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Ch. 10 Vector Integral Calculus. Integral Theorems
Ch. 10 Vector Integral Calculus.
Integral Theorems
The vector integral calculus extends integrals from calculus to integrals over curves, surfaces, and solids.
These extended integrals have basic engineering applications in solid mechanics, in fluid flow, and in heat problems.
These different kinds of integrals can be transformed into one another
• in order to simplify evaluations or to gain useful general formulas
• by the powerful formulas of Green, Gauss, Stokes
The formulas involve the divergence and the curl.
Ch. 10 Vector Integral Calculus. Integral Theorems 10.1 Line Integrals
10.1 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.
Definition and Evaluation of Line Integrals
A line integral of F(r) over a curve C :
• In term of components
' 'b
C a
dd t t dt
dt
rF r r F r r r
1 2 3 1 2 3' ' 'b
C C a
d F dx F dy F dz F x F y F z dt F r r
Ch. 10 Vector Integral Calculus. Integral Theorems
Ex.1 Find the value of the line integral when F(r) = [ y , xy ] = yi – xyj and C is the circular arc in the
following figure form A to B.
Represent C by r(t) = [ cost , sint ] = cost i + sint j, where 0 t /2.
Then x(t) = cost, y(t) = sint, and F(r(t)) = y(t)i – x(t)y(t)j = sint i – cost sint j.
By differentiation,
2
0
22 2
0
022
0 1
' sin cos sin cos
sin cos sin sin cos
sin cos sin
1 1 cos 2
2
C
t t, t t t
d t, t t t, t dt
t t t dt
t dt u d
r i j
F r r
10 0.4521
4 3u
10.1 Line Integrals
< Example 1 >
Ch. 10 Vector Integral Calculus. Integral Theorems
Simple general properties of the line integral
1 2
(5a) constant
(5b)
(5c)
C C
C C C
C C C
k d k d k
d d d
d d d
F r F r
F G r F r G r
F r F r F r
10.1 Line Integrals
< 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
Ch. 10 Vector Integral Calculus. Integral Theorems
Motivation of the Line Integral : Work Done by a Force
• The work W done by a constant force F in the displacement along a straight segment d :
• We define the work W done by a variable force F in the displacement along a curve C : r(t) as
the limit of sums of works done in displacements along small chords of C. ( This definition
amounts to defining W by the line integral.)
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,
W F d
b
C a
W d t t dt F r F r v
2 '
2 2
t bb b
t aa a
mm '' t m ' t W m ' t t dt m dt
v vF r v v v v
10.1 Line Integrals
Ch. 10 Vector Integral Calculus. Integral Theorems
< Proof of Theorem 2 >
Other Forms of Line Integrals : A line integral whose value is a vector rather than a scalar
1 2 3, , b b
C a a
dt t dt F t F t F t dt F r F r r r r
Ex.5 Integrate F(r) = [ xy , yz , z ] along the helix.
22
2 2 2
0 0
1 3cos , 3sin 3 cos , 0, 6 , 6
2 2t dt t t t t t
F r
Ex. Integrate F = [ 0 , xy , 0 ] on the straight segment and the parabola
with 0 t 1, respectively.
1
2
21 1 1 1
42 2 2 2
1'
3
2' 2
5
C
C
t t t d
t t t d
F r r F r r
F r r F r r
1 1 0C : t t, t, r 22 2 0C : t t, t , r
10.1 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.
Ch. 10 Vector Integral Calculus. Integral Theorems 10.2 Path Independence of Line Integrals
10.2 Path Independence of Line Integrals
Theorem 1 Path Independence
A line integral with continuous in a domain D in space is path independent in D
if and only if is the gradient of some function f in D,
B
1 2 3 1 2 3grad , , A
f f ff F F F F dx F dy F dz f B f A
x y z
F
1 2 3 F , F , F
1 2 3F , F , FF
Ex.1 Path Independence
Show that the integral 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 ).
Hence the integral is independent of path according to Theorem 1.
2 2 4 2, 2, 2 0, 0, 0 4 4 8 16C
xdx ydy zdz f B f A f f
2 2 4C
xdx ydy zdz
2 2 21 2 32 2 , 4z grad 2 , 2 , 4 2
f f fx, y f x F y F z F f x y z
x y z
F
Ch. 10 Vector Integral Calculus. Integral Theorems 10.2 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.
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 and is exact in D.1 2 3 F , F , F1 2 3d F dx F dy F dz F r
is exact if and only if there is f in D such that F = grad f.1 2 3d F dx F dy F dz F r
Ch. 10 Vector Integral Calculus. Integral Theorems
Theorem 3 Criterion for Exactness and Path Independence
Let in the line integral, be continuous and have
continuous first partial derivatives in a domain D in space. Then
• If the differential form is exact in D – and thus line integral is path
independent -, then in D, curl F = 0 ; in components .
