Vector Calcilus Notes
Vector Calcilus Notes
Brian Chilambwe∗
School of Mathematics and Natural Sciences, The Copperbelt University
(Dated: June 18, 2022)
PACS numbers:
1
3. Vector Calculus
Introduction Recall that a curve C in the xy - plane is simply a set of ordered pairs
(x, y). We say that C is a parametric curve if the x - and y - coordinates of a point on the
curve are defined by a pair of functions x(t), y = g(t) that are continuous on some interval
a ≤ t ≤ b. The notion of parametric curve extends to 3 - space as well. A parametric
curve in space, or space curve is a set of ordered triples were
→
− →
− →
−
r = (f (t), g(t)) = f (t) i + g(t) j
and
→
− →
− →
− →
−
r = (f (t), g(t)) = f (t) i + g(t) j + h(t) k
are vector - valued functions or simply vector - functions. As shown in Figure 1, for
a given value of the parameter, say t , the vector →
0
−
r (t ) is the position vector of a point P
0
on the curve C. In other words, as the parameter varies, we can envision the curve C being
traced out by the moving arrowhead of → −
r (t ). 0
2
FIG. 1: Curves defined by vector functions.
→
− →
− →
− →
−
r (t) = 2 cos t i + 2 sin t j + t k , t ≥ 0.
3
t x y z
0 2 0 0
π π
2 0 2 2
π -2 0 π
3π 3π
2 0 -2 2
2π 2 0 2π
5π 5π
2 0 2 2
3π - 2 0 3π
7π 7π
2 0 -2 2
4π 2 0 4π
9π 9π
2 0 2 2
which describes an elliptical helix. When a = b, the helix is circular. The pitch of a helix
is defined to be the number 2πc.
4
Solution The parametric equations of this curve are x = 2 cos t, y = 2 cos t, z = 3. We
see that a point on the curve must also lie on the cylinder x2 + y 2 = 4. However, since the
z− coordinate of any point has the constant value z = 3, the vector function traces out a
circle 3 units above the xy− plane, as in Figure 3.
FIG. 3:
Example 3 Find the vector function that describes the curve C of intersection of the
plane y = 2x and the paraboloid z = 9 − x2 − y 2 .
Solution We first parametrise the curve C of intersection bt letting x = t. It follows that
y = 2t and z = 9 − t2 − (2t)2 = 9 − 5t2 . From the parametric equations x = t, ,y =
2t, , z = 9 − 5t2 , we see that a vector function describing the trace of the paraboloid in
→
− →
− →
−
the plane y = 2x is given by → −
r (t) = t i + 2t j + (9 − 5t2 ) k as in Figure 4.
FIG. 4:
5
Definition 3.1.1 Limit of a Vector Function
If limt→a f (t), limt→a g(t), and, limt→a h(t) exist, then
lim →
−
r = lim f (t), lim g(t), lim h(t) .
t→a t→a t→a t→a
(i) →
−
r (a) is defined exists,
(ii) limt→a →
−
r (t) exists, and
(iii) limt→a →
−
r (t) = →
−
r (a).
Equivalently, →
−
r (t) is continuous at t = a if and only if the component functions f, g, ah
are continuous there.
→
− 1 →
r 0 (t) = lim (−
r (t + 4t) − →
−
r (t)) , (2)
4t→0 4t
→
−
r 0 (t) = (f 0 (t), g 0 (t), h0 (t)) .
6
Proof From Equation (2) we have
→
− 1
r 0 (t) = lim [(f (t + 4t), g(t + 4t), h(t + 4t)) − (f (t), g(t), h(t))] ,
4t→0 4t
1 f (t + 4t) − f (t) g(t + 4t) − g(t) h(t + 4t) − h(t)
= lim , , ,
4t→0 4t 4t 4t 4t
0 0 0
= (f (t), g (t), h (t)) .
4→
−
r =→
−
r (t + 4t) − →
−
r (t)
and
4→
−
r 1 →
= (−
r (t + 4t) − →
−
r (t))
4t 4t
−
→
are parallel. If we assume limt→0 44tr exists, it seems reasonable to conclude that as 4t →
0, →
−
r (t) and (→−r (t + 4t) − →
−
r (t)) become close, and as a consequence, the limiting position
4−
→
r
of the vector is the tangent line at P . Indeed, the tangent line at P is defined as the
4t
7
FIG. 5: Derivative Vector is tangent to the curve C at P
Example 4 Graph the curve C that is traced out by a point P whose position is given
by , 0 ≤ t ≤ 2π. Graph →
−
r 0 (0) and →
−
r0 π .
6
Solution By clearing the parameter from the parametric equations x = cos 2t, y =
sin t, 0 ≤ t ≤ 2π, we find that C is the parabola x = 1 − 2y 2 , −1 ≤ x ≤ 1π. From
→
− →
− →
−
r 0 (t) = −2 sin 2t i + cos t j we find
→
− →
− √ →
− √
3→
−
r 0 (0) = j and →
−
r0 π
6
=− 3i + 2
j.
1 1
In Figure 6 these vectors are drawn tangent to the curve C at (1, 0) and ,
2 2
, respectively.
Example 5 Find the parametric equations of the tangent line to the graph of the curve
C whose parametric equations are x = t2 , y = t2 − t, z = −7t at t = 3.
Solution The vector function that gives the position of a point P on the curve is given by
→
− →
− →
− →
−
r (t) = t2 i + (t2 − t) j − 7t k . Now,
→
− →
− →
− →
− →
− →
− →
− →
−
r 0 (t) = 2t i + (2t − 1) j − 7 k and so r 0 (3) = 6 i + 5 j − 7 k
8
FIG. 6: Tangent Vectors
Higher - Order Derivatives Higher - order derivatives of a vector function are also
obtained by differentiating its components. In the case of the second derivative, we have
→
−
r 00 (t) = (f 00 (t), g 00 (t), h00 (t)) = f 00 (t) + g 00 (t) + h00 (t).
→
− →
− →
−
Example 6 If → −
r (t) = (t3 − 2t2 ) i + 4t j + e−t k , then
→
− →
− →
− →
− →
− →
−
r 0 (t) = (3t2 − 4t) i + 4 j − e−t k , and so → −r 00 (t) = (6t − 4) i + e−t k .
→
− →
− 4→
−
= −8t3 sin(2t4 ) i + 8t3 cos 2(2t4 ) j − 12t4 e−3t k .
9
Theorem 3.1.7 Rules of Differentiation
Let →
−
r 1 and →
−
r 2 be differentiable vector functions and u(t) a differentiable scalar function.
d →
(i) (−
r 1 (t) + →
−
r 2 (t)) = →
−
r 01 + →
−
r 02 .
dt
d
(ii) (u(t)→−r 1 (t)) = u(t)→
−r 01 (t) + u0 (t)→ −
r 1 (t).
dt
(iii) dtd (→
−r 1 (t) · →
−
r 2 (t)) = →
−
r 1 (t) · →
−r 02 (t) + →
−r 01 (t) · →
−
r 2 (t).
(iv) d
dt
(→
−
r 1 (t) × →
−
r 2 (t)) = →
−
r 1 (t) × →
−
r 02 (t) + →
−
r 01 (t) × →
−
r 2 (t).
Since the cross product of two vectors is not commutative, the order in which →
−
r 1 and →
−
r2
appear in part (iv) of Theorem 3.1.7 must be strictly observed.
