Vector Integral Calculus.

Integral Theorems

l 1
Introduction

 Work Done Equals the Gain in Kinetic Energy

rk  xk i  yk j
F( xk* , yk* ) u sk
If sk is small, F ( xk , yk ) is constant force, and sk  rk
* *

θ
B
yk j
Approximate work done by F over the subarc is
x k i
C (|| F( xk* , yk* ) || cos  ) || rk || F( xk* , yk* )  rk
 F1 ( xk* , yk* )xk  F2 ( xk* , yk* )yk
A

By summing the elements of work and passing to limit,

W   F1 ( x, y )dx  F2 ( x, y )dy or W   F  dr
C C

The work done by a force F along a curve C is due

entirely to the tangential component of F

2
Line Integrals
 Concept of a line integral
: A simple and natural generalization of a definite integral known from
calculus
 Line Integral or Curve Integral : We integrate a given function (Integrand,
along a curve C in space (or in the plane).

 Path of Integration
C : r(t) = [ x(t) , y(t) , z(t) ] = x(t)i + y(t)j + z(t)k ( a<t<b )

 General Assumption

: Every path of integration of a line integral is assumed to be piecewise

smooth.

Oriented Curve
3
Line Integrals
 Definition and Evaluation of Line Integrals
 A line integral of F(r) over a curve C (= work integral)
b

 F  r   dr   F  r  t    r  t  dt
dr
r 
C a
dt
b

 F  r   dr    F dx  F dy  F dz     F x ' F y ' F z ' dt

C C
1 2 3
a
1 2 3

 The interval a≤t≤b on t-axis: the positive direction, the increasing t

4
 b

10.1 Line Integrals  F  r   dr   F  r  t    r  t  dt

C a

 Example 1 Evaluation of a Line Integral in the Plane

 Find the value of the line integral when F(r) = [– y , – xy ] = – yi – xyj
along C. C : r(t) = [ cos t , sin t ] = cos t i + sin t j, where 0≤ t ≤π/2.
 x(t) = cos t, y(t) = sin t ,

Sol) F(r(t)) = – y(t)i – x(t)y(t)j = – sin t i – cos t sin t j

 By differentiation
 /2
  F  r   dr   0
  sin t,  cos t sin t     sin t, cos t dt
C
r  t     sin t, cos t    sin ti  cos tj

 sin t  cos 2 t sin t dt

 /2
 2
0

1
sin 2 t  1  cos 2t  set cos t  u ,  sin t  du
Example 1
2
 /2 1  1
  1 u 2  du    0   0.4521
0
 1  cos 2t dt 
0 2 4 3
5
Line Integrals

 Simple general properties of the line integral

(5a)  kF dr  k  F dr  k constant 
C C

(5b)  F  G 
C
dr   F dr   G dr
C C

(5c) F dr   F dr   F dr
C C1 C2 Formula (5c)

 Theorem 1 Direction-Preserving Parametric

Transformations
 Any representations of C that give the same positive direction on C
also yield the same value of the line integral

ex) r  t   [2t 2 , t 4 ], 1  t  3  t*  t , r  t *  [2t*, t * ], 1  t*  9

2 2

  F  r *  dr*   F  r   dr
C C
6
10.1 Line Integrals

 Work Done Equals the Gain in Kinetic Energy

rk  xk i  yk j
If sk is small, F ( xk , yk ) is constant force, and sk  rk
* *
F( xk* , yk* ) u sk
θ
B
yk j Approximate work done by F over the subarc is
x k i
(|| F( xk* , yk* ) || cos  ) || rk || F( xk* , yk* )  rk
C
 F1 ( xk* , yk* )xk  F2 ( xk* , yk* )yk
A
By summing the elements of work and passing to limit,
W   F1 ( x, y )dx  F2 ( x, y )dy or W   F  dr
C C

dr dr ds ds
  u( s ) dr = uds
dt ds dt dt
dr dr
W   F  r   dr   F  r (t )   rdt   F  r   uds u , r 
C C C
ds dt
The work done by a force F along a curve C is due entirely to the
tangential component of F
7
Line Integrals

 Ex.4 Work Done Equals the Gain in Kinetic Energy

Let F be a force and t be time, then dr/dt = v, velocity.
By Newton’s second law,
b
W   F dr   F  r  t   v  t  dt
C a

F  mr''  t   mv'  t 
b b
 W   F rdt   mv'  t  v  t  dt
a a

b
v v m 2
t b

  m  dt  v  u  v  '  u ' v  u  v '

a  2  2 t a

8
 W   F  r   dr   F  r (t )   rdt
Line Integrals C C

3 1
 Example (b) F  i j
4 2 y
Find the work done by
(a) F=xi +yj and 1
C
(b) F=¾ i+½ j along the curve C traced
by r(t)=cos t i+sin t j from t=0 to t=π. x
1
Solution) y
3 1 
(a ) F  xi  yj W   F  d r    i  j   dr
1
C

C 4 2 
3 1 
C
   i  j   (  sin ti  cos tj)dt
Q : solve it x
0
4 2 
1
 3
 1 
W   F  dr   ( xi  yj)  dr     sin t  cos t dt
C C 0
 4 2 

  (cos ti  sin tj)  ( sin ti  cos tj)dt 3 1  3

0

  cos t  sin t   
  ( cos t sin t  sin t cos t )dt  0 4 2 0 2
0

9/8
94
 b

Line Integrals  F  r   dr   F  r  t    r  t  dt
C a

 Other Forms of Line Integrals:

 When F  F1i or F2 j or F3k

 F dx,  F dy,  F dz
C
1
C
2
C
3

 When without taking a dot product, we can obtain a line integral whose
value is a vector rather than a scalar
b b

 F  r  dt   F r  t   dt    F r  t   ,
C a a
1 F2  r  t   , F3  r  t    dt

 Ex.5 Integrate F(r) = [ xy , yz , z ] along the helix.

r  t    cos t ,sin t, 3t   cos ti  sin tj  3tk

2 2
 1 3 2
0 F  r  t  dt   2 cos t , 3sin t  3t cos t , 2 t  0
2

 0,  6 , 6 2 
10
Line Integrals

 Theorem 2 Path Dependence

 The line integral generally depends not only on F and on the
endpoints A and B of the path, but also on the path itself which the
integral is taken.

 Ex. Integrate F = [ 0 , xy , 0 ] on the straight segment C1 : r1(t)=[t, t, 0]

and the parabola C2 : r2(t)=[t, t2, 0] with 0 ≤t ≤ 1, respectively.

Sol)
F  r1  t   r1  t   t 2
1
  F  r1  dr1 
C1
3

F  r2  t  
2
r2  t   2t 4   F r 
2 dr2 
C2
5

Proof of Theorem 2
11
Path Independence of Line Integrals

 Theorem 1 Path Independence

 A line integral with continuous F1,F2,F3 in a domain D in space is
path independent in D if and only if F = [F1,F2,F3] is the gradient of
some function f in D (F is gradient field),
 f f f 
B
F  grad f  1

F 
x
, F2 
y
, F3 
z
 

  F dx  F dy  F dz   f  B   f  A 
A
1 2 3

 f f f 
 Proof 
C 1F dx  F dy  F dz   C  dx  dy  dz 
 x y z 
2 3

b  f dx f dy f dz 
     dt
a x dt  
 y dt z dt 

dt  f x(t ), y (t ), z (t ) t  a
b df t b

a dt
 f  x(b), y (b), z (b)   f  x(a ), y (a ), z (a ) 
  F1dx  F2 dy  F3dz   f ( B)  f ( A)
C
A line integral is independent of path.  f ( B)  f ( A)

12
10.2 Path Independence of Line Integrals

 Ex.1 Path Independence

Show that the integral   2 xdx  2 ydy  4 zdz 
C
is path independent in
any domain in space and find its value in the integration from A : (0, 0,
0) to B : (2, 2, 2).

Sol) F   2 x, 2 y, 4z   grad f
f f f
  2 x  F1 ,  2 y  F2 ,  4 z  F3
x y z
 f  x2  y 2  2z 2

Hence the integral is independent of path according to Theorem 1.

