Line, Surface and Volume IntegralsA

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Chapter 11 Line, surface and volume integrals

11.1 Line integrals



the forms of the line integral
C
dr , dr ,
C
a dr
C
a

C
represents open curve integral

C
represents closed curve (loop) integral


(1) dr i ( x , y, z )dx j ( x , y, z )dy k ( x , y , z )dz
C C C C


(2) dr
a (a x i a y j a z k ) (dxi dyj dzk )
C C

(a x dx a y dy a z dz)
C

a x dx a y dy a z dz
C C C

A
a dr a dr
B
(i)
A B
P B
(ii) a dr a dr a dr
B

A A P

Example: I Ca dr , a ( x y)i ( y x ) j along the following paths:

(i) y x from (1,1) to (4,2)


2

(ii) x 2u2 u 1, y 1 u2 , (1,1) (4,2)

(iii) line y 1, (1,1) (4,1), followed line


x 4, (4,1) (4,2)
Sol: (i) y x 2 ydy dx
2


( 4, 2 )
I [( x y )dx ( y x )dy]
( 1 ,1 )


2
[( y 2 y )2 ydy ( y y 2 )dy] 34 / 3
1

(ii) x 2u u 1 dx (4u 1)du


2

y 1 u 2 dy 2udu
I
( 4, 2)
[( x y )dx ( y x )dy]
( 1 ,1 )

( 3u 2 u 2)(4u 1)du ( u 2 u)2udu 32 / 3


1 1

0 0
(iii) I (1,1) [( x y )dx ( y x )dy] line y=1, dy=0
( 4, 2 )

( x 1)dx ( y 4)dy 8
4 2
line x=4, dx=0
1 1

Example: Evaluate the line integral I C


xdy, where C is the circle
in the xy-plane defined by x 2 y 2 a 2

a
a y dy ( a 2 y 2 )dy
a
I xdy 2 2
C a a y
( a 2 y 2 , y)
2 a y dy 4
a a
2 2
a y dy
2 2
a
a 0

4a
a
1 ( y / a ) 2 dy
0
/2 x

a
4a cos d 4a (1 cos ) / 2d
2 2 2
0 0
a
a 2
( a 2 y 2 , y )

Hint: set y / a sin dy / a cosd


physical examples of line integrals

(1) Particle move
by a Force F
F
dW F dr WC F dr
C
through a path dr dr


E
(2) A charge q
B A ( qE ) dr
interact with E q
A B
through path E B
from point A to : electrostatic potential energy
B
A

(3) B

dr
C
B dr 0 I

I B : induced magnetic field
I : carrying current


dr dF Idr B
(4)
B B : external magnetic field
I : carrying current
I
line integrals with respect to a scalar

dr
r r ( u) dr du
du

dr
a dr a du u : is a parameter
C C du
S : the arc length along
dr dr
ds du the curve C
C C du du

dr dr
ads a du
C C du du

infinitesimal displacement
dr dr r ( u du)
dr r ( u du) r ( u) du
du 0 du
r (u)

infinitesimal arc length



dr dr O
ds dr dr du
du du
Ex: Evaluate the line integral I ( x y )2ds , where C is the semicircle
C

of radius a running from A=(a,0) to B=(-a,0), and for which y 0

Sol:

dr
r ( ) a cosi a sinj a sini a cosj
d

dr dr
ds d a(cos2 sin2 )d ad
d d

( x y)2 (a cos a sin )2 a 2 (1 sin2 )



I ( x y )2ds a 3 (1 sin2 )d a 3
C 0
11.1.1 Greens theorem in a plane:
Express the line integral around a loop as a double integral over the
enclosed region R
p( x , y ) function and its partial derivative are
Q( x , y ) single-valued, finite, and continuous inside
and on the boundary of the closed curve C
Q P
( Pdx Qdy) ( )dxdy
C R x y
Proof:
(1) y y1 ( x ) for the curve STU
y y2 ( x ) for the curve SVU
P P
R y a y1 ( x ) y a
b y2 ( x ) b
y y2 ( x )
dxdy dx dy dx[ p( x , y )] y y1 ( x )

