOR ANALYSIS 1.4.6 1.4.7 1.4.8 1.4.9 1.4.10 1.4.11 1.4.12 1.4.13 1.4.14 IfP = iP, + jP,and Q = iQ, + jQ, are any two nonparallel (also nonantiparallel) vectors in the xy-plane, show that P x Q is in the z-direction. Prove that (A x B)-(A x B) = (4B)? — (A-B)’. Using the vectors P = icos6 + jsind, Q = icos¢ — jsing, R=icos¢@ + jsing, prove the familiar trigonometric identities sin(@ + 9) = sinOcos @ + cos Asin @, cos( + g) = cos 8cos p — sin sing. (a) Find a vector A that is perpendicular to U=2+j-k, V=i-jt+k (b) What is A if, in addition to this requirement, we also demand that it have unit magnitude? If four vectors a, b, ¢, and d all lie in the same plane, show that (ax b) x (x d)=0. Hint. Consider the directions of the cross-product vectors. The coordinates of the three vertices of a triangle are (2, 1, 5), (5,2,8),and (4, 8, 2). Compute its area by vector methods. The vertices of parallelogram ABCD are (1,0,0), (2,—1,0), 0,1, 1), and (=1,0, 1) in order. Calculate the vector areas of triangle ABD and of triangle BCD. Are the two vector areas equal? ANS. Ateaggp = —4(i + + 2k). The origin and the three vectors A, B, and C (all of which start at the origin) define a tetrahedron. Taking the outward direction as positive, calculate the total vector area of the four tetrahedral surfaces. Note. In Section 1.11 this result is generalized to any closed surface. Find the sides and angles of the spherical triangle ABC defined by the three vectors A= (1,0,0), p=(4.0.4), V2 V2 and 1a =(0,—.}. ( V2 -5) Each vector starts from the origin (Fig. 1.13). EXERCISES 25 x FIG. 1.13 Spherical triangle 1.4.15 Derive the law of sines: 1.4.16 The magnetic induction B is defined by the Lorentz force equation F = q(v x B). Carrying out three experiments, we find that if 26 VECTOR ANALYSIS and vek, Faj-4, q From the results of these three separate experiments calculate the magnetic induction B. 1.5 TRIPLE SCALAR PRODUCT, TRIPLE VECTOR PRODUCT TRIPLE SCALAR PRODUCT Sections 1.3 and 1.4 cover the two types of multiplication of interest here. However, there are combinations of three vectors, A-(B x C) and A x (B x C), which occur with sufficient frequency to deserve further attention. The com- bination A-(B x C) is known as the triple scalar product. B x C yields a vector which, dotted into A, gives a scalar. We note that (A-B) x C represents a scalar crossed into a vector, an operation that is not defined. Hence, if we agree to exclude this undefined interpretation, the parentheses may be omitted and the triple scalar product written A-B x C, Using Eq. 1.33 for the cross product and Eq. 1.22 for the dot product, we obtain A-Bx C= A,(B,C, — B.C,) + AB.C, — BeC.) + ABC, — B,C) =B-CxA=C-AxB = —A-:C x B= —C-Bx A= —B-AxC, and soon. (1.43) The high degree of symmetry present in the component expansion should be noted. Every term contains the factors 4;, B;, and C,. If i, j, and k are in cyclic order (x,y,z), the sign is positive. If the order is anticyclic, the sign is negative. Further, the dot and the cross may be interchanged, A-BxC=AxB-C (1.44) Aconvenient representation of the component expansion of Eq. 1.43 is provided by the determinant A A-Bx C=|B, ie (1.45) APS AP > TRIPLE SCALAR PRODUCT, TRIPLE VECTOR PRODUCT 27 The rules for interchanging rows and columns of a determinant’ provide an immediate verification of the permutations listed in Eq. 1.43, whereas the symmetry of A, B, and C in the determinant form suggests the relation given in Eq. 1.44. The triple products encountered in Section 1.4, which showed that A x B was perpendicular to both A and B, were special cases of the general result (Eq. 1.43). The triple scalar product has a direct geometrical interpretation. The three vectors A, B, and C may be interpreted as defining a parallelepiped (Fig. 1.14). |B x C| = BCsind (1.46) = area of parallelogram base. The direction, of course, is normal to the base. Dotting A into this means multi- plying the base area by the projection of A onto the normal, or base times height. Therefore A-B x C = volume of parallelepiped defined by A, B, and C. x FIG. 1.14 Parallelepiped representation of triple scalar product EXAMPLE 1.5.1 A parallelepiped For A=i+2j-k, B=j+k, C=i-i, See Section 4.1 for a summary of the properties of determinants. 28 VECTOR ANALYSIS 1 2-1 A-Bx C= |0 1 1 (1.47) 1 -1 0 By expansion by minors across the top row the determinant equals 10+ 1)—2@-1)-10-1) =4. This is the volume of the parallelepiped defined by A, B, and C. The reader should note that A+B x C may sometimes turn out to be negative! This problem and its interpretation are considered in Chapter 3. The triple scalar product finds an interesting and important application in the construction of a reciprocal crystal lattice. Let a, b, and ¢ (not necessarily mutually perpendicular) represent the vectors that define a crystal lattice. The distance from one lattice point to another may then be written r=n,a+mb+n.c, (1.48) with 7, n,, and n, taking on integral values. With these vectors we may form : bxe exa a axb ce ax? abx ce" a-bxe abxe (1.48a) We see that a’ is perpendicular to the plane containing b and ¢ and has a magni- tude proportional to a~'. In fact, we can readily show that a-a=b-b=c-c=1, (1.485) whereas a-b=a'-c=b'-a=b'-c=c-a=c-b=0. (1.48c) It is from Eqs. 1.486 and 1.48c that the name reciprocal lattice is derived. The mathematical space in which this reciprocal lattice exists is sometimes called a Fourier space, on the basis of relations to the Fourier analysis of Chapters 14 and 15. This reciprocal lattice is useful in problems involving the scattering of waves from the various planes in a crystal. Further details may be found in R. B. Leighton’s Principles of Modern Physics, pp. 440-448 [New York: McGraw-Hill (1959) ]. We encounter the reciprocal lattice again in an analysis of oblique coordinate systems, Section 4.4. TRIPLE VECTOR PRODUCT The second triple product of interest is A x (B x C). Here the parentheses must be retained, as may be seen by considering the special case ix (xj =ixk=-j (1.49) but (xi) x j=0. The fact that the triple vector product is a vector follows from our discussion TRIPLE SCALAR PRODUCT, TRIPLE VECTOR PRODUCT 29 of vector product. Also, we see that the direction of the resulting vector is perpendicular to A and to B x C. The plane defined by B and C is perpendicular to B x C and so A x (B x C) lies in this plane. Specifically, if B and C lie in the xy-plane, then B x C is in the z-direction and A x (B x C) is back in the xy-plane (Fig. 1.15). This means that A x (B x C) will be a linear combination of B and C. We find that A x (B x ©) = B(A-C) — C(A-B), (1.50) a relation sometimes known as the BAC-CAB rule. This result may be verified by the direct though not very elegant method of expanding into cartesian components (see Exercise 1.5.2). Zz Y FIG. 1.15 Band C are in the xy-plane. Bx C is perpen- dicular to the xy-plane and is shown here along the z-axis. Then A x (B x C) is perpen- dicular to the z-axis and there- fore is back in the xy-plane. x An alternate derivation using the Levi—Civita ¢,,, of Section 3.4 is the topic of Exercise 3.4.8. The BAC-CAB rule is probably the single most important vector identity. Because of its frequent use in problems and in future derivations, the rule probably should be memorized. It might be noted here that as vectors are independent of the coordinates sO a vector equation is independent of the particular coordinate system. The coordinate system only determines the components. If the vector equation can be established in cartesian coordinates, it is established and valid in any of the coordinate systems to be introduced in Chapter 2. EXAMPLE 1.5.2. A triple vector product By using the three vectors given in Example 1.5.1, we obtain Ax (Bx C)=(j+k)(1-2)-G-PA-) = -i-k by Eq. 1.50. In detail, 30 VECTOR ANALYSIS ijk Bx C= |0 1 1} =i+j-k 1 -1 0 and ij ok Ax(@BxOQ= {1 2 -1|=-i-k. 1. -i Other, more complicated, products may be simplified by using these forms of the triple scalar and triple vector products. EXERCISES 1.5.1 oe One vertex of a glass parallelepiped is at the origin. The three adjacent vertices are at (3,0,0), (0,0,2), and (0, 3,1). All lengths are in centimeters. Calculate the number of cubic centimeters of glass in the parallelepiped by using the triple scalar product. 