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EE2 Mathematics : Vector Calculus

J. D. Gibbon
(Professor J. D Gibbon1 , Dept of Mathematics)
j.d.gibbon@ic.ac.uk

http://www2.imperial.ac.uk/jdg

These notes are not identical word-for-word with my lectures which will be given on a BB/WB.
Some of these notes may contain more examples than the corresponding lecture while in other
cases the lecture may contain more detailed working. I will NOT be handing out copies of
these notes you are therefore advised to attend lectures and take your own.
1. The material in them is dependent upon the Vector Algebra you were taught at A-level
and your 1st year. A summary of what you need to revise lies in Handout 1 : Things
you need to recall about Vector Algebra which is also 1 of this document.
2. Further handouts are :
(a) Handout 2 : The role of grad, div and curl in vector calculus summarizes most
of the material in 3.

(b) Handout 3 : Changing the order in double integration is incorporated in 5.5.

(c) Handout 4 : Greens, Divergence & Stokes Theorems plus Maxwells Equations
summarizes the material in 6, 7 and 8.

Technically, while Maxwells Equations themselves are not in the syllabus, three of
the four of them arise naturally out of the Divergence & Stokes Theorems and
they connect all the subsequent material with that given from lectures on e/m
theory given in your own Department.

Do not confuse me with Dr J. Gibbons who is also in the Mathematics Dept.

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Contents
1 Revision : Things you need to recall about Vector Algebra

2 Scalar and Vector Fields

3 The vector operators : grad, div and curl


3.1 Definition of the gradient operator . . . . . . . .
3.2 Definition of the divergence of a vector field div B
3.3 Definition of the curl of a vector field curl B . . .
3.4 Five vector identities . . . . . . . . . . . . . . . . . . .
3.5 Irrotational and solenoidal vector fields . . . . . . .

3
3
4
5
6
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4 Line (path) integration
R
4.1 Line integrals of Type 1 : RC (x, y, z) ds . . . . . . . . . . . . . . . . 10
4.2 Line integrals of Type 2 : C F (x, y, z) dr . . . . . . . . . . . . . . 11
4.3 Independence of path in line integrals of Type 2 . . . . . . . . . . . 13
5 Double and multiple integration
5.1 How to evaluate a double integral . . . .
5.2 Applications . . . . . . . . . . . . . . . . . .
5.3 Examples of multiple integration . . . . .
5.4 Change of variable and the Jacobian . . .
5.5 Changing the order in double integration

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15
16
16
17
18
20

6 Greens Theorem in a plane

22

7 2D Divergence and Stokes Theorems

25

8 Maxwells Equations

29

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Revision : Things you need to recall about Vector Algebra

(a1 , a2 , a3 ).
Notation: a = a1i + a2 j + a3 k
1. The magnitude or length of a vector a is
|a| = a = a21 + a22 + a23

1/2

(1.1)

2. The scalar (dot) product of two vectors a = (a1 , a2 , a3 ) & b = (b1 , b2 , b3 ) is given by
a b = a1 b1 + a2 b2 + a3 b3 .

(1.2)

Since a b = ab cos , where is the angle between a and b, then a and b are
perpendicular if a b = 0, assuming neither a nor b are null.
3. The vector (cross) product 2 between two vectors

i j


a b = a1 a 2

b1 b2
Recall that a b can also be expressed as

a and b is


k

a3 .

b3

a b = (ab sin ) n

(1.3)

(1.4)

is a unit vector perpendicular to both a and b in a direction determined by the


where n
right hand rule. If a b = 0 then a and b are parallel if neither vector is null.
4. The scalar triple product between three vectors a, b and c is


a1 a2 a3
a




a(bc) = b1 b2 b3
%
&
c c c
c

b
1
2
3

Cyclic Rule:
(1.5)
clockwise +ve

According to the cyclic rule

a (b c) = b (c a) = c (a b)

(1.6)

One consequence is that if any two of the three vectors are equal (or parallel)
then their scalar product is zero: e.g. a (b a) = b (a a) = 0. If a (b c) = 0
and no pair of a, b and c are parallel then the three vectors must be coplanar.
5. The vector triple product between three vectors is
a (b c) = b(a c) c(a b) .

(1.7)

The placement of the brackets on the LHS is important: the RHS is a vector that lies
in the same plane as b and c whereas (a b) c = b(c a) a(c b) lies in the plane
of a and b. Thus, a b c without brackets is a meaningless statement!
It is acceptable to use the notation a b as an alternative to a b.

14th/10/10 (EE2Ma-VC.pdf)

Scalar and Vector Fields

(L1) Our first aim is to step up from single variable calculus that is, dealing with functions
of one variable to functions of two, three or even four variables. The physics of electromagnetic (e/m) fields requires us to deal with the three co-ordinates of space (x, y, z) and
also time t. There are two different types of functions of the four variables :
1. A scalar field 3 is written as
= (x, y, z, t) .