[ P ( x , y2 ( x )) P ( x , y1 ( x ))]dx
b

P ( x , y1 ( x ))dx P ( x , y2 ( x ))dx Pdx


b a

a b C
(2) x x ( y ) for the curve TSV
1

x x2 ( y ) for the curve TUV


Q Q
R x c x1 ( y ) x c
d x2 ( y ) d
x x2 ( y )
dxdy dy dx dy[Q ( x , y )]x x1 ( y )

[Q( x2 ( y ), y ) Q( x1 ( y ), y )]dy
d

Q( x1 ( y ), y )dy Q( x2 ( y ), y )dy Qdy


c d

d c C

Q P
( 2) (1) ( Pdx Qdy) ( )dxdy
C R x y
Ex: Show that the area of a region R enclosed by a simple closed
curve C is given by A 1 / 2C ( xdy ydx) C xdy C ydx
Hence calculate the area of the ellipse x a cos , y b sin

(1) set p( x, y ) y, Q( x, y ) x
Q P
C ( xdy ydx) R x y )dxdy R 2dxdy 2 A
(
2
A 1 / 2 ( xdy ydx) 1 / 2 (ab cos2 ab sin2 )d
C 0
2
ab / 2 d ab
0

(2) set p( x, y ) 0, Q( x, y ) x
Q P
R
(
x y
)dxdy dxdy A
R

C
( Pdx Qdy) Qdy xdy A
C C
2 2
A a cosd (b si n ) ab cos2d ab
0 0
(3) set P ( x, y ) y, Q( x, y ) 0
Q P
R
(
x y
)dxdy dxdy A
R

C
( Pdx Qdy) Pdx ydx A
C C
2 2
A b si nd (a cos ) ab si n2d ab
0 0

using Greens theorem to investigate the path independence


of the line integrals I ( Pdx Qdy)
B

* If the line integral is independent of the path:


(1) for a closed loop
Q P
I ( Pdx Qdy) 0 ( )dxdy 0
C R x y
Q P
is a sufficient condition for I=0
x y
(2) for a open curve

I ( Pdx Qdy) ( B ) ( A) d
B B

A A

Pdx Qdy d an exact differential of some function


( Pdx Qdy) d 0 for a closed loop
C C


d dx dy Pdx Qdy
x y

P ,Q
x y
P 2 Q 2 P Q
,
y yx x xy y x
P Q
is also a necessary condition for I=0
y x
11.1.2 Conservative fields and potentials

If the line integral C dr between two points is independent
a

of the path, the vector field a is called conservative.


A vector a is conservative, if and only if , any of the following is true:


A dr is independent of the path, and dr 0
B
(1) a a
C


(2) There exist a single-valued function a

(3) a 0

(4) a dr is an exact differential

A A
B B
a d r ( B ) ( A ) d a dr d

d dr a d r a

a ( ) 0
B
Ex: Evaluate the line integral I A a dr , where

a ( xy2 z )i ( x 2 y 2) j xk, A is the point (c,c,h)
and B is the point (2c,c/2,h), along the different paths.

(i) C1 , given by x cu, y c / u, z h


(ii) C2, given by 2 y 3c x , z h

Show that the vector a is in fact conservative, and find

such that a

Sol:

I
( 2 c ,c / 2 , h )
[( xy2 z )dx ( x 2 y 2)dy xdz]
( c ,c , h )

(i) along C1 , dx cdu, dy cdu/ u , dz 0


2

I ( hc 2c / u2 )du c( h 1)
2

1
(ii) along C 2 ,2dy dx, dz 0

I ( x 3 / 2 9cx 2 / 4 9c 2 x / 4 h 1)dx c( h 1)
2c

0
i j k

a a is conservative.
x y z
xy 2
x y2 x
2

i (0 0) j (1 1) k ( 2 xy 2 xy) 0

a

xy2 z x 2 y 2 / 2 zx f ( y , z )
x
f f
x2 y x2 y 2 2 f 2 y g( z )
y y y
1 2 2
x y zx 2 y g ( z )
2
g
x x g( z ) k
z z
1
( x , y , z ) x 2 y 2 zx 2 y k
2
11.2 Surface integrals

(1) S d S dS n dS
n : a unit normal
(2) S dS
a

(3) a dS
S
closed surface
S
open surface
S

* The surface is divided into N elements of area


S p ; p 1,2,3....Neach with a unit normaln p


a
S
dS l i m a ( x p , y p , z p ) n p S p
N
S p0
Express any surface integral over S as a double integral
over the region R in the xy-plane.

dA dA
dA cos dS dS
cos n k

surface S: f ( x, y, z ) 0

unit n f / f
normal:

dA f dA f dA
dS

n k
f k f / z

f and f / z are evaluated on the surface



Ex: Evaluate the surface integral I a dS , where a xi and
S

S is the surface of the hemisphere x y 2 z 2 a 2 with z 0.