→
− →
− →
−
Example 8 If →
−
r (t) = 6t2 i + 4e−2t j + 8 cos 4t k , then
Z Z Z
→
− →
− →
−
Z
→
−r (t)dt = 2
6t dt i + −2t
4e dt j + 8 cos 4t)dt k
→
− →
− →
−
= 2t3 + c1 i + −2e−2t + c2 j + (2 sin 4t + c3 ) k
→
− →
− →
− −
= 2t3 i − 2e−2t j + 2 sin 4t k + →
c,
−c = c →
− →
− →
−
where → 1 i + c2 j + c3 k .
→
− →
− →
−
Length of a Space Curve If →
−r (t) = f (t) i + g(t) j + h(t) k is a smooth function, then
it can be shown that the length of the smooth curve traced by → −
r is given by
Z bq Z b
s= 0 2 0 2 0
(f (t)) + (g (t)) + (h (t)) = 2
|| →
−
r 0 || dt. (3)
a a
10
Example 9 Consider the helix
→
− →
− →
− →
−
r (t) = 2 cos t i + 2 sin t j + t k ,
then
→
− →
− − →
→ −
r 0 (t) = −2 sin t i + 2 cos t j + k .
√
Since || →
−
r ||= 5 it follows from (3) that the length of the curve from →
−
r (0) to an arbitrary
→
−
point r (t) is Z t√ √
s= 5du = 5t,
0
where we have used the dummy variable of integration. Using t = √s , we obtain a vector
5
equation of the helix as a function of arc length:
→
− s →− s →− s →−
r (s) = 2 cos √ i + 2 sin √ j + √ k . (4)
5 5 5
Parametric equations of the helix are then
s s s
f (s) = 2 cos √ , g(s) = 2 sin √ , h(s) = √ .
5 5 5
The derivative of a vector function →−r (t) with respect to the parameter t is a tangent vector
to the curve traced by → −
r . However, if the curve is parametrised in terms of arc length s,
then →−r 0 (s) is a unit tangent vector. To see this, let a curve be described by → −
r (s), where s
is arc length. From (3), the length of the curve from → −r (0) to →
−
r (s) is s = 0 || → −
s
r 0 (u) || du.
R
Differentiation of this last equation with respect to s then yields || → −r 0 (s) ||= 1.
Introduction In Section 3.1 we saw that the first and second derivatives of the vector
→
− →
− →
−
function →
−
r (t) = (f (t), g(t), h(t)) = f (t) i +g(t) j +h(t) k can de obtained by differentiating
the component functions f , g, and h. In this section we give a physical interpretation to the
vectors →
−
r 0 (t) and →
−
r 00 (t).
Velocity and Acceleration Suppose a body or particle moves along a curve C so that
→
− →
− →
−
its position at time t is given by the vector function →
−
r (t) = f (t) i + g(t) j + h(t) k . If the
component functions f , g , and h have second derivatives, then the vectors
→
− →
− →
− →
−
v (t) = f 0 (t) i + g 0 (t) j + h0 (t) k ,
→
− →
− →
− →
−
a (t) = f 00 (t) i + g 00 (t) j + h00 (t) k ,
11
are called the velocity and acceleration of the particle respectively. The scalar || →
−
v (t) is
the speed of the particle. Since
s
d→
− 2 2 2
r dx dy dz
k→
−
v (t)k = = + + ,
dt dt dt dt
speed is related to arc length s by s0 (t) = kv(t)k. In other words, arc length is given by
Rt
s = t01 kv(t)kdt. It also follows from the discussion of Section 3.1 that if P (x1 , y1 , z1 ) is
the position of the particle on C at time t , then we may draw →
1
−
v (t ) tangent to C at 1
→
− →
−
P . Similar remarks hold for curves traced out by the vector function →
−
r (t) = f (t) i +g(t) j .
→
− →
− →
−
Example 10 The position of a moving particle is given by → −r (t) = t2 i + t j + 52 t k .
Graph the curve defined by →
−
r (t) and the vectors →
−
v (2) and →
−
a (2).
Solution Since x = t2 , y = t, the path of the particle is above the parabola x = y 2 . When
→
− →
− →
−
t = 2 the position vector →−
r (t) = 4 i + 2 j + 5 k indicates that the particle is at point
P (2, 4, 5). Now,
→
− →
− → − 5→− →
−
v (t) = 2t i + j + k and → −a (t) = 2 i ,
2
→
− →
− → − 5→ − →
− →
−
so that v (2) = 4 i + j + 2 k and a (2) = 2 i ,. These vectors are as shown in Figure 7.
If a particle moves with a constant speed c, then its acceleration vector is perpendicular to
the velocity →−
v . To see this note that kvk2 = c2 or →
−
v ·→−
v = c. We differentiate both sides
with respect to t and obtain with the aid of Theorem 3.1.7 (iii)
d → − →
− →
− d→
−v d→
−v →− →
− d→
−v
(v · v)= v · + · v =2v · = 0.
dt dt dt dt
Thus
d→
−v →
·−
v = 0 or → −a (t) · →
−
v (t) = 0 for all t.
dt
→
− →
− →
−
Example 11 Suppose the vector function →−r (t) = 2 cos t i + 2 sin t j + 3 k represents
the position of a particle moving in a circular orbit. Graph the velocity and acceleration
vector at t = π4 .
→
− →
− →
−
Solution Recall that →
−
r (t) = 2 cos t i + 2 sin t j + 3 k is the position vector of a particle
π
moving in a circular orbit of radius 2 in the plane z = 3. When t = 4
the particle is at the
√ √
point P ( 2, 2, 3). Now
→
− →
− →
−
v (t) = →
−
r 0 (t) = −2 sin t i + 2 cos t j
12
FIG. 7: Velocity and Acceleration vectors in Example 10
→
− →
− →
−
a (t) = →
−
r 00 (t) = −2 cos t i − 2 sin t j .
13
As shown in Figure 8, the vectors
→
−
π π→− π→− √ →
− √ → −
v = −2 sin i + 2 cos j = − 2 i + 2 j
4 4 4
→
− π→ − π→− √ →
− √ → −
a (t) = −2 cos i − 2 sin j = − 2 i − 2 j ,
4 4
are drawn at the point P . The vector v 4 is tangent to the circular path and →
→
− π − π
a 4
14
FIG. 10: Trajectory of a projectile
→
−
If, as shown in Figure 10, a projectile is launched with initial velocity →
−
v0 = v0 cos θ i +
→
− →
−
v0 sin θ j from initial height, →
−
s0 = s0 j , then
→
− →
− −
Z
→
−v (t) = −g j dt = −gt j + → c1 ,
where →
−
v (0) = →
−
v0 implies that →
−
c1 (0) = →
−
v0 . Therefore
→
− →
− →
−
v (t) = (v0 cos θ) i + (−gt + v0 sin θ) j .
1
x(t) = (v0 cos θ) t, y(t) = − gt2 + (v0 sin θ) t + s0 . (6)
2
We are naturally interested in finding the maximum height H and the range R attained by
a projectile. As shown in Figure 11, these quantities are the maximum values of y(t) and
x(t) respectively.
