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MATH2016: VECTOR CALCULUS

Curves & vector fields

Example 1
The equations

x = a cos(t),
⇐⇒ r(t) = a cos(t)i + a sin(t)j,
y = a sin(t),

where 0 ≤ t ≤ 2π represent a circle of radius a.


Note that the same circle is represented by the curve

x = cos(t2 ), √

2 0 ≤ t ≤ 2π.
y = sin(t ),

In other words, the same geometric object can be represented by many different
parametric equations (curves). We can use this property to choose the representation
that is most convenient to our needs. Finally, this is an example of a closed curve, i.e. a
curve r(t), a ≤ t ≤ b, whose endpoints coincide r(a) = r(b).
Example 2
The curve

x = 1 − 2t,
− ∞ < t < ∞,
y = t2 ,

represents a parabola.
To verify this assertion we can plot the curve, by assigning some values to t and finding
the corresponding values for the coordinates x and y. However, in this case it is more
convenient to eliminate t and express y as a function of x:
 2
1−x x−1
t= =⇒ y = =⇒ 4y = (x − 1)2 .
2 2

This is the equation of a parabola pointing upward and with vertex at y = 0 and x = 1.
Example 3
Show that the field lines of the two dimensional vector field

F (x, y) = yi + xj,

are hyperbolae described by the equation y 2 = x2 + C, for all positive values of the
integration constant C.

1
y

Figure 1: Vector plot and field lines of the field F (x, y) = yi + xj.

We represent the streamlines as curves r(t) = x(t)i + y(t)j and write the streamline
equation: 
dx
= y,


dr 
dt
= F (x, y) =⇒
dt
 dy = x.


dt
We can write these two equations as a single equation by eliminating the parameter t (by
“dividing” the two equations):
dx y
= .
dy x
This equation is separable. By separating x and y we obtain

x dx = y dy =⇒ x2 + C = y 2

Remark - We could have written the streamline equation for this example as
dx dy
= .
y x
This shows that there is an alternative notation for the equation of a streamline of a
vector field F (x) = Fx i + Fy j + Fz k:

dx dy dz
= =
Fx Fy Fz

2
Line integrals

Example
Evaluate the line integral of

F (x, y) = −yi + xj

along
(a) the half circle that joins (1, 0) to (−1, 0) in the upper half plane.
(b) the half circle that joins (−1, 0) to (1, 0) in the upper half plane.
(c) the segment that joins (1, 0) with (−1, 0).

(a)

(c) x
(-1,0) (1,0)

Figure 2: Field plot of the vector field F (x, y) = −yi + xj and the trajectories used in case (a)
and (c) of the example. The trajectory in case (b) is the reverse of (a).

The vector field F (x, y, z) “rotates” around the origin (see Figure 2), the stronger the
further away from the origin. From the form of the vector field and of the trajectories
that join the two end points we expect that the field is parallel to the orbit in cases (a)
anti-parallel in case (b) and that it is orthogonal to the orbit in case (c). In this latter
case, hence, the line integral should be zero.
Case (a) - The trajectory is described by the curve

r(t) = cos(t)i + sin(t)j, 0 ≤ t ≤ π.

The vector tangent to the trajectory is


dr
= − sin(t)i + cos(t)j.
dt

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The vector field evaluated along the curve is

F [r(t)] = F [x(t), y(t)] = F [cos(t), sin(t)] = − sin(t)i + cos(t)j.

As we expected the vector field is parallel to the orbit, F k dr/dt. The line integral is
given by
Z Z π
F · ds = [− sin(t)i + cos(t)j] · [− sin(t)i + cos(t)j] dt =
r 0
Z π
 2
sin (t) + cos2 (t) dt = π.

0

We could have obtained the same result using geometrical arguments. The vector field is
always tangent to the trajectory. Therefore

F · ds = |F ||ds| = |F [r(t)]|ds.

The modulus of the vector field evaluated on the trajectory is constant,


p p
|F [r(t)]| = (−y)2 + (x)2 = x2 + y 2 = radius of the trajectory = 1.

Therefore the line integral is just


Z
F · ds = |F [r(t)]| × length of trajectory = π.
r

Case (b) - The trajectory is described by the curve

r(t) = − cos(t)i + sin(t)j, 0 ≤ t ≤ π.

