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KA. Stroud
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with additions by

Dexter Booth
 K. A. Stroud
Formerly Principal Lecturer
Department of Mathematics
Coventry University

Dexter J. Booth
Principal Lecturer
School of Computing and Engineering
University of Huddersfield

INDUSTRIAL PRESS, INC.

NEW YORK

JUN 09 2006
7 wwbibrary of Congress Cataloging-in-Publication Data
Stroud, K. A.
Vector analysis / K.A. Stroud, Dexter Booth.
Ducky
ISBN 0-8311-3208-6
1. Vector analysis--Textbooks. I. Booth, Dexter J. II. Title.

QA433.S77 2005
515’.63--dc22
2005043301

Published under license from Palgrave Publishers Ltd,

Houndmills, Basingstoke Hants RG21 6XS, United Kingdsom

Industrial Press Inc.

200 Madison Avenue
New York, NY 10016-4078

Copyright fa interes Ine, BAW York,

Printed in the ie
nyled
nit Stale merica, AttTigkts reserved.
This book, or parts theredf may’ oi, oI rnaited, stored in a retrieval
system, or transmitted in any form without the permission of the publisher.

L 2 ge eo Ora se 2807 10)

 S

Contents

Hints on using this book

Useful background information
Preface

Program 1___ Partial differentiation

Learning outcomes
Partial differentiation
Review exercise
Small increments
Can You? Checklist 1
Test exercise 1
Further problems 1

Program 2 Applications of partial differentiation

Learning outcomes
Introduction
Rate-of-change problems
Change of variables
Inverse functions
Review summary
Can You? Checklist 2
Test exercise 2
Further problems 2

Program 3 Polar coordinates

Learning outcomes
Introduction
Polar curves
Standard polar curves
Review summary
Can You? Checklist 3
Test exercise 3
Further problems 3

Program 4 Multiple integrals —

Learning outcomes
Summation in two directions
Double integrals
iv Contents

Triple integrals 86
Applications 88
Review exercise 92
Alternative notation 93
Determination of volumes by multiple integrals 99
Review summary 102
Can You? Checklist 4 105
Test exercise 4 105
Further problems 4 106

Learning outcomes 108

Differentials 109
Exact differential 112
Integration of exact differentials 113
Area enclosed by a closed curve 115
Line integrals 119
Alternative form of a line integral 120
Properties of line integrals 123
Regions enclosed by closed curves 125
Line integrals round a closed curve 126
Line integral with respect to arc length 130
Parametric equations 131
Dependence of the line integral on the path of integration 132
Exact differentials in three independent variables 137
Green’s theorem in the plane 138
Review summary 145
Can You? Checklist 5 147
Test exercise 5 148
Further problems 5 149

Learning outcomes
Double integrals
Surface integrals
Space coordinate systems 163
Cartesian coordinates 163
Cylindrical coordinates 164
Spherical coordinates 165
Element of volume in space in the three coordinate systems 167
Volume integrals 168
Alternative method ive
Change of variables in multiple integrals Fs?
Curvilinear coordinates 179
Transformation in three dimensions 187
Review summary 189
Contents

Can You? Checklist 6

Test exercise 6
Further problems 6

Learning outcomes
Introduction: scalar and vector quantities
Vector representation
Components of a given vector
Components of a vector in terms of unit vectors
Vectors in space
Direction cosines
Scalar product of two vectors
Vector product of two vectors
Angle between two vectors
Direction ratios
Triple products
Properties of scalar triple products
Coplanar vectors
Vector triple products of three vectors
Review summary
Can You? Checklist 7
Test exercise 7
Further problems 7

Program8 Vector differentiation —

Learning outcomes
Differentiation of vectors
Differentiation of sums and products of vectors
Unit tangent vectors
Partial differentiation of vectors
Integration of vector functions
Scalar and vector fields
Grad (gradient of a scalar field)
Directional derivatives
Unit normal vectors
Grad of sums and products of scalars
Div (divergence of a vector function)
Curl (curl of a vector function)
Summary of grad, div and curl
Multiple operations
Review summary
Can You? Checklist 8
Test exercise 8
Further problems 8
vi Contents

Program 9 Vector integration — eee

Learning outcomes 263
Line integrals 264
Scalar field 264
Vector field 267
Volume integrals DI
Surface integrals esis,
Scalar fields 276
Vector fields Sp es)
Conservative vector fields 284
Divergence theorem (Gauss’ theorem) 289
Stokes’ theorem 295
Direction of unit normal vectors to a surface S 298
Green’s theorem 304
Review summary 307
Can You? Checklist 9 309
Test exercise 9 310
Further problems 9 olf

Program 10 Curvilinear coordinates . 314

Learning outcomes 314
Curvilinear coordinates pay
Orthogonal curvilinear coordinates 3:19
Orthogonal coordinate systems in space 320
Scale factors 324
Scale factors for coordinate systems 325
General curvilinear coordinate system (u, v, w) Bai
Transformation equations 328
Element of arc ds and element of volume dV in orthogonal
curvilinear coordinates RYte)
Grad, div and curl in orthogonal curvilinear coordinates 330
Particular orthogonal systems 323
Review summary 335
Can You? Checklist 10 337
Test exercise 10 338
Further problems 10 339

Answers 340
Index 345
Hints on using
this book

This book contains lessons called Programs. Each Program has been written in
such a way as to make learning more effective and more interesting. It is like
having a personal tutor because you proceed at your own rate of learning and
any difficulties you may have are cleared before you have the chance to
practise incorrect ideas or techniques.
You will find that each Program is divided into numbered sections called
frames. When you start a Program, begin at Frame 1. Read each frame carefully
and carry out any instructions or exercise that you are asked to do. In almost
every frame, you are required to make a response of some kind, testing your
understanding of the information in the frame, and you can immediately
compare your answer with the correct answer given in the next frame. To
obtain the greatest benefit, you are strongly advised to cover up the following
frame until you have made your response. When a series of dots occurs, you
are expected to supply the missing word, phrase, number or mathematical
expression. At every stage you will be guided along the right path. There is no
need to hurry: read the frames carefully and follow the directions exactly. In
this way, you must learn.
Each Program opens with a list of Learning outcomes which specify
exactly what you will learn by studying the contents of the Program. The
Program ends with a matching checklist of Can You? questions that enables
you to rate your success in having achieved the Learning outcomes. If you
feel sufficiently confident then tackle the short Test exercise which follows.
This is set directly on what you have learned in the Program: the questions are
straightforward and contain no tricks. To provide you with the necessary
practice, a set of Further problems is also included: do as many of these
problems as you can. Remember, that in mathematics, as in many other
situations, practice makes perfect —- or more nearly so.

vil
 Digitized by the Internet Archive
in 2024

https ://archive.org/details/vectoranalysisOO0Ostro
Useful background
information
Symbols used in the text
= is equal to — tends to
& is approximately equal to a is not equal to
> is greater than = is identical to
= is greater than or equal to < is less than
n! factorial w=1% 2x3 X24. x7 < is less than or equal to
|k| modulus of k, i.e. size of k 00 infinity
irrespective of sign Lim limiting value as n — co
% summation ie

Useful mathematical information

1 ap sehr identities
(a+b) =a? +2ab+b? (a+b) =a°+3a*b+
3a 4b
(a ee
— =—¢ =2aptb (ao) ag esd) jap =
(a+b)* =a* + 4a°b + 6a*b? + 4ab? + b?*
(a — b)* = a* — 4ab + 6a*b* — 4ab? + b*
a —b*=(a—b)(a+b) a—b =(a—b)(a?+ab+b’)
a® +b? = (a+ b)(a? “ab + b*)
2 Trigonometrical identities
(a) sin? 6+ cos? 6 =1; sec?@=1 +tan’ 6; cosec?6 = 1 + cot? 6
(b) sin(A + B) = sinAcosB + cosA sinB
sin(A— B) = sinA cos B — cosA sinB
cos(A + B) = cosAcosB— sinA sinB
cos(A — B) = cosAcosB+sinA sinB
tan
A +tanB
OMe) = 1 —tanAtanB
ittrs tan
A —tanB
oul = 1+tanAtanB
(c) let A=B=060 ~.. sin2@=2sin@cos?

cos 29 = cos? 6 — sin? 6 = 1 — 2sin? @ = 2cos* 6-1

oy 2tané
n 26 = ———_—
s 1—tan"9

ix
Useful background information

(d) Let o=% re sing = 2sin$cos$

cos = cos? S sine 2sin

atan$
tan @ = x
1 7 tan

GED C18
(e) sinC +sinD
= 2sin 5 cos 5)
C+D_,.G—p)
SinG = sia /D) = Zeos 5 sin 5)

D E = ID)
Ak Resist cos 5)

D C=D
cos D — cosC = 2sin + sin 5)

(f) 2sin AcosB = sin(A + B) + sin(A — B)

2cosA sinB = sin(A + B) — sin(A — B)
2cosA cos B = cos(A + B) + cos(A — B)
2 sinA sin B = cos(A — B) — cos(A + B)
(g) Negative angles: sin(—@) = —siné
cos(—@) = cos@
tan(—@) = —tané
(h) Angles having the same trigonometrical ratios:
(i) Same sine: 6 and (180° — 6)
(ii) Same cosine: 6 and (360° — @), i.e. (—6)
(iii) Same tangent: 6 and (180° + 6)
(i) asin@ + bcosé = Asin(@+ a)
asin @ — bcosé@ = Asin(@ — a)
acos@ + bsin@ = Acos(@— a)
acos @ — bsin@ = Acos(@+ a)
= Va?
+b
where i,
1
a =tan™ (O* = a= 90")

3 Standard curves
(a) Straight line

Slope, NE
m =—— Cayean
Dae dx XN,

Angle between two lines, tan @ = bli ie

1+mmp2
For parallel lines, m2 = m,
For perpendicular lines, mm = —1
Useful background information xi

Equation of a straight line (slope = m)

(i) Intercept c on real y-axis: y= mx +c
(ii) Passing through (x1, y1): Y—y1 = M(x — %1)
aid ee ea
(iii) Joining 8 (X41,
(x41, Y1) and (X2,
(x2, Y2) y2): eC See
(b) Circle
Centre at origin, radiusr: x’? +? =r°
Centre (h, k), radius r: (X= hy + YHkP Sr?
General equation: x? + y* + 2gx + 2fyt+c=0
with centre (—g, —f): radius = ,/g? + f* —c
Parametric equations: x = rcosé, y=rsind
(c) Parabola
Vertex at origin, focus (a,0): —-y” = 4ax
Parametric equations : X=, y = z2at
(d) Ellipse
ye
Centre at origin, foci eeVa? + b, 0): s + - =i
where a = semi-major axis, b = semi-minor axis
Parametric equations: x = acos@, y = bsin@
(e) Hyperbola
x2 2
Centre at origin, foci (4v a2 + b?, 0): Miao a 1

Parametric equations: x = asecd@, y = btané

Rectangular hyperbola:
2)
gin, vertex +(4
Centre at origin, a) Ve ae
Jo’ V2). 2

ie. xy=C"
sls
where ¢c =

Parametric equations: x = ct, y=c/t

4 Laws of mathematics
on
(a) Associative laws — for addition and multiplicati
a+(b+c)=(a+b)+c
a(bc) = (ab)c
on
(b) Commutative laws — for addition and multiplicati
a+b=b-+a
ab = ba
division
(c) Distributive laws — for multiplication and
a(b+c) =ab+ac
BEG DLC
265= (provided a # 0)
a a a
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Preface

It is now over 35 years since Ken Stroud first developed his approach to
personalized learning with his classic text Engineering Mathematics, now in its
fifth edition. That unique and hugely successful programmed learning style is
exemplified in this text and I am delighted to have been asked to contribute to
it. I have endeavored to retain the very essence of his style that has
contributed to so many students’ mathematical abilities over the years,
particularly the time-tested Stroud format with its close attention to
technique development throughout.
The first two Programs deal with the elements and application of partial
differentiation and present a standard approach with a thorough coverage.
The next Program introduces polar coordinates to acclimatize the student to
the possibility of different coordinate systems. Program 4 extends the
students’ awareness of the integration of functions of a single variable to
integrals of two and three variables. Program 5 then discusses the concept of a
differential and applies this to line integrals, culminating in Green’s theorem
in the plane. Program 6 looks at surface and volume integrals including the
change of variables; the Program ends with an introduction to curvilinear
coordinates. The next three Programs deal with the essence of the vector
calculus, covering the algebra of vectors, vector fields, their calculus, and the
integral theorems. The final Program deals with curvilinear coordinates as
applied to all that was learned in the previous Programs dealing with the
vector calculus.
To give the student as much assistance as possible in organizing their study
there are specific Learning outcomes at the beginning and Can You?
checklists at the end of each Program. In this way, the learning experience is
made more explicit and the student is given greater confidence in what has
been learnt. Test exercises and Further problems follow, in which the student
can consolidate their newly-found knowledge.
This is the fourth opportunity that I have had to work on the Stroud books,
having made additions to both the Engineering Mathematics and Advanced
Engineering Mathematics texts. It is as ever a challenge and an honor to be able
to work with Ken Stroud’s material. Ken had an understanding of his students
and their learning and thinking processes which was second to none, and this
is reflected in every page of this book. As always my thanks go to the Stroud
family for their continuing support for and encouragement of new projects
and ideas which are allowing Ken’s work an ever wider public.

Huddersfield Dexter J Booth

February 2005

xiii
 — |

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Program 1

Partial ee
differentiation
Learning outcomes
When you have completed this Program you will be able to:
e Find the first partial derivatives of a function of two real variables
e Find second-order partial derivatives of a function of two real variables
e Calculate errors using partial differentiation
2 Vector Analysis

Partial differentiation

The volume V of a cylinder of radius r and height

h is given by
V =a1r7h
i.e. V depends on two quantities, the values of r
and h.

If we keep r constant and increase the height h, the volume V will increase. In
these circumstances, we can consider the derivative of V with respect to h —
but only if r is kept constant.
Ee
Len |= | is written aM
dh |, constant Ox
6 d
Notice the new type of ‘delta’. We already know the meaning of = and =.
OV OVE, ; ee ;
Now we have a new one, Dh oh called the partial derivative of V with
respect to h and implies that for our present purpose, the value of r is
considered as: Dello ke tien. eetcner

constant

OV
V =ar7h. To find ahr WE differentiate the given expression, taking all symbols

except V and has being constant .”. - =ar sla

Of course, we could have considered h as being kept constant, in which
case, a change in r would also produce a change in V. We can therefore talk
OVENS oe ; 2
about a which simply means that we now differentiate V = zr*h with respect
to r, taking all symbols except V and r as being constant for the time being.

ee ey = 72h = 2a
Or
In the statement V = ar2h, V is expressed as a function of two variables, r and
h. It therefore has two partial derivatives, one with respect to
one with respect to
es
Partial differentiation
3

One with respect to r; one with respect to h

Another example:

Let us consider the area of the curved surface of

the cylinder A = 2zxrh

A is a function of rand h, so we can find ee and ae

or oh

To find - we differentiate the expression for A with respect to r, keeping all

other symbols constant.
To find = we differentiate the expression for A with respect to h, keeping all
other symbols constant.
OA OA
So,oO, iif A = 2zrlh
mrh, then Oe
ar oeand SSeS
ah eee

OA OA
ar = 2rh and Oh = 2ur

Of course, we are not restricted to the mensuration of the cylinder. The same
will happen with any function which is a function of two independent
variables. For example, consider z = x’y°. }
Oz *
Here z is a function of x and y. We can therefore find = and ay

(a) To find os differentiate with respect to x, regarding y as a constant.

(b) To find 5 differentiate with respect to y, regarding x as a constant.

GZ =X 25.2
—— ape)
Oy x 3"oy = 3X y

Partial differentiation is easy! For we regard every independent variable,

except the one with respect to which we are differentiating, as being for the
time Deity Mees
i
20
4 Vector Analysis

constant

Here are some examples. ‘With respect to’ is abbreviated to w.r.t.

Example 1
u=x?+xy+y?
Ou
(a) To find Dx , we regard y as being constant.

Pattial diff w.t.t..x of x7 = 2x

Partial diff w.r.t. x of xy = y (v is a constant factor)
Partial diff w.r.t. x of y? = 0 (y” is a constant term)
Ou

(b) To find = we regard x as being constant.

Partial diff w.r.t. y of x” = 0 (x” is a constant term)

Partial diff w.r.t. y of xy = x (x is a constant factor)
Partial diff w.r.t. y of y* = 2y

Another example in Frame 6

Example 2
z=
4+y? — 2x*y
OL VE
ame +0 — 4xy = 3x° — 4xy

OZ _
or ee 2 KV
Dene) x 2

And it is all just as easy as that.

Example 3
Z = (2x — y)(x + 3y)
This is a product, and the usual product rule applies except that we keep
hast
y constant when findingtga (Ey
ee and x constant when finding oe
Ox Oy

OZ
Aion (2x — y)(1 + 0) + (x + 3y)(2 — 0) = 2x —y + 2x + 6y = 4x + Sy
OZ
Sp ae OE SE VO ea 3p =X =3y = 5x — 6p
Partial differentiation 5

Here is one for you to do.

OZ Oz
If Zz =
= (4x
(4x —
— 2y)(3x+5y),
2y)(3x+ Sy), find
find Ox— and —
By

Find the results and then move on to Frame 7

Oz OZ
ay ak + 14y; ie 14x — 20y

Because z = (4x — 2y)(3x + Sy), i.e. product

Fs 4 = (4x — 2y)(3 + 0) + (3x + Sy)(4 — 0)

= 12x — 6y + 12x + 20y = 24x + 14y

a = (4x — 2y)(0 + 5) + (3x + 5y)(0 —2)
=
= 20x — 10y
— 6x — 10y= 14x
— 20y
There we are. Now what about this one?

Example 4

hinge = nae find a and us

24 Ox Oy
Applying the quotient rule, we have:
Oz (x+y)(2—0) —(2x—y)(1+0) 3y
(x+y) (x+y)?
ox
and 2 ach) Meri elise) Sap ANS. Sales
at (x+y) (x+y)
That was not difficult. Now you do this one:

Re A= Saud find Eien ee

x —2y Ox Oy
When you have finished, on to the next frame
eed ee eee
6 Vector Analysis

Here is the working:

(a) To find eewe regard y as being constant.

F

dz (x—2y)(5 +0) —(Sx+y)(1 — 0)

a: (x — 2y)"
Mystie 1Oy = SxS ye —l1ly
(x - 2y)" (x ~ 2y)°
(b) To find 5 we regard x as being constant.

OZ (X= 2y)(O- 1) ae +y)(0—2)

soy (x= 2y)"
ake
2y st Oxy ly
(x — 2y)? (x — 2y)?
In practice, we do not write down the zeros that occur in the working, but this
is how we think.
Let us do one more example, so move on to the next frame

Example 5
OZ Oz
HZ ==)!sin(sx- 2y)2y) find
iim —
ayant and —
By

Here we have what is clearly a ‘function of a function’. So we apply the usual

procedure, except to remember that when we are finding:
OZ
(a) Bx! we treat y as constant, and

OZ
(b) By’ we treat x as constant.

Here goes then.

a) 0
a = cos(3x + 2y) x Ox (3x + 2y) = cos(3x + 2y) x 3 = 3.cos(3x + 2y)
0
By = cos(3x + 2y)
ge (3x + 2y) = cos(3x + 2y) x 2 = 2.cos(3x + 2y)
* ay
There it is. So in partial differentiation, we can apply all the ordinary rules of
normal differentiation, except that we regard the independent variables other
than the one we are using, as being for the time being ............
————
SSD
Partial differentiation

constant

Fine. Now here is a short exercise for you to do by way of revision.

In each of the following cases, find a! and Za

Ox oy
1 z= 4x? 4 3xy 4 5y? 3 z=tan(3x-+
4y)
2 z=(3x+ 2y)(4x — Sy) 4 ;pablnbiteys
xy
Finish them all, then move on to Frame 11 for the results

Here are the answers:

Oz Oz
Z = 4x° + 3xy+ Sy Ox 8x + 3y ay 3x
+ 10y

2 Z=(3x+2y)(4x
m x — Sy)
a oar
ayo a7 y os
6y— 7xX —— 20 2Vy

OZ Oz
3 z == t tan(3x + 4 4y) x
—_ = 3 sec* 2 (3x + 4y) ay
— =
4 sec“ 2 (3x + 4y)

ee sin(3x + 2y)
xy
Oz _ 3xcos(3x + 2y) — sin(3x + 2y) Oz 2ycos(3x + 2y) — sin(3x + 2y)
Ox x2y Oy xy2
If you have got all the answers correct, turn straight on to Frame 15. If you
have not got all these answers, or are at all uncertain, move to Frame 12.

Let us work through these examples in detail.

Powe axes
Bxy 4 Sy"
To find Meregard y as a constant:
OZ OZ
ay ee Le, OX 4-OV eg ay,
Similarly, regarding x as constant:

Fp OF 3K + 10y, Le. 3x + 10y " 7 Bx+ 10y

2 z= (3x+ 2y)(4x — Sy) Product rule

2 = (3x + 2y)(4) + (4x —5y)(3)

= 12x
+ 8y + 12x— 1Sy = 24x —7y

5 = (3x + 2y)(—S) + (4x — Sy)(2)

= —15x — 10y+ 8x — 10y = —7x — 20y

Move on for the solutions to 3 and 4
aan
eee ener eee ——EOEOEeeeEeee—eee
8 Vector Analysis

3 z=tan(3x + 4y)

Ez= sec?(3x + 4y)(3) = 3 sec?(3x + 4y)

Ox
= = sec?(3x + 4y)(4) = 4sec”(3x + 4y)

APG sin(3x + 2y)

xy
dz __ xy. cos(3x + 2y)(3) — sin(3x + 2y)(y)
Oe x2y2
_ 3xcos(3x + 2y) — sin(3x + 2y)
= 5

OZ
Now have another go at finding By in the same way.
Then check it with Frame 14

Here it is:

Pp sin(3x + 2y)
xy
OZ xy cos(3x + 2y) - (2) — sin(3x + 2y) - (x)
iy 0 xe
* 2y cos(3x + 2y) —sin(3x4-2y)
= oy?

That should have cleared up any troubles. This business of partial differentia-
tion is perfectly straightforward. All you have to remember is that for the time
being, all the independent variables except the one you are using are kept
constant — and behave like constant factors or constant terms according to
their positions.

On you go now to Frame 15 and continue the Program

Right. Now let us move on a step.

Consider z = 3x? + 4xy — 5y”

OZ Oz
Then en —
a = 6x + 4y and eet
ay Any — 10y
4x

Ny Og ae
The expression as 6x + 4y is itself a function of x and y. We could therefore
find its partial derivatives with respect to x or to y.
Partial differentiation

(a) If we differentiate it partially w.r.t. x, we get:

Oo {oz O a2
>- 4=~? and this is written - (much like an ordinary second derivative,
Ox | Ox Ox2
but with the partial 0)
coz 2
xz = ay OX + 4Y) =6

This is called the second partial derivative of z with respect to x.

(b) If we differentiate partially w.r.t. y, we get:

el ud and this is written Oz

Oy |Ox Oy - OX
Note that the operation now being performed is given by the left-hand of
the two symbols in the denominator.
az O {dz i)
— 7?=~ {6x+4y}=4
dy-Ox dy i ay * AY

So we have this:

Z = 3x 4xy — Sy”
Oz OZ
~Ox = 6x + 4y pee
ay x 1) y

Cpa sl
Ox2
O92 d Kia
Oy - OX
OZ
Of course, we could carry out similar steps with the expression for Dy on the
right. This would give us:
2
Deeks t0
Oy?
2
fe ie
OX - Oy

N ote hat
tha ay.ax™
of eans 5 (5 ay'e means
10 Vector Analysis

Collecting our previous results together then, we have:

Z = 3x? + 4xy — Sy?
OZ OZ
Dy 6x + 4y ay be iy

Oz OF
Ox? ‘ Oy?
2
OW ay 2
| Ow yi
Oy - OX Ox - OY
Oz oO Zz
We see in this case, that By ak ae ay There are then, two first derivatives

and four second derivatives, though the last two seem to have the same value.
Here is one for you to do.
Oz Oz Oz Oz Oz OZ
If z=53
5x? + 3x*y y 3 find
+ 4y”, £3 Ax’ Dy’ Ox! By! Ox.Oyand By Ox

When you have completed all that, move to Frame 18

Here are the results:

z= 5x? + 3x*y + 4y°

OZ 2 OZ = ates 2
ay eee + 6xy By = 3x“ + 12y

Oz Oz

Oz OZ
= —— = 6x
Oy - OX Ox - OY
a ; Oz Oz
Again in this example also, we see that —_ - = ———_. Now do this one.
Oy-OX Ox- Oy
It looks more complicated, but it is done in just the same way. Do not rush at
it; take your time and all will be well. Here it is. Find all the first and second
partial derivatives of z= xcosy —ycosx.

Then to Frame 19
—— ee ee ee
Partial differentiation
11

Check your results with these.

Z— XCOS
VY — VCOSX

When differentiating w.r.t. x, y is constant (and therefore cos y also).

When differentiating w.r.t. y, x is constant (and therefore cos x also).

SO we get:
Oz ; OZ
5x 7 COSY ty: sinx jy = 7X Siny — cosx
a2 Q2
LEE Beers Maat
Ox? Oy?
ByozOx —siny yv+ sinx Aira
sis —siny + sinx
i
Pz Oz
And
feet eet Oy - Ox Ox: Oy
In fact this will always be so for the functions you are likely to meet, so that
there are really three different second partial derivatives (and not four). In
a2 2
practice, if you have found 5 Z it is a useful check to find Z separately.
Ox Ox - OY
They should give the same result, of course.

What about this one?

OV ae V.
If V = In(x* a + ae y*), prove that Boat = aye =3 0

This merely entails finding the two second partial derivatives and substituting
them in the left-hand side of the statement. So here goes:
V = In(x?
+ y”)
Ass Tae
Ox (x2
+ y2)
2x
Te

OV (x2 + y7)2 — 2x.2x

Ox? (32
+y2)?
_ 2x? + 2y* — 4x2 ee — 2x7
are yy x32)’
2
Now you find ¢—~ in the same way and hence prove the given identity.
‘Oye
When you are ready, move on to Frame 21
EEUU!
12 Vector Analysis

OV 2y* — 2x?
We had found that
Ox (2 + y2y?
So making a fresh start from V = In(x + y?), we get:

OVOy x (x7+y")
a1 alysis bay
Ae
OV (x? +y?)2 = 2y-2y
oy (x2 + y2)?
_ 2x? + 2y? —4y? 2x? — Dy? (b)
aye ee
Substituting now the two results in the identity, gives:
OV MOV ye ey
Ox2 ' Oy2 (x2 + y2)? (x2 + y2)?
_ 2y? — 2x% 42x? — 2? _
0
pe pete ea in ee
Now on to Frame 22

Here is another kind of example that you should see.

Example 1

OVe + HOV
If V = f(x?f(x? +y")
+ y2), show that
x— — y— = On
Here we are told that V is a function of (x* + y*) but the precise nature of the
function is not given. However, we can treat this as a ‘function of a function’
and write f’(x? + y) to represent the derivative of the function w.r.t. its own
combined variable (x? + y”).
Oe 8 —
By Hh? +) x 0? +97) =P 02 +9") 22
OV | ifn? 2 7 O. 2 DNA ene? 7EN
yr thie + y) op EV" Vie (Kore Peay

oe ei tat a eal al ee
< OVem ov Wifa 52, 2 Ve eager? 2

= 2xy- f(x" + y) — Qxy - f’(x? + y?)

=O
Let us have another one of that kind in the next frame
Partial differentiation 13

Example 2

ifz=f{E}, show that tie 0)

Much the same as before:

And one for you, just to get your hand in:

If V =f(ax+by), show that aon ie meg

OX Oy
When you have done it, check your working against that in Frame 24

Here is the working; this is how it goes.

V =f(ax+by)
ei hee a)
Sy nl (ak hay) ax (ax
+ by)

= f'(ax+by)-a=a-f'(ax+by) (a)
OZ ; O
i

= f'(ax+by)-b=b-f'(ax+by) (0)
J pe - i = ab - f'(ax + by) — ab - f'(ax + by)

= ()
Move on to Frame 25
a
14 Vector Analysis

So to sum up so far.

Partial differentiation is easy, no matter how complicated the expression to be

differentiated may seem.
To differentiate partially w.r.t. x, all independent variables other than x are
constant for the time being.
To differentiate partially w.r.t. y, all independent variables other than y are
constant for the time being.
So that, if z is a function of x and y, i.e. if z= f(x,y), we can find:

dz
Ox
ot
Oy

On oy?
Oz OZ Oz Oz
Oy-Ox Ox Oy ee Oy- Ox Ox- OY
Now for a review exercise

F| Review exercise
1 Find all first and second partial derivatives for each of the following
functions:
(a) 2= 3x? + 2xy + 4y?
(D) 2 = sinxy
(c) Z= Ay
rca £
2 If z=In(e* +e”), show that cae os=< ik
Ox Oy
OZ OZ
Seliz=xa7 f (xy), — — Yay
(xy), express xa y— in
in its
its simplest
si form.

When you have finished, check with the solutions in Frame 27

1 (a) 2= 3x7 4 2xy 4 4y"

OZ OZ
By Oe Hey ieee

O77 =— 6
Oz =

Ox2 Oy?

Pz O*z
eae = Z =
Oy - Ox Ox - OY
Partial differentiation 15

(b) z= sinxy
Oz
Pe ORIOP Ss
Oz
py weeay

Les = —y” sinxy me = —x? sin xy

Ox Oy
2
ie = y(—x sin xy) + cos xy i = x(—y sin xy) + cos xy
Oy - OX Ox - OY
= COS XY — xy sin xy = COS xy — xy sin xy

Oz (x—y)1—(a+y)1 a 2y

OX (x-y ss (x-y?
Oz (x—y)1—(x+y)(-1) 2x
oy (x-y)? (x—y)?
Oz (—2) Ay
2 Sy aaeene
(x=p) 7 (X=y)
&z ‘ee ra 4x
a ays (xy)
Oz — (x—y)?(-2)
— (—2y)2(x -—y)(-1)

SAE
LY ay eae ey
— (x-yP (x=?
Pz _ (x—y) (2)— 2x:2x-y)l
Ox- Oy (x —y)*

_ x-y) - 4x0-y)
(x-y)*
Zs 4x

(x-y)’ (x-y) 3
| Bx = 2y — 4x ex = Zy
~~ (x-yy ay)?
16 Vector Analysis

242 ain(e 2)

oz_ 1 Oia!achwan at
Ox e+e dy ete
OA OI A eY
Ox Oye+e e+e
BN =
ler they B
On,Oe_
Ox soy
3 Z=x-f (xy)
ax FO) “y+foy)
aePON 3
OZaa Oo,
oe ee es = x’ yf"(xy) + xf (xy) — x°yf" (xy)
OZ OZ
te aye ey) eC
That was a pretty good review test. Do not be unduly worried if you made a
slip or two in your working. Try to avoid doing so, of course, but you are doing
fine. Now on to the next part of the Program.
So far we have been concerned with the technique of partial differentiation.
Now let us look at one of its applications.
So move on to Frame 28

Small increments

If we return to the volume of the cylinder with which

we Started this Program, we have once again that
V = ar’h. We have seen that we can find a with h
OV r
constant, and - h with r constant.

OF =
= SRO
2ath; Oh = TI

Now let us see what we get if r and h both change

simultaneously.
Partial differentiation 17

If r becomes r + ér, and h becomes h + 6h, let V become V + 6V. Then the new
volume is given by:
V + 6V = n(r + 6r)*(h + 6h)
= n(r* + 2rér + [5r]*)(h + 6n)
= n(r7h + 2rhér + hior)’ + r26h + 2réréh + [5r]?6n)
Subtract V = xr*h from each side, giving:
6V = x(2rhér + hl6r)? + r6h + 2r6r6h + [5r|°5h)
~ (2rhér + 126h) since ér and 6h are small and all the remaining
terms are of a higher degree of smallness.
Therefore

6V = 2arhér + xr*6h, that is:

aves aVer

Let us now do a numerical example to see how it all works out.

On to Frame 29

A cylinder has dimensions r=5cm, h=10cm. Find the approximate

increase in volume when r increases by 0.2 cm and h decreases by 0.1 cm.
Well now
OV OV
Ve— ar 2 SO —
Or = 2arh ah
—_ = m1 2

In this‘case, when r= 5 cm, h=10cm so

OV - OV elm scour
ra erie 10 100K oh =o 422 ONG

6r = 0.2 and 6h = —0.1 (minus because h is decreasing)

, OV OV

6V = 1007(0.2) + 252(—0.1)
=A = Aon = Wien

*. 6V = 54.98 cm?
i.e. the volume increases by 54.98 cm?
Just like that!
aS
18 Vector Analysis

, but to any
This kind of result applies not only to the volume of the cylinder
function of two independent variables. Here is an example :
by small
If z is a function of x and y, i.e. z = f(x,y) and if x and y increase
y small. If we expand 6z
amounts 6x and 6y, the increase 6z will also be relativel
in powers of 6x and dy, we get:
6z = Aéx + Béy + higher powers of 6x and éy,
where A and B are functions of x and y.
If y remains constant, so that 6y = O, then:
6z = Aéx + higher powers of 6x

eS= A. So that if 6x — 0, this becomes A = we

6x Ox

Similarly, if x remains constant, making éy — 0 gives B = =

., Z= aes + oe, + higher powers of very small quantities which can be

Ox Oy ignored

This is the key to all the forthcoming applications and will be quoted over and
Over again.
The result is quite general and a similar result applies for a function of three
independent variables. For example:

If z= f(x,y,w)
OZ Oz Oz
then en oz6z = Bye a ay!
- I aye

If we remember the rule for a function of two independent variables, we can

easily extend it when necessary.
Here it is once again:
OZ
Iz =f ix,7) then oz = aéx + oy
Oy
Copy this result into your record book in a prominent position, such as it
deserves!
—,,,dmdL LL
Partial differentiation 19

Now for a couple of examples

Example 1
V
hi R and V = 250 volts and R = 50 ohms, find the change in J resulting
from an increase of 1 volt in V and an increase of 0.5 ohm in R.
Ol Ol
f(V,R)
T=FVLR 2 tlhe BPN tae
—

il oan Mant ORR

OViaR
One oY
ine V
él = RV = po ok

So when R = 50, V = 250, 6V = 1 and 6R=0.5:

1 250
——— = Sil)
, 50D) 25000 y
cope ey
50920
= 0.02 — 0.05 = —0.03
i.e. J decreases by 0.03 amperes

Here is another example.

Example 2
ws3
ii y= = , find the percentage increase in y when w increases by 2 per cent,
s decreases by 3 per cent and d increases by 1 per cent.
Notice that, in this case, y is a function of three variables, w, s and d. The
formula therefore becomes:
a Ow + ons
by = aL ay. 4 =28 6d
55
We have

dys? dy _ 3ws? dy __4ws*

Ow d® ods dt’ add dd
3ws?. . —4ws?
* Dy = Sow 4 7 6S + 75 6d

Now then, what are the values of 6w, 6s and 6d?

:
2 —3 |
Is it true to say that bW ih= iene
7597 G ox) ae S74.
100' éd ee} Pa)
100

If not, why not?

Next frame
oats
et an ee a oe
20 Vector Analysis

No. It is not correct

2 : ; 2 _ 2w
Because éw is not 700 of a unit, but 2 per cent of w, i.e. dw = 700 of w= 00

= =35 d
Similarly,
imi 100 of s = 100 and 6 d — ——.
6s = —— 100 Now that we have cleared that

point up, we can continue with the problem.

_S{ 2w 3ws? (—35 _ 4ws? d
Y= \ 100) ' a \100)/ a> \100
ws? ( 2 ws? ( 9 ws? ( 4 )
7d (a0 d* \100 d* \100

SWS We 2 9 4
me |100" 100 100

i
= 4See
waaSs SS = ML percent.oty
f

Lewy decreases by 11 per cent

ie 2
Remember that where the increment of w is given as 2 per cent, it is not 00

of a unit, but ay of w, and the symbol w must be included.

Move on to Frame 35

Now here is an exercise for you to do.

P =w*hd. If errors of up to 1 per cent (plus or minus) are possible in the

measured values of w, h and d, find the maximum possible percentage error in
the calculated values of P.
This is very much like the previous example, so you will be able to deal with
it without any trouble. Work it right through and then go on to Frame 36 and
check your result.

6P = 2whd -6w+w2d-6h+ w2h- 6d

w h d
Now 6w=+——; 6h=+—, = Aged
100. 100. oD
Ww h d
mele
alt
700) + s a(355)
6P= wh2whd| (+—~ 2
+ w2h(+365)

7 2w?hd E w2dh w2hd

100 ~ 100 ~ 100
The greatest possible error in P will occur when the signs are chosen
so that
they are all of the same kind, i.e. all plus or minus. If they
were mixed, they
would tend to cancel each other out.
Partial differentiation 21

: fi » 2 1 1 4
oD
ciiergatis hdd+50sik raa ‘s+P (=55)
‘*. Maximum possible error in P is 4 per cent of P
Finally, here is one last example for you to do. Work right through it and then
check your results with those in Frame 37.

The two sides forming the right-angle of a right-angled triangle are denoted by
a and b. The hypotenuse is h. If there are possible errors of +0.5 per cent in
measuring a and b, find the maximum possible error in calculating (a) the area
of the triangle and (b) the length of h.

(a) 6A = 1 per cent of A

(b) 6h = 0.5 per cent of h

Here is the working in detail:

b OA OA
OA b OA a a b a
Ba 2? ob 2 ©? *590' «== p00
b a a b b
6A =3 (4555) +3 (+550)
bd we 1
ane 500+ 390] = “400
6A 1 pen centof A

(b) h= Va2+b? = (a? +b)?

Oh Oh
bh = 7 6a + ay ob

Ooh 1 2 2,4 a
a ae b 2(2, =
Oa 3 4 <a Va+b

ea
Oh 1 2
OE ed) ee 2,—4 b

ina tT Cy, Wiebe? ee

Also ba See
= E50! ee
= 200

h =a
<__(4+57-)
200/
+Va? : +b? (+555)
\ 200
z 1 ae b*
~~ 200 Va? + b2
toa}
=t559 V4 Bh +b pes= +50
oh |
iy,)

". 6h =0.5 per cent of h >

22 Vector Analysis

That brings us to the end of this particular Program. We shall meet partial
differentiation again in the next Program when we shall consider some more
of its applications. But for the time being, there remain only the Can You?
checklist and the Test exercise.
So on now to Frames 38 and 39

(4 Can You?
Checklist 1
Check this list before and after you try the end of Program test.

On a scale of 1 to 5 how confident are you that you can: Frames

e Find the first partial derivatives of a function of two real
variables?
Yes | No
e Find second-order partial derivatives of a function of two real
variables?
Yes No

e Calculate errors using partial differentiation?

Yes No

Test exercise 1

Take your time over the questions; do them carefully.

1 Find all first and second partial derivatives of the following:
(a) Z=4x° — 5xy? + 3y3
(b) Zz = cos(2x + 3y)
(c) z=e
(d) Z= x" sin(2x -- 3y)
2) (4) TEV = x7 ey ee express in its simplest form
OV Rs OV - OV
x
ax '7 oy a7

b) If z=y f(x
z=f(x++e ay)+F(x—ay),
= : One
2 a?
Oo”
(b) If find x2 and a2 = and hence prove that
Cee OZ
az ° x2"
Partial differentiation 23

2
3 The power P dissipated in a resistor is given by P = 7
If E = 200 volts and R = 8 ohms, find the change in P resulting from a drop of 5
volts in E and an increase of 0.2 ohm in R.
If p= KHL Va, where k is a constant, and there are possible errors of +1 per cent
in measuring H, L and V, find the maximum possible error in the calculated
value of 6.
That’s it

& Further problems 1

1 3 ane 5
Iffz z= ——_.—_ pee
van or) show that race He
oy ae ib 22z(1+ 2).

2 2
Prove that, if V = In(x? + y?), then td - a
2
If z = sin(3x + 2y), verify that a me =rOZ,

If a = seit dae _, show that x3"FS ee 0.

(x2
+ y? +.22)2 ; pee Oy Oz
Show that the equation—, = 0, is satisfied by
Ox? Toye

nein ety + stan! (£)

O22» Or,
If z=e*(xcosy—ysiny), ae oe =
92 2
If u = (1+ x) sinh(5x — 2y), verify that po +20 gH o 250 a0
ae By. Oy Oy?
50°Z Oo On
ifz=f(2), show that 755 + 2x ae esa

If z=(x+y)- f(), where fis an arbitrary function, show that

Rooke OZ
one oy
3
10 In the formula D = aaa h is given as 0.1+0.002 and v as 0.3 + 0.02.
12(1 — v7)’
Express the approximate maximum error in D in terms of E.
2
11 The formula z = ae ee is used to calculate z from observed values of
y"
x and y. If x and y have the same percentage error p, show that the percentage
error in z is approximately —2p(1 + 2). >
24 Vector Analysis

s
12 In a balanced bridge circuit, Rj = R2R3/Ra. If R>, R3,R4 have known tolerance
of +x per cent, +y per cent, +z per cent respectively, determine the maximum
percentage error in R;, expressed in terms of x, y and Z.
13 The deflection y at the centre of a circular plate suspended at the edge and
kwd 4 :
uniformly loaded is given by y= *; , where w = total load, d= diameter

of plate, t = thickness and k is a constant.

