Mathematical Analysis II

Conservative Fields and Potentials

Claudio Canuto and Anita Tabacco
Department of Mathematical Sciences, Politecnico di Torino
claudio.canuto@polito.it
() Conservative Fields 1 / 25
Conservative elds
Denition
A vector eld f in an open set of R
n
is called conservative in if there
exists a scalar eld such that f = grad on . The function is called
a potential of f.
If is a potential of f, also + C is a potential, where C is any
constant, since
grad( + C) = grad + gradC = grad = f.
Conversely, if and are two potentials of f, then
grad( ) = grad grad = f f = 0
thus is constant in each connected component of .
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Why conservative elds are important?
Let f = grad be a conservative and continuous eld on R
n
.
Let : [a, b] be a (piecewise-)regular arc with trace in , and with
tangent vector . The potential computed along the curve, i.e. the
function

_
(t)
_
,
has the following derivative with respect to t (remember the chain rule for
dierentiation):
d
dt

_
(t)
_
= (grad)
_
(t)
_

(t)
so
_

f =
_
b
a
f((t))

(t) dt =
_
b
a
(grad)
_
(t)
_

(t) dt
=
_
b
a
d
dt

_
(t)
_
dt =
_

_
(t)
_
_
b
a
=
_
(b)
_

_
(a)
_
.
() Conservative Fields 3 / 25
Consequences:
Theorem
Let f = grad be a conservative and continuous eld on R
n
. Let
R
n
be a (piecewise-)regular, simple arc oriented by the tangent vector
. Then
_

f = (P
1
) (P
0
) ,
where P
0
and P
1
are the initial and end points of .
In other words, the path integral of a conservative eld depends only on
the end points and not on the path itself. Equivalently, arcs joining the
same two points give rise to equal path integrals.
In particular, the integral along a closed arc is zero.
Corollary
The circulation of a conservative vector eld along a closed arc is zero, i.e.,
_

f = 0 .
() Conservative Fields 4 / 25
Each of the properties stated above is actually equivalent to the eld f
being conservative:
Theorem
If f is a continuous vector eld on the open set R
n
, the following are
equivalent:
i) f is conservative;
ii) for any (piecewise-)regular arcs
1
,
2
with trace in and common
end points, _

1
f =
_

2
f ;
iii) for any (piecewise-)regular, closed arc with trace in ,
_

f = 0 .
() Conservative Fields 5 / 25
How to detect that a vector eld is conservative?
A necessary condition:
Property
Let f be a C
1
vector eld in R
n
. If it is conservative, we have
f
i
x
j
=
f
j
x
i
i = j .
Indeed, if f = grad, then f
i
=

x
i
and f
j
=

x
j
, so the previous relations
become

x
i
x
j
=

2

x
j
x
i
,
which are true by Schwarz Theorem (commutativity of second derivatives).
() Conservative Fields 6 / 25
The dierences
f
i
x
j

f
j
x
i
= 0
are precisely the components of the vector eld curl f = curl grad.
Hence, we obtain
curl f = 0 in ,
which is nothing else than the general formula curl grad = 0 on the curl
of a gradient.
Given the
Denition
A vector eld f, dierentiable on an open set in R
3
and such that
curl f = 0, is said irrotational in .
we thus have
Property
A C
1
conservative vector eld f in is irrotational.
() Conservative Fields 7 / 25
Question : is the necessary condition curl f = 0 for f being conservative
. also sucient?
Answer : sometime yes, sometime no... It depends on the shape of .
400 9 Inlogiul culculus on cuivos uno suifucos
DehnItIon 9.44 n n nnn

: sInpIy connected : |
.n nnj n. :n nn h n.nn :| n:n&:j n :n, n|nj
nj:nj :|:n .
Moio piocisoly: is sinply connocloo if any closoo cuivo :

Lolongs lo a
ono-paianoloi fanily of closoo cuivos

, 0 1, wilh lho following

piopoilios:
i) lho nap ( )

() fion [0 1[ lo

is conlinuous;
ii) oach liaco

() is conlainoo in ;
iii)

= ano

is conslanl, i.o.,

is a poinl.
Ono says is LonotopIc lo a poinl, ano lho nap ( )

() is known as
a Lonotopy.
Sinply connocloonoss can Lo oolnoo alloinalivoly. Foi inslanco, in oinonsion
2 wo nay oquivalonlly oonano lhal
lho conplononl of in

is a connocloo sol,
oi
foi any Joioan aic in , lho inloiioi

is onliioly conlainoo in .
Na`ivoly, an opon connocloo sol in lho plano is sinply connocloo if il has no
holos`; an (opon) annulus is lhus nol sinply connocloo (soo Fig. 0.1, lofl).
1ho silualion in lhioo oinonsion is noio inliicalo. 1ho opon oonain onclosoo
Ly lwo conconliical sphoios is sinply connocloo, whoioas an opon loius is nol
(Fig. 0.1, nioolo ano iighl).
Likowiso, lho opon sol oLlainoo Ly ionoving ono poinl fion