15
FIG. 11: Maximum height and range of a projectile
Example 12 A projectile is launched from the ground with an initial speed v0 = 234m/s
at an angle of θ = 30◦ . Find
(a) the vector function and parametric equations of the projectiles trajectory,
Solution
→
−
(a) The initial height and velocity are, respectively, →
−
s0 = 0 and
→
− →
− →
− √ →
− →
−
r 0 (0) = →
−
v0 = (234 cos 30◦ ) i + (234 sin 30◦ ) j = 117 3 i + 117 j . (7)
16
→
−
Using g = 9.8m/s2 ≈ 10m/s2 , integrating →
−
a (t) = −10 j we get →
−
v (t) = →
−
r 0 (t) =
→
−
−10t j and using (7) gives
→
− √ →
−
v (t) = 117 3 i + (−10t + 117) . (8)
→
−
Integrating (8) and using →
−
r (0) = →
−
s0 = 0 then gives
→
− √ →
−
v (t)117 3 i + −5t2 + 117t
(b) From (9) we see that y 0 (t) = 0 when −10t+117 = 0 or t = 11.7s ≈ 12s. The maximum
height attained by the projectile is
(c) From (9) we see that y(t) = 0 when −5t2 + 117t = −t (5t − 117 = 0). The time that
projectile hits the ground is t = 23.4s ≈ 23s, and the corresponding range is
√ √
R = x(23) = 117 3(23) = 2691 3m.
→
− √ →
−
v (23) = 117 3 i + (−10t + 117) ..
Remarks Remarks we have seen that the rate of change of arc length ds dt
is the same as the
speed || →
−
v (t) ||=|| →
−
r 0 ||. However, as we shall see in the next section, it does not follow
that the scalar acceleration d s is the same as || →−a (t) ||=|| →
−
2
dt2
r 00 ||.
17
3.3 Curvature and Components of Acceleration
→
− →
−
r 0 (t)
T (t) = , (10)
|| →
−
r 0 (t) ||
is a unit tangent. But recall from the end of Section 3.1 that if C is parametrised by arc
length s then a unit tangent to the curve is also given by d r . The quantity || →
−
→ −
ds
r 0 (t) || in
(10) is related to the arc length s by ds
dt
=|| →
−
r 0 (t) ||. Since the curve is smooth, we know
ds
that dt
> 0. Hence, by the Chain Rule,
d→
−r d→
−r ds d→
−r d−
→
r /dt →
−
r 0 (t) →
−
= and so = = →
− 0
= T (t). (11)
dt ds dt ds ds/dt || r (t) ||
→
−
Now suppose C is as shown in Figure 12. As s increases, T moves along C, changing
direction but not length ( it is always of unit length). Along the portion of the curve between
→
−
P1 and P2 the vector T varies little in little direction; along the curve between P2 and P3
18
→
−
where C obviously bends more sharply, the change in the direction of the tangent T is more
→
−
pronounced . We see the rate at which the unit tangent vector T changes direction with
respect to arclength as an indicator of the curvature of a smooth curve C.
→
−
Definition 3.3.1 Curvature Let t (t) be a vector function defining a smooth curve
→
−
C. If s is the arc length parameter and T = d− →r /ds is the unit tangent vector, then the
curvature of C at a point is
→
−
dT
κ= . (12)
ds
The symbol κ in (12) is the Greek kappa. Now since curve are generally not parametrised
by arc length, it is convenient to express (12) in terms of a general parameter t. Using the
Chain Rule again, we can write
→
− →
−
dT dT
= ,
dt ds
and consequently
→
− −
→
dT d T /dt
= ds/dt
.
ds
In other words, curvature is given by
→
−0
T (t)
κ= → . (13)
k−
r 0 (t)k
Example 13 Find the curvature of a circle of radius a. Solution A circle can be described
→
− →
− →
− →
−
by the vector function →−r (t) = a cos t i + a sin t j . Now from →
−
r 0 (t) = −a sin t i + a cos t j
and k→
−r 0 (t)k = a, we get
→
− →
−r 0 (t) →
− →
− →
− →
− →
−
T (t) = →
− 0
= − sin t i + cos t j and T 0 (t) = − cos t i − sin t j .
k r (t)k
The result in (14) shows that the curvature at a point on a circle is the reciprocal of the
radius and indicates a fact that: A circle with a small radius curves more than one with a
large radius. See Figure 13.
Tangential and Normal Components of Acceleration Suppose a particle moves
in a 2− or 3− space on a smooth curve C described by the vector function →
−
r (t). Then
19
FIG. 13: Curvature of a circle
If kd−
→
T /dtk =
6 0, the vector
−
→
→
− d T /dt
N (t) = , (16)
kd−
→
T /dtk
→
− →
− dv →
−
a (t) = κv 2 N + T. (17)
dt
By writing (17) as
→
− →
− →
−
a (t) = aN N + aT T , (18)
→
− →
− →
−
B (t) = T (t) × N (t),
20
FIG. 14: Components of acceleration
→
− → − →
−
is called the binormal. The three unit vectors, T , N , and B form a right - handed set of
→
− →
−
mutually orthogonal vectors called the moving trihedral. The plane of T and N is called
→
− →
−
the osculating plane, the plane of N and B is said to be the normal plane, and the
→
− →
−
plane of T and B is said to be the rectifying plane. (See Figure 15).
→
− → − →
−
The three mutually orthogonal unit vectors T , N , and B can be thought of as a movable
right - handed coordinate system
→
− →
− →
− →
− →
− →
− →
− →
− →
−
B (t) = T (t) × N (t), N (t) = B (t) × T (t), T (t) = N (t) × B (t).
→
−→−→−
This movable coordinate system is referred to as the T N B - frame.
→
−
Exambple 14 The position vector o a moving particle is given by → −r (t) = 2 cos t i +
→
− →
− →
− →− →
−
2 sin t j + 3t k . Find the vectors T , N , and B . Find the curvature.
→
− →
− →
− −0 √
Solution Since → −
r 0 (t) = −2 sin t i + 2 cos t j + 3 k , k→
r (t)k = 13 and so from (10) we
21
see that a unit tangent is
→
− 2 →
− 2 →
− 3 →−
T (t) = − √ sin t i + √ cos t j + √ k .
13 13 13
Next, we have
→
− →
−
dT 2 →
− 2 →
− dT 2
= − √ cos t i − √ sin t j and =√ .
dt 13 13 dt 13
→
− →
− →
− 3 →
− 3 →
− 2 →−
B (t) = T (t) × N (t) = √ sin t i − √ cos t j + √ k .
13 13 13
√ →
− √
Finally, using kd−
→
T /dtk = 2/ 13 and k r 0 (t)k = 13, we obtain from (13) that the curvature
at any point is the constant
2/√13 2
κ= √ = .
13 13
Example 15 At the point corresponding to t = π/2 on the circular helix in Example 14,
find an equation of
Solution From →
−
r (π/2) = 0, 2, 3π
2
the point in question is (0, 2, 3π/2). Example 14, find
an equation of
→
− π →
− →
− 3 →− 2 →−
B ( /2) = T (π/2) × N (π/2) = √ i + √ k .
13 13
Hence, an equation of the osculating plane is
3 2 3π
√ (x − 0) + 0 (y − 2) + √ z− = 0 or 3x + 2z = 3π.
13 13 2
22
→
−
(b) At the point P the vector T π2 = √113 (−2, 0, 3) or (−2, 0, 3) is normal to the plane
→
− →
−
containing N π2 and B π2 . Hence, an equation of the normal plane is
3π
−2 (x − 0) + 0 (y − 2) + 3 z − = 0 or − 4x + 6z = 9π.
2
→
−
(c) Finally, at the point P the vector N π2 = (−2, 0, 3) is normal to the plane containing
→
− π →
−
T 2 and B π2 . Hence, an equation of the rectifying plane is
3π
0 (x − 0) + (−1) (y − 2) + 0 z − = 0 or y = 2.