Calculate the approximate percentage change in y if w is increased by 3 per cent,

d is decreased by 23 per cent and t is increased by 4 per cent.
14 The coefficient of rigidity (n) of a wire of length (L) and uniform diameter (d) is

given by n= a where A is a constant. If errors of +0.25 per cent and +1 per

cent are possible in measuring L and d respectively, determine the maximum
percentage error in the calculated value of n.
15 If k/ko = (T/To)" - p/760, show that the change in k due to small changes of
a per cent in T and b per cent in p is approximately (na + b) per cent.
kw
16 The deflection y at the centre of a rod is known to be given by y=
if
where k is a constant. If w increases by 2 per cent, / by 3 per cent, and d decreases
by 2 per cent, find the percentage increase in y.
17 The displacement y of a point on a vibrating stretched string, at a distance x
from one end, at time ¢, is given by

By _ 2 By
Ot2 —— x2
Show that one solution of this equation is y =Asin2. sin(pt +a), where
€
A, p, c and a are constants.
18 If y= Asin(px + a) cos(qt + b), find the error in y due to small errors 6x and 6t in
x and t respectively.
19 Show that ¢ = Ae /? sin pt cos qx, satisfies the equation
Po 1 {a3 a k?
D2 2) ope + Kog fr Provided that p? = c*q* — mah

OV OV ORV '
20 Show that (a) the equation x2 + 5y2 + al O is satisfied by

1 02V 02V
= Wiiaapiaee? , and and th that (b) the equation
ionDaz + +52 =— (0

is satisfied by V = tan~! (*).

x
eS
Program2
Applications os)
of partial
differentiation
Learning outcomes
When you have completed this Program you will be able to:
e Derive the first- and second-order partial derivatives of a function of two
real variables
e Apply partial differentiation to rate-of-change problems
e Apply partial differentiation to change-of-variable problems
e Use the Jacobian to obtain the derivatives of inverse functions of two or
more variables

25
26 Vector Analysis

Introduction
a
In the first part of the Program on partial differentiation, we established
result which, we said, would be the foundation of most of the applications of
partial differentiation to follow.
You surely remember it: it went like this:
If zis a function of two independent variables, x and y, i.e. if z = f(x, y), then
OZ Oz
6z =——6x +—6
Ox Kioy y
We were able to use it, just as it stands, to work out certain problems on small
increments, errors and tolerances. It is also the key to much of the work of this
Program, so copy it down into your record book, thus:
OZ OZ
liz = (x,y) thentoz — Evie ceehO4

OZ OZ
Za 7 Cey)tbel o7— ayo cig

ner CZ, OZ in :
In this expression, ax and By are the partial derivatives of z with respect to x
and y respectively, and you will remember that to find:
OZ
(a) ay WE differentiate the function z, with respect to x, keeping all

independent variables other than x, for the time being, ............

OZ
(b) By’ we differentiate the function z with respect to y, keeping all

independent variables other than y, for the time being,

constant (in both cases)

An example, just to remind you:

If ee A ay,
OZ 2 .
then pe 3x° + 8xy — 0 (v is constant)
Oz
and oF 0+ 4x? — 9y? (x is constant)

In practice, of course, we do not write down the zero terms.

Before we tackle any further applications, we must be expert at
finding
partial derivatives, so with the reminder above, have a go
at this one

(Diez = tani? = 7) tind a and as

OX Oy

When you have finished it, check with the next

frame
Applications of partial differentiation 27

OZ (
rs = sec? (x? = y’); == —2y sec? (x? = y’)

Because Z=tanie 9)
Hi OZ 2(-p2 2 6) 2 2
eae = SEC (AY SN
Ox
= sec2(x” — y”)(2x) = 2x sec”(x? — y*)
and Bp= CP) «5 -7)
0. 9 (

= sec”(x’ — y*)(—2y) = —2y sec?(x? — y’)

That was easy enough. Now do this one:
eZ Oz
Q) Wee" eo find
Ox2’ Oy?’ Ox- dy
Finish them all. Then move on to Frame 5 and check your results

Here are the results in detail:

7 — e2*—3y . es = e2*-3) aa) ee) e2x-3y

Ox
OZ
vias ay (—3) 3-e 2x—3y

O72
pee ey 2=4-e
Ds A pet ey
Axe e

Pz ae ae 2x—3y
ya mes &(Gan) 2x—3y
aa Wein

2
0 Z te. e2x—3y a6 e2x-3y
OX - Oy
All correct?
You remember, too, that in the ‘mixed’ second partial derivative, the order
of differentiating does not matter. So in this case, since
Oz 2x—3yJoa Oz =RO
& 6-e
Gi. , itt) then By O he CES Cie
Ox- oy

Pz s. Oz a Gis e2x3y
Ox-Oy Oy- OX

Well now, before we move on to new work, see what you make of these.
Find all the first and second partial derivatives of the following:
(a) 2 — <olny
(b) z= (x + y) In(xy)
When you have found all the derivatives,
check your work with the solutions in the next frame
28 Vector Analysis

Here they are. Check your results carefully.

(a)jiZ =x Sin.

; OU sity Oz _ xcosy
BOX oy

ie =U) em = —xsiny
Ox? Oy?

oi = COS) a = Cosy
Oy - OX Ox - Oy

(b) z= (x+y) In(xy)

oey
a a ar Poy
q + In(xy)

i x + In(xy) = (x+y) + In(xy)

By _ CL
OZ es
Oz x—(xt+y) 1 Ky yO]
Ox ee xy eae aii
x-y
OA Vay) el y—-x-y 1
Bye ye xy as
y—x

ea al jad 1
Oy-ax x i were ae
Vamiae
xy

(ee a er
Ox: dy y xy’ y xX
ee
SF

Well now, that was just by way of warming up with work you have done
before. Let us now move on to the next section of this Program.
Applications of partial differentiation 29

Rate-of-change problems
Let us consider a cylinder of radius r and height h as Sy
before. Then the volume is given by
V=arrh
ae OV 2
We, = 27 and a

Since V is a function of r and h, we also know that

, OV OV
6V = —OF ér+ —-.
Oh 6h

(Here it is, popping up again!)

6V OV or x OV 6h
Now divide both sides by ét:
Cryo w;wOUeOn ot
EES ¢| AOE)See wf Sonoma, Bomeeae@H ‘ ; 3
ta en 1if ét , O 1 5 gn ED 2a ere Bei geen
but t the partial derivatives,
which do not contain 6t, will remain unchanged.
dv
So our result now becomes Gp sc

dv
_av dr |av ah
di
~ dr dt’ Anstdé

This result is really the key to problems of the kind we are about to consider. If
we know the rate at which r and h are changing, we can now find the
corresponding rate of change of V. Like this:

Example 1
The radius of a cylinder increases at the rate of 0.2 cm/s while the height
decreases at the rate of 0.5 cm/s. Find the rate at which the volume is changing
at the instant when r = 8 cm and h= 12 cm.
Warning: The first inclination is to draw a diagram and to put in the given
values for its dimensions, i.e. r= 8 cm, h = 12 cm. This we must NOT do, for
the radius and height are changing and the given values are instantaneous
values only. Therefore on the diagram we keep the symbols r and h to indicate
that they are variables.
30 Vector Analysis

Here it is then:

V=arh
OV OV

dv ov dr AV dh
dt Ordt oh dt
OV ecOVe Rees,
Or — 2 th; Oh =e

dV dr 2 dh
dh = 2ath = + Tr dt

Now at the instant we are considering:

(=o, p= 12, a = OW we= —0.5 (minus since h is decreasing)

So you can now substitute these values in the last statement and finish off the
calculation, giving:

dV 5
af 20.1 cm?”/s

dv dr dh
B ecause dE
——_ = 2ath
Al aK:+r
—— ai
2 —

= 2n8 - 12 - (0.2) + 764(—0.5)

= OAT = oli

= 6.47 = 20.1 cm?/s

Now another one.

Example 2

In the tight-angled triangle shown, x is increasing at 2 cm/s while y is

decreasing at 3 cm/s. Calculate the rate at which z is changi
ng when x = 5 cm
and y=3 cm.
The first thing to do, ; of course, ; is to expr
press Z in
i terms of x and y. i
difficult. ieee See
Applications of partial differentiation
31

B= Ve Bae) Nie

; OZ Oz.
4s OVA = By Ox + ape (The key to the whole business)

dz_ oz dx Oz dy
dt Ox dt’ dy dt
: az A et x
n
In th this case an
——— Stas a (x7Baz yoy2 2 2%) = ee

A Oe ae y
ay a ia ) 2(—2y) a D y

dz dx y dy

So far so good. Now for the numerical values:

dx dy
soe ts ae
= 0y — Po

dz
dence

Finish it off, then move to Frame 13

dz
apt 4.75 cm/s

Ze 2 2 3 3
Because we have
ieee ) aa )
re a? ete) e 1LOde Quite
—. A i 474 7475 cm/s

‘, Side z increases at the rate of 4.75 cm/s

Now here is

Example 3
The total surface area S of a cone of base radius r and perpendicular height h is
given by

S=ar +arvr2 +h
If r and h are each increasing at the rate of 0.25 cm/s, find the rate at which S is
increasing at the instant when r = 3 cm and h= 4 cm.
Do that one entirely on your own. Take your time: there is no need to hurry.
Be quite sure that each step you write down is correct.
Then move to Frame 14 and check your result
32 Vector Analysis

Here is the solution in detail:

Saar tar +h =a PaO ey

Os Os . dS FOSS dr 70s 40)

ees wa Marvds ee Tee Gar tel fs) als
(1) ZS =2ar+qar- u (17+ h?)2(2r) 4+ n(r? + ny?
Or Z
at 2
= 2ar +4VP +h?
wT Ve+ 2
When rf = 3 and h= 4:
Os 19 On, 04%
BoA ea PRN EIS Rie 5

os Las) aes mh
—=1r= 22) — Vre + he
© oh ieee ey
eee 7125
Slee
di
Also we are given that Ss= 0:29 and =,1045)
GS) O47) Lael
dip ese5
167 omy LOT
eS ee
=-3.89 = 11.94 cm?2/s

So there we are. Rate-of-change problems are all very much the same. What
you must remember is simply this:
(a) The basic statement
OZ
LZ T= = ((xXey)
fy) tha then:oz ee = éy
ax On tay (a)

(b) Divide this result by 6t and make 6t — 0. This converts the result into the
form for rate-of-change problems:

dz_dzdx|dz dy
dt dx dt’ dy dt
:
tb)
The second result follows directly from the first. Make a note of both of
these in your record book for future reference.
Then for the next part of the work, move on to Frame 16
ee
Applications of partial differentiation 33

Partial differentiation can also be used with advantage in finding derivatives of | 16-
implicit functions.
d
For example, suppose we are required to find an expression for = when we
x
are given that x? + 2xy+y? =0.
We can set about it in this way:
Let z stand for the function of x and y, i.e. z= x? + 2xy + y3. Again we use
the basic relationship 6z = = ox + ~ by.
If we divide both sides by 6x, we get:
6z Oz : Oz dy
dx Ox Oy 6x
: Om. 02. Og uy
N f 6x —- 0, —=—4—-=
ea Oe cay = oy oly
Oz
If we now find expressions for < and we shall be quite a way towards
7) oy’
finding = (which you see at the end of the expression).

Substituting these in our previous result gives us:

hile 9, dy
fa (2x + 2y) + (2x4 3y hag

If only we knew ES we could rearrange this result and obtain an expression for
dx
dz
ee So where can we find out something about ane
b
Refer back to the beginning of the problem. We have used z to stand for
x? + 2xy + y? and we were told initially that x? + 2xy + y? = 0. Therefore z = 0,
Z
i.e. z is a constant (in this case zero) and hence = 0.

dy
, O= (2x4 2y) + (2x + 3495,

From this we can find = So finish it off.

On to Frame 18
eS aL ei. Seana
34 Vector Analysis

dy 24-4 2y
dx 2x+3y?

This is almost a routine that always works. In general, we have:

Pe uy
If f(x,y) =0, find ay

Let z= f(x,y) then 6z= = ix - ~ by.Divide by 6x and make 6x — 0, in which

case: y
OZ OZ teOz dy
dx” Ox. "oy tax
(OZ 5 a|, damon
ae
Uy.
$Oz “ie
But z = O (constant) .”. a

an ysis 102 W024

BIVINS Gx Ox / dy
The easiest form to remember is the one that comes direct from the basic
result:
OZ OZ
Wis
Z ay Oxo A
By by

Divide by 6x, etc.

dz_d2
02 dy[dz _,
abe aeee Wa abe”
abe
Make a note of this result.

Now for some examples.

Example 1
d
Ife’ +x+y=1, evaluate at (O, 0), The function can be written
Cre X= Vy — 10.

Let z=e”+x+y-1 Spee Basal *otyy rN OZ, 4,02 402, dy

Ox Oy dX Ox say rae
OZ cs OZ dz
Apr oY)5 y+1; ees
eS ayes Bee ath .
“aya= xy
e+ 1) t (ee%xy 4 1)
d

But zeeds a0
dx
yee
dx
= 8bral
x-eVY41]
dy il d
Atx=0,) y =0, ES == oe
i 1 ee
naa 1

All very easy so long as you can find partial derivatives correctly.

On to Frame 20
Applications of partial differentiation 35

Now here is:

Example2
' rey si
If ay -+ sin “s 2, find
y= =a
ay
Let z=xy+siny—2=0
aut Oz Oz
6z=— Zz be se
ay

UlanOn, Oe dy
dx "Ox “ayp® dx
Bzorden
te edz,
tear eed
oe dy
ee TREO) ae

dz
B Th
ae =a arr
== 0

Wis rey
" dx x+cosy
Here is one for you to do:
Example 3 2
Find an expression for — when x tany = ysin x. Do it all on your own.
Then check your working with that in Frame 21

dy _=tany —ycosx
dx —-xsec2y — sinx

Did you get that? If so, go straight on to Frame 22. If not, here is the working
below. Follow it through and see where you have gone astray!
xtany = y sinx Y, xtany—ysinx=0
Let Z=xtany—ysinx=0
Oz OZ
6Z are eG

dz_ 02 0% dy
dx Ox dy dx
Oz d

OZ Oz 2 f
—=tany—ycosx; =—=xsec*y—sinx
Ox Oy
C2
: ay any —V cosx) + (xsec 2 y —sinx)
in x)a

dz
Dit a Oe ax
dy _—itany
— ycosx
dx xsec?y
— sinx
On now to Frame 22
i
36 Vector Analysis

the
Right. Now here is just one more for you to do. They are really very much
same.

Example 4
d
If e+” = xy”, find an expression for rr

vagy a0) Let za et’ vy = 0

4 OZ OZ
— Ox —é
6Z Tey By Me

dz oz -0z dy
dx 0x, Oy dx
So continue with the good work and finish it off, finally getting that

oe.
Aye ae

Then move to Frame 23

dy 2xy?- et”
dx ett” — 2x2y

Because
z = e*+’— x7y =

= 7 aaky Sa
a ORY
TAS
Apps (Ory
es
4 (EY
ete dy
( — 2y2y)hae<7
dz
Buty Os
we = Nala cmt
dy (e#” = 29?)
OT ee (7 eee)
beady. -2xy7 Os
“ dx (etty
— 2x2y)
That is how they are all done. But now there is one more process that you
must know how to tackle.

So on to Frame 24
Applications of partial differentiation 37

Change of variables
If z is a function of x and y, ie. z=f(x,y), and x and y are themselves
functions of two other variables u and v, then z is also a function of u and v.

We may therefore need to find and a How do we go about it?

_ Oz Oz.
= Boe Bs Pm GBA Y

Divide both sides by éu:

6Z Oz 6x Oz dy
bu Ox Su dy" bu

If v is kept constant for the time being, then a when éu — 0 becomes 2 and
éy oy
54 PeComes =.
—b A

OZ OZ 0% OB» OV
du Ox Ou dy Ou
Note these
Ger ve ee ey
and
Ov Ox OV Oy OV
Next frame

Here is an example of this work.

Example 1
0
If z= x? +y*, where x = rcosé and y = rsin 26, find ands

Oz OZ Ox OZ dy
Or Ox Or Oy Or
Of OZ O% £0Z. Oy
and 96
dx 06" ay 00
OZ
a
OZ
late AAG)
as fr |
rec sé Fe = sin 28]

OZ
as= 2x cos 9 + 2ysin 20

and i= —rsiné and oh 2r cos 20

Ms — = 2x(—rsin@) + 2y(2r cos 26)

Oz
0 = 4yr cos 26 — 2xrsin@

And in these two results, the symbols x and y can be replaced by rcosé@ and
rsin 26 respectively. Ee
Sr
38 Vector Analysis

One more example:

— v), sriaeseenate
x = In(u+ v) and y = sin(u
If z =e” where fin Aa =
AV

OZ & OZ) OXE OZ OV.

=: -——=y-er. +x-e&”.cos(u—v
RS Cum oO. au’ oy Ou u+v \ )

=) y x-cos(u — v) |
u+v
OL OZ. OX" OZ, Oy . —— 5G o BG — COS(U — V

)
.
(
—

gue OVEEOX av |oy Ov an {

=e" le = x-cos(u— »)
u+vV
Now move on to Frame 27

Here is one for you to do on your own. All that it entails is to find the various
partial derivatives and to substitute them in the established results:
OZ) OZ OXe FOZ OY OZ OZ OX, FOZ, OY
du Ox Ou’ dy Ou a ey ae dy av
So you do this one:

If z= sin(x + y), where x = u* + v” and y = 2uwy, find = and ee

V
The method is the same as before.

When you have completed the work, check with the result in Frame 28

Z = Sin Ve ex = 1b Ve y= Duy,

ae
a ae(x+y); : PE= cos(x
By + y)

Ox _ oy Me 9%
Ou u
EDS Oe oy
du Ox du’ dy du
= COS(X + y) -2u + cos(x + y) + 2v
= 2(u+ v) cos(x + y)
OZ) OZ OX ez aay.
Al : ;
°° Ov Ox Ov Oy OV
Ox ad Oy
ae Dp oe 2u

OZ
ae cos(x + y) -2v+cos(x+y)-2u

= 2(u+Vv) cos(x + y)
aa
a
ee
Applications of partial differentiation 39

Example 2
If z= x? — y? and
x =rcos@ and y=rsin#, then
Oz OZ Ox Oz Oy
Or @x Or Ody Or
Of 02 DX Oz Oy
d = Z ‘
ee = 86 Ba. OB “By oe
We now need the various partial derivatives

Ox
eae OR Bp = 6089 —= sind

OZ Ox y
By Yi ae rsind rcosé

Substituting in the two equations and simplifying:

Oz OZ

; OZ
— = 2x cos 8 — 2ysin9;
Or
e = —(2xr sin @ + 2yr cos @)

Finally, we can express x and y in terms of r and @ as given, so that, after

|

tidying up, we obtain

OZ
= 2r (cos? 6 — sin? @); = = —4r’ sin @cos6 |
Or

Of course, we could express these as

= = 2Fcos 26 and ve er silt 20

Oo
From these results, we can, if necessary, find the second partial derivatives in
the normal manner.
7. 0 (OZ 0
= =—(2
ar or i ote 20)
ae = 2.cosaia 20

e OZ
Similarly ae Pe ena and panipo oe te
40 Vector Analysis

Oz
peek
S Oz ;
| Ap 22) Ar cos 26;ee
a0 = r Si Ip

Because

OTe
Ape ORNOZ )
( )= age sin 20) = —4r* cos 20
2
and nas = - (3) ae (2) sin.20) = —4rsin20

Example 3
If z= f(x, y) and x =}(u? — v) and y = wy, show that
BOZ BOLT, wea Oz
Ov Ou Oy Y Ox
Although this is much the same as the previous example, there is, at least, one
difference. In this case, we are not told the precise nature of f(x, y). We must
remember that z is a function of x and y and, therefore, of u and v. With that
in mind, we set off with the usual two equations.
Applications of partial differentiation 41

Whereupon <=

If we now multiply the first of these by (—v) and the second by u and add the
two equations, we get the desired result.
Oz -- uve 2 OZ
Ou Ox Oy

BAM taeBRS 2 OE
OV Ox Oy

Adding =u a ve = S27) oo+ (= ar

OZ OZ
= — {yx + 2x

"Ove AGL Oy Y Ox
With the same given data, i.e.

z=f(x,y) with x =5 (uw — vy”) and

y =uv
CO a ae Oe Oe
we can now show that a5 + a3 = (u +- Vv") Dx2 + Bye :

In determining the second partial derivatives, keep in mind that z is a

oe dae
function of u and v and that both of these variables also occur in —
OX

and
42 Vector Analysis

Because
O O a) O fa) >)
o = (ugt+v5) and 5 ( va Op

e0770 aC ziem 07 Lye Oz re (2)

pe ou ax ay) Ox Ou\Ox) | Ou \Oy
ee ae ey ae wa +e)
Brox OO -O% OO NOV

oe + uv Me, uv se ey” be:

Be Me Ox?
Wrox axOy —- OxOY oy?
O Zag
“ Ocean! | Sas) Bele
oe 1
MOE 8 1 Ox ay OxOy sg oy? (1)

Likewise a ea pe pe age
’ Av2-Av \Av) Ov Ox Oy

Because

a yz 4 0% s dz Oz 0 (Oz
Ove Ov\ ax May) Ox dv \ax) | Ya (=)
=e v( een OF ae Ae oye
Ox Ox Oy ] OX Ox : "Oy Oy
ee oer CZ a Oz a OZ 1 gee
ax ax2 axdy ’ bxdy 7 By?
Wah AYA Sibel CL Were OrF
— Bv2 Ox” ae ae OxOy Oy?
Adding together results (1) and (2), we get

Oz On, wy (SS <)

a | av2 ax By
and that is it.

Now, for something slightly different, move on to the next

frame
Applications of partial differentiation 43

Inverse functions

If z= f(x, y) and x and y are functions of two independent variables u and v

defined by u= g(x, y) and v= h(x, y), we can theoretically solve these two
equations to obtain x and y in terms of u and v. Hence we can determine
Ox Ox Oy Oy Oz
au’ dv’ du’ dv and then ax and > as required.

In practice, however, the solution of u = g(x, y) and v = h(x, y) may well be

difficult or even impossible by normal means. The following example shows
how we can get over this difficulty.

Example1

It 2=—/7(%, YLane pe cosy and v=e~ sin y, we have to find

Ox Ox Oy Oy
Ou’ Ov’ Ou’ OV
We start off once again with our standard relationships

éu _ a
du a
du . (1)
1

OV. OV
év as a
oe =a
ta (2)
2

Now u = e*cosy and v=e™“siny

Ghfe) By oc Ptie
; eet

aye Ov
ax aii (ees es 20, re , ay ea C0 2s Ce 661658 e

g 9
ou=e cosy; By = esiny

areca ; EW Bematosy
ane i oy

Substituting in equations (1) and (2) above, we have

6u = e cosy 6x —e*sinydy (3)
dv = —e *siny 6x +e ~* cosy dy (4)
Eliminating é6y from (3) and (4), we get
44 Vector Analysis

See —xX
CBROSY e"sinyLY

cos 2y cos 2y

Because
(yee = COSY: y 6u = cos” y 6x — siny cosy éy
e~* cos
(4) x e*sin y: e“siny 6v = — sin’ y 6x + siny cosy dy
Adding: e-*cosy 6u+e*siny év = (cos? y — sin” y) 6x
—x
% ee cos y ersiny
cos 2y cos 2y
Ox Ox
But Stoel ane d
Oke 4 COSY, Ox e*siny
” Ou cos 2y : dv cos2y
which are, of course, two of the expressions we have to find.
Starting again with equations (3) and (4), we can obtain
A Pee

Se
ft ELS ay : ercosy
cos 2y cos 2y

Because

(3) xe siny: e“siny 6u = sinycosy 6x — sin’ y dy

(4) x e*cosy: e“cosy 6v = —siny cosy 6x + cos?
y éy
Adding: e™siny 6u + e* cosy 6v = (cos? y — sin” y) dy
Bee: siny . e cosy
év
cos 2y cos 2y
BUt.0V = 3s. apeeeee Finish it off.
Applications of partial differentiation 45

oy ov
éy = oPbu + ay
oy _e*siny aes Oy _ e*cosy
du cos2y i av cos 2y

So, collecting our four results together:

Ox e*cosy Ox= esiny
du cos2y’ dv cos2y
oye ee siny* § Oye cosy
gu cos2y* Op= -cos2y
We can tackle most similar problems in the same way, but it is more
efficient to investigate a general case and to streamline the results. Let us do
that.

General case
If z=f(x, y) with u = g(x, y) and v= h(x, y), then we have
OuOu
ou = ey— (1)
il

OV OV
év acdd
_ 6x + odd
ay (2)
2

We now solve these for 6x and dy. Eliminating éy, we have

1 OV. ee ee ee
Che OV “Oy Ox Oy By”
Ou Ou Ou OV Ou OV
—: Ox -—6
(2) * Oy ee Oy “OX (a 5p Oy y
cn iA AS OV Ou m Ou Ov x
ubtracting: Dy Pa Sal Ges Buel Oi

es
3
ou OX OV
(ie
OVBUate
2

OY OX» OY
Starting afresh from (1) and (2) and eliminating 6x, we have
46 Vector Analysis

by =
Ou Ov Ov Ou
OKeOy Ok Oy

The two results so far are therefore

Dems iy Ou. OV.

ee Oy. oy AW fey Ox
du ov Ov OU 4 duOv Ov Ou
Ox Oy Ox Oy Ox Oy OX OY
You will notice that the denominator is the same in each case and that it can
be expressed in determinant form
Ou Ov
du Ov Ov Ou_|ax Ax
Ox dy dx By [ou av
Oy oy
This determinant is called the Jacobian of u, v with respect to x, y and is
denoted by the symbol J:

ou ov
ive j= bu 2 and is often written as sa

Oy Oy
Ou OV
_ Ou,v) _ |x ax
2 = aG,y)— fou av
dy Ooy|
Applications of partial differentiation 47

du dv an. ay

Oui ici ou ov Ou, OV Ox n

ee ory ox Ox éu- bv
= oy , y= —
J Ou ov Ji Ou OV
Ox Ox Bx. Ox

Ou Ov
By ay
Ou ov
by by
We can now get a number of useful relationships.

(a) If vis kept constant, 6v =0 AO xe= oYsu jj

Jz
Dividing by éu and letting 6u — 0 es = ou J
Ou Oy
peeve oy OV
Similar] = —-—_—
cs f Ou mf!

(b) If wis kept constant, du =0 eee Oa — oy jf

y
Par © Ox Ou
ividing byby 6v
Divid letting 6v --
6 and d letti —0 — x/
Dy = —-—

wa Oy Ou
Similar]
imilarly Eveyes
ay =i

So, at this stage, we had better summarize the results.

Summary
lig = firpj)ecand »u= 9(4;-y). and, v= h(x, y), then

ax_
du Oy
av, ax__
Ov
auf
sy
oy __ avf,ay_au
Ou — OX Ov OX
where, in each case
Ou OV
— O(u,v) _ |Ox Ox
J O(x,y) |Ou ov
dy oy
Let us put this into practice by doing again the same example that we
started with (Example 1 on page 43), but by the new method. First of all,
however, make a note of the important summary listed above for future
reference.
enn
eee
Vector Analysis

Example 1A
Ifz=f(x, vy) and u=ecosy and v=e“*siny, find the derivatives
OX © ORR OVER OY.
du’ Ov’ Ou’ OV
ue =e Cosy v=esiny

ou=e cosy oY = -e*siny

Ou _ _exsiny OV _ 6-* cosy

oy oy
Ou OV
O(u,v) |@x ax _ | e& cosy —e*siny
= 30,9) ou Ov ae e-* cosy
Oy oy
= (e"cosy)(e*cosy) — (-e*siny)(—e™~siny)
= cos*y = sin? y = cos 2y
Ox OV C-COs Ox Ou e* sin
pee du oy _ ore av = |= Sea
oy OV e Siny Oy Ou e* cosy
Ou Nox) % cos 2y Ov te cos 2y
which is a lot shorter than our first approach.
Move on for a further example

Example 2
Ox
If z=f(x,y) with u=x?—y? and v=xy, find expressions for
Ou’
oxOv’ ayOu’ ayOv’
First we need
Ou _ Ou
By : By

a du_
Ox

Then we calculate J which, in this case, is

Applications of partial differentiation 49

Because

Olu, Vv) | Ox ax 2x y|_

Para
O(x, y) |OK OX)
|Ou Ov a

du 2024p) bv x24 y2
Ove emieVaeners! ge.” -Xx
Ou 2(x2+y?)’ avs x2 + 2

And that is all there is to it.

If we know the details of the function z= f(x,y) then we can go one
Ox Ox oy oy Oz OZ
stage further and use the results OR Sr to find aa and ay"

Let us see this in a further example.

Example 3
If z=2x7+3xy+4y? and u=x*+y? and v=x+2y, determine
CX OX OY le OY OZ OZ
(a)
we LE OY LF
Ou’ Ov’ Ou’ dv ©)
Bare
ou “MN!
Ee
By
Section (a) is just like the previous example. Complete that on your own.
50 Vector Analysis

ax 1 Ox =e BOY = ee ee
av = oxy! du 2(2x—y)’ Ov 2x-y

Because ifu=x*+y* and v=x+2y

Ou Ou OV OV
Filia OV a wx ey
Ou OV
peal Ay
OxmEOX ot peex i Ay oy S90 By}
Ory) VCE CVT ye,
Oy oy
Ox OV i
Then 57 > | [22x y) 2x—y

Ox Ou =)
a | y |2(2% V map ay

Oy Ou ‘- (eee:
oh a /I= 2x/2(2x 1 are

Ox Lea ox ae OF, SL Oy ee
~ Ou Py AMG Ix ey Mon TO ee
Now for part (b).
; : Oz OZ
Since z is also a function of u and v, the expressions for au and =p are
u

OZ 19 OZ OX. 02,09
du Ox Ou ‘ Oy “Ou
OZ 02 COX 02 SOV
dv
Ox Ov dy av

The only remaining items of information we need are the expressions

for OZ
— and OZBywhich we obtain from z = 2x? + 3xy + 4y2
oz Oz
Sy. and a eaplane lacs

Using these and the previous set of derivatives, we now get

OZ meets
ou > eihe],8) 6%8)(walielieliei.s)(=, av == alin, aiielistce
ovale. eta
Applications of partial differentiation 51

OZ k= 2y (y O20 3x? 449BYR

Ou 2(2x—y)’ av 2x-y

Because

n>)GZ. OR Oz. OY
du
Ox Ou Oy Ou

Be ynGeaee* allay Gy
Ov Ox OV” dy OV
: Of = x
atta b+ ax+ ey {A

ESN AnyBy? _ OZ 3x* + 4xy — 3y?

2x —y Sova 2x =y
They are all done in the same general way.

Review summary
You have now reached the end of this Program and know quite a bit about
partial differentiation. We have established some important results during the
work, so let us list them once more.

1 Small increments

2 ey eager. (a)

2 Rates of change
2
epee eZescl5 oe
OZ dy
cA b
dt dx dt’oy dt (b)
3 Implicit functions
gz Oz oz dy
ie
= ote Oy Os
(c)
4 Change of variables
me Ore OX FOZ" OY
du ax ou dy Ou
OL 02 0x 02 OY
(d)
dv Ox ov dy Ov
52 Vector Analysis

5 Inverse functions
=f(%y) u=sy) v=hy)
LCM hes ot 3 fh
a uw I;
is Ou
a = /J; oe = /}

Olu, Vv) _ “ Ox
where /= By)
y) On av

dy oy
All that now remains is the Can You? checklist and the Test exercise, so
move to Frames 57 and 58 and work through them carefully at your own
speed.

4 Can You?
Checklist 2
Check this list before and after you try the end of Program test.
On a scale of 1 to 5 how confident are you that you can: Frames
e Derive the first- and second-order partial derivatives of a
function of two real variables? JioCz)
Yes No
e Apply partial differentiation to rate-of-change problems? (Cs) (23)
Yes No
e Apply partial differentiation to change-of-variable problems? to (39)
Yes No
e Use the Jacobian to obtain the derivatives of inverse functions
of two real variables? (40) +» Gs)
Yes | | a No
Applications of partial differentiation 53

& Test exercise 2

Take your time and work carefully. The questions are just like those you have been
doing quite successfully.

1 Use partial differentiation to determine expressions for =.in the following

cases:
(a) P+y> —2x2y =0 (b) e* cosy = e” sinx
(c) sin?x —5sinxcosy+tany =0
2 The base radius of a cone, r, is decreasing at the rate of 0.1 cm/s while the
perpendicular height, h, is increasing at the rate of 0.2 cm/s. Find the rate at
which the volume, V, is changing when r = 2 cm and h = 3 cm.
3 If z= 2xy — 3x’y and x is increasing at 2 cm/s, determine at what rate y must be
changing in order that z shall be neither increasing nor decreasing at the
instant when x = 3 cm and y= 1 cm.

4 If z=x*+2x*y+y> and x=rcosé@ and y=rsin@, find - and = in their

simplest forms.
5 Ifz=—~, show that
x-y’
(a) pee + oe =Z
Ox Y ay ‘
Oz
aoGig 02z
heOT
(b) x Ox2 ¥ Oy?

Oz Oz Oz
(<) 7 Oxdy ~ “ax dy’
6 Two sides of a triangular plate are measured as 125 mm and 160 mm, each to
the nearest millimeter. The included angle is quoted as 60° + 1°. Calculate the
length of the remaining side and the maximum possible error in the result.
7 Vz (xe = yy? and x is increasing at 3.5 m/s, determine at what rate y must
change in order that z shall be neither increasing nor decreasing at the instant
when x¥=5 mand y=3 m.

8 x? + +44xy+ 3y2
If 2x7 3y? = 1,1, obtain expressions
p oP and ay
for ay ae:

9 Ifu=x*+y? and v= 4xy, determine

Ox Ox Oy OY
Ou’ Ov’ Ou’ OV’ nn
SEE UUU UEEEEEE SENSES
n
54 Vector Analysis

Further problems 2
If F = f(x,y) where x = e“ cos v and y = e“sinv, show that
OF OF OF OF OF _OF
ae soe OF ae ov Yay tay’
: Th
Given that z=x>+y? and x?+y?=1, determine an expression for a, im
terms of x and y.
dy OZ OZ
If z= f(x,y) = 0, show that re ax! Dy’ The curves 2y* +3x—8=0 and
x3 + 2xy3 + 3y — 1 =0 intersect at the point (2, —1). Find the tangent of the
angle between the tangents to the curves at this point.
If u = (x? — y*)f(t) where t= xy and f denotes an arbitrary function, prove
2
that A (x? — y’){t- f"(t) + 3f'(O)}. [Note: f(t) is the second derivative
of f(t) w.r.t. t.]
If V = xy/(x2 +y2)* and x =rcosé, y=rsin6, show that
PV 10V 18V_
Ore + Or 1? 062
If u = f(x,y) where x = r? — s? and y = 2rs, prove that
Ou OH es Ou
Te gt
If f = F(x,y) and x = re’ and y = re~®, prove that
wor Wor A0F of of _of
“Ox ee a aed Or 00)
ik 7= sell 2 2s —1 Ng c Oz OZ
Z=xIn(x* + y*) — 2ytan (5) eo Oe ere

en es BP prey
By means of partial differentiation, determine ay in each of the following cases:
x
(a) xy+ 2y—x=4
(b) x°y? — 2x2y
+ 3xy” — 8xy=5
4
2x
() 2453
10 Lf OXVeoy, yea te verify that:

(a) 2
Oz Ev)
Oz O?z O2z - (5)
Ox- Oy dy-Ox at) Ox2 dy?

11 ae 1 , Show that y—Of = (x — y)of

—
J 1 — 2xy + y2 sh is "Oy S V) ay

12 lfz=x-f(2) +F(2), prove that:

OZ Oz y O2z ; Z
a xa Eevoy = Z
(a) F(*) (b) x 202
r Te Rape
Applications of partial differentiation

13 If z= eX"), where k is a constant, and r? = x? + y2, prove:

Az\? (az\? az ez ez Oz _ kz
a — — 27k— = ne
vd
°) (=) +(=) ag ? (b) Ox2 + ay ee f

14 If z=f(x —2y) + F(3x+y), where f and F are arbitrary functions, and if

fe
Ox2 aye’ rn
dx-dy' ee ind the val of aes
tie valu and b.

— Pye,
Pz
1S if z= xy/(x? + y")’, verify that Ox? Tay
d
16 If sin*x —5Ssinxcosy +tany =0, find osby using partial differentiation.
d
17 ‘Find . by partial differentiation, when x tany = ysin x.

18 If V=tan"! {5=oh, prove that:

OV OV PV @V
(a) x5 + Vay =0 (bd) xb + aye =0

19} Prove titat, tf 7 — 2x x r(=) then wee _ ae = 7+ 2x

: lige 4 x Ox Yay ~ ts

20 (a) Find s given that xy + sin xy = 0.

(b) Find li given that xsinxy = 1.

dx
21 If z= 2x? — 3y with u = x’ siny and v = 2ycosx, determine expressions for =
Oz
and ay

eye —3y = 3y ‘ Sp eG bora 1OW 8 f

22 liver +e 7 and v= 2x ee, cetermine Du’ Dv’ Ou’ Dv

23 If z=f (x,y) where x = wv and y = uv? — v”, show that

OZ Oz OZ Oz
(a) 2xA + ayay =U— + V=—

OZ 1 OZ OZ
(b) sap = ae
miie {" = vel.

24 If z=cosh2xsin3y and u=e(1+y*) and v=2ye™, determine expressions

Ox Ox Oy Oy Oz Oz
for A oat De , and hence find aa and ay

25 If z=f(u,v) where u =}(x? — y’) and v = xy, prove that

2
O72 2
Che. 2
ez 2
x2 4 OF 2 9%
Ox2 Oy Ou2 Ov? 4 Ouov ou’
Program 3
Frames

Polar coordinates EEE

Learning outcomes
When you have completed this Program you will be able to:
Convert expressions from Cartesian coordinates to polar coordinates and
vice versa
Plot the graphs of polar curves
Recognize equations of standard polar curves
Evaluate the areas enclosed by polar curves
Evaluate the volumes of revolution generated by polar curves
Evaluate the lengths of polar curves
Evaluate the surface of revolution generated by polar curves

56
Polar coordinates 57

Introduction

We already know that there are two main ways in which the position of a
point in a plane can be represented:
(a) by Cartesian coordinates, i.e. (x,y)
(b) by polar coordinates, i.e. (r, 4).

The relationship between the two systems can be seen from a diagram:
Y
Dest For instance, x and y can be ex-
'g
ay (xc, y) pressed in terms of r and 6.
pa & 6)

LST ee y= sire

Or, working in the reverse direction, the coordinates r and @ can be found if we
know the values of x and y.

f= V2 +7; f= tant? (“)

This is just by way of review. You should already be familiar with polar
coordinates from past studies. In this Program, we are going to focus attention
more to the polar coordinates system and its applications.
First of all, some easy examples to warm up.

Example 1
Express in polar coordinates the position (—S, 2).
Important hint: always draw a diagram; it will enable you to see which
quadrant you are dealing with and prevent your making an initial slip.

Remember that @ is measured from

the positive OX direction.
58 Vector Analysis

(5.385, 158°12’)
Because

(ayer ae 252 = A 0
- r= 729 = 5.385.
2
(b) tanE=2=0.4
»)
Pe B= 21°48
SO =ASS TZ:

Position of P is (5.385, 158°12’)

A sketch diagram will help you to check that @ is in the correct quadrant.

Example 2
Express (4, —3) in polar coordinates. Draw a sketch and you cannot go wrong!
When you are ready, move to Frame 5

5) 323°3"

Here it is:

(a) 7 =374+47=25 7. r=5

tb) tai — :=O7S" -. lf = ob oe

ry Seve
(4,=3) = (5,323°8)

Example 3
Express in polar coordinates (—2, —3).

