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Vector Calculus handout The Fundamental Theorem of Line Integrals Theorem 1 (The Fundamental Theorem of Line Integrals). Let C be a smooth curve given by a vector function ~r(t), where a ≤ t ≤ b, and let f be a differentiable function of two or three variables whose gradient vector ∇f is continuous on C. Then Z ∇f · d~r = f (~r(b)) − f (~r(a)) . C Note that the answer doesn’t depend on the path, only the endpoints! So, for any two paths C1 and C2 having the same initial point and same terminal point, Z Z ∇f · d~r. ∇f · d~r = C1 C1 This leads to. . . R Definition 1. Let F~ be a continuous vector field with domain D. The line integral C F~ · d~r is said to be R R independent of path (or path independent if C1 F~ · d~r = C1 F~ · d~r for any two paths C1 and C2 in D that have the same initial point and same terminal point. Definition 2. A curve C is said to be closed if its initial point and terminal point are the same. Theorem 2. R C F~ · d~r is path independent in D if and only if R C F~ · d~r = 0 for every closed path C in D. Recall that a vector field is conservative if there exists a scalar function f such that ∇f = F~ . Theorem 3. Let F~ be a continuous vector field on an open connected region. Then the line integral R ~ F · d~r is path independent if and only if F~ is conservative. C R Why do we care? If F~ is conservative, then that can make evaluating C F~ · d~r much easier (if C is closed we get 0 immediately, if not then we could still choose a ‘nicer’ path). But it would be nice to have some way to check to see if F~ is conservative without going back to the definition: Theorem 4. Let F~ = P ı̂ + Q̂ be a vector field on an open, simply-connected region D such that P and Q have continuous first-order partial derivatives. Then F~ is conservative if and only if ∂P ∂Q = ∂y ∂x on D. 1 Curl and Divergence For three-dimensional vector fields, we need another way to check for a conservative vector field. Recall the “del” operator that we defined when we introduced the gradient: ∂ ∂ ∂ k̂ ı̂ + ̂ + ∂x ∂y ∂z ∂ ∂ ∂ = , , ∂x ∂y ∂z ∇= We use this to define the curl and divergence of a three-dimensional vector field F~ = P ı̂ + Q̂ + R k̂: curl F~ = ∇ × F~ ı̂ ̂ ∂ ∂ = ∂x ∂y P Q k̂ ∂ ∂z R div F~ = ∇ · F~ Theorem 5. Let F~ = P ı̂ + Q̂ + R k̂ be a vector field on an open, simply-connected region D such that P , Q, and R have continuous first-order partial derivatives. Then F~ is conservative if and only if curl F~ = ~0 on D. Example 1. Determine whether or not the following vector fields are conservative. If so, find f (x, y) such that ∇f = F~ . (a) F~ (x, y) = h y, x i (b) F~ (x, y) = h y, 1 i (c) F~ (x, y) = y 2 , 2xy 2 (d) F~ (x, y) = y 3 + 1, 3xy 2 + 1 (e) F~ (x, y) = D 2 2 2xyex y , x2 ex y E (f) F~ (x, y, z) = h sin(y), −x cos(y), 1 i (g) F~ (x, y, z) = 2xy, x2 + 2yz, y 2 3 We can combine these definitions and theorems as follows: Theorem 6. Let F~ be a continuous vector field with continuous first partial derivatives in an open connected region D, and let C be a [piecewise] smooth curve in D given by ~r(t). The following are equivalent: 1. F~ is conservative. 