2
Formulas for aT , aN and Curvature By dotting, and in turn crossing, the vector
→
− →
−
v = v T with (18), it is possible to obtain explicit formulas involving →
−
r ,→
−
r 0 and →
−
r 00 for
the tangential and normal components of the acceleration and the curvature. Observe that
→− → − →− → −
→
−
v ·→
−a = aN v T · N + aT v T · T = aT v,
k→
−
v ×→−
ak k→
−
r 0 (t) × →−r 00 (t)k
aN = κv 2 = = . (20)
k→
−
vk k→−
r 0 (t)k
Solving (20) for the curvature gives
k→
−v ×→ −
ak k→
−r 0 (t) × → −
r 00 (t)k
κ(t) = = . (21)
k→
− k→−
3 3
vk r 0 (t)k
→
− →
− →
−
Example 16 the curve traced by → −
r (t) = t i + 21 t2 j + 31 t3 k is said to be a ”twisted
cubic”. If →
−
r (t) is the position vector of a moving particle, find the tangential and normal
components of the acceleration at any t. Find the curvature.
→
− →
− →
− − →
− →
−
Solution →
−
v (t) = →
−r 0 (t) = i + t j + t2 k , →a (t) = → −
r 00 (t) = j + 2t k . Since →
−
v ·→
−
a = t + 2t3
√
and kvk = 1 + t2 + t4 , it follows from (19) that
dv →
−v ·→
−a →
−r 0 (t) · →−
r 00 (t) t + 2t3
aT = = → = = √ .
dt k−vk k→−r 0 (t)k 1 + t2 + t4
23
Now
→ − →
− → −
i j k
→
− 2→
− − →
→ −
v ×→
−
a = 1 t t2 = t i − 2t j + k
0 1 2t
√
and k→
−
v ×→
−
a k = t4 + 4t2 + 1. Then (20) gives
→
− →
− →
− 0 →
− 00
√ r
k v × a k k r (t) × r (t)k t4 + 4t2 + 1 t4 + 4t2 + 1
aN = κv 2 = = = √ = .
k→
−
vk k→−
r 0 (t)k 1 + t2 + t4 t4 + t2 + 1
Radius of Curvature The reciprocal of the curvature, ρ = 1/κ, is called the radius of
curvature. The radius of curvature at a point P 0n the curve C is the radius of a circle
that ”fits” the curve better than any other circle. The circle at P is called the circle of
curvature and its center is the center of curvature. The circle of curvature has the sam
tangent line at P as the curve C, and its center lies on the concave side of C. For example,
a car moving on a curved track as shown in Figure 16, can, at any instant be thought to be
moving on a circle of radius ρ. Hence, the normal component of its acceleration aN = κv 2
must be the same as the magnitude of of its centripetal acceleration a = v 2/ρ . Therefore,
ρ = 1/κ. Knowing the radius of curvature, we can determine the speed v at which a car
negotiate a banked curve without skidding.
we note that the so called scalar acceleration d2 s/dt2 , referred to in the last remark, is now
seen to be the tangential component of the acceleration aT .
24
3.4 Partial Derivatives
Introduction In this section we consider functions of two or mor variables and how to
find the instantaneous rate of change - that is, the derivative - of such functions with respect
to each variable.
Functions of Two Variables Recall from calculus that a function of two variables
is a rule of correspondence that assigns to each ordered pair of real numbers (x, y) of a
subset of the xy− plane one and only one number z of the set R of real numbers. The set
of ordered pairs (x, y) is called the domain of the function and the set of corresponding
values of z is called the range. A function of two variables is usually written z = f (x, y).
The variables x and y are called the independent variables of the function and z is called
the dependent variable. The graph of a function z = f (x, y) is a surface in 3 - space. (See
Figure 17).
Level Curves For a function z = f (x, y) the curves defined by f (x, y) = c, for suitable c,
are called the level curves of f . The word level arises from the fact that we can interpret
the equation f (x, y) = c as the projection of the curve of intersection, or trace, of z = f (x, y)
and the (horizontal or level) plane z = c. (See Figure 18).
25
FIG. 18: Surface and level curves
Example 17 The level curves of the functions f (x, y) = y 2 −x2 are defined by y 2 −x2 = c.
As shown in Figure 19 when c > 0 or c < 0, a member of this family of curves is a hyperbola.
For c = 0, we obtain the lines y = x and y = −x.
26
Functions of Three or More Variables Functions of three or more variables are de-
fined analogously to functions of two variables. For example, a function of three variables
is a rule of correspondence that assigns to each ordered triple of real numbers (x, y, z) of
a subset of 3 - space one and only one number w in the set R of real numbers. We write
w = f (x, y, z).
Level Surfaces Although we cannot draw a graph of a function of three variables w =
f (x, y, z), we can draw the surfaces f (x, y, z) for suitable values of c. These surfaces are
called level surfaces. This is an unfortunate, though standard, choice of words, since level
surfaces are usually not level.
Example 18 Describe the level surfaces of the function f (x, y, z) = x2 + y 2 /z.
Solution For c 6= 0 the level surfaces are given by
x2 + y 2
= c or x2 + y 2 = cz.
z
dy f (x + 4x) − f (x)
= lim .
dx 4x→0 4x
27
Similarly, we can define a derivative of a function of two variables with respect to each
variable. If z = f (x, y), then the partial derivative with respect to x is
∂z f (x + 4x, y) − f (x, y)
= lim . (22)
∂x 4x→0 4x
and the partial derivative with respect to y is
∂z f (x, y + 4y) − f (x, y)
= lim . (23)
∂y 4y→0 4y
provided each limit exists.
In (22) the variable y does not change in the limiting process; that is, y is held fixed.
Similarly in (23) the variable x is held fixed. The two partial derivatives (22) and (23) then
represents rates of change of f with respect to x and y, respectively. On a practical level:
To compute ∂z/∂x, use the laws of ordinary differentiation while treating y as a constant.
To compute ∂z/∂y , use the laws of ordinary differentiation while treating x as a constant.
Solution For ∂z/∂x, we hold y fixed and treat constants as usual. Thus
∂z
= 12x2 y 2 − 8x.
∂x
For ∂z/∂y , we hold x fixed and treat constants as usual. Thus
∂z
= 8x3 y + 6y 5 .
∂y
Alternative Symbols The partial derivatives ∂z/∂x and ∂z/∂y are often represented by
alternative symbols. If z = f (x, y), then
∂z ∂f ∂z ∂f
= = zx = fx = f1 and = = zy = fy = f2 .
∂x ∂x ∂y ∂y
Higher - Order and Mixed Derivatives For a function of two variables z = f (x, y)
the partial derivatives ∂z/∂x and ∂z/∂y are themselves functions of x and y. Consequently,
we can compute second and higher partial derivatives. Indeed, we can find the partial
derivative of ∂z/∂x with respect to y, and the partial derivative of ∂z/∂y with respect to x.
The latter types of derivatives are called mixed partial derivatives. In summary, for
z = f (x, y):
Second - order partial derivatives:
∂ 2z ∂ 2z
∂ ∂z ∂ ∂z
= and = .
∂x2 ∂x ∂x ∂y 2 ∂y ∂y
28
Third - order partial derivatives:
∂ 3z ∂ ∂ 2z ∂ 3z ∂ ∂ 2z
= and = .
∂x3 ∂x ∂x2 ∂y 3 ∂y ∂y 2
∂ 2z ∂ 2z
∂ ∂z ∂ ∂z
= and = .
∂x∂y ∂x ∂y ∂y∂x ∂y ∂x
Alternative Symbols The second - and third - order partial derivatives are denoted by
fxx , fyy , fxxx , and so on. The subscript notation for mixed second partial derivatives is fxy
or fyx . Note that
∂ 2z ∂ 2z
∂ ∂z ∂ ∂z
fxy = (fx )y = = , and fyx = (fy )x = = .