(2.1)

Note that one cannot plot as a graph in the conventional sense as takes values at
every point in space and time. A good example of a scalar field is the temperature of
the air in a room. If the box-shape of a room is thought of as a co-ordinate system with
the origin in one corner, then every point in that room can be labelled by a co-ordinate
(x, y, z). If the room is poorly air-conditioned the temperature in different parts may
vary widely : moving a thermometer around will measure the variation in temperature
from point to point (spatially) and also in time (temporally). Another example of a
scalar field is the concentration of salt or a dye dissolved in a fluid.
2. A vector field B(x, y, z, t) must have components (B1 , B2 , B3 ) in terms of the three

k)
unit vectors (i, j,
3 (x, y, z, t) .
2 (x, y, z, t) + kB
B = iB1 (x, y, z, t) + jB

(2.2)

These components can each be functions of (x, y, z, t). Three physical examples of
vector fields are :
(a) An electric field :
3 (x, y, z, t) ,
2 (x, y, z, t) + kE
E(x, y, z, t) = iE1 (x, y, z, t) + jE

(2.3)

(b) A magnetic field :


3 (x, y, z, t) ,
2 (x, y, z, t) + kH
H(x, y, z, t) = iH1 (x, y, z, t) + jH

(2.4)

(c) The velocity field u(x, y, z, t) in a fluid.


A classic illustration of a three-dimensional vector field in action is the e/m signal received
by a mobile phone which can be received anywhere in space.

The vector operators : grad, div and curl

3.1

Definition of the gradient operator

The gradient operator (grad) is denoted by the symbol and is defined as

.
= i
+ j
+k
x
y
z

The convention is to use Greek letters for scalar fields and bold Roman for vector fields.

(3.1)

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As such it is a vector form of partial differentiation because it has spatial partial derivatives in
each of the three directions. On its right, can operate on a scalar field (x, y, z)
= i


+j
+k
.
x
y
z

Note that while is a scalar field, itself is a vector.



Example 1) : With = 13 x3 + y 3 + z 3
2.
2 + kz
= ix2 + jy

(3.2)

(3.3)

As explained above, the RHS is a vector whereas is a scalar.


Example 2) : With = xyz the vector is
.
+ kxy
= iyz + jxz

(3.4)

End of L1

3.2

Definition of the divergence of a vector field div B

L2 Because vector algebra allows two forms of multiplication (the scalar and vector products)
there are two ways of operating on a vector
3 (x, y, z, t) .
2 (x, y, z, t) + kB
B = iB1 (x, y, z, t) + jB
The first is through the scalar or dot product




3 .

2 + kB

iB1 + jB
+j
+k
div B = B = i
x
y
z

(3.5)

(3.6)

k
= 1 but i j = i k
=k
j = 0, the result is
Recalling that i i = j j = k
div B = B =

B1 B2 B3
+
+
.
x
y
z

(3.7)

Note that div B is a scalar because div is formed through the dot product. The
best physical explanation that can be given is that div B is a measure of the compression or
expansion of a vector field through the 3 faces of a cube.
If div B = 0 the the vector field B is incompressible ;
If div B > 0 the the vector field B is expanding ;
If div B < 0 the the vector field B is compressing .

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then
+ kz
Example 1 : Let r be the straight line vector r = ix + jy
div r = 1 + 1 + 1 = 3

(3.8)

2 then
2 + kz
Example 2 : Let B = ix2 + jy
div B = 2x + 2y + 2z

(3.9)

Note : the usual rule in vector algebra that a b = b a (that is, a and b commute)
doesnt hold when one of them is an operator. Thus
B = B1

3.3

+ B2
+ B3
6= B
x
y
z

(3.10)

Definition of the curl of a vector field curl B

The alternative in vector multiplication is to use in



i


curl B = B = x

B1

a cross product with a vector B :




j k

(3.11)
y z .

B 2 B3

The best physical explanation that can be given is to visualize in colour the intensity of B
then curl B is a measure of the curvature in the field lines of B.

Example 1) : Take the vector denoting a straight line from the origin to a point (x, y, z)
Then
+ kz.
denoted by r = ix + jy



i j k





(3.12)
curl r = r = x y z = 0 .


x y z

2 then
2 + kz
ix2 + jy

i
j


curl B = B = x y
1 2 1 2
2x 2y

Example 2) : Choose B =

1
2

k
z
1 2
z
2





= 0.

(3.13)

2 y 2 . Then
2 z 2 + kx
Example 3) : Take the vector denoted by B = iy 2 z 2 + jx


i

j
k



2

k(xy) . (3.14)
curl B = B = x
y
z = 2x2i(y z)2y 2 j(xz)+2z
2 2 2 2 2 2
y z xz xy

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2 (x, y) we have
Example 4) : For the curl of a two-dimensional vector B = iB1 (x, y) + jB





i
j
k


B2 B1

,
(3.15)

curl B = B =
y
z = k
x


x
y
B1 (x, y) B2 (x, y) 0

which points in the vertical direction only because there are no i and j components. End of L2

3.4

Five vector identities

L3 There are 5 useful vector identities (see hand out No 2). The proofs of 1), 4) and 5) are
obvious : for No 1) use the product rule. 2) and 3) can be proved with a little effort.
1. The gradient of the product of two scalars and
() = + .

(3.16)

2. The divergence of the product of a scalar with a vector b


div (B) = div B + () B .

(3.17)

3. The curl of the product of a scalar with a vector B


curl (B) = curl B + () B .

(3.18)

4. The curl of the gradient of any scalar


curl () = = 0 ,

(3.19)

because the cross product is zero.


5. The divergence of the curl of any vector B
div (curl B) = ( B) = 0 .

(3.20)

The cyclic rule for the scalar triple product in (3.20) shows that this is zero for all vectors
B because two vectors () in the triple are the same.

3.5

Irrotational and solenoidal vector fields

Consider identities 4) & 5) above (see also Handout 2 The role of grad, div & curl ...)
curl () = = 0 ,

div (curl B) = 0 .