  2 xdx  2 ydy  4 zdz   f  B   f  A  f  2, 2, 2   f  0, 0, 0   4  4  8  16

C

13
Path Independence of Line Integrals

 Theorem 2 Path Independence

 The integral is path independent in a domain D if and only if its
value around every closed path in D is zero.

Proof 1) path independence → integral is zero

 F r 
C1
dr   F r 
C2
dr C1 : A  B, C2 : B  A

F  r1  dr   F  r2  dr
B B
  F r  dr   F  r2  dr  0
B B
A A A 1 A

 F r  dr   F  r2  dr  0
B A

A 1 B

 F r 
C
dr  0

The integral around closed path is zero.

Seoul
National 14
Univ.
Path Independence of Line Integrals

 Theorem 2 Path Independence

 The integral is path independent in a domain D if and only if its
value around every closed path in D is zero.

Proof 2) path independence ← integral is zero

for given any points A and B and any two curves C1 and C2 from A to B

 C
F (r ) dr   F (r1 ) dr1   F (r2 ) dr2  0
C1 C2

C1 : A  B, C2 : B  A
B A
A
F(r1 ) dr1   F (r2 ) dr2  0
B

Move 2nd term to the right.

B A B
 A
F(r1 ) dr1    F (r2 ) dr2   F (r2 ) dr2
B A

In conclusion, a line integral is path independent .

15
10.2 Path Independence of Line Integrals

 Work. Conservative and Nonconservative Physical Systems

 Theorem 2: work is path independent in D if and only if its value is
zero for displacement around every closed path in D.
 Theorem 1: this happens if and only if F is the gradient of a
potential in D.

⇒ F and the vector field defined by F are called conservative in D

because mechanical energy is conserved
⇒ no work is done in the displacement from a point A and back to A.

 For instance, the gravitational force is conservative;

 if we throw a ball vertically up, it will return to our hand with the
same kinetic energy it had when it left our hand.
 If this does not hold, nonconservative or dissipative physical system.

16
Path Independence of Line Integrals

 Theorem 3* Path Independence

 The integral is path independent in a domain D in space if and only
if the differential form has continuous coefficient functions F1,F2,F3
and is exact in D.

 F•dr = F1dx + F2dy + F3dz is exact if and only if there is f in D such

that F = grad f.

17
Path Independence of Line Integrals

 Simple connected

A domain D is called simply connected if every closed curve in D

can be continuously shrunk to any point in D without leaving D.

it can shrink to a point in D it can’t shrink to a point in D

continuously continuously

18/
l 18
84
10.2 Path Independence of Line Integrals

 Theorem 3 Criterion for Exactness and Path

Independence
 Let F1,F2,F3 in the line integral,  F  r   dr    F1dx  F2 dy  F3dz 
C C
be continuous and have continuous first partial derivatives in a
domain D in space.
a. If the differential form F•dr = F1dx + F2dy + F3dz is exact in D

– and thus line integral is path independent (from Theorem 3*),-

F3 F2 F1 F3 F2 F1
then in D, curl F = 0 ; in components y  z , z  x , x  y .
 i j k 
 
 curl F            
  3  2 , 1  3 , 2  1 
F F F F F F
 x y z  y z z x x y  
 F1 F2 F3 
 

Proof a) From Theorem 3*, F = grad f  curl F = curl (grad f) = 0

19
Path Independence of Line Integrals

 Theorem 3 Criterion for Exactness and Path

Independence
b. If curl F = 0 holds in D and D is simply connected,

then F•dr = F1dx + F2dy + F3dz is exact in D

and thus line integral is path independent.

Proof b)

To prove this, we need “Stokes’s theorem” that will be presented later.

20
Exact ODEs, Integrating Factors

 Exact Differential Equation (완전미분 방정식):

The ODE M(x, y)dx +N(x, y)dy = 0 whose the differential form M(x, y)dx +N(x, y)dy
u u
is exact (완전미분), that is, this form is the differential du  dx  dy of u(x, y)
x y
M(x, y) N(x, y)
 If ODE is an exact differential equation, then

M  x, y  dx  N  x, y  dy  0  du  0  u  x, y   c
M N  M   u   2u   u  N 
 Condition for exactness:         
y x  y y  x  xy x  y  x 

 Solve the exact differential equation.

u u
M  x, y    u  x, y    M  x, y  dx  k  y    N  x, y  
dk
& k  y
x y dy
u u
N  x, y    u  x, y    N  x, y  dy  l  x    M  x, y   dl
& l  x
y x dx

21
Path Independence of Line Integrals

 Ex.3 Exactness and Independence of Path.

Determination of a Potential
Show that the differential form under the integral sign of
I    2 xyz 2 dx   x 2 z 2  z cos yz  dy   2 x 2 yz  y cos yz  dz 
C

is exact, so that we have independence of path in any domain, and

find the value of I from A: (0, 0, 1) to B: (1, π/4, 2).
Solution)
Exactness:  F3  y  2 x 2 z  cos yz  yz sin yz   F2  z ,

 F1  z  4 xyz   F3  x ,
 F2  x  2 xz 2   F1  y
F3 F2 F1 F3 F2 F1
 ,  , 
y z z x x y
22
Path Independence of Line Integrals

 Ex.3 Exactness and Independence of Path.

Determination of a Potential
Show that the differential form under the integral sign of
I    2 xyz 2 dx   x 2 z 2  z cos yz  dy   2 x 2 yz  y cos yz  dz 
C
A: (0, 0, 1) to B: (1, π/4, 2)
 f f f 
To find f F  grad f  F1  , F2  , F3  
x y z 


f   F2 dy    x 2 z 2  z cos yz dy  x 2 yz 2  sin yz  g  x, z 

f x  2 xyz 2  g x  F1  2 xyz 2  gx  0  g  hz

f z  2 x 2 yz  y cos yz  h '  F3  2 x 2 yz  y cos yz  h'  0  h  const

(If we assume h = 0)

 
 f  x 2 yz 2  sin yz , f  B   f  A   1  4  sin  0   1
4 2

23
Path Independence of Line Integrals

Example P
x
 y2  5


Show that the vector field Q  2 xy  8
y
F=(y2+5)i+(2xy-8)j is a gradient field.
   ( y 2  5)dx  y 2 x  5 x  g ( y )
Find a potential function for F

(F = grad ).  2 xy  g ( y )
y
Solution)  g ( y )  8, g ( y )  8 y  C
F  ( y 2  5)i  (2 xy  8) j
 P( x, y )i  Q( x, y ) j   y 2 x  5x  8 y  C

P Q  
 2 y,  2y   i i  ( y 2  5)i  (2 xy  8) j
y x x y
P Q
 (exact)
y x

∴Vector field F is a gradient field.

24
Path Independence of Line Integrals

 Ex.4 On the Assumption of Simple Connectedness

y x
Let F1   , F2  , F3  0 (not defined in the origin).
x y
2 2
x y
2 2

F3 F2 F1 F3 F2 F1

Differentiation show that  ,  ,  is satisfied in
y z z x x y
any domain of the xy-plane not containing the origin in the domain D:
1 3
 x2  y2 
2 2
Solution)
F3 F2 F1 F3
1) F1 and F2 do not depend on z, and F3 = 0   , 
y z z x
By differentiation:
F2 x 2  y 2  x  2 x y2  x2 x2  y 2  y  2 y y2  x2 F
     1
x  x2  y 2   x2  y 2   x2  y 2   x 2  y 2  y
2 2 2 2

2) D is not simply connected

⇒ the integral on any closed curve in D is not zero.
Seoul
National 25
Univ.
Path Independence of Line Integrals

 Ex.4 On the Assumption of Simple Connectedness

y x
Let F1   2 , F2  2 , F3  0
x  y2 x  y2

3) For example, on the circle x2 + y2 = 1,

x = rcos θ, y=rsin θ, r=1⇒ dx = -sin θ dθ, dy = cos θ dθ
 ydx  xdy
I   ( F1dx  F2 dy )  
c c x2  y 2
2
sin 2  d  cos 2  d d d
    2
c 1 c 1 0 1
≠0 (integral is not zero)
“Since D is not simply connected, we cannot apply
Theorem 3 and I is not independent of path in D.”

26
Double Integrals

 Double integral
: Volume of the region between the surface defined by the function
and the plane
 Definition of the double integral
 Subdivide the region R by drawing parallels to the x- and y-axes.