1.5.2 Verify the expansion of the triple vector product A x (Bx C) = B(A-C) — C(A-B) by direct expansion in cartesian coordinates. 1.5.3 Show that the first step in Eq. 1.38, which is (A x B)-(A x B) = 4?B? — (A-B)?, is consistent with the BAC-CAB rule for a triple vector product. 1.5.4 1.5.5 1.5.6 1.5.7 1.5.8 1.5.9 1.5.10 1.5.11 EXERCISES 31 Given the three vectors A, B, and C, (2) Compute the triple scalar product, A- B x C. Noting that A = B + C, give a geometric interpretation of your result for the triple scalar product. (b) Compute A x (B x C). The angular momentum L of a particle is given by L =r x p= mir x v, where p is the linear momentum, With linear and angular velocity related by v = @ x F, show that L= mr*[o — roto). Here ro is a unit vector in the r direction. For r-@ = 0 this reduces to L = /o, with the moment of inertia / given by mr?. In Section 4.6 this result is generalized to form an inertia tensor. The kinetic energy of a single particle is given by T= }mv?. For rotational motion this becomes 42( x r)*. Show that T =4m[Po* — (r-)?] For r-@ = 0 this reduces to T = $Ju? with the moment of inertia / given by mr’. Show that 0. ax (bx ¢) +b x (ex a) +e x (ax b) A vector A is decomposed into a radial vector A, and a tangential vector A,. If ro is a unit vector in the radial direction, show that (a) A,=ro(A+to) and (b) A,= 40 x (to x A). Prove that a necessary and sufficient condition for the three (nonvanishing) vectors A, B, and C to be coplanar is the vanishing of the triple scalar product A-BxC=0. Three vectors A, B, and C are given by A=3i-2j+ 2k, B= 6i+ 4j—2k, C= —3i- 2j- 4k Compute the values of A-Bx C and A x (Bx ©), Cx (A x B) and Bx (Cx A) Vector D is a linear combination of three noncoplanar (and nonorthogonal) vectors: D=aA + bB+cC. Show that the coefficients are given by a ratio of triple scalar products, and so on. 32 VECTOR ANALYSIS 1.5.12. Show that (A x B)+(C x D) = (A-©)(B-D) — (A-D)(B-C). 1.5.13 Show that (A x B) x (C x D) = (A-B x D)C— (A-B x OD. 1.5.14 sinBC sinCA sin Here sin A is the sine of the included angle at A while BC is the side opposite (in radians). Hint. Exercise 1.5.13 will be useful. 1.5.15 Given aoe and a-bxc+#0, a-bxe fa) x-y=4, (x,y = a,b, 0), (b) a’+b’ x c= (arb xe), x 1.5.16 Ifx’-y = 0,,, (x,y = a,b,c), prove that (This is the converse of Problem 1.5.15.) 1.5.17 Show that any vector V may be expressed in terms of the reciprocal vectors a’, b’,¢’ by V=(V-a)a’ + (V-byb’ + (V-o)c. 1.5.18 An electric charge q, moving with velocity v, produces a magnetic induction B given by lo VX . B= 7 eye (mks units), where rp points from q, to the point at which B is measured (Biot and Savart law). (a) Show that the magnetic force on a second charge q3, velocity v9, is given by the triple vector product F,= venaraar X (Vy X Mo). (b) Write out the corresponding magnetic force F, that q, exerts on q;. Define your unit radial vector. How do F, and F, compare? (©) Calculate F, and F, for the case of q, and q, moving along parallel tra- Jectories side by side. ANS. (b) Fy= ¥, X (Wp X fo). to 9192 nr? In general, there is no simple relation between F, and F,. Specifically, Newton’s third law, F, = —F}, does not hold. GRADIENT, V 33 © F= a a vn = Mutual attraction. 1.6 GRADIENT, V Suppose that g(x, y,z) is a scalar point function, that is, a function whose value depends on the values of the coordinates (x,y,z). As a scalar, it must have the same value at a given fixed point in space, independent of the rotation of our coordinate system, or (4 X.X9) = OO 29). (1.51) By differentiating with respect to x; we obtain (1.52) by the rules of partial differentiation and Eq. 1.16. But comparison with Eq. 1.17, the vector transformation law, now shows that we have constructed a vector with components 0¢/0x;. This vector we label the gradient of g. A convenient symbolism is (1.53) or (1.54) Vo (or del ¢) is our gradient of the scalar ¢, whereas V (del) itself is a vector differential operator (available to operate on or to differentiate a scalar ¢). It should be emphasized that this operator is a hybrid creature that must satisfy both the laws for handling vectors and the laws of partial differentiation. EXAMPLE 1.6.1 The Gradient of a Function of r. Let us calculate the gradient of f(r) = f(Vx? +)? + 2). Now f(r) depends on x through the dependence of r on x. Therefore! ’ This is a special case of the chain rule of partial differentiation Alr.0.0) _ Oar , of 00 , af 20 éx Gr 6x” ab Gx” Gy dx’ Here d//00 = afi = 0, affr > dfidr. 34 VECTOR ANALYSIS aftr) _ dftr) ar éx dr 8x" From ras a function of x, y, z & a+r +P x x ox ~ (x? + y? + 27) r Therefore afr) _ FO) |x Ox dr or’ Permuting coordinates (x > y, y > z, z > x) to obtain the y and z derivatives, we get Wr) = (ix + jy + ke) ¢ ate “dr anol, Here ro is a unit vector (r/r) in the positive radial direction. The gradient of a function of r is a vector in the (positive or negative) radial direction. In Section 2.5 fo is seen as one of the three orthonormal unit vectors of spherical polar coordinates. A GEOMETRICAL INTERPRETATION One immediate application of Vg is to dot it into an increment of length dr = idx + jdy + kdz. (1.53) Thus we obtain ede = Lax + Pay 4% Wo)-de = Sods + aay + Gods (1.56) =do, the change in the scalar function p corresponding to a change in position dr. Now consider P and Q to be two points on a surface g(x,y, 2) = C, a constant. These points are chosen so that Q is a distance dr from P. Then moving from P to Q, the change in (x,y,z) = C is given by do =(Vo)-dr =0, (1.57) since we stay on the surface ~(x, y,z) = C. This shows that V@ is perpendicular to dr. Since dr may have any direction from P as long as it stays in the surface , point Q being restricted to the surface, but having arbitrary direction, Vo is seen as normal to the surface y = constant (Fig. 1.16). GRADIENT, V 35 x FIG. 1.16 The length increment dr is required to stay on the surface @ = C. If we now permit dr to take us from one surface g = C, to an adjacent surface g = C, (Fig. 1.17a), dp =C,—C,=AC = (Vo)-dr. For a given dg, |dr| is a minimum when it is chosen parallel to Vg (cos @ = 1); or, for a given |dr|, the change in the scalar function g is maximized by choosing dr parallel to Ve. This identifies Vp as a vector having the direction of the maximum space rate of change of @, an identification that will be useful in Chapter 2 when we consider noncartesian coordinate systems. This identification of V@ may also be developed by using the calculus of variations subject to a constraint, Exercise 17.6.9. (1.58) EXAMPLE 1.6.2 Asa specific example of the foregoing, and as an extension of Example 1.6.1, we consider the surfaces consisting of concentric spherical shells, Fig. 1.17b. We have OY DHCP ty +277? == Cy where r; is the radius equal to C;, our constant. AC = Ag = Ar,, the distance between two shells. From Example 1.6.1 36 VECTOR ANALYSIS Zz x FIG. 1.17a Gradient FIG. 1.17b Gradient for g(x,y, (2 + y? +27)! spherical shells: (Pty t2)MFar, =O, (ety +2yPanaG The gradient is in the radial direction and is normal to the spherical surface g=e. The gradient of a scalar is of extreme importance in physics in expressing the relation between a force field and a potential field. force = —V (potential). (1.59) This is illustrated by both gravitational and electrostatic fields, among others. Readers should note that the minus sign in Eq. 1.59 results in water flowing DIVERGENCE, V- 37 downhill rather than uphill! We reconsider Eq. 1.59 in a broader context in Section 1.13. EXERCISES 1.6.1 1.6.2 1.6.3 1.6.4 1.6.5 1.6.6 If S(x,¥,2) = @? +? +22)", find (a) VS at the point (1,2,3); (b) the magnitude of the gradient of S, |VS| at (1, 2,3): and (©) the direction cosines of VS at (1,2,3). (a) Find a unit vector perpendicular to the surface tt yht zed at the point (1, 1, 1). (b) Derive the equation of the plane tangent to the surface at (1, 1, 1). ANS. (a) (i+j+W/V3. (b) x+y4+72=3. Given a vector ry = i(x, — x3) + i. — y2) + k(@, — 22), show that V,'r42 (gra- dient with respect to x,, y,, and z, of the magnitude r,,) is a unit vector in the direction of r,. If a vector function F depends on both space coordinates (x, y,2) and time ¢, show that dF= Show that V(uv) = Vu + uVo, where u and » are differentiable scalar functions of x, y, and z. (a) Show that a necessary and sufficient condition that u(x,y,z) and o(x,y,2) are related by some function f(wu, ») = 0 is that (Vu) x (Vo) = 0. (&) If u=u(x,y) and v = v(x, ), show that the condition (Vu) x (Ve) = 0 leads to the two-dimensional Jacobian au au uv ox ay a2) = =o, (35) a o|~° ax ay The functions u and v are assumed differentiable. 