(3.21)
(3.22)

(3.21) says that if any vector B(x, y, z) can be written as the gradient of a scalar (x, y, z)
(which cant always be done)
B =
(3.23)

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then automatically curl B = 0. Such vector fields are called irrotational vector fields.
It is equally true that for a given field B, then if it is found that curl B = 0, then we can
write 4
B =
(3.24)
is called the scalar potential. Note that not every vector field has a corresponding
scalar potential, but only those that are curl-free.
Likewise we now turn to (3.22) : vector fields B for which div B = 0 are called solenoidal,
in which case B can be written as
B = curl A
(3.25)
where the vector A is called a vector potential. Note that only vectors those that are
div-free have a corresponding vector potential 5 .
Example : The Newtonian gravitational force between masses m and M (with gravitational
constant G) is
r
F = GmM 3 ,
(3.26)
r
and r2 = x2 + y 2 + z 2 .
+ kz
where r = ix + jy
1. Let us first calculate curl F
curl F = GmM curl (r) ,

= r3 .

where

(3.27)

The 3rd in the list of vector identities gives


curl (r) = curl r + () r

(3.28)

and we already know that curl r = 0. It remains to calculate :


=

Thus, from (3.26),

x2 + y 2 + z 2

3/2 o

curl F = GmM

+ kz)
3(ix + jy
3r
= 5 .
2
2
2
5/2
(x + y + z )
r

3r
0 5 r
2r

= 0.

(3.29)

(3.30)

Thus the Newton gravitational force field is curl-free, which is why a gravitational potential exists. We can write 6
F = .

(3.31)

One can find by inspection : it turns out that = GmM 1/r.


4

Whether we use + or in (3.24) depends on convention : in e/m theory normally uses a minus sign
whereas fluid dynamics uses a plus sign.
5
The last lecture on Maxwells Equations stresses that all magnetic fields in the universe are div-free as no
magnetic monopoles have yet been found : thus all magnetic fields are solendoidal vector fields.
6
In this case a negative sign is adopted on the scalar potential.

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2. Now let us calculate div F


div F = GmM div (r)

where

= r3 .

(3.32)

The 2nd in the list of vector identities gives


div (r) = div r + () r

(3.33)

and we already know that div r = 3 and we have already calculated in (3.29).


3
3r
div F = GmM
5 r = 0.
(3.34)
r3
r
Thus the Newton gravitational force field is also div-free, which is why a
gravitational vector potential A also exists.
As a final remark it is noted that with F satisfying both F = and div F = 0, then
div () = 2 = 0 ,
which is known as Laplaces equation.

(3.35)
End of L3.

Line (path) integration

(L4) In single variable calculus the idea of the integral


Z

f (x) dx =

N
X

f (xi )xi

(4.1)

i=1

is a way of expressing the sum of values of the function f (xi ) at points xi multiplied by the
area of small strips xi : correctly it is often expressed as the area under the curve f (x).
Pictorially the concept of an area sits very well in the plane with y = f (x) plotted against x.
However, the idea of area under a curve has to be dropped when line integration is
considered because we now wish to place our curve C in 3-space where a scalar field
(x, y, z) or a vector field F (x, y, z) take values at every point in this space. Instead,
we consider a specified continuous curve C in 3-space known as the path 7 of integration
and then work out methods for summing the values that either or F take on that curve.
It is essential to realize that the curve C sitting in 3-space and the scalar/vector
fields or F that take values at every point in this space are wholly independent
quantities and must not be conflated.
7

The same idea arises in complex integration where, by convention, a closed C is known as a contour.

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x
Figure 3.1 : The curve C in 3-space starts at the point A and ends at B.
B
s
r
r + r

O
Figure 3.2 : On a curve C, small elements of arc length s and the chord r, where O is the origin.

s
y

Figure 3.3 : In 2-space we can use Pythagoras Theorem to express s in terms of x and y.
Pythagoras Theorem in 3-space (see Fig 3.3 for a 2-space version) express s in terms of x,
y and z : (s)2 = (x)2 + (y)2 + (z)2 . There are two types of line integral :
Type 1 : The first concerns the integration of a scalar field along a path C
Z
(x, y, z) ds
C

(4.2)

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10

Type 2 : The second concerns the integration of a vector field F along a path C
Z
F (x, y, z) dr

(4.3)

Remark : In either case, if the curve C is closed then we use the designations
I
I
(x, y, z) ds
and
F (x, y, z) dr
C

4.1

(4.4)

Line integrals of Type 1 :

(x, y, z) ds

How to evaluate these integrals is best shown by a series of examples keeping in mind that,
where possible, one should always draw a picture of the curve C :
R
Example 1) : Show that C x2 y ds = 1/3 where C is the circular arc in the first quadrant of
the unit circle.
y

C is the arc of the unit circle x2 + y 2 = 1


represented in polars by x = cos and y = sin
for 0 /2. Thus the small element of
arc length is s = 1..

(0, 1)

(x, y)

x y ds =

(0, 0)

/2

cos2 sin (d)


0

= 1/3 .

(4.5)

(1, 0)

Example 2) : Show that


y

xy 3 ds = 54 10/5 where C is the line y = 3x from x = 1 1.


C is an element on the line y = 3x. Thus
y = 3x so

y = 3x

(s)2 = (x)2 + 9(x)2 = 10(x)2

Example 3) : Show that

xy ds = 27 10
C

x4 dx = 54 10/5 .

x2 y ds = 2/12 where C is the closed triangle in the figure.

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11

R
On C1 : y = 0 so ds = dx and C1 = 0 (because y = 0).
On C2 : y = 1 x so dy = dx and so (ds)2 = 2(ds)2 .
R
On C3 : x = 0 so ds = dy and C3 = 0 (because x = 0).