 Number the rectangles that are entirely within R from 1 to n.

 In each such rectangle we choose a point (xk, yk ) in the kth

rectangle, whose area is ΔAk

Subdivision of a region R

27
Double Integrals

 The length of the maximum diagonal of the rectangles approaches

zero as n approaches infinity.
n
 We form the sum J n   f  xk , yk  ΔAk
k 1

 Assuming that f (x , y) is continuous in R and R is bounded by finitely

many smooth curves,

 one can show that this sequence J n1 , J n2 , converges and its

limit is independent of the choice of subdivisions and corresponding
points (xk, yk ).

 This limit is called the double integral of

f (x , y) over the region R.

 f  x, y dxdy
R
or  f  x, y dA
R
Subdivision of a region R

28
Double Integrals

 Properties of double integrals

 kf dxdy  k  f dxdy  k constant 

R R

  f  g dxdy   f dxdy   gdxdy

R R R

 f dxdy   f dxdy   f dxdy See Figure 

R R1 R2

 Mean Value Theorem

 R is simply connected, then there exists at least one point
(x0, y0 ) in R such that we have

 f  x, y dxdy  f  x , y  A
R
0 0

where A is the area of R.

29
Calculus Review: Double Integrals

 Evaluation of Double Integrals by Two Successive

Integrations
b  h x  
 f  x, y dxdy     f  x, y dy dx
R a 
 g x 

Evaluation of a double integral

d  q y  
 f  x, y dxdy     f  x, y dx dy
R c 
 p y  

Evaluation of a double integral

l 30
Double Integrals

 Applications of Double Integrals: Area

n
when f ( x, y )  1 on R, then lim
||P ||0
 A simply give the area A of the region
k 1

 f ( x, y)dA  lim  f ( x , y )A (1) z

* *
k k k
||P||0
R k 1

A   dA
R
surface z  1

x R
( xk* , yk* ,0)

31
Double Integrals

 Applications of Double Integrals: Volume

If f ( x, y )  0 on R, then the product f ( xk* , yk* )Ak give the volume of
n
rectangular prism. The summation of volume  f ( x , y )A
k 1
*
k
*
k k is
approximation to the volume V, of the solid above the region R and
below the surface z  f ( x, y ) z
surface z  f ( x, y )
f ( xk* , yk* )

The limit of this sum as || P || 0

V   f ( x, y )dA k
j
R i
y

x R
( xk* , yk* ,0)
32
Double Integrals

 Applications of Double Integrals

 Let f (x, y) be the density (= mass per unit area) of a distribution of
mass in xy-plane
 Total mass M in R: M   f  x, y  dxdy
R
 Center of gravity of the mass in R:
1 1
x
M R xf  x, y  dxdy, y  M  yf  x, y  dxdy
R

 Moments of inertia of the mass in R about the x- and y-axes

I x   y 2 f  x, y  dxdy, I y   x 2 f  x, y  dxdy
R R
 Polar moment of inertia about the origin of mass in R:

I 0  I x  I y    x 2  y 2  f  x, y  dxdy
R

33
Double Integrals

 Change of Variables in Double Integrals. Jacobian

M   f  x, y  dxdy
R

How to apply????

Polar coordinate

Change of variables !!
 /2 1  /2
1 
M   dxdy    rdrd   d 
R 0 0 0
2 4

34
Double Integrals

 Change of Variables in Double Integrals. Jacobian

 A change of variables in double integrals from x, y to u ,v
  x, y 
 f  x, y  dxdy   f  x  u, v  , y  u, v   dudv
R R*
  u, v 
x x
  x, y  u v x y x y
 Jacobian: J   
  u , v  y y u v v u
u v
 Polar coordinates: x = rcos θ, y=rsin θ
x x
  x, y  r  cos  r sin 
J   r
  r ,   y y sin  r cos 
r 
 f  x, y  dxdy   f  r cos θ , r sin θ  rdrd
R R*

35
Double Integrals

 Ex. 1 Evaluate the double integral over the square R

x x

   dxdy   x, y  u v
x 2
 y 2
J 
R
  u , v  y y
u v

 1 1 
Sol) Transformation x + y = u, x – y = v  x   u  v  , y   u  v  
 2 2 
Q : solve it
1 1
  x, y  2 2 1
J  
  u, v  1 1 2

2 2
  x, y 
 f  x, y  dxdy   f  x  u, v  , y  u, v   dudv
R R*
  u, v 
2 2
   x 2  y 2  dxdy     2
1 2 2 1 8
u  v dudv  Region R in Example 1
R 0 0
2 3 Seoul
National 36
Univ.
Double Integrals

 Ex.2 Double Integrals in Polar Coordinates.

 Let f (x, y) = 1 be the mass density in the region, Find the total mass, the
center of gravity, and the moments of inertia Ix, Iy, I0.

Sol)   x, y  cos  r sin 

J 
  r ,   sin  r cos 
 r,  f  x, y  dxdy   f  r cos θ , r sin θ  rdrd
R R*

 /2 1  /2
1 
M   dxdy    rdrd   d 
R 0 0 0
2 4
 /2 1  /2
4 4 1 4
x
 
0 0
 r cos  rdr d   
0
3
cos  d 
3
 0.4244

4
y
3 1 1
x
M  xf  x, y  dxdy, y 
R
M  yf  x, y  dxdy
R

37
Double Integrals

 Ex.2 Double Integrals in Polar Coordinates.

 Let f (x, y) = 1 be the mass density in the region, Find the total mass, the
center of gravity, and the moments of inertia Ix, Iy, I0.

Sol)
 /2 1  /2
4 1 2
Ix    y dxdy     r
2 2
sin  rdr d 
2
 sin  d
R
0 0 0
4
 /2
1 1  
 
0
8
(1  cos 2 ) d    0    0.1963
8 2  16

Iy 
16

I0  I x  I y 
8 I x   y 2 f  x, y  dxdy, I y   x 2 f  x, y  dxdy
R R

38
Green’s Theorem in the Plane

 Theorem 1 Green’s Theorem in the Plane

 Let R be a closed bounded region in the xy-plane whose boundary C
consists of finitely many smooth curves.
 Let F1(x,y) and F2(x,y) be functions that are continuous and have
continuous partial derivatives F1 and F2 everywhere in some
domain containing R. Then y x
 F2 F1 
R  x  y  dxdy    F dx  F dy 
C
1 2

Here we integrate along the entire boundary C of R in such a sense

that R is on the left as we advance in the direction of integration.
 i j k 
 
 Vectorial form  curl F 


x

y
  F F F F F F 
  3  2 , 1  3 , 2  1 
z  y z z x x y  
 F1 F2 F3 
 

F   F1 , F2   F1i  F2 j

   curl F   kdxdy   F  dr
R C
Region R whose boundary C
consists of two parts Seoul
l 39
  F2 F1 
Green’s Theorem in the Plane R  x  y  dxdy    F dx  F dy 
C
1 2

 Ex. 1 Verification of Green’s Theorem in the Plane

F1 = y2 -7y, F2 = 2xy+2x and C the circle x2 + y2 = 1.

