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Gauss Divergence Theorem

The document discusses: 1) The Divergence Theorem which states that the net outward flux of a vector field across a closed surface equals the integral of the divergence over the enclosed region. 2) Mikhail Ostrogradsky published the first proof of the Divergence Theorem in the 1820s while working on heat theory. 3) Carl Gauss had already proven the theorem earlier while working on gravitation, but his work was unpublished for many years.

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0% found this document useful (0 votes)
261 views36 pages

Gauss Divergence Theorem

The document discusses: 1) The Divergence Theorem which states that the net outward flux of a vector field across a closed surface equals the integral of the divergence over the enclosed region. 2) Mikhail Ostrogradsky published the first proof of the Divergence Theorem in the 1820s while working on heat theory. 3) Carl Gauss had already proven the theorem earlier while working on gravitation, but his work was unpublished for many years.

Uploaded by

DARSHAN R.k
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 36

Divergence Theorem

P. Sam Johnson

March 16, 2022

P. Sam Johnson Divergence Theorem March 16, 2022 1/36


Overview

The divergence form of Green’s Theorem in the plane states that the net
outward flux of a vector field across a simple closed curve can be
calculated by integrating the divergence of the field over the region
enclosed by the curve.

The corresponding theorem in three dimensions, called the Divergence


Theorem, states that the net outward flux of a vector field across a closed
surface in space can be calculated by integrating the divergence of the
field over the region enclosed by the surface.

P. Sam Johnson Divergence Theorem March 16, 2022 2/36


Mikhail Vassilievich Ostrogradsky

Mikhail Vassilievich Ostrogradsky (1801-1862) was the first mathematician


to publish a proof of the Divergence Theorem.

Upon being denied his degree at Kharkhow Univesity by the minister for
religious affairs and national education (for atheism), Ostrogradsky left
Russia for Paris in 1822, attracted by the presence of Laplace, Legendre,
Fourier, Poisson, and Cauchy.

While working on the theory of heat in the mid-1820s, he formulated the


Divergence Theorem as a tool for converting volume integrals to surface
integrals.

P. Sam Johnson Divergence Theorem March 16, 2022 3/36


Cal Fridrich Gauss

Cal Fridrich Gauss (1777-1855) has already proved the theorem while
working on the theory of gravitation, but his notebooks were not to be
publised until many years later.

The theorem is sometimes called Gauss’s theorem.

The list of Gauss’s accomplishments in science and mathematicss is truly


astonishing, ranging from the invention of the electric telegraph (with
Wilhelm Weber in 1833) to the development orbits and to work in
non-Euclidean geometry that later became fundamental to Einstein’s
general theory of relativity.

P. Sam Johnson Divergence Theorem March 16, 2022 4/36


Divergence in Three Dimensions

The divergence of a vector field F = M(x, y , z)i + N(x, y , z)j + P(x, y , z)k
is the scalar function
∂M ∂N ∂P
divF = ∇.F = + + .
∂x ∂y ∂z
The symbol “div F” is read as “divergence of F” or “div F.” The notation
∇.F is read “del dot F.”

Div F has the same physical interpretation in three dimensions that it does
in two. If F is the velocity field of a fluid flow, the value of div F at a point
(x, y , z) is the rate at which fluid is being piped in or drained away at
(x, y , z).

The divergence is the flux per unit volume or flux density at the point.

P. Sam Johnson Divergence Theorem March 16, 2022 5/36


The Divergence Theorem

The Divergence Theorem says that under suitable condition the outward
flux of a vector field across a closed surface (oriented outward) equals the
tiple integral of the divergence of the field over the region enclosed by the
surface.

The Divergence Theorem

The flux of a vector field F = Mi + Nj + Pk across a closed oriented


surface S in the direction of the surface’s outward unit normal field n
equals the integral of ∇.F over the region D enclosed by the surface :
ZZ ZZZ
F.n dσ = ∇.F dV .
S D

P. Sam Johnson Divergence Theorem March 16, 2022 6/36


Exercises
Exercise 1.
Find the divergence of the gravitational field F = − GM(xi+y j+zk)
(x 2 +y 2 +z 2 )3/2
.

Solution for Exercise 1 :

F = − GM(xi+y j+zk)
(x 2 +y 2 +z 2 )3/2
h 2 2 2 3/2 2 2 2 2 1/2 i
) −3x (x +y +z )
⇒ div F = −GM (x +y +z (x 2 2 2 )3
h 2 2 2 3/2 2 2 2 +y2 +z i h 2 2 2 3/2 2 2 2 2 1/2 i
(x +y +z ) −3y (x +y +z )1/2 (x +y +z ) −3z (x +y +z )
−GM 2 2 +z 2 )3 −GM (x 2 +y 2 +z 2 )3
h 2 2(x +y i
3(x +y +z 2 )2 −3(x 2 +y 2 +z 2 )(x 2 +y 2 +z 2 )
= −GM (x 2 +y 2 +z 2 )7/2
=0

