Lecture 24: AMATH 231-F14-001

4.2
4.2.1

November 3, 2014

Gauss Theorem
The Theorem

Theorem 4.7 Let be a bounded subset of R3 whose boundary, is a single piecewise smooth orientated closed surface. If F~ is C 1 on then
ZZ
ZZZ
~
~
F dV =
F~ n
d,

where n
is the unit outward normal to .
Note: The volume between 2 concentric spheres does not have a single piecewise smooth oriented closed surface.
Idea of Proof:
Assume a special volume of the form f` (x, y) z fu (x, y) with (x, y) Dxy .
If F~ = (F1 , F2 , F3 ) and n
= (
n1 , n
2, n
3 ) then the equation can be written as, (summing over
the is),
ZZZ X
ZZ X
3
3
Fi
Fi n
i d.
dV =
i=1 xi
i=1
This is equivalent to saying that for each component i we have,
ZZ
ZZZ
Fi
(Fi ei )
ni d.
dV =

xi
Note we are not using tensor notation in this equation.
We prove this for i = 3 (z direction), but the others can be shown analogously.
We begin with the LHS,
!
ZZZ
Z fu (x,y)
ZZ
F3
F3
dV =
dA,
z
z
f` (x,y)
Dxy
ZZ
=
[F3 (x, y, fu (x, y)) F3 (x, y, f` (x, y))] dA.
Dxy

Now we consider the RHS and divide the surface integral into an upper (1 ) and lower (2 )
surface. The surfaces can be parameterized as,
~x = ~g1 (x, y) = (x, y, fu (x, y)),
~x = ~g2 (x, y) = (x, y, f` (x, y)).
The normal vectors can be computed to yield,


fu fu
~g1 ~g1

=
,
,1 ,
x
y
x
y


~g2 ~g2
f` f`

=
,
, 1
x
y
x y
61

Note that we change the sign of the second normal vector to pick the outward normal, as stated
in the theorem.
The surface integral can be decomposed into two parts:
ZZ
ZZ
ZZ
(F3 e3 ) n
d =
(F3 e3 ) n
d +
(F3 e3 ) n
d.

The first integral can be computed as follows,



ZZ
ZZ
~g1 ~g1
(F3 e3 ) n
d =
(F3 (~g1 (x, y))
e3 )

dA,
x
y
1
Dxy
ZZ
F3 (x, y, fu (x, y)) dA.
=
Dxy

Similarly we find for the lower surface,



ZZ
ZZ
~g2 ~g2
(F3 (~g2 (x, y))
e3 )

dA,
(F3 e3 ) n
d =
x
y
2
Dxy
ZZ
=
F3 (x, y, f` (x, y)) dA.
Dxy

When we combine these we get,

ZZ
ZZ
(F3 e3 ) n
d =

(F3 (x, y, fu (x, y)) F3 (x, y, f` (x, y))) dA.

Dxy

This proves the desired result.

Physical Interpretation of Gauss Theorem
To make things concrete consider a sphere of radius  centred at a point ~x denoted by  with
boundary  . Gauss theorem states,
ZZZ
ZZ
~
~
F dV =
F~ n
d,


Draw a picture of a sphere that denotes the centre, radius, volume and boundary
By the mean value theorem there exists a ~c such that,
ZZZ
~ F~ dV =
~ F~ (~c)V ( ),

since F~ is a C 1 function. If we apply Gauss theorem and divide through by the volume and get
ZZ
1
~ F~ (~c) =

F~ n
dV.
V ( ) 
In the limit as  0 we must have by continuity that ~c ~x and therefore,
ZZ
1
~
~
F (~x) = lim+
F~ n
dV.
0 V ( )

62

This shows that the divergence at a point is equal to the flux per unit volume of F~ . That is to say
the rate at which stuff is moving away from the point.
~ F~ > 0(< 0) there is a net outward (inward) flux at the point.
If
~ F~ > 0(< 0) at a point means that the fluid is
If you consider F~ to be a velocity then
expanding (contracting).
~ F~ is the spreading (divergence) at a point per unit volume.
In summary,
~ ~
That means
RRR that F dV is the total spreading at a point.
~
~
Finally,
F dV is the total divergence over the volume .

