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Note on Vector Calculus
1
...
Vector Product
3
...
Integration of Vectors
5
...
Polar Coordinates
1
7
...
Volume Integral
9
...
Green’s Theorem
11
...
Stokes’ Theorem
2
Elementary Vector Analysis
Definition (Scalar and vector)
Scalar is a quantity that has magnitude
but not direction
...
For instance acceleration, velocity, force
3
We represent a vector as an arrow from the
origin O to a point A
...
4
Basic Vector System
Unit vectors , ,
• Perpendicular to each other
• In the positive directions
of the axes
• have magnitude (length) 1
5
Define a basic vector system and form a
right-handed set, i
...
Vector OP =
p
is defined by
OP = p = x i + y j + z k
= [x, y, z]
with magnitude (length)
OP = p =
x +y +z
2
2
2
7
Calculation of Vectors
1
...
Then
a = b a1 = b1 , a2 = b2 , a3 = b3
8
2
...
Multiplication of Vectors by Scalars
If is a scalar, then
b = (b1 )i + (b2 ) j + (b3 )k
9
Example 1
Given p = 5i + j - 3k and q = 4i - 3j + 2k
...
b =| a || b | cos , is the angle between a and b
~ ~
~
~
2) Vector Product (Cross product)
i
j k
~
~
a b = a1 a2
~
~
b1
b2
~
a3
b3
= a2b3 - a3b2 i - a1b3 - a3b1 j + a1b2 - a2b1 k
~
~
~
11
3) Application of Multiplication of Vectors
a) Given 2 vectors
is defined by
comp b a =
a
and
b , projection a onto b
a
...
b |
~
~
b
compb a
|b|
~
b) The area of triangle
1
A = a b
...
b x c = b1
6
6
c1
a2
b2
b
b3
c2
a
a3
c3
c
e) The volume of parallelepiped
V = a
...
b, a b and the angle between a and b
...
n
n ~
n
n ~
du
du
du ~ du
dn A
~
n
• The magnitude of
is
du
n
d A
du
~
n
2
d ax d a y d az
= n + n + n
du du du
n
2
n
n
2
16
Example 3
If A = 3u 2 i - 2u j + 5 k
~
~
~
~
hence
dA
~
du
d2 A
du
~
2
=
=
17
Example 4
The position of a moving particle at time t is given
by x = 4t + 3, y = t2 + 3t, z = t3 + 5t2
...
• The magnitude of both velocity and acceleration
at t = 1
...
~
~
~
~
• The velocity is given by
dr
~
dt
= 4 i + (2t + 3) j + (3t 2 + 10t ) k
...
~
~
19
• At t = 1, the velocity of the particle is
d r (1)
~
dt
= 4 i + (2(1) + 3) j + (3(1) 2 + 10(1)) k
~
~
~
= 4 i + 5 j + 13 k
...
20
• At t = 1, the acceleration of the particle is
d 2 r (1)
~
dt
2
= 2 j + (6(1) + 10) k
~
~
= 2 j + 16 k
...
21
Differentiation of Two Vectors
If both A(u ) and B(u ) are vectors, then
~
~
dA
d
a)
(c A) = c ~
du ~
du
dA dB
d
b)
( A+ B) = ~ + ~
du ~ ~
du du
dB dA
d
c)
( A
...
B
~ du
du ~ ~
du ~
dB dA
d
d)
( A B) = A ~ + ~ B
~
du ~ ~
du du ~
22
Partial Derivatives of a Vector
•
If vector A depends on more than one
~
parameter, i
...
t
...
24
Example 5
If F = 3uv 2 i + (2u 2 - v) j + (u 3 + v 2 ) k
~
~
~
~
then
F
~
u
F
~
v
2 F
v
~
2
= 3v 2 i + 4u j + 3u 2 k ,
~
~
~
= 6uv i - j + 2v k ,
~
~
= 6u i + 2 k ,
~
~
2 F
u
~
2 F
~
uv
=
~
2
= 4 j + 6u k ,
~
~
2 F
~
vu
= 6v i
~
25
Exercise 1
If F = 2u 2 v i + (3u - v 3 ) j + (u 3 + 3v 2 ) k
~
~
~
~
then
F
~
u
2 F
= ,
~
2
= ,
~
= ,
u
2
F
uv
F
~
v
2 F
=
~
2
=
~
=
v
2
F
vu
26
Vector Integral Calculus
• The concept of vector integral is the same as
the integral of real-valued functions except
that the result of vector integral is a vector
...
a
~
a
~
27
Example 6
If F = (3t 2 + 4t ) i + (2t - 5) j + 4t 3 k ,
~
~
~
~
3
calculate F dt
...