 F2 F1 
1) R  x  y  dxdy  R  2 y  2   2 y  7 dxdy  9R dxdy  9
(Circular disk R has area .)
2) We must orient C counterclockwise ⇒ r(t) = [cost, sint], r′(t) = [-sint,
cost]
F1  y 2  7 y  sin 2 t  7 sin t, F2  2 xy  2 x  2 cos t sin t  2 cos t
2π
        t  7 sin t    sin t   2  cos t sin t  cos t  cos t  dt
  2
F1 x' F2 y' dt sin
C 0
2π
    sin t  7 sin 2 t  2 cos 2 t sin t  2 cos 2 t  dt
3

 0  7 π - 0  2π  9 π

40
Green’s Theorem in the Plane

 Proof of Green’s Theorem  F2 F1 

R  x  y  dxdy    F dx  F dy 
C
1 2

 F2 F1 
C F1dx  F2 dy  R  x  y  dA

Proof) R : g1 ( x)  y  g2 ( x), a  x  b
F1 b g 2 ( x ) F y  g2 ( x)
  dA     1
dydx y
R
y a g1 ( x ) y
b
   [ F1 ( x, g 2 ( x))  F1 ( x, g1 ( x))]dx R
a
b b
  F1 ( x, g1 ( x))dx   F1 ( x, g 2 ( x))dx y  g1 ( x)
a a
b a
  F1 ( x, g1 ( x))dx   F1 ( x, g 2 ( x))dx a b x
a b

  C
F1 ( x, y )dx
Seoul
National 41
Univ.
10.4 Green’s Theorem in the Plane

 Proof of Green’s Theorem  F2 F1 

R  x  y  dxdy    F dx  F dy 
C
1 2

 F2 F1 
C F1dx  F2 dy  R  x  y  dA

Proof) R : h1 ( y)  x  h2 ( y), c  y  d
F2 d h2 ( y ) F
R x dA  c h1 ( y ) x dxdy
2 y
d x  h ( y)
1

d
  [ F2 (h2 ( y ), y )  F2 (h1 ( y ), y )]dy R
c
d d
  F2 (h2 ( y ), y )dy   F2 (h1 ( y ), y )dy x  h2 ( y )
c c c
d c
  F2 (h2 ( y ), y )dy   F2 (h1 ( y ), y )dy x
c d b
  C
F2 ( x, y )dy
Seoul
National 42
Univ.
  F2 F1 
10.4 Green’s Theorem in the Plane R  x  y  dxdy    F dx  F dy 
C
1 2

Region with Holes

 F2 F1   F2 F1   F2 F1 

R  x  y  dA  R  x  y  dA  R  x  y  dA
1 2

 C1
F1dx  F2 dy   C2
F1dx  F2 dy

 F1dx  F2 dy (C=C1∪C2 )
C

C1 R2
C2
C2
R1
C1
Seoul 43/
National 43
33
Univ.
  F2 F1 
10.4 Green’s Theorem in the Plane R  x  y  dxdy    F dx  F dy 
C
1 2

 Some Applications of Green’s Theorem

 Ex. 2 Area of a Plane Region as a Line Integral Over the Boundary
R의 넓이 (=A)

F1  0, F2  x   dxdy   xdy 1
R C A
2   xdy  ydx 
F1   y, F2  0   dxdy    ydx
C

R C

 Ex. 3 Area of a Plane Region in Polar Coordinates

Polar coordinates x = r cos θ, y = r sin θ
⇒ dx = cos θ dr – r sinθ dθ, dy = sin θ dr + rcos θ dθ

1
A
2   xdy  ydx 
C

1 1 2
 C 
  r cos   sin  dr  r cos  d    r sin   cos  dr  r sin  d   2  r dθ
 
2 C

Seoul
National 44
Univ.
  F2 F1 
10.4 Green’s Theorem in the Plane R  x  y  dxdy    F dx  F dy 
C
1 2

 Ex. 4 Transformation of a Double Integral of the Laplacian of a Function

(∇2w) into a Line Integral of Its Normal Derivative ( w )
n
w(x,y) is continuous and has continuous first and second
partial derivatives in a domain of the xy-plane containing
a region R of the type indicated in Green’s theorem.
We set F   w , F  w
y x
1 2

1. F2  F1   2 w   2 w   2 w   F2 F1 

R  x  y  dxdy  R  wdxdy
2

x y x
2 2
y
 dx dy   w dx w dy 
2.   F1dx  F2 dy     F1  F2 ds      ds  dx dy   dy dx 
C C  ds ds   y
C
ds x ds  r  n   ,     ,   0
 ds ds   ds ds 
w dy w dx  w w   dy dx  w
here,    ,   ,     grad w   n  Du f ( x, y)  f ( x, y)  u
x ds y ds  x y   ds ds  n

w w
    wdxdy 
 C n ds
2
ds
C
n R

Seoul
National 45
Univ.
 w w
10.4 Green’s Theorem in the Plane F1  
y
, F2 
x

 Ex. 4 Transformation of a Double Integral of the Laplacian of a Function

(∇2w) into a Line Integral of Its Normal Derivative ( w )
n
2w 2w   w    w 
R   R x 2 y 2
  R x  x   y  y  dxdy
2
wdxdy dxdy

F2 F1 F1 F2
  w    w   w w   F2 F1 
 
R
    dxdy    
x  x  y  y  C 
y
dx 
x
dy 

R  x  y  dxdy    F dx  F dy 
C
1 2

 w dx w dy   w w   dy dx 
  
C 
y ds

x ds
ds 

C  x , y   ds ,  ds ds    grad w  n ds
C

w
  n
ds
C
“결국 앞 페이지의 F1, F2 는 과정을 쉽게 하기
w 위해 도입한 것이지, 위 식이 성립하는데 어떤
   wdxdy   ds
2
전제조건도 되지 않는다. 즉, 본 식은 일반적으
R C
n 로 어느 scalar w에 대해서 성립한다.”

Seoul
National 46
Univ.
Example Flow of a Compressible Fluid.
비압축성 유체(Incompressible fluid)라고 가정하면,

 Continuity Equation
 u v w 
 V  0     0 
    V   0 (divergence)  x y z 
t   const
 Velocity Potential
  
V  grad  V  ui  vj  wk  i j k
x y z

 u v w 
V  0     0 
 x y z 

 2  2  2
    2
 0
x 2
y 2
z 2

Seoul
National 47
Univ.
Example Flow of a Compressible Fluid.
w
  wdxdy 
 C n ds
2

 Physical Meaning R

 Incompressible fluid when continuity equation is satisfied,

C의 normal 방향으
로의 유체의 속도
 2  0

   dxdy  0
 2 C n ds  0
R

경계 C를 통해 단
위 시간당 들어오
고 나온 유체의
양=0

Seoul
National 48
Univ.
Example Flow of a Compressible Fluid.

 Physical Meaning
 Incompressible fluid but continuity equation is NOT satisfied,
ex) a source to add flux x direction, no flux in y direction      0
2

2
y y
속도u의 변화량 C
 u  2 
u ( x0 , y )  ( x0 , y )  u ( x1 , y )  ( x1 , y ) R
x x x 2 x n  (1, 0) n  (1, 0)

R
y Source 경계를 통해 단위 시간당
빠져나가는 유체의 양
x   
 n  x
x1
x0
ds    dy
C x0 x x1

x1  2 
x1
  u ( x0 , y )  u ( x1 , y )dy
   dxdy      x dy   u ( x1 , y )  u ( x0 , y )dy
2
dxdy
R
x0 x 2 x0

속도의 변화량의 적분 양 경계에서의 단위시간당 속도차

= 생성되는 유체의 양
Seoul
National 49
Univ.
10.5 Surfaces for Surface Integrals

 Representation of Surfaces: z = f (x, y) or g(x, y, z) = 0

 Curve C: r = r(t), where a ≤ t ≤ b
 Surface S: r(u,v) = [x(u,v) , y(u,v) , z(u,v)] = x(u,v) i + y(u,v) j + z(u,v) k
where (u,v) varies in some region R of the uv-plane

Parametric representation of a curve Parametric representation of a surface

Seoul
National 50
Univ.
10.5 Surfaces for Surface Integrals

 Ex. 1 Parametric Representation of a Cylinder

 The circular cylinder x2 + y2 = a2, -1 ≤ z ≤ 1, has radius a, height 2,
and the z-axis as axis
 Parametric representation:
r(u,v) = [a cos u, a sin u, v] = a cos u i + a sin uj + vk
 The parameters u, v vary in the rectangle R : 0 ≤ u ≤ 2π, -1 ≤ v ≤ 1 in
the uv-plane
 The components of r are x = a cos u, y = a
sin u, z = v
 The curves u = const are vertical straight
lines.
 The curves v = const are parallel circles.