P. Sam Johnson Divergence Theorem March 16, 2022 7/36


Exercises
Exercise 2.
Use the Divergence Theorem to find the outward flux of F across the
boundary of the region D.
(a) Cube : F=(y-x)i+(z-y)j+(y-x)k
D : The cube bounded by the planes x = ±1, y = ±1, and z = ±1
(b) F = x 2 i + y 2 j + z 2 k
(a) Cube : D : The cube cut from the first octant by the planes x = 1,
y = 1, and z = 1
(b) Cube : D : The cube bounded by the planes x = ±1, y = ±1, and
z = ±1
(c) Cylindrical can : D : The region cut from the solid cylinder x 2 + y 2 ≤ 4
by the planes z = 0 and z = 1

P. Sam Johnson Divergence Theorem March 16, 2022 8/36


Solution for Exercise 2
∂ ∂ ∂
1. ∂x
(y − x) = −1, ∂y (z − y ) = −1, ∂z (y − x) = 0 ⇒ ∇ · F = −2 ⇒ Flux
R1 R1 R1 3
= −1 −1 −1 −2dxdydz = −2(2 ) = −16
∂ ∂ ∂
2. ∂x
(x 2 ) = 2x, ∂y (y 2 ) = 2y , ∂z (z 2 ) = 2z ⇒ ∇ · F = 2x + 2y + 2z
R1R1R1
(a) Flux = 0 0 0 (2x + 2y + 2z)dxdydz =
R1R1 2 1 R1R1
0 0
x + 2x(y + z) 0 dydz = 0 0 (1 + 2y + 2z)dydz =
R1 1 R1  1
0
y (1 + 2z) + y 2 0 dz = 0 (2 + 2z)dz = 2z + z 2 0 = 3
R1 R1 R1
(b) Flux = −1 −1 −1 (2x + 2y + 2z)dxdydz =
R1 R1  2 1 R1 R1
−1 −1
x + 2x(y + z) −1 dydz = −1 −1 (4y + 4z)dydz =
R1  2 1 R1  1
−1
2y + 4yz −1 dz = −1 8zdz = 4z 2 −1 = 0
RRR
(c) In cylindrical coordinates, Flux = (2x + 2y + 2z)dxdydz
D
R 1 R 2π R 2
= 0 0 0 (2r cos θ + 2r sin θ + 2z)rdrdθdz =
2 2
R 1 R 2π  2 3 2 3

0 0 3 r cos θ + 3 r sin θ + zr 0 dθdz
R 1 R 2π
= 0 0 16 16

3 cos θ + 3 sin θ + 4z dθdz =
R 1  16 16
2π R1  2 1

0 3 sin θ − 3 cos θ + 4zθ 0 dz = 0 8πzdz = 4πz 0 = 4π
P. Sam Johnson Divergence Theorem March 16, 2022 9/36
Exercises
Exercise 3.
Use the Divergence Theorem to find the outward flux of F across the
boundary of the region D.
1. Cylinder and paraboloid : F = y i + xy j − zk
D : The region inside the solid cylinder x 2 + y 2 ≤ 4 between the
plane z = 0 and the paraboloid z = x 2 + y 2
2. Sphere : F = x 2 i + xzj + 3zk
D : The solid sphere x 2 + y 2 + z 2 ≤ 4
3. Portion of sphere : F = x 2 i − 2xy j + 3xzk
D : The region cut from the first octant by the sphere
x2 + y2 + z2 = 4

P. Sam Johnson Divergence Theorem March 16, 2022 10/36


Solution for Exercise 3
∂ ∂ ∂
1. ∂x
(y ) = 0, ∂y (xy ) = x, ∂z (−z) = −1 ⇒ ∇ · F = x − 1; z = x 2 + y 2 ⇒ z = r 2 in
cylindrical coordinates ⇒ Flux
R R R 2
(x − 1)dzdydx = 02π 02 0r (r cos θ − 1)dzrdrdθ = 02π 02 (r 3 cos θ − r 2 )rdrdθ
RRR R R
=
D
R h 5 4 2
i 2
= 02π r5 cos θ − r4 dθ = 02π 32 cos θ − 4 dθ = 32
R  
5 5
sin θ − 4θ 0 π = −8π
0
∂ ∂ ∂
(x 2 ) = 2x, ∂y
RRR
2. ∂x (xz) = 0, ∂z (3z) = 3 ⇒ ∇ · F = 2x + 3 ⇒ Flux = (2x + 3)dV
D
R 2π R π R 2 2
= 0 0 0 (2ρ sin φ cos θ + 3) (ρ sin φ)dρdφdθ =
R 2π R π h ρ4 i2
sin φ cos θ + ρ 3 sin φdφdθ
0 0 2 0
R 2π R π R 2π h  φ  iπ
= 0 0 (8 sin φ cos θ + 8) sin φdφdθ = 0 8 2 − sin42φ cos θ − 8 cos φ dθ =
R 2π 0
0 (4π cos θ + 16)dθ = 32π
∂ ∂ ∂
(x 2 ) = 2x, ∂y
RRR
3. ∂x (−2xy ) = −2x, ∂z (3xz) = 3x ⇒ Flux = 3xdxdydz
D
R π/2 R π/2 R 2 π/2 π/2
2 12 sin2 φ cos θdφdθ =
R R
= 0 0 0 (3ρ sin φ cos θ)(ρ sin φ)dρdφdθ = 0 0
R π/2
0 3π cos θdθ = 3π