(0, 1)

C2
C3

C1

(1, 0)

Therefore

=
C

C1

C2

=0+
C3

0
1

x2 (1 x) 2 dx + 0 = 2/12 .

(4.6)

Note that we take the positive root of (ds)2 = 2(dx)2 but use the fact that following the
arrows on C2 the variable x goes from 1 0.
R
Example 4) : (see Sheet 2). Find C (x2 + y 2 + z 2 ) ds where C is the helix
,
r = i cos + j sin + k

(4.7)

with one turn : that is running from 0 2 .


From (4.7) we note that x = cos , y = sin and z = . Therefore dx = sin d,
dy = cos d and dz = d. Thus

(4.8)
(ds)2 = sin2 + cos2 + 1 (d)2 = 2(d)2 .

Therefore we can write the integral as


Z
Z
2
2
2
(x + y + z ) ds = 2
C

2
0

End of L4

4.2

Line integrals of Type 2 :



1 + 2 d = 2 2 1 + 4 2 /3 .

F (x, y, z) dr

r + r

O
Figure 3.4 : A vector F and a curve C with the chord r : O is the origin.

(L5)

(4.9)

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12

1. Think of F as a force on a particle being drawn through the path of the curve C. Then
the work done W in pulling the particle along the curve with arc length s and chord
r is W = F r. Thus the full work W is
Z
F dr .
(4.10)
W =
C

2. The second example revolves around taking F as an electric field E(x, y, z). Then
the mathematical expression of Faradays Law says that the electro-motive force on a
R
particle of charge e travelling along C is precisely e C E(x, y, z) dr .

z) + kxyz
and the path C is
Example 1 : Evaluate C F dr given that F = ix2 y + j(x
2
the parabola y = x in the plane z = 2 from (0, 0, 2) (1, 1, 2).

(1, 1)

C2

C1 is along the curve y = x2 in the plane z = 2 in which


case dz = 0 and dy = 2x dx. C2 is along the straight
line y = x in which case dy = dx.

C1
x

C1

F dr =
=
=

(F1 dx + F2 dy + F3 dz)
C1

ZC1
C1

x2 y dx + (x z) dy + xyz dz
x2 y dx + (x 2) dy

Using the fact that dy = 2x dx we have


Z 1

x4 dx + (x 2)2x dx
I =
Z0 1

=
x4 + 2x2 4x dx = 17/15 .

(4.11)

(4.12)

Finally, with the same integrand but along C2 we have


Z
Z 1

F dr =
x3 dx + (x 2) dx
C2

= 1/4 + 1/2 2 = 5/4 .

(4.13)

This example illustrates the point that with the same integrand and start/end points
the value of an integral can differ when the route between these points is varied.

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13

R
Example 2 : Evaluate I = C (y 2 dx 2x2 dy) given that F = (y 2 , 2x2 ) with the path C
taken as y = x2 in the z = 0 plane from (0, 0, 0) (2, 4, 0).
y
(2, 4)

C is the curve y = x2 in the plane z = 0, in which


case dz = 0 and dy = 2x dx. The starting point has
co-ordinates (0, 0, 0) and the end point (2, 4, 0).
C

I =
=

(y 2 dx 2x2 dy)

ZC2
0


x4 4x3 dx = 48/5 .

(4.14)

where C is the curve z = y 4 in the x = 1 plane,


+ 2ky,
Example 3 : Given that F = ix jz
show that from (1, 0, 0) (1, 1, 1) the value of the line integral is 7/5.
On C we have dz = 4y 3 dy and in the plane x = 1 we also have dx = 0. Therefore
Z
Z
F dr =
(x dx z dy + 2y dz)
C
C
Z 1

=
y 4 + 8y 4 dy = 7/5 .

(4.15)

End of L5

4.3

Independence of path in line integrals of Type 2

(L6) Are there circumstances in which a line integral


which are independent of the path C?

F dr, for a given F , takes values

To explore this question let us consider the case where F dr is an exact differential : that is
F dr = d for some scalar8 . For starting and end co-ordinates A and B of C we have
Z
Z
F dr = d = [A] [B] .
(4.16)
C

This result is independent of the route or path taken between A and B. Thus we
need to know what F dr = d means. Firstly, from the chain rule
d =
8

dx +
dy +
dz = dr .
x
y
z

As stated earlier, the choice of sign is by convention.

(4.17)

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14

Hence, if F dr = d we have F = , which means that F must be a curl-free


vector field
curl F = 0 ,
(4.18)
where is the scalar potential. A curl-free F is also known as a conservative vector field.
R
Result : The integral C F dr is independent of path only if curl F = 0. Moreover, when C
is closed then
I
F dr = 0 .
(4.19)
C

Example 1 : Is the line integral

(2xy 2 dx + 2x2 y dy) independent of path?

Then
We can see that F is expressed as F = 2xy 2i + 2x2 y j + 0k.



i

j
k




= 0.
curl F = x
y z = (4xy 4xy)k


2
2
2xy 2x y 0

(4.20)

Thus the integral is independent of path and we should be able to calculate from F = .

= 2xy 2 ,
x

= 2x2 y ,
y

= 0.
z

(4.21)

Partial integration of the 1st equation gives = x2 y 2 + A(y) where A(y) is an arbitrary
function of y only, whereas from the second = x2 y 2 + B(x). Thus A(y) = B(x) =
const = C. Hence
= x2 y 2 + C .
(4.22)
Example 2 : Find the work done
(1, 1, 1) (3, 3, 2).