“cylinder surface를 u, v 사각형 구간으

로 변환해야 2차원 적분이 쉽다.” Parametric representation of a cylinder
Seoul
National 51
Univ.
10.5 Surfaces for Surface Integrals

 Ex. 2 Parametric Representation of a Sphere

A sphere x2 + y2 + z2 = a2 can be represented in the form
r(u,v) = a cos v cos u i + a cosv sin u j + a sin v k
where the parameters u, v vary in the rectangle
 
R : 0  u  2 ,   v  “u, v 사각형 구간”
2 2
Another parametric representation is
r(u,v) = a cos u sin v i + a sin u sin v j + a cos v k
where
R : 0  u  2 , 0  v  

Parametric representation of a sphere

Seoul
National 52
Univ.
10.5 Surfaces for Surface Integrals

 Tangent Plane and Surface Normal

 Tangent Plane: A Plane which is formed by the tangent vectors of
all the curves on a surface S through a point P of S

 Normal Vector: A vector perpendicular to the tangent plane

scalar
 S: r = r(u, v) and C:        
r t  r u t ,v t
dr r du r dv r r
 Tangent vector: r  t      
u  v
dt u dt v dt u v
r
 : tangent vector along u direction at P of
u
a curve r(u) when v = const like r′(t)

r
 : tangent vector along v direction at P of
v
a curve r(v) when v = const like r′(t) Tangent plane and normal vector
Seoul
National 53
Univ.
10.5 Surfaces for Surface Integrals

 Tangent Plane and Surface Normal

 Tangent Plane: A Plane which is formed by the tangent vectors of
all the curves on a surface S through a point P of S

 Normal Vector: A vector perpendicular to the tangent plane

 Normal vector:

N  ru  rv  0
 Unit normal vector:
1 1
n N ru  rv
N ru  rv

Tangent plane and normal vector

Seoul
National 54
Univ.
10.5 Surfaces for Surface Integrals

 Tangent Plane (접평면) and Surface Normal (곡면 법선)

 S is represented by g(x, y, z) = 0
 S is a smooth surface if its surface normal depends continuously on
the point of S
 S is piecewise smooth if it consists of finitely many smooth portions.

1
n grad g g(x, y, z) = 0
grad g Tangent plane
g
C
S
P z
r
x o
y
Normal vector for surface g(x, y, z) = 0

Seoul
National 55
Univ.
10.5 Surfaces for Surface Integrals

 Theorem 1 Tangent Plane and Surface Normal

 If a surface S is given by r(u,v)=[x(u,v) , y(u,v) , z(u,v)] with continuous
ru and rv satisfying N = ru x rv at every point of S,
 then S has at every point P a unique tangent plane passing through
P and spanned by ru and rv,
 and a unique normal whose direction depends continuously on the
points of S. A normal vector is given by N = ru x rv and the
corresponding unit normal vector by
1 1
n N ru  rv
N ru  rv

 Ex. 4 Unit Normal Vector of a Sphere

The sphere g(x,y,z) = x2 + y2 + z2 – a2 = 0 has the unit normal vector

1 x y z x y z
n  x, y , z   grad g   , ,   i  j  k
grad g a a a a a a

Seoul
National 56
Univ.
 b

10.6 Surface Integrals  F  r   dr   F  r  t    r  t  dt

C a

 Surface Integral
S : r(u,v) = [x(u,v), y(u,v), z(u,v)] = x(u,v)i + y(u,v)j + z(u,v)k
 Normal vector: N  ru  rv  0
1 1
 Unit normal vector: n N ru  rv
N ru  rv

 Surface integral over S:  F  ndA   F  r  u, v    N  u, v  dudv

S R

N  ru  rv : the area of the parallelogram with sides ru and rv

(평행사변형)
dA  N dudv

 ndA  n N dudv  Ndudv

Seoul
National 57
Univ.
10.6 Surface Integrals

ndA  n N dudv  Ndudv ?

r
r (u , v  v)  r (u , v)  v
v

A
r (u , v) r
r (u  u , v)  r (u , v)  u
u

v
u
r r r r
(u, v  v) (u  u, v  v) A  u  v   u v
u v u v
R
dA  ru  rv dudv, N  ru  rv
(u, v) (u  u, v)

 dA  N dudv

Seoul
National 58
Univ.
10.6 Surface Integrals

 Surface Integral (면적분)  F  ndA   F  r  u, v    N  u, v  dudv

S R
Fn : the normal component of F
When F = ρv (density x velocity vector of the flow)
 flux across S = mass of fluid crossing S per unit time

 In components
Here, α, β, γ are the angles between n and the coordinate axes.

F   F1 , F2 , F3  , N   N1 , N 2 , N 3  , n  cos  , cos  , cos  

ni
 F  ndA    F cos   F cos   F cos   dA
cos    n  i  n1
1 2 3 | n || i |
S S n j
cos    n  j  n2

   F1 N1  F2 N 2  F3 N 3  dudv
| n || j |
n k
cos    n  k  n3
R | n || k |

cos  dA  dydz , cos  dA  dzdx, cos  dA  dxdy

   F1dydz  F2 dzdx  F3dxdy 

S

Seoul
National 59
Univ.
10.6 Surface Integrals

 Ex. 1 Flux Through a Surface  F  ndA   F  r  u, v    N  u, v  dudv

S R
 Compute the flux of water through
the parabolic cylinder: S : y=x2 , 0 ≤ x ≤ 2, 0 ≤ z ≤3
velocity vector: v = F =[3z2, 6, 6xz] (m/sec)
F = ρv, the density ρ = 1gm/cm3 = 1ton/m3

Sol) Representation S: r = [u, u2, v] (0 ≤ u ≤ 2, 0 ≤ v ≤3)

By differentiation and by the definition of the cross product
N  ru  rv  1, 2u, 0   0, 0, 1   2u,  1, 0 
 F  S   N  6uv 2  6
By integration
3 2 3

 F  ndA     6uv  6 dudv    3u v  6u 

2
2 2 2
dv
u 0
S 0 0 0
3
  12v  12 dv   4v  12v   72  m 
3 3
2 3

0
v 0  sec 
Seoul
National 60
Univ.
10.6 Surface Integrals  F  ndA   F  r  u, v    N  u, v  dudv
S R

 Ex. 1 Flux Through a Surface

 Compute the flux of water through
the parabolic cylinder: S : y=x2 , 0 ≤ x ≤ 2, 0 ≤ z ≤3
velocity vector: v = F =[3z2, 6, 6xz] (m/sec)
F = ρv, the density ρ = 1gm/cm3 = 1ton/m3

Sol) Representation S: r = [u, u2, v] (0 ≤ u ≤ 2, 0 ≤ v ≤3)

 F  ndA    F dydz  F dzdx  F dxdy 

S S
1 2 3

N  N n  N  cos  , cos  , cos    [2u,  1, 0], cos   0, cos   0, cos   0

-/2<α<0  cos α>0, /2<β<  cos β< 0, γ=/2  cos γ=0

3 4 2 3 3 2

 F  ndA    3z dydz    6dzdx   4(3z )dydz   6  3 dx  72

2 2

S 0 0 0 0 0 0

Seoul
National 61
Univ.
10.6 Surface Integrals

 Ex. 2 Surface Integral

F =[x2 , 0, 3y2], x + y + z =1. Evaluate  F  ndA   F r  u, v    N  u, v  dudv
S R

Sol) Representation S  Representation R (곡면 S의 xy-plane으로의 투영)

x = u, y = v,  z = 1 – x –y = 1 – u –v
R r(u, v ) = [u, v, 1 – u – v ]
0 ≤ u ≤ 1 – v , 0 ≤ v ≤1

N  ru  rv  1, 0,  1   0, 1,  1 = 1, 1, 1

F( S ) N  [u 2 , 0,3v 2 ] 1, 1, 1  u 2  3v 2

1 1 v

 F  ndA   (u  3v 2 )dudv    (u  3v 2 )dudv

2 2

S R 0 0

1 
1
1
   (1  v)3  3v 2 (1  v)  dv 
0  
3 3
Seoul
National 62
Univ.
10.6 Surface Integrals

 Orientation (방향) of Surfaces

 The value of the integral depends on the choice of the unit normal
vector n.
 An oriented surface S (방향을 가진 곡면, 유향곡면): a surface S on
which we have chosen one of the two possible unit normal vectors
in a continuous fashion
 If we change the orientation of S, this means that we replace n
with –n.