Finish it off and then move to Frame 6

|3.606, 236°19'

Check your result:

(a) r? = 2? 4 3*=449=13
r=¥V 13'= 3.606
3
(b) tan B= >= LS le £= 56719"

ten 23619"
(=2, 3) = (3.606, 236°19))
Polar coordinates
59
Of course conversion in the opposite direction is just a matter of evaluating
xX =rcos@ and y = rsin#. Here is an example.
Example 4
Express (5, 124°) in Cartesian coordinates.
Do that, and then move on to Frame 7

|(-2.796, 4.145)|
Working:
(ajex= sicosl24° = —=5:c0s 56"
= —$(0.5592) = —2.7960
(b) y=Ssin 124° = 5sin 56°
= 5(0.8290) = 4.1450

*, (8, 124°) = (—2.796, 4.145)

x .e) x That was all very easy.

Now, on to the next frame

Polar curves
In Cartesian coordinates, the equation of a curve is given as the general
relationship between x and jy, i.e. y = f(x).
Similarly, in the polar coordinate system, the equation of a curve is given in
the form r=f(6#). We can then take spot values for 6, calculate the
corresponding values of r, plot r against #, and join the points up with a
smooth curve to obtain the graph of r = f(6).
Example 1
To plot the polar graph of r = 2sin@ between 6 = O and 6 = 2r.
We take values of 6 at convenient intervals and build up a table of values
giving the corresponding values of r:

0 30 60 90 1207 “130
sin 6 on SU.OO 1 0.866 0.5
re 250g Ne) 1732 2 ies 1.0

6 210 240 270 300 330 360

sin0
a SiG

Complete the table, being careful of signs.

When you have finished, move on to Frame 9
60 Vector Analysis

Here is the complete table:

0 0) 30 60 90 120 150 180

sin0 0) 0.5 0.866 1 0.866 0.5 0)
if = 2 Shia) 0 1.0 ple’ 32 ji Py¥ez,— 1.0 0

6 210 240 270 300 330 360

sin 6 —0.5 —0.866 =! —0.866 —0.5 0
p=2Sin 2 —1.0 —1.732 —2 —1.732 -1.0 0

(a) We choose a linear scale for r and indicate it along the initial line.
(b) The value of r is then laid off along each direction in turn, points plotted,
and finally joined up with a smooth curve. The resulting graph is as shown
above.
Note: When we are dealing with the 210° direction, the value of r is negative
(—1) and this distance is therefore laid off in the reverse direction which once
again brings us to the point A. So for values of 6 between 6= 180° and
§ = 360°, r is negative and the first circle is retraced exactly. The graph,
therefore, looks like one circle, but consists, in fact, of two circles, one on top
of the other.
Now here is an example for you to do.

Example 2

In the same way, you can plot the graph of r = 2 sin? @.

Compile a table of values at 30° intervals between @ = 0° and @ = 360° and
proceed as we did above.
Take a little time over it.
When you have finished, move on to Frame 10
—_—_—_—_
enn —_—_
= —_— —___:.:.:.n—
Polar coordinates
61

Here is the result in detail:

0) 30 60 90 120 150 180

i 0.5 = 0.866 1 0.866 0.5 0 |
0 0.25 0.75 1 O75 e025) 0
r=2s8in?9 0 0.5 Ps 2 ee a on |

210 240 270 300 330 360

sin @ =-0.5 =0:66 -1 =0.866° —-0.5 0
sin? 6 0.25 0.75 1 0.75 Os 0 |
r= 2sin 6 0.5 LS 2 RES 0.5 0

This time, r is always positive and so there are, in fact, two distinct loops.

Now on to the next frame

Standard polar curves

Polar curves can always be plotted from sample points as we have done above.
However, it is often useful to know something of the shape of the curve
without the rather tedious task of plotting points in detail.
In the next few frames, we will look at some of the more common polar
curves.

So on to Frame 12
i ce ead oeots a A a
62 Vector Analysis

Typical polar curves

1 r=asiné 2 r=asin’6

3) 7 =acos¢

§ r=asin26 6 r=asin36

150°s,

=-—_-— —

WH P= OCR LE
8 1r=acos36

120°
N

"Qu
I /
270° 240°

There are some more interesting polar

curves worth seeing, So move on to
Frame 13
Polar coordinates
63

9 r=a(1+cosé6) 10 r=a(1+2cos@)

\
'

Cant

(Py,
a
|
y
!

11 12 =a’cos26 12 r=a0

wee ' as !
Xx
X
1 =
'
XN ' 4
No =a

1
4 r NS t
¢
7
i]
‘x
~
!
7 t N '
7 xX
7 i ‘

Sketch these 12 standard curves in your record book. They are quite common
in use and worth remembering.

Then on to the next frame

The graphs of r=a-+bcos@ give three interesting results, according to the

relative values of a and b.

(a) If a=b, weget -- (cardioid)

(b) Ifa<b,weget --- (re-entrant loop)

'
i]

cia, we oc (no cusp or re-entrant loop)

'
So sketch the graphs of the following. Do not compile tables of values.
(a) r=2+2cos0 (c) r=1+2cosé
(b) r=5+3cos0 (d) r=2+cos0
64 Vector Analysis

Here they are. See how closely you agree.

(a) r=2+2cos0 (a= Dd) (b) r=5+3cosé (a > b)

2 5
(cj) r— T-.cos¢ (a < b) (d) r=2+cosé (a > b)
al

a 3

2
If you have slipped up with any of them, it would be worthwhile to plot a few
points to confirm how the curve goes.
On to Frame 16

To find the area of the plane figure bounded by the polar curve r = f(@) and the
radius vectors at @ = 0; and 0 = @>.

Area of sector OPQ = 6A & srr + 6r) sin 60

i of ea enes
ee) 50
6A dA sin 60
If 660, —=5
sO —
qa’ ér —. O, 7

Next frame
Polar coordinates 65

ue otk i4
ae irl =o
2
A=| ~1°d0
AT

Example1
To find the area enclosed by the curve r= Ssiné@ and the radius vectors at
6=0 and @=7/3.
a pare
=| at 7]

1
—(1 —cos 26) dé
aoe.
— ee Seer Finish it off.

Because

25 (7/3 25 sin 26]7/°

A=2| (1 — cos 2040 = 9?[4- 5} |.

25 (nm sin2n/3
eres: 2

Sa
B(g-@) -3
2 [nxn
pM)
V3
Wort el:

A = 3.84 to 2 decimal places

Now this one:

Example 2
Find the area enclosed by the curve r = 1 + cos @ and the radius vectors at 6 = 0
and @= 7/2.
First of all, what does the curve look like?
jE
66 Vector Analysis

+
i!

cow
‘|

Right. So now calculate the value of A between @ = 0 and @=7/2.

When you have finished, move on to Frame 20

[4 3m
ee
rean

Because
n/2
A=3[- rao = 5 (1 + 2cos 6 + cos” 6)d0
0)
26 1/2

=; |@+2sine+5 i I,
_-
D = (ae ye)
5 eS 3 +1=2.178
ie
1s

So the area of a polar sector is easy enough to obtain. It is simply

O21
A= | =1'd0
0, 2
Make a note of this general result in your record book, if you have not already
done so.
Next frame

Example 3

Find the total area enclosed by the curve r = 2. cos 38. Notice that no limits are
given, so we had better sketch the curve to see what is implied.
This was in fact one of the standard polar curves that we listed earlier in this
Program. Do you remember how it goes? If not, refer to your notes: it should
be there.

Then on to Frame 22
SS
Polar coordinates 67

Since we are dealing with r = 2 cos 38, r will become zero when cos 36 = 0, i.e.
when 30 = 7/2, i.e. when 0 = 77/6.
We see that the figure consists of 3 equal loops, so that the total area, A, is
given by:
A = 3 (area of one loop)
= 6 (area between 6 = 0 and @ = 7/6)
om/6 4 Y 7/6

A=6| pre =| 4cos*

38 d@="..2,..0....
o 2 0

7 units”
Because
7/6

re 12| 5(1 +.c0s60)dé

0
: 7/6
r:6|0-+ad
= 7 units?
0

Now here is one loop for you to do on your own.

Example 4
Find the area enclosed by one loop of the curve r = asin 20.
First sketch the graph.

r=asin26@

Arguing as before, r= 0 when asin 20 = On-el sin 20 =O, te, 20 = 0; so that

20 OeeTele:
0 =U, a/2, &, etc.

So the integral denoting the area of the loop in the first quadrant will be
68 Vector Analysis

Correct. Now go ahead and calculate the area.

A = ra*/8 units”

Here is the working: check yours.

1/2 2 px/2
A=3| Pav= | sin? 26 d0
@ m/2
=| (1 — cos 46) dé
4 Jo
2 ‘ m/2 2
= =C ] os “ units?

Now on to Frame 27

To find the volume generated when the plane figure bounded by r =f (@) and the
radius vectors at 6 = 0, and 0 = 42, rotates about the initial line.

fo) D x
If we regard the elementary sector OPQ as approximately equal to the AOPQ,
} Poe DHE
then the centroid C is distance — from O.

We have: Area OPQ = srr + ér) sin 66

Volume generated when OPQ rotates about OX = 6V

’, 6V = area OPQ x distance travelled by its centroid (Pappus)
1
=5'(r + br) sin 60. 2x-CD

i) 2 es 2, ey —
=9tlr + or) sin 60. 2m Srsiné = > ar'(r + 6r) sin 60 - sin
Ne ee sinéé
9 3 + Or) 7 -sin@

dv
Then when 60
> 0,—=............
; do
—_—_—
esd
Polar coordinates
69

and therefore V =

Oo p} .

V= | = xr sin
6dé
ihe

Correct. This is another standard result, so add it to your notes.

Then move to the next frame for an example

Example 1
Find the volume of the solid formed when the plane figure bounded by
r=2sin@ and the radius vectors at 6=0O and 6=7/2, rotates about the
initial line.
om /2
Well now, V= | amr sin
6dé
0
m/2 x m/2 16
=| 3/7: (2sind)* -sinede = | —rsin* 6d0
Jo 3 0 3
Since the limits are between O and 7/2, we can use Wallis’s formula for this.
(Remember?)

V =7 units?

Because
n/2
V= | sin* 6 d6
Sedo

Example 2
Find the volume of the solid formed when the plane figure bounded by
r = 2acosé@ and the radius vectors at 9=0 and 6=7/2, rotates about the
initial line.
Do that one entirely on your own.
When you have finished it, move on to the next frame
——————————————
LL
70 Vector Analysis

Because
m/29
v=| 3 mr sin ddd and r = 2acosé@
1/2
=| oT en costae de
o. 3
3 pr/2
ee | cos? @(— sin @) dé
0
7, Lona cos ¢ vez l6na? [ 1
i“ 3 Aga 3 4
3
oe ee
3
So far then, we have had:
i)
(a) A= | 77d
0, 2 Check that you have noted these results in
292 your record book.
(Dave | =ar sin
édé
0,

r=f(@)
Q
&r

AS 8s
r38

Pp

: y 5.8)
With the usual tieure'ds-¢s 7 = ob.
© 9 y) 2 6s2 9 6r2
on meee roi ee
60 662
2 2 ie
if 80 0,(55) = 1+ cs 63} is r2 4 ae
dé dé dé dé
Polar coordinates
71

Example 1
Find the length of arc of the spiral r = ae*’ from 6 = 0 to 6 = 2r.
dr
Now, r=ae*® |. —=
7 3ae?
ae

. we"
SS dr\? 2 60 2 60 = 10ge
aa = ge. + 9g-e"
2 60

20 dr 2 27
3 =| r2 4 (Si) do = | V10
- ae*’ da
0

Because
2m / 2 /
| V10-a-e"°d@ = = | ae — te = 1}
) 0
As you can see, the method is very much the same every time. It is merely a
question of substituting in the standard result, and, as usual, a knowledge of
the shape of the polar curves is a very great help.
Here is our last result again:
8 dr\2
s=[
= n+24{(—]|
(35 dé

Make a note of it: add it to the list.

Now here is an example for you to do.

Example 2
Find the length of the cardioid r = a(1 + cos@) between @ = 0 and @= z.
Finish it completely, and then check with the next frame
72 Vector Analysis

Here is the working:

'
r :
YY) <—— r=a(l1+cos6) '. = =-—asing
6

2
+ (5) = a*{1+2cos6
+ cos? 6+ sin’ 6}
= a’{2
+ 2cos 6} = 2a*(1 + cos8)
0
Now cosé@ can be rewritten as (2cos” 5 _ 1)

7 6 T

e | 2acos5 dé
= 2a}2sin5|
0 0
= 4a(1 — 0) = 4a units
Next frame

Let us pause for a moment and think back. So far we have established three
useful results relating to polar curves. Without looking back in this Program,
or at your notes, complete the following.

If r= f(0) (Dh ee

If you were uncertain of any of them, be sure to review that particula

r result
now. When you are ready, move on to the next section of the Program.
Polar coordinates 73

Finally, we come to this topic.

To find the area of the surface generated when the arc of the curve r = f (0) between
6 = 6; and @ = 62, rotates about the initial line.

Once again, we refer to our usual figure:

If the elementary arc PQ rotates about

OX, then, by the theorem of Pappus, the
Q surface generated, 6S, is given by (length
30 Bs of arc) x (distance travelled by its
centroid).
SZ r :
oe a
20)
fe) Leek

", 6S = 68+ 2n-PL = 6s - 2nrsiné

~ 44,08
- 2ar sin 0—

: _
From our previous work, we know that =~ r? +

ér\2
SO that —© & 2arsin 64/12 +7

} dry
And now, if 66 — 0, — = 2arsin64/712-+ |—
0
A dr

oe s=| 2nr sin 8 = (8)

dé
A;

This is also an important result, so add it to your list.

s—{“ darsin oy]? + (ot

f

This looks a little more involved, but the method of attack is much the same.
An example will show.
Example 1
Find the surface area generated when the arc of the curve r= S(1 + cos@)
between 6 = 0 and 6 = 7, rotates completely about the initial line.
dr ;
Now, f= 3(1-+1cos@) -.’. ha —5 sind
74 Vector Analysis

50(1 + cos @)

Because

2
To dr\* = 25(14+ 2cos6 + cos“2 6 + sin*
ae 9 8)

= 25(2
+ 2.cos 8)
= 50(1
+ .cos.@)

We would like to express this as a square, since we have to take its root, so we
now write cos @ in terms of its half angle.
2}
6
Dimas (ss) = so(1 + 2.cos* 5 — 1)

ae
0
Died
=sLOOEOS 5

dr\~ 7]
r 2 + (3) - 10 cos eh5

So the formula in this case now becomes

s-|2n-5(1+ cos@) siné- 1Ocoss. dé

0

ee = 1007 |(l= COS@) sin coss dé

0
We can make this more convenient if we express (1 + cos @) and sin @ also in
terms of 7
f

What do we get?

i 6
S$ = 4007 |,cos? sins dé

Because

S= 1007 |(1 + cos6) sind coss dé

d 0 0 6g 0
= 1007] | 2cos?—:
cos 5 2sin—cos=-cos—
sill, COSs cos, dé

6
= 4007 |,cos4 A sins dé
Polar coordinates 75

0 inte
Now the derivative of COs; 1S hee ka

ne
LA eS 8007 |cost 5 = reez dé

=e a ee Finish it off.

Because

Tv @ sin —

S = —800 T |cos a5 ee5) dé

5 6 .

II |
COs" 5) — —8007
OOj=)=) pS) = —

¢)

S§ = 160z units?
And finally, here is one for you to do.

Example 2
Find the area of the surface generated when the arc of the curve r= ae’
between @ = 0 and 6 = 7/2, rotates about the initial line.
Finish it completely and then check with the next frame

2/2
§ =——=- na’(2e" + 1)

Because we have:

m/2 dr 2
s=|. 2nr sin 0 r+ (5) dé

And, in this case:

a, dr 6
r=ae —=ae|.
dé
2
“ley? i (5) — gre + a2e = 2a7e8
76 Vector Analysis

1/2
S= | 2nae sin 6- V2ae’ dé
0
m/2
= 2\/2ra* | e7" sind dé
0
Let p= |e?singaa = 2" cos) +2 |cosa” a8

= =e" cose 2)e"sin 6— 2 |sing ee ao}

L= =e" cose ale sin 0. Al,

' 5l= en sin 6— cos a}

028
1= {2sind — cosa}

29 m/2
At 5 =2v2-n-a*|& fasing — cosa |
0
- OD eae
{e"(2-0) =41(0— »}
* 5
a 24/2 mae
S (2e" + 1) units”
Sars
We are almost at the end, but before we finish the Program, let us collect our
results together.
So move to Frame 47

Review summary
ES Polar curves — applications.
A i

1 Area A= | —1* dé
0, 2
A 2

2 Volume V= 5 ar sin 6 dé
. 6;

Oo dr\?
3 Length of arc s= | r+ (—) dé
4 dé
02 | 2
4 Surface of revolution S= 2ar sin 64/12 + (55) dé
d 6,

It is important to know these. The detailed working will depend on the

particular form of the function r = f(@), but as you have seen, the method of
approach is mainly consistent.
The Can You? checklist and Test exercise now remain to be worked.
Brush up any points on which you are not perfectly clear.
Polar coordinates
77

(4 Can You?
Checklist 3

Check this list before and after you try the end of Program test.

On a scale of 1 to 5 how confident are you that you can: Frames

e Convert expressions from Cartesian coordinates to polar
coordinates and vice versa? CD}
> GZ
Yes a © Ne ea L_ No
e Plot the graphs of polar curves? (8) Cio)
Yes | L] | No
e Recognize equations of standard polar curves? to (45)
Yes LJ LJ | | No
e Evaluate the areas enclosed by polar curves? (16
)}to(26)
Yes 3 [ No
e Evaluate the volumes of revolution generated by polar curves? (37) to (32)
Yes LJ LJ LC] | No
e Evaluate the lengths of polar curves? to (39)
Yes L] LJ No
e Evaluate the surface of revolution generated by polar curves? (40)
to(46)
Yes L] LJ No

$ Test exercise 3
All the questions are quite straightforward: there are no tricks. But take your time
and work carefully.

1 Calculate the area enclosed by the curve ré? = 4 and the radius vectors at
06=2/2 and 0=7n.
2 Sketch the polar curves:
(a) r=2sin0 (b) r= 5 cos’6
(c) r=sin26 (d) r=1+cosé
(e) r=1+3cosé (f) r=3+cosé
78 Vector Analysis

3 The plane figure bounded by the curve r= 2 + cos @ and the radius vectors at
.
@=0 and @=7, rotates about the initial line through a complete revolution
Determine the volume of the solid generated.
]
Find the length of the polar curve r = 4 sin’ 5 between 6 = 0 and 6=7.

Find the area of the surface generated when the arc of the curve r = a(1 — cos @)
between 6 = 0 and @ = 7, rotates about the initial line.

That completes the work on polar curves. You are now ready for the next Program

& Further problems 3

Sketch the curve r = cos? 6. Find (a) the area of one loop and (b) the volume of
the solid formed by rotating the curve about the initial line.

Show that sin* 6 = 5= 5005 20F 5005 46. Hence find the area bounded by
the curve r= 4sin? 6 and the radius vectors at 6 = 0 and 6=7.
6
Find the area of the plane figure enclosed by the curve r= asec? (5) and
the radius vectors at @=0 and 6=7/2.
Determine the area bounded by the curve r = 2sin@+3cosé@ and the radius
vectors at 6 = 0 and = 7/2.
2
Find the area enclosed by the curve r = —————— and the radius vectors at
1+ cos 20
6=0 and 0=7/4.
Plot the graph of r = 1 + 2cos@ at intervals of 30 and show that it consists of a
small loop within a larger loop. The area between the two loops is rotated about
the initial line through two right-angles. Find the volume generated.
Find the volume generated when the plane figure enclosed by the curve
: 0
r = 2asin” (5)between @ = O and 6 = 7, rotates around the initial line.

The plane figure bounded by the cardioid r = 2a(1+cos6@) and the parabola
r(1+cos@) = 2a, rotates around the initial line. Show that the volume
generated is 187a°.
Find the length of the arc of the curve r=acos® (5) between 6=0
and @ = 37.
10 Find the length of the arc of the curve r = 3sin@ + 4cos@ between 6 = 0 and
Cte) ar
 Polar coordinates
ae
<= 79
11 Find the length of the spiral r = a0 between
6 = 0 and 6 = 2r.
12 Sketch the curve r = asin3 (5) and calculate
its total length.

13 Show that the length of arc of the curve r = acos*

@ between 6 = 0 and @ = m/2
is a[2V3 + In(2 + V3)]/(2V3).
14 Find the length of the spiral r = ae” between @ =
0 and 6 = 6, and the area
swept out by the radius vector between these two
limits.
1S Find the area of the surface generated when the arc
of the curve r?2 = a? cos 26
between 6 = 0 and @ = x/4, rotates about the initial
line.
i
Multiple integrals ae
Frames

Learning outcomes
When you have completed this Program you will be able to:
e Determine the area of a rectangle using a double integral
e Evaluate double integrals over general areas
e Evaluate triple integrals over general volumes
e Apply double integrals to find areas and second moments of area
e Apply triple integrals to find volumes

80
Multiple integrals 81

Summation in two directions

Let us consider the rectangle bounded by the straight lines, x =r, x = s, y=k
and y = m, as shown:

If we add together all the elements of area, like 6a, to form the vertical strip
PQ, then 6A, the area of the strip, can be expressed as 6A =............

y=m
6A = i? dy - 6x
y=k

Did you remember to include the limits?

Note that during this summation in the y-direction, 6x is constant.

If we now sum all the strips Y

across the figure from x=r to m
x = 5, we Shall obtain the total
area of the rectangle, A.

0] r s x

“A= iy(all vertical strips like PQ)

x=r

30 |

Removing the brackets, this becomes:

If now 6y > 0 and 6x — 0, the finite summations become integrals, so the

expression becomes A = .....+- 101+
82 Vector Analysis

To evaluate this expression, we start from the inside and work outwards.

0 foto OT
jag

xX=r

X=S
|
y=m

y=k
=

:
=)

pnt
y=m

V=K

= | (m — k)dx

Because
xX=S

A= lm= kx
x=r

A =(m—k)-(s—r)
which we know is correct, for it is merely A = length x breadth.
That may seem a tedious way to find the area of a rectangle, but we have done
it to introduce the method we are going to use.
First we define an element of area dy - 6x.
Then we sum in the y-direction to obtain the area of a............
Finally, we sum the result in the x-direction to obtain the area of
Te ata Pie

|vertical strip; whole figure|

We could have worked slightly differently:

As before éa = 6x - éy. If we sum the elements in the x-direction this time, we

get the area 6A; of the horizontal strip, CD.
Multiple integrals
83

Now sum the strips vertically and

we obtain once again the area of the
whole rectangle.

y=m ve

Aj = 2 (all horizontal strips like CD) = > OX - v|

y=k yak N\iar
As before, if we now remove the brackets and consider what this becomes
when 6x — 0 and dy — 0, we get:

Y=MN ¢xX=S

y=k =F

To evaluate this we start from the center:

i pomUl

Aj II QuBs Qu=
a
———— Sear
Se

Complete the working to find A; and then move on to Frame 9

Because
y=mn 5 m m

A, =| [xay = [(s—nay= 6-9/9}

y=k k k

~, A, =(s—r)-(m-—k) which is the same result as before.

So the order in which we carry out our two summations appears not to matter.
Remember:
(a) We work from the inside integral.
(b) We integrate with respect to x when the limits are values of x.
(c) We integrate with respect to y when the limits are values of y.
Move to the next frame
OT
84 Vector Analysis

Double integrals
v2 x2
The expression | | f(x,y) dxdy is called a double integral (for obvious
v1 U1
reasons!) and indicates that:

(a) f(x,y) is first integrated with respect to x (regarding y as being constant)

between the limits x = x; and x = x2
(b) the result is then integrated with respect to y between the limits y= )1
and y = y2.

Example 1
2 (4
Evaluate l= ||(x + 2y) dx dy
wJ2
So (x + 2y) is first integrated with respect to x between x = 2 and x = 4, with y
regarded as constant for the time being.
2 cae S “4
| | (x + 2y) dx dy
er A

Finish it off

Because

1=|1 (6 +4y)ay = oy4 27]1

2 2

= (12-4 8)= (65 2)=20=

6 10
Here is another.

Example 2

2 3
Evaluate [= |x*ydx dy
J1 JO

3
Do this one on your own. Remember to start with |x’y dx with y constant.
0
Finish the double integral completely and then move on to Frame 12
Multiple integrals 85

Check your working:

2 73 i
r= ||vy dxdy =| | x°y dx |dy
1 1 10 — a ee) eed

= 18 — 4.5. 13:5

Now do this one in just the same way.

Example 3
2 pu
Evaluate = | |(3 + sin @) dé dr
1 0

When you have finished, check with the next frame

Here it is:
2 pt
=| |(3 + sin 6) dé dr
1 Jo
2 1
=| [30— cost dr
1 0
2
= {(3x+ 1) -(-1) Sar

= (37+ 2)(2-—1) =374+2

On to the next frame
oo ———
86 Vector Analysis

Triple integrals
Sometimes we have to deal with expressions such as

ies fff rey naxayaz

aJc Je

but the rules are as before. Start with the innermost integral and work
outwards.

eS Se Se a Se SS SS

All symbols are regarded as constant for the time being, except the one
variable with respect to which stage of integration is taking place. So try this
one on your own straight away.

Example 1
3 pl (2
Evaluate r=| | |(x + 2y —z) dx dy dz
=i

Did you manage it first time? Here is the working in detail.

3 pl (2
r=| | |(+ 2y—2)dxdydz
iJ s0
re 2
=| | P+ aay — a2 dy dz
aie 5
3 pl 3
I [| is saa eam dydz =| [2y + 2y* Oya} ds
3 3

= |{@+2-22)- (242422) har=| (4 — 4z) dz

, ! 1
= [az— 224 = (12 —18) —(4—2) ==8
1
And another.
Example 2
2 3 pl .
Evaluate | |(p? + q? — 1?) dpdqdr
Ji Jo Jo
When you have finished it, move on to Frame 16
Multiple integrals
87

Because

1
ine ae

—_ie)= | st
\
"| ios) iN}

It is all very easy if you take it steadily, step by step.

Now two quickies for review.
Evaluate:
2 6d 4 p3x
(a) | |dy dx (b) || 2y dy dx
jects 0 J1

Finish them both and then move on to the next frame

Here they are:

of fava [poe fie-sa- [20 [af

=4-2=2
2

(b) r= [2vayax=[ | dx=| (9x" = 1dx

4

= [30°-4] — 192-—4=188
0)

And finally, do this one.

5 (2
| |(x —4)dxay = pet I ne
0
88 Vector Analysis

Check this working.

Now let us see a few applications of multiple integrals.

Move on then to the next frame

Applications
Example 1
4
Find the area bounded by y = = the x-axis and the ordinate at x =5.

Area of element = dy - 6x
ve=yal
.. Area of strip S~ éy- 6x
y=0

The sum of all such strips across the

figure gives us:

Now, if 6y — O and 6x — 0, then:

n =

eee Finish it off

Multiple integrals 89

Because

Right. Now what about this one?

Example 2
x
Find the area under the curve y = 4sin; between x =5 and x=, by the
double integral method.

Steps as before:
Area of element = 6y - 6x
Area of vertical strip
yey
as dy - 6x
y=0

Total area of figure:

Aw ¥ oral
x=r/3 | y=0

If d5y — O and 6x — O, then:

T vs

A= | | a 0b eee
ae Wee
1/3 JO

Pom):
Complete it, remembering that y; = 4sin 3

A = 4V3 unit?
Because you get:
T V) oT val pill

A=| | dy dx = | y dx=| y; dx
1/3 JO n/3 0 T/ 3
7 i ' x17
= fas4 sins ax = |-8cos 5 #

= (—8cos 7/2) — (—8 cos 7/6)

V3
0+8-—-=4Vv3 unit”

Now for a rather more worthwhile example — on to Frame 22

90 Vector Analysis

Example 3
Find the area enclosed by the curves
2
yi? = 9x and y2 = >

First we must find the points of intersection. For that, yi = y2.

2 -9¢=— 9 x=0 of x= 729, Lex=9.

As usual:

Area of element = dy - 6x
‘. Area of strip PQ
VA
Soy: x
VV 2

Summing all strips between x = 0 and x = 9:

Vessel x=9 V=V1
Aw v1 och= ay by - 6x
x=0 Ly=y2

9 V1

If by — O and 6x — 0, A= | [dydx

Now finish it off, remembering that y;” = 9x and y2 = x=

Here it is.
9 Pi 9 YM
A=| | dydx = |y dx
0 Jy2 0 iy
9
= |(vi — Y2)dx
9 1 xX
)
= {32 - a}dx

a7 \5
= 54— 27 = 27 unit?
Now for a different one. So move on to the next frame
Multiple integrals 91

Double integrals can conveniently be used for finding other values besides
areas.

Example 4
Find the second moment of area of a rectangle 6 cm x 4 cm about an axis
through one corner perpendicular to the plane of the figure.
z

Second moment of element P about OZ~ 6a(OP)*

me by - 6x - (x2 + y*)
Total second moment about OZ
x=6 y=4
|e (x? + y*) dy dx
x=0 y=0

If 6x — 0 and éy — 0, this becomes:

6 4
r=| |@? +y?)ayax
0 JO

Now complete the working, J=............

I = 416 cm*

Because
6 74 6 y? 4 6 64
1=| |(2 +P) dydx= | ima dx =| {axe Shax
0 JO 0 a] (6) 0 3
3 6

= ae et = 288 + 128 = 416 cm*

gare n il
Now here is one for you to do on your own.

Example 5
Find the second moment of area of a rectangle 5 cm x 3 cm about one 5 cm
side as axis.
Complete it and then on to Frame 26
EEE
92 Vector Analysis

Here it is: check through the working.

Area of element= 6a = dy - 6x
Second moment of area of 6a about OX
=6a-y”
= y" -dy-6x

y=3

Second moment of strip ~ 5_ y? - 6y - 6x

y=0

x=5 y=3
Second moment of whole figure ~ y~ - dy - &x
x=0 y=0

If 5y — O and 6x — 0:
5 73
i |y~ dy dx
0 Jo
5137? 5 5
4 | | dx =| hake = ox
(0) 3 0) 0 0

On to Frame 27

Review exercise
Now a short review exercise. Finish both integrals, before moving on to the
next frame. Here they are.
Evaluate the following:

(a) if
i(y? — xy) dy dx
a2
(b) || G+) ayau.
OJ1

When you have finished both, move on

Multiple integrals 93

Here they are in detail:

2 3 273 273
(a) Lau] |, — a) ayae = |e-* |a

Le-3)-G-dje
0J1 0 1

[{ee)-(e-9)}
Now on to Frame 29

Alternative notation

Sometimes double integrals are written in a slightly different way. For

aia
example, the last double integral T= | |(x? + y”)dydx could have been
ost
written:
3 2
|dx| (x? + y*) dy
0 1
The key now is that we start working from the right-hand side integral and
gradually work back towards the front. Of course, we get the same result and
the working is identical.
Let us have some examples, to get used to this notation.
Move on then to Frame 30
aa a a a
94 Vector Analysis

Example 1

2 1/2
f=] dx | 5 cos @ dé
0 0
2 n/2
=| dx ssino]
0 0)
2 2 2
=] a5] =| Silex 5s]
0 0 0
= iC

It is all very easy, once you have seen the method.

You try this one.

Example 2
6 m/2
Evaluate I = |dy | 4sin 3x dx.
3 0

Here it is:
6 a |2,
| dy | 4 sin 3x dx
3 0

Now do these two.

Example 3

iax (a— x) dy
0 10)

Example 4

idy im yyy
y

(Take care with the second one!)

When you have finished them both, move on to the next frame
Multiple integrals 95

Example 3: I = —4.5 Example 4: I =2

Here is the working.

ew:
Example3 I= |dx (x — x”) dy

- fo
0
1

Example 4 |—

1
2 vs PA
9 Pe
al
oeed | ee oY
Fieie i LF
tel & 6. 6
Next frame

Now, by way of revision, evaluate these:

4 p2y
(a) || (2x + 3y) dx dy
0 Jy

4 vx
(b) |dx| (2y— 5x)dy
1 0
When you have completed both of them, move on to Frame 34
i
96 Vector Analysis

(a) ize) Be) odo

Working:
4 p2y
(a) | | (2x + 3y) dx dy
0 Jy
4 X—Ly
= | 2 + 339] dy
0) xXx=y

=|0meaVay
6y3]*
- cae
4
= ay" 7128
0
4 vx
(b) | dx| (2y— 5x) dy
ie e)o
4 yavx
= |dx [Y= sx]
1 y=0

=-—$6+ 1.5 = —S54.5

So it is just a question of being able to recognize and to interpret the two

notations.
Now let us look at one or two further examples of the use of multiple
integrals.

Move on then to Frame 35

a
Multiple integrals 97

Further example of use of multiple integrals

To find the area of the plane figure bounded by the polar curve r = f(@), and
the radius vectors at 6 = 0, and @ = 6>.

b
Lf

Small arc of a circle of radius r,

subtending an angle 66 at the
centre.
", arc=r- 60
We proceed very much as before:
Area of element = 6r - ré6
T="
Area of thin sector ~ ae ér-rd0
r=0

6=6>
Total area = SS (all such thin sectors)
A=,

which is the result we have met before.

Let us work an actual example of this, so move on to Frame 37

nn EEE EEE
98 Vector Analysis

the polar curve

By the use of double integrals, find the area enclosed by
r = 4(1 + cos@) and the radius vectors at 6 = 0 and 6=7.
r = 4(1 + cos 4)

0=n T=
Ax) > ror: 60
d=0 r=0
Le ial

A=| | r dr dé
0 Jo

2.I5 ue ay 2Piacos @)

Because

A=8| (1 + 2cos 6 + cos 6) dé

0
=8]6+2sing+ ee 5422]
= 8(7 +5) — (0) 4%

= 8r+4n = 127 unit?

Now let us deal with volumes by the same method, so move on to the next frame
Multiple integrals 99

Determination of volumes by multiple

integrals
Surface z= Ae hy y)

Element of volume év = 6x - dy - 6z.

Summing the elements up the column, we have
Z=Z}
Ve = So bx - by - 62
z=0

If we now sum the columns between y = y; and y; = y2, we obtain the volume
of the slice:
Y=V2 2=2)
OV; = iS S| 6x: dy - 6z
y=y1 z=0

Then, summing all slices between x = x; and x = X2, we have the total volume:
X=X2 VV 2 27h

Vrs) meen Sy BE
X=X1 Y=)1 Z=Zo

Then, as usual, if 6x — 0, 6y — O and 6z — 0:

he a Ph
v= | | | dx dy dz
Jx; Jy, JO

The result this time is a triple integral, but the development is very much the
same as in our previous examples.
Let us see this in operation in the following examples.
Next frame
100 Vector Analysis

Example 1
A solid is enclosed by the plane z = 0, the planes x = 1,x= 4, y= 2,y =Sand
the surface z= x+y. Find the volume of the solid.
First of all, what does the figure look like? The plane z = 0 is the x-y plane
and the plane x = 1 is positioned thus:

Working on the same lines, draw a sketch of the vertical sides.

The figure so far now looks like this:

If we now mark in the calculated heights at each point of intersection

(Z=xX-+y), we get:

This is just preparing the problem, so that we can see how to develop
the
integral.

For the calculation stage, move on to the next frame

Multiple integrals 101

Volume of column ~* 6x - éy 6
z=0
y=5 Z=x+y
Volume of slice + 6x} éy 6Z
y=2 z=0
x=4 y=5 Z=X+y
=a ~
Volume of total solid = SY bx. dy 6Z
Kel y=2 z=0

Then, as usual, if 6x — 0, déy — O, 6z — 0, this becomes:

4 S x+y
v= ax| dy| dz
1 2 0

And this you can now finish off without any trouble. (With this form of
notation, start at the right-hand end. Remember?)

4 5 xX+Y 4 5
dx| dy| dz =| dx| dy(x+y)
1 2 Jo 1 2
4 95 “4 y °
dx| (x+y) dy = |ax|ay +5]
1 1 2 Jo
4 Dik 4
dx|5x +7 — 2x—2| | (3x43 )an

1 2

{132- 24 — 54 unit?

deena eeeee eee eee eee LK

102 Vector Analysis

Example 2
of the solid bounded by the planes z=0, x=1, X= 2,
Find the volume
— —1, y=1 and the surface z=x?+y’.
of
In the light of the previous example, can you conjure up a mental picture
what this solid looks like? As before it will give rise to a triple integral.
2 1 x2 + y2
Wee ax| dy | dz
ail =il 0
Evaluate this and so find V. SaaS oe

Because we have:
2 1 x? +? 2 1
v=| dx | ay | az =| dx| dy(x? + y”)
Hie #0 eet

= eles]
= [{(@+3)- Cra}

Next frame

Review summary
Introductory work on double and triple integrals was covered in detail by this
text’s authors in Programme 23 of Engineering Mathematics (Fifth Edition).
Another look at the main points is well worth while.
You will no doubt recognize the following.
1 Double integrals
v2 x2

| | f(x, y) dx dy

is a double integral and is evaluated from the inside outwards, i.e.

|
Multiple integrals 103

A double integral is sometimes expressed in the form

ifdy fef(x, y) dx
v1 x1

in which case, we evaluate from the right-hand end, i.e.

[a aeForen?
Y1 | x) |
ee |

——--—--—--—--—--F

Meee
ei ei ee

2. Triple integrals
Triple integrals follow the same procedure.
Z2 p¥2 pXr2
| | | f(x, y, z) dx dy dz is evaluated in the order
Z) YV¥) YX

3. Applications
(a) Areas of plane figures

Area of element 6A = é6xéy

ySy2
Area of strip ~ )_ éxéy
y=y
ta (Sy2
Area of all such strips ~ 1 oxy}
x=a y=\1

ob v2

If 6x + 0 and dy +0, A II | dy dx
a
104 Vector Analysis

(b) Areas of plane figures bounded by a polar curve r = f(@) and radius vectors
at 0 = 0) and 6 = 02

ro

Small arc of circle of radius r,

subtending angle 60 at center.
2 Ne SiN

Area of element 6A = r60 6r

t=f (9)
Area of thin sector ~ r 60 6r
r=0
= 2 t=f (0)

-. Total area of all such sectors ~ ye { r or w|

A pt=f (A)
> If or Oand 8-0, A=| | rdrdé
6, Jo
(c) Volume of solids

Volume of element 6V = 6x dy 6z
z=f (x, y)
Volume of column = S > dx6éyéz
z=0

y=y2 (Z=f(x, y)
Volume of slice ~ > dx by |
yan (220
.. Total volume V = sum of all such slices

ines ~ oe : : 6x dy 6Z
Multiple integrals 105

Then, if 6x — 0, dy > 0, 6z > 0,

‘X2 p¥2 pZ=f(X, y)
vz | | | dz dy dx
X} v1 (0)

If z=f (x, y), this becomes

X2 y2
Ve | f(x, y) dy dx
xX, Jy

(4 Can You?
Checklist 4
Check this list before and after you try the end of Program test.

On a scale of 1 to 5 how confident are you that you can: Frames

e Determine the area of a rectangle using a double integral? (2) Cs)
Yes | L No

e Evaluate double integrals over general areas? (0)

to(43)
Yes | LJ LJ No
e Evaluate triple integrals over general volumes? to (48)
Yes Lal | No
e Apply double integrals to find areas and second moments of
area? to
Yes L] LJ he J No
e Apply triple integrals to find volumes? (B39)
> G5)
cena tla ty iL ei No

& Test exercise 4

The questions are just like those you have been doing quite successfully. They are all
quite straightforward and should cause you no trouble.

1 Evaluate:

(a) p[o — xy) dy dx

1 JO
a “Vy
(b) |dx (x —y) dy, where yy = Va? — x?
0 Jo
106 Vector Analysis

2 Determine:
V3+2 pr/3
(a) | (2cos 6 — 3 sin 36) dé dr
0 0

(b) ifixy(z + 2) dx dy dz
2J1 Jo
i! Pe Xx

(c) |az| dx| (x+y+z)dy

0 1 0
3 The line y = 2x and the parabola y” = 16x intersect at x = 4. Find by a double
integral, the area enclosed by y = 2x, y” = 16x and the ordinate at x = 1, and
the point of intersection at x = 4.
4 A triangle is bounded by the x-axis, the line y = 2x and the ordinate at x = 4.
Build up a double integral representing the second moment of area of this
triangle about the x-axis and evaluate the integral.
5 Forma double integral to represent the area of the plane figure bounded by the
polar curve r=3-+2cosé@ and the radius vectors at 0=0 and 6=7/2, and
evaluate it.
6 A solid is enclosed by the planes z= 0, y= 1, y=3, x = O, x = 3 and the surface
z =x" +xy. Calculate the volume of the solid.
That’s it!

a pb pc
4 Evaluate |||(x* + y)dx dy dz

m pu/2 pr
5 pvaluate | x’ sind
dx dé dé
JoJo Jo
6 Find the area bounded by the curve y = x? and the line y = x +2.
7 Find the area of the polar figure enclosed by the circle r = 2 and the
cardioid
r=2(1+cos@).
ae ae be
8 bvaluate |dx dy |xy"zdz
eer ers
Multiple integrals 107

Qoaihers
9 Evaluate |dx |(x? + y”) dy
0 1

1 m/4
10 Evaluate |dr| rcos? 6dé
0 Jo
11 Determine the area bounded by the curves x = y? and x = 2y — yr)
12 Express as a double integral, the area contained by one loop of the curve
r = 2cos 36, and evaluate the integral.
m/2 ptan-1(2) 4
13 Evaluate | | |X sin y dx dy dz
0 1/4 0

m p4cosz py/16—y2
14 +Evaluate || | y dx dy dz
0 10) 10)

1S__A plane figure is bounded by the polar curve r = a(1 + cos @) between @ = 0 and
@ = 7, and the initial line OA. Express as a double integral the first moment of
area of the figure about OA, and evaluate the integral. If the area of the figure is
known to be =mn unit*, find the distance (h) of the centroid of the figure
from OA.
16 Using double integrals, find (a) the area and (b) the second moment about OX
of the plane figure bounded by the x-axis and that part of the ellipse
xy
a + ae 1 which lies above OX. Find also the position of the centroid.