F dr by the force F = (yz, xz, xy) moving from

Is this line integral independent of path? We check to see if curl F = 0.





i j k





curl F = x y z = 0 .


yz xz xy

(4.23)

Thus the integral is independent of path and must exist. In fact x = yz, y = xz
and z = xy. Integrating the first gives = xyz + A(y, z), the second gives =
xyz + B(x, z) and the third = xyz + C(x, y). Thus A = B = C = const and

W =

= xyz + const .
(3,3,2)
(1,1,1)


(3,3,2)
d = xyz (1,1,1) = 18 1 = 17 .

(4.24)
(4.25)

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Example 3 : Find

15

F dr on every path between (0, 0, 1) and (1, /4, 2) where


F = 2xyz 2 , (x2 z 2 + z cos yz), (2x2 yz + y cos yz) .

We check to see if curl F = 0.



i

j
k


curl F = x
y
z

2
2
2
2
2xyz (x z + z cos yz) (2x yz + y cos yz)





= 0.

(4.26)

(4.27)

Thus the integral is independent of path and must exist. Then x = 2xyz 2 , y =
(x2 z 2 + z cos yz) and z = (2x2 yz + y cos yz). Integration of the first gives
= x2 yz 2 + A(y, z) ,

(4.28)

= (x2 yz 2 + sin yz) + B(x, z) ,

(4.29)

= (x2 yz 2 + sin yz) + C(x, y) .

(4.30)

of the second
and the third
The only way these are compatible is if A(y, z) = sin yz + c and B = C = c = const. and so
= (x2 yz 2 + sin yz) + c. In consequence
Z
 (1,/4, 2)
F dr = (0,0,1) = + 1 .
End of L6
(4.31)
C

Double and multiple integration

(L7) Now we move on to yet another different concept of integration : that is, summation
over an area instead of along a curve.
Consider the value of a scalar function (xi , yi ) at the co-ordinate point (xi , yi ) at the lower
left hand corner of the square of area Ai = xi yi . Then
M
N X
X
i=1 j=1

(xi , yi ) Ai

Z Z
|

as

(x, y) dxdy
{z
}

x 0, y 0 .

(5.1)

double integral

We say that the RHS is the double integral of over the region R. Note : do not confuse
this with the area of R itself, which is
Z Z
Area of R =
dxdy .
(5.2)
R

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5.1

16

How to evaluate a double integral


y
y = h(x)

R
y = g(x)

Figure 4.2 : The region R is bounded between the upper curve y = h(x), the lower curve y = g(x)
and the vertical lines x = a and x = b.

Z Z

(x, y) dxdy =
R

Z b (Z
a

y=h(x)

(x, y) dy
y=g(x)

dx

(5.3)

The inner integral is a partial integral over y holding x constant. Thus the inner integral is a
function of x
Z y=h(x)
(x, y) dy = P (x)
(5.4)
y=g(x)

and so

Z Z

(x, y) dxdy =
R

Moreover the area of R itself is


Z b (Z
Area of R =
a

5.2

y=h(x)

dy
y=g(x)

P (x) dx .

(5.5)

(5.6)

dx =

b
a

{h(x) g(x)} dx

Applications

1. Area under a curve: For a function of a single variable y = f (x) between limits x = a
and x = b
)
Z
Z (Z
b

f (x)

Area =

dy

dx =

f (x) dx .

(5.7)

2. Volume under a surface : A surface is 3-space may be expressed as z = f (x, y)


)
Z Z Z
Z (Z
f (x,y)

Volume =

dxdydz =

Z Z

f (x, y) dxdy
R

dz

dxdy

(5.8)

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17

By this process, a 3-integral has been reduced to a double integral.


A specific example
p
would be the volume of an upper unit hemisphere z = + 1 (x2 + y 2 ) f (x, y)
centred at the origin.
3. Mass of a solid body : Let (x, y, z) be the variable density of the material in a solid
body. Then the mass M of a small volume V = xyz is M = V , End of L7
Z Z Z
Mass of body =
(x, y, z) dV .
(5.9)
V

Examples of multiple integration

5.3

L8 Example 1 : Consider the first quadrant of a circle of radius a. Show that :


y

Area of R = a2 /4
Z Z
xy dxdy = a4 /8

(i)

(0, a)

(ii)
(x, y)

Z Z

(iii)

R
(0, 0)

x2 y 2 dxdy = a6 /96
R

x
(a, 0)

i) : The area of R is given by


Z a (Z
A=
0

a2 x2

dy

Let x = a cos and y = a sin then A = 12 a2


ii) :
Z Z

xy dxdy =
R

dx =

R /2
0

x
0

a
0

a2 x2 dx .

(1 cos 2) d = a2 /4.
Z

a2 x2

y dy

dx

x(a2 x2 ) dx

a
= 12 12 x2 a2 14 x4 0 = a4 /8 .
=

iii) :
Z Z

x2 y 2 dxdy =
R

1
2

Z
1
3

x2
0

a
0

1
3

a2 x2

y 2 dy

(5.11)

dx

x2 (a2 x2 )3/2 dx
/2

cos2 sin4 d
0

1 6
= 3 a I2 I 3 .
=

(5.10)

(5.12)

14th/10/10 (EE2Ma-VC.pdf)
where In =

R /2
0

18

sin2n d. Using a Reduction Formula method we find that




2n 1
I0 = /2 .
In1 ,
In =
2n

(5.13)

Thus I2 = 3/16 and I2 = 15/96 and so from (5.12) the answer is a6 /96.