1.7 DIVERGENCE, V- Differentiating a vector function is a simple extension of differentiating scalar quantities. Suppose r(t) describes the position of a satellite at some time 1, Then, for differentiation with respect to time, dr(t)_ ,. r(t + At) a At =v, _ linear velocity. 38 VECTOR ANALYSIS y r(t + At) x FIG. 1.18 Differentiation of a vector Graphically, we again have the slope of a curve, orbit, or trajectory, as shown in Fig. 1.18. If we resolve r(t) into its cartesian components, dr/dt always reduces directly to a vector sum of not more than three (for three-dimensional space) scalar derivatives. In other coordinate systems (Chapter 2) the situation is a little more complicated, for the unit vectors are no longer constant in direction. Differentiation with respect to the space coordinates is handled in the same way as differentiation with respect to time, as seen in the following paragraphs. In Section 1.6 V was defined as a vector operator. Now, paying careful attention to both its vector and its differential properties, we let it operate on a vector. First, as a vector we dot it into a second vector to obtain vev nthe 4 OM , OY. ox Oy 7 az? 0.0) known as the divergence of V. This is a scalar, as discussed in Section 1.3. EXAMPLE 1.7.1 Calculate V-r. < 4 i CAWA 5 k—}- y + kz sy 2) (ix + jy + kz) — ox , oy , @x” ay" Gz or DIVERGENCE, V- 39 EXAMPLE 1.7.2 Generalizing Example 1.7.1, =f Oy a VO =F LVO]+ 5 LIO] + LO] ed df Pdf drt pdr’ + de of dr” The manipulation of the partial derivatives leading to the second equation in Example 1.7.2 is discussed in Example 1.6.1. In particular, if f(r) =r", = 7+ =¥tr Ver"! = Verge” =3r"+(— Ir"! (1.60a) =(n+ 2)". This divergence vanishes for n = —2, an important fact in Section 1.14. A PHYSICAL INTERPRETATION To develop a feeling for the physical significance of the divergence, consider V-(pv) with v(x,y,z), the velocity of a compressible fluid and p(x, y,z), its density at point (x, y, z). If we consider a small volume dx dy dz (Fig. 1.19), the fluid flowing into this volume per unit time (positive x-direction) through the face EFGH is (rate of flow in)ergu = PUe|e=04v dz. The components of the flow pt, and pv, tangential to this face contribute nothing to the flow through this face. The rate of flow out (still positive x-direction) through face ABCD is Pv,|e=ax4y dz. To compare these flows and to find the net flow out, we expand this last result in a Maclaurin series’, Section 5.6. This yields (rate of flow out) scp = PUxle=ax dy dz =|px,.+Z(prydx| — dydz. 6x x=0 Here the derivative term is a first correction term allowing for the possibility of nonuniform density or velocity or both?. The zero-order term pvy|,=0 (corresponding to uniform flow) cancels out. * A Maclaurin expansion for a single variable is given by Eq. 5.88, Section 5.6. Here we have the increment x of Eq. 5.88 replaced by dx. We show a partial derivative with respect to x since pv, may also depend on y and z. ?Strictly speaking, pv, is averaged over face EFGH and the expression pb, + (6/6x)(pu,) dx is similarly averaged over face ABCD. Using an arbi- trarily small differential volume, we find that the averages reduce to the values employed here. 40 VECTOR ANALYSIS Zz FIG. 1.19 Differential rectangular parallelepiped (in first or positive octant) Net rate of flow out |, = Jers dx dy dz. Equivalently, we can arrive at this result by tim 22(4x,0,0) — v,(0,0,0) _ AL pr.) 2)] lim ata Ax0 Ax Ox 0,0,0 Now the x-axis is not entitled to any preferred treatment. The preceding result for the two faces perpendicular to the x-axis must hold for the two faces perpendicular to the y-axis, with x replaced by y and the corresponding changes for y and z: yz, z+ x. This is a cyclic permutation of the coordinates. A further cyclic permutation yields the result for the remaining two faces of our parallelepiped. Adding the net rate of flow out for all three pairs of surfaces of our volume element, we have net flow out 8 é a (per unit time) = [ ftom + Byer) + Sor] dxdydz (1.61) =V:(pv)dxdydz. Therefore the net flow of our compressible fluid out of the volume element dx dy dz per unit volume per unit time is V- (pv). Hence the name divergence. A direct application is in the continuity equation op ot which simply states that a net flow out of the volume results in a decreased density inside the volume. Note that in Eq. 1.62 p is considered to be a possible +V-(pv) =0, (1.62) EXERCISES 41 function of time as well as of space: p(x,y,2,1). The divergence appears in a wide variety of physical problems, ranging from a probability current density in quantum mechanics to neutron leakage in a nuclear reactor. The combination V+(V), in which f is a scalar function and V a vector function, may be written é é é V-(/¥) = a + an + ar (1.62a) a — V, 44/9 e+e +98 =()-V4sV-V, which is just what we would expect for the derivative of a product. Notice that V as a differential operator differentiates both fand V; as a vector it is dotted into V (in each term). If we have the special case of the divergence of a vector vanishing, V-B=0, (1.63) the vector B is said to be’ solenoidal, the term coming from the example in which B is the magnetic induction and Eq. 1.63 appears as one of Maxwell's equations. When a vector is solenoidal it may be written as the curl of another vector known as the vector potential. In Section 1.13 we shall calculate such a vector potential. EXERCISES 1.7.1 Fora particle moving in a circular orbit r = ircoswf + jrsinwt, (a) evaluate r x é. (b) Show that #+ wr =0. The radius r and the angular velocity « are constant. ANS. (a) kor. ?r/dt?. Note. = drldt, 1.7.2. Vector A satisfies the vector transformation law, Eq. 1.15. Show directly that its time derivative dAJdt also satisfies Eq. 1.15 and is therefore a vector. 1.7.3. Show, by differentiating components, that d dA 4B “(a.B) =“. py @ GA Da GBA Ga d dA aB a dA pia. dB 0) FAxB =F xBtAaxS, just like the derivative of the product of two algebraic functions. 1.7.4 In Chapter 2 it will be seen that the unit vectors in noncartesian coordinate systems are usually functions of the coordinate variables, e; = e(7;.42.43) but |e;| = | Show that either ¢,/€q, = 0 or Ge;/Ag; is orthogonal to e; 1.7.5 Prove V-(a x b)=b-V x a—a-V x b. Hint, Treat as a triple scalar product. 42 VECTOR ANALYSIS 1.7.6 The electrostatic field of a point charge q is q_ to 4nt, 1° Calculate the divergence of E. What happens at the origin? 1.8 CURL, Vx Another possible operation with the vector operator V is to cross it into a vector. We obtain «(6 é é 6 é é vxv=i(2y-2 i{-2yv.-L£y, oy x (2 ‘2 Sy) +i(4 eR 2) +n(Zr, én) ioiok (1.64) =|2 2 2 éx dy é|" Wo Ve which is called the curl of V. In expanding this determinant form or in any operation with V, we must consider the derivative nature of V. Specifically, V x Vis defined only as an operator, another vector differential operator. It is certainly not equal, in general, to —V x V.! In the case of Eq. 1.64 the deter- minant must be expanded from the top down so that we get the derivatives as shown in the middle portion of Eq. 1.64. If V is crossed into the product of a scalar and a vector, we can show Ta é 3 ~ 2m -(% Fae Z Ly, , fe ty, v) (1.65) =/¥x vb (WA) * Vie If we permute the coordinates x > y, y > z,z > x to pick up the y-component and then permute them a second time to pick up the z-component, Vx (fV)=/V x V+ (Vf) x V, (1.66) Vx (SV). = which is the vector product analog of Eq. 1.62a. Again, asa differential operator V differentiates both f and V. As a vector it is crossed into V (in each term). EXAMPLE 1.8.1 Calculate V x rf(7) By Eq. 1.66 1In this same spirit, if A is a differential operator, it is not necessarily true that A x A = 0. Specifically, for the quantum mechanical angular momentum operator, L = ~—i(r x V), we find that L x L = iL. CURL, V x 43 Vx rf) =fOV xr + [Vf] xr. (1.67) First, ij k @ é}_ Yxr=|5, 3 z= (1.68) x oy 2 Second, using V/(r) = ro(df/dr) (Example 1.6.1), we obtain d vx f= or x1r=0. (1.69) The vector product vanishes, since r = ror and fp X Tp = 0. To develop a better feeling for the physical significance of the curl, we consider the circulation of fluid around a differential loop in the xy-plane, Fig. 1.20. Although the circulation is technically given by a vector line integral | V-di (Section 1.10), we can set up the equivalent scalar integrals here. Let us take the circulation to be circulation, 234 = I 1 H.C y) day + [ V(x.) dy . 