~
~
~
28
Exercise 2
If F = (t 3 + 3t ) i + 2t 2 j + (t - 4) k ,
~
~
calculate
1
~
~
F dt
...
4~ 3 ~ 2 ~
29
Del Operator Or Nabla (Symbol )
• Operator is called vector differential operator,
defined as
= i+
j
x ~ y ~ + z k
...
x ~ y ~ z ~
* is a scalar function
* is a vector function
31
Example 7
If = x 2 yz 3 + xy 2 z 2 , determine grad at P = (1,3,2)
...
~
At P = (1,3,2), we have
= (2(1)(3)(2) 3 + (3) 2 (2) 2 ) i + ((1) 2 (2) 3 + 2(1)(3)(2) 2 ) j
~
~
+ (3(1) 2 (3)(2) 2 + 2(1)(3) 2 (2)) k
...
~
~
~
33
Exercise 3
If = x 3 yz + xy 2 z 3 ,
determine grad at point P = (1,2,3)
...
~
~
~
35
Grad Properties
If A and B are two scalars, then
1) ( A + B) = A + B
2) ( AB ) = A(B) + B(A)
36
Directional Derivative
Directional derivative of in the direction of a is
~
d
= a
...
~
37
Example 8
Compute the directiona l derivative of = x 2 z + 2 xy 2 + yz 2
at the point (1,2,-1) in the direction of the vector
A = 2i +3 j - 4k
...
grad
ds ~
a
~
A
where grad = =
i+
j+
k and a = ~
...
~
~
~
39
At (1,2,-1),
= (2(1)(-1) + 2(2) 2 ) i + (4(1)(2)
~
+ (-1) 2 ) j + ((1) 2 + 2(2)(-1)) k
...
~
~
~
Also, given A = 2 i + 3 j - 4 k , then
~
~
~
~
A = 2 2 + 32 + (-4) 2
~
= 29
...
29 ~
29 ~
29 ~
~
dφ
Then,
= a
...
(6 i + 9 j - 3 k )
~
~
29 ~
29 ~ ~ ~
29
4
2
3
=
(6) +
(9) + (-3)
29
29
29
51
=
9
...
29
41
Unit Normal Vector
Equation (x, y, z) = constant is a surface
equation
...
e
...
grad = 0
~
d r grad cos = 0
~
cos = 0
= 90
...
~
y
grad
ds
x
z
• Vector grad = is called normal vector to the
surface (x, y, z) = constant
43
Unit normal vector is denoted by
n=
...
44
Solution
Given 2yz + xz + xy = 0
...
~
~
~
At (-1,1,1), = (1 + 1) i + (2 - 1) j + (2 - 1) k
~
~
~
= 2 i+ j + k
~
~
~
and = 4 + 1 + 1 = 6
...
A
~
~
= i +
j
i
j
x ~ y ~ + z k
...
A =
+
+
...
~
Answer
a x a y a z
div A =
...
At point (1,2,3),
div A = 2(1)(2) - (1)(3) + 2(2)(3)
~
= 13
...
~
Answer
a x a y a z
div A =
...
48
Remarks
A is a vector function, but div A is a scalar function
...
~
~
49
Curl of a Vector
If A = a x i + a y j + a z k , the curl of A is defined by
~
~
~
~
~
curl A = A
~
~
= i +
j
i
j
x ~ y ~ + z k (a x ~ + a y ~ + a z k )
~
~
i
j
k
~
curl A = A =
~
~
x
ax
~
y
ay
~
...
~
51
i
Solution
~
curl A = A =
~
j
~
~
x
k
y
y4 - x2 z 2
x2 + y2
~
z
- x 2 yz
(- x 2 yz ) - ( x 2 + y 2 ) i
=
~
y
z
4
2
2 2
- (- x yz ) - ( y - x z ) j
z
x
~
2
4
2
2 2
+ (x + y ) - ( y - x z ) k
x
~
y
= - x 2 z i - (-2 xyz + 2 x 2 z ) j + (2 x - 4 y 3 ) k
...
~
~
~
Exercise 5
If A = ( xy 3 - y 2 z 2 ) i + ( x 2 + z 2 ) j - x 2 yz 2 k ,
~
~
~
~
determine curl A at point (1,2,3)
...
~
At (1,2,3), curl A = -15 i + 12 j + 26 k
...