P. Sam Johnson Divergence Theorem March 16, 2022 11/36


Exercises
Exercise 4.
Use the Divergence Theorem to find the outward flux of F across the
boundary of the region D.
1. Cylindrical can : F = (6x 2 + 2xy )i + (2y + x 2 z)j + 4x 2 y 3 k
D : The region cut from the first octant by the cylinder x 2 + y 2 = 4
and the plane z = 3
2. Wedge : F = 2xzi − xy j − z 2 k
D : The wedge cut from the first octant by the plane y + z = 4 and
the elliptical cylinder 4x 2 + y 2 = 16
3. Sphere : F = x 3 i + y 3 j + z 3 k
D : The solid sphere x 2 + y 2 + z 2 ≤ a2

P. Sam Johnson Divergence Theorem March 16, 2022 12/36


Solution for Exercise 4
∂ ∂
1. ∂x
(6x 2 + 2xy ) = 12x + 2y , ∂y
(2y + x 2 z) = 2,

(4x 2 y 3 ) = 0
RRR
∂z
⇒ ∇ · F = 12x + 2y + 2 ⇒ Flux = (12x + 2y + 2)dV
D
R 3 R π/2 R 2
= (12r cos θ + 2r sin θ + 2)rdrdθdz
R03 R0π/2 0
16
sin θ + 4)dθdz = 03 (32 + 2π + 16
R
= 0 0 (32 cos θ + 3 3
)dz = 112 + 6π
∂ ∂ ∂
(−z 2 )
RRR
2. ∂x
(2xz)= 2z, (−xy ) = −x,
∂y
= −2z ⇒ ∇ · F = −x ⇒ Flux =
∂z
−xdV
√ √ D
R R 16−4x 2 R 4−y R R 16−4x 2
= 02 0 0 −xdzdydx = 02 0 (xy − 4x)dydx =
R 2 h1 2
√ i
2
0 2 x(16 − 4x ) − 4x 16 − 4x dx
2
= 4x 2 − 12 x 4 + 13 (16 − 4x 2 )3/2 0 = − 40

3
∂ ∂ ∂
3. (x 3 )
∂x RRR
= 3x 2 , ∂y
(y 3 ) = 3y 2 , ∂z (z 3 ) = 3z 2 ⇒ ∇ · F = 3x 2 + 3y 2 + 3z 2 ⇒ Flux
= 3(x 2 + 2 2
y + z )dV
D
a5 2a5 12πa5
R 2π R π R a R 2π R π R 2π
=3 0 0 0 ρ2 (ρ2 sin φ)dρdφdθ = 3 0 0 5
sin φdφdθ = 3 0 5
dθ = 5

P. Sam Johnson Divergence Theorem March 16, 2022 13/36


Exercises
Exercise 5.
Use the Divergence Theorem to find the outward flux of F across the
boundary of the region D.
p
1. Thick sphere : F = (xi + y j + zk)/ x 2 + y 2 + z 2
D : The region 1 ≤ x 2 + y 2 + z 2 ≤ 4
−1 y j + z x 2 + y 2 k
p
2. Thick cylinder : F = ln(x 2 + y 2 )i − 2z

x tan x
D : The thick-walled cylinder 1 ≤ x 2 + y 2 ≤ 2, −1 ≤ z ≤ 2

P. Sam Johnson Divergence Theorem March 16, 2022 14/36


Solution for Exercise 5
x 2 + y 2 + z 2 . Then ∂ρ = ρx , ∂ρ = ρy ,
p
1. Let ρ = ∂x ∂y
2
   
∂ρ ∂ρ
∂z
= ⇒ ∂x ρ = ρ − ρ2 ∂x = ρ − ρx 3 . Similarly,
z
ρ
∂ x 1 x 1

2 2 2 2 2
   
y

∂y ρ
= ρ1 − ρy 3 and ∂z ∂ z
ρ
= ρ1 − ρz 3 ⇒ ∇ · F = ρ3 − x +yρ3 +z = ρ2
⇒ RRR
Flux R R R  
2
dV = 02π 0π 12 ρ2 ρ2 sin φ dρdφdθ = 02π 0π 3 sin φdφdθ = 02π 6dθ = 12π
 R R R
= ρ
D
 1 
(x )

[ln(x 2+ y 2 )] = x 22x , ∂ − 2z tan−1 yx = − 2z = − x 22z
 
2. +y 2 ∂y 2 +y 2
,
∂x x x 1+( yx )
 p  p
∂ 2 2 2 2
∂z
z x +y = x +y
p
⇒ ∇ · F = x 22x +y 2
− x 22z
+y 2
+ x 2 + y 2 ⇒ Flux
 p 
2x
− x 22z
RRR
= x 2 +y 2 +y 2
+ x 2 + y 2 dzdydx
D
R R √ R 2  2r cos θ  R R√
= 02π 1 2 −1 − 2z + r dzrdrdθ = 02π 1 2 6 cos θ − 3r + 3r 2 drdθ

r2 r2
R h √  √ √ i  √ 
− 02π 6 2 − 1 cos θ − 3 ln 2 + 2 2 − 1 dθ = 2π − 32 ln 2 + 2 2 − 1

P. Sam Johnson Divergence Theorem March 16, 2022 15/36


Properties of Curl and Divergence : div(curl G ) is zero
Exercise 6.
(a) Show that if the necessary partial derivatives of the components of
the field G = Mi + Nj + Pk are continuous, then ∇.∇ × G = 0.
(b) What, if anything, can you conclude about the flux of the field ∇ × G
across a closed surface? Give reason for your answer.

