2chapter09b_vec_calculus (2)

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CHAPTER 9

VECTOR CALCULUS
(9.9~9.17)

1
Chapter Contents
9.9 Independence of Path

9.10 Double Integrals

9.11 Double Integrals in Polar Coordinates

9.12 Green’s Theorem

9.13 Surface Integrals

9.14 Stokes’ Theorem

9.15 Triple Integrals

9.16 Divergence Theorem

9.17 Change of Variables in Multiple Integrals

2
9.9 Independence of Path
Differential ∂φ ∂φ
For two variables:= dφ dx + = dy dφ P ( x, y )dx + Q( x, y )dy
∂x ∂y
∂φ ∂φ ∂φ
For three variables: dφ = dx + dy + dz
∂x ∂y ∂z
dφ = P ( x, y, z )dx + Q( x, y, z )dy + R ( x, y, z )dz
Path Independence
For all paths between A and B, line integrals are all the same.
EX1: ∫ C y dx + x dy = 1 for each path between (0, 0) and (1, 1).

3
Conservative Vector Fields
Definition 9.9.1 Conservative Vector Field
A vector function F is conservative if F can be written as the gradient of
a scalar function φ (F = ∇φ). The function φ is a potential function for F.
A conservative vector field is also called a gradient vector field.

Fundamental Theorem:

r(t) = x(t) i + y(t) j, a ≤ x ≤ b, A = (x(a), y(a)) and B = (x(b), y(b)).

 ∫ C
F ⋅ dr = ∫ ∇φ ⋅ dr =φ ( B ) − φ ( A)
C
B B
(a line integral independent of path)
∫ A
F ⋅ dr = ∫ A
∇φ ⋅ dr
4
Example 3
Evaluate ∫ y dx + x dy , where C is a path from (0, 0) to (1, 1).
C
Solution:
F = yi + xj is a conservative vector field.
φ (x, y) = xy is a potential function for F.
Check, ∂φ ∂φ
∇φ = i+ j = yi + xj
∂x ∂y
Thus,
(1, 1) (1, 1)
∇φ ⋅ dr= xy ] (0, 0) = 1
(1, 1)
∫ C
y dx + x dy= ∫ (0, 0)
F ⋅ dr = ∫ (0, 0)

5
Regions in the plane

Simply connected
region R (Connected but not simply connected)

A simply connected region is open if


it contains no boundary points.

6
Equivalent Concepts
In an open connected region R, ∫ F ⋅ dr is independent of the path C if
C
and only if the vector field F is conservative in R or ∫ F ⋅ dr =
0 for
C
every closed path C in R.
In short, F conservative ⇔ path independence
⇔ F ⋅ dr =

C
0

7
Test for a Conservative Field
Theorem 9.9.4 Test for a Conservative Field
Suppose F(x, y) = P(x, y) i + Q(x, y) j is a conservative vector field in an
open region R, and that P and Q are continuous and have continuous first
partial derivatives in R. Then ∂P ∂Q
=
∂y ∂ x (6)
for all (x, y) in R. Conversely, if the equality (6) holds for all (x, y) in a
simply connected region R, then F = P i + Q j is conservative in R.

∂P ∂Q
F conservative ⇔ =
∂y ∂ x 8
Example 7
(a) Show that ∫ C F F i − 2 y ) j,
2 2
F ⋅d r , where ( x , y ) = ( y − 6 xy + 6) + (2 xy − 3 x
is independent of the path C between (−1, 0) and (3, 4).
(b) Find a potential function φ for F.
(3, 4)
(c) Evaluate ∫ F ⋅ dr.
( −1, 0)
Solution:
(a) We have P = y2 –6xy + 6 and Q = 2xy –3x2 –2y then
∂P ∂Q
= 2 y − 6x = This is an exact differential.
∂y ∂x
∂P ∂Q
= ⇔ F conservative ⇔ path independence
∂y ∂ x
9
Example 7
(b) Suppose there exists a φ such that
∂φ /∂x = y 2 − 6 xy + 6 and ∂φ /∂y = 2 xy − 3 x 2 − 2 y (8)
Integrating the first, we have
φ= ∫ (y
2 2 2
− 6 xy + 6)dx = xy − 3 x y + 6 x + g ( y ) (9)
then ∂φ
= 2 yx − 3 x 2 + g ′( y ) = 2 yx − 3 x 2 − 2 y
∂y
 g′(y) = −2y.  g(y) = −y + C 
2 φ = xy 2
− 3 x 2
y + 6 x − y 2
+C

10
Example 7
(3, 4) (3, 4)
(c) ∫ ∫ F ⋅ dr = ( xy − 3 x y + 6 x − y ) 
2 2 2
F ⋅=
dr = -52
C ( −1, 0) ( −1, 0)

Another approach: we know y = x + 1 is a path connecting (−1, 0) and


(3, 4). Then using path independence…


C
F ⋅ d=
r ∫C
( y 2 − 6 xy + 6) dx + (2 xy − 3 x 2 − 2 y ) dy
3
= ∫ −1
[( x + 1) 2 − 6 x( x + 1) + 6]dx + [2 x( x + 1) − 3 x 2 − 2( x + 1)]dx
3
∫ (−6 x − 4 x + 5)dx =
2
= −52
−1

11
Conservative Vector Fields in 3D
F(x, y, z) = P(x, y, z) i + Q(x, y, z) j + R(x, y, z) k
r(t) = x(t)i + y(t)j + z(t)k, a ≤ t ≤ b
 (11)
∫ ∫
F ⋅ dr = ∇φ ⋅ dr =φ ( B ) − φ ( A)
C C