2

method (1):

a dS xi rdS
r si n cosi si n si nj cosk
x a si n cos
dS a 2 si ndd

a dS (a si n cos )(si n cos )(a 2 si ndd )
/2 2 2a 3
I a dS a d si n d cos
3 3 2
S 0 0 3

method (2):
surface f ( x, y, z ) x y z a 0
2 2 2 2


f dA
I a dS x( i r )dS x( i r )
S S R f / z


f 2 xi 2 yj 2 zk 2r f 2 r 2a
f
2z 2 a 2 x 2 y 2
z
i r x / a
x2
I R
a x y
2 2 2
dxdy

* using polar coordinate


x cos , y sin , dxdy dd
2 cos2 2 3
I dd cos d
a
2
d a sinu
R
a
2 2 0 0
a
2 2

2 /2 2a 3
cos d a si n udu
2 3 3
0 0 3
2 1 2
0 ( 3 si nu si n3u)du
3
si n udu
Hint: 4 0

1 1 2
( 3 cos u cos 3u) |0 / 2
4 3 3
vector area of surfaces

S ds
S

Ex: Find the vector area of the surface of the hemisphere x y z a , z 0


2 2 2 2


Sol: The area element in spherical coordinates is dS a sinddr
2

r si n cosi si n si nj cosk
2 /2 2 /2
2 2
S i a cosd si n d ja si nd si n2 d
2
0 0 0 0
2 /2

ka d si n cosd
2
0 0

0 0 a 2 k

* S is the projected area of the hemisphere on the xy- plane, and
not the surface area of the hemisphere.
* For a closed surface, the vector area is always zero.
For a open surface, the vector area depends only on its perimeter,
or boundary curve C.
C


dr

1 1 r
dS r dr S r dr
2 2 C

O
A surface is confined to the xy-plane.

r xi yj dr dxi dyj
1
S ( xdy ydx)k
2 C
Ex: Find the vector area of the surface of the hemisphere
x 2 y 2 z 2 a 2 , z 0 , by evaluating the line integral
1
S r dr
2 C

Sol: The perimeter C of the hemisphere is a circle x y a


2 2 2


r a cosi a si nj

dr a si ndi a cosj
i j k

r dr a cos a si n 0 a 2 dk
a si nd a cosd 0
1 2
S a 2 d k a 2 k
2 0
physical examples of surface integrals:

(1) total electric charge on a surface: ( r )dS
S


(2) flux of vector field through surface: a dS
S

(3) net mass flux of fluid crossing surface: M ( r )v ( r ) dS
S

(4) the electromagnetic flux of energy out of a given



volume V bounded by a surface S: S ( E H ) dS

r dS r dS
(5) solid angle: S S r 2
r3
for a closed surface S

if O is outside S: 0
V r
if O is inside S: 4
O
the manipulation of surface integrals:

(1) take a surface S, by a parametric representation:



r ( u, v ) [ x( u, v ), y(u, v ), z( u, v )]
x(u, v )i y( u, v ) j z(u, v )k

(2) S has a normal vector:



r r n
n ru rv n
u v n

r r

r r


(3) dS du dv dudv ndudv
u v u v

S
a dS a
S

n dS a
S
[ r ( u , v )] n ( u, v )dudv
Ex 1: Compute the flux of fluid through the parabolic cylinder
surface S : y x 2 ,0 x 2,0 z 3, if the velocity