~
54
Polar Coordinates
• Polar coordinate is used in calculus to
calculate an area and volume of small
elements in easy way
...
55
Polar Coordinate for Plane (r, θ)
y
ds
d
x = r cos
y = r sin
dS = r dr d
x
56
Polar Coordinate for Cylinder ( ,, z)
x = cos
z
ds
dv
y = sin
z=z
z
y
dS = d dz
dV = d d dz
x
57
Polar Coordinate for Sphere (r, ,
z
r
x = r sin cos
y = r sin sin
z = r cos
y
dS = r 2 sin d d
x
dV = r 2 sin dr d d
58
Example (Volume Integral)
Calculate F dV where F = 2 i + 2 z j + y k
V ~
~
~
~
~
and V is a space bounded by z = 0, z = 4
and x 2 + y 2 = 9
...
60
Line Integral
Ordinary integral
f (x) dx, we integrate along
the x-axis
...
f (s) ds = f (x, y, z) ds
A
B
r
~
O
r+ d r
~
~
61
Scalar Field, V Integral
If there exists a scalar field V along a curve C,
then the line integral of V along C is defined by
Vdr
c
~
where d r = dx i + dy j + dz k
...
63
Solution
Given V = xy 2 z
= (3u )(2u 2 ) 2 (u 3 ) = 12u 8
...
~
~
~
At A = (0,0,0), 3u = 0, 2u 2 = 0, u 3 = 0,
u = 0
...
64
u =1
B
V d r = (12u8 )(3du i + 4udu j + 3u 2du k )
A
~
u =0
1
~
~
~
1
1
= 36u du i + 48u du j + 36u10du k
8
0
~
9
0
~
1
0
~
1
24 10
36 11
= 4u i + u j + u k
~
5
0 ~ 11 0 ~
24
36
= 4i +
j+
k
...
Answer
384
768
i
A V d r = 5 ~ +144 ~j + 11 k
...
~
~
The scalar product
~
~
~
~
F
...
d r = ( Fx i + Fy j + Fz k )
...
67
If a vector field F is along the curve C ,
~
then the line integral of F along the curve C
~
from a point A to another point B is given by
F
...
c
c
68
Example
Calculate
F
...
~
~
~
~
69
Solution
Given F = x 2 y i + xz j - 2 yz k
~
~
~
~
= (4t ) 2 (2t 2 ) i + (4t )(t 3 ) j - 2(2t 2 )(t 3 ) k
~
~
~
= 32t 4 i + 4t 4 j - 4t 5 k
...
~
~
~
70
Then
F
...
At A = (0,0,0), 4t = 0, 2t 2 = 0, t 3 = 0,
t = 0
...
71
t =1
B
F
...
30
72
Exercise
If F = xy 2 i - yz j + 3x 2 z k ,
~
~
~
~
calculate F
...
Answer
B
A
61
F
...
~
~
168
73
Volume Integral
Scalar Field, F Integral
If V is a closed region and F is a scalar field in
region V, volume integral F of V is
FdV =
V
V
Fdxdydz
78
Example
Scalar function F = 2 x defeated in one cubic that
has been built by planes x = 0, x = 1, y = 0, y = 3,
z = 0 and z = 2
...
z
2
O
3
y
1
x
79
Solution
2
3
1
z =0
y = 0 x =0
FdV =
V
2 xdxdydz
1
x
= 2 dydz
z =0 y =0
2 0
2
3
1
= 2
dydz
z =0 y =0 2
3
1 2
= 2
...
(0,0,2)
If x = z = 0, plane 2x + y + z = 2 intersects y-axis at y = 2
...
(1,0,0)
83
z
2
2x + y + z = 2
O
x
1
2
y
y = 2 (1 - x)
We can generate this integral in 3 steps :
1
...
2
...
3
...
Evaluate
Vd S
S
~
Solution
Given S : x2 + y2 = 4 , so grad S is
S
S S
j+ k = 2x i + 2 y j
i+
S =
~
x ~ y ~ z ~
~
91
Also,
S = (2 x )2 + (2 y )2 = 2 x 2 + y 2 = 2 4 = 4
Therefore,
S
n=
=
~
S
2x i + 2 y j
~
~
4
1
= ( x i + y j)
2 ~
~
Then,
1
S V n dS = S xyz 2 ( x i + y ~j )dS
~
~
1
= ( x 2 yz i + xy 2 z j )dS
~
2
~
92
Surface S : x2 + y2 = 4 is bounded by z = 0 and z = 3
that is a cylinder with z-axis as a cylinder axes and
radius, = 4 = 2
...