2. ∂P ∂Q = (for F~ = P ı̂ + Q̂) or curl F~ = 0 (for F~ = P ı̂ + Q̂ + R k̂) on D . ∂y ∂x 3. There exists f such that ∇f = F~ (which then allows us to use the Fundamental Theorem). R 4. C F~ · d~r is independent of path. R 5. C F~ · d~r = 0 for every closed curve C in D. R Example 2. Evaluate C F~ · d~r, where F~ = y 3 + 1, 3xy 2 + 1 and C is the semicircular path from (0, 0) to (2, 0) given by ~r(t) = h 1 − cos(t), sin(t) i , 0 ≤ t ≤ π. R Example 3. Evaluate F~ · d~ r, where F~ = y 2 , 2xy and C is the parabolic path from (4, 0) to (1, 3) C given by ~r(t) = 4 − t, 4t − t2 , 0 ≤ t ≤ 3. 4 Example 4. Evaluate R C F~ · d~r, where F~ = 2xy, x2 + 2yz, y 2 and C is the path given by ~r(t) = t2 , t cos(t), et sin(t) , 0 ≤ t ≤ 3π. Green’s Theorem Green’s Theorem relates a line integral around a simple closed curve C to a double integral over the region in the plane D bounded by C: Theorem 7 (Green’s Theorem). Let C be a positively oriented, piecewise-smooth, simple, closed curve in R2 and let D be the region bounded by C, and let F~ = P ı̂ + Q̂ be a continuous vector field such that P and Q have continuous partial derivatives on an open region containing D. Then Z Z F~ · d~r = P dx + Q dy C C ZZ ∂Q ∂P − dA = ∂x ∂y ZDZ = curl F~ · k̂ dA D 5 R Example 5. Evaluate C x2 y 2 dx + xy dy where C is the positively oriented curve consisting of the arc of the parabola y = x2 from (0, 0) to (1, 1) and the line segments from (1, 1) to (0, 1) and from (0, 1) to (0, 0). Parametric Surfaces Given a vector valued or parametric function in one variable, say t, we can trace out a curve in R2 or R3 : ~r(t) = x(t)ı̂ + y(t)̂[+z(t) k̂]. But with two parameters we can trace out a surface (in R3 ): ~r(u, v) = x(u, v)ı̂ + y(u, v)̂ + z(u, v) k̂. Given a function z = f (x, y), one way to get a parameterization of the surface is to simply let u = x, v = y, and then let z = f (u, v) (similar construction for surfaces defined by y = f (x, z) or x = f (y, z)). Tangent Planes to Parametric Surfaces Recall that to find the equation of a plane, we need to know a normal vector to the plane ~n = h a, b, c i and a point in the plane (x0 , y0 , z0 ). Then the equation of the plane is a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0. Now, given a parameterization ~r(u, v) = x(u, v)ı̂ + y(u, v)̂ + z(u, v) k̂ of a surface, to find an equation of a tangent plane we still need a normal vector and a point. The point will either be given as (x0 , y0 , z0 ), or we will be given (u0 , v0 ) which we’ll then plug into ~r to find the coordinates of the point. Our normal vector is ~n = ~ru (u0 , v0 ) × ~rv (u0 , v0 ) (or, for this type of problem, we could also use ~ru (u0 , v0 ) × ~rv (u0 , v0 )) where ~ru = ∂y ∂z ∂x ∂y ∂z ∂x ı̂ + ̂ + k̂ and ~rv = ı̂ + ̂ + k̂ ∂u ∂u ∂u ∂v ∂v ∂v Example 6. Find the equation of the plane tangent to the surface √ ~r(u, v) = uı̂ + v̂ + uv k̂ at the point (1, 1). 