17 The base of a solid is the plane figure in the x-y plane bounded by x = 0, x = 2,
y =xand y = x* + 1. The sides are vertical and the top is the surface z = x? + y?.
Calculate the volume of the solid so formed.
18 A solid consists of vertical sides standing on the plane figure enclosed by x = 0,
x=b, Y=aand y=c. The top is the surface z=xy. Find the volume of the
solid so defined.
19 Show that the area outside the circle r = a and inside the circle r = 2acos@ is
given by
a/3 p2acos@
AS 2 | | rdr dé
0 a

Evaluate the integral.

20 Arectangular block is bounded by the coordinate planes of reference and by the
planes x = 3, y= 4, z = 2. Its density at any point is numerically equal to the
square of its distance from the origin. Find the total mass of the solid.
a
Progmm5 «==

Differentials and
line integrals
Learning outcomes
When you have completed this Program you will be able to:
Understand the role of the differential of a function of two or more real
variables
Determine exact differentials in two real variables and their integrals
Evaluate the area enclosed by a closed curve by contour integration
Evaluate line integrals and appreciate their properties
Evaluate line integrals around closed curves within a simply connected
region
Link line integrals to integrals along the x-axis
Link line integrals to integrals along a contour given in parametric form
Discuss the dependence of a line integral between two points on the path
of integration
Determine exact differentials in three real variables and their integrals
Demonstrate the validity and use of Green’s theorem

108
Differentials and line integrals 109

Differentials

It is convenient in various branches of the calculus to denote small increases

in value of a variable by the use of differentials. The method is particularly
useful in dealing with the effects of small finite changes and shortens the
writing of calculus expressions.
We are already familiar with the diagram from which finite changes 6y and
6x in a function y = f(x) are depicted.

y y=f(x)

Xo Xo+Ox xX

The increase in y from P to Q = MQ = éy = f (xo + 6x) — fF(Xo)

MT >
If PT is the tangent at P, then MQ = MT +TQ. Also et f' (Xo)

". MT =f’ (Xo)6x

* MQ = 6y= f' (Xo) -6x +TQ

and, if Q is close to P, then dy = f’(x0)6x

We define the differentials dy and dx as finite quantities such that
dy = f"(Xo)dx

y=f(x)

Note that the differentials dy and dx are finite quantities — not necessarily zero
— and can therefore exist alone.
Note too that dx = 6x.
110 Vector Analysis

From the diagram, we can see that

dy is the increase in y as we move from P to Q along the curve.
dy is the increase in y as we move from P to T along the tangent.

As Q approaches P, the difference between dy and dy decreases to zero. The use

of differentials simplifies the writing of many relationships and is based on the
general statement dy = f’(x) dx.
For example
ary x> then dy = 5x* dx
(b) y=sin3x then dy = 3cos3xdx
Greed” then dy = 4e* dx
(d) y=cosh2x then dy = 2 sinh 2x dx
Note that when the left-hand side is a differential dy the right-hand side must
also contain a differential. Remember therefore to include the ‘dx’ on the
right-hand side.
The product and quotient rules can also be expressed in differentials.
d d
— (uv) = peta pan becomes d(uv) =udv+vdu
dx dx dx
e du . dv
Ge UN ees x eae u\ vdu—udv
A ere ales ee
SO, UE wy, =e eS mel hee te ee ee
: Be
and ii y= * Nate Meee

|y=e* sin4x, dy = 2e*(2cos 4x + sin 4x) dx

Pace
cos 2t dy = —52 {tsin 2t + cos 2t} dt

That was easy enough. Let us now consider a function of two independent
vatiables, Z= f(xy).
If z= f(x, y) then z+ 6z = f(x + 6x,y + dy)
". 62 =f (x + 6x, y + by) — f(x, y)
Expanding 6z in terms of 6x and dy, gives
6z = Adx + Béy + higher powers of 6x and 6éy,
where A and B are functions of x and y.
If y remains constant, i.e. 5y = 0, then

6z = Aéx + higher powers of 6x.” -A

x
’ If 6x — 0, thenA es
Ox
Differentials and line integrals 111

Similarly, if x remains constant, i.e. 6x = 0, then

6z = Béy + higher powers of dy.” = wt B

Mg
. If by0, then B= 2
oy
ee ; Z ehOz Oz ; a
Ax ot + By dy + higher powers of small quantities

. heeOz Oz
OZ
Z x 6X + By oy

In terms of differentials, this result can be written

If z =f (x,.¥), then dz= ~ ax+ey

The result can be extended to functions of more than two independent

variables.
Oz Oz OZ
i Ze flix, ¥, WwW), dz = ay Pay ewe

Make a note of these results in differential form as shown.

Exercise

Determine the differential dz for each of the following functions.

j- 2 =K0+y°
2. se Sin 2y
ei— 1).2°%
4 z=x'+2y*+3w?
5 Jax iw
Finish all five and then check the results.

1 dz = 2(xdx + ydy)
2 dz=x"(3sin 2y dx + 2x cos 2y dy)
3 dz=e’{2dx
+ (6x — 3)dy}
4 dz=2(xdx
+ 2ydy + 3wdw)
5 dz=x’y(3ywdx + 2xwdy + xy dw)

Now move on
————
aaa
112 Vector Analysis

Exact differential
We have just established that if z = f(x, y)
OZ OZ
=—dx+—d
Fe a cae
We now work in reverse.
Any expression dz = P dx + Qdy, where P and Q are functions of x and y, is an
exact differential if it can be integrated to determine Z.
OZ OZ

OP 0-7 00 Oz 7, O*z
N —_ = — = t ——— = 3
ou Oy OyOx oy OX OX OV aE ee gue ee OyOx OxOdy
Therefore, for dz to be an exact differential 5= = and this is the test

we apply.

Example 1
dz = (3x? + 4y”) dx + 8xy dy.
If we compare the right-hand side with Pdx + Qdy, then

Pa x- 3s
+ 4y ae
ay 8y

JQ
Q = 8xy
= 8
ape)
SS

Oe
cio ., dz is an exact differential
Oy Ox

Similarly, we can test this one.

Example 2
dz = (1+ 8xy) dx + 5x? dy.
Frome his Wel tind paeeene eee

f dz is not an exact differential |

Because dz = (1 + 8xy) dx + 5x? dy

oe Ome ay 8x

0
Q = 5x? OY
OX
Differentials and line integrals 113

Exercise

Determine whether each of the following is an exact differential.

Ddz= 4x37 dx 3x4? dy
2 dz = (4x3y + 2xy3) dx + (x4 + 3x2?) dy
3 dz= some ee + 2xy”) dx + aay + x*y) dy
4 dz= (3x*e*” — 2y7e3*) dx + (2x3e” — 2ye3*) dy
5 dz = (4y* cos 4x + 3x” cos 2y) dx + (3y? sin 4x— 2x? sin 2y) dy

1 Yes 2 Yes 3 No 4 No 5 Yes

We have just tested whether certain expressions are, in fact, exact differentials
— and we said previously that, by definition, an exact differential can be
integrated. But how exactly do we go about it? The following examples will
show.

Integration of exact differentials

OZ
dz = Pdx+Qdy where air: and ery:

=|Pas and also z= |Qdy

Example 1
dz = (2xy + 6x) dx + (x* + 2y3) dy.

p= =oxy + 6% ae z= |(2xy + 6x) dx

' z=x’y+3x*+f(y) where f(y) is an arbitrary function of y only, and is

akin to the constant of integration in a normal integral.

Also Q= Fax +2/ ay z= |(a?+ 2y") dy

114 Vector Analysis

4
c= x2y 4) 5 + F(x) where F(x) is an arbitrary function of x only

So the two results tell us

z= x’y + 3x” + fly) (1)
4
and z=xy +54 FR) (2)
For these two expressions to represent the same function, then
4
f(y) in (1) must be a already in (2)

and F(x) in (2) must be 3x? already in (1)

ye
2 Zax y+ 3x +>

Example 2
Integrate dz = (8e* + 2xy”) dx + (4cos 4y + 2xy) dy.
Argue through the working in just the same way, from which we obtain

r= 204 xy? Poin Ay

Here it is. dz = (8e* + 2xy”) dx + (4cos 4y + 2x7y) dy

Pa S = oe any. Le [ise + 2xy”)dx
Z=2e™ + xy? + fly) (1)
Giz a =4cos4y+2x*y .. z= iccos 4y + 2x"y) dy
Z=sin
4y + x*y? + F(x) (2)
For (1) and (2) to agree, f(y) = sin4y and F(x) = 2e*
_ Zee - xy" sin 4y
They are all done in the same way, so you will have no difficulty with the
short exercise that follows. On you go.

Exercise
Integrate the following exact differentials to obtain the function z.
1 dz = (6x? + 8xy3) dx + (12x7y? + 12y3) dy
2 dz = (3x? + 2xy + y”) dx + (x? + 2xy + 3y?) dy
3 dz=2(y + 1)e* dx + (e* — 2y) dy
4 dz= (3y? cos 3x — 3sin 3x) dx + (2y sin 3x + 4) dy
5S dz = (sinhy + y sinh x)dx + (x cosh y + cosh x) dy
Finish all five before checking with the next frame.
a
a
Differentials and line integrals 115

z = 2x3 + 4x7y3 + 3y4

zZ=x°+x*y+xy4y3
Z=e*(l+y)-y"
z=y” sin 3x + cos 3x + 4y
=
NO
WwW
nm z=xsinhy + ycoshx

In the last one, of course, we find that the two expressions for z agree without
any further addition of f(y) or F(x).
We shall be meeting exact differentials again later on, but for the moment let us deal
with something different. On then to the next frame

Area enclosed by a closed curve

One of the earliest applications of integration is finding the area of a plane
figure bounded by the x-axis, the curve y = f(x) and ordinates at x = x; and
X = X2.

x4 X2 x

If points A and B are joined by another curve, y = F(x)

116 Vector Analysis

Combining the two figures, we have

It is convenient on occasions to arrange the limits so that the integration

follows the path round the enclosed area in a regular order.

For example
X2
| F(x)dx gives Az as before, but integrating from B to A along c2 with
x1

x2
.. The result A = A; — Az = |
xX}

i.e. a -{[ F(x) dx + [ f(x) ax|

X2

If we proceed round the boundary in an anticlockwise manner, the enclosed

area is kept on the left-hand side and the resulting area is considered positive. If
we proceed round the boundary in a clockwise manner, the enclosed area
remains on the right-hand side and the resulting area is negative.
Differentials and line integrals 117

The final result above can be written in the form

A ~ pyds

where the symbol |indicates that the integral is to be evaluated round

the closed boundary in the positive (i.e. anticlockwise) direction

A= ~pydx . -{[ F(x) dx + | F(x) ax}

2 Xx}

x1 x2

(along c,) (along cz)

y=f(x) B

Xx} X2 Xx

Let us apply this result to a very simple case.

Example 1
Determine the area enclosed by the graphs of y = x° and y = 4x for x > 0.
First we need to know the points of intersection. These are

se =O) Sigel se

We integrate in an anticlockwise manner

Ce Vveg. limits 40 fOr
C2: y=4x, limits x=2 to x=0
118 Vector Analysis

A = 4 square units

Because

A= —bydx = {0 Sollee

Another example.
=the)
Example 2
Find the area of the triangle with vertices (0, 0), (5, 3) and (2, 6).

The equation of
B (2, 6)
COUARISK Ge aera
BATS S.-,. tee ee
OBAS*. 2 heeee
3 A (5, 3)

© 2 5 i

3 A Write down the component integrals with

appropriate limits.

ja=-fyas {| 3xax fe s)dx+ |3xax]

2

The limits chosen must progress the integration round the boundar
y of the
figure in an anticlockwise manner. Finishing off the integration,
we have
ae Differentials and line integrals 119

A = 12 square units

The actual integration is easy enough.

The work we have just done leads us on to consider line integrals, so let us make a
fresh start in the next frame

Line integrals

If a field exists in the x-y plane, producing a force F on a particle at K, then F

can be resolved into two components
F, along the tangent to the curve AB at K
F, along the normal to the curve AB at K
The work done in moving the particle through a small distance 6s from K to L
along the curve is then approximately F; és. So the total work done in moving
a particle along the curve from A to B is given by

6s—0 bes = [Rds from A to B

This is normally written | F,ds where A and B are the end points of the
AB
curve, or as |F, ds where the curve c connecting A and B is defined.
JSC

Such an integral thus formed is called a line integral since integration is

carried out along the path of the particular curve c joining A and B.

Rad r=| Fas =| F, ds

AB Cc

where c is the curve y = f(x) between A (x1, v1) and B (x2, yz).
There is in fact an alternative form of the integral which is often useful,
so let us also consider that
a a eee
120 Vector Analysis

Alternative form of a line integral

It is often more convenient to integrate with respect to x or y than to take arc
length as the variable.

If F, has a component
P in the x-direction
Q in the y-direction
then the work done from K to L can
be stated as P6x+ Qéy.

ke[PaGhy= ie(Pdx + Qdy)

where P and Q are functions of x and y.

In general then, the line integral can be expressed as

t= [F ds = |(wax +Qdy)

where c is the prescribed curve and F, or P and Q, are functions of x and y.

Make a note of these results — then we will apply them

to one or two examples

Example 1

Evaluate |(x + 3y)dx from A (0, 1) to B (2, 5) along the curve y= 14 x”.
(e

The line integral is of the form

|(Pax +Qay)
Cc

where, in this case, Q = O and c is the

curve y= 1+ x?.

It can be converted at once into an ordinary integral by substituting for y and

applying the appropriate limits of x.
9

| (Pdx + Qay) =| (+ 3y)dx =| (e+ 3+ 32%) dx

Cc

x :
- bene =16
10)

Now for another, so move on

Differentials and line integrals 121

Example 2

Evaluate J = (x? + y) dx + (x — y”) dy from A (0, 2) to B (3, 5) along the curve

JC

P= 2x.

r=| (Pdx + Qdy)

Pax? 4 pe x? £2 x = x? 4x42
Q=x-y
=x- (444x427)
= —(x?
+ 3x+4)

Also y=2-+-x -.. dy = dx and the limits are-x

= 0 to x =3.

Because
3
r=| {(x2 4.x +2) dx— (x2 43x44) dx}
0

3 a

| —(2x + 2)dx = 3? - 2x =-—15

18) 0)

Here is another.

Example 3

Evaluate I = | {(x?
+ y 2y)dx+xydy}
ydy from O (0,0) to B (1,4) along g the
fe

curve y = 4x’.

In this case, c is the curve y = 4x’.

) dy 8x. dx
Substitute for y in the integral and apply
the limits.
O
0-5 1 -

Finish it off: it is quite straightforward.

es
122 Vector Analysis

[e294

Because

= |{(? + 2y) dx + ayy} ya /. dy = 8xdx

Also x7 + 2y =x? 8x? =9x", xy = 4°

1 1
% hes | {Ovedxyet 32x dx) = | (9x7 3277) dx 94
0 0

They are all done in very much the same way.

Move on for Example 4

Example 4

Evaluate I = |{(x? + 2y) dx + xy dy} from O (0, 0) to A (1, 0) along line y = 0

c

and then from A (1, 0) to B (1, 4) along the line x = 1.

(1) OAzecy isathe linesy 0 yes. od Sub-
stituting y=O and dy=0O in the given
integral gives

Then I = Ioa + Ing = 5+ 8 = 82 we I=8}

If we now look back to Examples 3 and 4 just completed,

we find that we have
evaluated the same integral between the same two end points,
DUD Goes
eee
Differentials and line integrals 123

|along different paths of integration |

If we combine the two diagrams, we have

where c is the curve y = 4x? and c, +c

are the lines y= 0 and. x =1-
The results obtained were

i= OF and Tae, = 84

Notice therefore that integration along two distinct paths joining the same
two end points does not necessarily give the same results.

Let us pause here a moment and list the main properties of line integrals.

Properties of line integrals

1 |Fas = I{Pdx + Q dy}

N iFFds.= = |. Fas and | (pax + Qdy} =— | (Pax + Qdy}

i.e. the sign of a line integral is reversed when the direction of the
integration along the path is reversed.
3 (a) For a path of integration parallel to the y-axis, i.e. x =k,

dxy=)} ie | Pax=o 4" =| Qay

c c

(b) For a path of integration parallel to the x-axis, i.e. y=k,

dy =0 ' | aay=0 i: =| Pas

¢ Cc

4 Ifthe path of integration c joining A to B is divided into two parts AK and

KB, then I, = Jag = Iax + Ike.
5 In all cases, the function y = f(x) that describes the path of integration
involved must be continuous and single-valued — or dealt with as in item 6
below.
6 If the function y=f(x) that
describes the path of integra- y (Xp, ¥>)
tion c is not single-valued for
part of its extent, the path is
divided into two sections. (x3, y3)

y = fi(x) from A to K
y = f2(x) from K to B
(x1, vy)

Make a note of this list for future reference and revision

ee EEUU EEE EEE
124 Vector Analysis

Example

Evaluate || (x+y)dx from A (0, 1) to B (0, —1) along the semi-circle

C

Rey sO 0.

The first thing we notice is that

the function y = f(x) that describes the path of

integration c is not single-valued

For any value of x, y = +v1— x’. Therefore, we divide c into two parts

(1) y= v1 -—- x? from

A to K
(2) y= —v 1 — x2 from
K to B.

As usual, r= |(Pdx+Qdy) and in this

ic

particular casey. ey

1 10)
" j=| Par=| (x+ VI=x) dx+ |(x= VI —3) ax
elite JO Jl
1 =— 1
= | + Vine x4 VIR9) dx = 2 [Via
é JO

Now substitute x = sin @ and finish it off.

Differentials and line integrals
125

Because
1
1=2| V1—x2dx x=sin@ .. dx=cosédé
0

V1—x2=cosé

Limits: x =0,9=0; x=1,0 ;

1=2| cos? odo = | “(1 +c0s 26) dé

O 10)

- onze"
2 (@)
— A

Regions enclosed by closed curves

A region is said to be simply
connected if a path joining A and
B can be deformed to coincide
with any other line joining A and
B without going outside the re-
gion.

Another definition is that a re-

gion is simply connected if any
closed path in the region can be
contracted to a single point with-
out leaving the region.

Clearly, this would not be satis-

fied in the case where the region
R contains one or more ‘holes’.

The closed curves involved in problems in this Program all relate to simply
connected regions, so no difficulties will arise.
126 Vector Analysis

3 3 | Line integrals round a closed curve

is to be
We have already introduced the symbol }to indicate that an integral
evaluated round a closed curve in the positive (anticlockwise) direction.

y
Positive direction (anticlockwise) line integral

denoted by f

O x

y Cc

Negative direction (clockwise) line integral

denoted by — f
O
x

With a closed curve, the y-values on the path c cannot be single-valued.

Therefore, we divide the path into two or more parts and treat each separately.

(1) Use y= f(x) for ALB (2) Use y = fo(x) for BMA

Unless specially required otherwise, we always proceed round the closed curve
iN aT ok ners

anticlockwise direction

Example 1

Evaluate the line integral 1=$ (x dx —2xydy) where c comprises the

Cc

three sides of the triangle joining O (0, 0), A (1, 0) and B (0, 1).
First draw the diagram and mark in c1, co and c3, the proposed directions of
integration. Do just that.
Differentials and line integrals
127

Cy 1 x

The three sections of the path of integration must be arranged in an

anticlockwise manner round the figure. Now we deal with each part
separately.
fa) OA: ci is the linep=0" ~ dy=0

Then f= fo dx — 2xy dy) for this part becomes

ae Pe Ea— i| 1
T 1 — Jaee dx eiF 3 See
‘ ls == 3

(b) AB: cz isthe liney=1—x .. dy=-—dx

[Ey a POARhaePee (evaluate it)

Because C2 is the liney=1-—x .. dy=-—dx

0 0
h=| {x? dx + 2x(1 — x) dx} -| (V7 42x 2x) dx
1 1

Note that anticlockwise progression is obtained by arranging the limits in the

appropriate order.
Now we have to determine /3 for BO.
(c) BO;, <z is the linex=0

Because forcs, Ys 0 Se dx Le Jody =o Wis I i)

Finally, I= +h +I, =4-%+0=—-3 . T=-}

Let us work through another example.

128 Vector Analysis

Example 2

Evaluate ;y dx when c is the circle x? + y* = 4.

(e

Ms yaad oo V4 =
y is thus not single-valued. Therefore use
y=vV4-—x2 for ALB between x=2 and
x = —2 and y= —v4 — x? for BMA between
x=—2 and — 2.

ed =| ve ars [ {V4
— x? }dx
2 =2
=y) 2
22 WS Reb? = -2| \/ 4 92d
2 =2
2
=-4| V4 —x2dx
0
To evaluate this integral, substitute x = 2 sin 6 and finish it off.

Because

r=Asing °. che=|=ZXeos@@) °, wales!

= O@ese

limits: x=0, 6=0. x=2, 8 :

1/2 7/2
7

a | 2cos@ 2cosade = —16 | cos?

6dé
@) 10)

= -8|
7/2
(1 + cos 20) dé = -8|04
sin 267°
7) >) ne awh
0 0
Now for one more

Example 3

Evaluate l= |{xy dx + (1+ y”) dy} where c is the boundary of the rectangle
c

joining A (1, 0), B (3, 0), C (3, 2) and D GUA

First draw the diagram and insert cy, ey, (Cat, (Or,

‘DAU SIVies seeeo see ene

_—_—_
oo esS—S—S
Differentials and line integrals 129

Now evaluate J; for AB; Iz for BC; [3 for CD; I, for DA; and finally I.
Complete the working and then check with the next frame

Here is the complete working.

1=4 (yar + (1 + y*) dy}

(ay AB; cis y=0>. dy=O0

(b) BC Ca d5.%.2=3
2 312
b= | (1+y*)dy = y+]
5 = 43
In = 42
0 0

(Cc) CD es ise 2 dy
=0
1 1

a b= | 2x dx = [| 8 kk =-8
3 3

id) DAY crisxe f, dx=0

0 y3 0
5 =| (1+y*)dy=|y+ =—42 I, = -42
2 3 2,

Finally
T=h+bh+h+h

=0+4%-8-42=-8 wel eB
Remember that, unless we are directed otherwise, we always proceed
round the closed boundary in an anticlockwise manner.
On now to the next piece of work
LL
130 Vector Analysis

Line integral with respect to arc length

We have already established that

| F, ds =| {P dx + Qdy}
AB AB

where F; denoted the tangential force along the curve c at the sample point
K (x, y).
The same kind of integral can, of course, relate to any function f(x, y) which
is a function of the position of a point on the stated curve, so that
(p= | egalaeks

This can readily be converted into an integral in terms of x. (Refer to

Engineering Mathematics (Fifth Edition), Program 19, Frame 30.)
2
1=| fa nas=| ra. near where &= 1+ (2)

: |fos nas = | F(x, y) 1+ (2) a

X2
(1)
xX}

Example
Evaluate n= |(4x
+ 3xy)ds where c is the straight line joining O (0, 0)
Cc

COCA 2s

cis the liney=2x |. +=2

Se ae
Use dy
2
=
he

ati xX=1
=| (4x + Say)(VS)dx. But y = 2x
|, (4x + 3ay)ds 1
Differentials and line integrals
131

T=4VJ5

Because
“1 1
r= | (4x + 6x?)(V/5)dx = 2v5 | (2x + 3x7)dx =4V5
0 0

Try another.
The path length of the parabola defined by y = x2 betwen the values x = 0 and
X = 2 is given by the integral

t=| d= Sor ee oa to 3 dp

Because

2 dy =
1=| as=| 1+ (3) ar
ne be 01 dx

2
== | V¥1+2xdx
x=0

Let u = 1+ 2x so that du = 2dx and so

u=1 oi
5
a 1 2 A 2
at)
= 5 (1254?1/2 =1)
os 1

= 3.393 to 3 dp

Parametric equations
When x and y are expressed in parametric form, e.g. x = f(t), y= g(t), then

ds ae
faa dx\*
ae /dy\?
bee : = dx\*
eet /dy\’
mass t
dt (2) +(#) “ie /(2) +(2) g
and result (1) above becomes
; re dx 2 dy 2

1=| fo y)as= | f(x, | (2) +(F dt (2)

Make a note of results (1) and (2) for future use

132 Vector Analysis

Example

where c is defined as the curve x=sint, y=cost

Evaluate I =4 4xyds
(es
Th
between t = 0 and t=-.
4
: dx
We havex=sint .. —=cost
dt
dy :
Wes = OMS * dt i
“=-—sint

Because

D
.= (2) +(2) = Vcos?t+sin?t =1

t 2 7/4
ef 1=| Foy) ae +(H) at = | 4sint costdt
ty dt JO

1/4 m/4
= | sin 2t dt = -2| = Sf
0 0

Dependence of the line integral on the path of integration

We saw earlier in the Program that integration along two separate paths
joining the same two end points does not necessarily give identical results.
With this in mind, let us investigate the following problem.

Example

Evaluate I = |{3x’y? dx + 2x3y dy} between O (0, 0) and A (2, 4)

€

(a) along c; i.e. y = x?

(b) along cz i.e. y = 2x
(c) along c3 i.e. x =O from (0, 0) to (0, 4) and y = 4 from (0, 4) to (2, 4).

Let us concentrate on section (a).

First we draw the figure and insert relevant information.
This gives

EE
Differentials and line integrals 133

(a) I= |{3x7y*dx + 2x3y dy}

¢

The path c, is y = x? ay = xr
2 z
Ty =| {3x2x* dx + 2x3x?2x dx} = | (3x°s0/4x*)ydx
Jo 0
2
= >| = 128 “, I, = 128

leet28

Because with co, y=2x .. dy=2dx

2, 2
b= |{3x2 4x dx + 2x° 2x2. dx} = |20x* dx
0 0
2
= a/.3] 288 =e
0
(c) In the third case, the path c3 is split
x = 0 from (0, 0) to (0, 4)
y = 4 from (0, 4) to (2, 4)
Sketch the diagram and determine 1/3.
| ee eo
134 Vector Analysis

1 2 x
From (0, 0) to (0,4) x=0 .. dx=0 .. ba=0
2
From (0, 4) to (2,4) y=4 .. dv=0 ~-. In =48 \. x?dx = 128

fale co
On to the next frame

In the example we have just worked through, we took three different paths
and in each case, the line integral produced the same result. It appears,
therefore, that in this case, the value of the integral is independent of the path
of integration taken.

How then does this integral perhaps differ

from those of previous cases?

Let us investigate

We have been dealing with J = |{3x7y? dx + 2x3y dy}

On reflection, we see that the integrand 3x*y? dx + 2x3ydy is of the form
P dx + Q dy which we have met before and that it is, in fact, an exact differential
of the function z = x*y, because
OZ Oz
—=3x°y? and = =2x°y
Ox y Oy }
Provided P, Q and their first partial derivatives are finite and continuous at all
points inside and on any closed curve, this always happens. If the integrand of
the given integral is seen to be an exact differential, then the value of the line
integral is independent of the path taken and depends only on the coordinates of the
two end points

Make a note of this. It is important

Differentials and line integrals 135

C2 ff =| (Pax + Qay} and (Pdx

+ Qdy) is an
Cc

exact differential, then

Cy Toy = Ic,

Oo
xX

y A
Co If we reverse the direction of c2, then

To, “a ley

Leo idee, = 0
Cy 2

O
x

Hence, if (Pdx + Q dy) is an exact differential, then the integration taken round a
closed curve is zero.

*. If (Pdx+Qdy) is an exact differential, {iPdx+Qdy) =0

Example 1

Evaluate [ = |{3ydx + (3x + 2y) dy} from A (1, 2) to B (3, 5).

ie

No path is given, so the integrand is probably an exact differential of

' OP poctirernsi
some function z = f(x, y). In fact oy = = Dx
We have already dealt with the integration of exact differentials, so
there is no difficulty. Compare with J = |{Pdx+Qdy}.
Cc

p= =3y i z= |3ydx = 3xy + fly) (1)

Q= 5 = 3x+2y z= |(8x-+2p) dy = Bxy +? HF) (2)

For (1) and (2) to agree

Fy a eer tai, ANd! Lae bret
acs syns
136 Vector Analysis

fyy=73 FX) =0

Hence z = 3xy + y”
(3, 5) |
. 1=| (3y dx + (3x + 2y) dy} = | d(3xy
+y?)
(e (1, 2)

(3, 5)
= xy + a
(1, 2)
= (45 +25) —(6+4)
= 60

Example 2

Evaluate J = |Hee + ye*)dx + (e* + y) dy} between A (0, 1) and B (1, 2).
Cc

As before, compare with |{Pdx + Q dy}.

(e

pa aw tye! i A ih Senios
az
6 ea aa Sy rd 7
oy
Continue the working and complete the evaluation.
When you have finished, check the result with the next frame

x ;
Be rey oe Hh)
y
Z=ye +5 + FX)

y 3
For these expressions to agree, Ay) = 2) F(x) =—

x3 y? (1, 2)
Then i Fre + a
° 2}, 1)
5

So the main points are that, if (Pdx + Q dy) is an exact differential

(a) ee |(Pdx + Qdy) is independent of the path of integration

&

(la) = |(P dx + Qdy) is zero when c is a closed curve.

Cc

On to the next frame

Differentials and line integrals 137

Exact differentials in three independent variables

A line integral in space naturally involves three independent variables, but the
method is very much like that for two independent variables.
dw = Pdx + Qdy + Rdz is an exact differential of w = f(x, y, z)
if OP OQ) Rc Z 1OR: OR OR _OQ
9
OV Ok” “pz--ax Oy" az
If the test is successful, then

(a) |(Pdx + Qdy + Rdz) is independent of the path of integration

c

(b) f(Pdx + Qdy + Rdz) is zero when c is a closed curve.

c

Example
Verify that dw = (3x?yz + 6x)dx + (x3z — 8y)dy + (x3y + 1)dz is an exact
differential and hence evaluate |dw from A.(1, 2, 4) to B (2, 1, 3).

First check that dw is an exact differential by finding the partial derivatives

above, when P = 3x7yz + 6x; Q = x3z — 8y; and R=x°y +1.
Weihave? swas auto

EE tO OD

she BERET ake . paper.

Oy OX Oy — Ox
OP A8 ahhOR & x0she anioo! MOR
Fried pig er gee ' Oz Ox
OR les 4, ORL OD
Faia a az aed
~. dw is an exact differential

’ OZ OZ _ OW
Now to find w. cae Cay’ rece

: Ou = 3x°yz + 6x - w= |(Bx"yz + 6x)dx

x
= x3 yz + 3x? + f(y,Z)
CW has
—=x°z-8 ‘
We |(x°z—Sy)d
| 3
By XZ — BY ( y) dy
= x3zy — 4y” + F(x,Z)
Ow 3 y | 3
ane =
— at?Shfl = we | (x"y + 1)
(xy +1)dz

= xyz +Z+8(X, y)
For these three expressions for z to agree
POV, Zee gata as tos: eR re ees We rshtnminssSEG UN GV) ele hats weescaatatess
138 Vector Analysis

| Foz) =—4y?; F(x,z)=Z; 8(x%,y)= 3x2 A

' waxyz
+ 3x? —4y? +z
(2,1,3)
= yz Bye Ay +2
(1,2,4)

Because
(2, 1,3)
I= |x°yz+ 3x? — 4y? +2
(1, 2,4)
= (244 12—4+43)-—(8+3-16+4) = 36

The extension to line integrals in space is thus quite straightforward.

Finally, we have a theorem that can be very helpful on occasions and which
links up with the work we have been doing.
It is important, so let us start a new section

Green’s theorem in the plane

Let P and Q be two functions of x and y y
that are, along with their first partial
derivatives, finite and continuous inside
and on the boundary c of a region R in the
x-y YP plane. 5 C
x

If the first partial derivatives are continuous within the region and on the
boundary, then Green’s theorem states that

|-z) dxdy =~} (Pax +Qdy)

That is, a double integral over the plane region R can be transformed into a
line integral over the boundary c of the region — and the action is reversible.
Let us see how it works.
Differentials and line integrals
139

Example 1

Evaluate J = |{(2x — y)dx+ (2y+x)dy} around the boundary c of the

Cc

ellipse x? + 9y? = 16.

The integral is of the form J = |{P dx + Q dy} where

oP
P=2x-
x—y =H
By 1

and Q=2y+x Bat.

AEB) a0
= a[.fia —1)dxdy

=2| Jaray

But ||axayover any closed region gives ............

R

the area of the figure

In this case, then, J = 2A where A is the area of the ellipse

x*4+9y7 =16 Le x p=
4
a=4, b=,

A= nab =~"

Sys
I =2A ==
To demonstrate the advantage of Green’s theorem, let us work through the
next example (a) by the method of line integrals, and (b) by applying Green’s
theorem.
140 Vector Analysis

Example 2

Evaluate [ = |{(2x + y) dx + (3x —2y)dy} taken in anticlockwise manner

(

round the triangle with vertices at O (0, 0), A (1, 0) and B (1, 2).

O
is
e
itd
iant
i
acl
ailia

(a) By the method of line integrals _—

There are clearly three stages with cj, cz, cz. Work through the complete
evaluation to determine the value of J. It will be good revision.
When you have finished, check the result with the solution in the next frame

(ae@)ecrisy
=0 F dy2-0
1 1
head =| 2x dx = | ea ee |
0 0
(2N5CoMS Naa 1a xO)
v2 z
i =| (3 — 2y) dy = sy- | = hema ez
0 (0)

CS) RCS 1S VaR y= ace

10}
ab |{4x dx + (3x — 4x)2 dx}
1
0) 0)
=| BGR = >| = =i! ig =1
1 1
f=h+h+h=14+2+(-1)=2 .. [=2
Now we will do the same problem by applying Green’s theorem, so move on
Differentials and line integrals
141

(b) By Green’s theorem

(63 |

I= |{(2x + y) dx + (3x — 2y) dy}

P=2x+y OP _ OS 3x— 2 - 2, SAO

Oy OX

ne | fer 0Q ;
\,|(3 =) a
BIniSHr it Otte t= eees oe

Because

ioe -| fa = 3)dxdy
R

=2| |axay=24
R
= 2x the area of the triangle
=o ag i fZ
Application of Green’s theorem is not always the quickest method. It is
useful, however, to have both methods available. If you have not already done
so, make a note of Green’s theorem.

Example 3

Evaluate the line integral J = {{xydx + (2x — y) dy} round the region bounded

by the curves y = x* and x = y” by the use of Green’s theorem.

Points of intersection are O (0,0) and

A (1, 1). P and Q are known, so there is no
difficulty.

Complete the working.

142 Vector Analysis

Here is the working. aa

we
ay

= |{xydx + (2x — y) dy}

fircvoon—[ (22) sow

PeXY i niente re aa oan5
a

Sree es
ie<a ial
--[j@-ap]

x? eieh
~ Gn
Before we finally leave this section of the work, there is one more result to
note.

In the special case when P = y and Q = —x

ia 0Q
ae and Ay =~-1
Green’s theorem then states

[|ja ~(<1)} dxdy = - (Pdx + Q dy)

i.e; 2| |aray=-¢ (y dx — xdy)

= {way yan
Je

Therefore, the area of the closed region

A= | axay = xp (x dy — ydx)

Note this result in your record book. Then let us see an example
SS
eet
Differentials and line integrals
143

Example 1
Determine the area of the figure enclosed by y = 3x? and y = 6x.
y Points of intersection:
A (2, 12)
3x*=6x .. x=Oor2

Area A =i (x dy — ydx)
JC

We evaluate the integral in two parts, i.e. OA along c;

and AO along c2

2A = | (x dy — ydx) +| (xdy—ydx)=h+h
c; (along OA) c2 (along AO)

Ih: cy, isy=3x?° *. dy = 6xdx

2 2 gu
i= | (6x? dx — 3x? dx) = |3x” dx -|s =8
0 0

Sail arhy pits 22 toms 08 ae

Because
cZ2isy=6x .. dy=6dx
0
a h= | (6xdx —6xdx)=0 .. h=0
22

5 taht
b =84+0=8. ~.. A=4. square units

Finally, here is one for you to do entirely on your own.

Example 2
Determine the area bounded by the curves y = 2x3, y= x3 +1 and the axis
a Oi TOne es 0:

Complete the working and see if you agree with the working in the next frame
144 Vector Analysis
im
nae
pa
©

y=2x3; y=x*+1, x=0

Point of intersection

9p
= 14 Vaxv=al «— #21
1
Area A =54 (x dy — ydx)

She! =4 (x dy — y dx)

(ayOAs. Cj isy = oe ee dyOne

1
% || (dy —ydx) =| (6x? dx — 2x? dx)
Cy 0)
1 1
= 4x? dx = >| =1 os Fel
0 0

(b) AB: Cpls

y= x2 2 Leys x
0 10)
a =| (3x8 dx — (28 + 1) dx} = | x= dx
1 1
x4

aa = G-N=2 b=}
(Cc) BOoy Ceis
x OF a dye)
y=0

oe (xdy —ydx) =0 Bev

2A =T=h+h+h=1+54+0=13

And that brings this Program to an end. We have covered some important
topics, so check down the Review summary and the Can You? checklist
that follow and revise any part of the text if necessary, before working through
the Test exercise. The Further problems provide an opportunity for
additional practice.
ns
Differentials and line integrals
145

=>|Review summary
1 Differentials dy and dx

(a)

(ob) ,jfz =f (x,y), dz de dy,

OZ OZ OZ
f(x,y, w) Z Ax cri agress

(c) dz=Pdx+Qdy, where P and Q are functions of x and y, is an

exact differential if Boge

Oy MOR!
2. Line integrals — definition

iat ;F(x, y)ds = |(eax + Qay)

3 Properties of line integrals
(a) Sign of line integral is reversed when the direction of integration
along the path is reversed.

(b) Path of integration parallel to y-axis, dx=O |. = |Qdy.

(S

Path of integration parallel to x-axis, dv=O |. = |P dx.

Cc

(c) The y-values on the path of integration must be continuous and

single-valued.

4 Line of integral round a closed curve |

Positive direction anticlockwise

Negative direction ¢;clockwise, ie. = o.

146 Vector Analysis

5 Line integral related to arc length

r= | Fas =| (P dx + Qdy)
AB AB

With parametric equations, x and y in terms of f,

1= |Fl ys = ifx, my(Gy 42) dt

6 Dependence of line integral on path of integration
In general, the value of the line integral depends on the particular path of
integration.
7 Exact differential
If Pdx + Qdy is an exact differential where P, Q and their first derivatives
are finite and continuous inside the simply connected region R
OP AQ
as = F

®): =|(Pdx+Qdy) is independent of the path of integration

where c lies entirely within R
(oye }(Pdx+Qdy) is zero when c is a closed curve lying
entirely within R.
8 Exact differentials in three variables
If Pdx + Qdy+Rdz is an exact differential where P, Q, R and their first
partial derivatives are finite and continuous inside a simply connected
region containing path c
OR GMOOR ORs TORN ORMOOQ
(a) dy Ox’ Oz Ox’ Oy. OZ
(b) |(Pdx + Qdy + Rdz) is independent of the path of
Cc

integration
e
al
e
iii
(c) | (P dx + Qdy + Rdz) is zero when c is a closed curve.
(

9 Green’s theorem

}(Pax + Qdy) = -| Nena} an

and, for a simple closed curve

;(xdy —ydx) = 2| |axay = 2A

(a R

where A is the area of the enclosed figure.

SL
 Differentials and line integrals
147

&%4 Can You?

Checklist 5
i
ee

Check this list before and after you try the end of Program test.