2 (1.70) +| V(x, y) day +{ V,(x,y) diy. 3 4 The numbers 1, 2, 3, and 4 refer to the numbered line segments in Fig. 1.20. In the first integral d/,, = +dx but in the third integral di, = —dx because the third line segment is traversed in the negative x-direction. Similarly, d/, = +dy for the second integral, —dy for the fourth. Next, the integrands are referred to the point (x9, yo) with a Taylor expansion? taking into account the y Xo, Yo + dy 3 xo + dx, yo + dy 4 2 Xoy YO 1 (x0 + dx, yo) FIG. 1.20 Circulation around a differential loop ‘éV, yb +dsa0)= Koso + (FE) ade ‘The higher-order terms will drop out in the limit as dx + 0. A correction term for the variation of V, with y is canceled by the corresponding term in the fourth integral (see Section 5.6). 44 VECTOR ANALYSIS displacement of line segment 3 from 1 and 2 from 4. For our differential line segments this leads to aV, crelationsase = VeGco.r)ds + [Gor + 2s dy + [He090 +o (a + Vora) — (LTD y Dividing by dx dy, we have circulation per unit area = V x Vj... (1.72) The circulation® about our differential area in the xy-plane is given by the z-component of V x V. In principle, the curl, V x V at (x9,¥9), could be determined by inserting a (differential) paddle wheel into the moving fluid at point (Xo, Yo). The rotation of the little paddle wheel would be a measure of the curl. We shall use the result, Eq. 1.71, in Section 1.13 to derive Stokes’s theorem. Whenever the curl of a vector V vanishes, VxV=0. (1.73) V is labeled irrotational. The most important physical examples of irrotational vectors are the gravitational and electrostatic forces. In each case vacB=ch, (1.74) where C is a constant and ry is the unit vector in the outward radial direction. For the gravitational case we have C= —Gm,mj, given by Newton’s law of universal gravitation. If C = q,4,/4ne9, we have Coulomb’s law of electro- statics (mks units). The force V given in Eq. 1.74 may be shown to be irrotational by direct expansion into cartesian components as we did in Example 1.8.1. Another approach is developed in Chapter 2, in which we express V x, the curl, in terms of spherical polar coordinates. In Section 1.13 we shall see that whenever a vector is irrotational, the vector may be written as the (negative) gradient of a scalar potential. In Section 1.15 we shall prove that a vector may be resolved into an irrotational part and a solenoidal part (subject to conditions at infinity). In terms of the electromagnetic field this corresponds to the resolu- tion into an irrotational electric field and a solenoidal magnetic field. For waves in an elastic medium, if the displacement u is irrotational, V x u=0, planes waves (or spherical waves at large distances) become longitu- dinal. If u is solenoidal, V-u = 0, then the waves become transverse. A seismic disturbance will produce a displacement that may be resolved into a solenoidal In fluid dynamics V x V is called the “vorticity.” EXERCISES 45 part and an irrotational part (compare Section 1.15). The irrotational part yields the longitudinal P (primary) earthquake waves. The solenoidal part gives rise to the slower transverse S (secondary) waves, Exercise 3.6.8. Using the gradient, divergence, and curl, and of course the BAC-CAB rule, we may construct or verify a large number of useful vector identities, For verification, complete expansion into cartesian components is always a possibil- ity. Sometimes if we use insight instead of routine shuffling of cartesian compo- nents, the verification process can be shortened drastically. Remember that V is a vector operator, a hybrid creature satisfying two sets of rules: 1. vector rules, and 2. partial differentiation rules—including differentia- tion of a product. EXAMPLE 1.8.2. Gradient of a Dot Product Verify that V(A-B) = (B-V)A + (A-V)B +B x (Vx A) +A x (Vx B). (1.75) This particular example hinges on the recognition that V(A-B) is the type of term that appears in the BAC-CAB expansion of a triple vector product, Eq. 1.50. For instance, Ax (V x B) = V(A-B) — (A-V)B, with the V differentiating only B, not A. From the commutativity of factors in a scalar product we may interchange A and B and write Bx (V x A) = V(A-B) — (B-Y)A, now with V differentiating only A, not B. Adding these two equations, we obtain V differentiating the product A-B and the identity, Eq. (1.75). This identity is used frequently in advanced electromagnetic theory. Exercise 1.8.15 is one simple illustration. EXERCISES 1.8.1 Show, by rotating the coordinates, that the components of the curl of a vector transform as a vector. Hint. The direction cosine identities of Eq. 1.41 are available as needed. 1.8.2 Show that u x vis solenoidal if u and v are each irrotational. 1.8.3 If A is irrotational, show that A x r is solenoidal. 1.8.4 A rigid body is rotating with constant angular velocity . Show that the linear velocity v is solenoidal. 1.8.5 A vector function f(x, y,z) is not irrotational but the product of f and a scalar 46 VECTOR ANALYSIS 1.8.6 1.8.7 1.8.8 1.8.9 1.8.10 1.8.11 1.8.12 1.8.13 1.8.14 function g(x, y,2) is irrotational. Show that £Vxf=0. If (a) V=i¥(x,y) + 4V,(x,y) and (b) Vx V-£0, prove that V x V is per- pendicular to V. Classically, angular momentum is given by L=r x p, where p is the linear momentum. To go from classical mechanics to quantum mechanics, replace p by the operator — iV (Section 15.6). Show that the quantum mechanical angular momentum operator has cartesian components (in units of A). Using the angular momentum operators previously given, show that they satisfy commutation relations of the form [Lx Ly] = Lely — Lyby = iby and hence LxL L. These commutation relations will be taken later as the defining relations as an angular momentum operator—Exercise 4.2.15 and the following one and Section 127. With the commutator bracket notation [L,,L,] = L,L,—LL., the angular momentum vector L satisfies [Z,, L,] = iL,, etc. and so on, or L x L= iL. Two other vectors a and b commute with each other and with L, that is, [a,b] = [a,L] = [b,L] = 0. Show that [a-L,b-L] = ia x b)-L. For A |A, (x, ,2) and B = iB,(x, y, 2) evaluate each term in the vector identity V(A-B) = (B-V)A + (A-V)B + Bx (V x A) +A x (V x B) and verify that the identity is satisfied. Verify the vector identity V x (A x B) = (B-V)A — (A-V)B — B(V-A) + A(V-B). ‘As an alternative to the vector identity of Example 1.8.2 show that V(A+B) = (A x V) x B+ (Bx V) x A+ A(V-B) + B(V-A). Verify the identity Ax (Vx A) = 4V(42) ~(A-W)A. If A and B are constant vectors, show that V(A-B xf) =AxB. 1.8.15 1.8.16 1.8.17 1.8.18 1.8.19 SUCCESSIVE APPLICATIONS OF V 47 A distribution of electric currents creates a constant magnetic moment m. The force on m in an external magnetic induction B is given by F=Vx (Bx m). Show that F=V(m-B). Note. Assuming no time dependence of the fields, Maxwell’s equations yield V x B=0. Also V-B=0. ‘An electric dipole of moment p is located at the origin. The dipole creates an electric potential at r given by Y@M= Find the electric field, E= —Vy at r. The vector potential A of a magnetic dipole, dipole moment m, is given by A(Y) = (ito/4z2)(m x r/r°). Show that the magnetic induction B = V x A is given by Note. The limiting process leading to point dipoles is discussed in Section 12.1 for electric dipoles, Section 12.5 for magnetic dipoles. The velocity of a two-dimensional flow of liquid is given by V = iu(x, y) — jo(x,y). If the liquid is incompressible and the flow is irrotational show that ou 8 ang HO, ox dy ay ox These are the Cauchy-Riemann conditions of Section 6.2. The evaluation in this section of the four integrals for the circulation omitted Taylor series terms such as 0V,/éx, @V,/éy and all second derivatives. Show that aV,Jéx, @V,Jéy cancel out when the four integrals are added and that the second derivative terms drop out in the limit as dx — 0, dy + 0. Hint. Calculate the circulation per unit area and then take the limit dx +0, dy 0. 