∫C
F ⋅ dr is independent of the path ⇔ F(x, y, z) is conservative.
∂P ∂Q ∂P ∂R ∂Q ∂R
= = , = ,
⇔ ∂y ∂x ∂z ∂x ∂z ∂y
If F is conservative, then F = ∇φ and curl(∇φ) = curl F = 0; that is
 ∂R ∂Q   ∂P ∂R   ∂Q ∂P 
curl F =  −  i+ − j+ −  k=0
 ∂y ∂z   ∂z ∂x   ∂x ∂y 
In a conservative field F, the law of conservation of mechanical energy
holds: kinetic energy + potential energy = constant 12
Example 8
(a) Show that ∫ C
( y + yz ) dx + ( x + 3 z 3 + xz ) dy + (9 yz 2 + xy − 1) dz
is independent of path between (1, 1, 1) to (2, 1, 4).
(2, 1, 4)
(b) Evaluate ∫(1, 1, 1)
F ⋅ dr.
Solution:
∂P ∂Q ∂P ∂R ∂Q 2 ∂R
==
(a) Since 1+ z =, = y ,
= 9=z +x
∂y ∂x ∂z ∂x ∂z ∂y
(b) Exist a function φ : ∂φ ∂φ ∂φ
= P= , Q=, R
∂x ∂y ∂z
Integrating the first w.r.t. x, φ =xy + xyz + g ( y, z )

∂φ ∂g 3 ∂g 3 3
 =x + xz + =x + 3 z + xz  = 3 z implies=g 3 yz + h( z )
∂y ∂y ∂y
13
Example 8
Now φ =xy + xyz + 3 yz 3 + h( z )
∂φ
and = xy + 9 yz 2 + h′( z ) = 9 yz 2 + xy − 1
∂z
we have h′(z) = −1 and h(z) = – z + K.
Disregarding K, we get
φ =xy + xyz + 3 yz 3 − z (13)
Finally,
(2, 1, 4)

3 2
( y + yz ) dx + ( x + 3 z + xz ) dy + (9 yz + xy − 1) dz
(1, 1, 1)
(2, 1, 4)
= ( xy + xyz + 3 yz − z ) 
3
= 198 − 4= 194
(1, 1, 1)

14
9.10 Double Integrals
Fubini’s Theorem: Let f be continuous on a region R.
b g2 ( x )
(i) For Type I: ∫∫ f ( x, y )dA = ∫ ∫ f ( x, y ) dy d x
a g1 ( x )
R
d h2 ( y )
(ii) For Type II:
∫∫ f ( x, y)dA = ∫ ∫
R
c h1 ( y )
f ( x, y ) d x dy

Volume = ∫∫ f ( x, y)dA
R

z = f(x, y) is the surface.

15
Example 1: Evaluation of a Double Integral
Evaluate ∫∫ R e x+3 y dA over the region bounded by y = 1, y = 2, y = x, y = −x + 5.
Solution:
x +3 y 2 5− y x + 3 y
∫∫ e dA = ∫
1 ∫y
e dx dy
R

=∫ e
1
]
2 x + 3 y 5− y

y
2
dy = ∫ (e5+ 2 y − e 4 y ) dy
1

2
 1 5+ 2 y 1 4 y  1 9 1 8 1 7 1 4
= e − e  = e − e − e + e
2 4 1 2 4 2 4

≈ 2771.64
16
Example 2: Reversing the Order of Integration
∫∫
y2
Evaluate xe dA over the region in the first quadrant bounded by
R

y = x2, x = 0, y = 4.
Solution: 2 4 can not be
∫∫ xe dA = ∫ ∫ 2 xe dy dx computed.
y2 y2

Type I  R 0 x
4 y
Type II  ∫∫ xe dA = ∫ ∫ xe dx dy
y2 y2
0 0
R
y
4 x y2 
2
=∫ e  dy
0 2 0
4
4 1 y 1 y  1 16

2 2
= ye=
dy e=  (e − 1)
0 2 4 0 4 17
Center of Mass
 ρ(x, y): variable density (mass per unit area)
Mass: n
= m lim ∑ ρ= ( xk* , yk* )∆Ak ∫∫ ρ ( x, y )dA
P →0
k =1 R

Center of mass (centroid, if ρ(x, y) is a constant)


My Mx
= x = , y
m m
Moments of the lamina about the y- and x-axes

My ∫∫=
R
x ρ ( x, y ) dA, and M ∫∫ y ρ ( x, y) dA
x
R

18
Example 3: Center of Mass
Find the center of mass if ρ(x, y) = y.
Solution:
π /4 cos x
=m ∫∫=
R
y dA ∫ ∫
0 sin x
y dy dx

cos x
π /4 y 2
=∫  dx
0 2  sin x
1 π /4

2 2
(cos x − sin x) dx ← double angle formula
2 0

π /4
1 π /4 1  1

2 0
cos 2 x dx =
=
4
sin 2 x 
0 4
19
Example 3: Center of Mass
2 π /4 cos x
π /4 cos x M x = ∫∫ y dA = ∫ ∫sin x y 2 dy dx
My ∫∫=
R
xy dA ∫ ∫
0 sin x
xy dy dx R
0