On a scale of 1 to 5 how confident are you that you can: Frames

e Understand the role of the differential of a function of two or
more real variables? CC
Yes O ik | LJ No
e Determine exact differentials in two real variables and their
integrals? (4)
> C3)
Yes L] LI LI LI No
e Evaluate the area enclosed by a closed curve by contour
integration? (0)
> (ie)
Yes LI ky | | No
e Evaluate line integrals and appreciate their properties? G7) 1)
Yes | a | No
e Evaluate line integrals around closed curves within a simply
connected region?
Yes ry | No
e Link line integrals to integrals along the x-axis? (47)
> (3)
Yes LJ | No
e Link line integrals to integrals along a contour given in
parametric form? 44} to (46)
Yes | LJ LJ No
e Discuss the dependence of a line integral between two points
on the path of integration? (46)to (55)
Yes LJ LJ LJ « LJ No
e Determine exact differentials in three real variables and their
integrals?
Yes LS No
e Demonstrate the validity and use of Green’s theorem?
Yes | No
148 Vector Analysis

& Test exercise 5 —

1 Determine the differential dz of each of the following.

(a) z=x*cos 3y; (b) z=e"sin 4x; (c) z=x?yw*.
2 Determine which of the following are exact differentials and integrate where
appropriate to determine Z.
(a) dz = (3x2y* + 8x) dx + (4xy? — 15y”) dy
(b) dz = (2xcos 4y — 6sin 3x)dx — 4(x’ sin 4y — 2y) dy
(c) dz = 3e*(1 — y) dx + (e* + 3y”) dy.
3 Calculate the area of the triangle with vertices at O (0, 0), A (4, 2) and B (1, S).

Evaluate the following.

(a) I= [.{(x? — 3y)dx+xy? dy} from A (1,2) to B (2,8) along the curve
Va Ke:
(b) I = [.(2x + y) dx from A (0, 1) to B (0, — 1) along the semicircle
pe IEei corepe 108
(c) T= 4.{(1 + xy)
dx + (1 +x?) dy} where c is the boundary of the rectangle
joining A (1, 0), B (4, 0), C (4, 3) and D (1, 3).
(d) I = J. 2xy ds where c is defined by the parametric equations

x = 4cos6, y= 4sin 6 between 6 = 0 and @=

wl
>
(e) I= f.{(8xy + y3) dx + (4x? + 3xy”) dy} from A(1, 3) to B(2, 1).
—

(f) T= ${(3x+y)dx+ (y—2x)dy} round the boundary of the ellipse

x2 + 4y? = 36.
5 Apply Green’s theorem to determine the area of the plane figure bounded by
the curves y = x3 and y = x.
6 Verify that dw = (2xyz + 2z — y*)dx + (x2z — 2yx)dy + (xy + 2x)dz is an exact
differential and find the value of

|dw where
€

(a) cis the straight line joining (0, 0, 0) to (1, 1, 1)

(b) c is the curve of intersection of the unit sphere centred on the origin and
the plane x+y+z=1.
NN eee
Differentials and line integrals
149

Further problems 5
Show that I = |.{xy*w* dx + x*yw? dy + x°y?w dw} is independent of the path of
integration c and evaluate the investal from A (1,3, 2) to B (2, 4,1).
Determine whether dz = 3x*(x? + y”) dx + 2y(x3 + y*) dy is an exact differential.
If so, determine z and hence evaluate f.dz from A (1, 2) to B (2, 1).

xdy — ydx
Evaluate the line integral r= $4 } where c is the boundary
x2 +y244
of the segment formed by the arc of the circle x? + y2 = 4 and the chord
y=2-xforx>0.
Show that
I = {.{(3x? siny + 2 sin 2x + y?) dx + (x3 cosy + 3xy?) dy}
is independent of the path of integration and evaluate it from A (0,0) to

Evaluate the integral J = |.xy ds where c is defined by the parametric equations

x= cos*t, y= sin’ t from t =0 to t = 5.
xdx ydy
Verify that dz= x2—y2 x22 for x? >y* is an exact differential and
evaluate z = f(x, y) from A (3, 1) to B (5, 3).
The parametric equations of a circle, centre (1, 0) and radius 1, can be expressed
as x = 2cos”6, y = 2cos@siné.
Evaluate I = {_{(x+y)dx+x*dy} along the semicircle for which y > 0 from
O (0, 0) to A (2, 0).
Evaluate ¢{x*y* dx + x’y dy} where c is the boundary of the region enclosed by
the curve y = 1 — x”, x =0 and y = 0 in the first quadrant.
Use Green's theorem to evaluate

T= ${(4x + y) dx+ (3x—2y) dy}

where c is the boundary of the trapezium with vertices A (0, 1), B (S, 1), C (3, 3)
and On)
10 Evaluate I = {_{(3x2y? + 2.cos 2x — 2xy) dx + (2x3y + 8y — x”) dy}
(a) along the curve y = x* — x from A (0, 0) to B (2, 2)
(b) round the boundary of the quadrilateral joining the points (1, 0), (3, 1),
(2, 3) and (0, 3)
150 Vector Analysis

11 Verify that dw =7 dx +“dy = dz is an exact differential and find the

value of

|aw

where c is the straight line joining (0, 0, 1) to (1, 2, 3) for either region z > 0 or
Lee)
-__—
eeeeSS
OoSSSSSSSeeSSSFSFSFMMMSSMMmmmeFeFeFsFseF
Program6

Surface and an
volume integrals
Learning outcomes
When you have completed this Program you will be able to:
Evaluate double integrals and surface integrals
Relate three-dimensional Cartesian coordinates to cylindrical and sphe-
rical polar forms
Evaluate volume integrals in Cartesian coordinates and in cylindrical and
spherical polar coordinates
Use the Jacobian to convert integrals given in Cartesian coordinates into
general curvilinear coordinates in two and three dimensions

151
152 Vector Analysis

Double integrals
Let us start off with an example with which we are already familiar.

Example 1
A solid is enclosed by the planes z=0, y=1, y=2, X=0, X= 3 and the
surface z =x + y?. We have to determin e the volume of the solid so formed.

First take some care in sketching the figure, which is

r
—

(7)

In the plane y= 1, z=x+1, ie. a straight line joining (0, 1, 1) and (3, 1, 4)
In the plane y = 2, z=x+4, ie. a straight line joining (0, 2, 4) and (3, 2, 7)
2
In the plane x = 0, z=y’, i.e. a parabola joining (0, 1, 1) and (0, 2, 4)
In the plane x = 3, z=3 +”, i.e. a parabola joining (3, 1, 4) and (3, 2, 7)
Consideration like this helps us to visualize the problem and the time
involved is well spent.
Now we can proceed.
The element of volume 6év = 6x 6y 6z

Then the total volume V = ||ax dy dz between appropriate

limits in each case.
Surface and volume integrals
153

We could also have said that the element of area on the z= 0 plane
6a = by 6x
and that the volume of the column =év,. = zda = z 6x by
Then, since z= x+y”, this becomes dv¢ = (x + y”) 6x 6y
Summing in the usual way then gives

Y= |za

=| [xt y)dvay
R
where R is the region bounded in the x-y plane.
Now we insert the appropriate limits and complete the integration

Because

2 \— 11> cubie units

Although we have found a volume, this is, in fact, an example of a double

integral since the expression for z was a function of position in the x-y plane
within the closed region

Leal = | [re y) da

= \s[ro y) dy dx
In this particular case, R is the region in the x-y plane bounded by x= 0, x =3,
y=1,y=2.
154 Vector Analysis

Example 2
A triangular thin plate has the dimensions shown and a variable density
o Where p= 1k wey:

We have to determine
(a) the mass of the plate
(b) the position of its center of
gravity G.

da = 6x dy
The mass 6m of the element is
then
6m = p 6x dy

ve LOtal mass M = |[am=| |paxdy

R R
Now we insert the limits and complete the integration, remembering that
p=(1+x+2y)

Because we have

I
X=2 py=2x
xy) dy dx

[hoot
M= [odxay =| | (1+x+
x=0 Jy=0
Ps 27 V=2x

0 oo
v2
= |{2x + 2x? + 2x3}dx
3 472
Se cm eeap. ey
Surface and volume integrals 155

the sum of the moments of mass about OY and ox |

(1) To find X, we take moments about OY,

y Moment of mass of element about OY
eee re ae B (2, 4)
— SON dp)

58m xy) 6x dy
= x(1+x+

O
pe
‘. Sum of first moments = | Jo+x? + xy) dx dy
R

Kad pyaly
Because sum of first moments = | | (x + x? + xy) dy dx
x=0 Jy=0
2 24,27 Y=2x
=| prety] dx
y=0
2
= ee 2x9 4 2x" hx

=2] (x*+x° +x*) dx

0
ee aore eo 9g 2
stats, 2g
Now Mx=sum of moments... X= wcccscss sk

iL Nes 2
We found previously that M = 17, ie (175): 20

33
which gives X = le =l:508

(2) To find y we proceed in just the same way, this time taking moments
about OX. Work right through it on your own.
156 Vector Analysis

Moment of element of mass 6m

about OX
=ybm=y(1+x+
xy) dx dy

(vy + xy + xy”) dx dy
X=2 py=2x
| (vy + xy + xy”) dy dx
0 Jy=0
bi 2
yay 7]ey Reape
Ay
2, WA es MR
2 4
=| {2x2 +248 4 dx
0 3
_ es , a
eee Es
3

: Se
“. My = 305
So we finally have:

Note that this again referred to a plane figure in the x-y plane.

Now let us move on to something slightly different

Surface and volume integrals 157

Surface integrals
When the area over which we integrate is not restricted to the x-y plane,
matters become rather more involved, but also more interesting.

If S is a two-sided surface in
space and R is its projection on
the x-y plane, then the equa-
tion of S is of the form
z=f(x, y) where f is a single-
valued function and continu-
ous throughout R.
Let 6A denote an element of R
and 6S the corresponding ele-
ment of area of S at the point
Pts, ¥,2) 07a:
Let also @(x, y,z) be a function of position on S (e.g. potential) and let 7 denote
the angle between the outward normal PN to the surface at P and the positive
Z-axis.
6
Then 6A = 6Scos7 i.e. 6S = Re = 6Asecy and
cos7+
ye 0(x,y,z)d6S is the total value of ¢(x,y,z) taken over the surface S.
As 6S — 0, this sum becomes the integral

il Q(x, y; z) dS
s
and, since 6S ~ 6Asecy, the result can be written

| |oo. y, Z)secy
dx dy (1<5)
R
Notice that cos = n-k, where k is the unit vector in the z-direction and n is
the unit normal to the surface at P.
With limits inserted for x and y, the integral seems straightforward, except for
the factor sec, which naturally varies over the surface S.

We can, in eerie
fact, show ere
that secy = ee
Ay eee
ay \\

(see Program 8, Frame 43)

Therefore, the surface integral of ¢(x, y, z) over the surface S is given by

(a) I= Rc y, 2) ds (1)
pee
or (b) 1=| [os y, ayfr+ (2) +(Z) dx dy (2)

where z= f(x, y)
158 Vector Analysis

Note that, when ¢(x,y,z) = 1, then I = |dS gives the area of the surface S.
S

- s=[as=[ fis (2) (2) axay (3)

Make a note of these three important results.
Then we will apply them to a few examples.

Example 1
Find the area of the surface z= \/x2+y* over the region bounded by
Ney = Ne

2 2
So we now find = and = and determine i1+ (=) +(=) which is

Because

za (pyle 9 Senet
Z|
Bh tlyt) MP 2x = irae.
aye x

OZ lt 2 Oni? y
a =-(xX + “2y = ———

fs BH) 22
$a
—_——_ el cal att soioay =
Surface and volume integrals
159

the area of the region R |

But R is bounded by x? + y? = 1, i.e. a circle, center the origin and radius 1.

Pat Cala

ee v2| |axay = V2n

R

Example 2
Find the area of the surface S$ of the paraboloid z = x” + y? cut off by the cone
Z=2,/xX2 + y2.

We can find the point of intersection A by considering the y-z plane, i.e. put
yee).
Coordinates of"A‘are*:......4;..

A (2, 4)

The projection of the surface S on the x-y plane is

|thecircle x7 +y? =4 |

/ mix 2 2
OZ OZ
= — — | dxd
: [Jy2+ Ge) +) ae
For this we use the equation of the
surface S$. The information from the
projection R on the x-y plane will
later provide the limits of the two
stages of integration.
160 Vector Analysis

wn | || 1+ 4x2 + 47? day

R

Using Cartesian coordinates, we could

integrate with respect to y from y = 0 to
y =v4-—x? and then with respect to x
from x=0 to x=2. Finally, we should
multiply by four to cover all four quad-
rants.

X=2 py=V4—x?
Leese 4| | [1 + 4x2 + 4y2 dy dx
x=0 Jy=0

But how do we carry out the actual integration?

It becomes a lot easier if we use polar coordinates.
The same integral in polar coordinates is ............

Gale pr=2
| | V 1+ 4r2 rdrdé
0=0 Jr=0

er COSY, y=rsin@g
x*4+y2=r* dxdy=rdrdé
(refer to Frame 67)
6=27r pr=2

s=| | 1+ 4r2 rdrd@

T=

Finish it off.
Surface and volume integrals 161

S = 36.18 square units

Because
O=2n pr=2 2a i oh

s=| | (14 4r7)/?rdrdo = = (1 4.49°)" 1 de

0-0 Jr=0 Jo Fea ee 0
ip 27 2
= eal {1739/2 — 1} d@= 5.7577/6] = 36.18

Now on to Example 3.

Example 3 Vv
To determine the moment of inertia of a thin spherical shell of radius a about
a diameter as axis. The mass per unit area of shell is p.

Equation of sphere
P+y4+7 =a"
Mass of element = m = péS
I~ Sr? & Dp bSr?

Let us deal with the upper hemisphere

cee =| pr? dS
S

~~ no az\*_
ee (az\*
Be:
=|,fo \) @ ats aay
Now determine the partial derivatives and simplify the integral as far as
possible in Cartesian coordinates.

3 i Fi oa tt eS
dx dy
H R af /a2 — x2 — y2

In this particular example, R is, of course, the region bounded by the circle
x2 +y? =a’ in the x-y plane.
Converting to polar coordinates
x=rcosd#; y=rsind; dxdy=rdrdé
the integral becomes I =.....--.+---
ee
162 Vector Analysis

es 0/016
i Vaz — r2

Becatise for x° yar; limits of 0.107 = a

limits of @: =) to? =25
a
Ig = ara dp
x J.fe Vaz —r2
0=2n pr=a r3
= pa| | ——— _drdé
6=0 Jr=0 Va? — 1?
First we have to evaluate

=| OVa7—1
er
a r

If we substitute u = a* — 1” then the integral is evaluated as

Because

When u = a? — r* then du = —2rdr so that r2 = a2 — uand

a = Therefore

a r3 a r2
=| | et
0 Va? — 1 r=0 Va2 — r2
|
Oa du
u=a? Ju 2

SS a ue 0 ibe
414. 3/2 W
2) |‘ ci 2; Fce |
7a
3
var. ¢3
=¢2

2a?
i)
Now, to complete I; we have
27 3
ie pa| calls)
0
Surface and volume integrals 163

4rpat

Because

In = pa |
2a
2 a 3 qo — 24 4 ag 2n _ 4na*p
4

0 3 3 0 3
Therefore, the moment of inertia for the complete spherical shell is
8rat
I, = 3 P

av 2Ma?
The total mass of the shell M=4na2p .. I
3
Now let us turn our attention towards volume integrals and in preparation
review systems of space coordinates.

Space coordinate systems

1 Cartesian coordinates (x, y, z) refers to three coordinate axes OX, OY, OZ at
right angles to each other. These are arranged in a right-handed manner,
i.e. turning from OX to OY gives a right-handed screw action in the
positive direction of OZ.

y-z plane
(x=0)

x-y plane
x (z=0)
The three coordinate planes, x =0, y=0, z=O, divide the space into
eight sections called octants. The section containing x > 0, y = 0, z = O is
called the first octant.

P (x,
y, 2)

For a point P (x, y, Z)

OL? =x? +y?
OP? = x7 4+ +2"
Note that this is Pythagoras’ theorem in three dimensions.
We are all familiar with this system of coordinates.
164 Vector Analysis

2 Cylindrical coordinates (r, 0, z) are useful where an axis of symmetry occurs.

Any point P is considered as having a

position on a cylinder. If L is the
projection of P on the x-y plane, then
(r,0) are the usual polar coordinates of L.
The cylindrical coordinates of P then
merely require the addition of the z-
coordinate.
if20

Relationship between Cartesian and cylindrical coordinates

If we consider a combined figure, we can

easily relate the two systems.
Expressing each of the following in
terms of the alternative system,
5 — ee.
~ ers (Soe
i) Sn Beteee i) ae ener
Teg ee aee eeeeee ee

X=7 COS i — hao ve

y=rsino 6 = arctan(y/x)
Z=Z Z=Z

So, in cylindrical coordinates, the surface defined by

(liot=5 ISS SMG
ORoars
A eat G2) BS oseel as «ces
(3) es Lr dang ion,
en
Surface and volume integrals 165

(1) r=Sis a right cylinder, radius 5, with OZ as axis.

(2) 6= 7/6 is a plane through OZ, making an angle 7/6 with OX.
(3) z=4 is a plane parallel to the x-y plane cutting OZ at 4 units
above the origin.

So position P (2, 3, 4) in Cartesian coordinates

ae & tnaott ete in cylindrical coordinates

and position Q (2.5, 7/3, 6) in cylindrical coordinates
ee area in Cartesian coordinates.

P (2, 3, 4) = (V 13, 0.983, 4) in cylindrical coordinates

Q (2.5, 7/3, 6) = (1.25, 2.165, 6) in Cartesian coordinates.

3 Spherical coordinates (r,@,¢) are appropriate where a center of symmetry

occurs. The position of a point is considered as being a point on a sphere.

ris the distance of P from the origin and is

always taken as positive
L is the projection of P on the x-y plane
6 is the angle between OP and the positive
OZ axis
@ is the angle between OL and the OX axis

Note that (a) ¢ may be regarded as the longitude of P from OX

(b) 6 may be regarded as the complement of the latitude of P

Relationship between Cartesian and spherical coordinates

The combined figure shows the connec-

tion between the two systems, so
166 Vector Analysis

x=rsindcos@ +2?
r= x+y?
y=rsinésin@g § = arccos(z/T)
Z= COS) ¢@= arctan(y/Xx)

For the spherical coordinates of any point in space

re0; 0 fae Ons Oar

So, converting Cartesian coordinates (2, 3, 4) to spherical coordinates gives

P(r, 0, 6) = (5.385, 0.734, 0.983)

Because
=o)
) — 3) oe

x2 4+y24 72 = /449+4 16 = V29 = 5.385

6 = arccos(z/r) = arccos(4/V29) = 0.734
@ = arctan(y/x) = arctan 1.5 = 0.983
And, in reverse, spherical coordinates (5, 7/4, 7/3) transform into Cartesian
COOrdinates FF 4 Ma ee

P (x, y, Z) = (1.768, 3.061, 3.536)

Because

x=rsindcos¢ = Ssin cos = 5(0.707)(0.5) = 1.768

y=rsinésing =5 sinZsin5 = 5(0.707) (0.866) = 3.061
zZ=rcos0 = 5cost = 5(0.707) Sos
One of the main uses of cylindrical and spherical coordinates occurs in
integrals dealing with volumes of solids. In preparation for this, let us consider
the next important section of the work.
So move on
aa a es on ee
Surface and volume integrals 167

Element of volume in space in the three coordinate systems

1 Cartesian coordinates

We have already used this

many times.
év = 6x dy 6z

év = r60 or 6z
OV = Tonogioz

rsinOdo

év = 6rrdér sin @d¢

' 6v=r' sind 6r 60 6d

It is important to make a note of these results, since they are required when we
change the variables in various types of integrals. We shall meet them again
before long, so be sure of them now.
168 Vector Analysis

Volume integrals

22= F(x, y)

A solid is enclosed by a lower surface z; = f(x, y) and an upper surface

Zo = P(X, y).
Then, in general, using Cartesian coordinates, the element of volume is
bv = 6x by 62.
The approximate value of the total volume V is then found
(a) by summing 6v from z = Z) to z = Zz to obtain the volume of the column
(b) by summing all such columns from y = y; to y = y2 to obtain the volume
of the slice
(c) by summing all such slices from x= x; tox=x2 to obtain the total
volume V.

Then, when 6x — 0, 6y — 0, 6z — 0, the summation becomes an integral

X=X2 (PV=V2 ~2—22

v= | | | dz dy dx
X=X% Jy=y1 JZ=Zy

Example 1
Find the volume of the solid bounded by the planes z=0, x=0, y=O,
x* 4+? = 4 andz=6-=—xy
forx>0, y>0,z>0.
First sketch the figure, so that we can see what we are doing. Take your time
over it.
SE
Surface and volume integrals 169

dv = 6x by 6z
zZ=6—xy
Volume of column = S~ dx éy6z
z=0
V4—x2 (6—xy
Volume of slice= S~ is 6x by |
y=0
2
Total volume ~ 5~ 6x by 62
x=0 y=0" “z=0

If 6x — 0, dy > O, 6z — O, then
2 pV4—x? p6—xy
v= | | | dz dy dx
0 JO 0

Starting with the innermost integral

6—xy 6—xy
| dz= o
0 0
= 6—xy

Then | 1G AV) OY as otis cites

0
170 Vector Analysis

| i=) |

Because

V4—x2 xy? y=v4—x?

[6 -ayyy= [6-3
0 y=0

Gy 4a (4 x?)
2,
Then finally V = |{o(4= iad1/2 - 2143}
x
dx
‘ 2
Now we are faced with | — pi le dx. You may remember that this is a

x
standard form |Va? — x2 dx =5 {xva? — x2 + d@ arcsin a
2
If not, to evaluate | V4 — x2dx, put x = 2sin 6 and proceed from there.
0
Finish off the main integral, so that we have

V =6n —2 8 16.8 cubic units

Because we had
2 x3
Vis |{o(4Sy 19x + hax
10)

2 an2
= 3 [v4 — x2 + 4aresin | ae[35
0 8 0
= 3{4 arcsin 1 — 4 arcsin0} —4+42
= 32m}
= 2 = 67 =2
=~ 16.8
Surface and volume integrals 171

Alternative method

We could, of course, have used cylindrical coordinates in this problem.

év =r ér 60 6z
xX=rcosé; y=rsiné
*. Z2=6—xy

= 6-—r’sinécosé
r2
= 6 —— 5 sin
i 20

2 n/2 p6—(r2/2)
sin 20
% v= | r dr dé dz
r=0 J6=0 Jz=0
m/2 p2 6—(r?/2)
sin 20
| | | dzrdrdé
6=0' Jr=0 Jz=0

Finish it

V = 6n — 2 (as before)

n/2 2 ea
vel | (6-5 sin20)rdrao
6=0 Jr=0
m/2 2 r3
= | | (<r——sin 28)
dr dé
6=0 Jr=0 2
n/2 4 r=2
= | [37—" sin 24 do
8 r=0
a /2
= | (12 — 2sin 26) dé
m/2
= 1264-'COS 26|
0

1 V = On = Z
In this case, the use of cylindrical coordinates facilitates the evaluation.
Let us consider another example.
EE
172 Vector Analysis

Example 2
sphere
To find the moment of inertia and radius of gyration of a thick hollow
of material
about a diameter as axis. Outer radius = a; inner radius = b; density
= Gs
It is convenient to deal with one-eighth of the sphere in the first octant.

1
-. Total mass of the solid M; = at

dv = 17 sin
06r 66 56

Also the element of mass m = cév

Second moment of mass of the element about OZ

= mp? = m(rsind)
=cr* sin 6 6r60 66 r sin? 6
=cr'sin? 6 6r 60 6¢
.. Total second moment for the solid
2, Te a

hx SS> cr & sin’6606¢

$=0 6=0 r=b
Then, as usual, if 6r — 0, 66 — 0, 6¢ — O, we finally obtain
m/2 pr/2 pa
L= | | | cr*dr sin?
6 dé dé
J¢=0 Jo=0 Jr=b
which you can evaluate without any difficulty and obtain
 Surface and volume integrals

EE
a,
Because
1/2 pr/2 rs a
i =| | er sin? 6d6 dé
b
m/2 pr/2 C

= | | g(a — b°) sin? 6dod¢

0)
C , 5 m/2 pr/2 :
(a = h | | (1 — cos“ @) sin@ dé dd
Oo JO
2 r/2 3 n/2
=5 (a5 —b')| [cosa + 5% "| dé
0 0)

ae
:

wf Be
hg
2
aeA x8

ie Fob . 9 (qd bs
65a — Bb = = (=)

We have set the working out in considerable detail, since spherical

coordinates may be a new topic. Many of the statements can be streamlined
when one is familiar with the system.
Now move on for another example
174 Vector Analysis

Example 3
Find the total mass of a solid sphere of radius a, enclosed by the surface
x2 + y2 +z? =a? and having variable density c where c = 1 +7r/|z| and ris the
distance of any point from the origin.
This is a case where spherical coordinates can clearly be used with
advantage.

In the element of volume,

the three dimensions are

(a) ér (b) 760 (c) p6d=rsindd¢d

SOM aaa seeree

é6v = 17 sin 6 6r 6050

Then the mass of the element = cé6v = (1 +1r|z]|) é6v

and ZF COS
* m=cév =(1+4+1r’ cos6) r7 sin
6 6r 66 6d
Since the density uses |z|=1 we must only consider the region where
cos @> 0 and so we consider the upper hemisphere only. The integral for the
total mass M;, is

My. = J ocenees
Write out the integral and insert the limits.
es
Surface and volume integrals 175

g=2n pO=n/2 pr=a

M, -| | | (1 +r? cos@)r’ sin @ dr dédé
r=0

20 m/2 wa

ie. My = | | | {r? sin 6 dr déd¢ + r4 sin @cos 6 dr dé do}

o=0 Jé=0 Jr=0

= I, =. Ip
2n pr/2 pa
i= | | |r’ sin 6 drdé dd gives ............
0 Jo Jo
Do not work it out. You can doubtless recognize what the result would
represent.

The volume of the hemisphere

Because the integral is simply the summation of elements of volume

throughout the region of the hemisphere.
2
Thus, without more ado, I; = =7za’.
3
Now for Ib.
2x pr/2 pa
lb = | |r* sin @cos@
dr dé d@
0

Dara oeaegraid Evaluate the triple integral.

Because
2m pm/2 a
i= | 5 Sin @cos 6 dé de
0 0
m/2
a sin? 6
de
Bisse olen 0

da 27
= — 1d¢d
a
5
| na°
TG 0)

0)
5
Ta

Loe
So now finish it off. For the complete sphere
176 Vector Analysis

Because

M,=4+1 we gts or aes

seco SE bls
2ra? 2
Then, for the whole sphere,
M = 2M, = is (10
+ 3a‘)

Each problem, then, is tackled in much the same way.

(a) Draw a careful sketch diagram, inserting all relevant information.
(b) Decide on the most appropriate coordinate system to use.
(c) Build up the multiple integral and insert correct limits.
(d) Evaluate the integral.
And now we can apply the general guide lines to a final problem.

Example 4
Determine the volume of the solid bounded by the planes x = 0, y=0, z=x,
z=2 and y =4 — x? in the first quadrant.
First we sketch the diagram.

There is no axis of symmetry and no spherical center. We shall therefore use

MEER: SAS coordinates.

Cartesian

So off you go on your own. There are no snags.

Surface and volume integrals
177

2,
Ve 65 cubic units

Here is the complete solution.

2 4—x* 92
Aa | dz dy dx
x=0 Jy x

And that is it. Now we move to the next section of work

Change of variables in multiple integrals

In Cartesian coordinates, we use the variables (x, y, z); in cylindrical
coordinates, we use the variables (r, 6, z); in spherical coordinates, we use
the variables (r, 6, @); and we have established relationships connecting these
systems of variables, permitting us to transfer from one system to another.
These relationships, you will remember, were obtained geometrically in
Frames 23 to 30 of this Program.
There are occasions, however, when it is expedient to make other
transformations beside those we have used and it is worth looking at the
problem in a rather more general manner.
This we will now do
178 Vector Analysis

First, however, let us revise a result from an earlier Program on determinants

to find the area of the triangle ABC.

C (x3, y3)

B
A | (Xz, Y2)

(1, V1) | |
| |
| |
M | |N

x X3 X2 i

If we arrange the vertices A (Xj, V1)

B (X2, y2)
C (x3, ys)
in an anticlockwise manner then
area triangle ABC = trapezium AMPC + trapezium CPNB
— trapezium AMNB

= 3{(x3 — X1)(Vi + ¥3) + (X2 — X3)(V2 + ¥3) — (X2 — 21) + ¥2)}

= 5 {x31 — X1y1 + X3V3 = X1V3 + XaV2 + Xoy3 — XaV2 — X33
— X2¥1 — X2y2 + Xiy1 + X1y2}
= 3{(x2v3 — x3y2) + (x31 — X13) + (X12 — X2V1)}
AG bran
jo) | 2) X38
Vk Vee
The determinant is positive if the points A, B, C are taken in an anticlockwise
manner.
We shall need to use this result in a short while, so keep it in mind.

On to the next frame

ee
Surface and volume integrals 179

Curvilinear coordinates

Consider the double integral| (x, y)dA where dA = dxdy in Cartesian

R.
coordinates. Let u and v be two new independent variables defined by
u= F(x, y) and v=G(x, y) where these equations can be simultaneously
solved to obtain x = f(u, v) and y = g(u, v). Furthermore, these transformation
equations are such that every point (x, y) is mapped to a unique point (u, v)
and vice versa.

Let us see where this leads us, so on to the next frame

The equation u = F(x, y) will be a family of curves depending on the particular

constant value given to u in each case.

Curves u=F(x,y) for different con-

stant values of wu.

eo)

Similarly, v = G(x, y) will be a family of curves depending on the particular

constant value assigned to v in each Case.

Curves v=G(x, y) for different con-

v=2 stant values of v.
180 Vector Analysis

These two sets of curves will therefore cover the region R and form a network,
and to any point P (xo, yo) there will be a pair of curves u = Uo (constant) and
Vv = Vo (constant) that intersect at that point.

Up Ug + Ou

The u- and v-values relating to any particular point are known as its
curvilinear coordinates and x =f(u, v) and y=g(u, v) are the transformation
equations between the two systems.
In the Cartesian coordinates (x, y) system, the element of area 6A = éxdéy
and is the area bounded by the lines x=X9, x=X0+6xX, y=yo, and
y=Yo + oy.
In the new system of curvilinear coordinates (u, v) the element of area 6A; can
be taken as that of the figure P, Q, R, S, i.e. the area bounded by the curves
U= Uo, U = Up + OU, V = Vo and V = Vo + OV.
Since 6A; is small, PQRS may be regarded as a parallelogram
i.e. 6A; © 2 x area of triangle PQS
and this is where we make use of the result previously revised that the area of a
triangle ABC with vertices (x1, yi), (X2, y2), (x3, y3) can be expressed in
determinant form as
Surface and volume integrals
181

1
Area == Xp x2 X3
Vi “V2 V3

Before we can apply this, we must find the Cartesian coordinates of P, Qand
S in the diagram in the previous frame where we omit the subscript 9 on the
coordinates.
If x = f(u, v), then a small increase 6x in x is given by

and, for y = g(u, Vv)

Now
(a) P is the point (x, y)
(b) Q corresponds to smal! changes from P.
Ox Ox oy oy
Ox ati Ou
u + bv and éy 5s gee Ou

But along PQ v is constant. .. 6v=0.

; wes me Cy
ox = 3 Ou and f= x éu

i.e. Q is the point He—6u, y+ Orr,

* Ou Ou
(c) Similarly for S, since u is constant along PS 6u =0 and
ae : Ox oy
. Sis the point (x2 ayo y + Pov)

So the Cartesian coordinates of P, Q, S are

Ox 0
te bu, yt Spon); S (x+55 5v, y+- so)
P (x,y); Q (x4
* The determinant for the area POS is ............
i
182 Vector Analysis

1 1 i
Ox OX
pe —=()
Mreg oe fa rie sara,
2

Subtracting column 1 from columns 2 and 3 gives

tl ; 0 0
x
—
x —
6u OV
Area = 5 Ou OV
Oy Oy
y au bu ay év

which simplifies immediately to

Then, taking out the factor éu from the first column and the factor é6v from the
second column, this becomes

The area of the approximate parallelogram is twice the area of the triangle.
Ox Ox
; i : OW NOU
. Area of parallelogram
= 6A; = _ |Oudv
Oe OY
Ou Ov
Expressing this in differentials

QA = ok ay du dv

Ou OV
and, for convenience, this is often written

dA Bey) dudv
O(U, V)
Surface and volume integrals
183
Ox y)
A(u, v) is called the Jacobian of the transformation from the Cartesian
coordinates (x, y) to the curvilinear coordinates
(u, Vv).
ox Ox

‘~ [tcy) = ile y) _|Ou av

O(u, Vv) oy ody
Ou Ov
So, if the transformation equations are

X=u(u+v) and y=u

J(u,v) = uv(4u 4+ v)

Because

- = Nea is =
OE a) ae
OY» Oy
i 1) ae 2uyv

2u+v u
J(u,v) = = 4u’v + 2uv? — uv?
y2 2uv

= 4u*v + uv? = uv(4u + v)

Next frame

Sometimes the transformation equations are given the other way round. That
is, where uw and v are given as expressions in x and y. In such a case J(u, v) can
be found using the fact that
O(x, y) 1
O(Uu, V) O(U, V)
O(x, y)
For example, if the transformation equations are given as u = x*+y? and
v = 2xy then
184 Vector Analysis

Because

Ou Ou
OUD) NOx OV 2x may, Pee:
a(x, y) OV Ov Vox Feit)
Ox Oy
and so
- Ones iy x 1
De ay ce ») ~ 4(x2 — 2)
O(x, y)
Now u—v = x2 —2xy +y2 = (x—y)*
and u+v=x2 +2xy+y2 =(x+y)?
and so x2 —y2 = (x—y)(x+y) = Ju—v/ut+v = Vi? — v? giving

Co
Ae ye

There is one further point to note in this piece of work, so move on

Note: In the transformation, it is possible for the order of the points P, Q, R, S

to be reversed with the result that 6A may give a negative result when the
determinant is evaluated. To ensure a positive element of area, the result is
finally written
" en y) dudv
O(u, Vv)
where the ‘modulus’ lines indicate the absolute value of the Jacobian.

Therefore, to rewrite the integral |Fos y)dxdy in terms of the

JRv

new variables, u and v, where x=f(u,v) and y=g(u,v), we substitute

O(x,
for x and y in F(x, y) and replace dx dy with |
Suan
O(u,
y) 1dv.

The integral then becomes

O(x, Y)
ie[Fert V), &(U,V)} Ge 55du dv

Make a note of this result

ee
Surface and volume integrals
185

Example 1

Express, J= |v dxdy in polar coordinates, making the substitutions

X=rcosé, y=rsiné.

Stas
aa ae
ap 7 i
Sing

ae ne
ar
oy
ap 1 COSe

cos@ —rsing
Tiss?) = =rcos*6+rsin?26=r
sin @ rcosé

Then J = ||xy’*dxdy _ becomes............

R

I =| |rsin? @cos 6rdrdé

R

Because xy” = rcos @r? sin? 6 = r? sin? @cos@

Se y)
lara — Cr ae
a(r,8)
ae c
= cee [1 sin? ¢cos@rdrdo = ||P* sin® @.cos6dr do
R R
Now this one.

Example 2

Express I = |ox +y’)dxdy in terms of wu and v, given that x= uz — y2

JR
and y = 2uv.
Ox, y) _.
First of all, the expression for Bu, v) OVCRUmrt
a
186 Vector Analysis

Because

me Dawe Ox
anon Ox
eget
i ae roi au Ov i
Oy Oy
VU De ay 2v ame
Ox Oy
PC mals ae) Ri
" Olu,v) Jax ay
Ov OV
Also x2 +y? = (u? — vv’)? + (2uv)* = ut — Qu’ + v* + 40?Vv?
a lr ey Ge)

Then I = ||(Ge? -Ey dy dy becomes f= 2 a.s cence:

R

[= 4| [uw + v*)3dudv
R

One more.

Example 3
By substituting x = 2uv and y=u(1—v) where u > O and v > O, express

the integral J = |[Pyaxay in terms of uv and v.

R
Complete it: there are no snags. fe
Surface and volume integrals
187

Tae 8| [ura —v)dudv

R
Working:

of Ox
Ox
X = 2uv Ox
ie 2u
Ou 2v
Oy ay ts
A
UV
=u—
1—v av u
Ou
,
Ox Oy

du
Ou = yi WEEE:
J(u,v) = ae y)_ |Ou
du

AuY Ox Oy 2u —u
Ov OV
y 1)
yl Ti Sos
= Ou
=— 2u
=4 l 0|
if
A(x, y)| _
en vy)|~ 2u

x*y = 4u’v?(u — uv) = 4u°v2(1 — v)

T= |[aw —v) 2ududv

R
1=8| [ura —v) dudv
R

Transformation in three dimensions

If we extend the previous results to convert variables (x, y, z) to (u, v, w), we
proceed in just the same way.
PAS f(y, Why =e, Va) ZN ew)
Ox Oy Oz

O(X, y, Z) 2 5
Then Ade O(u, Vv, W) lav av. av
ORE OV OZ
Ow OW Ow
and the element of volume dV = dx dy dz becomes
dV =|J (u,v,w) |dudvdw

Also [| [Fore dx dy dz is transformed into

[Jfoc.v O(u,
O(x, ¥;2Z) dudvdw
Vv, W)
Now for an example, so move on
eaee
eee eee eee ener ree nee... ——————_—_—_—_—_—_—
188 Vector Analysis

Example 4

To transform a triple integral J = iG (x, y, z) dx dy dz in Cartesian coordinates

to spherical coordinates by the transformation equations
xX=rsin@cos¢@
y=rsinésin@
Z=Veost
First we need the partial derivatives, from which to build up the Jacobian.
Theserare ens free sie

OX Opals : OZ
OF
=—_ = sin 9 cos @ Ar
—— —— sin sin @ Be
— = cos Q

Ox Vv ; Oz
— 70 = rcosécos @ 20
——_— = rcos@sin @ 70
—_— SS rsin @

Ox F : oy 1. 4 OZ)
En ee ee Ag 7 SINE COse a6 >

sin@cos@ sinésing cos6

'. J(r,0,¢) =| rceos@cos¢@ rcosésing —rsin#g
—rsinésing rsin@cosé 0
rcosécos¢@ rcosésing
cos@
—rsinésing rsiné@cosé
sinécos@ -sinésing
+rsin@ : : ;
—rsinésing rsin@cos@

r sin @

Because
} cos@ sing
J(r, 6, ¢) =r? cos? @siné|
—sing cos¢
; cos@ sing
Sar Sa)
—sing cos@
: : 9 cos@ sin
= (r* sin? 6 +r’ sin @ cos? 6) | ?
—sing cosd
= r* sin (sin? 6 + cos” @)(cos? ¢ + sin? 6) = r sing
Do eats: .

[= |||ous, w)r? sin @dr dé dé

which agrees, of course, with the result we had previously obtained by a
geometric consideration.
Surface and volume integrals 189

And that is about it. Check carefully down the Review summary and the
Can You? checklist that now follow, before working through the Test
exercise. The Further problems give additional practice.

Review summary
1 Surface integrals

1=| JR
f(x, y)da= | ‘F(x, y) dy dx
Ris

2 Surface in space

fs |Ox, ¥,z) dS = ||olx»,2) sec y dx dy (y < 2/2)

s R

=|Josxay]t+ (Go) a
: faz\? (az\?

3 Space coordinate systems

(a) Cartesian coordinates (x, y, Z)

Pe (X,VitZ)

First octant:
A Oe 7 0)

x ye

(b) Cylindrical coordinates (r, 6, z) r > 0

Z
P (x,y, Z)

8 aT COS r= /fx2+y2
z y= tsin ? 6 = arctan(y/x)
o : L=Z Laz
9 y

(c) Spherical coordinates (r, 0,¢) r = O

X=sinGcos@ fa /x2 py? + 22

y=rsindsing 6=arccos(z/r)
Z=cos? @ = arctan(y/x)

(x, Y, 2)
(r, 8, )
190 Vector Analysis

4 Elements of volume
(a) Cartesian coordinates

dv = 6x by 6Z

Z roe

te 780 aa r)Zz

halt iz
fou | Ls,
< ag
Cela?= |

é6v =r 6r 60 6z

(c) Spherical coordinates

rsin6 do

x a) pdo

dv =? sin @ 6r 6056

5 Volume integrals

v=||fazayax
t= J fre: y, z)dzdydx
Surface and volume integrals
191

6 Change of variables in multiple integrals

(a) Double integrals x = f(u, v); y =g(u, Vv)

Ox
J(u,v) = O(x,
f V) ms An
aur
dA = ; (x, y) du dv; peste
. O(u, Vv)
OV
O(x, y)
T= "Fo, y) dx dy = 2rt f(u, v), g(u, "i Alu) du dv

(b) Triple integrals x =f (u, v, w); y=8(U, V, w); Z=h(u, v, w)

OX NIV Oe

J(u; v; w) ==
OX, Y, Z) |ney ein?
FOX “Oy
ae
Oz
ie
Ou, v,w) |dv av av
ax
Ow
dy
OW
oz
Ow

= [| fou V, wee

(4 Can You?
Checklist 6

Check this list before and after you try the end of Program test.