5.4

Change of variable and the Jacobian

In the last example it might have been easier to have invoked the natural circular symmetry
in the problem. Hence we must ask how A = xy would be expressed in polar co-ordinates.
This suggests considering a more general co-ordinate change. In the two figures below we see
a region R in the x y plane that is distorted into R in the plane of the new co-ordinates
u = u(x, y) and v = v(x, y)
y

R
R

The transformation relating the two small areas xy and uv is given here by (the modulus
sign is a necessity) :
Result 1 :
dxdy = |Ju,v (x, y)| dudv ,

(5.14)

where the Jacobian Ju,v (x, y) is defined by

Note that



Ju,v (x, y) =
x
6=
u

x
u
y
u

u
x

x
v
y
v

1

(5.15)

(5.16)

because ux is computed at y = const whereas xu is computed at v = const. However, luckily


there is an inverse relationship between the two Jacobians
Jx,y (u, v) = [Ju,v (x, y)]1

(5.17)

dudv = |Jx,y (u, v)| dxdy

(5.18)

Either (5.14) and (5.18) can therefore be used at ones convenience.

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19

in the x yProof : (not examinable). Consider two sets of orthogonal unit vectors ; (i , j)
, v) in the u v-plane. Keeping in mind that the component of x along u
is
plane, and (u
in vectorial notation we can write
(x/u)u (v is constant along u),
x
x
u + v v
u
v
y
y
u + v v
y = u
u
v

x = u

(5.19)
(5.20)

and so the cross-product is


x y =

 

y
x
y
x
u + v v ,
u + v v u
u
u
v
u
v

(5.21)

Therefore




dx dy = |x y| = det
= |Ju,v (x, y)| dudv .

x
u
y
u

x
v
y
v



|u
v| dudv

(5.22)


The inverse relationship (5.18) can be proved in a similar manner


Result 2 :
Z Z

f (x, y) dxdy =
R

Z Z

f (x(u, v), y(u, v)) |Ju,v (x, y)| dudv .

(5.23)

Example 1 : For polar co-ordinates x = r cos and y = r sin we take u = r and v =


x x


cos r sin
r

=r
(5.24)
Jr, (x, y) = y y =
sin
r cos
r

Thus dxdy = r drd .

Example 2 : To calculate the volume of a sphere of radius a we note that z =


Doubling up the two hemispheres we obtain
Z Z p
a2 x2 y 2 dxdy
Volume = 2

p
a2 x2 y 2 .
(5.25)

where R is the circle x2 + y 2 = a2 in the z = 0 plane. Using a change of variable


Z Z p
Volume = 2
a2 x2 y 2 dxdy
R
Z Z
= 2
a2 r2 rdrd
R
Z a
Z 2
a2 r2 rdr
= 2
d
0

= 4a /3 .

(5.26)

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20

Example 3 : From the example in 5.3 over the quarter circle in the first quadrant it would
be easier to compute in polars. Thus
Z Z
Z Z
dxdy =
rdrd
Area of R =
R
R
Z /2
Z a
rdr
d = a2 /4
(5.27)
=
0

Z Z

Z Z

r3 cos sin drd


R
Z /2
Z a
3
r dr
cos sin d
=
0
0
Z /2
1 4
1
sin 2d
= 4a
2

xy dxdy =
R

/2

= (a /16)[ cos 2]0

= a4 /8 .

Likewise one may show that


Z Z
Z Z
2 2
x y dxdy =
r5 cos2 sin2 drd
R
R
Z /2
Z a
5
r dr
cos2 sin2 d = a6 /96 .
=
0

(5.28)

(5.29)

RR
Example 4 : Show that
(x2 + y 2 ) dxdy = 8/3 using u = x + y and v = x y. where R
R
has corners at (0, 0), (1, 1), (2, 0) and (1, 1) and rotates to a square with corners at (0, 0),
(2, 0), (2, 2) and (0, 2). From x = 12 (u + v) and y = 12 (u v) it is found that
Ju,v (x, y) = 12

End of L8

5.5

Z Z

2(u2 + v 2 ) | 12 | dudv

n R 
o
 2
2
= 14 13 u3 0 [v]20 + 13 v 3 0 [u]20 = 8/3 .

I =

1
4

(5.30)

(5.31)

Changing the order in double integration

In a handout, not in lectures. An example is used to illustrate this : consider



Z a Z a 2
x dx
I=
dy .
2
2
0
y x +y

(5.32)

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21

 
Performing the integration in this order is hard as it involves a term in tan1 ay . To make
evaluation easier we change the order of the x-integration and the y-integration; first, however,
we must deduce what the area of integration is from the internal limits in (5.32). The internal
integral is of the type
Z
x=a

f (x, y) dx.