1 π /4
π /4 1 2
cos x
= ∫ (cos3 x − sin 3 x) dx
=∫ xy  dx 3 0
0 2  sin x 5 2−4
=… =
1 π /4 18
= ∫ x cos 2 x dx ← integration by parts
2 0
1 1  π −2
π /4 M y (π − 2) / 16
=  x sin 2 x + cos 2 x  = x =
= ≈ 0.29
4 8 0 16 m 1/ 4
M x (5 2 − 4) / 18
y =
= ≈ 0.68
m 1/ 4
20
9.11 Double Integrals in Polar Coordinates
β g 2 (θ ) β g 2 (θ )

∫∫ f (r , θ ) dA = ∫ α ∫ f (r , θ )r dr dθ = ∫ α ∫ g1 (θ )
f (r cosθ , r sin θ )r dr dθ
g1 (θ )
R
x y

21
Example 1: Center of Mass
Find the center of mass where r = 2 sin 2θ
in the first quadrant and the density ρ is
proportional to the distance from the pole.
Solution: ρ 3 2sin 2θ
π /2 2sin 2θ π /2 r 
m ∫∫= k | r | dA k ∫ ∫ )r dr dθ k ∫
(r=  dθ
R
0 0 0 3 0
8 π /2 3
= k ∫ sin 2θ dθ ← sin 2 2θ = 1 − cos 2 2θ
3 0 x = r cos θ
8 π /2 y = r sin θ
= k ∫ (1 − cos 2 2θ ) sin 2θ dθ
3 0
π /2 M y = k ∫∫ x | r | dA
8  1 1  16
=k  − cos 2θ + cos 2θ  =k
3 R
3  2 6 0 9 22
Example 1: Center of Mass
2sin 2θ
π /2 2sin 2θ π /2 r4

∫=
∫ r cosθ dr dθ k ∫ cosθ  dθ
3
My
0 0 0 4 0
π /2
= 4k ∫ sin 4 2θ cos θ dθ ← double-angle fomula
0
π /2
= 4k ∫ 16sin 4 θ cos 4 θ cosθ dθ
0
π /2 512 π /2 2sin 2θ
∫ 0 ∫ 0 r sin θ dr dθ 315 k
3
= 64k ∫ =
sin θ cos
4
θ dθ M x k=
5
0

π /2
64 ∫ sin 4 θ (1 − sin 2 θ ) 2 cosθ dθ
0 51k / 315 32
x= y= =
512 16k / 9 35
=… = k
315 23
Example 2
2 8− x 2 1
Evaluate ∫ ∫
0 x 2
5+ x + y 2
dy dx

Solution: x ≤ y ≤ 8 − x 2 , 0 ≤ x ≤ 2
Using x2 + y2 = r2  1/(5 + x2 + y2 ) = 1/(5 + r2)
2 8− x 2 1
∫ 0 ∫ x 5 + x 2 + y 2 dy dx
π /2 8 1 1 π /2 8 2r dr 1 π π 
∫= ∫
π /4 0 5 + r 2
r dr dθ ∫ ∫
2 π /4 0 5 + r 2
dθ = (ln 13 − ln 15)  − 
2 2 4
1 π /2 2 
8
1 π /2 π 13
= ∫ ln(5 + r ) dθ =(ln 13 − ln 5) ∫ dθ = ln
2 π /4 
0 2 π /4 8 5
24
9.12 Green’s Theorem
Theorem 9.12.1 Green’s Theorem in the Plane
IF P, Q, ∂P/∂y, ∂Q/∂x are continuous on R, which is bounded by a
simply closed curve C, then
 ∂Q ∂P 
∫�C𝐶𝐶 Pdx + Qdy= ∫∫  ∂x − ∂y  dA (1)
R

It can be written in vector form:


� F · dr = ∫∫ (curl
∇ × FF ) ·k dA
𝐶𝐶
R
� � where F(x, y) = P(x, y)i + Q(x, y)j
𝐶𝐶 𝐶𝐶
 ∂Q ∂P 
∇ × F = − k
 ∂x ∂y  25
Partial Proof ∂P
− ∫∫ dA =
∂y
b g 2 ( x ) ∂P
−∫ ∫
a g1 ( x ) ∂y
dy dx
R
b
− ∫ [ P ( x, g 2 ( x)) − P ( x, g1 ( x))] dx
=
a
b a
= ∫ a P( x, g1 ( x)) dx + ∫ b P( x, g 2 ( x)) dx
∫𝐶𝐶C P( x, y) dx
=

∂Q d h2 ( y ) ∂Q
∫∫ ∂x dA = ∫ c ∫ h2 ( y ) ∂x dx dy ∫ P( x, y)dx
=

C
𝐶𝐶
R
d
= ∫ c [Q(h2 ( y), y) − Q(h1 ( y), y)] dy
d c
= ∫ c Q(h2 ( y), y) dy + ∫ d Q(h1 ( y), y) dy 26
Example 1: Using Green’s Theorem
� ( x 2 − y 2 ) dx + (2 y − x ) dy
∫C
Evaluate 
𝐶𝐶
Solution:
If P(x, y) = x2 – y2, Q(x, y) = 2y – x, then ∂P/∂y = −2y
and ∂Q/∂x = −1. Thus

� ( x 2 − y 2 ) dx + (2 y − x ) dy
∫𝐶𝐶C
1 x2
= ∫∫ (−1 + 2 y) dA= ∫ 0 ∫ x 3 (−1 + 2 y ) dy dx
R
x2
1 1 11
= ∫ (− y + y )  dx=
2 6 4 3
∫ 0 (− x + x + x − x ) dx= − 420
2
0  x3
27
Example 3: Work Done by a Force
Find the work done by F = (–16y + sin x2) i + (4ey + 3x2) j along C
Solution:
2 y 2