Gauss theorem states that the total divergence in a volume is equal to the net flux through the
boundary of the volume. Again, this is a conservation principle as we saw in Greens theorem
but instead of conserving circulation we are conserving the flux of whatever F~ represents.
exampleRR4.8 If F~ = (2x, y 2 , z 2 ) and is the unit sphere centred at the origin defined by x2 + y 2 + z 2 = 1
evaluate F~ n
d.
Solution:
Since F~ is C 1 and is a single piecewise smooth orientated closed surface we can apply Gauss
theorem. Therefore, instead of computing the integral over the surface we can compute the
~ F~ =
volume integral of the divergence. First note that the divergence at any point in space is
2 + 2y + 2z. Then we can evaluate the integral,
ZZZ
ZZZ
ZZZ
ZZZ
~
~
2z dV,
2y dV +
2 dV +
F dV =

4
= 2( ) + 0 + 0,
3
= 0.
Thus, we conclude that

RR

F~ n
d = 83 .

example 4.9 Use Gauss theorem to evaluate

RR

(x2 + y + z) d if is the shape x2 + y 2 + z 2 = 1.

Solution:
To use Gauss theorem we must first find F~ such that F~ ~n = (x2 + y + z). Since we know that
the unit outward normal is (x, y, z) we must conclude that F~ = (x, 1, 1). It then follows that the
~ F~ = 1.
divergence is
The integral is straightforward to evaluate,
ZZ
ZZZ
4
2
(x + y + z) d =
1 dV = .
3

Lets revisit this example.

RR
example 4.10 Compute F~ n
d with F~ = (x, 0, z) and is the surface of a cube bounded by
x = 0, y = 0, z = 0 and x = 1, y = 1, z = 1 and n
is the outward normal.

63

Solution:
Using Gauss theorem this is a lot easier,
ZZZ
ZZ
~
~ F~ dV,
F n
d, =

ZZZ
=
2 dV,

= 2.

64

Lecture 27: AMATH 231-F14-001

4.2.2

November 10, 2014

Conservation Laws

Suppose (~x, t) is the density of a fluid [mass/volume] and is C 1 . The total mass of the volume
at time t is
ZZZ
(~x, t) dV.

Take ~j(~x, t) to be the flux of mass [rate of flow of mass/unit area]. By this definition, the flux
through the boundary is
ZZ
~j n
d,

if n
is the unit outwards normal. If it is positive (negative) the mass tends to leave (build) the
volume inclosed.
Conservation of Mass
In words, it can be stated as,

Rate at which
Rate at which
mass in = mass leaves .
increases
across
I realize that the negative on the RHS seems strange but it is a convention we use because of the
fact that we consider the outward normal vector.
What we wrote in words can now be translated in terms of mathematics,
ZZ
ZZZ
d
~j n
d.
dV =
dt

If we further assume that is fixed and is C 1 then the LHS can be rewritten as,
ZZZ
ZZZ
d

dV =
dV
dt
t

By Gauss theorem, we can rewrite the RHS of the conservation law in terms of a volume
integral,
ZZ
ZZZ
~ j dV.
~j n
d =

Recall that to apply Gauss theorem we need that ~j is C 1 and has no holes, that is to say the
boundary is a simple smooth closed surface.
It might seem that we have done a lot of work for nothing but thats not the case. Using the
two identities above we can combine these two terms into one since they both involve a triple
integral. We do exactly this below,
ZZZ
ZZ
d
~j n
dV =
d,
dt