 Theorem 1 Change of Orientation in a Surface Integral

The replacement of n by -n corresponds to the multiplication of the
integral by -1

Seoul
National 63
Univ.
10.6 Surface Integrals

 Orientation of Piecewise Smooth Surfaces

 S is orientable (방향을 가질 수 있는) if the positive normal direction can be
continued in a unique and continuous way to the entire surface.
 For a smooth orientable surface S with boundary curve C we may associate
each of the two possible orientations of S with an orientation of C.
 A piecewise smooth surface is orientable (방향을 가질 수 있는) if we can
orient each smooth piece of S so that along each curve C* which is a
common boundary of two pieces S1 and S2.
 The positive direction of C* relative to S1 is opposite to the direction of C*
relative to S2.

(A) Smooth surface (B) Piecewise smooth surface

Orientation of a surface
Seoul
National 64
Univ.
10.6 Surface Integrals

 Nonorientable (방향을 가질 수 없는) Surfaces

 A sufficiently small piece of a smooth surface is always orientable.
This may not hold for entire surfaces. Ex. Möbius strip

Möbius strip

Seoul
National 65
Univ.
10.6 Surface Integrals  F  ndA   F  r  u, v    N  u, v  dudv
S R

 Surface Integrals Without Regard to Orientation

 Another type of surface integral disregarding the orientation
 G  r dA   G  r  u, v   N  u, v  dudv
S R

Here dA  N dudv  ru  rv dudv is the element of area of S.

 Mean value theorem for surface integrals

If R is simply connected and G(r) is continuous in a domain containing R,
then there is a point in R such that

 G  r dA  G  r  u , v   A
S
0 0 (A: Area of S )

 Area of A: A  S    dA   ru  rv dudv
S R

Seoul
National 66
Univ.
10.6 Surface Integrals

 Ex. 4 Area of a Sphere (구의 겉넓이)

For a sphere r(u, v) = [a cos v cos u, a cos v sin u, a sin v],

Sol) 0 ≤ u ≤ 2π, - π /2 ≤ v ≤ π /2 , we obtain by direct calculation

ru  rv  a 2 cos2 v cos u, a 2 cos 2 v sin u, a 2 cos v sin v 

Using cos2u + sin2u = 1, cos2v + sin2v = 1

ru  rv  a  cos v cos u  cos v sin u  cos v sin v 

1
2 4 2 4 2 2 2 2
 a 2 cos v

 
2 2 2
 A S   a 2
  cos v dudv  2 a 2
 cos vdv  4 a 2
 0 
2 2

Seoul
National 67
Univ.
10.6 Surface Integrals

(r , , z )
Spherical → Cylindrical


r   sin    z   cos 
Spherical → Cartesian
r x  r sin  cos  y  r sin  sin  z  r cos 
Cartesian → Spherical

y   cos 1 ( z
r x y z
2 2 2
  tan ( )1 )
x x y z
2 2 2

Seoul
National 68
Univ.
10.6 Surface Integrals  G  r dA   G  r  u, v   N  u, v  dudv
S R

 Representations z = f ( x , y )
 If a surface S is given by z = f (x , y)

N  ru  rv  1,0, fu   0,1, fv    fu ,  fv ,1  1  fu 2  fv 2

2
 f   f 
2

 Surface integral:  G  r dA   G  x, y, f  x, y  

S R*
1       dxdy
 x   y 

Here, R*: projection of S into the xy-plane

2
 f   f 
2

 Area: A  S    1       dxdy
R*  x   y 

Seoul
National 69
Univ.
10.7 Triple Integrals. Divergence Theorem of Gauss
 Triple integral for an integral of a function f (x, y, z)
 We subdivide T by planes parallel to the coordinate planes.
 We consider those boxes of the subdivision that lie entirely inside T, and
number them from 1 to n.
 In each such box we choose an arbitrary point, say, (xk, yk, zk) in box k.
 The maximum length of all edges of those n boxes approaches zero as n
approaches infinity.
 The volume of box k we denote by ΔVk. We now form the sum
z
n T
J n   f  xk , yk , zk  ΔVk
k 1

( xk , yk , zk )
x
Seoul
National 70
Univ.
10.7 Triple Integrals. Divergence Theorem of Gauss

 Theorem 1 Divergence Theorem of Gauss (발산이론)

Let T be a closed bounded region in space whose boundary is a
piecewise smooth orientable surface S. Let F(x,y,z) be a vector
function that is continuous and has continuous first partial derivatives
in some domain containing T. Then

 div FdV   F  ndA

T S

In components of F=[F1, F2, F3] and of the outer unit normal vector
n   cos  , cos  , cos   of S, formula becomes

 F1 F2 F3 

    dxdydz    F1 cos   F2 cos   F3 cos  dA    F1dydz  F2 dzdx  F3dxdy 
T 
x y z  S S

Seoul
National 71
Univ.
10.7 Triple Integrals. Divergence Theorem of Gauss

Proof)
F1 F2 F3

T
( 
x y

z
)dxdydz   ( F1 cos   F2 cos   F3 cos  )dA
S

  ( F1dydz  F2 dzdx  F3 dxdy)

S

This equation is true if and only if the integrals of each component

on both sides are equal
F1
(3)  dxdydz   F1 cos  dA   F1dydz
T
x S S

F2
(4)  dxdydz   F2 cos  dA   F2 dxdz
T
y S S

F3
(5)  dxdydz   F3 cos  dA   F3 dxdy
T
z S S

Seoul
National 72
Univ.
10.7 Triple Integrals. Divergence Theorem of Gauss
Proof continued)
F3
(5) 
T
z
dxdydz   F3 cos  dA
S

We first prove (5) for a special region T that is bounded by a piecewise smooth
orientable surface S and has the property that any straight line parallel to
any one of the coordinate axes and intersecting T has at most one segment
(or a single point)
It implies that T can be represented in the form
(6) g ( x, y )  z  h ( x , y )
S1 : h( x, y)
S 2 : g ( x, y)

Seoul
National 73
Univ.
10.7 Triple Integrals. Divergence Theorem of Gauss
S1 : h( x, y)
Proof continued) S 2 : g ( x, y)
F3
(5)  dxdydz   F3 cos  dA
T
z S

F3  h ( x , y ) F3 

T
z
dxdydz    
R 
g ( x , y )
dz  dxdy
z 
  F3[ x, y, h( x, y )]dxdy   F3 [ x, y, g ( x, y )]dxdy
R R
We can decide the sign of the integral because cos   0 on S2, and
cos   0 on S1

 F cos  dA   F dxdy    F [ x, y, h( x, y)]dxdy   F [ x, y, g ( x, y)]dxdy

S
3
S
3
R
3
R
3

Therefore, we prove (5). In the same manner, (3), (4) can be proven.
F3

T
z
dxdydz   F3 cos  dA
S
Seoul
National 74
Univ.
10.7 Triple Integrals. Divergence Theorem of Gauss

 Ex. 1 Evaluation of a Surface Integral by the Divergence Theorem

Evaluate I    x dydz  x ydzdx  x zdxdy  where S is the closed surface
3 2 2

consisting of the cylinder x2 + y2 = a2 (0 ≤ z ≤ b) and the circular disks z

= 0 and z = b (x2 + y2 ≤ a2).

Sol) F1  x3 , F2  x 2 y, F3  x 2 z  div F  3x 2  x 2  x 2  5x 2

Polar coordinates (dxdydz = rdrdθdz)

z
r
z A  (r  )  r



r r V  A z  r r  z
x A Surface S in Example 1

Seoul
National 75
Univ.
10.7 Triple Integrals. Divergence Theorem of Gauss

 Ex. 1 Evaluation of a Surface Integral by the Divergence Theorem

Evaluate I    x dydz  x ydzdx  x zdxdy  where S is the closed surface
3 2 2

consisting of the cylinder x2 + y2 = a2 (0 ≤ z ≤ b) and the circular disks z

= 0 and z = b (x2 + y2 ≤ a2).

Sol) F1  x3 , F2  x 2 y, F3  x 2 z  div F  3x 2  x 2  x 2  5x 2

Polar coordinates (dxdydz = rdrdθdz)

b 2 a
I   5 x dxdydz      5r cos 2  rdrd dz
2 2

T z 0  0 r 0
2
a 4 5 4
b b
a4
5  cos  d dz  5 
2
dz  ab
z 0  0
4 z 0
4 4

Surface S in Example 1

Seoul
National 76
Univ.
10.7 Triple Integrals. Divergence Theorem of Gauss

 Coordinate Invariance of the Divergence (발산의 좌표계 불변)

 Mean value theorem for triple integrals
For any continuous function f (x, y, z) in a bounded and simply connected

region T there is a point Q:(x0, y0, z0) in T such that

 f  x, y, z dV  f  x , y , z V T 
T
0 0 0 (V(T) = volume of T )

1 1
set f =divF divF( x0 , y0 , z0 )  
V T  T
divFdV  
V  T  S T 
F  ndA

 Choose a point P:(x1, y1, z1) in T and let T shrink down onto P such that
maximum distance d(T) of the points of T from P goes to zero.
 Then Q:(x0, y0, z0) must approach P.