P. Sam Johnson Divergence Theorem March 16, 2022 16/36


Solution for Exercise 6
(a) 
G = Mi + Nj + Pk ⇒ ∇ ×G = curlG
 = 
∂P
∂y
− ∂N
∂z
i + ∂M∂z
− ∂P
∂x
k + ∂N∂x
− ∂M
∂y
k⇒∇·∇×G
     
∂ ∂P ∂N ∂ ∂M ∂P ∂ ∂N ∂M
= div (curlG) = ∂x ∂y
− ∂z
+ ∂y ∂z
− ∂x
+ ∂z ∂x
− ∂y
2 2 2
∂ P ∂ N ∂ M ∂2P ∂2N ∂2M
= ∂x∂y − ∂x∂z + ∂y ∂z
− ∂y ∂x
+ ∂z∂x
− ∂z∂y
= 0 if all first and second partial
derivatives are continuous
(b) By the Divergence Theorem, the outward
RR flux of ∇ × G across a closed surface is zero
because outward flux of ∇ × G = (∇ × G) · ndσ
RRR S
= ∇ · ∇ × GdV [Divergence Theorem with F = ∇ × G]
D
RRR
= (0)dV = 0 [by part (a)]
D

P. Sam Johnson Divergence Theorem March 16, 2022 17/36


Exercises
Exercise 7.
Let F1 and F2 be differentiable vector field and let a and b be arbitrary
real constants. Verify the following identities.
(a) ∇ · (aF1 + bF2 ) = a∇ · F1 + b∇ · F2
(b) ∇ × (aF1 + bF2 ) = a∇ × F1 + b∇ × F2
(c) ∇ · (F1 × F2 ) = F2 · ∇ × F1 − F1 · ∇ × F2

P. Sam Johnson Divergence Theorem March 16, 2022 18/36


Solution for Exercise 7
(a) Let F1 = M1 i + N1 j + P1 k and F2 = M2 i + N2 j + P2 k ⇒ aF1 + bF2
= (aM
 1 + bM2 )i + (aN + bP2 )k ⇒ ∇ · (aF1+ bF2 )
 1 + bN2 )j + (aP1 
∂M ∂M ∂N ∂N ∂P ∂P
= a ∂x1 + b ∂x2 + a ∂y1 + b ∂y2 + a ∂z1 + b ∂z2
∂M1 ∂N ∂P ∂M2 ∂N ∂P
   
=a ∂x
+ ∂y1 + ∂z1 + b ∂x
+ ∂y2 + ∂z2 = a(∇ · F1 ) + b(∇ · F2 )

(b) Define
h F1 and F2 as   a ⇒ ∇ × (aFi
in part 1 + bFh2)
∂P ∂P ∂N ∂N ∂M1 ∂M ∂P ∂P
  i
= a ∂y1 + b ∂y2 − a ∂z1 + b ∂z2 i+ a + b ∂z2 − a ∂x1 + b ∂x2 j+
h ∂z
∂N ∂N ∂M ∂M ∂P1 ∂N1 ∂M1 ∂P1 ∂N1 ∂M
h   i      i
a ∂x1 + b ∂x2 − a ∂y1 + b ∂y2 k=a ∂y
− i + − j + − ∂y1 k +
 ∂z ∂z ∂x ∂x
∂P2 ∂N ∂M2 ∂P ∂N2 ∂M
h     i
b ∂y
− ∂z2 i + ∂z
− ∂x2 j + ∂x
− ∂y2 k = a∇ × F1 + b∇ × F2

i j k

(c) F1 × F2 = M1 N1 P1 = (N1 P2 − P1 N2 )i − (M1 P2 − P1 M2 )j + (M1 N2 − N1 M2 )k ⇒ ∇ · (F1 × F2 )
M2 N2 P2
= ∇ · [(N1 P2 − P1 N2 )i − (M1 P2 − P1 M2 )j + (M1 N2 − N1 M2 )k]
∂ (M P − P M ) + ∂ (M N − N M ) = P ∂N1 + N ∂P2 − N ∂P1 − P ∂N2 −
 
= ∂ (N1 P2 − P1 N2 ) − ∂y 1 2 1 2 1 2 1 2 2 ∂x 1 ∂x 2 ∂x 1 ∂x
 ∂x  ∂z
∂P ∂M ∂M ∂P ∂N ∂M ∂M ∂N

M1 ∂y2 + P2 ∂y1 − P1 ∂y2 − M2 ∂y1 + M1 ∂z2 + N2 ∂z1 − N1 ∂z2 − M2 ∂z1
∂P ∂N ∂M1 ∂P1 ∂N1 ∂M1 ∂N2 ∂P2 ∂P ∂M
         