The vector tangent to the trajectory is


dr
= sin(t)i + cos(t)j.
dt
The vector field evaluated along the curve is

F [r(t)] = F [x(t), y(t)] = F [− cos(t), sin(t)] = − sin(t)i − cos(t)j.

Again, as expected the vector field is anti-parallel to the orbit. The line integral is given
by
Z Z π
F · ds = [− sin(t)i − cos(t)j] · [sin(t)i + cos(t)j] dt =
r 0
Z π
− sin2 (t) + cos2 (t) dt = −π.
 
0

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Remark - The line integral of a vector field depends on the direction of the curve: if
the direction is reversed the sign of the line integral is changed.
Case (c) - The segment that joins the two points is part of the x axis. Its equation is

r(t) = (1 − t)i, 0 ≤ t ≤ 2,

and its tangent is ds = −i dt. The vector field evaluated on the x axis (y = 0) is

F (x, 0) = xj,

so that
Z
F · ds = 0 =⇒ F · ds = 0,
r

as expected.
Remark - Generally, the line integral of a vector field depends on the trajectory, not
just on the end points. A vector field for which this is not true, i.e. such that its line
integral depends only on the end points and not on the path that joins them, is called
conservative.

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Gradient and directional derivative

Example 1
Evaluate the directional derivative of f (x, y) = sin(x + y 2 ) in the direction of v = i + 2j
at (0, 0).
The directional derivative at the origin is given by

∂f v
= ∇f (0, 0) · .
∂v (0,0)
|v|

The value of the gradient of f at the origin is

∇f (0, 0) = cos(x + y 2 )i + 2y cos(x + y 2 )j (0,0) = i .


 

Hence
∂f i + 2j 1
=i· √ =√ ,
∂v (0,0)
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Example 2
Find
(a) The line orthogonal to the surface φ(x, y, z) = y 2 (x − z) = −1 at the point P (1, 1, 2).
(b) Find the plane tangent to the surface φ(x, y, z) = y 2 (x − z) = −1 at the point
P (1, 1, 2).
These problems can be solved easily using the gradient. The surface “φ = Constant” is a
level set of the function φ. Hence, the gradient of φ, ∇φ, is a vector normal to it and to
its tangent plane. We can therefore translate these problems into:

(a) Find the line through P (1, 1, 2) that is parallel ∇φ.


(b) Find the plane through P (1, 1, 2) that is orthogonal to ∇φ.

These are standard geometrical problem that are solved in the first year modules (see any
textbook on engineering mathematics).
We start be finding the gradient of φ at P .
∂φ ∂φ ∂φ
∇φ = i+ j+ k = y 2 i + 2y(x − z)j − y 2 k =⇒
∂x ∂y ∂z
=⇒ (∇φ)P = i − 2j − k

To find the equation of the line normal to the surface we use the vector form
‘r(λ) = a + λ(∇φ)P ’, where a is the vector that joins P (1, 1, 2) to the origin,
a = i + j + 2k, and λ is a parameter, −∞ < λ < +∞. We get

r(λ) = i + j + 2k + λ(i − 2j − k) .

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To obtain the expression in Cartesian co-ordinates we write r = xi + yj + zk and
eliminate the parameter λ:
x−1 y−1 z−2
= =
1 −2 −1
To find the equation of the tangent plane we use the vector form ‘(r − a) · (∇φ)P = 0’
directly and get

[r − (i + j + 2k)] · (i − 2j − k) = (x − 1, y − 1, z − 2) · (1, −2, −1) = 0

giving
x − 2y − z = −3 .

φ
ψ
θ
ψ=18

φ=11

Figure 3: The angle between the level surfaces can be determined using the gradient (see
Example 2).

Example 3
Find the angle between the two surfaces φ = x2 − y 2 − z 2 = 11 and
ψ = xy + yz − xz = 18 at (6, 4, 3).
The angle between the surfaces is given by the angle between the normals.