∂y ∂x ∂y∂x ∂x ∂y ∂x∂y
If a function f has continuous second partial derivatives, then the order in which a mixed
second partial derivative is done is irrelevant, that is
Example 20 If f (x, y, z) = e−3πz cos 4x sin 6y, then the partial derivatives with respect
to x, y, and z are, in turn,
29
Chain Rule the Chain Rule for functions of one variable states that if y = f (u) is
a differentiable function of u, and u = g(x) is a differentiable function of x, then the
derivativeof the composition function is
dy dy du
= . (25)
dx du dx
For a composite function of two variables z = f (u, v), where u = g(x, y and v = h(x, y), we
would naturally expect two formulas analogous to (25), since we can compute both ∂z/∂x
and ∂z/∂y . The Chain Rule for functions of two variables is summarised as follows:
Theorem 3.4.1 Chain Rule
If z = f (u, v) is differentiable and u = g(x, y) and v = h(x, y) have continuous first partial
derivatives, then
∂z ∂z ∂u ∂z ∂v ∂z ∂z ∂u ∂z ∂v
= + , = + . (26)
∂x du ∂x dv ∂x ∂y du ∂y dv ∂y
Example 21 If z = u2 − u3 and u = e2x−3y , v = sin (x2 − y 2 ), find ∂z/∂x and ∂z/∂y .
∂z ∂z ∂u ∂z ∂v
= 2u 2e2x−3y − 3v 2 2x cos x2 − y 2
= +
∂x ∂u ∂x ∂v ∂x
= 4ue2x−3y − 6xv 2 cos x2 − y 2 = 4e4x−6y − 6x sin2 x2 − y 2 cos x2 − y 2 . (27)
∂z ∂z ∂u ∂z ∂v
= 2u −3e2x−3y − 3v 2 (−2y) cos x2 − y 2
= +
∂y ∂u ∂y ∂v ∂y
= −6ue2x−3y + 6yv 2 cos x2 − y 2 = −6e4x−6y + 6y sin2 x2 − y 2 cos x2 − y 2 .(28)
Special Case If z = f (u, v) is differentiable and u = g(t) and v = h(t) are differentiable
dz
functions of a single variable t, then Theorem 3.4.1 implies that ordinary derivative dt
is
dz ∂z du ∂z dv
= + . (29)
dt ∂u dt ∂v dt
Generalisations The results in (26) and (29) immediately generalise to any number of
variables. If z = f (u1 , u2 , · · · , un ) and each of the variable u1 , u2 , · · · , un are functions of
x1 , x2 , · · · , xk , then under the same assumptions as in Theorem 3.4.1 we have
30
where i = 1, 2, · · · , k. Similarly, if the ui , i = 1, · · · , n are differentiable functions of a single
variable t then
dz ∂z du1 ∂z du2 ∂z dun
= + + ··· + (31)
dt du1 dt ∂u2 dt ∂un dt
Remarks If w = f (x, y, z) has continuous partial derivatives of any order, then analogous
to (24), the mixed partial derivatives are:
and so on.
Introduction We saw in Section 3.4 that for a function of two variables x and y, the
∂z
partial derivatives ∂x
and ∂z/∂y give the slope of the tangent to the trace, or curve of intersec-
tion of the surface defined by z = f (x, y), and vertical planes that are, respectively, parallel
∂z
to the x− and y− coordinate axes. Equivalently, we can think of the partial derivative ∂x
→
− ∂z
as the rate of change of the function f in the direction given by the vector i , and ∂y as
→
−
the rate of change of the function f in the j − direction. There is no reason to confine our
attention to just two directions. In this section we shall see how to find the rate of change
of a differentiable function in any direction. (See Figure 21).
The Gradient of a Function In this and the next sections and the next sections it
is convenient to introduce a new vector based on partial differentiation. When the vector
31
differential operator
→
− ∂ →
− ∂ →
− ∂ →
− ∂ →
− ∂
5= i + j or 5 = i + j + k ,
∂x ∂y ∂x ∂y ∂z
is applied to a differentiable function z = f (x, y) or w = f (x, y, z) we say that
∂f →
− ∂f →
−
5f (x, y) = i + j, (32)
∂x ∂y
∂f →
− ∂f →
− ∂f →
−
5f (x, y, z) = i + j + k, (33)
∂x ∂y ∂z
are the gradients of the respective functions. The symbol 5, an inverted capital Greek
delta, is called ”del” or ”nabla”. The vector 5f is usually read ”gradf ”.
Example 22 Compute 5f (x, y) for f (x, y) = x − x2 y 3 .
Solution We have
∂f →
− ∂f →−
5f (x, y) = i + j
∂x ∂y
∂ →
− ∂ →
−
= x − x2 y 3 i + x − x2 y 3 j
∂x ∂y
3 →
− 2 2→−
= 1 − 2xy i − 3x y j .
and so
→
− →
− →
−
5f (−1, 4, 2) = −2 i − 143 j − 4 k ,
→
− →
−
A Generalisation of Partial Differentiation Suppose →
−
u = cos θ i + sin θ j is a unit
vector in the xy− plane that makes an angle θ with the positive x− axis and is parallel
to the vector →
− p
v from (x, y, 0) to (x + 4x, y + 4y, 0). If h = (4x)2 + (4y)2 > 0, then
→
−v = h→−u . Furthermore, let the plane perpendicular to the xy− plane that contains these
points slice the surface z = f (x, y) in a curve C. We ask: What is the slope of the tangent
line to C at a point P with coordinates (x, y, f (x, y)) in the given by →
−
v ? (See Figure 22).
32
FIG. 22: C is the intersection of the surface and the plane determined by vector v
From the figure we see that 4x = h cos θ and 4y = h sin θ so that the slope of the
indicated secant line is
We expect the slope of the tangent at P to be the limit of (34) as h → 0. This slope is the
rate of change of f at P in the direction specified by the unit vector →
−
u . This leads to the
following definition:
Definition 3.5.1 Directional Derivative
→
−
The directional derivative of z = f (x, y) in the direction of a unit vector →−
u cos θ i +
→
−
sin θ j is
f (x + h cos θ, y + h sin θ) − f (x, y)
D−
→u f (x, y) = lim , (35)
h→0 h
provided the limit exists.
Observe that (35) is truly a generalisation of partial differentiation since
f (x + h, y) − f (x, y) ∂z
θ = 0 implies that D−
→ f (x, y) = lim
i
= ,
h→0 h ∂x
π f (x, y + h) − f (x, y) ∂z
and θ = implies that D−
→ f (x, y) = lim
j
= .
2 h→0 h ∂y
Theorem 3.5.2 Computing a Directional Derivative
→
− →
−
If z = f (x, y) is a differentiable function of x and y and →
−
u = cos θ i + sin θ j , then
→
−
u f (x, y) = 5f (x, y) · u .
D−
→ (36)
33
Example 24 Find the directional derivative of f (x, y) = 2x3 y 2 + 6xy at (1, 1) in the
direction of a unit vector whose angle with the positive x− axis is π/6.
∂f ∂f
Solution Since ∂x
= 6x2 y 2 + 6y and ∂y
= 4x3 y + 6x, we have
→
− →
− →
− →
−
5f (x, y) = 6x2 y 2 + 6y i + 4x3 y + 6x j and 5 f (1, 1) = 12 i + 10 j .
→
− →
− √
3→
− 1→−
Now, at θ = π/6 →
−
u = cos θ i + sin θ j = 2
i + j.
Therefore
2
√ !