vector is v 3z 2i 6 j 6 xzk

Sol: on the surface, x u, z v y u


2

Z
r ui u 2 j vk ,0 u 2,0 v 3

r r
ru i 2uj , rv k
u v
i j k

n r r 1 2u 0 2ui j
u v Y
0 0 1
X y x2

v 3v 2 i 6 j 6uvk


3 2 3
v n dS dv ( 6 uv 2
6)du (12v 2 12)dv 72
S 0 0 0

Ex 2: Surface integral for a vectora x 2 i 3 y 2 k on a plane
x yz 1

Sol: on the surface, set x u, y v z 1 u v


and x y 1 u v 1 0 v 1, 0 u 1 v Z

r ui vj (1 u v )k j k

r r i k
ru i k , rv j k
u v
i j k Y

n r r 1 0 1 i j k
u v
X
0 1 1
1 v
dS ndudv dv
1
a a du( u 2 3v 2 )
S S 0 0


1
[(1 v 3 ) / 3 3(1 v )v 2 ]dv 1 / 3
0
11.3 Volume integrals


(1) V dV V )dV total mass
( r
(2) adV ( r )v (r )dV total linear momentum
V V

Ex: Find an express for the angular momentum of a solid body


rotating which angular velocity about an axis through the
origin.


dr
Sol: dm dV dP dVv dV dV r
dt

angular momentum dl r dP r r dV

total angular momentum L (r r )dV
V


putting r r L [r ( r )]dV r 2 dV ( r )r dV
V V V
volumes of three-dimensional region

the volume of the small circular cone: S dS
1
dV r dS
3 V
r
1
V dV r dS
V 3 S O
Ex: Find the volume enclosed between a sphere of
radius a centered on the region and a circular cone
of half-angle with the vertex at the origin.


Sol: r ar , dS a 2 si nddr on the surface
1 2 1 2
V r dS d a 3 si n ( r r )d
3 0 3 0 0 O
1 2 2
d a 3 si nd a 3 (1 cos )
3 0 0 3
Proof: for Cartesian coordinates Z
G H

dS x dydz x
S EFHG ABDC
(
x
dx)dydz
C
D


y dxdz y ( dy)dxdz E F
AEGC BFHD y Y

z dxdy z ( dz)dxdy A B
ABFE CDHG z
X

( x y z )dxdydz
x y z
dxdydz V 0
1
l i m dS
V 0 V S
a x
a dS
S EFHG
a x dydz (a x
ABDC x
dx)dydz

a y
a y dxdz (a y dy)dxdz
AEGC BFHD y
a
dxdy (a z z dz)dxdy
ABFE CDHG z
a x a y a z 1
( )dxdydz a l i m a dS
x y z V 0 V S

a
SdS a EFHG ( x a )dydz ABDC ( x (a x dx))dydz

a
AEGC ( y a )dxdz BFHD ( y (a y dy))dxdz

a
ABFE ( z a )dxdy CDHG ( z (a z dz))dxdy
a a y a a a y a x
[ x ( z ) y ( z x ) z ( )]dxdydz
y z x z x y
1
a l i m dS a
V 0 V S

consider the plane ABDC, its vector area is A dydzx
n x

Ca dr ABDC A B B D DCdr CaAdr
a dr a dr a dr a

a a
a y dy (a dy) ( zdz) (a dz) ( y dy) a ( zdz)
y z
a y a z
dydz dydz
z y

( a ) x dydz

( a ) n A
1
l i m a dr
( a ) n
A 0 A S
Ex: Show that the geometrical definition of grad leads to the usual

expression for in Cartesian coordinates.

Sol: consider a small rectangular volume V xyz


two faces with x=constant are S iyz, S iyz

[( ) ]yzi yzi xyzi
x
also consider another two faces y=constant and z=constant

dS ( i j k )xyz
S x y z
1
V 0 V S
l i m dS
1
lim [ ( i j k )xyz ]
x , y , z 0 xyz x y z

i j k
x y z
11.6 Divergence theorem and related theorems

from the above a l i m( a dS )
1
V 0 V S

for each volume ( a )Vi a dS
Si

Vi 0 ( a )Vi adV
V
i

a dS a dS
Si S
i



V
a dV dS divergence theorem
a
S


Ex: if a r xi yj zk , use the surface integral represents
its volume.

Sol: r x y z3
x y z
1
r dV 3dV 3V r dS V r dS
V V S 3 S

Ex: Evaluate the surface integral I a dS , where a ( y x)i x 2 zj ( z x 2 )k
S

and S is the open surface of the hemisphere x 2 y 2 z 2 a 2 , z 0.