1.9 SUCCESSIVE APPLICATIONS OF V We have now defined gradient, divergence, and curl to obtain vector, scalar, and vector quantities, respectively. Letting V operate on each of these quantities, we obtain (a) V-Ve (bt) Vx Voc) WV @V:VxV (@)Vx(VxV), all five expressions involving second derivatives and all five appearing in the 48 VECTOR ANALYSIS second-order differential equations of mathematical physics, particularly in electromagnetic theory. The first expression, V-V¢, the divergence of the gradient, is named the Laplacian of g. We have 2 2). (,00 , 00, a9 Vo = (i 4je vivo (ig 41g rug): (2 +2 naz (1.76a) oe, 2 ey? When 9 is the electrostatic potential, we have V-Vo =0. (1.766) which is Laplace’s equation of electrostatics. Often the combination V- V is written V*. EXAMPLE 1.9.1 Calculate V+ Vg(r). Referring to Examples 1.6.1 and 1.7.2, : =v V-Vg(r) = Vir =2% rdr* dr? A ; replacing f(r) in Example 1.7.2 by I/r-dg/dr. If g(r) =r", this reduces to VeWrt = n(n + Iyr?. This vanishes for n = 0 [g(r) = constant] and for n = ~1; that is, g(r) = 1/r is a solution of Laplace’s equation, V7g(r) = 0. This is for r #0. At r= Dirac delta function is involved (see Eq. 1.173 and Section 8.7). Expression (b) may be written ij k a 0 Vx Vo= y Hl op op dy Ge By expanding the determinant, we obtain ae oy a9 oe a a6 Vx vo=i(2e £e) +i Fe -3e + Kl aap” By ox =0, (1.77) assuming that the order of partial differentiation may be interchanged. This is true as long as these second partial derivatives of are continuous functions. SUCCESSIVE APPLICATIONS OF V 49 Then, from Eq. 1.77, the curl of a gradient is identically zero. All gradients, therefore, are irrotational. Note carefully that the zero in Eq. 1.77 comes as a mathematical identity, independent of any physics. The zero in Eq. 1.766 is a consequence of physics. Expression (d) is a triple scalar product which may be written fi 4 a x by ob: a6 2 Vv Vele 5 Sh (1.78) aA Again, assuming continuity so that the order of differentiation is immaterial, we obtain VV x V=0. (1.79) The divergence of a curl vanishes or all curls are solenoidal. In Section 1.15 we shall see that vectors may be resolved into solenoidal and irrotational parts by Helmholtz’s theorem. The two remaining expressions satisfy a relation Vx(Vx V)=VWV-V-—V-VWV. (1.80) This follows immediately from Eq. 1.50, the BAC-CAB rule, which we rewrite so that C appears at the extreme right of each term. The term V- VV was not included in our list, but it may be defined by Eq. 1.80. If V is expanded in cartesian coordinates so that the unit vectors are constant in direction as well as in magnitude, V- VV, a vector Laplacian, reduces to V-VV =iV-VV, + jV-VV, + KV-VV,, a vector sum of ordinary scalar Laplacians. By expanding in cartesian coor- dinates, we may verify Eq. 1.80 as a vector identity. EXAMPLE 1.9.2. Electromagnetic Wave Equation One important application of this vector relation (Eq. 1.80) is in the deriva- tion of the electromagnetic wave equation. In vacuum Maxwell’s equations become vV-B=0, (1.81a) V-E=0, (1.818) 6E = boty 1.816) vxB ®olloa,> (1.81c) :) VxE=—<. (1.81d) Here Eis the electric field, B the magnetic induction, é the electric permittivity, 50 VECTOR ANALYSIS and fo the magnetic permeability (mks or SI units). Suppose we eliminate B from Eqs. 1.81c and 1.81d. We may do this by taking the curl of both sides of Eq. 1.81d and the time derivative of both sides of Eq. 1.81c. Since the space and time derivatives commute, oy x pay xB (1.82) a ot and we obtain 2p Vx (Vx E)= ~ oto ¥ (1.83) Application of Eqs. 1.80 and of 1.815 yields (1.84) the electromagnetic vector wave equation. Again, if E is expressed in cartesian coordinates, Eq. 1.84 separates into three scalar wave equations, each involving a scalar Laplacian. EXERCISES 1.9.1 Verify Eq. 1.80 Vx (Vx V)=WWV—V-VV by direct expansion in cartesian coordinates. 1.9.2 Show that the identity Vx (Vx V)=V-V—V-VV follows from the BAC-CAB rule for a triple vector product. Justify any alteration of the order of factors in the BAC and CAB terms. 1.9.3 Prove that V x (Vo) =0. 1.9.4 You are given that the curl of F equals the curl of G. Show that F and G may differ by (a) a constant and (b) a gradient of a scalar function. 1.9.5 The Navier-Stokes equation of hydrodynamics contains a nonlinear term (v-V)v. Show that the cur! of this term may be written —V x [v x (V x ¥)]. 1.9.6 From the Navier-Stokes equation for the steady flow of an incompressible viscous fluid we have the term Vx [vx (Vx ¥] where v is the fluid velocity. Show that this term vanishes for the special case 1.9.7 Prove that (Vu) x (Vv) is solenoidal where u and v are differentiable scalar functions. 1.9.8 1.9.9 VECTOR INTEGRATION 51 @ is a scalar satisfying Laplace's equation, V2 = 0. Show that V¢ is both sole- noidal and irrotational. With w a scalar function, show that oy _ 5 ov 2 OY 9 Ye Gr This can actually be shown more easily in spherical polar coordinates, Section 2.5). (Fx V(t x Vy = PVA — 1.9.10 Ina (nonrotating) isolated mass such as a star, the condition for equilibrium is VP + p¥o =0. Here P is the total pressure, p the density, and g the gravitational potential. Show that at any given point the normals to the surfaces of constant pressure and constant gravitational potential are parallel. 1.9.11 In the Pauli theory of the electron one encounters the expression (p — eA) x (p— eA)y, where w is a scalar function. A is the magnetic vector potential related to the magnetic induction B by B= V x A. Given that p= —iV, show that this ex- pression reduces to ieBy. 1.9.12 Show that any solution of the equation VxVxA-KA=0 automatically satisfies the vector Helmholtz equation VA+KA=0 and the solenoidal condition V-A=0. Hint, Let V- operate on the first equation. 1.9.13 The theory of heat conduction leads to an equation 1.10 WP = k|Vo|? where ® is a potential satisfying Laplace’s equation : V6 = 0. Show that a solu- tion of this equation is Y= tko?, VECTOR INTEGRATION The next step after differentiating vectors is to integrate them. Let us start with line integrals and then proceed to surface and volume integrals. In each case the method of attack will be to reduce the vector integral to scalar integrals with which the reader is assumed familiar. Line Integrals Using an increment of length dr = idx + jdy + kdz, we may encounter the line integrals 52 VECTOR ANALYSIS . | gar, (1.85a) [ v-ar, (1.855) fy x dr, (1.85¢) in each of which the integral is over some contour C that may be open (with starting point and ending point separated) or closed (forming a loop). Because of its physical interpretation that follows, the second form, Eq. 1.850 is by far the most important of the three. With g, a scalar, the first integral reduces immediately to [od=tfocnsd ts ocssard Je 7, (1.86) + x] (x,y,z) dz. This separation has employed the relation fied eas. (1.87) which is permissible because the cartesian unit vectors i, j, and k are constant in both magnitude and direction. Perhaps this relation is obvious here, but it will not be true in the noncartesian systems encountered in Chapter 2. The three integrals on the right side of Eq. 1.86 are ordinary scalar integrals and, to avoid complications, we assume that they are Riemann integrals. Note, however, that the integral with respect to x cannot be evaluated unless y and z are known in terms of x and similarly for the integrals with respect to y and z. This simply means that the path of integration C must be specified. Unless the integrand has special properties that lead the integral to depend only on the value of the end points, the value will depend on the particular choice of contour C. For instance, if we choose the very special case @ = 1, Eq. 1.85a is just the vector distance from the start of contour C to the end point, in this case independent of the choice of path connecting fixed end points. With dr =idx + jdy + kdz, the second and third forms also reduce to scalar integrals and, like Eq. 1.85a, are dependent, in general, on the choice of path. The form (Eq. 1.856) is exactly the same as that encountered when we calculate the work done by a force that varies along the path, W= Jr dr (1.884) = [ress, z)dx + [aex2e + I (x,y,z) dz. In this expression F is the force exerted on a particle. VECTOR INTEGRATION 53 EXAMPLE 1.10.1 The force exerted on a body is F = —iy + jx. The problem is to calculate the work done going from the origin to the point (1, 1). 