6 Example 7. Find the equation of the plane tangent to the surface ~r(u, v) = 3u cos(v)ı̂ + 3u sin(v)̂ + u2 k̂ at the point (0, 6, 4). Surface Area of Parametric Surfaces Recall that the area of a parallelogram with sides given by ~a and ~b is |~a × ~b|. This leads to the following: Theorem 8. Let S is a smooth parametric surface given by ~r(u, v) = x(u, v)ı̂ + y(u, v)̂ + z(u, v) k̂, (u, v) ∈ D, such that S is covered just once as (u, v) ranges throughout D. Then the surface area of S is ZZ A(S) = |~ru × ~rv | dA D If we have a surface given by z = f (x, y) and view x and y as the parameters, then we have ~r(x, y) = h x, y, f (x, y) i which means ~rx = h 1, 0, fx i and ~ry = h 0, 1, fy i, so ı̂ ̂ k̂ ~ru × ~rv = 1 0 fx 0 1 fy = h −fx , fy , 1 i and |~ru × ~rv | = Thus the surface area is A(S) = q ZZ q fx 2 + fy 2 + 1 fx 2 + fy 2 + 1 dA D (Similar formulae if the surface is given by y = f (x, z) or x = f (y, z).) 7 Example 8. Find the surface area of ~r(u, v) = 2u cos(v)ı̂ + 2u sin(v)̂ + u2 k̂ for 0 ≤ u ≤ 1, 0 ≤ v ≤ 2π. Example 9. Find the surface area of the portion of the hemisphere z = the cylinder x2 + y 2 = 9. 8 p 25 − x2 − y 2 that lies inside Surface Integrals Previously, we had that the line integral of f (x, y, z) along a curve C given by ~r(t) = h x(t), y(t), z(t) i, a ≤ t ≤ b, is s 2 2 Z b Z b 2 dx dy dz or f (x(t), y(t), z(t)) + + dt = f (~r(t)) |~r 0(t)| dt dt dt dt a a Now we extend this definition to define the surface integral of f (x, y, z) over a surface S given by ~r(u, v) = x(u, v)ı̂ + y(u, v)̂ + z(u, v) k̂ where (u, v) ∈ D, as ZZ ZZ f (x, y, z) dS = f (~r(u, v)) |~ru × ~rv | dA S D Example 10. Evaluate the surface integral with 0 ≤ u ≤ π 2 RR xy dS where S is given by ~r(u, v) = 2 cos(u)ı̂+2 sin(u)̂+v k̂ S and 0 ≤ v ≤ 2. If S is a surface given by a function z = g(x, y) then we can let x and y be the parameters and find |~rx ×~ry | as we did previously to get ZZ ZZ q f (x, y, z) dS = f (x, y, g(x, y)) (gx )2 + (gy )2 + 12 dA S D (Similar formulae if the surface is given by y = g(x, z) or x = g(y, z).) Example 11. Evaluate RR x2 + y 2 + z 2 dS where S is the portion of the plane z = x+2 that is bounded S by x = −1, x = 1, y = 0, and y = 2. 9 Orientable Surfaces Orientable surfaces have two sides, and we can distinguish between the two based on which way a normal vector is pointing. For a closed surface (such as a sphere, cube, or any region E over which we evaluated a triple integral) we can have a normal vector pointing outward from the surface (this is called positive orientation) or it can point inward (this is called negative orientation). Some surfaces are non-orientable, such as a Möbius strip. Now that we have the notion of orientability, we can talk about. . . Surface Integrals Over Oriented Surfaces Let F~ = P ı̂ + Q̂ + R k̂ be a continuous vector field, defined on an oriented surface S with unit normal vector ~n. The surface integral of F~ over S is ZZ ZZ ZZ ~ ~ F · dS = F · ~n dS = F~ · (~ru × ~rv ) dA S S D If S is given by the graph of a function z = g(x, y), then RR RR ZZ (−P gx − Q gy + R) dA F~ · h −gx , −gy , 1 i dA = D RRD F~ · dS = RR (P gx + Q gy − R) dA F~ · h gx , gy , −1 i dA = S D (oriented upward) (oriented downward) D where D is the projection of z = g(x, y) onto the xy-plane. Example 12. Evaluate the surface integral RR F~ · dS, where F~ = h x, y, z i and S is the part of the S paraboloid z = 4 − x2 − y 2 that lies above the xy-plane, and has upward orientation. Example 13. Evaluate the surface integral RR F~ · dS, where F~ = h 3z, −4, y i and S is the part of the S plane x + y + z = 1 in the first octant, with downward orientation. 10