1
d T  0 V  T  
divF( P)  lim F  ndA
S T 
Seoul
National 77
Univ.
10.7 Triple Integrals. Divergence Theorem of Gauss

 Theorem 2 Invariance of the Divergence

 The divergence of a vector function F with continuous first partial
derivatives in a region T is independent of the particular choice of
Cartesian coordinates. For any P in T it is given by
1
d T  0 V  T  
divF( P)  lim F  ndA
S T 

 Definition of the divergence

Seoul
National 78
Univ.
10.8 Further Applications of the Divergence Theorem
 Ex. 1 Fluid Flow. Physical Interpretation of the Divergence
 An intuitive interpretation of the divergence of a vector

 The flow of an incompressible fluid of constant density ρ = 1 which is steady

(does not vary with time).
 Such a flow is determined by the field of its velocity vector v(P) at any point P.
 Let S be the boundary surface of a region T in space, and n be the outer unit
normal vector of S.

 The total mass of fluid that flows across S from T to the outside per unit time

 v  ndA
S
1
 The average flow out of T:
V  v  ndA
S

Seoul
National 79
Univ.
10.8 Further Applications of the Divergence Theorem
 Ex. 1 Fluid Flow. Physical Interpretation of the Divergence
 The flow is steady and the fluid is incompressible
 the amount of fluid flowing outward must be continuously supplied.
1
V 
v  ndA  0  there must be sources in T, that is, points where fluid is
S
produced or disappears.

 Let T shrink down to a fixed point P in T, we obtain the source intensity at P

1
div v  P   lim
d T   0 V  T  
v  ndA
S T 

 The divergence of the velocity vector v of a steady incompressible

flow is the source intensity (생성 강도) of the flow at the corresponding
point.

 If no sources in T  v  ndA
S
0

Seoul
National 80
Univ.
[Reference] Source & Sink

F  0 : incompressible flow

F  0 : compressible flow

Generate a body shape by

using Source and Sink

P P

Source Sink
: Net outward flow : Net inward flow
(div F( P )  0) (div F( P )  0)
속도u의 변화량
 u  2 
u ( x0 , y )  ( x0 , y )  2 u ( x1 , y )  ( x1 , y )
x x x x

R
y Source

x
x0 x1

Seoul
National 81
Univ.
[Reference] Source & Sink

P P Generate a body-like shape

by using Source and Sink
Source Sink
: Net outward flow : Net inward flow
(div F( P )  0) (div F( P )  0)

Half Body: Uniform Flow + Source

Uniform Flow

Dividing Streamline

Source

Stagnation Point (정체점)

Seoul
National 82
Univ.
[Reference] Source & Sink

P P Generate a body-like shape

by using Source and Sink
Source Sink
: Net outward flow : Net inward flow
(div F( P )  0) (div F( P )  0)

Rankine Ovoid: Uniform Flow + Source + Sink

Uniform Flow

Dividing Streamline

Source Sink

Stagnation Point

Seoul
National 83
Univ.
10.8 Further Applications of the Divergence Theorem

 Potential Theory. Harmonic Functions (조화함수)

 Laplace’s equation: 2 f 2 f 2 f
 f  2  2  2 0
2

x y z

 Potential theory: The theory of solutions of Laplace’s equation

 Harmonic function
: A solution of Laplace’s equation with continuous second-order
partial derivatives

 Theorem 1 A Basic Property of Harmonic Functions

Let f (x,y,z) be a harmonic function in some domain D is space. Let S be
any piecewise smooth closed orientable surface in D whose entire
region it encloses belongs to D. Then the integral of the normal
derivative of f taken over S is zero.

Seoul
National 84
Univ.
10.8 Further Applications of the Divergence Theorem

 Ex. 4 Green’s Theorems

Let f and g be scalar functions such that F = f grad g satisfies the
assumptions of the divergence theorem in some region T. Then
  g g g  
div F  div  f grad g   div   f , f , f 
 x y z 
 f g  2 g   f g  2 g   f g 2g 
  f 2   f 2   f 2   f  2 g  grad f  grad g
 x x x   y y y   z z z 
Divergence theory

 div FdV   F  ndA

T S
 F  n  n  F  n   f grad g    n  grad g  f

 Green’s first formula:

g g
n  grad g 
n
(directional derivative)    f  2
g  grad f  grad g dV   f
n
dA
T S
f
   g  f  grad g  grad f dV   g
2
 For F = g grad f n
dA
T S

 g f 
 Green’s second formula:   f
T
2 g  g 2 f dV    f
S 
n
 g dA
n 
Seoul
National 85
Univ.
10.9 Stokes’s Theorem

 Theorem 1 Stokes’s Theorem

 S: a piecewise smooth oriented surface in space
the boundary of S be a piecewise smooth simple closed curve C.
 F(x,y,z): a continuous vector function that has continuous first partial
derivatives in a domain in space containing S.

  curl F   ndA   F  dr   F  r  s  ds
S C C

 Here n: a unit normal vector of S

 r' = dr/ds is the unit tangent vector
 s: the arc length of C

Seoul
National 86
Univ.
10.9 Stokes’s Theorem

 Theorem 1 Stokes’s Theorem

 In components, formula becomes
 F3 F2   F1 F3   F2 F1  
R  y z  1  z x  2  x  y  N3 dudv 
 N   N    F dx  F dy  F dz 
C
1 2 3

 Here
F  [ F1 , F2 , F3 ], N  [ N1 , N2 , N3 ], ndA  Ndudv, r ' ds  [dx, dy, dz]
 R is the region with boundary curve C in the uv-plane
corresponding to S represented by r(u,v).

Seoul
National 87
Univ.
10.9 Stokes’s Theorem

 Green’s Theorem: Double Integrals  Line Integrals

 F2 F1 
R  x  y  dxdy    F dx  F dy 
C
1 2

 Gauss’s Theorem (Divergence Theorem): Triple Integrals

 Surface Integrals

 div FdV   F  ndA

T S

 Stokes’s Theorem: Surface Integrals  Line Integrals

(Generalization of Green’s Theorem in the Plane)

  curl F   ndA   F  dr   F  r  s  ds
S C C

Seoul
National 88
Univ.
10.9 Stokes’s Theorem

 Ex. 1 Verification of Stokes’s Theorem

Let us first get used to it by verifying it for F = [y, z, x ] and S the
paraboloid z = f(x,y) = 1 – (x2 + y2), z ≥ 0

Case 1. The curve C is the circle r(s) = [cos s, sin s, 0]

Its unit tangent vector: r´(s) = [−sin s, cos s, 0]
The function F on C: F(r(s)) = [sin s, 0, cos s]
2 2
  F  dr   F r  s    r '  s ds    sin s   sin s  0  0 ds  
C 0 0

  curl F   ndA   F  r  s  ds
S C

Surface S
Seoul
National 89
Univ.
10.9 Stokes’s Theorem

 Ex. 1 Verification of Stokes’s Theorem

Let us first get used to it by verifying it for F = [y, z, x ] and S the
paraboloid z = f(x,y) = 1 – (x2 + y2), z ≥ 0

Case 2. The surface integral

F1 = y, F2 = z, F3 = x ⇒ curl F = curl[F1, F2, F3] = curl[y, z, x] = [−1, −1, −1]

A normal vector of S: N = grad(z − f (x, y)) = [2x, 2y, 1]

(curl F)•N = – 2x – 2y – 1

   curl F   ndA    curl F  Ndxdy    2 x  2 y  1dxdy

S R R

2 2
 2 1
1
    2r  cos   sin    1 rdrd   0  3 
 cos   sin   

2
d  0  0 
1
2
 2   
 0 r 0

Seoul
National 90
Univ.
10.9 Stokes’s Theorem

 Proof
 F3 F2   F1 F3   F2 F1  
R  y z  1  z x  2  x  y  N3 dudv 
 N   N    F dx  F dy  F dz 
C
1 2 3