→
−
→− →− 3 →
− 1 →
− √
D−
→
u f (1, 1) = 5f (1, 1) · u = 12 i + 10 j · i + j = 6 3 + 5.
2 2
Example 25 Consider the plane that is perpendicular to the xy− plane and passes
through the points P (2, , 1) and Q(3, 2). What is the slope of the tangent line to the curve
of intersection of this plane with the surface f (x, y) = 2x2 + 4y 2 at (2, 1, 17) in the direction
of Q?
−→ → − → −
Solution We want D− u f (2, 1) in the direction given by the vector P Q = i + j . But since
→
−→ →
− →
−
P Q is not a unit vector, we form → −
u = √12 i + √12 j . Now
→
− →
− →
− →
−
5f (x, y) = 4x i + 8y j and 5 f (2, 1) = 8 i + 8 j .
→
−
u f (x, y, z) = 5f (x, y, z) · u .
D−
→ (37)
D− u 5 f (x, y).
u f (x, y) = comp−
→ →
34
(The component of 5f (x, y, z) on the unit vector →
−
u , which is found by dotting 5f (x, y, z)
with →
−
u ). In addition, (37) reveals that
∂w
D−
u f (x, y, z) =
→ .
∂z
→
− →
− →
−
5f (x, y, z) = (8xy − 2y) i + (4x2 − 2xy) j + 2z k
→
− →
− →
−
5f (−1, 2, 1) = 20 i + 8 j + 2 k
z}|{ →
− →
− z}|{ → − →
−
Since 2 i +3 j + 6 k = 7 then 27 i + 37 j + 76 k is unit unit in the indicated direction.
It follows that
→
−
→− →
− →
− 2 z}|{ 3 →
− 6→− 4
u f (−1, 2, 1) = 5f (−1, 2, 1) · u = 20 i + 8 j + 2 k
D−
→ · i + j + k =− .
7 7 7 7
The maximum value of the directional derivative is k5f k and occurs where →
−
u has the same
direction as 5f (when cos φ = 1).
The minimum value of the directional derivative is − k5f k and it occurs when →
−
u and
5f have opposite (when cos φ = −1).
Example 27 In Example 26 the maximum value of the directional derivative of f
√
at (−1, 2, 1) is kf (−1, 2, 1)k = 468. The minimum value of D−
u f (−1, 2, 1) is then
→
√
− kf (−1, 2, 1)k = − 468.
Gradient Points in Direction of Most Rapid Increase of f Put yet another way:
The gradient vector 5f points in the direction in which f increases most rapidly, whereas,
− 5 f points in the direction of the most rapid decrease of f .
35
Example 28 Each in one city there is a bicycle race up to the top of a hill by a road
known to be the steepest in the city. To understand why a bicyclist with a modicum of sanity
p
will zigzag up the road, let us suppose the graph of f (x, y) = 4 − 23 x2 + y 2 , 0 ≤ z ≤ 4
shown in Figure 23 (a) is a mathematical model of the hill. The gradient of f is
" #
2
2 −x → − −y →
− →
−
5f (x, y) = p i +p j =p 3 r
3 2
x +y 2 2
x +y 2 2
x +y 2
→
− →
−
where →
−
r = −x i − y j is a vector pointing to the center of the circular base.
Thus, the steepest ascent up the hill is a straight road whose projection in the xy− planeis
a radius of the circular base. Since D−
→u f = comp−→u 5 f , b bicyclist will zigzag, or seek a
direction →
−
u other than 5f , in order to reduce this component.
Example 29 The temperature in a rectangular bos is approximated by
1
If a mosquito is located at 2
, 1, 1 in which direction should it fly to cool of as rapidly as
possible.
Solution The gradient of T is
→
− →
− →
−
5T (x, y, z) = yz(2 − y)(3 − z)(1 − 2x) i + xz(1 − x)(2 − 2y) j + xy(1 − x)(2 − y)(3 − 2z) k .
→
−
Therefore, 5T ( 21 , 1, 1) = 41 k . To cool off most rapidly, the mosquito should fly in the
→
−
direction of − 41 k ; that is it should dive for floor of the box, where the temperature is
T (x, y, 0).
36
3.6 Tangent Planes and Normal lines
Introduction The notion of the gradient of a function of two or more variables was
introduced in the preceding section as an aid in computing directional derivatives. In this
section we give a geometric interpretation of the gradient vector.
Geometric Interpretation of the Gradient - Functions of Two Variables Suppose
f (x, y) = c is the level curve of the differentiable function z = f (x, y) that passes through a
specified point P (x0 , y0 ); that is f (x0 , y0 ) = c.
If this level curve is parametrised by the differentiable functions
∂f dx ∂f dy
+ = 0, (38)
∂x dt ∂y dt
∂f →
− ∂f →
− dx →
− dy →
−
5f (x, y) = 5 i +5 5 j and →
−
r 0 (t) = i + j,
∂x ∂y dt dt
(38) becomes 5f · →
−
r 0 = 0. Specifically, at t = t0 , we have
5f (x0 , y0 ) · →
−
r 0 (t0 ) = 0. (39)
That is, if →
−
r 0 (t0 ) 6= 0, the vector 5f (x0 , y0 ) is orthogonal to the tangent vector →
−
r 0 (t0 ) at
P (x0 , y0 ). We interpret this to mean
37
Example 30 Find the level curve of f (x, y) = −x2 + y 2 passing through (2, 3). Graph
the gradient at the point.
Solution Since f (2, 3) = −4 + 9 = 5, the level curve is the hyperbola −x2 + y 2 = 5. Now
→
− →
− →
− →
−
5f (x, y) = −2x i + 2y j and 5 f (2, 3) = −4 i + 6 j .
5f (x0 , y0 , z0 ) · →
−
r 0 (t0 ) = 0. (41)
Thus, when →
−
r 0 (t0 ) 6= 0, the vector 5f (x0 , y0 , z0 ) is to the tangent vector →
−
r 0 (t0 ). Since this
argument holds for any differentiable curve through P (x0 , y0 , z0 ) on the surface, we conclude
that:
5 f is normal (perpendicular) to the level surf ace at P.
38
FIG. 26: Gradient is normal to the level surface at P
Example 31 Find the level surface of f (x, y, z) = x2 + y 2 + z 2 passing through (1, 1, 1).
Graph the gradient at the point.
Solution Since f (1, 1, 1) = 3, the level surface passing through (1, 1, 1) is the sphere x2 +
y 2 + z 2 = 3. The gradient of the function is
→
− →
− →
−
5f (x, y, z) = 2x i + 2y j + 2z k ,
→
− →
− →
−
and so, at the given point, 5f (1, 1, 1) = 2 i + 2 j + 2 k . The level surface and 5f (1, 1, 1)
are illustrated in Figure 27.
Tangent Plane In the study of differential calculus a basic problem was finding an
eqaution of a tangent plane to the graph of a function. In 3 - space the analogous problem
is finding an equation of a tangent plane to a surface. We assume again that w = f (x, y, z)
is a differentiable function and that a surface is given by f (x, y, z) = c.
39
Definition 3.6.1 Tangent Plane
→
−
Let P (x0 , y0 , z0 ) be a point on the graph of f (x, y, z) = c, where 5f is not 0 . The tangent
plane at P is that plane through P that is normal to 5f evaluated at P .
•Thus, if P (x, y, z) and P (x0 , y0 , z0 ) are points on the tangent plane and →
−
r and →
−
r 0 are their
respective position vectors, then a vector equation of the tangent plane is 5f (x0 , y0 , z0 ) ·
(→
−r −→−r ) = 0.