441 4a W= Fede | (—ydx + xdy). (1.88) 0,0 0.0 Separating the two integrals, we obtain 1 1 W= SI vac + | xdy. (1.88¢) o ° The first integral cannot be evaluated until we specify the values of y as x ranges from 0 to 1. Likewise, the second integral requires x as a function of y. Consider first the path shown in Fig. 1.21. Then 1 1 W= =| oar + | ldy=1, (1.88d) ° ° since y = 0 along the first segment of the path and x = | along the second. If we select the path[x=0,0 F)dvae + if (o+% dra f EFHG ox 2 ABDC ox 2 56 VECTOR ANALYSIS =i ( ~ BY) ade +i) (0+ 989) axae |AEGC dy 2 BEHD dy 2 de dz dg dz —k (° 7 )aeay +f (0+ 24) axay Using the first two terms of a Maclaurin expansion, we evaluate each integrand at the origin with a correction included to correct for the displacement (+dx/2) of the center of the face from the origin.* Having chosen the total volume to be of differential size ({dr = dxdy dz), we drop the integral signs on the right and obtain = (129 4 59 4 Oe , [oa = (ie +382 +492) adxavae. (1.93) Dividing by [enaravae we verify Eq. 1.90. This verification has been oversimplified in ignoring other correction terms beyond the first derivatives. These additional terms, which are introduced in Section 5.6 when the Taylor expansion is developed, vanish in the limit [« 0 (dx > 0, dy > 0,dz > 0). This, of course, is the reason for specifying in Eqs. 1.90, 1.91, and 1.92 that this limit be taken. Verification of Eq. 1.92 follows these same lines exactly, using a differential volume dx dy dz. EXERCISES 1.10.1. The force field acting on a two-dimensional linear oscillator may be described by F = ~ikx — jky. Compare the work done moving against this force field when going from (1, 1) to (4, 4) by the following straight-line paths: @ U)-41)>4,4) >) U,D> (1,4) > 4,4) () (1) > (4,4) along x = y. This means evaluating “4.4 - f F-dr Ja. along each path. “The origin has been placed at the geometric center. GAUSS'S THEOREM 57 1.10.2 Find the work done going around a unit circle in the xy-plane (a) counterclockwise from 0 to m, (b) clockwise from 0 to —z, doing work against a force field given by Note that the work done depends on the path. 1.10.3 Calculate the work you do in going from point (1, 1) to point (3, 3). The force you exert is given by F=i(x— y) + j(x +). Specify clearly the path you choose. Note that this force field is nonconservative. 1.10.4 Evaluate fr-dr. Note. The symbol § means that the path of integration is a closed loop. 1.10.5 Evaluate 4 | rede over the unit cube defined by the point (0,0,0) and the unit intercepts on the positive x-, y-, and z-axes. Note that (a) r-do is zero for three of the surfaces and (b) each of the three remaining surfaces contributes the same amount to the integral. 1.10.6 Show, by expansion of the surface integral, that tim 840 XV oy xy, ey Ide Hint. Choose the volume to be a differential volume, dxdy dz. 1.11 GAUSS'S THEOREM Here we derive a useful relation between a surface integral of a vector and the volume integral of the divergence of that vector. Let us assume that the vector V and its first derivatives are continuous over the region of interest. Then Gauss’s theorem states that [ye=f VeVade. (1.94a) s v In words, the surface integral of a vector over a closed surface equals the volume integral of the divergence of that vector integrated over the volume enclosed by the surface. Imagine that volume V is subdivided into an arbitrarily large number of tiny (differential) parallelepipeds. For each parallelepiped YX V-de=V-Vadr (1.945) six surfaces from the analysis of Section 1.7, Eq. 1.61, with pv replaced by V. The summa- 58 VECTOR ANALYSIS FIG. 1.24 Exact cancellation of de’s on interior surfaces. No cancellation on exterior surface. tion is over the six faces of the parallelepiped. Summing over all parallelepipeds, we find that the V-de terms cancel (pairwise) for all interior faces; only the contributions of the exterior surfaces survive (Fig. 1.24). Analogous to the definition of a Riemann integral as the limit of a sum, we take the limit as the number of parallelepipeds approaches infinity (+ 00) and the dimensions of each approach zero (— 0). Y Vede= ¥ V-Vae exterior surfaces volumes 4 [v-ae=f ViVdt s v The result is Eq. 1.94a, Gauss’s theorem. From a physical point of view Eq. 1.61 has established V-V as the net outflow of fluid per unit volume. The volume integral then gives the total net outflow. But the surface integral { V-do is just another way of expressing this same quantity, which is the equality, Gauss’s theorem. GREEN'S THEOREM A frequently useful corollary of Gauss’s theorem is a relation known as Green’s theorem. If w and v are two scalar functions, we have the identities V-(uVv) =u Vo + (Vu) (Vv), (1.95) V-(v Vu) = vV-Vu + (Vo) +(Wu). (1.96) Subtracting Eq. 1.96 from Eq. 1.95, integrating over a volume (u, v, and their derivatives, assumed continuous), and applying Eq. 1.94 (Gauss’s theorem), we obtain [ (W¥-¥o~ ev-Vunde= | (e¥e— evi) de. (1.97) v 8 This is Green’s theorem. We use it for developing Green’s functions, Chapters GAUSS'S THEOREM 58 8 and 16, An alternate form of Green’s theorem derived from Eq. 1.95 alone is [uve-de= | uv-Woae | Vu- Vode. (1.98) s v This is the form of Green’s theorem used in Section 1.15. ALTERNATE FORMS OF GAUSS'S THEOREM Although Eq. 1.94 involving the divergence is by far the most important form of Gauss’s theorem, volume integrals involving the gradient and the curl may also appear. Suppose V(x, ¥,2) = V(x, y,Z)a, (1.99) in which a is a vector with constant magnitude and constant but arbitrary direction. (You pick the direction, but once you have chosen it, hold it fixed.) Equation 1.94 becomes a [ vae= | VeaVdt s v (1.100) =« Wdt v by Eq. 1.62a, This may be rewritten “|| vdo— | wae] =0. (1.101) 5 v Since |a| #0 and its direction is arbitrary, meaning that the cosine of the included angle cannot always vanish, the term in brackets must be zero.’ The result is vae=| War. (1.102) s v Ina similar manner, using V = a x P in which a is a constant vector, we may show [aoxr=| V x Par. (1.103) s v These last two forms of Gauss’s theorem are used in the vector form of Kirchhoff diffraction theory. They may also be used to verify Eqs. 1.90 and 1.92. Gauss’s theorem may also be extended to dyadics or tensors (see Section 3.5). {This exploitation of the arbitrary nature of a part of a problem is a valuable and widely used technique. The arbitrary vector is used again in Sections 1.12 and 1.13. Other examples appear in Section 1.14 (integrands equated) and in Section 3.3, quotient rule. 60 VECTOR ANALYSIS EXERCISES 4.11.1 1.11.2 1.11.3 1.11.4 1.11.5 1.11.6 1.11.7 1.11.8 Using Gauss’s theorem prove that if S is a closed surface. Show that redo 3 Js where V is the volume enclosed by the closed surface S. Note. This is a generalization of Exercise 1.10.5 [suo Ss Over some volume V let y/ be a solution of Laplace's equation (with the deriva- tives appearing there continuous). Prove that the integral over any closed surface in V of the normal derivative of , (dy/én, or Vy +n) will be zero. If B= V x A, show that for any closed surface S. In analogy to the integral definitions of gradient, divergence, and curl of Section 1.10, show that [Verde vip = tim LY Oto fae The electric displacement vector D satisfies the Maxwell equation V-D =p where p is the charge density (per unit volume), At the boundary between two media there is a surface charge density o (per unit area). Show that a boundary condition for D is (D, —D,)-n=o. nis a unit vector normal to the surface and out of medium 1. Hint. Consider a thin pillbox as shown in the figure. From Eq. 1.62a with V the electric field E, and f the electrostatic potential 9, show that . ¢ podr = tq | E?dr. This corresponds to a three-dimensional integration by parts. Hint. E = —Vo, V-E = p/eo. You may assume that @ vanishes at large r at least at fast as r A particular steady-state electric current distribution is localized in space Choosing a bounding surface far enough out so that the current density J is zero STOKES'S THEOREM 61 everywhere on the surface, show that farmo. Hint. Take one component of J at a time. With V-J = 0, show that J, = V-xid and apply Gauss’s theorem. 