= M2 ∂y1 − ∂z1 + N2 ∂z
− ∂x
+ P 2 ∂x
− ∂y
+ M 1 ∂z
− ∂y
+ N1 ∂x2 − ∂z2 +
∂M2 ∂N2
 
P1 ∂y
− ∂x = F2 · ∇ × F1 − F1 · ∇ × F2

P. Sam Johnson Divergence Theorem March 16, 2022 19/36


Exercises
Exercise 8.
Let F be a differentiable vector field and let g (x, y , z) be a differentiable
scalar function. Verify the following identities.
(a) ∇ · (g F) = g ∇ · F + ∇g · F
(b) ∇ × (g F) = g ∇ × F + ∇g × F

P. Sam Johnson Divergence Theorem March 16, 2022 20/36


Solution for Exercise 8
     
(a) div (g F) = ∇ · g F = ∂x∂ (gM) + ∂ (gN) + ∂ (gP) = g ∂M + M ∂g + g ∂N + N ∂g + g ∂P + P ∂g
  ∂y ∂z
 ∂x ∂x ∂y ∂y ∂z ∂z
= M ∂g ∂x
+ N ∂g
∂y
+ P ∂g
∂z
+ g ∂M ∂x
+ ∂N∂y
+ ∂p
∂z
= g ∇ · F + ∇g · F
h i h i h i
∂ ∂ ∂ ∂
(b) ∇ × (g F) = ∂y (gP) − ∂z (gN) i + ∂z (gM) − ∂x (gP) j + ∂x ∂ (gN) − ∂ (gM) k
∂y
     
= P ∂g + g ∂P − N ∂g − g ∂N i + M ∂g + g ∂M − P ∂g − g ∂P j + N ∂g + g ∂N − M ∂g − g ∂M k
 ∂y ∂y
 ∂z
 ∂z
 ∂z
 ∂z
∂x  ∂x ∂x  ∂x ∂y
 ∂y
= P ∂g ∂y
− N ∂g
∂z
i + g ∂P
∂y
− g ∂N∂z
i + M ∂g∂z
− P ∂g
∂x
j + g ∂M
∂z
− g ∂P
∂x
j + N ∂g∂x
− M ∂g
∂y
k+
 
g ∂N
∂x
− g ∂M
∂y
k = g ∇ × F + ∇g × F

P. Sam Johnson Divergence Theorem March 16, 2022 21/36


Exercises
Exercise 9.
If F = Mi + Nj + Pk is a differentiable vector field, we define the notation
F · ∇ to mean
∂ ∂ ∂
M +N +P .
∂x ∂y ∂z
For differentiable vector fields F1 and F2 , verify the following identities.
(a) ∇ × (F1 × F2 ) = (F2 · ∇)F1 − (F1 .∇)F2 + (∇ · F2 )F1 − (∇ · F1 )F2
(b) ∇(F1 · F2 ) = (F1 · ∇)F2 + (F2 .∇)F1 + F1 × (∇ × F2 ) + F2 × (∇ × F1 )

P. Sam Johnson Divergence Theorem March 16, 2022 22/36


Solution for Exercise 9
Let F1 = M1 i + N1 j + P1 k and F2 = M2 i + N2 j + P2 k

(a) F1 h× F2 = (N1 P2 − P1 N2 )i + (P1 M2 − M1 P2 )ji + (M


h 1 N2 − N1 M2 )k ⇒ ∇ × (F1 × F2 ) i
= ∂y ∂ (M N − N M ) − ∂ (P M − M P ) i + ∂ (N P − P N ) − ∂ (M N − N M ) j +
1 2 1 2 ∂z 1 2 1 2 ∂z 1 2 1 2 ∂x 1 2 1 2
h i
∂ (P M − M P ) − ∂ (N P − P N ) k
∂x 1 2 1 2 ∂y 1 2 1 2
∂ (M N − N M ) − ∂ (P M − M P )
and consider the i-component only: ∂y 1 2 1 2 ∂z 1 2 1 2
∂M ∂N ∂N ∂M ∂P ∂M ∂M ∂P
= N2 ∂y1 + M1 ∂y2 − M2 ∂y1 − N1 ∂y2 − M2 ∂z1 − P1 ∂z2 + P2 ∂z1 + M1 ∂z2
∂M ∂M ∂M ∂M ∂N2 ∂P ∂N1 ∂P
       
= N2 ∂y1 + P2 ∂z1 − N1 ∂y2 + P1 ∂z2 + ∂y
+ ∂z2 M1 − + ∂z1 M2
  ∂y
∂M ∂M ∂M ∂M ∂M ∂M ∂M2 ∂N ∂P
   
= M2 ∂x1 + N2 ∂y1 + P2 ∂z1 − M1 ∂x2 + N1 ∂y2 + P1 ∂z2 + ∂x
+ ∂y2 + ∂z2 M1 −
∂M1 ∂N ∂P
   
+ ∂y1 + ∂z1 M2 . Now, i-comp of (F2 · ∇)F1 = M2 ∂x ∂ +N ∂ +P ∂
∂x 2 2 ∂z M1
 ∂y
∂M1 ∂M1 ∂M1 ∂M ∂M ∂M
  
= M2 ∂x + N2 ∂y + P2 ∂z ; likewise, i-comp of (F1 · ∇)F2 = M1 ∂x2 + N1 ∂y2 + P1 ∂z2 ; i-comp of
∂M2 ∂N ∂P ∂M1 ∂N ∂P
   