W = 
� F ⋅
𝐶𝐶C
dr = ∫
� ( −16 y + sin
C
𝐶𝐶
x ) dx + (4 e + 3 x ) dy

From Green’s theorem=W ∫∫ R (6 x + 16) dA


In polar coordinates, 0 ≤ r ≤ 1, π /4 ≤ θ ≤ 3π /4
3π / 4 1
=W ∫ π / 4 ∫ 0 (6r cosθ + 16)r dr dθ
3π / 4 1
= ∫π /4 (2r cosθ + 8r )  dθ
3 2
0
3π / 4
= ∫π /4 (2cosθ + =
8) dθ 4π
28
Region with Holes Conditions to Simplify the Curves
C = C1∪ C2 Suppose ∂P/∂y = ∂Q/∂x between
C1 and C2, then
∫�𝐶𝐶1
C1
dy ∫� P dx + Q =
P dx + Q =
C2
−−𝐶𝐶𝐶
dy 0
or
∫� P dx + Q dy= ∫� P dx + Q dy

C1
𝐶𝐶1
C2
𝐶𝐶2

 ∂Q ∂P   ∂Q ∂P   ∂Q ∂P 
∫∫  ∂x − ∂y  dA = ∫∫  ∂x − ∂y  dA + ∫∫  ∂x − ∂y  dA
R R1 R2

∫�𝐶𝐶1C1 P dx + Q dy + ∫�C𝐶𝐶22 P dx + Q dy
= 
Green’s theorem
= 
still applies ∫�𝐶𝐶C P dx + Q dy
29
Example 4, 5, 6 C = C1∪ C2 ∪C3∪ C4
−y x



Evaluate 𝐶𝐶 x + y
C 2 2
dx + 2
x +y 2
dy

Solution:
Green’s Theorem is not applicable since P, Q,
∂P/∂y, ∂Q/∂x are not continuous at the origin.
But we find ∂P/∂y , ∂Q/∂x are continuous
between C and C′. Moreover,
−y x ∂P y 2 − x2 ∂Q
P ( x, y ) =2 2
, Q ( x, y ) 2 2 = =

x +y x +y ∂y ( x 2 + y 2 ) 2 ∂x
Then,
−y x  y 2 − x2 y 2 − x2 
∫𝐶𝐶−𝐶𝐶C′ x 2 + y 2 dx + x 2 + y 2 dy=
� ∫∫  ( x 2 + y 2 )2 − ( x 2 + y 2 )2  dA= 0
R
30
Example 4, 5, 6
−y x −y x
 ∫�𝐶𝐶C x 2 + y 2 dx + x 2 + y 2 dy= ∫�C𝐶𝐶′′ x 2 + y 2 dx + x 2 + y 2 dy
Using x = cos t, y = sin t, 0 ≤ t ≤ 2π , then
−y x
�∫𝐶𝐶C′ x 2 + y 2 dx + x 2 + y 2 dy

=∫ [− sin t (− sin t ) + cos t (cos t )] dt
0

= ∫0 (sin 2 t + cos 2 t ) dt

= ∫=
0
dt 2π
Note: The above result is true for every piecewise smooth simple closed
curve C with the region in its interior. 31
Example 4, 5, 6
Potential function:
Not well-defined
at origin.
It’s a good example to understand the characteristics of curl.
This is an ideal irrotational flow. The integral is the circulation.
It’s not a conservative field since it’s not continuous at origin.
−𝑦𝑦 𝑥𝑥
−𝑦𝑦 𝑥𝑥 −𝑦𝑦, 𝑥𝑥 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐, 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 ,
, Circulation = 0 𝑥𝑥 2 + 𝑦𝑦 2 𝑥𝑥 2 + 𝑦𝑦 2
𝑥𝑥 2 + 𝑦𝑦 2 𝑥𝑥 2 + 𝑦𝑦 2
| Curl |= 2X ω | Curl |= 0 | Curl |= 0

ω: angular velocity
Do some tests by yourself:
Plot vector field: https://www.geogebra.org/m/QPE4PaDZ
Plot surface function: https://www.geogebra.org/3d?lang=en
Calculate curl: https://www.emathhelp.net/en/calculators/calculus-3/curl-calculator/
Good website: https://www.geogebra.org/m/XfmAAUTG
Circulation = 2π
32
9.13 Surface Integrals
Smooth surface S: g(x, y, z) = 0
Unit normal (orientation):
1 ∂g ∂g ∂g Non-oriented
n= ∇g where ∇g= i + j+ k
∇g ∂x ∂y ∂z One-sided
Orientable, two-sided

Upward Möbius
orientation Downward strip
orientation 33
Flux
d
F: vector field of fluid
Flux of F through S: flux = ∫∫ (F ·n) dS
S