∇φ = 2xi − 2yj − 2zk


(∇φ)(6,4,3) = 12i − 8j − 6k
1
n̂1 = √ (12i − 8j − 6k)
244
∇ψ = (y − z)i + (x + z)j + (y − x)k
(∇ψ)(6,4,3) = i + 9j − 2k
1
n̂2 = √ (i + 9j − 2k)
86

7
Hence

cos(θ) = n̂1 · n̂2


1
= √ √ (12i − 8j − 6k) · (i + 9j − 2k)
244 86
48
= −√ √
244 86
and so  
−1 48
θ = cos −√ √ = 109◦ 21′
244 86

8
Divergence and curl

Example 1
Consider v = φu, then
∂ ∂ ∂
∇ · v = ∇ · (φu) = (φux ) + (φuy ) + (φuz )
∂x ∂y ∂z
 
∂ux ∂uy ∂uz ∂φ ∂φ ∂φ
= φ + + + ux + uy + uz
∂x ∂y ∂z ∂x ∂y ∂z
= φ(∇ · u) + u · φ

Example 2
Show that ∇ × ∇φ = 0 for a general scalar field φ.

∂φ ∂φ ∂φ
∇φ = i+ j+ k
∂x ∂y ∂z
so

i j k
∂ ∂ ∂
∇ × ∇φ = ∂x ∂y ∂z
∂φ ∂φ ∂φ
∂x ∂y ∂z
 
∂ ∂φ ∂ ∂φ
= i − + ... = 0
∂y ∂z ∂z ∂y

Note: curl of any gradient must vanish!

Example 3
Consider the vector field v = xyzi − x2 j + yk. Then

∇ · v = yz

and

i j k
∂ ∂ ∂

∇ × v = ∂x

∂y ∂z
xyx −x2 y
= (1)i − (−xy)j + (−2x − xz)k = i + xyj − (2x + xz)k

and we also find that


∇ · (∇ × v) = 0 + x − x = 0
In fact, this result holds for all vector fields!

9
Incompressible and irrotational fluid flow
1. Euler equation (momentum conservation) is
1
∂t v + (v · ∇)v + ∇p = 0
ρ
or
1
(∂t + v · ∇) v + ∇p = 0
ρ
where p is the pressure, ρ is the mass density and v is the velocity. Using a vector
identity, we have
∇ v 2 = ∇(v · v) = 2(v · ∇)v + 2v × (∇ × v)


Since the motion is irrotational ∇ × v = 0 so


v = ∇φ
where φ is the fluid potential, and hence
1
(v · ∇)v = ∇ v 2

2
2. The continuity equation (mass conservation) is
∂t ρ + ∇ · (ρv) = 0
Combine this with the fact that the fluid is incompressible, which means that

= ∂t ρ + v · ∇ρ = 0
dt
(note the use of the convective derivative ∂t + v · ∇) to get
∇·v =0
This follows immediately if we take ρ to be “constant”.
3. Combining these results we see that, the pressure follows from (the Bernoulli equation)
 
p 1 2 p 1
∇ ∂t φ + + v = 0 −→ ∂t φ + + (∇φ)2 = constant
ρ 2 ρ 2
The velocity field follows from Laplace’s equation;
∇ · v = ∇ · ∇φ = ∇2 φ = 0
In three dimensions we have

∂ 2φ ∂ 2φ ∂ 2φ
+ + 2 =0
∂x2 ∂y 2 ∂z

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Conservative vector fields

Example 1
The function φ(x, y) = −xy is the potential of the conservative vector field
F = −∇φ = yi + xj. Show that the field is conservative
√ √ by evaluating the line integral
along a path connecting A = (1, 0) with B = (1/ 2, 1/ 2).
Call r(t)√the arc
√ of circle of radius 1 centred at the origin that joins A = (1, 0) with
B = (1/ 2, 1/ 2):

r(t) = cos(t)i + sin(t)j, 0 ≤ t ≤ π/4.

The line integral of F along the path r is


π/4 π/4
dr 1
Z Z Z
F · ds = F [r(t)] · dt = cos(2t) dt = .
r 0 dt 0 2
The difference of potentials between starting and ending point is
 
1 1 1
Z
F · ds = φ(A) − φ(B) = φ(1, 0) − φ √ , √ = .
r 2 2 2

Example 2. Integral method


Find the potential of the conservative vector field F (x, y) = yi + xj.
We choose the origin as the reference point and we set the potential to be equal to an
arbitrary constant C there:

φ(0, 0) = C.

To evaluate the potential at a generic point P1 = (x1 , y1 ) we choose as path a straight


line r(t) from the origin to the point P1 parametrised by

r(t) = tx1 i + ty1 j, 0 ≤ t ≤ 1.