(∇ · F2 )F1 = ∂x
+ ∂y2 + ∂z2 M1 and i-comp of (∇ · F1 )F2 = ∂x
+ ∂y1 + ∂z1 M2 .
Similar results hold for the j and k components of ∇ × (F1 × F2 ). In summary, since the corresponding components are
equal,we have the result
∇ × (F1 × F2 ) = (F2 · ∇)F1 − (F1 · ∇)F2 + (∇ · F2 )F1 − (∇ · F1 )F2
(b) Here again we consider only the i-component ofeach expression. Thus, the i-comp of
∂ (M M + N N + P P ) = M ∂M2 + M ∂M1 + N ∂N2 + N ∂N1 + P ∂P2 + P ∂P1 ,

∇(F1 · F2 ) = ∂x 1 2 1 2 1 2 1 ∂x 2 ∂x 1 ∂x 2 1 ∂x 2 ∂x
 ∂x
∂M2 ∂M2 ∂M2 ∂M1 ∂M1 ∂M1
  
i-comp of (F1 · ∇)F2 = M1 ∂x + N1 ∂y + P1 ∂z , i-comp of (F2 · ∇)F1 = M2 ∂x + N2 ∂y + P2 ∂z ,
∂N2 ∂M2 ∂M2 ∂P2
   
i-comp of F1 × (∇ × F2 ) = N1 − ∂y − P1 − ∂x , and
 ∂x  ∂z
∂N1 ∂M1 ∂M1 ∂P
 
i-comp of F2 × (∇ × F1 ) = N2 ∂x
− ∂y
− P 2 ∂z
− ∂x1 . Since corresponding components are equal,
we see that ∇(F1 · F2 ) = (F1 · ∇)F2 + (F2 · ∇)F1 + F1 × (∇ × F2 ) + F2 × (∇ × F1 ), as claimed.

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Exercises
Exercise 10.
1. Let F be a field whose components have continuous first partial derivatives throughout a
portion of space containing a region D bounded by a smooth closed surface S. If |F| ≤ 1,
can any bound be placed on the size of
ZZZ
∇ · F dV ?
D

Give reasons for your answer.


2. The base of the closed cubelike surface shown here is the unit square in the xy -plane. The
four sides lie in the planes x = 0, x = 1, y = 0, and y = 1. The top is an arbitrary
smooth surface whose identity is unknown. Let F = xi − 2y j + (z + 3)k and suppose the
outward flux of F through Side A is 1 and through Side B is -3. Can you conclude
anything about the outward flux through the top? Give reasons for your answer.

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Solution for Exercise 10
1. The integral’s value never exceeds the surface area of S. Since |F| ≤ 1, we have
|F · n| = |F||n| ≤ (1)(1) = 1 and

ZZZ ZZ
∇ · Fdσ = F · ndσ [Divergence Theorem]
D S
ZZ
≤ |F · n|dσ [A property of integrals]
S
ZZ
≤ (1)dσ [|F · n| ≤ 1]
S
= Area of S.

2. Yes, the outward flux through the top in 5. The reason is this: Since
∇ · F = ∇ · (xi − 2y j + (z + 3)k) = 1 − 2 + 1 = 0, the outward flux across the closed
cubelike surface is 0 by the Divergence Theorem. The flux across the top is therefore the
negative of the flux across the sides and base. Routine calculations show that the sum of
these latter fluxes is -5. (The flux across the sides that lie in the xz-plane and the yz-plane
are 0, while the flux across the xy -plane is -3.) Therefore the flux across the top is 5.

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Exercises
Exercise 11.
1. (a) Show that the outward flux of the position vector field F = xi + y j + zk
through a smooth closed surface S is three times the volume of the
region enclosed by the surface.
(b) Let n be the outward unit normal vector field on S. Show that it is not
possible for F to be orthogonal to n at every point of S.
2. Maximum flux Among all rectangular solids defined by the inequalities 0 ≤ x ≤ a,
0 ≤ y ≤ b, 0 ≤ z ≤ 1, find the one for which the total flux of
F = (−x 2 − 4xy )i − 6yzj + 12zk out-ward through the six sides is greatest. What is the
greatest flux?
3. Volume of a solid region : Let F = xi + y j + zk and suppose that the surface S and
region D satisfy the hypotheses of the Divergence Theorem. Show that the volume of D
is given by the formula
ZZ
1
Volume of D = F · n dσ.
3
S

4. Outward flux of a constant field : Show that the outward flux of a constant vector field
F = C across any closed surface to which the Divergence Theorem applies is zero.