0
40
of z = f (x, y) if and only if it is also on the level surface f (x, y, z) = 0. This follows from
f (x0 , y0 , z0 ) = f (x0 , y0 ) − z0 = 0.
Example 34 Find the parametric equations for the normal line in Example 33 at
(−1, 5, 1).
→
− − →
→ −
Solution A direction vector for the normal line at (−1, 5, 1) is 5f (−1, 5, 1) = − i +5 j − k .
It follows that parametric equations for the normal line are
x = −1 − t, y = 5 + t, z = 1 − t.
41
Expressed as symmetric equations the normal line to a surface f (x, y, z) = c at P (x0 , y0 , z0 )
is given by
x − x0 y − y0 z − z0
= = .
fx (x0 , y0 , z0 ) fx (x0 , y0 , z0 ) fx (x0 , y0 , z0 )
In Example 32, you should verify that symmetric equations of the normal line at (−1, 5, 1)
are
x+1 y−5 z−1
= = .
−1 1 −1
→
− →
−
f (x, y) = P (x, y) i + Q(x, y) j ,
→
− →
− →
−
f (x, y, z) = P (x, y, z) i + Q(x, y, z) j + Q(x, y, z) j ,
are also called vector fields. For example, the motion of a wind or a fluid can be described
by means of a velocity field because a vector can be assigned at each point representing the
velocity of a particle at the point. (See Figure 27 (a) and 27 (b)).
The concept of force fields plays an important role in mechanics, electricity and mecha-
nism. (See Figure 27 (c) and 27 (d)).
42
→
− →
−
Example 35 Graph the two - dimensional vector field f (x, y) = −y i + x j .
Solution One manner of proceeding is simply to choose points in the xy− plane and then
graph the vector f at that point. For example, at (1, 1) we would draw the vector f (1, 1) −
→
− → −
i + j.
For the given vector field it is possible to systematically draw vectors of the same length.
→
− p
Observe that f = x2 + y 2 , and so vectors of the same length k must lie along the curve
p
defined by x2 + y 2 = k, that is, at any point on the circle x2 + y 2 = k 2 a vector would have
length k. For simplicity, let us choose circles that have some points on them with integer
√
coordinates. For example, k = 1, k = 2, and k = 2, we have:
x2 + y 2 = 1 : At the points (1, 0), (0, 1), (−1, 0) and (0, −1) the corresponding vectors
→
− →
− →
− → −
j , − i , − j , i have the same length 1.
x2 + y 2 = 2 : At the points (1, 1), (−1, 1), (−1, −1) and (1, −1) the corresponding
→
− → − →
− → − → − → − →− → − √
vectors − i + j , − i − j , i − j , i + j have the same length 2.
x2 + y 2 = 4 : At the points (2, 0), (0, 2), (−2, 0) and (0, −2) the corresponding vectors
→
− →
− →
− → −
2 j , −2 i , −2 j , 2 i have the same length 2.
43
called the gradient of φ or a gradient field. The del operator can also be combined with
→
− →
− →
−
a vector f (x, y, z) = P (x, y, z) i + Q(x, y, z) j + R(x, y, z) k in two different ways: in one
case producing another vector field and in the other producing a scalar function. We will
assume hereafter that P , Q, and R have continuous partial derivatives.
Definition 3.7.1 Curl
→
− →
− → − →
−
The curl of a vector field f = P i Q j + R k is the vector field
→
− ∂R ∂Q → − ∂P ∂R → − ∂Q ∂P → −
culr f = − i + − j + − k.
∂y ∂z ∂z ∂x ∂x ∂y
→
−
In practice, curl f can be computed from the cross product of the del operator and the
→
−
vector f :
→ − →
− → −
i j k
→
− →
− ∂ ∂ ∂
curl f = 5 × f = ∂x ∂y ∂z
P Q R
There is another combination of partial derivatives of the component functions of a vector
field that occurs frequently in science and engineering. Before we state the next definition,
consider the following motivation.
→
− →
− →
−
If f (x, y, z) = P (x, y, z) i + Q(x, y, z) j + R(x, y, z) k is the velocity field of a fluid, then
as shown in Figure 32.
The volume of fluid flowing through an element of surface area 4S per unit time - that
is, flux of the vector field f through the area 4S - is approximated by
→
− →
− → −
(height)(area of base) = comp−
→
n f 4 S = f · n 4 S, (43)
44
FIG. 33: What is the total flux of vector field through this element?
where →
−
n is a unit normal vector to the surface. Now consider the rectangular parallelepiped
shown in Figure 33.
→
−
To compute the total flux of f through its six sides in the outward direction we first
compute the total flux out of parallel faces. The area of face f1 is 4x 4 z and its outward
→
− →
−
normal is − j and so by (43) the flux of f through f1 is approximately
→
− → −
f · − j 4 x 4 z = −Q(x, y, z) 4 x 4 z.
→
−
The flux out of face f2 , whose outward normal is j , is approximated by
→− → −
f · j 4 x 4 z = Q(x, y + 4y, z) 4 x 4 z.
By multiplying (44) by 4 y/ 4 y and recalling the definition of a partial derivative, we get for
small 4y,
Q(x, y + 4y, z) − Q(x, y, z) ∂Q
≈ 4 x 4 y 4 z.
4y ∂y
Arguing in exactly the same manner, we see that the contributions to the total flux out
of the parallelepiped from the two faces parallel to the yz− plane, and from the two faces
parallel to the xy− plane, are in turn,
∂P ∂R
4 x 4 y 4 z and 4 x 4 y 4 z.
∂x ∂z
→
−
Adding the results, we see that the net flux of f out of the parallelepiped is approximately
∂P ∂Q ∂R
+ + 4 x 4 y 4 z.
∂x ∂y ∂z
45
→
−
By dividing the last expression by 4x4y 4z, we get the outward flux of f per unit volume:
∂P ∂Q ∂R
+ + .
∂x ∂y ∂z
→
− ∂P ∂Q ∂R
div f = + + .
∂x ∂y ∂z
→
−
Observe that div f can be written in terms of the del operator as
→
− →
− ∂ ∂ ∂
div f = 5 · f = P (x, y, z) + Q(x, y, z) + R(x, y, z).
∂x ∂y ∂z
→
− →
− →
− →
− →
− →
−
Example 36 If f = (x2 y 3 − z 4 ) i + 4x5 y 2 z j − y 4 z 6 k , find (a) curl f , (b) div f and
→
−
(c) div curl f .
(a)
→ − →
− → −
i j k
→
− →
− →
− →
− →
−
curl f = 5 × f = ∂
∂x
∂
∂y
∂
∂z
= −4y 3 z 6 − 4x5 y 2 i − 4z 3 j + 20x4 y 2 z − 3x2 y 2 k .
P Q R
→
− →
− ∂ ∂ ∂
(b) div f = 5 · f = ∂x
(x2 y 3 − z 4 ) + ∂y
(4x4 y) + ∂z
(−y 4 z 6 ) = 2xy 3 + 8x5 yz − 6y 4 z 5 .
→
− ∂ ∂
(c) div curl f = ∂x
(−4y 3 z 6 − 4x5 y 2 ) + ∂y
(−4z 3 ) + (20x4 y 2 z − 3x2 y 2 ) = 0.
→
−
also, if f is a vector field having second partial derivatives, then
→
− →
−
div curl f = 5 · 5 × f = 0. (46)
46
Physical Interpretations The curl is easily understood in connection with the flow of
fluids. If a paddle device, such as shown in Figure 34, is inserted in a flowing fluid, then the
curl of the velocity field is a measure of tendency of the fluid to turn the device about its
→
− →
−
vertical axis w. If curl f = 0 , then the flow of the fluid is said to be irrotational, which
means that it is free of vortices or whirlpools that would cause the paddle to rotate.