• If curl F = 0 holds in D and D is simply connected, then is exact in D
– and thus line integral is path independent .
1 2 3 F , F , F 1 2 3
C C
d F dx F dy F dz F r r
1 2 3d F dx F dy F dz F r
3 32 1 2 1F FF F F F, ,
y z z x x y
1 2 3d F dx F dy F dz F r
10.2 Path Independence of Line Integrals
Ch. 10 Vector Integral Calculus. Integral Theorems
Ex.3 Exactness and Independence of Path. Determination of a Potential
Show that the differential form under the integral sign of
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, /4, 2 ).
Exactness :
To find f
2 23 2 1 3 2 12 cos sin , 4 , 2
y z z x x yF x z yz yz yz F F xyz F F xz F
2 2 2 22
2 21
2 23
cos sin ,
2 2 0
2 cos ' 2 cos ' 0 const
x x x
z
f F dy x z z yz dy x yz yz g x z
f xyz g F xyz g g h z
f x yz y yz h F x yz y yz h h
2 2 sin , 1 4 sin 0 14 2
f x yz yz f B f A
2 2 2 22 cos 2 cosC
I xyz dx x z z yz dy x yz y yz dz
10.2 Path Independence of Line Integrals
Ch. 10 Vector Integral Calculus. Integral Theorems 10.3 Calculus Review : Double Integrals
Double integral
: Volume of the region between the surface defined by the function and the plane
Definition of the double integral
• We subdivide the region R by drawing parallels to the x- and y-axes.
• We number the rectangles that are entirely within R from 1 to n.
• In each such rectangle we choose a point in the kth rectangle,
whose area we denote by .
The length of the maximum diagonal of the rectangles approaches zero as n approaches infinity.
• We form the sum .
• Assuming that f ( x , y ) is continuous in R and R is bounded by finitely many smooth curves, one
can show that this sequence converges and its limit is independent of the choice of
subdivisions and corresponding points .
10.3 Calculus Review : Double Integrals
k kx , y
kΔA
1
n
n k k kk
J f x , y ΔA
1 2, , n nJ J
k kx , y
< Subdivision of a region R >
Ch. 10 Vector Integral Calculus. Integral Theorems
Properties of double integrals
Mean Value Theorem
R is simply connected, then there exists at least one point in R such that we have
where A is the area of R.
1 2
constant
Figure
R R
R R R
R R R
kf dxdy k f dxdy k
f g dxdy f dxdy gdxdy
f dxdy f dxdy f dxdy
0 0, ,R
f x y dxdy f x y A
0 0,x y
10.3 Calculus Review : Double Integrals
< Formula >
Ch. 10 Vector Integral Calculus. Integral Theorems
Evaluation of Double Integrals by Two Successive Integrations
•
•
, ,h xb
R a g x
f x y dxdy f x y dy dx
, ,q yd
R c p y
f x y dxdy f x y dx dy
10.3 Calculus Review : Double Integrals
< Evaluation of a double integral >
< Evaluation of a double integral >
Ch. 10 Vector Integral Calculus. Integral Theorems 10.4 Green’s Theorem in the Plane
10.4 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 and be functions that are continuous and have continuous
partial derivatives and everywhere in some domain containing R. Then
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.
1 2 1 2, curlR C
F F F F dxdy d F i j F k F r
1 2, ,F x y F x y
1 2 F F
y x
2 11 2
R C
F Fdxdy F dx F dy
x y
• Vectorial form
< Region R whose boundary C consists of two parts >
Ch. 10 Vector Integral Calculus. Integral Theorems
Ex. 1 Verification of Green’s Theorem in the Plane
Green’s theorem in the plane will be quite important in our further work. Let us get used to it by verifying it
for and C the circle .