ZZZ
ZZZ

~ j dV,
dV =


ZZZ 
~
+ j d = 0.
t
65

What we do next is a fundamental idea that appears again and again. If you get it once it will
make life much easier in serving equations of motion, as is done a lot in AMATH 353.
So far the only assumption that we made on is that it is constant. That means that this
equation applies to any volume. since and ~j are C 1 , the integrand is continuous. This then
implies that the integrand is zero everywhere,
~
+ j = 0.
t
You can argue this by contradiction. If this is non-zero at a point ~x, then by continuity, it must
be non-zero over an interval. If we pick to be a subset of that interval then we obtain that the
volume integral is non-zero and therefore the contradiction.
One simple and natural choice is to take the mass flux to be ~j = ~u, which is the product of
the density times the velocity, In this case the governing equation is
~
+ (~u) = 0.
t
This is called the continuity equation and is one of the equations that governs the motion of a
compressible fluid, such as air.
A second choice is that the flux is due to the diffusion of the motion as a result of molecular
~ then the resulting equation
bumping. If we assume Fouriers law, which states that ~j = k ,
can be written as,



~ k
~
= k
= k2 .
t
This is called the diffusion equation and describes how things diffuse due to the molecular motion
of molecules.
Lecture 28: AMATH 231-F14-001
4.2.3

November 12, 2014

The Generalized Divergence Theorem

Suppose that R3 with boundary , which is a simple piecewise smooth oriented closed
surface, and F~ is C 1 on except possibly at one point ~a and ~a
/ . If we surround ~a
by a surface H lying entirely in ~a then
ZZZ
ZZ
ZZ
~
~
~
F dV =
F n
d
F~ n
d.
H

Note: H = {~x|~x and ~x

/ H}.
Physically, this says that the divergence in a volume is equal to the amount going out the
inner and outer boundaries.
Theorem 4.11 Gauss Law
~
Suppose is as above and O
/ then,

ZZ
~r n

4
d =
3
0
r

if
if

~0
~0
/

where ~r is the position and ~n is the unit outward normal vector on . Observe that ~r/r3 is clearly C 1
everywhere except at ~0.
66

Proof:
We consider two cases:
(i) If ~0 then define a sphere of radius , call it H around ~0. By the generalized Gauss
theorem,
 
ZZZ
ZZ
ZZ
~r
~r n

~r n

dV =
d.
d.
3
3
3
r
H
r
H r
But note that the divergence becomes,
~

Moreover,

ZZ
H

~r
r3

~r n

d =
3
r

 
~ ~r

~ 1 ,
= 3 + ~r
r
r3
3
~r ~r
= 3 3 5 ,
r
r
= 0.
ZZ
H

~r ~r
d =
r3 r

ZZ
H

1
d
r2

On a sphere of radius r = , which is a constant, and so the upper integral is easily evaluated,
ZZ
~r n

1
d = 2 42 = 4.
3

H r
Therefore, we conclude the following,
ZZ

~r n

d = 4,
3
r

~ . That is to say the singularity is contained within the volume.

if O
(ii) This is like the first case except that we use the standard Gauss theorem and we get,
ZZ
~r n

d = 0.
3
r

4.3

Stokes Theorem

Recall that Greens Theorem states the following and only applies to functions in R2 .
Theorem 4.12 Let D be a bounded subset of R2 whose boundary D is a piecewise C 1 simple closed
curve oriented counter clockwise (positive). If F~ = (F1 , F2 ) is C 1 on D D then

I
ZZ 
F
F
2
1
F~ d~x =

dxdy
x
y
D
D
The three-dimensional analogue is called Stokes Theorem.

67

4.3.1

The Theorem

Theorem 4.13 An orientable surface R3 is enclosed by a piecewise C 1 simple closed curve and
F~ = (F1 , F2 , F3 ) is C 1 on then
I
ZZ 

~
~ F~ n
F d~x =

d.

Note that is positively oriented from the perspective of n

.
Special Case:
Consider the two-dimensional case with F~ = (F1 , F2 , 0) and ~g (u, v) = (x(u, v), y(u, v), 0) is a flat
surface in the xy-plane. Clearly a unit normal going through the surface is n
= (0, 0, 1) = k and
Stokes Theorem reduces to
I
ZZ 

~
~ F~ n
F d~x =

d,


ZZ 
F2 F1

dxdy.
=
x
y

But this is precisely Greens Theorem.