In Figure 35, the axis w of the paddle points straight out of the page.
→
−
We have already seen that the divergence of a velocity field f near a point P (x, y, z) is
→
−
the flux per unit volume. If div f (P ) > 0, then P is said to be a source for f , since there
→
− →
−
is a net outward flow of fluid near P ; if div f (P ) < 0, then P is said to be a sink for f ,
→
−
since there is a net inward flow of fluid near P ; if div f (P ) = 0, there are no sources or sinks
near P . (See Figure 36).
The divergence of a vector field can also be interpreted as as a measure of the rate of
→
−
change of the density of the fluid at a point. In other words, div f is a measure of the fluid’s
47
FIG. 36: P a source in (a); P a sink in (b)
→
−
compressibility. If 5 · f = 0, the fluid is said to be incompressible. In electromagnetic
→
− →
−
theory, if 5 · f = 0 the vector field f is said to be solenoidal.
Rb
Introduction The notion of the definite integral a
f (x)dx, that is, integration of a
function defined over an integral can be generalised to integration of a function defined
along a curve. To this end we need to introduce some terminology about curves.
Suppose C is a curve parametrised by x = f (t), y = g(t), a ≤ t ≤ b, and A and B are the
points (f (a), g(a)) and (f (b), g(b)). We say that
(i) C is a smooth curve if f 0 and g 0 are continuous on the closed interval [a, b] and not
simultaneously zero on the open interval (a, b).
(iv) Cisasimple closed curve if A = B and the curve does not cross itself.
(v) If C is not a closed curve then, the positive direction on C is the direction corre-
sponding to increasing values of t.
48
FIG. 37: Various curves
Definite Integral Before Defining integration along a curve, let us review the five steps
leading to the definition of the definite integral.
2. Partition the interval [a, b] into n subintervals [xk−1 , xk ] of lengths 4xk = xk − xk−1 .
Let P denote the partition shown in Figure 38.
FIG. 38:
3. Let kP k be the length of the longest subinterval. The number kP k is called the norm
of the partition P .
Pn
5. Form the sum k=1 f (x∗k ) 4 xk .
49
The definite integral of a function of a single variable is given by the limit of a sum:
Z b Xn
f (x)dx = lim f (x∗k ) 4 xk .
a kP k→0
k=1
Line Integrals in the Plane The following analogous five steps lead to the definitions
of three line integrals in the plane.
1. Let z = G(x, y) be defined in some region that contains the smooth curve C defined
by x = f (t), y = g(t), a ≤ t ≤ b.
2. Divide C into n subarcs of lengths 4sk according to the partition a = t0 < t1 < t2 · <
tn = b of [a, b]. Let the projection of each subarc onto the x− and y− axes have
lengths 4xk and 4yk respectively.
Pn Pn Pn
5. Form the sums k=1 G(x∗k , yk∗ ) 4 xk , k=1 G(x∗k , yk∗ ) 4 yk , k=1 G(x∗k , yk∗ ) 4 sk .
50
(ii) The line integral of G along C from A to B with respect to y is
Z n
X
G(x, y)dy = lim G(x∗k , yk∗ ) 4 yk .
C kP k→0
k=1
Note: If G(x, y) is continuous on C, then the integrals defined in (i), (ii), and, (iii) exist.
We shall assume continuity of G as a matter of course.
The line integrals in Definition 3.8.1 can be evaluated in two ways, depending on whether
the curve is defined parametrically or by an explicit function. In either case the basic idea
is to convert the line integral to a definite integral in a single variable. If C is a smooth
curve parametrised by x = f (t), y = g(t), a ≤ t ≤ b, then we simply replace x and y in
the integral by the functions f (t) and g(t), and the appropriate differential dx, dy or ds by
p p
f 0 (t)dt, g 0 (t)dt or [f 0 ]2 + [g 0 (t)]2 dt. The expression ds = [f 0 ]2 + [g 0 (t)]2 dt is called the
differential of arc length. The integration is carried with respect to the variable t in the
usual manner:
Z Z b
G(x, y)dx = G(f (t), g(t))f 0 (t)dt. (47)
C a
Z Z b
G(x, y)dy = G(f (t), g(t))g 0 (t)dt. (48)
C a
Z Z b p
G(x, y)ds = G(f (t), g(t)) [f 0 ]2 + [g 0 (t)]2 dt. (49)
C a
51
R R R
Example 36 Evaluate (a) C
2xydx, (b) C
2xydy, and (c) C
2xyds on the curve defined
by x = 5 cos t, y = sin t, 0 ≤ t ≤ π/4
Solution
(a)
Z Z π
4
2xydx = 2(5 cos t)(5 sin t)(−5 sin tdt)
C 0
Z π
4
= −250 sin2 t cos tdt
0
π √
1 3 4 125 2
= −250 sin t =− .
3 0 6
(b)
Z Z π
4
2xydy = 2(5 cos t)(5 sin t)(5 cos tdt)
C 0
Z π
4
= 250 cos2 t sin tdt
0
π4
√
1 3 125
= −250 − cos t = 4− 2 .
3 0 6
(c)
Z Z π
4 p
2xyds = 2(5 cos t)(5 sin t) 25 sin2 t + 25 cos2 tdt
C 0
Z π
4
= 250 sin t cos tdt
0
π
1 2 4 125
= 250 sin t = .
2 0 2
Z Z b
G(x, y)dx = G(x, f (x))dx. (50)
C a
Z Z b
G(x, y)dy = G(x, f (x))f 0 (x)dx. (51)
C a
52
Z Z b p
G(x, y)ds = G(x, f (x)) 1 + [f 0 (x)]2 dx. (52)
C a
A line integral along a piecewise - smooth curve C is defined as the sum of integrals over the
various smooth curves whose union comprises C. For example, if C is composed of smooth
curves C1 and C2 , then
Z Z Z
G(x, y)ds = G(x, y)ds + G(x, y)ds.
C C1 C2
In many applications, line integrals appear as a sum
Z Z
P (x, y)dx + Q(x, y)dy.
C C
It is common practice to write this sum as one integral without parentheses
Z
P (x, y)dx + Q(x, y)dy.
C
or simply Z
P dx + Qdy. (53)
C
A line integral along a closed curve C is very often denoted by
I
P dx + Qdy.
C
R
Example 37 Evaluate C (2x + y)dx + xydy between (−1, 2) and (2, 5) given the curve
C, y = x2 + 1.
SolutionUsing x as a parameter, dy = 2xdx, and
Z Z 2 Z 2
2
x x2 + 1 dx
(2x + y)dx + xydy = (2x + x + 1)dx +
C −1 −1
Z 2
(2x + x2 2x4 + 3x2 + 1 dx
=
−1
2
2 5 141
= x + x3 + x = .
5 −1 5
R 2 2
√
Example 38 Evaluate C
(6x + 2y ) dx + 4xydy, where C is given by t, y = t, 4 ≤
t ≤ 9.
Solution We have
Z Z 9 Z 9 √
2 2 2 1 − −1
6x + 2y dx + 4xydy = 6t + 2t t 2 + 4 ttdt
C 4 2 4
Z 9 3
1
+5t 2
= 3t 2 dt
4
5 9
3
= 2t 2 + x3 + 2t 2 = 460.
4
53
H
Example 39 Evaluate (x2 + y 2 ) dx − 2xyd on the closed curve C
54