(5.33)

x=y

Being an integration over x means that we are summing horizontally so we have left and right
hand limits. The left limit is x = y and the right limit is x = a. This is shown in the drawing
of the graph where the region of integration is labelled as R:

x=y

x=a

y=0

Now we want to perform the integration over R but in reverse order to that above: we integrate
vertically first by reading off the lower limit as y = 0 and the upper limit as y = x. After
integrating horizontally with limits x = 0 to x = a, this reads as

Z a Z y=x 2
x dy
dx.
(5.34)
I=
2
2
0
y=0 x + y
The inside integral can be done with ease. x is treated as a constant because the integration
is over y. Therefore define y = x where is the new variable. We find that
Z x 2
Z 1
x dy
d
x
=
x
=
.
(5.35)
2
2
2
4
0 x +y
0 1+
Hence
Z
a
x dx
I =
4 0
a2
=
.
8

(5.36)

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22

Greens Theorem in a plane

L9 Greens Theorem in a plane which will be quoted at the bottom of an exam question
where necessary tells us how behaviour on the boundary of a close curve C through a closed
line integral in two dimensions is related to the double integral over the region inside R.
Theorem 1 Let R be a closed bounded region in the x y plane with a piecewise smooth
boundary C. Let P (x, y) and Q(x, y) be arbitrary, continuous functions within R having
continuous partial derivatives Qx and Py . Then
I
Z Z
(P dx + Qdy) =
(Qx Py ) dxdy .
(6.1)
C

C2
y = h(x)

C1
y = g(x)

Figure : In the x y plane the boundary curve C is made up from two counter-clockwise curves

C1 and C2 : R denotes the region inside.

Proof : R is represented by the upper and lower boundaries (as in the Figure above)
g(x) y h(x)
and so
Z Z

P
dxdy =
y

Z b (Z

y=h(x)
y=g(x)

P
dy
y

(6.2)
)

dx



P x, h(x) P x, g(x) dx
a
Z a
Z b


P x, g(x) dx
P x, h(x) dx
=
a
|b
{z
}
switched limits & sign
Z
Z


=
P x, y dx
P x, y dx
C2
IC1

= P x, y dx .
=

(6.3)

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23

The same method can be used the other way round to prove that (note the +ve sign)
I
Z Z

Q
Q x, y dy
(6.4)
dxdy =
R x
C

Both these results are true separately but can be pieced together to form the final result. 
Example 1 : Use Greens Theorem to evaluate the line integral
I


(x y) dx x2 dy ,

(6.5)

where R and C are given by

C4

C3

(2, 2)

C2

Using G.T. with P = x y and Q = x2 over the


box-like region R we obtain
Z Z
I


2
(1 2x) dxdy
(x y) dx x dy =
R
Z 2 Z 2
=
dy
(1 2x) dx
0

= 4 .

C1

(6.6)

H
R
R
R
R
Direct valuation gives C = C1 + C2 + C3 + C4 where C1 is y = 0 ; C2 is x = 2 ; C3 is
y = 2 and C4 is x = 0. Thus
Z 2
Z 2
Z 0
I
=
x dx 4
dy +
(x 2) dx + 0 = 2 8 + 2 = 4 .
(6.7)
C

Example 2 : Using Greens Theorem over R in the diagram, show that


I
 3

y dx + (x3 + 3xy 2 ) dy = 3/20
y

C2

y=x

(1, 1)

C1

y = x2

(6.8)

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24

Using Greens Theorem


Z Z
I

 3
3
2
x2 dxdy
y dx + (x + 3xy ) dy = 3
Z 1 R Z y=x 
= 3
x2
dy dx
= 3

y=x2


x3 x4 dx = 3/20 . End of L9

(6.9)

L10 Example 3 : (Part of 2005 exam) : With a suitable choice of P and Q and R as in the
figure, show that
Z Z
I
1
(x dy y dx) =
dxdy = 1/3 .
(6.10)
2
C

(2, 2)
.

y=x
R

y = 12 x2

1
Z Z

dxdy =
R

2
1

dy
1 2
x
2

2
dx =

Around the line integral we have


I

1
2

2
2

x x
1
2

dx +

= 7/12 1/4 = 1/3 .

1
2

2
1


x 12 x2 dx = 1/3 .

2
1

(xdx xdx) +

1
2

(6.11)

1/2

dy

(6.12)

Example 4 : (Part of 2004 exam) : If Q = x2 and P = y 2 and R is as in the figure below,


show that
I
Z Z
2
2
(x dy y dx) = 2
(x + y) dxdy = 24/5 .
(6.13)
C

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25

(2, 2)

y 2 = 2x

y = 12 x2

The RHS is obvious in the sense that Qx Py = 2x + 2y and so


Z 2x !
Z Z
Z 2
Z 2
2
(x + y) dxdy = 2
x
dy dx + 2
R

1 2
x
2

= 2
= 2

2x x
1
2

1
2

2x

y dy
1 2
x
2

2x x
1
4

i

dx

dx

i
2x3/2 12 x3 + x 18 x4 dx = 24/5 .

(6.14)

The sum of the three line integrals can be done to get the same answer.

2D Divergence and Stokes Theorems


B
s
r
r + r

O
Figure 6.1 : On a curve C, with starting and ending points A and B, small elements of arc length
s and the chord r, where O is the origin.

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26

The chord r and the arc s in the figure show us how to define a unit tangent vector T
r
dr
=
s
ds
dx
dy
= i + j .
ds
ds

T =

lim

r0

must be perpendicular to this : that is n


T = 0, giving
The unit normal n


dy dx

= i j
,
n
ds
ds

(7.1)

(7.2)

where refer to inner and outer normals.

. Then
A) The Divergence Theorem : Define a 2D vector u = iQ jP
=P
un

dx
dy
+Q
ds
ds

div u = Qx Py

Thus Greens Theorem turns into a 2D version of Divergence Theorem


Z Z
I
ds
div u dxdy =
un
R

(7.3)

(7.4)

This line integral simply expresses the sum of the normal component of u around the
H
ds = 0.
boundary. If u is a solenoidal vector (div u = 0) then automatically C u n

The 3D version 9 uses an arbitrary 3D vector field u(x, y, z) that lives in some finite,
simply connected volume V whose surface is S: dA is some small element of area on the
curved surface S
Z Z Z
Z Z
dA
div u dV =
un
(7.5)
V

End of L10

B) Stokes Theorem : L11 Now define a 2D vector v = iP + jQ.