(The total volume of a fluid passing through surface S


per unit time)
dS: area on tangential plane (normal to n) 𝒏𝒏 𝒌𝒌
For z = f(x,y)  g (x,y,z) = z - f(x,y) = 0 dS
∇𝑔𝑔
𝒏𝒏 = = (−𝑓𝑓𝑥𝑥 , −𝑓𝑓𝑦𝑦 , 1)/ 𝑓𝑓𝑥𝑥2 + 𝑓𝑓𝑦𝑦2 + 1
∇𝑔𝑔

dS =
𝑑𝑑𝑑𝑑
 dS 1
= + [ f ( x , y )]2
+ [ f ( x , y )]2
dA dA=dxdy
𝒌𝒌�𝒏𝒏 x y
34
Surface Integrals
Surface integral of function G over S :
2 2
∫∫ G ( x, =
y, z ) dS ∫∫ G ( x, y, f ( x, y )) 1 + [ f x ( x, y )] + [ f y ( x, y )] dA
S R for surface z = f(x, y)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
For surface y = g(x, z): dS= 𝒋𝒋�𝒏𝒏
=
𝒋𝒋�𝒏𝒏
= 1 + [ g ( x, z )]2 + [ g ( x, z )]2 dA
x z

𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
For surface x = h(y, z): dS= 𝒊𝒊�𝒏𝒏
=
𝒊𝒊�𝒏𝒏
= 1 + [hy ( y, z )]2 + [hz ( y, z )]2 dA

Mass of the surface:


Area of the surface over R: (G(x, y, z)=1)
(G(x, y, z) = density)
2 2
∫∫
A( S ) =+ 1 [ f x ( x , y )] + [ f y ( x , y )] dA m = ∫∫ ρ ( x, y, z ) dS
R S 35
Example 1: Surface Area
Find the surface area of portion of x2 + y2 + z2 = a2 and is
above the xy-plane and within x2 + y2 = b2, where 0 < b < a.
Solution: z = f ( x, y ), f ( x, y ) = a 2 − x 2 − y 2
−x −y
f x ( x, y ) = , f y ( x, y ) =
a2 − x2 − y 2 a2 − x2 − y 2
2
Thus 1 + [ f x ( x, y )]2 + [ f y ( x, y )]2 = a
2π b
a2 − x2 − y 2 = a∫ 2
 −(a − r ) 2 1/ 2
 dθ
0 0
a
A( S ) = ∫∫ dA (Use polar 2
= a(a − a − b ) ∫ 2 2π

2 2 2
R a −x −y coordinates) 0

2π b
a∫ ∫0 (a 2 − r 2 ) −1/ 2 r dr dθ = 2π a (a − a 2 − b 2 )
0
36
Example 2: Mass of a Surface
Find the mass of the surface of z = 1 + x2 + y2 in the first
octant for 1 ≤ z ≤ 5 if the density at a point P is proportional
to its distance from the xy-plane.
Solution: ρ(x, y, z) = kz and z = 1 + x2 + y2, then
2 2 2 2
m= ∫∫ kz dS
= k ∫∫ (1 + x + y ) 1 + 4 x + 4 y dA
S R (Use polar coordinates)
π /2 2
m k∫
= ∫ (1 + r 2 ) 1 + 4r 2 r dr dθ kπ  5(17)3/ 2 175/ 2 3 
0 0
=  12 − 120 − 40 
π /2 2 2  
k ∫ ∫ [r (1 + 4r ) + r (1 + 4r ) ] dr dθ ← integration by parts
2 1/ 2 3 2 1/2
0 0
2 ≈ 30.16k
π /2 1 1 2 1 2 5/2 
k∫ 12 (1 + 4 r 2 3/2
) + r (1 + 4 r 2 3/2
) − (1 + 4 r )  dθ
2 12 120 0
37
Example 3: Evaluating a Surface Integral
Evaluate ∫∫ S xz 2 dS , where S is the portion of y = 2x2 + 1
in the first octant bounded by x = 0, x = 2, z = 4 and z = 8.

Solution: g(x, z) = 2x2 + 1.

 gx(x, z) = 4x and gz(x, z) = 0, then


2 2 8
∫∫ xz dS
= ∫0 ∫4 xz 2 1 + 16 x 2 dz dx
S 3 8
z2 2 448 2 2 1/ 2
=∫ x 1 + 16 x  dx = ∫ x (1 + 16 x ) dx
0 3 3 0
4
2
28 2 3/ 2  28 3/ 2
= (1 + 16 x )  = [65 − 1] ≈ 1627.3
9 0 9
38
Example 5: Flux Through a Surface
Let F(x, y, z) = zj + zk represent the flow of a liquid. Find the
flux of F through the surface S given by that portion of the
plane z = 6 – 3x – 2y in the first octant oriented upward.
Solution: g(x, y, z) = 3x + 2y + z – 6 = 0
Unit normal with a positive k:
∇g 3 2 1
n= = i+ j+ k
|| ∇g || 14 14 14
1
flux ∫∫=
(F ·n) dS ∫∫
14 S
3 z dS
S

1 2 3−3 x /2
flux
= ∫∫
14 R
3(6 − 3 x − 2 y )( 14
= dA) 3∫ ∫
0 0
(6 − 3 x − 2 y ) =
dy dx 18
39
9.14 Stokes’ Theorem
Vector Form of Green’s Theorem
For 2D, F(x, y) = P(x, y)i + Q(x, y)j � F · dr = ∫∫ (curl
∇ × FF ) ·k dA
𝐶𝐶
Stokes’ Theorem R

For 3D, F(x, y) = P(x, y)i + Q(x, y)j + R(x, y, z)k

� F · dr = ∫∫ (curl
∇ ×F 𝐅𝐅) ·k
n dS
dA
𝐶𝐶
R
S

∫ (F.T)dS
=

𝐶𝐶C

S: piecewise smooth surface bounded by curve C


n: orientation of S (unit normal ).