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Solution for Exercise 11
∂ ∂ ∂
1. (a) (x) =
∂x RRR 1, ∂y (y ) = 1, ∂z (z) = 1 ⇒ ∇ · F = 3 ⇒ Flux
RRR
= 3dV = 3 dV = 3 (Volume of the solid)
D D
(b) If F is orthogonal
RR to n at every point of S, then F · n = 0 everywhere
⇒ Flux = F · ndσ = 0. But the flux is 3 (Volume of the solid)6= 0,
S
so F is not orthogonal to n at every point.
2. ∇ · F = −2x − 4y − 6z + 12 ⇒ Flux
= 0a 0b 01 (−2x − 4y − 6z + 12)dzdydx = 0a 0b (−2x − 4y + 9)dydx
R R R R R
Ra
= 0 (−2xb − 2b 2 + 9b)dx = −a2 b − 2ab 2 + 9ab = ab(−a − 2b + 9) = f (a, b); ∂f
∂a
=
∂f
−2ab − 2b 2 + 9b and ∂b = −a2 − 4ab + 9a so that ∂f
∂a
= 0 and
∂f
∂b
= 0 ⇒ b(−2a − 2b + 9) = 0 and a(−a − 4b + 9) = 0 ⇒ b = 0 or −2a − 2b + 9 = 0,
and a = 0 or −a − 4b + 9 = 0. Now b = 0 or a = 0 ⇒ Flux = 0; −2a − 2b + 9 = 0 and
−a − 4b + 9 = 0 ⇒ 3a − 9 = 0 ⇒ a = 3 ⇒ b = 32 so that f (3, 32 ) = 27
2
is the maximum
flux.
3dV ⇒ 13
RR RRR RRR RR RRR
3. F · ndσ = ∇ · FdV = F · ndσ = dV = Volume of D
S D D S D
RR RRR RRR
4. F = C ⇒ ∇ · F = 0 ⇒ Flux = F · ndσ = ∇ · FdV = 0dV = 0
S D D

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Exercises
Exercise 12.
1. Harmonic functions : A function f (x, y , z) is said to be harmonic in a region D in space if
it satisfies the Laplace equation

∂2f ∂2f ∂2f


∇2 f = ∇ · ∇f = 2
+ 2
+ =0
∂x ∂y ∂z 2

throughout D.
(a) Suppose that f is harmonic throughout a bounded region D enclosed by a smooth
surface S and that n is the chosen unit normal vector on S. Show that the integral
over S of ∇f · n, the derivative of f in the direction of n, is zero.
(b) Show that if f is harmonic on D, then
ZZ ZZZ
f ∇f · n dσ = |∇f |2 dV .
S D

2. Outward flux of a gradient field : Let S be the surface of the portionp of the solid sphere
x 2 + y 2 + z 2 ≤ a2 that lies in the first octant and let f (x, y , z) = ln x 2 + y 2 + z 2 .
Calculate
ZZ
∇f · n dσ.
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Solution for Exercise 12

1. (a) From the Divergence Theorem,


RR RRR RRR 2 RRR
∇f · ndσ = ∇ · ∇fdV = ∇ fdV = 0dV = 0.
S D D D
(b)
RR RRR
From the divergence Theorem, f ∇f · ndσ = ∇ · f ∇fdV . Now,
     S  D
∂f ∂f ∂f
f ∇f = f ∂x i + f ∂y j + f ∂z k ⇒ ∇ · f ∇f =
  2   2  2   2  2 
2
∂ f ∂f ∂ f ∂f ∂ f ∂f
f ∂x 2 + ∂x
+ f ∂y 2 + ∂y
+ f ∂z 2 + ∂z

= f ∇2 f + |∇f |2 = 0 + |∇f |2 since f is harmonic ⇒ |∇f |2 dV ,


RR RRR
f ∇f · ndσ =
S D
as claimed.
2. From the Divergence Theorem,
RR RRR RRR  ∂ 2 f ∂2f ∂2f

∇f · ndσ = ∇ · ∇fdV = ∂x 2
+ ∂y 2 + ∂z 2 dV . Now,
S pD D
y
f (x, y , z) = ln x 2 + y 2 + z 2 = 12 ln(x 2 + y 2 + z 2 ) ⇒ ∂x
∂f
= x 2 +yx2 +z 2 , ∂f
∂y
= x 2 +y 2 +z 2
,
∂f
∂z
= x 2 +yz2 +z 2
∂2f −x 2 +y 2 +z 2 ∂2f x 2 −y 2 +z 2 2 x 2 +y 2 −z 2 ∂2f ∂2f ∂2f
⇒ ∂x 2 = (x 2 +y 2 +z 2 )2 , ∂y 2 = , ∂ f
(x 2 +y 2 +z 2 )2 ∂z 2
= (x 2 +y 2 +z 2 )2
, ⇒ ∂x 2 + ∂y 2 + ∂z 2
2 2 2 2
= (xx2 +y
+y +z 1 dV
= 0π/2 0π/2 0a ρ ρsin φ
RR RRR R R R
2 +z 2 )2 = x 2 +y 2 +z 2 ⇒ ∇f · ndσ = x 2 +y 2 +z 2 2 dρdφdθ
S D
R π/2 R π/2 R π/2 π/2 R π/2 πa
= 0 0 a sin φdφdθ = 0 [−a cos φ]0 dθ = 0 adθ = 2
.

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Exercises
Exercise 13.
1. Green’s first formula Suppose that f and g are scalar functions with continuous first- and second-order partial
derivatives throughout a region D that is bounded by a closed piecewise smooth surface S. Show that

ZZ ZZZ
2
f ∇g · n dσ = (f ∇ g + ∇f · ∇g ) dV . (1)
S D

Equation (1) is Green’s first formula. (Hint: Apply the Divergence Theorem to the field F = f ∇g .)
2. Green’s second formula (Continuation of Exercise 25.) Interchange f and g in Equation (1) to obtain a similar formula.
Then subtract this formula from Equation (1) to show that

ZZ ZZZ
2 2
(f ∇g − g ∇f ) · n dσ = (f ∇ g − g ∇ f ) dV . (2)
S D

This equation is Green’s second formula.