Then
v dr = (v T ) ds = P dx + Q dy .
Moreover




i j k





(Qx Py )
curl v = x y z = k


P Q 0

(7.6)

(7.7)

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27

Thus Greens Theorem turns into a 2D version of Stokes Theorem


I
Z Z


v dr
k curl v dxdy =
R

(7.8)

The line integral on the RHS is called the circulation. Note that if v is an irrotational
H
vector then C v dr = 0 which means there is no circulation.

The 3D-version of Stokes Theorem for an arbitrary 3D vector field v(x, y, z) in a volume
V is given by
Z Z
I
curl v dA .
n
(7.9)
v dr =
C

is the unit normal vector to the surface S of V . C is a closed circuit circumscribed on


n
the surface of the volume and S is the surface of the cap above C.

2 and R is as in the figure below, by


Example 1 : (part of 2002 exam) If v = iy 2 + jx
evaluating the line integral, show that
I
v dr = 5/48 .
(7.10)
C

y
y=x

. C3
y=x

C2
R

C1 &

y = 1/(4x)

1
2

Firstly

1
v dr =


y 2 dx + x2 dy .

(i) On C1 we have y = 1/(4x) and so dy = dx/(4x2 ). Therefore



Z 1
Z
1
1
1
v dr =

dx = .
2
1
16x
4
16
C1
2
(ii) On C2 we have x = 1 and so dx = 0. Therefore
Z
Z 1
3
v dr =
dy = .
1
4
C2
4

(7.11)

(7.12)

(7.13)

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28

(iii) On C3 we have y = x and so dy = dx. Therefore


Z

C3

v dr = 2

1
2

x2 dx =

7
12

1
Summing these three results gives 16
+ 34

7
.
12

(7.14)

5
.
48

Example 2 : (part of 2003 exam) If




x2 y
+ j x ln(1 + y 2 )
u = i
2
1+y

and R is as in the figure below, show that


Z Z
div u dxdy = 2 ln 2 1 .

(7.15)

(7.16)

C3 .

C2

y=x

Firstly we calculate div u

C1

1
div u =

4xy
1 + y2

(7.17)

and so
Z Z

xy
dxdy
2
R 1+y

Z 1 Z y=x Z
y dy
= 4
x
dx
1 + y2
0
y=0
Z 1

x
x 12 ln(1 + y 2 ) 0 dx
= 4
Z0 1
= 2
x ln(1 + x2 ) dx

div u dxdy = 4
R

Z Z

= 2 ln 2 1
End of L11

(7.18)

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29

Maxwells Equations

L12 Maxwells equations are technically not in my syllabus but I give this lecture to tie everything together in a physical context.
Consider a 3D volume with a closed circuit C drawn on its surface. Lets use the 3D
versions of the Divergence (7.5) and Stokes Theorems (7.9) to derive some relationships
between various electro-magnetic variables.
1. Using the charge density , the total charge within the volume V must be equal to
surface area integral of the electric flux density D through the surface S (recall that
D = E where E is the electric field).
Z Z
Z Z Z
dA .
dV =
Dn
(8.1)
V

Using a 3D version of the Divergence Theorem (7.5) above on the RHS of (8.1)
Z Z Z
Z Z Z
dV =
div D dV .
(8.2)
V

Hence we have the first of Maxwells equations


div D =

(8.3)

This is also known as Gausss Law.


2. Following the above in the same manner for the magnetic flux density B (recall that
B = H where H is the magnetic field) but noting that there are no magnetic sources
(so mag = 0), we have the 2nd of Maxwells equations
div B = 0

(8.4)

3. Faradays Law says that the rate of change of magnetic flux linking a circuit C is
proportional to the electromotive force (in the negative sense). Mathematically this is
expressed as
Z Z
I
d
dA = E dr
Bn
(8.5)
dt
S
C
Using a 3D version of Stokes Theorem (7.9) on the RHS of (8.4), and taking the time
derivative through the surface integral (thereby making it a partial derivative) we have
the 3rd of Maxwells equations
curl E +

B
=0
t

(8.6)

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30

4. Amp`eres (Biot-Savart) Law expressed mathematically (the line integral of the magnetic
field around a circuit C is equal to the current enclosed) is
Z Z
I
dA =
J n
H dr ,
(8.7)
S

where J is the current density and H is the magnetic field. Using 3D-Stokes Theorem
(7.9) on the RHS we find that we have curl H = J and therefore div J = 0, which is
inconsistent with the first three of Maxwells equations. Why? The continuity equation
for the total charge is
Z Z
Z Z Z
d
dA .
dV =
J n
(8.8)
dt
V
S
Using the Divergence Theorem on the LHS we obtain
div J +

= 0.
t

(8.9)

If div J = 0 then would have to be independent of t. To get round this problem we


use Gausss Law = div D expressed above to get


D
div J +
=0
(8.10)
t
and so this motivates us to replace J in curl H = J by J + D/t giving the 4th of
Maxwells equations
D
curl H = J +
(8.11)
t
5. We finally note that because div B = 0 then B is a solenoidal vector field: there must
exist a vector potential A such that B = curl A. Using this in the 3rd of Maxwells
equations, we have


A
= 0.
(8.12)
curl E +
t
This means that there must also exist a scalar potential that satisfies
E=

A
.
t

End of L12 and the Vector Calculus part of EE2 Maths.

(8.13)

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