40
Example 1: Verifying Stokes’ Theorem
S: z = 1 – x2 for 0 ≤ x ≤ 1, −2 ≤ y ≤ 2; F = xyi + yzj + xzk.
Verify Stokes’ theorem.
Solution:
i j k
∂ ∂ ∂
curl F = =− yi − zj − xk
∂x ∂y ∂z −2 xy − x
xy yz xz ∫∫ (curl F ⋅ n)dS =
∫∫ 4 x 2 + 1 dS
S S

g(x, y, z) = z + x2 – 1 = 0, 1 2
upper normal: = ∫∫ (−2 xy − x)dA = ∫ ∫ (−2 xy − x)dydx
0 −2
∇g 2 xi + k R
= n = 1 2 1
∇g 4 x2 + 1 2
∫0  − xy − xy  −2dx =−
= ∫0 ( 4 x)dx =
−2
41
Example 1: Verifying Stokes’ Theorem
Line Integral:
∫ C =∫C + ∫C + ∫C + ∫C

𝐶𝐶 1 2 3 4

on C1 : x= 1, z= 0, dx= 0, dz= 0, so ∫
C1
y (0) + y (0)dy + 0= 0
on C 2 : y =
2, z =
1 − x 2 , dy ==
0, dz −2 x, so
0 11
∫C 2 xdx + 2(1 − x )0 + x(1 − x )(−2 xdx) =
∫1 (2 x − 2 x + 2 x )dx =

2 2 2 4
1
15
−2
on C3 : x= 0, z= 1, dx= 0, dz= 0, so ∫C 0 + ydy + 0= ∫2
3
ydy= 0
2
on C 4 : y =
−2, z =
1 − x , dy =
0, dz =
−2 xdx, � xydx + yzdy + xzdz
𝐶𝐶
2 2 119
114 1919 2
so ∫ −2 xdx − 2(1 − x )0 + x(1 − x )(−2 xdx) =
= ∫− (−2 x − 2 x=0+−2 x )+dx
0 =
− − =−2
0 15
C4
15 1515
42
Example 2: Using Stokes’ Theorem
∫�C zdx + xdy + ydz
Evaluate  𝐶𝐶
where C is the trace of the cylinder x2 + y2 = 1 in
the plane y + z = 2. Orient C counterclockwise as
viewed from above.
Solution: let F = zi + xj + yk, curl F = i + j + k
g(x, y, z) = y + z – 2 = 0,
upper normal:
∇g 1 1   1 1 
= n = j+ k  ∫ 𝐶𝐶C
� F ⋅ d=
r ∫∫ (i + j + k ) ⋅  2 j + 2 k   dS
∇g 2 2 S

= 2 ∫∫ dS
= 2 ∫∫
= 2dA 2π
S R
43
Physical Interpretation of Curl
By Stokes’ theorem,
F is a conservative vector field if and only if curl F = 0.
Circulation around small circle Cr centered at P0
1
∫�C𝐶𝐶 F · dr ≈ ∫∫ (curl F(P0 )) · n(P0 )dr
r
(curl F (P0 )) ⋅ n(P0 ) =lim 
r →0 A
r
∫� F · dr
C𝐶𝐶r
𝑟𝑟 Sr Use values at P to approximate 𝑟𝑟
0
For small r,
= (curl F (P0 ))· n(P0 ) ∫∫ dS 1
Sr (curl F (P0 )) ⋅ n(P0 ) ≈  ∫�F 
Ar C𝐶𝐶r𝑟𝑟
· dr
= (curl F (P0 ))· n(P0 ) Ar
With same boundary C, the surface integral is the same.

𝐶𝐶
∫∫
� F · dr =� (curl F ) ·k
∇ × 𝐅𝐅 n dS
dA = � ∇ × 𝐅𝐅 � n dS
𝑆𝑆1R 𝑆𝑆2 44
9.15 Triple Integrals
f2 ( x, y )
  dA
∫∫∫ F ( x , y , z ) dV = ∫∫  ∫ f1 ( x, y ) F ( x , y , z ) dz

D R

b g2 ( x ) f2 ( x, y )
∫∫∫ F ( x, y, z )dV = ∫a ∫g ( x ) ∫ f ( x, y ) F ( x, y, z )dzdydx
1 1
D

 ∫∫∫ F ( x, y, z )dV
D
d k2 ( y ) h2 ( y , z )
=∫ ∫k ( y ) ∫h ( y , z ) F ( x, y, z )dxdzdy
c 1 1
45
Applications
Volume: If F(x, y, z) = 1, V = ∫∫∫ dV
D

Mass: If F(x, y, z) = ρ(x, y, z) is density, m = ∫∫∫ ρ ( x, y, z )dV


D

First Moments:
M xy ∫∫∫=
z ρ ( x, y, z )dV , M xz ∫∫∫
= y ρ ( x, y, z )dV , M yz ∫∫∫ x ρ ( x, y, z )dV
D D D

Center of Mass (Centroid if ρ(x, y, z) = a constant):


M yz M xz M xy
= x = ,y = ,z
m m m
46
Example 1: Volume of a Solid
Find the volume of the solid in the first octant bounded by z = 1 – y2,
y = 2x and x = 3 1 3 1− y 2 1 3
=V ∫∫∫
= dV ∫0 ∫y /2 ∫0 dzdxdy
= ∫0 ∫y /2 (1 − y 2 )dxdy
D
Solution:
1 2 3 1 2 1 1 3
= ∫  x − xy  dy = ∫0  3 − 3 y − 2 y + 2 y  dy
0 y /2