Therefore, we deduce that Stokes Theorem is a generalization of Greens Theorem to curved
surfaces. The physical interpretation extends as well. The circulation around the boundary is
equation to the sum of the vorticity in the surface contained within the boundary.
Proof of Stokes Theorem:(outline)
Rather than doing it in general we consider the special case where the surface is parameterized
~ y) = (x, y, f (x, y)) with (x, y) Dxy . The boundary projected onto the xy-plane takes the
by, S(x,
form ~h(t) = (x(t), y(t), 0) for t1 t t2 . That means that the actual parameterization of the
~ = (x(t), y(t), f (x(t), y(t))) for t1 t t2 .
boundary is S(t)
As we have seen many times, we normal vector to the surface is,

~
~  f
S
S
f

= , ,1 .
x
y
x y
We prove the theorem in three steps.
Step 1 Rewrite the RHS of the theorem
 

ZZ 
I 

F3 F2 F1 F3 F2 F1
f
f
~
~
F n
d =

, , 1 dxdy.
y
z z
x x
y
x y

Step 2 Given that we parameterized with ~g (t) = (x(t), y(t), f (x(t), y(t))) for t1 t t2 we can
get an expression for the LHS.


I
Z t2
dx dy f dx f dy
~
F d~x =
(F1 , F2 , F3 )(x(t), y(t), f (x(t), y(t)))
, ,
+
dt,
dt dt x dt
y dt

t1



Z t2 
f dx
f dy
=
F1 + F3
+ F2 + F3
dt,
x dt
y dt
t1
Z
~ d~x.
=
G
Dxy

68

where we have defined the vector valued function



f
f
~
G = F1 + F3 , F2 + F3
.
x
y
Step 3 Apply Greens Theorem, which we have already proved, and simplify
 



Z
ZZ

f
~ d~x =
G
F2 + F3

F1 + F3
dA,
y
y
x
Dxy
Dxy x

 

ZZ
F2 F2 f
F3 F3 f f
2f
=
+
+
+
+ F3
x
z x
x
z x y
xy
D
 xy
 


F1 F1 f
F3 F3 f f
f

+
F3
dA,
y
z y
y
z y x
xy


ZZ
F2 F2 f
F3 f
F1 F1 f
F3 f
+
+

dA,
=
x
z x
x y
y
z y
y x
Dxy

 

ZZ
F3 F2 F1 F3 F2 F3
f
f
=

, , 1 dA.
y
z z
x x
y
x y
Dxy
Note that this matches term by term with the expression in Step 1 and therefore we are
done.
Corollary 4.14 If 1 and 2 are two oriented piecewise C 1 surfaces with 1 = 2 = C, where C is a
simple closed curve and F~ is a C 1 vector field then,
ZZ 
ZZ 


~
~
~ F~ n
F n
1 d =

2 d
1

Proof:
We can use Stokes theorem to show each side is equal to the circulation around the common
boundary,
I
F~ d~x.
C

Alternative Proof:
Consider the surface that is formed from the union of the two
= 1 (2 )
Then by the divergence theorem we have,
ZZ 
ZZZ



~
~
~
~
~
F n
1 d =
F d = 0,

since the divergence of the curl is always zero.

Therefore, we conclude
ZZ 
ZZ

~
~
F n
1 d =
1


2

69


~
~
F n
2 d

~ A
~ with
example 4.15 What is the flux of F~ =
~ = (2z y, x z, y x),
A
through the hemisphere 1 defined by x2 + y 2 + z 2 = a2 with z y 0.
Solution:
We define 2 to be the surface of the plane z = y that cuts through the sphere. A normal to the
plane is (0, 1, 1) and therefore a unit normal is 12 (0, 1, 1). Since it is easier to parameterize the
tiled plane we prefer to deal with that surface.
By the corollary we have,
ZZ 
ZZ 


~
~
~
~
F n
1 d =
F n
2 d
1

~ A
~ = (2, 3, 2) and the dot product of the curl with the unit norma is
The curl of the flux is



1
1
~
~
F n
2 = (0, 1, 1) (2, 3, 2) = .
2
2

Therefore, we can evaluate the flux using Stokes theorem rather easily,
ZZ 
ZZ

1
1
~
~
F n
1 d =
d = a2 .
2
2
1
2
~ and is a C 2 scalar
Definition 4.16 A vector field F~ can be written in terms of a gradient, F~ = ,
field that we call a scalar potential or a potential function.
Below is a proposition similar to what we saw before but now it is in three-dimensions.
~ and is C 2 then
Proposition 4.17 If F~ =
i)

F~ d~x = (~b) (~a),

for any curve C joining ~a and ~b.

ii)

F~ d~x = 0,

for a simple closed curve C.

iii)
~ F~ = ~0.

