Vector Calculus ApplicationsŽ

1. Introduction

The divergence and Stokes’ theorems (and their related results) supply fundamental tools which
can be used to derive equations which can be used to model a number of physical situations.
Essentially, these theorems provide a mathematical language with which to express physical laws
such as conservation of mass, momentum and energy. The resulting equations are some of the
most fundamental and useful in engineering and applied science.

In the following sections the derivation of some of these equations will be outlined. The goal
is to show how vector calculus is used in applications. Generally speaking, the equations are
derived by first using a conservation law in integral form, and then converting the integral form to
a differential equation form using the divergence theorem, Stokes’ theorem, and vector identities.
The differential equation forms tend to be easier to work with, particularly if one is interested in
solving such equations, either analytically or numerically.

2. The Heat Equation

Consider a solid material occupying a region of space V . The region has a boundary surface, which
we shall designate as S . Suppose the solid has a density  and a heat capacity c. If the temperature
of the solid at any point in V is T .Er ; t/, where rE D xO{ C y |O C z kO is the position vector (so that T
depends upon x, y, z and t ), then the total heat eergy contained in the solid is
•
cT dV :
V

Heat energy can get in or out of the region V by flowing across the boundary S , or it can be
generated inside V . Let’s suppose that the heat flux vector is called qE . This vector measures rate
of energy flow past a point per unit area. Thus, if we have a small element of surface area dS with
outward unit normal vector n, O the rate of energy flow outward through this element of surface area
is qE
nO dS. Integrating over the entire surface, the total rate of energy flow (i.e., the flux) out of the
region is therefore —
qE
nO dS :

This is shown schematically in Fig. 1.

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Winter 2015 Vector calculus applications Multivariable Calculus

z q

n
V S

Figure 1: Schematic diagram indicating the region V , the boundary surface S , the normal to the
O and the heat flux vector qE .
surface n,

Let’s suppose that the rate at which heat energy per unit volume is being generated is Q. Then,
the total rate at which heat is being generated inside V is
•
Q dV :
V

Conservation of energy then requires that the rate at which the energy within the region V
changes and the rate at which energy crosses the boundary of region must balance, i.e.,

d
• — •
cT dV C qE
nO dS D Q dV :
dt V V

The signs of the terms must appear in this manner; assuming that Q D 0 for the moment, if the flux
of energy out of the region is positive, then the total energy inside the region must be decreasing,
hence its derivative will be negative. Similarly, if the flux of heat through the boundary is zero, but
heat is being generated inside V , then the temperature must be increasing.

To simplify this, we first take the time derivative inside the volume integral:

d @
• •
cT dV D .cT / dV :
dt V V @t

We can do this because the region V over which the integral is being taken is independent of
time; V is the same region for all time. Thus, at any fixed time, integration over V just gives a
single number, i.e., the energy inside V at that time. The energy will change with time because
T (and possibly  and c) changes with time. Note that the time derivative must be turned into

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Winter 2015 Vector calculus applications Multivariable Calculus

a partial derivative when it is moved inside the volume integral, however, because the functions
being integrated depend upon both position and time. Similarly, we apply the divergence theorem
to the flux integral: — •
qE
nO dS D E
qE dV :
r
V

The result is
@
• • •
.cT / dV C E
qE dV
r Q dV D 0 ;
V @t V V

or, equivalently, •  
@ E
qE
.cT / C r Q dV D 0 :
V @t
It would be nice to say at this point that the quantity in brackets is zero; this would allow us to get
rid of the integral. This would be true, but the right argument is needed, because an integral can be
zero either because the integrand is zero or because it is equally positive and negative, and when
integrated there is perfect cancellation.

In the present case, however, there is one more fact: the integral must be zero for arbitrary
volumes V . This forces the integrand to be zero everywhere. The proof is by contradiction. First,
assume that the integrand is not zero everywhere. Pick a point at which it is positive, and then
choose a region V that is entirely within the region where it’s positive. Since we are integrating a
quantity that is entirely positive, the resulting integral must be zero. This can’t be true, however,
since we know the integral must be zero. Therefore, we must have
@ E
qE
.cT / C r Q D 0:
@t
This is the partial differential equation form of the fundamental principle of energy conservation
for heat transfer.

More can be done if one has an explicit result for the heat flux qE in terms of the temperature. In
many cases, observations show that the heat flux is given by Fick’s law,

qE D E ;
k rT

i.e., the heat transfer is proportional to the negative of the temperature gradient. Thus, heat tends
to flow from hotter regions to colder regions. While this is true in most cases, it is not always true;
in particular, if phase transitions are possible it can be violated.

If we use Fick’s law in the equation for conservation of heat energy, it becomes
@ 
E
k rT
E

.cT / D r CQ:
@t

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Winter 2015 Vector calculus applications Multivariable Calculus

Finally, if , c and k are all constant, and Q D 0, this equation simplifies to the heat equation

@T
D r 2 T ; (1)
@t

where  D k=c is the thermal diffusivity.

A special case of this equation results if the object is in thermal equilibrium, i.e., the temperature
doesn’t change with time:

r 2T D 0 : (2)

This is known as Laplace’s equation.

3. Fluid mechanics

3.1. Conservation of mass

Conservation laws are also the basis for the equations of fluid mechanics. Let  be the fluid density
and vE be the fluid velocity. Then the mass in a region V is given by
•
 dV ;
V

and the rate at which mass leaves the region through its boundary S is
—
Ev
nO dS I

v is the mass flux vector; this has units of kg=m3 

The rate of change of the mass in V must be balanced by the rate at which mass leaves through
S,
d
• —
 dV C v
nO dS D 0 :
E
dt V
Pulling the time derivative inside the V integral, and converting the surface integral into a volume
integral using the divergence theorem, we have
•  
@ E


C r
E v dV D 0 :
V @t