1.11.9 The creation of a localized system of steady electric currents (current density J) and magnetic fields may be shown to require an amount of work w= [ri-pae. Transform this into Here A is the magnetic vector potential: V x A = B. Hint. In Maxwell's equations take the displacement current term 6D/dt = 0. If the fields and currents are localized, a bounding surface may be taken far enough out so that the integrals of the fields and currents over the surface yield zero. 1.11.10 Prove the generalization of Green's theorem: feoze —ubv)de = [row — uVv)+do. Here # is the self-adjoint operator (Section 9.1): £=V-[pWV] +40) and p, g, u, and v are functions of position, p and g having continuous first derivatives and u and v having continuous second derivatives. Note. This generalized Green’s theorem appears in Sections 8.7 and 16.6. 112 STOKES’S THEOREM Gauss’s theorem relates the volume integral of a derivative of a function to an integral of the function over the closed surface bounding the volume. Here we consider an analogous relation between the surface integral of a derivative of a function and the line integral of the function, the path of integration being the perimeter bounding the surface. Let us take the surface and subdivide it into a network of arbitrarily small rectangles. In Section 1.8 we showed that the circulation about such a differen- tial rectangle (in the xy-plane) is V x V|,dxdy. From Eq. 1.71 applied to one differential rectangle Y Vd =V x Vedo. (1.104) foursides ‘We sum over all the little rectangles as in the definition of a Riemann integral. The surface contributions (right-hand side of Eq. 1.104) are added together. The line integrals (left-hand side of Eq. 1.104) of all interior line segments cancel 62 VECTOR ANALYSIS FIG. 1.25. Exact cancellation on interior paths. No cancellation on exterior path. identically. Only the line integral around the perimeter survives (Fig. 1.25). Taking the usual limit as the number of rectangles approaches infinity while dx +0, dy +0, we have Y Vedk= YD VxV-do exicrior rectangles line segments ' (1.105) {ve = [vx vedo. This is Stokes’s theorem. The surface integral on the right is over the surface bounded by the perimeter or contour for the line integral on the left. This demonstration of Stokes’s theorem is limited by the fact that we used a Maclaurin expansion of V(x,),z) in establishing Eq. 1.71 in Section 1.8. Actually we need only demand that the curl of V(x, y,z) exists and that it be integrable over the surface. A proof of the Cauchy integral theorem analogous to the development of Stokes’s theorem here but using these less restrictive conditions appears in Section 6.3. Stokes’s theorem obviously applies to an open surface. It is possible to con- sider a closed surface as a limiting case of an open surface with the opening (and therefore the perimeter) shrinking to zero. This is the point of Exercise 1.12.7. ALTERNATE FORMS OF STOKES'S THEOREM As with Gauss’s theorem, other relations between surface and line integrals are possible. We find. [ex von fou (1.106) s and [ (daw) x P= fan xP, (1.107) s Equation 1.106 may readily be verified by the substitution V = ag in which a is a vector of constant magnitude and of constant direction, as in Section 1.11. EXERCISES 63 Substituting into Stokes’s theorem, Eq. 1.105, [ (V x ag)-do = -f ax Vo-de s s _ -«f Vo x de. (1.108) s For the line integral fay-a =a pow. (1.109) a-(fodi+ | vox de) 0. (1.110) s and we obtain Since the choice of direction of a is arbitrary, the expression in parentheses must vanish, thus verifying Eq. 1.106. Equation 1.107 may be derived similarly by using V = a x P, in which a is again a constant vector. Both Stokes’s and Gauss’s theorems are of tremendous importance in a wide variety of problems involving vector calculus. Some idea of their power and versatility may be obtained from the exercises of Sections 1.11 and 1.12 and the development of potential theory in Sections 1.13 and 1.14, EXERCISES 1.12.1 Given a vector t= —iy + jx. With the help of Stokes’s theorem, show that the integral around a continuous closed curve in the xy-plane 4 pean the area enclosed by the curve Ep edy— rd =a, 1.12.2 The calculation of the magnetic moment of a current loop leads to the line integral A fF x dr, (a) Integrate around the perimeter of a current loop (in the xy-plane) and show that the scalar magnitude of this line integral is twice the area of the enclosed surface. (b) The perimeter of an ellipse is described by r = iacos 6 + jsind. From part (a) show that the area of the ellipse is nab. 1.12.3 Evaluate $r x dr by using the alternate form of Stokes’s theorem given by Eq. 1.107: [dex x= paver. s Take the loop to be entirely in the xy-plane. 64 VECTOR ANALYSIS 1.12.4 1.12.5 1.12.6 1.12.7 1.12.8 1.12.9 1.12.10 In steady state the magnetic field H satisfies the Maxwell equation V x H = J, where J is the current density (per square meter). At the boundary between two media there is a surface current density K (per meter). Show that a boundary condition on His nx (H, —H,)=K. nis a unit vector normal to the surface and out of medium 1. Hint, Consider a narrow loop perpendicular to the interface as shown in the figure. medina 2 ——SS- medium 1 From Maxwell’s equations, V x H= J with J here the current density and E = 0. Show from this that f Hedr=1 where / is the net electric current enclosed by the loop integral. These are the differential and integral forms of Ampere’s law of magnetism. A magnetic induction B is generated by electric current in a ring of radius R. Show that the magnitude of the vector potential A (B = V x A) at the ring is ° laj=—"., l= aR where @ is the total magnetic flux passing through the ring. Note. A is tangential to the ring. Prove that [ Vx V-de=0, F if S is a closed surface, Evaluate §r-dr (Exercise 1.10.4) by Stokes’s theorem, Prove that fuve-an= - fovea, Prove that f (Wuy x (Vo)-do. 1.13 POTENTIAL THEORY Scalar Potential If a force over a given region of space S'can be expressed as the negative gradient of a scalar function @, POTENTIAL THEORY 65 F=—Vo, qi) we call y a scalar potential. The force F appearing as the negative gradient of a single-valued scalar potential is labeled a conservative force. We want to know when a scalar potential function exists. To answer this question we establish two other relations as equivalent to Eq. 1.111. These are VxF=0 (1.112) and fFar=o. (1.113) for every closed path in our region S. We proceed to show that each of these three equations implies the other two. Let us start with F=—Vo. (1.114) Then Vx F=-VxVo=0 (1.115) by Eq. 1.77 or Eq. 1.11] implies Eq. 1.112. Turning to the line integral, we have (1.116) using Eq. 1.56. Now dg integrates to give ~. Since we have specified a closed loop, the end points coincide and we get zero for every closed path in our region S for which Eq. 1.111 holds. It is important to note the restriction here that the potential be single-valued and that Eq. 1.111 hold for a// points in S. This problem may arise in using a scalar magnetic potential, a perfectly valid procedure as long as no net current is encircled. As soon as we choose a path in space that encircles a net current, the scalar magnetic potential ceases to be single-valued and our analysis no longer applies. Continuing this demonstration of equivalence, let us assume that Eq. 1.113 holds. If §F+dr = 0 for all paths in S, we see that the value of the integral joining two distinct points A and B is independent of the path (Fig. 1.26). Our premise is that f F-dr=0. (1.117) ‘ACBDA Therefore A [ Fedr=—| Fedr= | F-dr, (1.118) ACB BDA Japp 66 VECTOR ANALYSIS FIG. 1.26 Possible paths for doing work reversing the sign by reversing the direction of integration. Physically, this means that the work done in going from A to B is independent of the path and that the work done in going around a closed path is zero. This is the reason for labeling such a force conservative: Energy is conserved. With the result shown in Eq. 1.118, we have the work done dependent only on the end points, A and B. That is, 8 work done by force = [ F-dr = (A) — 9B). (1.119) A Eq. 1.119 defines a scalar potential (strictly speaking, the difference in potential between points A and B) and provides a means of calculating the potential. If point B is taken as a variable, say, (x, y,z), then differentiation with respect to x, y, and z