~ F~ = ~0 in U R3 and U is simply connected then there exists a C 2

Theorem 4.18 If F~ is C 1 and
~ in U .
scalar potential such that F~ =

70

Proof:
Given U and a surface contained within such that = C then by Stokes theorem,
I
ZZ 

~ F~ n
F~ d~x =

d = 0.

Since the circulation is zero for any curve C, by the proposition above, the line integral is inde~
pendent of the path and therefore we can construct a scalar potential such that F~ = .
~ A
~ and A
~ is C 2 in U R3 then
Proposition 4.19 If F~ =
i)

ZZ

F~ n
d =

~ d~x,
A

where is any surface such that = C, (i.e. the integral is surface independent).
ii)

ZZ

F~ n
d = 0

for any closed surface U .

iii)
~ F~ = ~0.

example 4.20 Calculate the work done along C by the force field,
F~ = (x + y 2 , y + z 2 , z + x2 ).
and C is the triangle with vertices (1, 0, 0), (0, 1, 0), (0, 0, 1).
Method 1:
Since C is piecewise C 1 , we can compute this directly be decomposing the curve into three
curves,
I
Z
Z
Z
~
~
~
F d~x =
F d~x +
F d~x +
F~ d~x.
C

C1

C2

C3

Next, we must parameterize the three lines,

~g1 (t) = (1, 0, 0) + (1, 1, 0)t = (1 t, t, 0),

0 t 1,

~g2 (t) = (0, 1, 0) + (0, 1, 1)t = (0, 1 t, t),

0 t 1,

~g3 (t) = (0, 0, 1) + (1, 0, 1)t = (t, 0, 1 t),

0 t 1.

Now we can evaluate each line integral,

Z
Z 1
~
F d~x =
(1 t + t2 , t, (1 t)2 ) (1, 1, 0)dt,
C1
0
Z 1
=
1 + t t2 + t dt,
0
Z 1
=
1 + 2t t2 dt,
0

1
= t + t2 t3 /3 0 ,
= 1/3.
71

F~ d~x =

C2

((1 t)2 , 1 t + t2 , t) (0, 1, 1)dt,

0
1

1 + t t2 + t dt,

=
Z0 1

1 + 2t t2 dt,
0

1
= t + t2 t3 /3 0 ,
=

= 1/3.
Z

F~ d~x =

C3

(t, (1 t)2 , (1 t) + t2 ) (1, 0, 1)dt,

t 1 + t t2 dt,

=
Z0 1

1 + 2t t2 dt,
0

1
= t + t2 t3 /3 0 = 1/3.
=

Therefore,

F~ d~x = 1.

Method 2:
We use Stokes theorem,
I
C

ZZ 


~ F~ n

d,

ZZ 
  ~g ~g 
~
~

=
F
d.
x y

F~ d~x =

The curl of this function is (2z, 2x, 2y).

The normal vector is (1, 1, 1) and therefore the plane must be,
x + y + z = 1.
Thus, the surface is ~g (x, y) = (x, y, 1 x y) on 0 x 1 and 0 y 1. This yields that the
normal vector for this surface is (1, 1, 1).
Stokes theorem then yields
I
ZZ 
  ~g ~g 
~ F~

d,
F~ d~x =

x y
C

ZZ
1
=
(2x, 2y, 2z) (1, 1, 1) d,
3 ZZ
2
=
(x + y + z) d,
3 Z Z
2
=
1 d = 1.
3
Note that above we used the equation of the plane to simplify the integrand and then computed
the area of a right triangle with the two sides adjacent to the right angle equal to one.
72