On a scale of 1 to 5, how confident are you that you can: Frames

e Evaluate double integrals and surface integrals?

CJ No
cae
Yes [ LJ :
e Relate three-dimensional Cartesian coordinates to cylindrical
and spherical polar forms?
Yes | L No
e Evaluate volume integrals in Cartesian coordinates and in
cylindrical and spherical polar coordinates? (22) Ge)
Yes LI | LJ No
e Use the Jacobian to convert integrals given in Cartesian
coordinates into general curvilinear coordinates in two and
three dimensions? -
Yes | No
192 Vector Analysis

Test exercise 6

Determine the area of the surface z = \/x2 + y? over the region bounded by
xv +y2 =4,
1
2 Evaluate the surface integral J = |é dS where ¢ = ————— over the surface of
s [x2 4 y?

the sphere x? + y* + z* =a? in the first octant.

3 (a) Transform the Cartesian coordinates
(1) (4, 2, 3) to cylindrical coordinates (r, @, Z)
(2) (3, 1, 5) to spherical coordinates (r, 6, ¢).
(b) Express in Cartesian coordinates (x, y, Z)
(1) the cylindrical coordinates (5, 7/4, 3)
(2) the spherical coordinates (4, 7/6, 2).
4 Determine the volume of the solid bounded by the plane z = 0 and the surfaces
er ERI UNG
Ame = Ih
5 Determine the total mass of a solid hemisphere bounded by the plane z = 0 and
the surface x? + y? +z? =a* (z>0) if the density at any point is given by
pHl=z (za).

6 (a) Express the integral | Ja-» dxdy in terms of u and v, where

R
x=u(1+yv) and y=u—-y.

(b) Express the triple integral J = nile Bs )dx dy dz in terms of u, v, w using

y
the transformation equations
X=u+v+w; y=vw; z=u-w.

Further problems 6

1 Evaluate the surface integral J = |(x* + y”)

dS over the surface of the cone
S
z? = 4(x* + y”) between z = 0 and z = 4.
2 Find the position of the center of gravity of that part of a thin spherical shell
x? + y* + 2” = a? which exists in the first octant.
3 Determine the surface area of the plane 6x + 3y +4z = 60 cut off by x=0
Ve 5, Vie 8.
4 Find the surface area of the plane 3x + 2y + 3z = 12 cut off by the planes
x = 0
y =0, and the cylinder x? + y? = 16 for x >0, y b~0; ;
Surface and volume integrals 193

5 Determine the area of the paraboloid z= 2(x? +y) cut off by the cone
Z= f/x? +y2.
6 Find the area of the cone z* = 4(x?+y?) which is inside the paraboloid
2 == 2 (x72 7),
Cylinders x* + y? = a* and x? + z? = a? intersect. Determine the total external
surface area of the common portion.
Determine the surface area of the sphere x” + y? +z* =a? cut off by the
cylinder x? + y? = ax.
A cylinder of radius b, with the z-axis as its axis of symmetry, is removed from a
sphere of radius a, a > b, with center at the origin. Calculate the total curved
surface area of the ring so formed, including the inner cylindrical surface.
Find the volume enclosed by the cylinder x? + y* = 9 and the planes z = 0 and
Z=S-xX.
Determine the volume of the solid bounded by the surfaces y = x, x = y*, z=2
and x+y+z=4.
Find the volume of the solid bounded by the plane z = 0, the cylinder
x? + y? = a* and the surface z = x? + y?.
A solid is bounded by the planes x =0, y=0, z=2, z=x and the surface
x? + y* = 4. Determine the volume of the solid.
Find the position of the center of gravity of the part of the solid sphere
x? + y* + z* = a” in the first octant.
A solid is bounded by the cone z=2,/x2+y?, z>0, and the sphere
x? + y2 + (z—a)* = 2a”. Determine the volume of the solid so formed.
Be deg
Determine the volume enclosed by the ellipsoid 5S7 - ig“521h
Find the volume of the solid in the first octant bounded by the planes
x=0, y=0,z=0, z=x+y and the surface x? + y” =a’.
18 Express the integral ||e?+») axay in terms of u and v, using the

transformations u=x+y,v=x—y.
Lo Determine an expression for the element of volume dx dy dz in terms of u, v, w
using the transformations x = u(1 —v), y= uv, Z = uvw.
20 A solid sphere of radius a has variable density c at any point (x, y, Z) given by
c =k(a—z) where k is a constant. Determine the position of the center of
gravity of the sphere.

21 Calculate |[#y? axay over the triangular region in the x-y plane with

vertices (0, 0), (1, 1), (1, 2).

194 Vector Analysis

2 pr/4—y2 y
22 Evaluate the integral | dxdy by transforming to polar
0 ipso Reve
coordinates.
1 py
xy?
23 Evaluate [ = || dx dy.
0) 0 ye wae ale

24 Find the volume bounded by the cylinder x? + y* = a”, the plane z = 0 and the
surface z = x* + y”. Convert to polar coordinates and show that
na‘
25 By changing the order of integration in the integral
fen I[ We dy dx

Gunn) eye
show that I = 4a? In(1 + v2).
Vectors aie
Learning outcomes
When you have completed this Program you will be able to:
e Define a vector
e Represent a vector by a directed straight line
e Add vectors
e Write a vector in terms of component vectors
Write a vector in terms of component unit vectors
e Set up a coordinate system for representing vectors
e Obtain the direction cosines of a vector
e Calculate the scalar product of two vectors
e Calculate the vector product of two vectors
e Determine the angle between two vectors
e Evaluate the direction ratios of a vector
e Obtain the scalar and vector triple products and appreciate their geometric
significance

195
196 Vector Analysis

Introduction: scalar and

vector quantities

Ce) Physical quantities can be divided into two main groups, scalar quantities and
vector quantities.
(a) A scalar quantity is one that is defined completely by a single number with
appropriate units, e.g. length, area, volume, mass, time, etc. Once the
units are stated, the quantity is denoted entirely by its size or magnitude.
(b) A vector quantity is defined completely when we know not only its
magnitude (with units) but also the direction in which it operates, e.g.
force, velocity, acceleration. A vector quantity necessarily involves
direction as well as magnitude.
So (a) a speed of 10 km/h is a scalar quantity, but
(b) a-velocity of 10.Kmi)nvdite noth ised 4). .- a.2-ee quantity.

vector

A force F acting at a point P is a vector

quantity, since to define it completely we
must give:
(a) its magnitude, and also
(D)RtSSeene ree

So that:
(a) gAatemperature ol 100° Cus a. eee = quantity.
(b) An acceleration of 9.8 m/s” vertically downwards isa............ quantity.
(Cg lhe weishitrored /ke massasea eee quantity.
(dy The sum One SUO IS ain. er quantity.
(e) A north-easterly wind of 20 knots isa............ quantity.

|(a) scalar (b) vector (c) vector (d) scalar (e) vector

Since, in (b), (c) and (e) the complete description of the quantity includes not
only its magnitude, but also its ............

Move on to Frame 6
Vectors
197

Vector representation
A vector quantity can be represented graphically by a line, drawn so that:
(a) the length of the line denotes the magnitude of the quantity, according to
some stated vector scale
(b) the direction of the line denotes the direction in which the vector quantity
acts. The sense of the direction is indicated by an arrowhead.
e.g. A horizontal force of 35 N acting to the right, would be indicated by a line
and if the chosen vector scale were 1 cm = 10 N, the line would be
Be i cm long.

The vector quantity AB is referred to as B

AB ora
The magnitude of the vector quantity is
written {AB}, or ja], or simply AB or a.

Note that BA would represent a vector quantity of the same magnitude but
with opposite sense.

Woe
o m
A AB=a A BA=-AB

On to Frame 8

Two equal vectors Use

If two vectors, a and b, are said to be equal,
they have the same magnitude and the same
direction. a b
If a=b, then
(a) a = b (magnitudes equal)
(b) the direction of a = direction of b, i.e. the two vectors are parallel and in
the same sense.
Similarly, if two vectors a and b are such that b = —a, what can we say about:
(a) their magnitudes,
(b) their directions?
198 Vector Analysis

(a) Magnitudes are equal

(b) The vectors are parallel but opposite in sense

i.e. if b = —a, then

10) Types of vect

ors
(a) A position vector AB occurs when the point A is fixed.
(b) A line vector is such that it can slide along its line of action, e.g. a
mechanical force acting on a body.
(c) A free vector is not restricted in any way. It is completely defined by its
magnitude and direction and can be drawn as any one of a set of equal-
length parallel lines.
Most of the vectors we shall consider will be free vectors

So on now to Frame 11

11) Addition of vectors

The sum of two vectors, AB and BC, is defined as the single or equivalent or
resultant vector AC
i.e. -AB+ BC = AC
or a+b=c

To find the sum of two vectors a and b then, we draw them as a chain, starting
the second where the first ends: the sum ¢ is given by the single vector joining
the start of the first to the end of the second.
e.g. if p =a force of 40 N, acting in the direction due east
q = 4 force of 30 N, acting in the direction due north
then the magnitude of the vector sum 7 of these will forces will be............

aD Because
ma p 4 ra

= 1600 + 900 = 2500

f=V 2500250 N
Vectors 199

The sum of a number of vectors a+b +c+d+...

(a) Draw the vectors as a chain.
(b) Then:

a+b=AC
AC+c=AD
a+b+c=AD
AD +d = AE
a+b+c+d=AE
i.e. the sum of all vectors, a,b, c,d, is given by the single vector joining the
start of the first to the end of the last —- in this case, AE. This follows directly
from our previous definition of the sum of two vectors.
R
Similarly:
Q
it PO 4,OR 4. RS-7S
lias arte ite

Now suppose that in another case, we draw the vector diagram to find the sum
of a,b,c,d,e, and discover that the resulting diagram is, in fact, a closed
figure.
What is the sum of the vectors
a,b,c,d,e in this case?

Think carefully and when you have decided, move on to Frame 14

Sum of the vectors = 0 |

Because we said in the previous case, that the vector sum was given by the
single equivalent vector joining the beginning of the first vector to the end of
the last.
But, if the vector diagram is a closed figure, the end of the last vector
coincides with the beginning of the first, so that the resultant sum is a vector
with no magnitude.
200 Vector Analysis

Now for some examples:

Find the vector sum AB + BC+ CD + DE + EF.

Without drawing a diagram, we can see that the vectors are arranged in a
chain, each beginning where the previous one left off. The sum is therefore
given by the vector joining the beginning of the first vector to the end of the
last.
* Sum = AF
In the same way:
AK + Ki LPs PO = «rn csey See

Right. Now what about this one?

Find the sum of AB—CB+CD—ED
We must beware of the negative vectors. Remember that —CB = BC, i.e. the
same magnitude and direction but in the opposite sense.
Also —ED = DE
., AB—CB+CD—ED = AB+BC+CD+DE
= AR
Now you do this one:
Find the vector sum AB+BC—DC—AD

When you have the result, move on to Frame 16

Because

AB + BC — DC —- AD = AB+BC+CD+DA
and the lettering indicates that the end of the last vector coincides with the
beginning of the first. The vector diagram is thus a closed figure and therefore
the sum of the vectors is 0.
Now here are some for you to do:
(a) POOR
SRS sos Looe. aeena
(eA Ce a I ice eee
ee ae
(c) GH+HJ4JK+KL4+LG=
(d) AB+ BC+ CD + DB =
When you have finished all four, check with the results in the next frame
———
eee
Vectors
201

Here are the results:

(a) PQ+QR+
RS + ST = PT
(b) AC + CL— ML =AC+CL+LM = AM
(c) GH+ HJ) +JK+ KL+LG=0
[Since the end of the last vector coincides
with the beginning of the first.]
(d) AB+BC+CD
+DB = AB
The last three vectors form a closed D
figure and therefore the sum of
these three vectors is zero, leaving Cc
only AB to be considered.
A B

Now on to Frame 18

Components of a given vector

Just as AB + BC + CD + DE can be replaced by AE, so any single vector PT can
be replaced by any number of component vectors so long as they form a chain
in the vector diagram, beginning at P and ending at T.
e.g.
om~ PT=a+bic+d

Example 1
ABCD is a quadrilateral, with G and H the mid-points of DA and BC
respectively. Show that AB + DC = 2GH. cS
We can replace vector AB by any chain of
A
B vectors so long as they start at A and end at B
e.g. we could say
AB = AG-+ GH + HB
202 Vector Analysis

[Dc =DG+GH + AC

So we have:
AB = AG+ GH + HB
DE =]DG + Gi + HC

- AB+DC = AG + GH+ HB + DG +GH + HC

= 2GH + (AG + DG) + (HB + HC)
Now, G is the mid-point of AD. Therefore, vectors AG and DG are equal in
length but opposite in sense.
‘ DG=—AG
Similarly HC = —HB
-, AB+DC = 2GH + (AG — AG)4 (HB — HB)
=2GH
Next frame

Example 2
Points L, M, N are mid-points of the sides AB, BC, CA of the triangle ABC.
Show that:
(a) AB+BC+CA=0
(b) 2AB + 3BC
+ CA = 2LC
(c) AM+BN+CL=0

A (a) We can dispose of the first part straight away

without any trouble. We can see from the vector
diagram that AB + BC + CA = 0 since these three
vectors*torm- alee. .eosee

Now for part (b):

To show that 2AB + 3BC + CA = 2LC

Vectors
203

From the figure:

AB=2AL; BC=BL+LC; CA=CL+LIA
*. 2AB+3BC+ CA = 4AL+ 3BL+ 3LC+CL+LA
Now. BL =-—AL; CL =+LC:). LA = ~AL
Substituting these in the previous line, gives
Pe Sela AACSche eas telat

Because

2AB + 3BC + CA = 4AL + 3BL+ 3LC+CL+LA

=4AL<— 3AL+3LC—LC + AL
=4AT = 4Ar S3t0-—
LC
= 2LC
Now part (c):

To prove that AM+BN+CL=0

From the figure in Frame 21, we can say:
AM = AB+ BM
BN = BC+ CN
Similanty (lL =. ee

Ch= CAVE AL

So AM+BN+CL=AB+ BM+BC+CN+CA+ AL

= (AB +BC + CA) + (BM+CN+AL)

1
= (AB + BC + CA) +5 (BC + CA + AB)

Finish it off

[ AM +BN+Cr =0|
: em peat
Because AM + BN + CL = (AB + BC + CA) + 5(BC + CA + AB)
Now AB+BC+CA is a closed figure .. Vector sum =90
and BC + CA + AB is a closed figure... Vector sum = 0
-, AM+BN+CL=90

Here is another.
204 Vector Analysis

Example 3
ABCD is a quadrilateral in which P and Q are the mid-points of the diagonals
AC and BD respectively.
Show that AB+ AD+CB+CD = 4PQ

First, just draw the figure.

Then move on to Frame 25

A D
To prove that AB + AD + CB + CD = 4PQ
Taking the vectors on the left-hand side, one at a time, we can write:
IN 2140) (Oe
IND) eau Noe 12085 2.0)By)

Che CPSPO--
Ob CD Cr Oo

Adding all four lines together, we have:

AB+ AD}
CB CD =4PQ-4-Z2AP
+2CP + 20B+2@D
= 4PQ + 2(AP + CP) + 2(QB + QD)
Now what can we say about (AP + CP)?

AP +CP=0

Because P is the mid-point of AC .. AP = PC

;, CP==PC =—AP
ow Pest CP = AP AP = ().
In thesame way, (OB => OD) =e.) camnee

Since Q is the mid-point of BD... QD = —QB

.. QB+ QD = QB- QB=0
’, AB+AD+CB+CD
= 4PQ +0+0 = 4PQ
Vectors
205

Here is one more.

Example 4
Prove by vectors that the line joining the mid-points of two sides of a triangle
is parallel to the third side and half its length.

Let D and E by the mid-points of AB A

and AC respectively.
We have DE = DA + AE

B Cc
Now express DA and AE in terms of BA and AC respectively and see if you can
get the required results.
Then on to Frame 30

Here is the working. Check through it.

DE = DA+AE
ib 1 |
5 A+ ZAC 3 (BA + AC)
aes Oe
DE =; BC

‘. DE is half the magnitude (length) of BC and acts in the same direction.

i.e. DE and BC are parallel.
Now for the next section of the work: move on to Frame 31

Components of a vector in terms of unit vectors |31

Y The vector OP is defined by its
Pp magnitude (r) and its direction (@).
It could also be defined by its two
y 1b components in the OX and OY
6 - x directions.

i.e. OP is equivalent to a vector a in the OX direction + a vector b in the

OY direction.
i.e. OP =a (along OX) + b (along OY)
If we now define i to be a wnit vector in the OX direction,
then a=dai
Similarly, if we define j to be a unit vector in the OY direction,
then b=bj
So that the vector OP can be written as:
r=ai+bj
where i and j are unit vectors in the OX and OY directions.
nn
206 Vector Analysis

Let z, = 2i+ 4j and z2 = Si+ 2j

To find z; + Z2, draw the two vectors in a chain.

Z1 +z 5)it
(442)j
= OB=(2+ = 7i+ 6j

i.e. total up the vector components along OX,

and total up the vector components along OY
Of course, we can do this without a diagram:
If z; = 31 + 2j and z = 41+3j
Z1 + Z2 = 31+ 2j+ 41+ 3j
=7i+ Sj
And in much the same way, Z2 — Z; =

Z2-Z, =i+j

Because Zo — Z; = (41+ 35) — (314+ 2j)

= 41 + 3j — 3i - 2j
=li+lj
=i+j
Similarly, if z1 = Si — 2j; z2 = 314 35; z3 = 41 -lj
then (a) Z+22+23 =
and (b) Zi — Z2 —Z3 =

When you have the results, move on to Frame 34

SSS
Vectors
207

a (a) 12i (b) — 21-45 |

Here is the working:
(a) Z1+2Z2+2Z3 = Si—2j+ 314+ 3j+4i-lj

=($4-3-+44)1+ (3-2-1) <= tei

(b) 21 — Z2 — Z3 = (Si — 2j) — (31 + 3j) — (44 — 1j)
= (S —3—4)i+ (-2-3+41)j = -2i1-4j
Now this one.
If OA = 3i + Sj and OB = Si — 2j, find AB.
As usual, a diagram will help. Here it is:
First of all, from the diagram, write
down a relationship between the
vectors. Then express them in terms
of the unit vectors.

Because we have

OA + AB = OB (from diagram)
*. AB=OB-—OA
= (Si — 2j) — (31+ Sj) = 21 - 7j

On to Frame 36

Vectors in space
The axes of reference are defined by
the ‘right-hand’ rule.
OX, OY, OZ form a right-handed set
if rotation from OX to OY takes a
right-handed corkscrew action
along the positive direction of OZ.
x
Similarly, rotation from OY to OZ gives right-hand corkscrew action along the
positive direction of ............
208 Vector Analysis

Vector OP is defined by its components

a along OX
b along OY
c along OZ

x
Let i = unit vector in OX direction
j = unit vector in OY direction
k = unit vector in OZ direction

Then OP = ai+bj+ck
Also OL? = a? + b* and OP? = OL? + 7
OP =a +b? +c?
So, ifr=ai+bj+ck, thenr= V/a2+b?+¢c?
This gives us an easy way of finding the magnitude of a vector expressed in
terms of the unit vectors.
Now you can do this one:
If PQ = 4i+ 3j+ 2k, then |PQ|=............

[PQ| = V29 = 5.385

Because
PQ = 41+ 3j + 2k
PQ| = Ve 43? 422
=V16+9+4
= n/29
= ONaSO

Now move on to Frame 39

Vectors
209

Direction cosines

The direction of a vector in three dimensions is determined by the angles

which the vector makes with the three axes of reference.

Let OP =¥ = ai + bj-+'ck
Then
a
Pi ike typ aT COS

b
7 = Cos 6 b=rcosB
c
7 = Cosy ae COS
X

Also a? +b?+C=r 2

" Y? cos* a+ 7 cos* 8 + r2 cos? y = r*

cos* a + cos? 8 + cos? 7 = 1
If /= cosa
m= cos 3

n=cosy then ?+m’+n*=1

Note: {l,m,n| written in square brackets are called the direction cosines of the
vector OP and are the values of the cosines of the angles which the vector
makes with the three axes of reference.
So for the vector r = ai+ bj+ck
a b G
[==; m==; n=-; and, of course
r= ¥ a2 + b? +c?
r r f
So, with that in mind, find the direction cosines |/,m,n] of the vector
r = 3i-— 2j+ 6k
Then to Frame 40

r = 3i— 2j+6k
.ad=5, Pe —2, c=6, r=v9 +44 36
tea
AD sey

Tie ee 7
poe = 2. “eo

Just as easy as that!

On to the next frame
Le TT
210 Vector Analysis

Scalar product of two vectors

If a and b are two vectors, the scalar
product of a and b is defined as the a
scalar (number) ab cos 6 where a and
b are the magnitudes of the vectors
a and b and @ is the angle between b
them.
The scalar product is denoted by a-b (often called the ‘dot product’ for
obvious reasons).
*. a- b=abcosé
=a x projection of b ona In both cases the result is a scalar
= b x projection of aon b quantity.
For example:

Because we have:

B OA - OB = OA: OB-cos 6
? = 97 1COS45-
re ssve2
5 A —

90°
Vectors
211

[9]
Because in this case a- b = abcos 90° = ab0 = 0. So the scalar product of any
two vectors at right-angles to each other is always zero.
And in this case now, with two vectors in the same direction, 0 = 0°

Because a: b = abcos0O° = ab-1=ab

Now suppose our two vectors are expressed in terms of the unit vectors i, j
and k.
Let a= d)i+ a2j + a3k
and b = bi+ boj + b3k

Then a- b = (a)i+ doj + azk) - (bi + boj + -b3k)

=a,b\1-1+ a,boi- j + a,b3i-k+ agbij -i+ azboj . j =e azb3j -k
+ 4a3b,K-i+ a3bok- j + a3b3k -k

This can now be simplified.

Because i-i = (1)(1)(cos0°) = 1
pieieaw jeje Kk ke) (a)
Also i-j = (1)(1)(cos
90°) = 0
RisfeD-j-k=0;-kri=0 (b)
So, using the results (a) and (b), we get:

|a-b = a,b, + azb2 =F asbs |

Because
a-b =a,b,-1+a,b2-0+4,b3 -0+4 azby -0 + dob2-1+d2b3-0
+ a3b, -0 + a3b2 -0+43b3-1
a- b=a,b; + aob2 + a3b3

i.e. we just sum the products of the coefficients of the unit vectors along the
corresponding axes.
212 Vector Analysis

For example:
If a= 2i+ 3j + 5k and b = 4i + 1j+ 6k
thena-b=2x4+3x1+5x6
= 843 +/30
— wl - a -b=41
for you: If p = 3i— 2+ 1k;
One q = 2i+ 3j-— 4k

Because
p-q=3x2+4+(-2) x3+1x(-4)
=6-6-4
= .. p-q=-4
Now on to Frame 47

Vector product of two vectors

The vector product of a and b is written
a x b (often called the ‘cross product’)
and is defined as a vector having magni-
tude ab sin @ where 6 is the angle between
the two given vectors. The product
vector acts in a direction perpendicular
to both a and b in such a sense that a, b
and ax b form a right-handed set — in
that order.
la x b| = absiné
Note that b x a reverses the direction of rotation and the product vector
would now act downwards, i.e.
b x a=-—(axb)
If Ores O*-then Vara S202 sac. ce
and if 6 = 90°, then |a x b| =
MS ee
Vectors
213

6=0°, |axb|/=0
§ = 90°, |a x b| = ab

If a and b are given in terms of the unit vectors i, j and k:

a = d)i+ a2j + a3k and b = byi+ boj + b3k

Then:
a x b = a, bi x i + ay boi x j + ay b3i x kK + azbyj x i+ agboj x j
+ a2b3j x k + a3b1k x i+ a3bok x j + a3b3k x k

But |i x i] =(1)(1)(sin0O®)=0 .. ixi=jxj=kxk=0 (a)

Also |i x j| = (1)(1)(sin 90°) = 1 and i x j is in the direction of k, i.e. i x j—k
(same magnitude and same direction). Therefore:
ixj=k
1x*k=i
Kxi=j] (b)

And remember too that therefore:

Lx] = ={j x i)
jx k=-(kxj)
k x i= —(i x k) since the sense of rotation is reversed

Now with the results of (a) and (b), and this last reminder, you can simplify
the expression for a x b.
Remove the zero terms and tidy up what is left.

axb= (d2b3 _ a3b2)i = (a,b3 = a3b, ij (a,b2 = d2b,)k

Because
ax b=a4,b,0+ aibok 35 a, b3(—j) ai dzb,(—k) + dob20 + dzb3i

+ a3b,j + a3b2(—i) + a3b30

a x b = (a2b3 — a3b2)i — (a,b3 — a3b1)j + (ai1b2 — a2b)k
and you may recognize this as the pattern of a determinant where the first row
is made up of the vectors i, j and k.
214 Vector Analysis

So now we have that:

If a = a)i + aoj + a3k and b = bi + b2j + b3k then:

i) opi
ae. DEG edo as (azb3 = a3b2)i = (a,b3 = a3b,)j =F (a,b2 = dzb,)k
b, bz bz

and that is the easiest way to write out the vector product of two vectors.
Notes: (a) The top row consists of the unit vectors in order i, j, K.
(b) The second row consists of the coefficients of a.
(c) The third row consists of the coefficients of b.
For example, if p= 2i+4j+3k and q=i+ 5j-— 2k, first write down the
determinant that represents the vector product p x q.

Unit vectors
Coefficients of p
Coefficients of q

Because

ij k
pxq=|2
—s 4 3 — le - if; ; +k
J ;|
te > 5 2 2, I ats

= i(—8 — 15) —-j(—4 — 3) + k(10

— 4)
= —231+ 7j + 6k
So, by way of revision:
(a) Scalar product (‘dot product’)
a-b=abcosé@ a scalar quantity

(b) Vector product (‘cross product’)

a x b= vector of magnitude absin 6, acting in a direction to make a, b
and a x b a right-handed set. Also:
itp
axb=/a) 42 43) = (a2b3 — a3b2)i — (a,b3 — a3b,)j + (ayb2 — and, )k
by b> bz

And here is one final example on this point.

Find the vector product of p and q where:
p = 3i— 4j+ 2k and q = 21+ Sj—-k
$<
Vectors
215

Because

1 j ik
Pxq=/3 -4 2
2 5 -l
Rel i|-i), +k; a
oo =a) 2 —-l 2 S
= i(4 — 10) — j(-3 —4) + k(15 +8)
= —6i+ 7j + 23k
Remember that the order in which the vectors appear in the vector product is
important. It is a simple matter to verify that:
q x p = 61 — 7j — 23k = -(p x q)
On to Frame 53

Angle between two vectors

Let a be one vector with direction cosines [/, m,n}

Let b be the other vector with direction cosines [/',m',n’']
We have to find the angle between these two vectors.
Let OP and OP be unit vectors
parallel to a and b respectively.
Then P has coordinates (/,m,n) and
=~=)
' 2
~~
P’ has coordinates (I',m’,n’).

Nu
+ '

Then

(PP’)? = (1-1)?
+ (m—m) 2
ein-n)
=P 9.04 +n? —2n-n +n?
48 =—2-m-m-+m
= (2 4m? +n?) + (7 +m? +n) — 2( + mm! + nn’)
But (2 + m2 +n?) = 1 and (/? +m? +n”) = 1 as was proved earlier.
- (PP)? =2—2(I +mm'+nn') (a) >
216 Vector Analysis

Also, by the cosine rule:

(PP)12 = OP 2
OF Z
= 2 OP OP 0
cosé Pa
OP and es,
OP are
= 1-212)
tl cos?
unit vectors
=2-—2cosé (b)

So from (a) and (b), we have:

(PP’)* = 2 — 2(Il' + mm! +n’)

and (PP’)* = 2 — 2cosé

cos @ = II’ + mm + nr’

That is, just sum the products of the corresponding direction cosines of the
two given vectors.
So, if [1,m,n] = (0.54, 0.83, —0.14]
and [{I',m’,n’| = [0.25, 0.60, 0.76]
the-ansle berweens the Vectors 15 @ 2 e.

C=58 TH

Because, we have:
Cosi — + mm’ +. nn!
= (0.54)(0.25) + (0.83)(0.60) + (—0.14)(0.76)
= O15 + 0.4980 — 0.1064
= (OER) = OL! = 0.5266
() = Sor

Note: For parallel vectors, 0 =O° .. Il!+-mm'+nn' =1

For perpendicular vectors, @=90°, .. Il'+mm' +nn' =0
Now an example for you to work:
Find the angle between the vectors
p = 21 + 3j+ 4k and q = 4i — 3j 4+ 2k
First of all, find the direction cosines of p. So do that.
— SSSSSSSSSSSSSSSSSFSse
Vectors
217

56)
Because

Pp= |p|= V 22 +32 +42 = V4+94 16 = V29

e tay e
cg aa 29
ocee
p /29
ee Bate
=
ell, BY |; |
Va ee
Now find the direction cosines [I',m’,n'] of Q in just the same way.

When you have done that move on to the next frame

Because

q=\q| = V4? +32 +22 = V16 +944 = V29

- mia!) =| E ; =e ; : |
129 'n/29)i4/29
We already know that, for P:
2 3 4 |
Lint) = , :;
| : r= J/29' /29
So, using cos @ = Il' + mm’ + nn’, you can finish it off and find the angle @. Off
you go.

Because
eT re ety bed Bnd
COS? = 759 a9 * 29 29° V29 29
bbaacierds
Dolo 29
7
=—-=0,2414 .. 0@=76°2'
29
Now on to Frame 59
218 Vector Analysis

Direction ratios

If OP = ai + bj + ck, we know that:

|OP| =r = Va2 +b? +c?
and that the direction cosines of OP are given by:

We can see that the components, a, b, c, are proportional to the direction

cosines, I, m, n, respectively and they are sometimes referred to as the direction
ratios of the vector OP.

Note: The direction ratios can be converted into the direction cosines by
dividing each of them by r (the magnitude of the vector).
Move on to Frame 60

Triple products
We now deal with the various products that we form with three vectors.

Scalar product of three vectors

If A,B,C are three vectors, the scalar formed by the product A- (B x C) is
called the scalar triple product.
If A => ay + ayj + ak; B = ‘aha + byj bk; C —4 Cyl _ Gj + c7k;

Loe jae
then B x C=\|b, by b;
Cy Cy Cz

OES fm
". A- (Bx C) = (a,i+ ayj+azk)- |b, by b,
Cy Cy Cz

Multiplying the top row by the external bracket and remembering that
i-j=j-k=k-i=0 and i-i=j-j=k-k=1
ay ay az
we have A- (Bx C) =|b, by bz
Vectors 219

Example
If A= 2i- 3j+ 4k; B=i-2j—3k; C= 2i+j+
2k;
2° 33 4|
Cie AthCy Sette a2 — 9
2 1 2

Because
2 -3 4
AP BoC) <1«:—2inee3
2 1 2
= 2(=4 3) £3024 6)44(1 4) = 429
As simple as that.

Properties of scalar triple products

by, by b;, dx ay az
(a) B-(CxA)=|Q G GI=-l& GY &
a, ay a, by by b,

since interchanging two rows in a determinant reverses the sign. If we now

interchange rows 2 and 3 and again change the sign, we have
A, Gy az
B-(CxA)=|by by b,;=A-(BxC)
Cy Cy Cz

A- (Bx C) =B-(Cx A) =C-(AxB)

i.e. the scalar triple product is unchanged by a cyclic change of the vectors
involved.
by by b; a, Ay a

Cy Cy Cz Cy Cy Cz

’. B-(Ax
C) =—-A- (Bx C)

i.e. a change of vectors not in cyclic order, changes the sign of the scalar
triple product.
ay ay az

(c) A-(Bx A) =|b, b, bz|=0 since two rows are identical.

ay ay az

> A-(Bx A) =B- (Cx B) =C- (Ax C) =0 >

220 Vector Analysis

Example
If A=i+2j+3k; B= 2i- 3j+k; C = 3i+j —2k

ABIC) nea x A) = acne

Con

be Auth XC) 252) GotAB) 2252

Because
| a, 3
A-(Bx©)=|2 -3 +3(2+9) =52
1)=1(6—1)—2(-4—3)
3 1 -—2

C- (B x A) is not a cyclic change from the above. Therefore

C-(Bx A) = —A.- (Bx C) = —52

Coplanar vectors
The magnitude of the scalar triple product |A - (B x C) |is equal to the volume
of the parallelepiped with three adjacent sides defined by A, B and C.

The scalar triple product A- (B x C) = A-(BCsin@n) = ABCsin@ cos ¢ where n

is a unit vector perpendicular to the plane containing B and C, @ is the angle
between B and C and ¢ is the angle between A and n. Therefore
| A- (BxC) | = ABC | sin@ cos
¢|
Notice that in the figure both 6 and ¢ are drawn as acute but in the general
case this may not be so. Now, BC |sin@| is the area of the parallelogram
defined by B and C. The altitude of the parallelepiped is A |cosé| and so
ABC | sin 6 cos ¢ |is the volume of the parallelepiped with three adjacent sides
defined by A, B and C.
Consequently if A- (Bx C) =0 then the volume of the parallelepiped is
zero and the three vectors A, B and C are coplanar.

Example 1
Show that A=i+ 2j-3k; B= 2i—j+ 2k; and C = 3i+j—kare coplanar.
We just evaluate A> (Bi C= ae and apply the test.
Vectors 221

Because

i >
AS (BSC)(2., =—1 2|= 1(1 — 2) — 2(-2 — 6) — 3(2 + 3) =0.
3) |

Therefore A, B, C are coplanar.

Example 2
If A= 2i—-j+3k; B=3i+2j+k; C=i-+pj+
4k are coplanar, find the
value of p.
The method is clear enough. We merely set up and evaluate the determinant
and solve the equation A - (B x C) =0.

Because

2 =1; 3

il p 4

MKS psd 21) 3G = 2)290+ Sa Tees +21 eo p S38

One more.

Example 3
Determine whether the three vectors A= 3i+2j—k; B= 2i—j+ 3k;
C =i — 2j + 2k are coplanar.
Work through it on your own. The result shows that

[ A, B, C are not coplanar

Because
Sa pe" eh
in this case A“(Bx C)=\2. =1 i= 13
1 —2 2

5 AABx.C) 20 -. A, B, C are not coplanar.

Now on to something different
222 Vector Analysis

Vector triple product of three vectors

If A, B and C are three vectors, then

A x (BxC)
are called the vector triple products.
and (A x B) x C

Consider Ax (Bx C) where A=a,i+aj+ak; B=b,i+b,j+b.k and

C=ci+Gj+ ck.

Then (BxC) is a vector perpendicular to the plane of B and C and

Ax (BxC) is a vector perpendicular to the plane containing A and
(B x C), i.e. coplanar with B and C.
Note that, similarly, (A x B) x C is coplanar with A and B and so in general
A x (Bx C) 4 (Ax B) x C.
Now

1
; b, bz| .|by bz| . |bx By
Cy Cz Cy Cz Cx Cy
Cy Cy Cz

i j k
ax ay az
Then Ax(BxC)=
by b, by b; by b,

Gy G GanG, &X G

i j k
ay ay az

by Del |Ds Da Ds by

Gy Gane Cx Cy

In symbolic form, further expansion of the determinant becomes somewhat

tedious. However a numerical example will clarify the method.
Make a note of the definition above and then go on to the next frame

Example 1
If A= 2i-3j+k,; B=i+2j—k; C=3i+j+3k; determine the vector
triple product A x (B x C).
We Start off with Bx CG=............
Vectors
223

he B x C= 7i- 6j —5k i

Because

ta es ae 5
B GL it Sy = i(6+ 1) -j(3+3)+k(1-6)
0 3 = 7i — 6j — 5k

A x (Bx C) = 214+ 17j + 9k

Because

a od
Ax(BxC)=|2 -3 1
7 =6 5
= i(15 + 6) —j(—10 — 7) + k(—12 + 21)
= 21i+ 17j+ 9k
That is fundamental enough. There is, however, an even easier way of
determining a vector triple product. It can be proved that
A x (B x C) = (A: C)B—-
(A- B)C
and (Ax B)xC=(C-A)B-—(C-B)A (11)

Make a careful note of the expressions: then we will apply the method to the
example we have just compieted.

A= 2i-3j+k; B=i+2j—k; C=3i+j+3k and

we have
A x (B x C) = (A- C)B—- (A- B)C
= (6—3+3)(i+
2j —k) — (2-6 —-1)(3i+j+ 3k)
= 6(i+ 2j —k) + 5(314+ j + 3k)
= 21i+ 17j+ 9k

which is, of course, the result we achieved before.

Here is another.

Example 2
If A= 3i+2j—2k; B=4i-—j+3k; x B) x C
C= 2i-—3j+k determine (A
using the relationship (A x B) x C= (C-A)B—(C-B)A.
(A Bix, Coe reste
—_————————
LL
224 Vector Analysis

—50i — 265 + 22k

Because

(A x B) x C=(C-A)B-(C-B)A
= (6 —6 —2)(4i -j + 3k) — (8 +3 + 3)(3i + 2j — 2k)
— —2(4i — j + 3k) — 14(3i + 2j — 2k)
= —50i— 26f 422k
Now one more.

Example3
IfA=i+3j+2k; B=2i+5j—k; 3k
C=i+2j+
Ax (BSC) =o cage aos
(ASC Bc Ca) feo eo

Finish them both.

A x (Bx C) = 11i+ 35j — 58k

(A x B) x C = 171+ 38j — 31k
Because
A x (B x C) = (A- C)B— (A - B)C
= (1+6+4 6)(2i+ Sj —k) — (24+ 15 — 2)(i+ 2j + 3k)
= 13(2i+ 5j — k) — 15(44+ 2j + 3k)
= 11i+ 35j — 58k
and
(A
x B) x C=(C-A)B-(C-B)A
= (1+ 6+ 6)(2i + Sj —k) — (2+ 10 —- 3)(44 3j 4+ 2k)
= 13(21 + Sj — k) — 9(44+ 3j 4 2k) = 1714 38j — 31k
These two results clearly confirm that
A x (Bx C) 4 (Ax B) x C so beware!

Before we proceed, note the following concerning the unit vectors.

(a) =(ixj)=k
ix (ix j)=ixk=-j
. ix Gxp=-j
(bf) (ixi) xj=()xj=0
LE SD ey pO)
and once again, we see that
ix (axj A(x)xj
i
On to the next
Vectors
225

Finally, by way of revision:

Example 4
If A= Si— 2j+ 3k; B=3i+j-
2k; C =i-—3j+
4k; determine
(a) the scalar triple product A - (B x C)
(b) the vector triple products (1) A x (B x C)
(2) (Ax B) x C.

Finish all these and then check with the next frame

(a) A-(BxC)=_12 |
(b) (1) A x (Bx C) = 624 + 44j — 74k
(2) (Ax B) x C = 1094 + 7j — 22k

Here is the working.

5 lo}
B\VAIRe C213; . 1. =2
1 aera ed
= §(4-6)+2(12
+ 2) +3(-9 — 1) = -12
(b) (1) Ax (Bx C) = (A-C)B-(A-B)C
= (5+ 64 12)(3i+j
— 2k)
(15 —2 —6)(i — 3j + 4k)
= 23(3i +4 — 2k) — 7(i — 3j + 4k)
= 621 + 44j — 74k
(2) (Ax B) x C=(C-A)B-(C-B)A
= 23(3i1+ j — 2k) — (—8)(5i — 2j + 3k)
= 1091 + 7j — 22k

5)Review summary
1 A scalar quantity has magnitude only; a vector quantity has both
magnitude and direction.
2 The axes of reference, OX, OY, OZ, are chosen so that they form a right-
handed set. The symbols i, j, k denote unit vectors in the directions OX,
OY, OZ, respectively.
=r = Va? +b? +2
If OP = ai + bj + ck, then |OP|
3 The direction cosines |l,m,n| are the cosines of the angles between the
vector and the axes OX, OY, OZ respectively.
a b Cc 5
For any vector: !=—,m=—,n=—; and 12 +m*+n*=1
r
226 Vector Analysis

4 Scalar product (‘dot product’)

a-b =abcosé where 4 is the angle between a and b.
If a=ai+ aj + a3k and b = byi + boj + b3k
then a:b = a,b; + azb2 + a3b3

5 Vector product (‘cross product’)

a x b = (absin@) in direction perpendicular to a and b, so that a, b and
(a x b) form a right-handed set.
i api tk
Alsoaxb=/|a, ad 43
bi bz bz

6 Angle between two vectors

cos 6 = Il! + mm' + nr’
For perpendicular vectors, /I/ + mm' + nn’ = 0

If A= a,i+ aj+a,k; B= b,i+ bj+ bk; C=Gi+oGj+ck; then we have

the following relationships.