 If the integrals of each component on both sides are equal

 F1 F1 
R  z 2 y 3 dudv 
N  N  F dx
C
1

 F2 F2 
R  z 1 x 3 dudv 
 N  N  F dx
C
2

 F3 F3 
R  y N1  x N 2 dudv   F dx
C
3

Seoul
National 91
Univ.
10.9 Stokes’s Theorem

 Proof
 F1 F1 
R  z 2 y 3 dudv 
N  N  F dx
C
1

z = f(x,y)
u = x, v = y
r(u,v) = r(x, y) = [x , y , f(x, y)]
N = ru×rv= rx×ry =[− fx , − fy ,1]

 F F 
   1 ( f y )  1 dxdy
S* 
z y  Green Theorem
F1  F2 F1 
C* 1 S* y dxdy
F dx   R  x  y  dxdy    F dx  F dy 
C
1 2

F1 ( x, y, f ( x, y )) F ( x, y, z ) F1 ( x, y, z ) f
meanwhile, by chain rule,   1 
y y z y
 fy
F  F F 
  F1dx    1 dxdy    1 ( f y )  1 dxdy
C*
S*
y S* 
z y 
Seoul
National 92
Univ.
10.9 Stokes’s Theorem

 Ex 2 Green’s Theorem in the Plane (z = 0) as a Special Case of

Stokes’s Theorem
 F = [F1, F2]: continuously differentiable in a domain in the xy-plane
containing a simply connected bounded closed region S whose
boundary C is a piecewise smooth simple closed curve.
F2 F1
  curl F   n   curl F   k  
x y

  curl F   ndA   F  r  s  ds    F dx  F dy  F dz 
S C C
1 2 3

 F2 F1 
  curl F   ndA   
S S  x

y
dA 

  F dx  F dy 
C
1 2

 The same as Green Theorem

Green Theorem
 F2 F1 
R  x  y  dxdy    F dx  F dy 
C
1 2

Seoul
National 93
Univ.
10.9 Stokes’s Theorem   curl F   ndA   F  r  s  ds    F dx  F dy  F dz 
S C C
1 2 3

Solution) 1) Surface Integral

Example 1 F  xyi  yzj  xzk
Verifying Stokes’s Theorem i j k
  
curl F    yi  zj  xk
Let S be the part of the cylinder x y z
xy yz xz
z=1−x2 for 0 ≤ x ≤1, −2 ≤ y ≤2. g ( x, y, z )  z  x 2  1  0
Verify Stokes’s theorem if
N  g  2 xi  k
F=xyi+yzj+xzk
 (curl F  n)dA    curl F  Ndxdy
S R
1 2
  (2 xy  x)dydx
0 2
1
    xy 2  xy  dx
2

0 2
1
  (4 x)dx  2
0

Seoul
National 94
Univ.
10.9 Stokes’s Theorem   curl F   ndA   F  r  s  ds    F dx  F dy  F dz 
S C C
1 2 3

Solution) 2) Line Integral

Example 1
Verifying Stokes’s Theorem      
C C1 C2 C3 C4

C1 : x  1, z  0, dx  0, dz  0
Let S be the part of the cylinder
z=1−x for 0≤x≤1, −2≤y≤2.
2 C
1  y  0  y  0dy  1 0  0  0
1

Verify Stokes’ theorem if F=xyi+yzj+xzk. C2 : y  2, z  1  x , dy  0, dz  2 xdx

2

C2
2 xdx  2(1  x 2 )0  x(1  x 2 )(2 xdx)
0 11
  (2 x  2 x 2  2 x 4 )dx  
1 15
C3 : x  0, z  1, dx  0, dz  0
2
C3
0  ydy  0   ydy  0
2

C4 : y  2, z  1  x 2 , dy  0, dz  2 xdx
C4
 2 xdx  2(1  x 2 )0  x(1  x 2 )(2 x)dx
1 19
  (2 x  2 x 2  2 x 4 )dx  
0 15
11 19
  xydx  yz  xzdz  0   0   2
C
15 15
Seoul
National 95
Univ.
10.9 Stokes’s Theorem   curl F   ndA   F  r  s  ds    F dx  F dy  F dz 
S C C
1 2 3

Solution)
Example 2 F  zi  xj  yk
Using Stokes’s Theorem
i j k
  

Evaluate C zdx  xdy  ydz, curl F   i  jk
where C is the trace of the cylinder x y z
x2+y2=1 in the plane y+z=2. z x y
Orient C counterclockwise as viewed g ( x, y , z )  y  z  2  0
from above. See the Figure below
N  g  j  k

 C
F  dr   (curl F  n)dA
S

   curl F  Ndxdy
R

  (i  j  k )   j  k   dA
R

  2dA  2
R

Seoul
National 96
Univ.
10.9 Stokes’s Theorem   curl F   ndA   F  r  s  ds  
S C
C
F  dr

Ex. 4) Physical Interpretation of Curl

Mean value theorem for surface integrals

 F  r  s  ds    curl F   ndA   curl F   n( P*) A

P0
n( P0 ) r0
Cr 0 Sr 0
Cr 0
Sr 0 P* is a suitable point of Sr0.
1
 curl F   n( P*) 
Ar 0 Cr 0
r F  rds
Cr is Small circle of
radius r centered at P0 In case of a fluid motion with velocity vector
F = v,

 v  rds
Cr 0
: circulation of the flow around Cr0.

1
If we now let r0 approach zero.  curl v   n( P)  lim  v  rds
r0  0 Ar0 Cr 0

The component of the curl in the positive normal direction

 specific circulation (circulation per unit area) of the flow in the surface
at the corresponding point
“양의 법선 방향으로의 회전 성분은 그 곡면의 해당 점에서의 유체의 특별한 순환 (단위 넓이당 순환)으로 간주할 수 있다＂Seoul
National 97
Univ.
Summary

 Green’s Theorem  F F  
R  x2  y1  dxdy    F1dx  F2 dy      dxdy   n ds
2

C R C

경계를 통해 단위 시간당
빠져나가는 유체의 양
 
2 x1
x1
   dxdy    dxdy   dy   u ( x1 , y )  u ( x0 , y )dy
2

x 2
x   
 n  x
x0
R x0 ds    dy
x0 x x1
속도의 변화량의 적분
C
양 경계에서의 단위시간당 속도차
= 생성되는 유체의 양   u ( x0 , y )  u ( x1 , y )dy

 Surface Integral  F  ndA   F  r  u, v    N  u, v  dudv

S R


 div FdV   F  ndA   dV  
2
 Divergence Theorem of Gauss dA
T S
n
T S
 F1 F2 F3 
  x   dxdydz    F1 cos   F2 cos   F3 cos  dA    F1dydz  F2 dzdx  F3dxdy 
T
y z  S S

g
Green’s first formula   f
T
 2 g  grad f  grad g dV   f
S
n
dA

 g f 
Green’s second formula   f 2 g  g 2 f dV    f  g dA
T S 
n n 
Seoul
National 98
Univ.
Summary

 F2 F1 
Green’s Theorem R  x  y  dxdy    F dx  F dy 
C
1 2

   curl F   kdxdy   F  dr
R C

Stokes’s Theorem   curl F   ndA    curl F  Ndxdy   F  dr   F  r  s  ds

S R C C

 F3 F2   F1 F3   F2 F1  

  y
R
  N1  
z 

 z x 
 N2  
 x

y
 N 3 dudv 
 
  F dx  F dy  F dz 
C
1 2 3

Surface S

Seoul
National 99
Univ.
Summary

 Green’s Theorem: Double Integrals  Line Integrals

 F2 F1 
R  x  y  dxdy    F dx  F dy 
C
1 2

 Gauss’s Theorem (Divergence Theorem): Triple Integrals

 Surface Integrals

 div FdV   F  ndA

T S

 Stokes’s Theorem: Surface Integrals  Line Integrals

(Generalization of Green’s Theorem in the Plane)

  curl F   ndA   F  dr   F  r  s  ds
S C C

Seoul
National 100
Univ.