The potential is given by


1
dr
Z Z
φ(x1 , y1 ) = − F · ds + C = − F [r(t)] · dt + C =
r 0 dt
Z 1
− (ty1 i + tx1 j) · (x1 i + y1 j) dt + C = −x1 y1 + C.
0

Example 3. Differential method


Find the potential of the conservative field F = yi + xj.

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We are looking for a function φ(x, y) such that

∂φ ∂φ
= −y, = −x.
∂x ∂y
The solution of the first equation, obtained by integrating over x while considering y as a
constant is

φ(x, y) = −xy + ψ(y).

If we substitute this expression for φ into the second equation we obtain an ordinary
differential equation for ψ(y):

∂φ dψ dψ
= −x + = −x =⇒ = 0 =⇒ ψ(y) = C,
∂y dy dy
where C is an arbitrary real constant. Therefore the potential of the conservative vector
field F = yi + xj is

φ(x, y) = −xy + C,

the same result obtained using the previous method.

12
Curvilinear coordinates

Example 1.
A rigid body is rotating about a fixed axis (assumed to be the z-axis) with a constant
angular velocity ω. Express the position vector r in cylindrical coordinates and using
cylindrical coordinates calculate v = ω × r and ∇ × v.
The position vector of a point is
r = rer + zk.
We can verify that this is correct by drawing the vectors. To prove that it is so we write
r = xi + yj + zk =
r cos(φ) [cos(φ)er − sin(φ)eφ ] + r sin(φ) [sin(φ)er + cos(φ)eφ ] + zk = rer + zk.
To compute the cross product we use the determinant expansion

er eφ ez

v = ω × r = 0 0 ω = rωeφ .
r 0 z
Finally, to compute the curl we use

er reφ ez
1 1 ∂
∇ × v = ∂r ∂φ ∂z = ez (r2 ω) = 2ω.
r r ∂r
0 r2 ω 0

Example 2.
A rigid body is rotating about a fixed axis (assumed to be the z-axis) with a constant
angular velocity ω. Using spherical coordinates calculate v = ω × r and ∇ × v.
As a first step we need to express the angular velocity in terms of the coordinate vectors
in spherical coordinates. To do this we express k in terms of er and eθ :
ω = ωk = ω [cos(θ)er − sin(θ)eθ ] .
To compute the cross product we use the determinant expansion
 

er eθ eφ
v = ω × r =  ω cos(θ) −ω sin(θ) 0  = rω sin(θ)eφ .
r 0 0
Finally, to compute the curl we use
 
er reθ r sin(θ)eφ
1
 ∂r ∂θ

∇×v = 2 ∂ φ
 =
r sin(θ)
0 r2 sin2 (θ)ω

0
1  2 2

e r 2r sin(θ) cos(θ)ω − re θ 2r sin (θ)ω =
r2 sin(θ)
2ω [er cos(θ) − eθ sin(θ)] = 2ω.

13
Cartesian tensors

Prove the vector identity


1
(∇ × a) × a = (a · ∇)a − ∇a2
2
We can do this by working out the relation component by component in Cartesian
coordinates.
∂ax ∂ax ∂ax
[(a · ∇)a]x = ax + ay + az
∂x ∂y ∂z
1 ∂ax ∂ay ∂az
[∇( a2 )]x = ax + ay + az
2 ∂x ∂x ∂x
" # " #
∂ax ∂az ∂ay ∂ax
[(∇ × a) × a]x = az − − ay −
∂z ∂x ∂x ∂y
The last two results give
1 ∂ax ∂ax ∂ax
[∇( a2 ) + (∇ × a) × a]x = ax + ay + az
2 ∂x ∂y ∂z
and hence from the first result we find
1
[(a · ∇)a]x = [∇( a2 ) + (∇ × a) × a]x
2
This establishes the x-component of the identity. The y and z components follow from
symmetry.
Alternatively, we can use Cartesian tensors. Then we have

(∇ × a) × a −→ (ǫijk ∂j ak )ǫlim am = ǫijk ǫiml (∂j ak )am

Here we need the identity

ǫijk ǫiml = δjm δlk − δjl δmk

which means that


1
ǫijk ǫiml (∂j ak )am = (∂j al )aj − (∂l ak )ak = (aj ∂j )al − ak ∂l ak −→ (a · ∇)a − ∇a2
2
and we have the desired result.

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