Sol: the total hemisphere surface S h is divided into two surfaces:


S' : x2 y2 a2 , z 0
S : x2 y2 z2 a2 , z 0

V adV Sah dS Sa dS S ' a dS

a 1 0 1 0 a dS ' a dS
S S

forS ' : dS kdxdy, a ( y x)i x 2k

I ' a dS x 2 dxdy, R x 2 y 2 a 2
S R
2
cos dd cos d 3 d
a
2 2 2
R 0 0

a 4

4
physical application of divergence theorem:

Ex: For a compressible fluid with time-varying position-dependent


density ( r , t ) and velocity v( r , t ) , in which fluid is neither

being created nor destroyed, show that t ( v ) 0.

Sol: for an arbitrary volume V, the conservation of mass is


dM total mass M dV
v dS V
dt S

d
dt V
dV v dS 0
S


V t dV V ( v )dV V t
[ ( v )]dV 0


( v ) 0 continuity equation
t
If a single source is located at the origin, the fluid radially at a

3
rate Q(m / s) , the velocity is v Q r Qr

4r 3 4r 2


v dS v4r Q
2
the flux across a sphere S1 (center at origin) of radius r is
S1

v undefined at the origin ( v has a singularity)
Q 1 2 1
( r 2 ) 0 except the origin
4 r r
2
r

for any closed surface S 2 , that does not enclose the origin

v dS vdV 0
S V


From the above, we conclude dS Q S enclose source
v
S

0 S disclose source
Ex: for any volume V containing the source at the

origin vdV Q ( r )dV Q
V V


Ex: if a source at a and a sink at b

( r a )Q ( r b )Q
v 3 v Q ( r a ) Q ( r b)
4 | r a | 4 | r b |3


dS Q enclose source
S
v
Q enclose sink
0 enclose none, or enclose them both
11.7 Stokes theorem and related theorems
1
S S C
for a previous theorem ( a )
n l i m( a dr )
divide the surface S into small area Si with boundary C i and
unit normal ni .

S
( a ) dS a dr
C
Stokes theorem

Note: Stokes theorem involves a open surface.


Divergence theorem involves a closed surface.

Ex: Given the vector field a yi xj zk , verify Stokes theorem for
the hemispherical surface x 2 y 2 z 2 a 2 , z 0.
Sol:
(1) for surface integral:
i j k


a / x / y / z 2k , dS a 2 si nddr
y x z
2 /2

2 2
( a ) dS d d ( 2 a sin cos ) 2 a
S 0 0

(2) for line integral:


The perimeter C is the circle x y a .
2 2 2


dr ( yi xj zk ) (dxi dyj dzk ) ( ydx xdy)
a
C C C

x a cos , y a si n dx a si nd , dy a cosd
2
C
( ydx xdy) a 2 (si n2 cos2 )d 2a 2
0
two-dimensional Stokes theorem

a y a x
a axi a y j, a ( )k
x y

(
S
a ) dS dr
a
C

a y a x
( )dxdy (a x i a y j ) (dxi dyj )
R x y C

(a x dx a y dy) let P a x and Q a y recover Greens theorem


C
Ex: From Amperes law derive Maxwells equation in the case

where the currents are steady, i.e. B 0 J 0.


Sol: Amperes law: B dr 0 J dS
C S

Stokes theorem: B
C dr S B dS

( B 0 J ) dS
S

B 0 J 0

C
Example from Aerodynamics
Given: An incompressible, steady from where the velocity field is:
y3
V ( x y xy )i ( xy 2 ) j
2 2

3
Find: For the plane shown, show that the circulation around the boundary is equal to the surface
integral of the curl of the velocity field over the surface (verify Stokes Theorem).
y (1,1)

y=x

x
Solution: 1 0
y3
1.)
0 ( x y xy )dx 0 ( 3 xy )dy
2 2 2
=0
V ds udx vdy
C
y = 0, x = x
1 1
y3
2.) ( x y xy )dx ( xy )dy
2 2 2
= -1/4
1 0
3
3 y = y, x = 1
2 0 0
y3
3.)
1 ( x y xy )dx 1 ( 3 xy )dy = 1/6
2 2 2

1 y=x 1
TOTAL
12
Example from Aerodynamics (continued)
Now, evaluating the curl of the velocity vector over the surface.

( V ) n dA
A


i j k


V

( y 2 x2 2xy)k
x y z
y3
x 2 y xy 2 xy 2 0
3

1 x

( V ) n dA ( y 2
x 2
2 xy)k kdydx
A 0 0
1
1
x 3 dx
0
3
1

12
1
Thus, Stokes Theorem is verified: V ds ( V ) n dA
C A
12

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