1
 3 1 2 1 4 15
= 3 y − y − y + y  =
 4 8 0 8

47
Example 2: Order of Integration
6 4− 2 x /3 3− x /2−3 y /4
Change the order of integration in
∫0 ∫0 ∫0 F ( x, y, z )dzdydx

to dy dx dz.
Solution:

6 4− 2 x /3 3− x /2−3 y /4 3 6− 2 z 4− 2 x /3− 4 z /3
∫0 ∫0 ∫0 F ( x, y, z )dzdydx = ∫
0 ∫0 ∫0 F ( x, y, z )dydxdz
48
Triple Integrals in Cylindrical Coordinates
∫∫∫ F (r , θ , z )dV
D
f2 ( r , θ )

= ∫∫ ∫ F (r , θ , z )dz  dA
R
 f1 ( r , θ ) 
β g 2 (θ ) f2 ( r , θ )
=∫ ∫ ∫ F (r , θ , z )rdzdrdθ
α g (θ ) f ( r , θ )
1 1

Coordinate conversion:
x = r cos θ, y = r sin θ, z = z

2 2 2 y
x +y ,
r = tan θ = , z=
z
x
49
Example 5: Center of Mass
A solid in the first octant has the shape determined by the graph of the
cone= z x 2 + y 2 and the planes z = 1, x = 0 and y = 0. Find the center of
the mass if the density is given by ρ(r, θ, z) = r.
Solution:

π /2 1 1
m ∫∫∫
= rdV ∫ ∫ ∫ r (rdzdrdθ )
0 0 r
D
π /2 1 2 1
 drdθ = π /2 1 2 3 π
= ∫0 ∫0  r
r z ∫0 ∫0 (r − r )drdθ =
24

50
Example 5: Center of Mass
π /2 1 1
M xy
= ∫∫∫
= zrdV ∫0 ∫0 ∫r zr 2 dzdrdθ
D
π /2 1 1 2π 1 2 4 π
= ∫0 ∫0 drdθ = 2 ∫0 ∫0 (r − r )drdθ = 30
2 π /2 1 1 3 1
=M xz ∫∫∫
= r sin θ dV ∫
0 ∫0 ∫r r =
sin θ dzdrdθ
20
D

2 π /2 1 1 3 1
=M yz ∫∫∫
= r cosθ dV ∫
0 ∫0 ∫r r =
cosθ dzdrdθ
20
D

1 / 20 1 / 20 π / 30
x= ≈ 0.38, y = ≈ 0.38, z = ≈ 0.8
π / 24 π / 24 π / 24
51
Triple Integrals in Spherical Coordinates
∫∫∫ F ( ρ , φ , θ )dV
D
β g 2 (θ ) f 2 (φ , θ )
=∫ ∫g (θ ) ∫ f (φ , θ ) F ( ρ , φ , θ ) ρ 2 sin φ d ρ dφ dθ
α 1 1

spherical  rectangular
x ρ= sin φ sin θ , z ρ cos φ
sin φ cosθ , y ρ=
spherical  cylindrical
= r ρ sin φ =
, θ θ= , z ρ cos φ
rectangular  spherical
2 2 2 2 y z
ρ =x +y +z , tan θ = , cos φ =
x x2 + y 2 + z 2
52
Example 7: Moment of Inertia
Find the moment of inertia about the z-axis of
the homogeneous solid bounded between the
spheres x2 + y2 + z2 = a2 and
x2 + y2 + z2 = b2, a < b
Solution: If δ(ρ, φ, θ) = k is the density, then
2 2
=Iz ∫∫∫ ( x + y )kdV .
D

From (5), we have= x 2 + y 2 ρ 2 sin 2 φ , x 2 +=


y2 + z2 ρ 2
The equations of the spheres are= ρ a= , ρ b.
53
Example 7: Moment of Inertia
2π π b 2 2 2
Iz = k ∫ ∫0 ∫a ρ sin φ ( ρ sin φ d ρ dφ dθ )
0
5 b
2π π b 4 3 2π π ρ 
3
∫ ∫ ∫ ρ sin φ d ρ dφ dθ k ∫
k=
0 0 a 0 ∫0 5
sin φ  dφ dθ
a
k 5 2π π
=−(b a ) ∫ ∫ (1 − cos 2 φ )sin φ dφ dθ
5
5 0 0
π
k 5 5 2π  1 3 
= (b − a ) ∫  − cos φ + cos φ  dθ
5 0  3 0
4k 5 2π 8π k 5
= (b − a ) ∫ dθ = (b − a 5 )
5
15 0 15
54
9.16 Divergence Theorem
Another Vector Form of Green’s Theorem
For 2D, F(x, y) = P(x, y)i + Q(x, y)j, unit tangent: T = (dx/ds)i + (dy/ds)j
unit normal: n = (dy/ds)i – (dx/ds)j
 ∂P  ∂Q    ∂P ∂Q 
∫ 𝐶𝐶C
 ∫ 𝐶𝐶C
� (F ⋅ n) ds= � Pdy − Qdx
= ∫∫  ∂x −  − ∂y  =
dA ∫∫  ∂x + ∂y  dA
R R
= ∫∫ div FdA
R
Divergence Theorem