1. ( Circular disk R has area . )
2. We must orient C counterclockwise
2 2 21 27 , 2 2 1F y y F xy x x y
2 1 2 2 2 7 9 9R R R
F Fdxdy y y dxdy dxdy
x y
2 21 2
22
1 2
0
23 2 2 2
0
7 sin 7sin 2 2 2cos sin 2cos
sin 7sin sin 2 cos sin cos cos
sin 7sin 2cos sin 2cos
π
C
π
F y y t t, F xy x t t t
F x' F y' dt t t t t t t t dt
t t t t t dt
0 7 0 2 9 π - π π
cos sin , sin cos t t , t ' t t , t r r
10.4 Green’s Theorem in the Plane
Ch. 10 Vector Integral Calculus. Integral Theorems
Ex. 3 Area of a Plane Region in Polar Coordinates
Polar coordinates :
21 1 1cos sin cos sin cos sin
2 2 2C C C
A xdy ydx r dr r d r dr r d r dθ
cos , sin cos sin , sin cosx r y r dx dr r d dy dr r d
Ex. 2 Area of a Plane Region as a Line Integral Over the Boundary
Some Applications of Green’s Theorem
1 2
1 2
0,
, 0
R C
R C
F F x dxdy xdy
F y F dxdy ydx
1
2 C
A xdy ydx
10.4 Green’s Theorem in the Plane
Ch. 10 Vector Integral Calculus. Integral Theorems 10.7 Triple Integrals. Divergence Theorem of Gauss
10.7 Triple Integrals. Divergence Theorem of Gauss
Triple integral
: An integral of a function f ( x,y,z ) taken over a closed bounded region T in space
Definition of the triple integral
• 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, 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 . We now form the sum .
• Assuming that f ( x,y,z ) is continuous in T and T is bounded by finitely many smooth surfaces,
one can show that this sequence converges and its limit is independent of the
choice of subdivisions and corresponding points .
,k k kx , y z
kΔV 1
,n
n k k k kk
J f x , y z ΔV
1 2, , n nJ J
,k k kx , y z
Ch. 10 Vector Integral Calculus. Integral Theorems
Theorem 1 Divergence Theorem of Gauss
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
In components of and of the outer unit normal vector
of S, formula becomes
31 21 2 3 1 2 3cos cos cos
T S S
FF Fdxdydz F F F dA F dydz F dzdx F dxdy
x y z
1 2 3, , F F FF cos , cos , cos n
divT S
dV dA F F n
10.7 Triple Integrals. Divergence Theorem of Gauss
Ch. 10 Vector Integral Calculus. Integral Theorems
Ex. 1 Evaluation of a Surface Integral by the Divergence Theorem
Before we prove the theorem, let us show a typical application. Evaluate
where S is the closed surface consisting of the cylinder and the circular disks z = 0
and z = b
Polar coordinates ( dxdydz = rdrddz )
3 2 2
S
I x dydz x ydzdx x zdxdy 2 2 2 0x y a z b
2 2 2x y a
3 2 2 2 2 2 21 2 3, , div 3 5F x F x y F x z x x x x F
2
2 2 2
0 0 0
2 4 42 4
0 0 0
5 5 cos
5 5 cos 5
4 4 4
b a
T z r
b b
z z
I x dxdydz r rdrd dz
a ad dz dz a b
10.7 Triple Integrals. Divergence Theorem of Gauss
< Surface S in Example 1 >
Ch. 10 Vector Integral Calculus. Integral Theorems 10.9 Stokes’s Theorem
10.9 Stokes’s Theorem
Theorem 1 Stokes’s Theorem
Let S be a piecewise smooth oriented surface in space and let the boundary of S be a piecewise
smooth simple closed curve C. Let F(x,y,z) be a continuous vector function that has continuous
first partial derivatives in a domain in space containing S. Then
Here n is a unit normal vector of S and, depending on n, the integration around C is taken in the
sense shown. Furthermore, is the unit tangent vector and s the arc length of C.
In components, formula becomes
Here, and R is the region with
boundary curve is the uv-plane corresponding to S represented by r(u,v).
curl 'S C
dA s ds F n F r
3 32 1 2 11 2 3 1 2 3
R C
F FF F F FN N N dudv F dx F dy F dz
y z z x x y
' /d dsr r
1 2 3 1 2 3[ , , ], [ , , ], , ' [ , , ]F F F N N N dA dudv ds dx dy dz F N n N r
C
Ch. 10 Vector Integral Calculus. Integral Theorems
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
Case 1. The curve C is the circle .
Its unit tangent vector :
The function F on C :
Case 2. The surface integral.
A normal vector of S :
2 2
0 0
' sin sin 0 0C
d s s ds s s ds
F r F r r
2 1 2
0 0 0
curl curl 2 2 1
2 1 1 2 cos sin 1 cos sin 0 0 2
3 2 2
S R R
r
dA dxdy x y dxdy
r rdrd d
F n F N
2 2, 1 , 0z f x y x y z
cos , sin , 0s s sr
' sin , cos , 0s s s r
sin , 0, coss s sF r
1 2 3 1 2 3, , curl curl , , curl , , 1, 1, 1F y F z F x F F F y z x F
grad , 2 , 2 , 1z f x y x y N
curl 2 2 1x y F N
< Surface S in Example 1 >
10.9 Stokes’s Theorem