7 Scalar product (dot product) A-B=ABcosé@

A-B=B-A_ and A-(B+C)=A-B+A-C
If A-B=O0OandA, B4Othen ALB.
8 Vector product (cross product) A x B= (ABsiné)n
n = unit normal vector where A, B, n form a right-handed set.
Ley ok
AxB=|a, dy @
by by bz

Ax B=-—(Bx A) andAx (B+C)=AxB+AxC

9 Unit vectors
(a) i-i=j-j=k-k=1
i-j=j-k=k-i1=0.
(b) PUxi=jxj=kxk=0
ixj=k, jxk=i, kxi=j.

10 Scalar triple product A: (Bx C)

dx ay a
A-(BxC)=|b, by, b,
Ci spe
A.(BxC)=B-(Cx
A) =C-(AxB)
Unchanged by cyclic change of vectors.
Sign reversed by non-cyclic change of vectors.
11 Coplanar vectors A-(BxC)=0.
Vectors
227

12 Vector triple product Ax (Bx C) and (Ax B)xC

A x (B x C) = (A. C)B-(A-B)C
and (A x B) x C=(C- A)B— (C-B)A.
Now you are ready for the Can You? checklist and Test exercise.

So off you go

f4 Can You?
Checklist 7
Check this list before and after you try the end of Program test.
On a scale of 1 to 5 how confident are you that you can: Frames
e Define a vector? (7) oC)
Yes al | i LJ No
e Represent a vector by a directed straight line? Ce)» Go)
Yes te a No
e Add vectors? to (47)
Yes | Gi & tial No
e Write a vector in terms of component vectors? (48) (Bo)
Yes O LJ J LJ | No
e Write a vector in terms of component unit vectors? (B17)
>(35)
Yes * | i No
e Set up a coordinate system for representing vectors? (Ge) (Bs)
Yes [ it) | LJ a No
e Obtain the direction cosines of a vector? (39)
to(40)
Yes [ L] ha No
e Calculate the scalar product of two vectors? a
Yes | | bal No
e Calculate the vector product of two vectors? » GZ
(47)
Yes ie ] No
e Determine the angle between two vectors? > Ga)
(3)
Yes | 4 eh No

e Evaluate the direction ratios of a vector?

Yes [ [ No
e Obtain the scalar and vector triple products and appreciate
their geometric significance? (60) 0 (75)
Yes | No
es
228 Vector Analysis

§& Test exercise 7

Take your time: the problems are all straightforward so avoid careless slips.
Diagrams often help where appropriate.
1 If OA = 44 + 3j, OB = 64 — 2j, OC = 2i — j, find AB, BC and CA, and deduce the
lengths of the sides of the triangle ABC.
Find the direction cosines of the vector joining the two points (4, 2, 2) and
(7, 6, 14).
If a = 2i+ 2j —k and b = 3i — 6j + 2k, find (a) a- b and (b) a xb.
If a = 5i+ 4j + 2k, b = 4i — 5j + 3k and c = 2i —j — 2k, where i, j, k are the
unit vectors, determine:
(a) the value of a-b and the angle between the vectors a and b
(b) the magnitude and the direction cosines of the product vector (a x b) and
also the angle which this product vector makes with the vector c.
Find (a) the scalar product and (b) the vector product of the vectors
A= 3i-2j+4k and B=i+
Sj — 2k.
If A= 21+3j-—5k; B=3i+j+2k; C=i-—j-+
3k; determine
(a) the scalar triple product A - (B x C)
(b) the vector triple product A x (B x C).
Determine whether the three vectors A = 2i+ 3j+k; B =1i—- 2j+ 2k;
C = 3i+j+ 3k are coplanar.

& Further problems 7

The centroid of the triangle OABis denoted by G. If O is the origin and
OA = 41 + 3j, OB = 6i — j, find OG in terms of the unit vectors, i and j.
Find the direction cosines of the vectors whose direction ratios are (3, 4, 5) and
(1, 2, —3). Hence find the angle between the two vectors.
Find the modulus and the direction cosines of each of the vectors 3i + 7j — 4k,
i — Sj — 8k and 6i — 2j + 12k. Find also the modulus and the direction cosines
of their sum.
If a= 2i+4j-—3k and b=i+3j+2k, determine the scalar and vector
products, and the angle between the two given vectors.
If OA = 2i + 3j —k and OB = i — 2j + 3k, determine:
(a) the value of OA-OB
(b) the product OA x OB in terms of the unit vectors
(c) the cosine of the angle between OA and OB
Find the cosine of the angle between the vectors 2i + 3j — k and 3i — Sj + 2k.
Find the scalar product (a-b) and the vector product (a x b), when
(a) a=i+ 2j—-k, b= 2i+ 3j+k (b) a= 21+ 3j + 4k, b = Si- 2j+k
>
Vectors 229

8 Find the unit vector perpendicular to each of the vectors 2i— j+k and
3i + 4j — k, where i, j, k are the mutually perpendicular unit vectors. Calculate
the sine of the angle between the two vectors.
9 IfA is the point (1, —1, 2), Bis the point (—1, 2, 2) and C is the point (4, 3, 0),
find the direction cosines of BA and BC, and hence show that the angle
ABC = 69°14’,
10 If a=3i—j-+ 2k, b =i+ 3j—2k, determine the magnitude and direction
cosines of the product vector (a x b) and show that it is perpendicular to a
vector c = 91 + 2j + 2k.
11 aand b are vectors defined by a = 8i + 2j — 3k and b = 3i — 6j + 4k, where i,
j, k are mutually perpendicular unit vectors.
(a) Calculate a-b and show that a and b are perpendicular to each other.
(b) Find the magnitude and the direction cosines of the product vector a x b.
12 If theposition vectors of P and Q are i + 3j — 7k and Si — 2j + 4k respectively,
find PQ and determine its direction cosines.
13 If position vectors, OA, OB, OC, are defined by OA=2i-—j+3k,
OB = 3i+ 2j — 4k, OC = —i + 3j — 2k, determine:
(a) the vector AB
(b) the vector BC
(c) the vector product AB x BC
(d) the unit vector perpendicular to the plane ABC.
14 lfA=2i+
3j —4k; B= 31+ 5j+ 2k; C=i-—2j+
3k; determine
A- (Bx C).
158 IfA=2i+j-—3k, B=i-2j+
2k; C=3i+2j—k; find Ax (Bx C).
16 IfA=i-2j+3k; B=2i+j-2k; C=3i+2j+k; find
(a) Ax(BxC); (b) (Ax B)xC.
17 Find the scalar triple product of
(a) A=i+2j-—3k; B=2i-—j+4k; C=3i+j-
2k.
(ob) A=2i-3j+k, B=3i+j+2k,; C=i+
4j- 2k.
(c) A=—2i+3j-2k; B=3i-—j+3k; C=2i-—5j+KkK.
18 Find the vector triple product A x (B x C) of the following.
(a) A=3i+j-—2k; B=2i1+4j+3k, C=i-2j+k.
(b) A=2i—-j4+3k; B=i+4j-—5k; C=3i-2j+Kk.
(c) A=4i+2j-3k; B=2i-3j+2k; C=3i—3j+Kk.
19 Determine the value of p such that the three vectors A, B, C are coplanar when
A= 2i+j+4k; B=3i+2j+pk; 2k.
C=i+4j+
20 IfA=pi-6j—3k; B=4i+3j—-k, C=i-3j+2k
(a) find the values of p for which
(1) A and B are perpendicular to each other
(2) A, B and C are coplanar.
(b) determine a unit vector perpendicular to both A and B when p = 2.
 Frames

Vector jto} 68 |

differentiation
Learning outcomes
When you have completed this Program you will be able to:
Differentiate a vector field and derive a unit vector tangential to the vector
field at a point
Integrate a vector field
Obtain the gradient of a scalar field, the directional derivative and a unit
normal to a surface
Obtain the divergence of a vector field and recognise a solenoidal vector
field
Obtain the curl of a vector field
Obtain combinations of div, grad and curl acting on scalar and vector
fields as appropriate

230
Vector differentiation
231

Differentiation of vectors

In many practical problems, we often deal with vectors that change with time,
e.g. velocity, acceleration, etc. If a vector A depends on a scalar variable t, then
A can be represented as A(t) and A is then said to be a function of t.
eA =a: ayj+a,k then ay, ay, a, will also be dependent on the
parameter tf.
i.e. A(t) = a,(t)i+ a,(t)j + a,(t)k

Differentiating with respect to t gives ............

d _d {a0} +15_d {a(t} rif iat)

7 AW} = igs
In short ae By ee
qe a dt”
The independent scalar variable is not, of course, restricted to ¢. In general, if u
is the parameter, then

If a position vector OP moves to OQ when u

becomes u + 6u, then as 6u — O, the direction
of the chord PQ becomes that of the tangent
to the curve at P, i.e. the direction of

is along the tangent to the locus of P.

du
_dA
du

A(u)

Example 1
If A = (3u2 + 4)i + (2u — 5)j + 4u°*k, then
dA
232 Vector Analysis

te = 6ui + 2j + 12u’k
du

2
GRAS yes
If we differentiate this again, we get aiden 6i + 24uk

Nap
When u = 2, oe 12i+2j+48k and —, = 6i+ 48k
du du

Because
dA
aula f12e AMY:
2 AGA21/2 ee IZAS2 Lza= 49 52

and d°A
ata {6°2 4+ 48°)
211/2* = (2340) 1/2 = 46.37

Example 2
If F = isin 2t + je* + k(t? — 4t), then when t = 1
dF
Gp Gp
iad re ce

dF e 36

Gp = 200824 + 3e j—k

d°F
= —4sin 2i + 9e°j + 6k
dt2

From these, we could if required find the magnitudes of = and =

ar
TA ae ;ae
q@|a cc
rr
Vector differentiation 233

Because

sae ht(2 cos

Plage cos 2) 2)” ++ 9e°
9e® + 1}1/2

= {0.6927 + 3631 + 1}1/” = 60.27

d°F
and aqz| = {(-4 sin 2)”2 4.Ble? 4.36}
= {13.23 + 32,678 + 36}'/* = 180.9
One more example.

Example 3
If A= (u+3)i—(2+u7)j + 2u°k, determine
dA dA se aA
du (b) du2 (©) du du2 ike
Work through all sections and then check with the next frame

Here is the working. A= (u+3)i-—(2+u’)j+2u’k

dA,
(a) qu 717 24 t+Ou k
“ane Au =3,
ee
Gu 717 + 54k

(b) A 2j+12uk Atu=3 dA _ 2j + 36k

OE ce de Bae: reTaeciala]Bus
© Fa
|={1 +36 +2916)" = (2953)'/* = 54.34

= {44 1296}'/*= (1300)!/* = 36.06

The next example is of a rather different kind, so move on

Example 4
A particle moves in space so that at time ft its position is stated as
X= 2t+3, y=t?4+3t, z=t? + 2t?. We are required to find the components
of its velocity and acceleration in the direction of the vector 2i + 3j+4k
when f= 1.
First we can write the position as a vector r
r= (2t+ 3)i+ (7 4+30)j+ (0 + 227)k
Then, at ¢=1
234 Vector Analysis

dr dr :
ae
—— 21i + Sji + 7k;i df
a 2 ir 10k

Because

dr : 3 2

dr
ST3 Atg= = 1) at
—_ = 23 Hse Sylar
SI 7k

d’r i
and dz 2j+ (6t+ 4)k

d’r
*‘ Atta = 1: qe
a 21 \
bee 10k

Now, a unit vector parallel to 2i+ 3j + 4Kis ............

21+ 33+ 4k 1 ; :
— 2i+ 3j+4k
/4+9+16 39 | }

Denote this unit vector by I. Then

dr
the component of ar in the direction
ofI

1 (2 + 5) + 7k) - (24 +3)

= Sag +4k)

Because

il } il
—— (21 + 5j + 7k) - (21+
3) + 4k) ==—(44 154 28

Mie 4
V29
se thf!
2

Similarly, the component of a in the direction of I is

Vector differentiation
235

Because

d’r dr

1
= —= (2j + 10k)- (2i+ 3j + 4k)

= ——(6 +40)

Differentiation of sums and products of vectors

If A= A(uv) and B = B(u), then
dA
(a) © {cA}=c—
du
dA dB
(b) {A+B} =rae
‘dB dA
“du du
d
(d) G {Ax B}=Ax 7 +7 xB.
These are very much like the normal rules of differentiation.
However, if A(u) - A(u) = a2 +. a? + a? = |A/’ = A? is a constant then
d d d
a {A(u) - A(u)} = A(u) - (u)} + A(u)ere
wsfe
= ZA, )-< (a(w)} ==< {A} ==

Assuming that A(u) #0, then since A(u) Au )} =0 it follows that \/

A(u) and = {A(u)} are perpendicular vectors because

236 Vector Analysis

Now let us deal with unit tangent vectors.

Unit tangent vectors

We have already established in Frame 3 of this
Program that if OP is a position vector A(u)
in space, then the direction of the vector P

denoting <{A(u)} is
fe) A(u)

parallel to the tangent to the curve at P

Then the unit tangent vector T at P can be

found from

lA)
< caw} Seg”
In simpler notation, this becomes:
If r = d,i + a,j + ak then the unit tangent vector T is given by
_ dr/du
~ |dr/du|

Example 1
Determine the unit tangent vector at the point (2, 4, 7) for the curve with
parametric equations x = 2u; y = u2 + 3; z= 2u? +5.
First we see that the point (2, 4, 7) corresponds to u = 1.
The vector equation of the curve is

¥ = dyi + ayj + a,k = 2ui + (u’ + 3)j + (2u? +5)k

Vector differentiation 237

ee :
ie= 21+ 2uj + 4uk

and at u= 1, m= 24 +2) + 4k

Because
dr
= {444416}?
= 2417 ~2V6
du
dr
T— du 2i + 2j+ 4k a
ar] 3v6 +j+ 2k}
= — = 1

du
Let us do another.

Example 2
Find the unit tangent vector at the point (2, 0, 7) for the curve with
parametric equations x = 2sin@; y= 3cos@; z= 20.
We see that the point (2, 0, 7) corresponds to 6 = 7/2.
Writing the curve in vectorform r= 6-5. <+.:.

r= 2sin0i+3cos6j+
26k

Then, at §@=1/2, =... Je ee

Finish it off
238 Vector Analysis

And now

Example 3
Determine the unit tangent vector for the curve
x=3t; y=2t?; z=t+t
at the point (6, 8, 6).
ODS VOUL OWS Las ire canes

_-!1 (3 4 914 5k
c fag ee )

The point (6, 8, 6) corresponds to t = 2

r= 3ti+ 2¢7j4+ (? +0)k
i or= 314 4th + (2t + )k
Att=2, r=6i+8j+6k and d(= 3i+
, ,
8j+5k
A | = (9+.64 +25)!” = VOB
dr/dt
ee ee1 13j- :
[drat] yog tt SITjee 8)

Partial differentiation of vectors

If a vector F is a function of two independent variables u and v, then the rules

of differentiation follow the usual pattern.
If F = xi + yj + zk then x, y, z will also be functions of u and v.
OR _ Ox OX. Oy ‘: Oe k
Then
Ou au: Bsau + Ou
OFF OX, me Ove. On
Dye ouneey hae
OF Ox. byay, : 02z
ae ou ow" oe
OF Px. Oye
av2 v2 ov2!* By
ou E Ox cn oy o k
Ouov OudV Ouov OuOov
and for small finite changes du and dv in u and v, we have
Vector differentiation
239

Example
If F = 2uvi + (u* — 2v)j + (u+v?)k

OF OF
< = 2vi+ 2uj + k; —— = 2ui — 2j + 2vk
Ou Ov
OF . O°F
ou2 25; auav :

This is straightforward enough.

Integration of vector functions

The process is the reverse of that for differentiation. If a vector F = xi + yj + zk
where F, x, y, z are expressed as functions of u, then
»b b b b
| Fdu=i| xdu+j| ydu +k| zdu.
a “ da a a

Example 1
If F= (3t? + 4t)i+ (2t — 5)j+ 4t°k, then
3 3 3 3
|Fat =i| Gr +4e)de+j| (2t~5)dr+k| af dt =... ©.clter
1 ] 1 1

42i — 2) + 80k

Because
3 3
|F dt = ite’PI ith sh) + Ke]
1 1
= (45i — 6j + 81k) — (3i— 4 +k) = 42i — 2j + 80k
Here is a slightly different one.

Example 2
If F = 3ui+ uj + (u+ 2)k
and V = 2ui — 3uj + (u— 2)k
2
evaluate |(F x V)du.
0
First we must determine F x V in terms of u.
240 Vector Analysis

|Fx V = (3 +12 + 6u)i— (u? — 10u)j — (2u° + 9u")k

Because
i j k
ExV=|3u w (u+2)
2u —3u (u—-2)
which gives the result above.
2
Then |(Be VU =o eee
JO

3{14i + 13j — 24k} |

Because

See 3 us yt ra P
[Rx v)du = (F+5+30)t
|— == |(5 si) ee, (5
ee +30 k

2
|(x V)du = (4+$+ 12) G - 20)j- (8+ 24)k
0)
=4{14i+
13j— 24k}

Example 3
If F= A x (B x C) where
A—8i-{(2i— 3)j44tk
B= 21+ 4tj+ 3(1-tH)k
Caen S37) = rk
1

determine |Fdt.
0)
First we need to find A x (B x C). The simplest way to do this is to use the
relationship
Vector differentiation
241

A-C = 6¢? — 6t? + 9f2 — 8 = #2

A=B = 6 +8f — 19¢4- 19 — 12f= 2

Then F=Ax (Bx C)

= t?{2i + 4tj + 3(1 — t)k} — 27 {2ti — 325 — 20k}

Finish off the simplification and complete the integration.

|a(204 + 132j + 75k}

Because

FPeAx(8xC)=(2C —4f)i+4r 46% )j4 Ge + e)k

Integration with respect to t then gives the result stated above.
Now let us move on to the next stage of our development

Scalar and vector fields

(x, y, 2) If every point P (x, y, z) of a region R

P(x, y, Z) of space has associated with it a scalar
quantity ¢(x, y, z), then (x, y, z) isa
scalar function and a scalar field is said
to exist in the region R.

Examples of scalar fields are temperature, potential, etc.

F (x,y,2) Similarly, if every point P (x, y, z) ofa

region R has associated with it a vector
P(x, y, Z) quantity F(x, y, z), then F(x, y, z) isa
vector function and a vector field is said
€ to exist in the region R.
a
iene
oe y
Zn
242 Vector Analysis

Examples of vector fields are force, velocity, acceleration, etc. F(x, y, z) can be
defined in terms of its components parallel to the coordinate axes, OX, OY,
OZ.
That is, FQ, y, z)=HKi+kj+ 2K.

Note these important definitions:

we shall be making good use of them as we proceed

Grad (gradient of a scalar function)

If a scalar function ¢(x, y, Z) is continuously differentiable with respect to its
variables x, y, Z, throughout the region, then the gradient of ¢, written grad ¢,
is defined as the vector
Oo. Ob, O¢
grad ¢ ax t yl Spee (12)
Z

Note that, while ¢ is a scalar function, grad ¢ is a vector function. For example,
if ¢ depends upon the position of P and is defined by ¢ = 2x*yz’, then

8 rad ¢ = 4xyz7i
Ve + 2x?z>¥J + 6x’yz’k
Me

Notation

The expression (12) above can be written

aos 0 : 0 0
aha lintig tks te

(Ohat O Or :
where (ii ky) is called a vector differential operator and is
oy
denoted by the symbol V (pronounced ‘del’ or sometimes ‘nabla’)
0 O O
Woe V=(i j k
(ix +i + =)
Beware! V cannot exist alone: it is an operator and must operate on a stated
scalar function ¢(x, y, Z).
If F is a vector function, VF has no meaning.
So we have:
O O O
Vop= = grad¢
grad@ = ( ala =)¢
(i—+j—+k—}¢

Op ,0¢ KeOd (13)

is |
Ox ae Oy cs Oz
Make a note of this definition and then let us see how to use it
Vector differentiation
243

Example 1
If 6 = xyz + xy*z?, determine grad ¢ at the point Py E32):

By the definition, grad d= Vo = ae, = ag = are

Ox Oy OZ
All we have to do then is to find the partial derivatives atx=1,y=3,z7=2
and insert their values.

4(214
+ 8j+ 18k)
Because

@ = xyz + xyz ‘i ee 2xyz? + y?2"

Ox
OP
ay =_ X°Z°
12.3 + 2xyz
“ez Ob -7 Ot 2.0
ap 2 + 2X" 2 Z

Then, at (1, 3,2) COmagpesee ttaen@etngy

Ox Ox
A OY ye
oy oy
Od Oo
BE 36 + 36 ae

“. grad d= V¢ = 844 + 325 + 72k = 4(214 + 8] + 18k)

Example 2
If A=x?zi+xyj+y?zk
and B=yz*i+ xzj+x?zk
determine an expression for grad (A - B).
This we can soon do since we know that A - B is a scalar function of x, y and z.
Rirstetijetigy oA 0h tee ore:

4 xyzey)
LA. B = xyz? + xyz

Then <ViA7B) 80) 2.80

244 Vector Analysis

Qxyz(z2 +1 +yz)i+x2z(z2 +1 + 2yz)j + x*y(3z? + 14 2yz)k

Because
if 6 = A-B= (x2zi+ xyj + y?zk) - (yz°i + xzj + x°zk)

= XP EX ZEN

a = 2xyz? + 2xyz + 2xy?2” = 2xyz(z* +1+yz)

= =y7? eR 7 PON 2 = Kren)

Oo
= 3x7 yz? + x2y + 2x7y2z = x?y(3z? + 1 + 2yz)
VW (A-B) = 2xyz(z’ +14 yz)it+ x?z(2? + 1 + 2yz)j
x y(3z Sb eyzk
Now let us obtain another useful relationship.
ee If OP is a position vector r where
a r=xi+yj+zk and dr is a small
displacement corresponding to
3 changes dx, dy, dz in x, y, z respec-
tively, then
——
Oh M dr = dxi+dyj+dzk

If @(x, y, Zz) is a scalar function at P, we know that

0d. O00,ay 06
grad d¢=
p= Vo ee
Ox A By) oe k

Then grad ¢-dr =

Oe elo) 0@
d@¢@-dr @-dr =—eee
grad ets ie

Because
ce Od ‘ Odie Od '
grad@-dr (seis mh+ 7k) (dxi+ dyj+dzk)

_> Og To)
as dx iay© ay +5 7 az

= the total ae dé of é
That is
dé = dr - grad ¢
(14)
This will certainly be useful, so make a note of it
Vector differentiation
245

Directional derivatives
We have just established that z Q (r+ dr)
dé = dr- grad ¢ P(r) dr dz
If ds is the small element of arc between P (r) d S Wax
and Q (r+ dr) then ds = |dr|
dr dr
ds_ |dr|
dr
and a is thus a unit vector in the direction of dr.

eed¢ dr ,
ds ds ad?
d ‘
If we denote the unit vector = by a then the result becomes

d
5. =a: grad ¢

ae is thus the projection of grad ¢ on the unit vector a and is called the
directional derivative ot ¢ in the direction of a. It gives the rate of change of ¢

with distance measured in the direction of a and ue=a-grad¢ will be a

maximum when a and grad ¢ have the same direction, since then
a - grad ¢ =| a ||grad ¢ |cosé@ and 6 will be zero.
Thus the direction of grad ¢ gives the direction in which the maximum rate of
change of ¢ occurs.

Example 1
Find the directional derivative of the function ¢ = x?z
+ 2xy* + yz at the
point (1, 2, -1) in the direction of the vector A = 2i + 3j — 4k.

We start off with ¢ = x*z + 2xy” + yz?

246 Vector Analysis

Vo = (2xz + 2y”)i + (Axy + 27)j + (x? + 2yz)k

Because

Ob _ 2. Og |
By 7 ke + V's Emer iy Se)
Panis + 2 LZ

Then, at (1, 2, — 1)

Vo = (-24+ 8)i+ (8+ 1)j4+ (1 —4)k = 614+ 9j — 3k

Next we have to find the unit vector a where A = 21 + 3j — 4k

Because

A=2i+3j-4k ©. |A|=V4+9+16=v29
J A
a ees dk)
|A| 29
So we have V¢ = 61 + 9j — 3k eal (21 + 3j — 4k)
V29
d¢
ae ee

Because

Lee
ds =pa 4 3ji — 4k) )-- (64+
(61 + 9]ie— 3k )

il
Seed (1D 27) ee
V29 J29
That is all there is to it.
(a) From the given scalar function ¢, determine V¢.
(b) Find the unit vector a in the direction of the given vector A.

(c) Then a
do. a- Vo.
Vector differentiation 247

Example 2
Find the directional derivative of ¢ = xy + y2z + z2x at the point (1, — 1, 2) in
the direction of the vector A = 4i + 2j — Sk.
Same as before. Work through it and check the result with the next frame

3.43
ts
Because

op=x*y+y*2-z"x
", Vb = (2xy + 27)i + (x? + 2yz)j + (y? + 22zx)k
At (1, —1, 2), Vd=2i—3j+5k
A=4i+2j-5k .. |A|=V164+4+425
= V45.4.3V5
; 1
egies 3V5
ee |ay ne
j Sik)
de 1 a0 fg i
eto ae ae ee (2i — 3j + Sk)

1 iG anyCEE —23
a 43
7 BV ie 3V/5

Example 3
Find the direction from the point CL, de 0) pee gives the greatest rate of
increase of the function ¢@= (x + 3y)? + (2y — ie
This appears to be different, but it rests on the fact that the greatest rate of
increase of ¢ with respect to distarice is in

I the direction of vo |

All we need then is to find the vector V¢, which is

248 Vector Analysis

Vo = 4(2i+8j —k)

Because

b = (x4 3y)? + (2y -z)

Oo Oo To)
:
ag =
CT AINEae Was
5 eePetet Rh
4(2y—z);
aa
—=-2(2y-—Z
ee
‘
Ob Od Og
_ At Loy Bx =
—_ 8;0} Oy =
—_— 32;j dz =e

'. Vo = 8i + 32j — 4k = 4(2i+ 8j — k)

“. greatest rate of increase occurs in direction 2i + 8j —-k
So on we go

| 43 | Unit normal vectors

The equation of ¢(x, y, z)=constant represents a surface in space. For
example, 3x —4y+2z=1 is the equation of a plane and x7+y?+z*=4
represents a sphere centred on the origin and of radius 2.

If dr is a displacement in this surface,

then dé = O since ¢ is constant over the
surface.

Therefore our previous relationship dr - grad ¢ = dg becomes

dr - grad ¢=0
for all such small displacements dr in the surface.
But dr - grad ¢ =| dr || grad¢ |cos6 = 0.

2 ihe: 5 .. grad ¢ is perpendicular to dr, i.e. grad ¢ is a vector perpendicular

to the surface at P, in the direction of maximum rate of change of ¢ . The
magnitude of that maximum rate of change is given by |grad |.
The unit vector N in the direction of grad ¢ is called the unit normal vector
at P;

*. Unit normal vector

Vo
N=
| Vo |
(1S)
Vector differentiation
249

Example 1
Find the unit normal vector to the surface xy + 4x2? +
xy?z +2 =0 at the
point (1, 3,—1).

Vector normal = V¢ =

Vo = (3x°y + 42” + y?z)i + (x3 + 2xyz)j + (8xz + xy”)k

ihenpat( 1.3, — 1); Vo = 4i -Sj+k

and the unit normal at CooL) as

1
SNe
Tas | Ee Se
j+k)

Because

| Vo |= V164 254+1=
V42
Vo 1
and N= = 4i —5j+k
|Vo | Ji A
One more.

Example 2
Determine the unit normal to the surface

xyz + x*y — 5yz — 5 =O at the point (3, 1, 2).

All very straightforward. Complete it.

Unit normal = N =

Because
o=xyz+x’y
— 5yz—5
Vb = (yz + 2xy)i + (xz + x” — 5z)j + (xy — Sy)k
At (3, 1,2), ‘Vé=8i+5j—2k; |Vo|= V64+ 25 +4 = V93
: _ Uniti norma Ne
Vo 1
v6] = 753 |8i + 5jJ — 2k)
250 Vector Analysis

Collecting our results so far, we have, for ¢ (x, y, z) a scalar function

G@) grad =Vo =i

0
4 i+ Ek
3)

dy + Fez
¢ where d¢= soax+ Se
(b) dé = dr- grad

d A
(c) directional derivative < =a-grad¢

(d) unit normal vector N = ar

|Vol
Copy out this brief summary for future reference. It will help

Grad of sums and products of scalars

lige, ms a)
(a) viara=if Sara bsif Sarah ae{ 5 (4+3)}

lg OA OA. GA {2 OB.
|OBy.
={Rit SS hy Ox Toy} Oz \
~ V(A+B)=VA+VB
(b) V(AB) = if5-(4B)} + if (4B) ofkf5.aB)}

Al Ox
i
Ox
rifareey
Oy Oy
beklare
OZ
+B}
OZ

= 458 a5[Akt
OB
- hy {Bae@A. OA. bP_OA
rit Pol asK|
OB, 2B.
=e) ea j+ OB 0A, OA, @A
+ oy) az 2k \43) Si + Fitz}
‘. V(AB) = A(VB) + B(VA)
Remember that in these results A and B are scalars. The operator V acting on a
VCCLO Lan sataycee

has no meaning

Example
If A = x?yz + xz? and B = xy*z — z?, evaluate V(AB) at the point (2, 1, 3).
We know that V(AB) = A(VB) + B(VA)
Ata iea
Vector differentiation
251

VB = 3i+ 12j- 25k; VA =21i+12j4 16k|

oe ee B, OB ae :
Nalin he ay) +a K = y’zit 2xyzj + (xy — 327)k

= 3i+12j—25k at (2, 1, 3)
OA,
MA tre ilar
DAcwBA
ay it okie
pee:
(2xyz
+ 27)i + x?zj + (x2y+ 2xz)k

=211+12j+16k at (2, 1, 3)
Now V(AB) = A(VB) + B(VA) =
Finish it

|v(4B) = 3(—117i + 36j — 362k)

Because

V (AB) = A(VB) + B(VA)

A= x*yz + x2" “atte tse Ae 8 30
B = xy?z— 23 * atf2, 1,3) —B=6—272—>1
*. V(AB) = 30(3i + 12j — 25k) — 21(21i + 12j + 16k)
= —351i+ 108j — 1086k
= 3(—117i + 36j — 362k)
So add these to the list of results.
V(A+B) = VA+VB
V(AB) = A(VB) + B(VA)
where A and B are scalars.
Now on to the next page

Div (divergence of a vector function)

The operator V - (notice the ‘dot’; it makes all the difference) can be applied to
a vector function A(x, y, z) to give the divergence of A, written in short as div A.

If A= ai+ a,j + ak
io. © O : :
dvA=V-A= (12 +15 +key) (ad+ai+ak)

Oa, Oday Oa,

- div A =A =
dx | Oy | OZ
Note that
(a) the grad operator V acts on a scalar and gives a vector
(b) the div operation V- acts on a vector and gives a scalar.
252 Vector Analysis

Example 1
If A = x2yi — xyzj + yz7k then

[div A= VA = 2xy —x2-+2y2 |

We simply take the appropriate partial derivatives of the coefficients of i, j and

k. It could hardly be easier.

Example 2
If A = 2x*yi — 2(xy? + y?z)j + 3y?z*k, determine V - A, ie. div A.
Complete it. V- Asset

Because

A = 2x*yi — 2(xy” + y°z)j + 3y’2’k

_ Oday Ody , Oa,
Yo pe ee OF
= 4xy — 2(2xy + 3y?z) + 6y*z
= Ayxy — 4xy — 6y"z + 6y’z =0

Such a vector A for which V - A = 0 at all points, i.e. for all values of x, y, z, is
called a solenoidal vector. It is rather a special case.

Curl (curl of a vector function)

The curl operator denoted by Vx, acts on a vector and gives another vector as a
result.

If A = ayi + ayj + a,k, then curl A= V x A.

Cnr CU VAG Va wAG== (as tig tke) x (dyi

+ a,j + ak)

ign ok
ahes -O* a
OX, OV A0Z
a) Ge

.VxA=i ares +j Mang O22 i 12 Ody _ Oax

Oy Oz One Ox dx dy
Curl A is thus a vector function. It is best remembered in its determinant form, so
make a note of it.

If V x A= 0 then A is said to be irrotational.

eee Then on for an example

ee
Vector differentiation
253

Example 1

If A= (y* — x727)i + (x2 + y2)y — x*yzk, determine curl A at the point

‘ay 3, _ 2).

i j k
O 6) O
cur rA=VVe A = —
Dx =
dy —_
a7
yt Pea: x2 4 2 ~x2yz

Now we expand the determinant

pO.
vee x We Tred a6 Qe De +y aasd e | Oe 2 0
Radar aeReee }
x“yZz) a } Rped x“yZ) a7

bez aie a BY.

+l Sx +y") ay ee)!

All that now remains is to obtain the partial derivatives and substitute the
values of x, y, z.

2i — 8j — 106k

V x A=i{—x2z} = j{—2xyz +.2x?z} 4+ k{2x — 4y>}.

*. At (1,3, —2), VxA=i(2)—j(12-4)+k(2 — 108)
£53 #3) 106k

Example 2
Determine curl F at the point (2, 0, 3) given that

F = ze*i + 2xzcos yj + (x + 2y)kK.

In determinant form, curl F= V x F=

i j k
a a a

ze’ 2xzcosy x+2y

Now expand the determinant and substitute the values of x, y and z, finally
obtaining curl F=...:........
Lanne
een eener ee ee
254 Vector Analysis

curl F= V x F= —2(i+ 3k)

Because
V x F=if{2— 2x cosy} — j{1 — e”} + k{2z cosy— 2xze””}
- At (2,0,3) MoxFAi@=
4/2401 SIeek(6 —12)
ei ok = 201 3k)
Every one is done in the same way.

Summary of grad, div and curl

(a) Grad operator V acts on a scalar field to give a vector field.
(b) Div operator V- acts on a vector field to give a scalar field.
(c) Curl operator Vx acts on a vector field to give a vector field.
(d) With a scalar function $(x, y, Z)
. mi 06, .Oba
gradd= Vo= es
ygod
Bye +s az

(e) With a vector function A = ayi+ a,j +a,k

Ody Oay aE Od
1) div Ate Vea ee
eas: rete OXG VOY FOZ
Lie jtfak

(Oi CAVA baer eee

Ox Oy Oz
A, Ay az

Check through that list, just to make sure. We shall need them all

By way of revision, here is one further example.

Example 3
lf @ = xy? +x yz ye"
and F = xy*i — 2yzj+xyzk
determine for the point P (1, — 1, 2),
(a) V¢, (b) unit normal, (c) V-F, (d) VxE
Complete all four parts and then check the results with the next frame
Vector differentiation
255

Here is the working in full. ¢ = xy? + x3yz — yz?

a Wei 06, 0%, j d¢

ss Idle a ae
= (2xy* + 3x7yz)i + (2xy + x3z — 2?) + (x3y — 2yz)k
At(1,-1,2) V¢=-4i-4j+3k

=Ty¢l | Vo |= V164+ 164+9=V41

=|
= qq (Ai + 44 — 3k)

Oay o Oay 7.Oa;

(c) Paxy4i—2yzj+xyzk «= V- R=
OX, OV OZ
*, V-F=y*— 2z-+4-2xy
ARTI102), es
Prd eo ey
1nd Ab the
0 6) ]
(d) VxF=!5, ay Bz

xy* —2yz xyz|

* V x F=i(xz
+ 2y) —j(yz
— 0) + k(O— 2xy)
= (xz + 2y)i — yzj — 2xyvk
ACO,
= 1, 2) V x F=2j+2k . Vx F=29+k)
Now let us combine some of these operations.

Multiple operations
We can combine the operators grad, div and curl in multiple operations, as in
the examples that follow.

Example 1
If A = x7yi + yz3j — 2x°7k
O 0 ; a
then divA=V-A= (Zits! +o) C7 yi + yz>j — zx°k)
=27+274+x°=¢ say
Od, 9b, ,OG
Then _ grad (div A) = V(V -A)
i — . —
yi t ay! + Az k

= (2y + 3x?)i + (2x)j + (327)K

i.e. grad div A = V(V- A) = (2y + 3x?)i + 2x9 + 327k
Move on for the next example
Leen
eee ee — ————————
256 Vector Analysis

Example 2
If ¢ = xyz — 2y?z + x22”, determine div grad ¢ at the point (2, 4, 1).
First find grad ¢ and then the div of the result.
At (2, 4, 1), div grad 6=V - (Vo) =. 2-2

div grad d=6

Because we have ¢ = xyz — 2y?z + x72?

a
06,
abe
96,
a
,Ob

= (yz + 2x27) + (xz — 4yz)j + (xy — 2y” + 2x?z)k

‘. div grad 6 = V- (V¢) = 22” — 4z+ 2x?
*. At (2,4, 1), div grad 6=V-(V¢d) =2-—448=6

Example 3
If F = x*yzi + xyz?j + y?zk determine curl curl F at the point (2, 1, 1).
Determine an expression for curl F in the usual way, which will be a vector,
and then the curl of the result. Finally substitute values.
CurleCurieh— ee eee

curl curl F= V x (V x F) = i+ 2j + 6k

Because

nS ON Pays Boz
xeyz ixyZ y2Z
= (2yz — 2xyz)i+ x*yj + (yz? — x*z)k

i j k

Then = curl curl F= - os -

2YZ~ 2XYZ ROVE VZ paRe 2 sz

= 24 — (—2xz — 2y + Qxy)j + (Qxy — 2z + 2xz)k

so PRET, aL 10), curl curl F= V x (V x F) =i+ 2j + 6k

rr
ees
Vector differentiation
257

Remember that grad, div and curl are operators and that they must
act on a
scalar or vector as appropriate. They cannot exist alone and must be
followed
by a function.
One or two interesting general results appear.
(a) Curl grad @ where ¢ is a scalar

Od. Od. O¢
oe d¢g=ain ye aoe
Ines lioy K

*. curl grad @=|Ox

aaOy a@z
OR Oy Oz
-i{ 26 _ 28 . O*¢ Od aie Pd Hd

dyoz dzdyf \azax dxdz OxOy OyOx

=0
*. curl grad
¢ = V x (Vd)
=0

(b) Div curl A where A is a vector. A = ayi + ayj + ak

i) 4. )K
Oe 0.48
LAZ=V
CuLlA = VXSA = ay By Bz

dy Gy az
=
. (Oa, —
Oday
——_— ==
SV =
Cyie Ss
elee: k
Oay —
>)
(> a) 1(> 7m)+ (F oy

Then en div
di cur LA ==¥,-(Vi
Niel 4A)vial= jee
Ga lay ke
Dz -(V
x A)

a, a, 0a, Oa Oa, Ora,

OxOy OzOx OXxOy Oydz OZOxX Oydz
==)
Pome Cur Aa V3 (V A) = 0

(c) Div grad o where ¢ is a scalar

Od, 9%, , OO k
grad @ = ax oy Bz

Then div grad ¢= V - (V¢)

0.0. B\. 106, bv, G6
a (ig +i5+ks | (seas sek)
_ Fb Od
~ 0x2 Oy? Az?

*. div grad ¢=V-(V¢) =a

Pb t Pb
Bet Po
oe

= V*¢, the Laplacian of ¢

The operator V” is called the Laplacian.
258 Vector Analysis

So these general results are

(a) curl grad ¢ = V x (V¢) =0
(b) div curl A= V-(V x A) =0
Oo | Po meee
ro
(c) div grad = V- (VO)=
Ox + By? or
That brings us to the end of this particular Program. We have covered quite a
lot of new material, so check carefully through the Review summary and
Can You? checklist that follow: then you can deal with the Test exercise.
The Further problems provide an opportunity for additional practice.

Review summary
WN
1 Differentiation of vectors
If A, dy, dy, az are functions of u
dA a da Xx i+ da Ve mi da Z
dus du du > du s
2 Unit tangent vector T
dA
a iis

3 Integration of vectors
b b b b
|Adu=i| a.du+j] a, du +k |a, du
a a a

4 Grad (gradient of a scalar function @)

grad dd=
06,
d= Vo - ax
06, j O¢ k
@yit

‘del’= operator V = (iz.+ pl 2 kK.)

Ae io, a A
(a) Directional derivative a =a-graddé=a-Vo where a is a unit

vector in a stated direction. Grad ¢ gives the direction for maximum

rate of change of ¢.
(b) Unit normal vector N to surface ¢(x, y, z) = constant.
pk:
|Vo |
Vector differentiation
259

5 Div (divergence of a vector function A)

Oa " Sse at
divA=V-A=
aa as Fs
If V -A=0 for all points, A is a solenoidal vector.
6 Curl (curl of a vector function A)

a Lg beh
arlA = Win 'A ele a ao
Ox Op Oz
ay dy ay

If V x A=0 then A is an irrotational vector.