is sinply con-
nocloo, Lul if wo lako oul a wholo lino il is nol sinply connocloo any longoi. Il
can Lo piovoo lhal an opon connocloo sol in

is sinply connocloo if ano only

if foi any (piocowiso-)iogulai Joioan aic in , lhoio oxisls a iogulai conpacl
suifaco in lhal has as Lounoaiy.
FIgure 9.15. A sinply connocloo opon sol (nioolo) uno non-sinply connocloo onos (lofl
uno iighl)
. NO YES NO
Denition
An open connected set R
n
is simply connected if any arc
contained in can be deformed with continuity to a point, always staying
within .
() Conservative Fields 8 / 25
In a simply connected open set, the condition curl f = 0 is not only
necessary, but also sucient for f being conservative.
Theorem
Let R
n
be open and simply connected. A vector eld f of class C
1
in
is conservative if and only if it is irrotational.
EXAMPLES:
Any convex open set is simply connected. So is a star-shaped open
set.
The set = {(x, y, z) R
3
: x
2
+ y
2
= 0}, obtained by removing
the z-axis from the whole R
3
, is not simply connected.
9.6 Consoivulivo folos uno polonliuls 401
FIgure 9.16. A closoo sinplo uic (lofl) boiooiing u conpucl suifuco (iighl)
1ho aLovo chaiacloiisalion loaos lo lho ialhoi-suipiising iosull foi which any
cuivo in spaco lhal closos up, ovon if knolloo, is lho Lounoaiy of a iogulai conpacl
suifaco. 1his is possiLlo Locauso lho suifaco is nol ioquiioo lo Lo sinplo; as a nalloi
of facl ils liaco nay consisl of facos inloisocling liansvoisoly (as in Fig. 0.16).
Ioluining lo lho gonoial sol-up, lhoio oxisl goonoliical conoilions lhal guai-
anloo an opon sol

is sinply connocloo. Foi inslanco, convex opon sols

aio sinply connocloo, ano lho sano is liuo foi star-sLaped sols; lho lalloi aonil
a poinl

such lhal lho sognonl

fion

lo an aiLiliaiy is con-
lainoo in (soo Fig. 0.17). In pailiculai, a convox sol is slai-shapoo wilh iospocl
lo any of ils poinls.
Finally, lho awailoo chaiacloiisalion of consoivalivo lolos.
TLeoren 9.45 1

, :| = 2 . 8, h n nnn :n|j nnn.

. ]|n |n

n : n.n: : nnn n|j : : : &.|-..

Iioof. Ccp1ccnts tc Cn. 0
A sinilai iosull onsuios lho oxislonco of a polonlial vocloi foi a lolo wilh no
oivoigonco.

FIgure 9.17. A slui-shupoo sol foi

() Conservative Fields 9 / 25
In the same set = {(x, y, z) R
3
: x
2
+ y
2
= 0}, consider the vector
eld
f(x, y, z) =
y
x
2
+ y
2
i +
x
x
2
+ y
2
j + 0 k
which represents the magnetic eld generated by a current along a wire on
the z-axis.
Then one checks that
curl f = 0 in ,
but
_

f = 2
with the counter-clockwise unit circle on the xy-plane centred at the
origin. If f were conservative in , its circulation would be zero.
This is therefore an example of an irrotational vector eld that is not
conservative on .
() Conservative Fields 10 / 25
Computing potentials explicitly
Suppose f is conservative in an open connected set R
n
. We wish to
nd a potential for f, i.e. such that f = grad in .
Let us explain two dierent methods for doing this.
The rst method is based on the relation
_

f = (P
1
) (P
0
),
where is any arc connecting the points P
0
and P
1
.
Fix any P
0
of coordinates x
0
in , and let P of coordinate x denote
any point in . Then dene
(x) =
_
[x
0
,x]
f ,
where the arc [x
0
, x] connects x
0
to x and is chosen in order to make
the computation of the integral easier (recall that the value of the
integral is independent of the path, since f is conservative).
() Conservative Fields 11 / 25
Note that the formula
(x) =
_
[x
0
,x]
f ,
gives the potential of f that vanishes at x = x
0
(recall that a potential
is dened up to a constant).
The second method consists in integrating with respect to the single
variables, using one after the other the relationships

x
1
= f
1
,

x
2
= f
2
, . . . ,

x
n
= f
n
.
() Conservative Fields 12 / 25
Consider the two dimensional case n = 2.
From

x
(x, y) = f
1
(x, y)
we obtain
(x, y) = F
1
(x, y) +
1
(y) ,
where F
1
(x, y) is any primitive map of f
1
(x, y) with respect to x,
i.e., it satises
F
1
x
(x, y) = f
1
(x, y) ,
while
1
(y), for the moment unknown, is the constant of the previous
integration in x, hence depends on y only.
() Conservative Fields 13 / 25
In order to compute
1
(y) = (x, y) F
1
(x, y), let us dierentiate it with
respect to y
d
1
dy
(y) =