z
3
O
2
y
2
x
93
Polar Coordinate for Cylinder
x = cos = 2 cos
y = sin = 2sin
z=z
dS = ρ d dz
where 0
2
(1st octant) and
0 z3
94
Using polar coordinate of cylinder,
x yz = (2 cos ) (2 sin ) z = 8 z cos sin
2
2
2
xy 2 z = (2 cos )(2 sin )2 ( z ) = 8 z sin 2 cos
From
1
V n dS = ( x 2 yz i + xy 2 z j )dS = Vd S
S ~
S
~
~
2S
~
95
Therefore,
1 3
Vd S = 2 (8 z cos 2 sin i + 8 z sin 2 cos j )(2)dzd
~ 2 =0 z =0
~
~
S
2
0
1 2 2
1 2 2
z cos sin i + z sin cos j d
2
~ 2
~ 0
2
0
9 2
9 2
cos sin i + sin cos j d
2
~ 2
~
= 8
= 8
3
9 2 2
= 8 cos sin i + sin 2 cos j d
~
2 0
~
cos3 sin sin 3 cos
= 36
i+
3( - sin ) ~ 3(cos )
= 12( i + j )
~
2
j
~
0
~
96
Exercise
If V is a scalar field where V = xyz 2 , evaluate
S
V d S for surface S that region bounded by x 2 + y 2 = 9
~
between z = 0 and z = 2 in the first octant
...
d S = F
...
Evaluate
F
...
S ~
~
99
Solution
Given S : x 2 + y 2 + z 2 = 9 is bounded by x = 0, y = 0,
z = 0 in the 1st octant
...
z
3
O
3
y
3
x
100
So, grad S is
S
S
S
S =
i+
j+
k
x ~ y ~ z ~
= 2x i + 2 y j + 2z k ,
~
~
~
and
S = (2 x ) 2 + (2 y ) 2 + (2 z ) 2
= 2 x2 + y2 + z2
= 2 9 = 6
...
~
3 ~
~
Therefore,
F
...
n dS
S ~
S ~
~
=
S
~
1
( y i + 2 j + k ) (x i + y j + z k ) dS
~
~
~
~
~
3 ~
1
= (xy + 2 y + z ) dS
...
103
1 2 2
F
...
Answer : 8 + 1
6
105
Green’s Theorem
If c is a closed curve in counter-clockwise on
plane-xy, and given two functions P(x, y) and
Q(x, y),
Q P
S x - y dx dy = c( P dx + Q dy)
where S is the area of c
...
Solution
y
x 2 + y 2 = 22
2
C2
C3
O
C1
2
x
107
Given
c
[( x 2 + y 2 )dx + ( x + 2 y )dy ] where
P = x 2 + y 2 and Q = x + 2 y
...
i) For c1 : y = 0, dy = 0 and 0 x 2
( Pdx + Qdy ) = ( x 2 + y 2 )dx + ( x + 2 y )dy
c1
c1
2
= x 2dx
0
2
1 3 8
= x =
...
This curve actually a part of a circle
...
2
109
c2
( Pdx + Qdy) = ( x 2 + y 2 )dx + ( x + 2 y )dy
c2
= [((2 cos ) 2 + (2 sin ) 2 )(-2 sin d )
2
0
+ ((2 cos + 2(2 sin ))(2 cos d )]
= (-8 sin + 4 cos 2 + 8 sin cos )d
2
0
= (-8 sin + 2 + 2 cos 2 + 8 sin cos )d
2
0
= 8 cos + 2 + sin 2 + 4 sin
2
2
0
= -8 + + 4 = - 4
...
8
16
( Pdx + Qdy ) = + ( - 4) - 4 = -
...
where
x
y
Again,because this is a part of the circle,
b) Now, we evaluate
we shall integrate by using polar coordinate of plane,
x = r cos , y = r sin
where 0 r 2, 0
2
and
dxdy = dS = r dr d
...
3
113
Therefore,
Q P
C ( Pdx + Qdy ) = S x - y dx dy
16
= -
...
114
Divergence Theorem (Gauss’ Theorem)
If S is a closed surface including region V in
vector field F
~
V
div F dV = F
...
~
S ~
~
f x f y f z
div F =
+
+
~
x
y
z
115
Example
Prove Gauss' Theorem for vector field,
F = x i + 2 j + z 2 k in the region bounded by
~
~
~
~
planes z = 0, z = 4, x = 0, y = 0 and x 2 + y 2 = 4
in the first octant
...
d S,
S ~
~
The answer should be the same
...