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Solution for Exercise 13
 
∇ · f ∂g i + f ∂g j + f ∂g
RR RRR RRR
1. f ∇g · ndσ = ∇ · f ∇gdV = ∂x ∂y ∂z
k dV
S D D
RRR  ∂ 2 g ∂f ∂g 2 2

= f ∂x 2 + ∂x ∂x
+ f ∂∂yg2 + ∂y
∂f ∂g
∂y
+ f ∂∂zg2 + ∂z
∂f ∂g
∂z
dV
D h 
2 2 2
  i
f ∂∂xg2 + ∂∂yg2 + ∂∂zg2 + ∂x ∂f ∂g ∂f ∂g ∂f ∂g
RRR
= ∂x
+ ∂y ∂y
+ ∂z ∂z
dV =
RRRD
f ∇2 g + ∇f · ∇g dV

D
f ∇2 g + ∇f · ∇g dV and by interchanging
RR RRR 
2. By the above exercise, f ∇g · ndσ =
S D
the roles of f andRRR
g,
g ∇2 f + ∇g · ∇f dV . Subtracting the second equation from the
RR 
g ∇f · ndσ =
S D
first
RR yields:
(f ∇2 g − g ∇2 f )dV since ∇f · ∇g = ∇g · ∇f .
RRR
(f ∇g − g ∇f ) · ndσ =
S D

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Conservation of mass
Exercise 14.
Let v(t, x, y , z) be a continuously differentiable vector field over the region D in space and let
p(t, x, y , z) be a continuously differentiable scalar function. The variable t represents the time
domain. The Law of Conservation of Mass asserts that
ZZZ ZZ
d
p(t, x, y , z) dV = − pv · n dσ,
dt
D S

where S is the surface enclosing D.


(a) Give a physical interpretation of the conservation of mass law if v is a velocity flow field
and p represents the density of the fluid at point (x, y , z) at time t.
(b) Use the Divergence Theorem and Leibniz’s Rule,
ZZZ ZZZ
d ∂p
p(t, x, y , z) dV = dV ,
dt ∂t
D D

to show that the Law of Conservation of Mass is equivalent to the continuity equation,

∂p
∇.pv + = 0.
∂t
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Solution for Exercise 14
RRR
(a) The integral p(t, x, y , z)dV represents the mass of the fluid at any time t. The
D
equation says that the instantaneous rate of change of mass is flux of the fluid through
the surface S enclosing the region D: the mass decreases if the flux is outward (so the
fluid flows out of D), and increases if the flow is inward (interpreting n as the outward
pointing unit normal to the surface).
RRR ∂p d
∇ · pvdV ⇒ ∂ρ
RRR RR RRR
(b) ∂t
dV = dt pdV = − pv · ndσ = − ∂t
= −∇ · pv
D D S D
∂p
Since the law is to hold for all regions D, ∇ · pv + ∂t
= 0, as claimed.

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The heat diffusion equation
Exercise 15.
Let T (t, x, y , z) be a function with continuous second derivatives giving the temperature at
time t at the point (x, y , z) of a solid occupying a region D in space. If the solid’s heat capacity
and mass density are denoted by the constants c and ρ, respectively, the quantity cρT is called
the solid’s heat energy per unit volume.
(a) Explain why −∇T points in the direction of heat flow.
(b) Let −k∇T denote the energy flux vector. (Here the constant k is called the
conductivity.) Assuming the Law of Conservation of Mass with −k∇T = v and cρT = p
in Exercise 27, derive the diffusion (heat) equation

∂T
= K ∇2 T ,
∂t

where K = k/(cρ) > 0 is the diffusivity constant. (Notice that if T (t, x) represents the
temperature at time t at position x in a uniform conducting rod with perfectly insulated
sides, then ∇2 T = ∂ 2 T /∂x 2 and the diffusion equation reduces to the one-dimensional
heat equation in Chapter 14’s Additional Exercises.)

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Solution for Exercise 15
(a) ∇T points in the direction of maximum change of the temperature, so if the solid is
heating up at the point the temperature is greater in a region surrounding the point
⇒ ∇T points away from the point ⇒ −∇T points toward the point ⇒ −∇T points in
the direction the heat flows.
(b) Assuming the
RRRLaw of Conservation of Mass (Exercise 31) with −k∇T = pv and cρT = p,
d
RR
we have dt cρTdV = − −k∇T · ndσ ⇒ the continuity equation,
D S

∇ · (−k∇T ) + ∂t (cρT ) = 0
⇒ cρ ∂T
∂t
= −∇ · (−k∇T ) = k∇2 T ⇒ ∂T
∂t
= k

∇2 T = K ∇2 T , as claimed.

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References

1. M.D. Weir, J. Hass and F.R. Giordano, Thomas’ Calculus, 11th


Edition, Pearson Publishers.
2. R. Courant and F.John, Introduction to calculus and analysis, Volume
II, Springer-Verlag.
3. N. Piskunov, Differential and Integral Calculus, Vol I & II (Translated
by George Yankovsky).
4. E. Kreyszig, Advanced Engineering Mathematics, Wiley Publishers.

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