y
(x, y)
F
1
y
(x, y) = f
2
(x, y)
F
1
y
(x, y) .
Note that the function
f
2
(x, y)
F
1
y
(x, y)
depends only on y, because its x-derivative vanishes, since
f
2
x
(x, y)

x
F
1
y
(x, y) =
f
2
x
(x, y)

y
F
1
x
(x, y)
=
f
2
x
(x, y)
f
1
y
(x, y) = 0
since the eld f is irrotational.
() Conservative Fields 14 / 25
Thus, we can set
g(y) := f
2
(x, y)
F
1
y
(x, y)
and we have to solve
d
1
dy
(y) = g(y).
Calling G(y) an arbitrary primitive of g(y), we obtain

1
(y) = G(y) + c
whence the nal expression of the potential is:
(x, y) = F
1
(x, y) + G(y) + c .
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In the three dimensional case n = 3, one performs three subsequent
integrations, in x, y and z, and nds the potential as
(x, y, z) = F
1
(x, y, z) + G(y, z) + H(z) + c .
() Conservative Fields 16 / 25
Example
Consider the two-dimensional vector eld in R
2
f = f
1
i + f
2
j = e
y
i + (xe
y
+ 2y)j ,
which is irrotational since
curl f =
f
2
x

f
1
y
= e
y
e
y
= 0.
Let us compute a potential by the rst method.
Let us x x
0
= (0, 0). For any x = (x, y) in the plane, let be the path
connecting the origin to the point x as follows:
=
1

2
,
where
1
= {(s, 0) : 0 s x} and
2
= {(x, t) : 0 t y}.
() Conservative Fields 17 / 25
The tangent vectors to
1
and
2
are
1
= (1, 0) and
2
= (0, 1),
respectively. Then
(x, y) =
_

f =
_

1
f
1
+
_

2
f
2
=
_
x
0
e
0
ds +
_
y
0
(xe
t
+ 2t) dt
= [ s ]
x
0
+
_
xe
t
+ t
2

y
0
= x + (xe
y
+ y
2
x)
= xe
y
+ y
2
.
This is precisely the potential that vanishes at the origin.
() Conservative Fields 18 / 25
Let us compute a potential by the second method.
Integrating

x
(x, y) = f
1
(x, y) = e
y
we get
(x, y) = xe
y
+
1
(y).
In order to nd
1
(y) = (x, y) xe
y
, let us dierentiate with respect to
y:
d
1
dy
(y) =

y
(x, y) xe
y
and use the fact that

y
(x, y) = f
2
(x, y) = xe
y
+ 2y ,
so that
d
1
dy
(y) = 2y
whence
1
(y) = y
2
+ c. We conclude that the generic potential is
(x, y) = xe
y
+ y
2
+ c .
() Conservative Fields 19 / 25
The notation of dierential forms
In dimension n = 2, a dierential form (more precisely, a 1-form) is an
expression like
= P(x, y) dx + Q(x, y) dy ,
which in our notation corresponds to the vector eld f = P i + Q j.
In dimension n = 3, a dierential form (more precisely, a 1-form) is an
expression like
= P(x, y, z) dx + Q(x, y, z) dy + R(x, y, z) dz ,
which in our notation corresponds to the vector eld f = P i + Q j + R k.
() Conservative Fields 20 / 25
An expression like
_

=
_

(P dx + Q dy + R dz)
where is an arc in R
3
, stands in our notation for the path integral
_

f
() Conservative Fields 21 / 25
A 0-form F is a scalar eld in our notation,
F = .
The derivative of the 0-form F is the 1-form
dF =

x
dx +

y
dy +

z
dz
(assuming dimension n = 3), which in our notation means f = grad.
Denition
A dierential form is exact if there exists F such that
= dF
In our notation, this means that the vector eld f is conservative.
() Conservative Fields 22 / 25
The derivative of the 1-form = P dx + Q dy + R dz is the 2-form
d =
_
R
y

Q
z
_
dydz +
_
P
z

R
x
_
dzdx +
_
Q
x

P
y
_
dxdy
which in our notation means g = curl f.
Denition
A dierential form is closed if
d = 0
In our notation, this means that the vector eld f is irrotational, i.e.,
curl f = 0.
() Conservative Fields 23 / 25
It holds
d
2
F = d (dF) = 0
which in our notation is the property curl grad = 0.
The previous formula states that
an exact dierential form is closed
(in our notation, a conservative eld is irrotational).
If the domain is simply connected, one can reverse the implication:
a closed dierential form is exact
(in our notation, an irrotational eld is conservative).
Finally, we note that Stokes Theorem can be formally written as
_

d =
_

() Conservative Fields 24 / 25
Thats all, folks!
Have a nice exam...
() Conservative Fields 25 / 25