For 3D, F(x, y, z) = P(x, y, z)i + Q(x, y, z)j + R(x, y, z)k


Partial proof
∫∫ (F · n)dS = ∫∫∫ div F dV in textbook
S D 55
Example 1: Verifying Divergence Thm.
2 2 2
D is bounded by x + y + ( z − 1) = 9, 1 ≤ z ≤ 4, and the plane z= 1.
F = xi + yj + ( z − 1)k. Verify the divergence theorem.
Solution:
∫∫∫ div=
F dV ∫∫∫ = 3 dV 3= ∫∫∫ dV 54π
D D D
2 =
S2

∫∫=
S ∫∫S 1
+ ∫∫
S2 S1: g(x, y, z) = x2 + y2 + (z – 1)2
∇g xi + yj + ( z − 1)k x y z −1 x 2 y 2 ( z − 1) 2
n= = 2 = i + j + k F ⋅n = + + = 3
∇g x + y 2 + ( z − 1) 2 3 3 3 3 3 3
 3  2π 3
∫∫ ( F ⋅ n ) ds
= (3)
∫∫  2

2 
dA
= 9 ∫0 ∫0
(9 − r 2 −1/2
) rdrd= θ 54π
S1 R  9 − x − y  56
Example 2: Using Divergence Theorem
IF F = xyi + y2zj + z3k, evaluate ∫∫S (F ⋅ n)dS, where S is the unit cube
defined by 0 ≤ x ≤ 1, 0 ≤ y ≤ 1, 0 ≤ z ≤ 1.
Solution:
We see div F = ∇ ⋅ F = x + 2yz + 3z2. Then
2 1 1 1
∫∫S (F ⋅ n)dS = ∫∫∫ ( y + 2 yz + 3z )dV= ∫0 ∫0 ∫0 ( y + 2 yz + 3 z 2 )dxdydz
D
2 1
1 1 2 1 y 2 2
= ∫0 ∫0 ( y + 2 yz + 3z )dydz= ∫0  2 + y z + 3 yz  dz
0
1
1 1 2  z 1 2 3
= ∫  + z + 3 z  dz =  + z + z  = 2
0 2  2 2 0
57
Physical Interpretation of Divergence
div F: the ratio of the flux of F to the volume of the
1
spherical region: div F ( P0 ) = lim ∫∫ (F · n)dS
r →0 V
r S
r

The equation of continuity for fluid flows:

∂ρ
+ div( ρ F) =
0
∂t

58
9.17 Change of Variables in Multiple Integrals
Change of Variables in a Double Integral
∂ ( x, y )
∫∫ F ( x, y) d A = ∫∫ F ( f (u, v), g (u, v)) ∂(u, v) d A′ dA
dA’
R S
∂x ∂x
∂u ∂v ∂x ∂y ∂x ∂y
Jacobian of the transformation T: = = −
∂y ∂y ∂u ∂v ∂v ∂u
EX2: Jacobian of the transformation ∂u ∂v ∂u ∂u
x = r cos θ, y = r sin θ is ∂ (u , v) ∂x ∂y
Jacobian of T :
-1 =
∂x ∂x ∂ ( x, y ) ∂v ∂v
∂ ( x, y ) ∂r ∂θ cosθ −r sin θ ∂ x ∂y
= = = r
∂ (r ,θ ) ∂y ∂y sin θ r cosθ ∂ ( x, y ) ∂ (u , v)
=1
∂r ∂θ ∂ (u , v) ∂ ( x, y ) 59
Example 3: Changing Variables
Evaluate ∫∫ sin( x + 2 y) cos( x − 2 y)dA
R
Solution:
We start by letting u = x + 2y, v = x – 2y.
: y 0, then=
S1= , v x or=
u x= u v
= ( x, y ) (2π , 0) to (0, 0) =
⇒ (u , v) (2π , 2π ) to (0, 0)
S2 : x = 0, then u =2 y, v =−2 y or u = −v
, y ) (0, 0) to (0, π ) ⇒ (u=
( x= , v) (0, 0) to (−2π , − 2π )
S3 : x=+ 2 y 2π , then
= u 2π
(0, π ) to (2π , 0) ⇒ (u , v) =
( x, y ) = (−2π , − 2π ) to (2π , 2π )

60
Example 3: Changing Variables
The Jacobian matrix is
∂x ∂x 1 1
∂ ( x, y ) ∂u ∂v 2 2 = −1
= =
∂ (u , v) ∂y ∂y 1 1 4

∂u ∂v 4 4
Thus
1
∫∫ sin( x + 2 y)cos( x − 2 y)=
dA ∫∫ sin u cos v − dA '
4
R S
1 2π u 1 2π
sin u sin v ]−u du
u

= ∫
4 0 −u
sin u cos vdvdu ∫
4 0
1 2π 2 1 2π π
=∫ sin udu =∫ (1 − cos 2u )du =
2 0 4 0 2
61
Triple Integrals
D in xyz-space: x = f(u, v, w), y = g(u, v, w), z = h(u, v, w)
E in the uvw-space
Integral: ∫∫∫ F ( x, y, z )dV = ∫∫∫ F ( f (u , v, w), g (u , v, w), h(u , v, w)) ∂ ( x , y , z )
dV ′
D E
∂ (ui, v, w)

where ∂x ∂x ∂x EX: if T (spherical  rectangular) is


∂u ∂v ∂w defined by
∂ ( x, y, z ) ∂y ∂y ∂y x= ρ sin φ cosθ , y= ρ sin φ sin θ , z= x= ρ cos φ
=
∂ (u , v, w) ∂u ∂v ∂w
∂z ∂z ∂z then ∂ ( x, y , z )
∂u ∂v ∂w = ρ 2 sin φ
∂( ρ , φ , θ )
62

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