Given F = x i + 2 j + z 2 k
...
div F =
~
Also,
V
div F dV = (1 + 2 z ) dV
...
So, we integrate by using
polar coordinate of cylinder ,
x = cos ;
y = sin ; z = z
dV = d d dz
where 0 2, 0
2
, 0 z 4
...
div F dV = 20
...
d S = F
...
S ~
S ~
~
~
z = 0, n = - k , dS = rdrd
~
~
F = x i + 2 j + 0k
~
~
~
~
F
...
( - k ) = 0
~
~
~
~
~
F
...
S1 ~
~
121
z = 4, n = k , dS = rdrd
ii) S2 :
~
~
F = x i + 2 j + (4) 2 k = x i + 2 j + 16 k
~
~
~
~
~
~
~
F
...
(k ) = 16
...
n dS =
S2 ~
~
2
2
=0 r =0
~
2
16 rdrd
=
= 16
...
n = ( x i + 2 j + z 2 k )
...
Therefore for S3 , 0 x 2, 0 z 4
F
...
123
x = 0, n = - i , dS = dydz
iv) S4 :
~
~
F = 0 i + 2 j + z2 k = 2 j + z2 k
~
~
~
~
~
~
F
...
( - i ) = 0
...
n dS = 0
...
2 ~
~
By using polar coordinate of cylinder :
=
x = cos , y = sin , z = z
where for S5 :
= 2, 0
2
, 0 z 4, dS = 2d dz
125
1
1
F
...
x i + y j
~ ~
~
~
~
2 ~ 2 ~
1 2
= x +y
2
1
= ( cos ) 2 + ( sin )
2
= 2 cos 2 + 2 sin ; kerana = 2
...
F
...
126
Finally,
F
...
d S + F
...
d S + F
...
d S
S ~
S1 ~
~
~
S2 ~
~
S3 ~
~
S4 ~
~
S5 ~
~
= 0 + 16 - 16 + 0 + 16 + 4
= 20
...
d S = 20
...
127
Stokes’ Theorem
If F is a vector field on an open surface S and
~
boundary of surface S is a closed curve c,
therefore
curl F d S = F d r
S
~
~
i
~
curl F = F =
~
~
x
fx
c~
j
~
k
~
~
y
fy
z
fz
128
Example
Surface S is the combination of
i) a part of the cylinder x 2 + y 2 = 9 between z = 0
and z = 4 for y 0
...
129
Solution
z
S3
4
S2
S1
C2
O
x
3 C
1
3
y
We can divide surface S as
S1 : x 2 + y 2 = 9 for 0 z 4 and y 0
S 2 : z = 4, half of the circle with radius 3
S3 : y = 0
130
We can also mark the pieces of curve C as
C1 :
Perimeter of a half circle with radius 3
...
Let say, we choose to evaluate
Given
curl F d S
S
~
~
first
...
3
134
By using polar coordinate of cylinder ( because
S1 : x 2 + y 2 = 9 is a part of the cylinder),
x = cos , y = sin , z = z
dS = d dz
where
= 3, 0 dan 0 z 4
...
(ii) For surface
surface is
~
, normal vector unit to the
~
By using polar coordinate of plane ,
y = r sin , z = 4 dan dS = r dr d
where 0 r 3 and 0
...
~
~
dS = dxdz
The integration limits : -3 x 3
and
0 z4
So,
curl F n = ((1 - z ) j + y k ) ( - j )
~
~
~
~
~
= z -1
140
Then,
S3
curl F
...
n dS
~
S3
~
=
3
~
4
x =-3 z =0
~
( z - 1) dzdx
=
= 24
...
d S = curl F
...
d S +
~
~
S3
curl F
...
141
Now, we evaluate
F
...
C ~
~
i) C1 is a half of the circle
...
142
F = z i + xy j + xz k
~
~
~
~
= (3cos )(3sin ) j
~
= 9sin cos j
~
and
dr = dx i + dy j + dz k
~
~
~
= -3sin d i + 3cos d j
...
d r = 27sin cos d
...
d r = 27sin cos d
C1 ~
~
2
0
= -9 cos
0
= 18
...
Therefore, F = z i + xy j + xz k
~
~
~
~
= 0
...
d r = 0
...
d r =
C ~
~
F
...
d r
C2 ~
~
= 18 + 0
= 18
...
d S =
~
~
F
...
146