will recover Eq. 1.111. The choice of sign on the right-band side is arbitrary. The choice here is made to achieve agreement with Eq. 1.111 and to ensure that water will run downhill rather than uphill. For points A and B separated by a length dr, Eq. 1.119 becomes nas (1.120) = —Vo-dr This may be rewritten (F + Vo) -dr = 0, (1.121), and since dr is arbitrary, Eq. 1.111 must follow. If fFea=o. (1.122) POTENTIAL THEORY 67 we may obtain Eq, 1.112 by using Stokes’s theorem (Eq. 1.109). frea= [vx rae. (1.123) If we take the path of integration to be the perimeter of an arbitrary differential area de, the integrand in the surface integral must vanish. Hence Eq. 1.113 implies Eq. 1.114. Finally, if V x F=0, we need only reverse our statement of Stokes’s theorem (Eq. 1.123) to derive Eq. 1.113. Then, by Eqs. 1.119 to 1.121, the initial statement F = —V¢q is derived. The triple equivalence is demonstrated (Fig. 1.27). F = —Vo(1.111) V x F=0(1.112) Fede = 00.113) FIG. 1.27 Equivalent formulations To summarize, a single-valued scalar potential function @ exists if and only if F is irrotational or the work done around every closed loop is zero. The gravitational and electrostatic force fields given by Eq. 1.75 are irrotational and therefore are conservative. Gravitational and electrostatic scalar potentials exist. Now, by calculating the work done (Eq. 1.119), we proceed to determine three potentials, Fig. 1.28. EXAMPLE 1.13.1 Gravitational Potential Find the scalar potential for the gravitational force on a unit mass m,, =", radially inward. (1.124) 2? By integrating Eq. 1.111 from infinity into position r, we obtain clr) — Qg(m)= — | Ferdr= +{ Fg-dr. (1.125) By use of Fg = —Pyppiieds @ Comparison with Eq. 1.88 shows that the potential is the work done in bringing the unit mass in from infinity. (We can define only potential difference. Here we arbitrarily assign infinity to be a zero of potential.) The integral on the right-hand side of Eq. 1.125 is negative, meaning that g¢(r) 68 VECTOR ANALYSIS is negative. Since Fg is radial, we obtain a contribution to g only when dr is radial or ° kdr_ ok eN=) - —— r _Gmym, oo The final negative sign is a consequence of the attractive force of gravity. EXAMPLE 1.13.2. Centrifugal potential Calculate the scalar potential for the centrifugal force per unit mass, Fe = w?rro, radially outward. Physically, this might be you on a large horizontal spinning disk at an amusement park. Proceeding as in Example 1.13.1, but integrating from the origin outward and taking g(0) = 0, we have , wr? Oc) = -| Fordr= —S. 0 0 If we reverse signs, taking Foyo= —Ar, we obtain @syo= $kr’, the simple harmonic oscillator potential. e PsHo %e FIG. 1.28 Potential energy versus distance (gravitational, centrifugal, and simple harmonic oscillator) The gravitational, centrifugal, and simple harmonic oscillator potentials are shown in Fig. 1.28. Clearly, the simple harmonic oscillator yields stability and POTENTIAL THEORY 69 describes a restoring force. The centrifugal potential describes an unstable situation. THERMODYNAMICS—EXACT DIFFERENTIALS In thermodynamics, which is sometimes called a search for exact differentials, we encounter equations of the form df = P(x,»)dx + O(x,y)dy. (1.126) The usual problem is to determine whether { (P(x, y) dx + Q(x, y) dy) depends only on the end points, that is, whether df is indeed an exact differential. The necessary and sufficient condition is that of of df= ~dx+=dy 1,12 f= aax + ay? (1.1262) or that P(x, y) (1.1265) Qx,y) = ay" Equations 1.1265 depend on the relation OP(x,y) _ OQ(% y) (1.126c) ay ax . being satisfied. This, however, is exactly analogous to Eq. 1.116, the requirement that F be irrotational. Indeed, the z-component of Eq. 1.116 yields oF, _ of, Sse 1.126d. ay ax? ¢ ) Vector Potential In some branches of physics, especially electromagnetic theory, it is con- venient to introduce a vector potential A, such that a (force) field B is given by B=VxA. (1.127) Clearly, if Eq. 1.127 holds, V- B = 0 by Eq. 1.79 and B is solenoidal. Here we want to develop a converse, to show that when B is solenoidal a vector potential Aexists. We demonstrate the existence of A by actually calculating it. Suppose B = ib, + jb, + kd, and our unknown A = ia, + ja, + ka. By Eq. 1.127 Gay Ga, _ Oo gene (1.128a) Ga, _ day — 23 5, (1.1286) 6z éx 70 VECTOR ANALYSIS da, da, 2 _ Tl = b,. 1.128¢) ox 8 $ “ Let us assume that the coordinates have been chosen so that A is parallel to the yz-plane; that is, a, = 0.! Then ne oe L129) 8, =, ox Integrating, we obtain a= [ bydx + fo().2). * (1.130) a=—[ bidet Ao, )s where f; and f; are arbitrary functions of y and z but are not functions of x. These two equations can be checked by differentiating and recovering Eq. 1.129, Eq. 1.1284 becomes éa, da a a a by Ee) of Ody _ - dx ay az [. (@ Ma) ty - [ties 4c (1.131) Ox "Oy az” using V-B = 0, Integrating with respect to x, we obtain Gay _ a, _ 1,2) — by(%p.»,2) + By Gz 7 DICH 2) — i (Xos 2) + BY — GE (1.132) Remembering that f, and f, are arbitrary functions of y and z, we choose Sr =9, Ss =f by (Xo,9,2) dy, (1.133) so that the right-hand side of Eq. 1.132 reduces to 6,(x, y,z) in agreement with Equation 1.128a. With f, and f; given by Eq. 1.133, we can construct A. A= if by(x,y,z)dx + ff B(x. Z)dy — [ ba (x.y, as]. (1.134) By 0 % This is not quite complete. We may add any constant since B is a derivative of “Clearly, this can be done at any one point. It is not at all obvious that this assumption will hold at all points; that is, A will be two dimensional. The justification for the assumption is that it works; Eq. 1.134 satisfies Eq. 1.127 POTENTIAL THEORY 71 A. What is much more important, we may add any gradient of a scalar function Vo without affecting B at all. Finally, the functions f, and f, are not unique. Other choices could have been made. It will be seen in Section I.15 that we may still specify V+ A. EXAMPLE 1.13.3. A Magnetic Vector Potential for a Constant Magnetic Field To illustrate the construction of a magnetic vector potential, we take the special but still important case of a constant magnetic induction B=kB,, (1.135) in which B, is a constant. Equation 1.128 becomes Ga oy da, _ Gas _ Rae (1.136) Oa, _ Gay _ ax ay If we assume that a, = 0, as before, then by Eq. 1.134 A= if B,dx (1.137) = jxB., setting a constant of integration equal to zero. It can readily be seen that this A satisfies Eq. 1.127. To show that the choice a, = 0 was not sacred or at least not required, let us try setting a, = 0, From Eq. 1.136 S=0, (1.1384) 241 <9 (1.1386) az da, da, Gr _ Os _ B, 1 ae a (1.138¢) We see a, and a, are independent of z or a, = a,(x,y), =a,(x, y). (1.139) Equation 1.138¢ is satisfied if we take a=p{ B,dx = pxB, (1.140) 72 VECTOR ANALYSIS and a,=(p-1) [’8.ay=— DyB,, (1.141) with p any constant. Then A= i(p — l)yB, + jpxB,. (1.142) Again, Eqs. 1.127, 1.135, and 1.142 are seen to be consistent. Comparison of Egs. 1.137 and 1.142 shows immediately that A is not unique. The difference between Eqs. 1.137 and 1.142 and the appearance of the parameter p in Eq. 1,142 may be accounted for by rewriting Eq. 1.142 as A= Ky — p38, + (p—Diiy + WB. (1.143) = —2iy — pO B. + (p — DBV@ with p= xy. (1.144) The first term in A corresponds to the usual form A=3(Bxr) (1.145) for B, a constant. To summarize this discussion of the vector potential, when a vector B is solenoidal, a vector potential A exists such that B = V x A. A is undetermined to within an additive gradient. This corresponds to the arbitrary zero of poten- tial, a constant of integration for the scalar potential. In many problems the magnetic vector potential A will be obtained from the current distribution that produces the magnetic induction B. This means solving Poisson’s (vector) equation (see Exercise 1.14.4). EXERCISES 1.13.1 Ifa force F is given by F = (x? +p? + 27)"ix + jy + kz), find (@) V-F, (b) VxF, (©) A scalar potential g(x, », 2) so that F = —Vg. (a) For what value of the exponent n does the scalar potential diverge at both the origin and infinity? ANS. (a) (2n+3)r" — (c) -se n¢-l (b) 0 (@) n=-1,g=-Inr. 1.13.2 1.13.3 1.13.4 1.13.5 1.13.6 EXERCISES 73 A sphere of radius a is uniformly charged (throughout its volume). Construct the electrostatic potential g(r) for 0 ro contributes nothing to the force. (a) Show that F/my = —(4xGp,/3)r, 0