7 Operators
grad (V) acts on a scalar and gives a vector
div (V-) acts on a vector and gives a scalar
curl (Yx) acts on a vector and gives a vector
8 Multiple operations
(a) curl grad 6 = V x (V¢) =0
"div carl A = V-(V x7A)=0
mpi
(c) div grad 9=V-(V¢) = = i = a

= V*¢, the Laplacian of ¢

&4 Can You?

Checklist 8

Check this list before and after you try the end of Program test.

On a scale of 1 to 5 how confident are you that you can: Frames

e Differentiate a vector field and derive a unit vector tangential

to the vector field at a point? ee
Yes J | LJ LJ | No
e Integrate a vector field? (22) (3)
Yes | | L | No
e Obtain the gradient of a scalar field, the directional derivative
and a unit normal to a surface? (29) (50)
Yes LJ No
260 Vector Analysis

e Obtain the divergence of a vector field and recognise a

solenoidal vector field? G1)» G3)
Yes No

e Obtain the curl of a vector field? G3)~- G2)

Yes No

e Obtain combinations of div, grad and curl acting on scalar and

vector fields as appropriate? to(64)
(60)
Yes | No

& Test exercise 8

1 IfA=(u?+5)i- (uw? + 3)j + 2u’k, determine
dA d’A dA
(a)du
: () =z;
du
(c) |—}
() S
allvatw—=2.

2 Determine the unit tangent vector at the point (2, 4, 3) for the curve with
parametric equations
x=2u- y=u+3; z=4u* —u.
3 IfF=2i+4uj+u2k and G=v7i-—2uj+ 4k, determine
2
|(F x G)du.
0
4 Find the directional derivative of the function ¢ = x’y — 2xz* + yz at the point
(1, 3, 2) in the direction of the vector A = 3i+ 2j — kK.

5 Find the unit normal to the surface ¢ = 2x°z + x*y? + xyz — 4 = 0 at the point
CRO:
6 IfA=x?yi+ (xy +yz)j+xz2k; B= yzi— 3xzj + 2xyk; and
b = 3x*y + xyz — 4y7z? — 3; determine, at the point (1, 2, 1)
(a) Vd; (b) V-A; (c) V xB; (d) grad div A; (e) curl curl A.
Vector differentiation
261

Further problems 8
1 If F = xi + (3x + 2)j+sinxk, find
dE dF dF d
(C) a

If F = ui + (1 — u)j + 3uk and G = 2i — (1 + u)j — uk, determine

(a) ay (F &)i (b) au (FX &)
(C) ay eS):
Find the unit normal to the surface 4x?y? — 3xz? — 2y*z + 4 = 0 at the point
(ew OL oy
Find the unit normal to the surface 2xy” + y2z + x?z—11=0 at the point
(2915.3).
Determine the unit vector normal to the surface
xz” + 3xy — 2yz* +1 =0 at the point (1, —2, — 1).
Find the unit normal to the surface xy — 2yz? + y?z = 3 at the point (2, — 3, 1).
Determine the directional derivative of ¢ = xe” + yz* + xyz at the point (2, 0, 3)
in the direction of A = 3i— 2j +k.
Find the directional derivative of ¢ = (x + 2y + z) —(x-y- z)° at the point (2,
1, —1) in the direction of A = i — 4j + 2k.
If F = 4¢°i — 2t?j + 4tk, determine when t = 1
2
(a) = (b) = (Cc) SF -F).
If 6 = x’ sinz + ze” find, at the point (1, 3, 2), the values of
(a) grad @and (b) |grad ¢|.
Given that = xy” + yz” — x”, find the derivative of ¢ with respect to distance at
the point (1, 2, — 1), measured parallel to the vector 2i — 3j + 4K.
Find unit vectors normal to the surfaces x*+y?—z7+3=0 and
xy —yz+zx —10=0 at the point (3, 2, 4) and hence find the angle between
the two surfaces at that point.
13 If r = (t? + 3t)i—2sin 3tj + 3e"%k, determine
dr ar dr
(a) de’ (b) df’ (c) the value of ar2 alt t¢ =O),

14 (a) Show that curl (—yi+ xj) is a constant vector.

(b) Show that the vector field (yzi + zxj + xyk) has zero divergence and zero
curl.
If A = 2xz7i — xzj+ (v + z)k, find curl curl A.
16 Determine grad ¢ where ¢ = x? cos(2yz — 0.5) and obtain its value at the point
(Lee iil
nnn LEE
je
Vector Frames
tof

integration
Learning outcomes
When you have completed this Program you will be able to:
e Evaluate the line integral of a scalar and a vector field in Cartesian
coordinates
Evaluate the volume integral of a vector field
Evaluate the surface integral of a scalar and a vector field
Determine whether or not a vector field is a conservative vector field
Apply Gauss’ divergence theorem
Apply Stokes’ theorem
Determine the direction of unit normal vectors to a surface
Apply Green’s theorem in the plane

263
264 Vector Analysis

We dealt in some detail with line, surface and volume integrals in an earlier
Program, when we approached the subject analytically. In many practical
problems, it is more convenient to express these integrals in vector form and
the methods often lead to more concise working.

Line integrals
Let a point P on the curve c joining A
and B be denoted by the position
vector r with respect to a fixed origin
OF
If Q is a neighboring point on the
curve with position vector r+ dr,
then PQ = dr.
The curve c can be divided up into
many (n) such small arcs, approximat-
ing to drj, drz, dr3... dry)... so that

AB = ss dr,
p=1

where dry is a vector representing the element of arc in both magnitude and
direction.

Scalar field
n

If a scalar field V exists for all points on the curve, then Ss V dr, with dr — 0,
p=1
defines the line integral of V along the curve c from A to B,

i.€. line integral — |Vdr

JC

We can illustrate this integral by

erecting a continuous ordinate pro-
portional to V at each point of the
curve. |Vdr is then represented
&

by the area of the curved surface

between the ends A and B of the
CUIVE C,
To evaluate a line integral, the integrand is expressed in terms of x, y, Z, with
Ci Sain async
Vector integration 265

dr = idx +jdy+kdz

In practice, x, y and z are often expressed in terms of parametric equations of a

fourth variable (say u), i.e. x = x(u); y=y(u); Z = z(u). From these, dx, dy and
dz can be written in terms of u and the integral evaluated in terms of this
parameter wu.
The following examples will show the method.

Example 1

If V = xy7z, evaluate |V dr along the curve c having parametric equations

Cc

xX = 3u; y = 2u*; z =u? between A (0, 0, 0) and B (3, 2, 1).

V = xyz = (3u)(4u*)(u>) = 12u8
dr=itdx+jdytkdz=........<.,

dr =i3du+j4udu+k3u?du |

Because
omarotlix NAGS ONG!
veur,- ~ dy=4udu
z=u, .. dz=3u? du
Limits: A (0; 0; @)» corresponds to v= 14 0.008
B(3, 2, 1) cormesponds to US... acs

|A(0.0.0) =%=,0° B(3,2,1)Sv=—4.

Finish it off

Because
1

|Vedra ie |(i3u° du +4 4u? du +k 3u'° du)

c JO
above.
which integrates directly to give the result quoted
Now for another example.
266 Vector Analysis

Example 2

If V=xy+ yz, evaluate |V dr along the curve c defined by

(e

x= t?; y = 2t; between A (0, 0, 5) and B (4, 4, 7).

z=t+5
As before, expressing V and dr in terms of the parameter t we have

|V=6°+20t?; dr=i2tdt+j2dt+k dt

Because

V =xy+y’z = (t)(2t) + (4t7)(t + 5) = 6f° + 2087.

Also x = t? dx = 2tdt
Ved dy = 2dt -. dr =idx+jdy+kdz
Z=t5 “dz=d =i2tdt+j2dt+kdt

|Var=| (6t? + 20t7)(i2t+42+k) dt

(@ (es

LAmaits: ACO) Oy 5) ss li tae nee

BA ease? = CS eee

A.(0,0,
5).= tO) eBudeas7y=
1 S2

2
|Vdr=| (6t? + 20t2)(42t +j2 +k) dt
Oke 10)

= ere Complete the integration.

8
75 (4441 + 290j + 145k)

2
|Vdr=2 |{(6t* + 2083)i + (6t3 + 2082)j + (3t3 + 10t2)k} dt
JC JO

The actual integration is simple enough and gives the result shown. All line
integrals in scalar fields are done in the same way.
nn nn nnn
SS SSS
Vector integration
267

Vector field
If a vector field F exists for all points of
the curve c, then for each element of
arc we can form the scalar product
F- dr. Summing these products for all
n

elements of arc, we have SOF. dr,

p=1

Then, if dr, — 0, the sum becomes the integral |F. dr,

Cc
i.e. the line integral of F from A to B along the stated curve

=| Far
Cc

In this case, since F- dr is a scalar product, then the line integral is a scalar.
To evaluate the line integral, F and dr are expressed in terms of x, y, z and
the curve in parametric form. We have
F= F,i+ F,j+ Fk
and dr=idx+jdy+kdz
Then F.- dr= (F,i+ F,j+ Fk) - (idx+jdy+kdz)
= F, dx + F, dy + F, dz

|F.dr= |Fax + |F, dy + |F,dz

&E Cc c c

Now for an example to show it in operation.

Example 1

If F = x*yi + xzj — 2yzk, evaluate |F. dr between A (0, 0, 0) and B (4, 2, 1)

c

along the curve having parametric equations x = 4t; y = 2t?; z=0.

Expressing everything in terms of the parameter t, we have
268 Vector Analysis

F = 32t*1+ 4t*j —4°k

dx=4dt; dy=4tdt; dz=3t?dt

Because
xy =4(1607)(2t7) = 32t- X= At -, dx =4dt
xz = (4t)(t?) = 4t* peel eS y= 4rd
2yz =(4P)(P) = 4P z= dz =3t2 dt
Then |F-dr= [sae +4t4j — 40k) -(i4dt +j4tdt + k3t* dt)

= |(azse! 7 lor — 127 pat

00 ce
Limits: 5A(O)20; er arian = eB ab 2, oly SS BS sees te

1
|F.dr= |CL2S eG =n at eer teiece
c 0)

128 8 3 803 ms 20sf4

SS Sor oh

If the vector field F is a force field, then the line integral |F-dr
Cc

represents the work done in moving a unit particle along the prescribed curve c
from A to B.
Now for another example.

Example 2
If F = x*yi + 2yzj + 3z?xk, evaluate | F- dr between A (O, O, O) and B (1, 2, 3)
(a) along the straight lines c, from (0, O, 0) to (1, 0, 0)
then > Trom(1, 0; 0) to (1, 2, 0)
and” cs froma pz, 0) ton 245)
(b) along the straight line cy joining (0, 0, 0) to (1, 2, 3).

As before, we first obtain an expression for F- dr which is

Vector integration
269

E -dr = x’y dx + 2yzdy + 322x dz

Because
F- dr = (x*yi+ 2yzj+3z?xk)-(idx+j dy+k dz)
|F-dr = [Pyar + |2yzay 4 |32°x dz

(a) Here the integration is made in

three sections, along c;, cz and
Co.

Oy oe v0, 2 = Ode 0 ade = 0

| F-dr=07070=0
JC]

(2) C2: The conditions along cz are

|co: C1 ZO abal dz=0 |

| F-dr=0+0+0=0
JC2

(Fes. Xa) ote 2X 0 lee.)

Because
3
| F-de=0+0+| Boge 27
Cr (0)

Summing the three partial results

Za)
F.dr=0+0+27 =27 | Pedr] 2/7,
|
Cy +C2+C3
(0, 0, 0)
270 Vector Analysis

(b) If t is taken as the parameter, the

parametric equations of c are

AlNGatimen nant tSw@latealCiena nteeine

As in Example 1, we now express everything in terms of t and complete the

integral, finally getting

Because
F= 204+ 12t?j + 27°k
dr =idx+jdy+kdz=idt+j2dt+k3dt
a
| F-dr =| (2034 + 1207j + 27P°k) - (i+ 2 + 3k) dt
C4 0

1 1
= |(2t3 + 24t? + 81t?) dt = |(83t? + 24t?) dt
0 0

t4 a ae
= |83—4+8f|
va i=——=28.
= 8.75

So the value of the line integral depends on the path taken between the two
end points A and B

(a) [Far via C}, C2 and c3 = 27

(b) [Far via C4 aaa

Ro be)

We shall refer to this topic later.

One further example on your own. The working is just the same as before.
Vector integration
271

Example 3
If F=x’y?i+y3zj+ 22k, evaluate |F-dr along the curve x= 2v?,
Cc
.> 3u, z= uw’ between A (2, —3, — 1) and B (2, 3, 1). Proceed as before. You
will have no difficulty.

500
| FE: dr
r = —_
7] = ZO: 23. 7

Here is the working for you to check.

‘
Lad Y=3 SU 3
xy? = (4u*)(9u2) = 36 u° dx = 4udu
y°z = (27u3)(u3) = 27u% dy = 3du
z~ =u dz = 3u? du
Limits: A(2, —3, —1) correspondstou =-—1
B73) 1) corresponds tou =1
1
|F-dr =| (x2y7i + yozj + 27k) - (i dx+j dy+k dz)
c —1
1
(36u°i + 27095 + uek) - (f4udu + j3du+k3u’ du)

= | (144u’ + 81u° + 3u®) du

J-1

Now on to the next section

If V is a closed region bounded by a surface $ and F is a vector field at each

point of V and on its boundary surface $, then FdV is the volume integral
JV

of F throughout the region.

dV=dxdydz

P kee yo. Tee

| Fav =| | | Fdzdydx
Vv X1 JV. YZ
272 Vector Analysis

Example 1

Evaluate | FdV where V is the region bounded by the planes x = 0, x = 2;

V
V=0)723/2=0, z= 4, and Foxy +7j =k,
We start, as in most cases, by sketching the diagram, which is

Then F=xyi+zj—x?k and dV=dxdydz

4 3 2
| Fav =| | |(yt + 2 — 2) daydz
V 0 JO JO
4 372 x3 x=2
= Pita >| dy dz
ee : 3 x= 0 f
4 23 8
lI ||(2yi +22) - 3) dy dz
0 3
=e ee Complete the integral.

| FdV = 4(9i + 12j — 8k)

V

Because
4 8 ves
3FdV = | yt +2924 — Fy] dz
ZO
oO
bh

= (91
+ 6zj — 8k)dz
ial
=!
4
= oi + 327} — Sz |
0
= 361 + 48j — 32k
= 4(9i + 12j — 8k)
Now another.
Vector integration
273

Example 2

Evaluate | FdV where V is the region bounded by the planes x = 0, y = 0,

V

z=O and 2x+y+z=2, and F=2zi+ yk.

To sketch the surface 2x + y + z = 2, note that
when z=0, 2x+y=2 ie. y=2-—2x
when y=0,) 2xi-2=2 ien.z=2.—2x
when x =0, Yate a We Z=2=—y
Inserting these in the planes x = 0, y = 0, z =0 will help.
The diagram is therefore

So 2x +y+z=2 cuts the axes at A (1, 0, 0); B (0, 2, 0); C (0, 0, 2).

Also F=2zi+yk; z=2—2x—y=2(1=x)-y

2(1-x) »2(1-x)-y
| (2zi + yk ) dz dy dx

Finish the last stage

On ————
274 Vector Analysis

| FdV rR
Wl
=2(2i +k)
V

Because

= Gi x)*4 Fl nd =

And now one more, slightly different.

Example 3

Evaluate | FdV where F=2i+ 2zj+yk and V is the region bounded

V
by the planes z= 0, z=4 and the surface x+y” =9.
It will be convenient to use cylindrical polar
coordinates (p, , z) so the relevant trans-
formations are

X == pcos o; y=psing
Rie dV = pdpdddz

Then | FdV = HI (2i+22) + yk) dx dy dz.

V V

Changing into cylindrical polar coordinates with appropriate change of limits

this becomes
20 3 4
| Fav=| | | (2i + 2zj + psindk) dzpdpd¢
=0Jp=0Jz=0
Qi 3 cs
= | | 22 + 277+ psindzk pdpd@
o¢=0Jp=0 z=0
2 3
= | |(St + 16) + 4psin ok) dpa
2n p3
=4 | |(2pi + 4pj + p- sindk)dpd¢é
O JO

Completing the working, we finally get

FdV =
V
Vector integration
275

72n(i + 2))

Because

2m 3 3
I FdV =4 | i + 2p7§ + Fsin ok de
JO 10)
Dan
= 4| (91+ 18) + 9singk) dd
0
20
= 36 | (i+2j + sin¢gk)
dd
10]
2n
= 36 [oi
+ 2¢j — cos ok
0
= 36{(27i + 4nj —k) — (-k)}
= 72n(i+ 2j)
You will, of course, remember that in appropriate cases, the use of cylindrical
polar coordinates or spherical polar coordinates often simplifies the
subsequent calculations. So keep them in mind.
Now let us turn to surface integrals — in the next frame

Surface integrals

ea The vector product of two vectors A and

B has magnitude |A x B| = AB siné@ at
right angles to the plane of A and B to
e form a right-handed set.

a 5
ABA If 9=>5) then |Ax B|/=AB in the
direction of the normal. Therefore, if n is
B a unit normai then
A Ax B=|A||Bjn=ABn
276 Vector Analysis

If P (x, y) is a point in the x-y plane, the

element of area dxdy has a vector area
dS = (i dx) x (j dy).
i.e. dS = dxdy(i x j) = dxdyk
i.e. a vector of magnitude dx dy acting in
the direction of k and referred to as the
vector ared.

wt For a general surface S in space, each

element of surface dS has a vector area dS
such that dS = dS n.
You will remember we established previously that for a surface S given by the
equation ¢(x,y, z) = constant, the unit normal n is given by
gradd Vo
n=
|grad 4| [Vo
Let us see how we can apply these results to the following examples.

Scalar fields
Example 1

A scalar field V = xyz exists over the curved surface S defined by x? + y2 = 4

between the planes z = 0 and z = 3 in the first octant. Evaluate |V dS over
S
this surface.

We have V= xyz S; x7+)°=4=0 z=0 fo z=3

dS = nds where n= Es
V9
0d, 06, _0b
N ow V Vo = py gy hog = 2xi
i + 2yji and

[Vo] = \/4x2 + 4y2 = 2)/x2 +2 =2V4 = 4

Therefore
‘ V i+ yj tiv
a OsLEY) ttt is 2 rise
ce ea
|Vo| 2 9
vas =| Vnds
JS S

XyZ(xi + yj) dS
s
KcJase
yZi
Dee
+ xy“zj ) dS (1)
Vector integration
277

We have to evaluate this integral over the prescribed

surface.
Changing to cylindrical coordinates with Oa
2

x=2c0s¢; y=2sind
Ihme fe qs =Zd@dz

", x*yz = (4cos? ¢)(2 sin ¢)(z)

= 8cos* dsind z
xy?z = (2 cos ¢)(4 sin? d)(z)
= 8cos¢dsin?
¢z

Then result (1) above becomes

nm/2 p3
|vas =| |(8cos? sin ozi + 8cos sin? 624) 2dzds
JS QO JO

m/2 3
33 |(cos? ¢sin di + cos ¢dsin? dj) 2zdzd¢
10)

n/2
= 4| (cos? ¢sin i+ cos sin” dj) 9d¢
0
and this eventually gives
278 Vector Analysis

|V dS = 12(i+))
S

Because
3 Aue} 1/2

|Vas = 36)-<: fig ee a] = 12(i +

S 3 3 0

Example 2
A scalar field V =x +y +z exists over the surface S defined by 2x + 2y+z=2
bounded by x = 0, y = 0, z= 0 in the first octant.

Evaluate |V dS over this surface.

S

S$: 2x 2y FZ =z
bat PAZ 2y

cet

dS = nds where Awe

IV
0d.
Nowow Vo Vé = ax
96. ,Oo
ape
—i+—j+——kgee =2i4
2i+ 2j+k
2j and

[Vél=V4444+1=V9=3
Therefore
~ Wo 2i+2j+k ‘ toss. Deke
Male 3 so that dS = nds = = (2i + 2j +k) ds

If we now project dS onto the x-y plane, dR = dScos 4

; 1
cosy =k = 5 (21+2) +k) -(k) = 5
1
“3 dR = 2d .. dS =3dR="3
dxdy
: : 1
; | vas=| vaas=| x+y +2)5 (21+ 2) +k) dx ay
sy
But Z = 2 — 2x — 2y
el 1-x
| vas =| | (2—x—y)(2i+ 2) +k) dydx
S Jx=0 Jy= 0)
Vector integration
279

2
3 (21+ 2)+k)

Because
1 1—x

|vas=| eae (24 + 2j +k) dx

b* “4,(24 + 2j +k)
_2

Vector fields

Example 1
A vector field F = yi + 2j +k exists over a surface S defined by x? + y* +z? =9
bounded by x = 0, y= 0, z = 0 in the first octant. Evaluate |F.- dS over the
S
surface indicated.

dS = nds where n= wa where

¢ = x7 +y?+z27-9=0

Now Vo = Fri+ i+ gk = 2xi+2yj+2zk and

IV] = 4x2 + 4y? + 422 = 2y/x2 + y2 +2? =2V9 =6

(2xi + 2yj + 2zk)

ye
= 5(4+ yj + zk)

(PE dares
|F as = |Fonds =|(yi+2) +k) g(xd + yi + 2k) ds
a S &

=5| (xy + 2y + z) dS
3 Js
Before integrating over the surface, we convert to spherical polar coordinates.
emg See sie ; Pie ooo
280 Vector Analysis

x = 3 SINE COS Ge, y =3siné@sin@

Z = 3COs; dS = 9siné
dé d¢@

Limits of @ and ¢ are 9=0 tos; o=0tos.

1 m/2 pr/2
|F as=3| | (9 sin? @sin ¢cos ¢ + 6sin Asin ¢
s 3Jo Jo
+3cos6@) 9sin@déd¢@
a/2 pa/2
= 9 | (3 sin? 6sin dcos 6 + 2sin? @sin ¢
0
+ sin @cos 6) dé d@

Complete the integral

Because
m/2
|F. as=9| (2sinocoso + Fsino +5 dé
§ 0 2 2
m/2
: 3r
= O [sin
keine p 7 COS poir
I. es 9(14 rab
7)

Example 2

Evaluate |F-dS where F=2yj+zk

5
and S is the surface x7+y? =4 7;
in
the first two octants bounded by the planes z = 0, z= 5 and y= 0.
rBave
o @+y-4=0 hare
|Vo|
_ 06,
ME Sepang astberries gate
06, d¢ bhp ved
aes

*. Vol = 4x2 +4y? =2,/2 +2

=2V4=4
<b VO Most ey 1
Mend t
—o 7

4
—

\Vo|
45h 0 le
Vector integration
281

Because

x=2cos¢; y=2sind
oe. dS = 2d¢dz

|F- as =| yas =| 4sin? 62d¢édz = 8 ||sin?o dé dz

S As Si s
Limits: @=Otod=7; z=Otoz=5

Because
) “g
|Fas—4| | (1 — cos 2¢) dd dz
BS Z=0 J¢=0

5
= 4| rdz=4n|z| = 207
10)

Example 3

Evaluate FE. dS where F is the field x*i— yj +2zk and S is the surface
5
2x +y + 2z = 2 bounded by x = 0, y = 0, z = 0 in the first octant.
We can sketch the diagram by putting x =0, y=0, z=0 in turn in the
equation for S.
When 50)

y=0 X4+Z=1 Z=1-x

0)
So the diagram is
282 Vector Analysis

F=x7i-yj+2zk; ¢: 2x+y+2z—2=0
0d. O06, O¢ comes .
Vo Bx ay! ae i+j+ |Vo|

Sate TOE. (next stage)

Because

|Beads =| (i york ee (2i+j+2k)

dS
S § 3

=3| (2x —y 44z)d5

5

If we now project the element of surface dS onto the x-y plane

dR=dScosy cosy=n-k .. dR=n-kdsS .. SN a

ak =2(2i+j+2k)-(k)=2 +. as=3 avay

Using these new relationships, |F-dS= |E- nds
S S
Vector integration
283

1
|.[52x —y + 4z)
dx dy

Because

|Fens =
S
2 3
[2x —y + 4z) 5 dxdy
R
[_(2x? - y + 42) axay
R
Limits: y=Otoy=2-—2x; x=Otox=1
r 1 1 p2—2x
|Faas —>] | (2x — y + 4z) dy dx
S 0 J0

But 24+ Pa.2r=S2. z= 5 (2 — 2x — y)

Complete the integration

Here is the rest of the working.

1 1 p2—2x
|F-as=| F-ads— 5!| (2x" =y +4 = 4x — By) dy dx
5 S 0)
1 1 2—2x
=5\ | (2x2 — 4x 4+4 — 3y) dydx
2 Jo Jo
2—2x
aa A a
=s5 2X” = 4x 4 4)y dx
2 Jo ( eG
1
=5| (4x? — 8x + 8 — 4x3 + 8x” — 8x — 6 + 12x — 6x”) dx
0
1 1
sok (Grr — 40° 4x T 2Z)hde =| hah a5 es ac aodbya
i 0 0
4 1 1
= |x? sR ert =
Is 2 aa
While we are concerned with vector fields, let us move on to a further point of
interest.
eeeee EEUUESUnEEEEESSIES
284 Vector Analysis

Conservative vector fields

In general, the value of the line integral |F- dr between two stated points
c

A and B depends on the particular path of integration followed.

If, however, the line integral between A and
BE ae
B is independent of the path of integration
between the two end points, then the vector
field F is said to be conservative.

It follows that, for a closed path in a conservative field, ;Fedr— 0:

¢

Because, if the field is conservative

| F-dr= | F-dr
c, (AB) C2(AB)

But| F-dr =~| F-dr

C2(BA) C2 (AB)

Hence, for the closed path AB,, + BAg,

B
pF dr=| F-dr + | F-dr
c; (AB) ©2(BA)

es pF-dr=0

Note that this result holds good only for a closed curve and when the vector
field is a conservative field.
Now for an example.

Example

If F=2xyzi+x*zj+x’yk, evaluate the line integral |F-dr between

A (0, 0, 0) and B (2, 4, 6)
(a) along the curve c whose parametric equations are x = u, y= u?, z = 3u
(b) along the three straight lines c;: (0, 0, 0) to (2, 0, O}F » Co O02 BY to
(2; 4, 0); C3. (2, 4, 0) to (2, 4, 6).

Hence determine whether or not F is a conservative field.

First draw the diagram
Vector integration
285

B (2, 4, 6)

(a) F = 2xyzi+ x?zj+x2yk

X=U; y= Ue; z= 3u
OX Gi: dy = 2udu; dZ2— au,

F. dr = (2xyzi + x*zj + x’yk) - (idx +jdy+k dz)

= 2xyzdx + x*zdy + xy dz
Using the transformations shown above, we can now express F- dr in
terms of u.

Because

2xyzdx = (2u)(u*)(3u)du = 6u* du

xz dy = (u?)(3u)(2u)du = 6u* du
x*ydz = (u’)(u*)3 du = 3u* du
- B. dr = 6u* du + 6u4 du + 3u4 du = 15u* du
The limits of integration in u are
286 Vector Analysis

2
[Fear =| 15u4 du = [3u°],= 96 |Far =96
(e 0) c

(b) The diagram for (b) is as shown. We consider each straight line section in
turn.

; B (2,4,6)

C3

A
‘ yay
1 & /

x 2

|F-dr= [2x2 dx + x*z dy + x’y dz)

€z: (0,0,0)10: (2;0,0)) yp=]0,27=0, dy
= 0;dz—0

| F-dr=0+0+0=0
Cy

In the same way, we evaluate the line integral along c2 and c3.

| [Peela= eee eee : | Becdhiaa ee eee

(ey C3

| F. dr =0; | F. dr = 96
C2 C3

Because we have [F-dr= |(2xy2dx + x’z dy + x*y dz)

Co: 42.0.0)
to (2.4.0). ve 2 ae OaksOF Uz

| F-dr=0+0+0=0
C2

| F-dr=0
C2

C3), (4;,.4,0)
40 (2,4,6);
x=2, Pond, dk =0, op=
6 6
| F-dr=0+0+ | léedz= 162| = 96
(ey 0 0

| F. dr = 96

Collecting the three results together

| F-dr=0+0+96 a | F-.dr = 96
Ci =FC7=FC3 Cy +C2+C3
Vector integration
287

In this particular example, the value of the line integral is indepen

dent of the
two paths we have used joining the same two end points and indicates
that F
may be a conservative field. It follows that

|Fear—| F-dr=0 i.e. fF-dr=0

Cc2 Cy +C2+C3

So, if F is a conservative field, fFdr = (0)

Make a note of this for future use

Two tests can be applied to establish that a given vector field is conservative.
If F is a conservative field
(a)Pcure kr [0
(b) F can be expressed as grad V where V is a scalar field to be determined.
For example, in the work we have just completed, we showed that
F = 2xyzi + x°zj + x’vk is a conservative field.
(a) If we determine curl F in this case, we have

Because
i j k

ie
ie ah)Aa oe
moll
Oy Oz
2XVE ORL MV
Sx = x7) (2x 2xy)j + (xz = 227)k =.0
| tel r= >
(b) We can attempt to express F as grad V where V is a scalar in x, y, Z.
lft Vf (x; y, 2)
7 QVeuoV.-
, , ov ie
grad V rial ay * Dz

and we have F = 2xyzi + x*zj + x’yk

gy = 2xyz YES yz Fiz)
Ox
BV seit MAES a eee
oy
eeF
ay y re haha’
We therefore have to find a scalar function V that satisfies the three
requirements. yp en cuauiae was
EE EEEEEET
nnn
288 Vector Analysis

Because

cee 24y2 LeVian ae

OV ee Z
* OV seXY4 9(K7)
Oy
ae? “ V= xyz +(x, y)
These three are satisfied if f (y, z) = 8(z, x) = h(x, y) =0
*. F= grad V where V = x*yz
So two tests can be applied to determine whether or not a vector field is
conservative. They are

(a) curl F=0

(b) F= grad V

Any one of these conditions can be applied as is convenient.

Now what about these?

Exercise

Determine which of the following vector fields are conservative.

(a) F=(x+y)i+ vY—-—Zj+(@+y4+z)k
(b) F= (2xz+y)i+ (z+x)p +0? +y)k
(c) F=ysinzi+ xsinzj+ (xycosz+ 2z)k
(d) F=2xyi+ (x7 + 4yz)j +2y"zk
(e) F=ycosxcoszi+sinxcoszj —ysinxsinzk.
Complete all five and check your findings with the next frame.

|) No (b) Yes (c) Yes (d) No (e) Yes|

Vector integration 289

Divergence theorem
(Gauss’ theorem)
For a closed surface S, enclosing a region
V in a vector field F,

| div Fav= |F-.dS

JV JS

In general, this means that the volume integral (triple integral) on the left-
hand side can be expressed as a surface integral (double integral) on the right-
hand side. Let us work through one or two examples.

Example 1
Verify the divergence theorem for the vector field F = x7i + zj + yk taken over
the tevion bounded bythe planessz— Oz = 2, X= 0, 1, v= 0, vy = 3.
Start off, as always, by sketching the relevant diagram, which is

dV = dxdydz
We have to show that

| div Fav = |F-dS

V S

(a) To find div FdV

WE ,
0 obaraato: Pe cal
divF=V-F
i =V (Sis st)
- F=|(—i+—}53 (x°i + zj + k vk)
Onin 0 0
= 2) 4 ay 2) * be(Ve
— (x*)4 = 2x4 Cee
0 x

he | div Fav = | axav = ||| 2x dz dy dx

Jv V V
Inserting the limits and completing the integration
290 Vector Analysis

| div FdV =6
V

Because
1 p3 (2 1 73 2
| div Fav =| ||2xdzdydx = ||axe dy dx
V 0 JO JO JO JO 0
1 3 1 1
=| aay dx=| 12x dx = 6x2 =6
10) 6) 0 @)

Now we have to find |F-.dS

S

(b) To find|F-dS ie. |F-nds

S S

The enclosing surface S consists of six separate plane faces denoted as

S;, So,..., S6 aS Shown. We consider each face in turn.

F=17i+zj+yk
(1) S; (base): z=0; m=-—k (outwards and downwards)
FE
I x i+yk
Zz
dS, =dxdy
| F-nds =| (x°i + yk) - (—k) dy dx
Sy

(2) Sz (top): z= 2;
Vector integration
291

Because

I,F-ndS
n = |[02+
25 j
2+ ve) Cc) ay ax
3
9
Bydydx
Y PRS =—
JO

SO we go on.

(3) S3 (right-hand end): y = 3; n=j Cis3 =x dz

F=7i+zj+yk
[ F-ndS = || (x7i+ zj + 3k) - (j)dzdx
53

Because
; i A
| F-nds= || (i + aj + yk) -(-j)dzdx =| |(-2azax
Sy IS« 0
1 7 2 1
=| 5 dx=| (2) dx = -2
(6) 2 (6) 10)

Now for the remaining two sides S5 and Sg.

Evaluate these in the same manner, obtaining
292 Vector Analysis

Check:
(S) os (nOnt)s ket, n=i dS; = dy dz

| F-nds=|| G+ 2 +k) (i) dyaz =|] ldydz=6

Ss Ss :
(6) Se (back) 30; n=-i dS. = dy dz

| F-ads =| (aj +vk)-(-i)dydz =|] oayaz =o

6

Now on to the next frame where we will collect our results together

For the whole surface S we therefore have

[; B.ds=-34542-246+0=6
a3
and from our previous work in section (a) | div FdV = 6
V

We have therefore verified as required that, in this example

| div Fav= |F. dS

JV S
We have made rather a meal of this since we have set out the working in
detail. In practice, the actual writing can often be considerably simplified. Let
us move on to another example.

Example 2
Verify the Gauss divergence theorem for the vector field F = xi + 2j + z7k
taken over the region bounded by the planes z = 0, z= 4, x = 0, y =O and the
surface x* + y” = 4 in the first octant.

Divergence theorem

| div Fav= |F-ds

4 N
S consists of five surfaces
S1, S2,..., Ss aS Shown.

oei+ A dhe
ok) Gd +2) 427k)
te s
Vector integration 293

ljdiv FdV = |v -FdV = || (1 + 2z)

dx dy dz
JJV
Changing to cylindrical polar coordinates (p, ¢, Z)
X= pcos@ y=psing Leek dV = p dp d¢ dz
Transforming the variables and inserting the appropriate limits, we then have

Finish it

Because
/
n/2 2 4
div Fav =| ||(1 +22) dzpdpde
JV 0 0 JO
xf2 »2(2 4 /2 2
=| | e+ 2 papas = | |20p dp d@
0) 0 0 0 0
n/2 2 m/2
~ | 10/?| dé = | 40 d¢ = 20x (1)
0 0 0

(b) Now we evaluate |FE. dS over the closed surface.

s

The unit normal vector for

each surface is shown.

F=xi+ 2j+2°k
294 Vector Analysis

(2)\ S97 “Z=4 n=k F = xi+ 2j+ 16k

s | F-ads=| (xi +2) + 16k) (ke)ds= | 16 ds

So So S2

=16() = 16"

In the same way for S3: | Ends = 4. wien ee.

53

and for $4: | Bon See ee

S4

Because we have
(3)53° y=0; Nesp Fox
2j4 7k

‘ | F-ads = | (xi + 2j + 22k) - (-j) dS

53 53

(4) Ss: x=0; f=-i F=2j[+2k

4 | F-ads =| (2j + 2’k)- (-i)dS=0
S4 S4

Finally we have
(5) Sg: Sx? sey? A ee

Because

x+y-4=0 vn _ VS — 2xi+ 2yj Xi+ yj

IVS | - [4x2 + 4y2 2,

| F-ads =| d+ 24+ 7k) (ASH) as 2 (x2 + 2y) ds

Ss Ss 2 2d Ss

Converting to cylindrical polar coordinates, this gives

Vector integration
295

47+ 16

Because we have
. 1
| F-nds—>| (x? +:2y) ds
Ss yi Ss

also X= 20S ¢; ¥y=SZsing

Vip ey dS = 2d¢dz
; 1 A pm /2
I F-nds—5| | (4cos* ¢+ 4sin d)2dddz
4 pr/2
=2{ | {(1 + cos 2¢) + 2sin ¢} dé dz
0 Jo
4 A m/2
2,
=2| (6-5 ®) ~ 20s} dz
0 2 4 0
4 -
= | G+2)dz=4r +16
Therefore, for the total surface $

| Feds =0 + 167-16 +0441 +16 = 20n (2)

S

| div Fav = |F-dS = 207

V S
Other examples are worked in much the same way. You will remember that,
for a closed surface, the normal vectors at all points are drawn in an outward
direction.

Now we move on to a further important theorem.

Stokes’ theorem

n If Fis a vector field existing over an open

surface § and around its boundary, closed
curve c, then

|curt Fd =} F- dr
Cc s c

This means that we can express a surface integral in terms of a line integral
.
round the boundary curve.
The proof of this theorem is rather lengthy and is to be found in the
Let us
Appendix of the authors’ Advanced Engineering Mathematics (4th edition).
bb
demonstrate its application in the following examples.
296 Vector Analysis

Example 1
A hemisphere S is defined by x7+y?+z?=4(z>0). A vector field
F = 2yi —xj+xzk exists over the surface and around its boundary c.

Verify Stokes’ theorem, that | curl F-dS =¢ F-dr.

S IG

S: x+y? 4+27-4=0
F= 2yi — xj +xzk
c is the circle x7 + y* = 4.

(a) }F-dr =| (2yi — xj +xzk)-(idx+jdy+k

dz)
c Cc

i (2y dx — x dy + xz dz)

Converting to polar coordinates

i 7COSiU; V¥ = 2 Sino; 0)
dx = —2sin@ dé; dy = 2.cos@ dé; Limits 6 = 0 to 2z

Making the substitutions and completing the integral

Because
20
}F-dr =| (4 sin 6[—2 sin 6 dé] — 2cos #2 cos 6 dé)
€ 0
2
=~4| (2 sin? 6 + cos? @) dé
10)
2r 27
- -4| (1 + sin?
6) dé = -2| (3 — cos 26) dé
0 0

sin 26]7"
5) bs 127 (1)

eee On to the next frame

Vector integration
297

(b) Now we determine |curl

F- d§
S

Jcut F-ds =| cut eas F = 2yi — xj + xzk

Curl Fi ai eh a

curl F = —zj — 3k
Because
ini ek
ip—|2 OY aj. .
cur ax by oz 1(0 — 0) —j(z—0) + k(-1- 2) = -gj: -3k
2y —X XZ

IVS] \/4x2 + 4y2 + 472 2

Then | curl F-nds = |(—2Zj = 3k) F (StHta) ds

5 Js
1
= Al(—yz — 3z) dS
S

Expressing this in spherical polar coordinates and integrating, we get

| curl F-ndS =
S

Because

x= 2siné cos¢; y=2sin@sind; z=2cosé; dS = 4sin6déd¢

| curl F-nds =| [(-2sinasin ¢ 2cos

@ — 6cos 6)4 siné
dé d¢@
S s
2a pr/2
~ -4| | (2 sin? Ocos sins + 3siné cos
6) dédéd
0 Jo
, i Esin? @sind aE 3sin? da
lI
0 3 2 Jo
2 2 ‘ 3 4
Sal (Fsino-+5) dé = —-12x (2)

So we have from our two results (1) and (2)

| curl Fd =} F-.dr
Sj Cc

Before we proceed with another example, let us clarify a point relating to the
direction of unit normal vectors now that we are dealing with surfaces.
So on to the next frame
298 Vector Analysis

Direction of unit normal vectors to a

surface §
When we were dealing with the divergence theorem, the normal vectors were
drawn in a direction outward from the enclosed region.
With an open surface as we now have, there is in fact no inward or outward
direction. With any general surface, a normal vector can be drawn in either of
two opposite directions. To avoid confusion, a convention must therefore be
agreed upon and the established rule is as follows.

ni
c (é

adeCc A A
A unit normal n is drawn perpendicular to the surface S$ at any point in the
direction indicated by applying a right-handed screw sense to the direction of
integration round the boundary c.
Having noted that point, we can now deal with the next example.

Example 2
A surface consists of five sections formed by the planes x =0, x= 1, y=0O,
y = 3, z=2 in the first octant. If the vector field F = yi + z*j + xvk exists over
the surface and around its boundary, verify Stokes’ theorem.

If we progress round the boundary along cj, C2, ¢3, C4 in an anti-clockwise

manner, the normals to the surfaces will be as shown.

We have to verify that | curl F- dS = 4EF-dr

Ss c

(a) We will start off by finding ;F-dr

Cc
Vector integration
299

[Fear = |ivax+ 2 ay+ xyaz)

(1) Alongc: y=0; z=0; dy

= 0; ¥dz
=0

| Far=[(0+0+0)=0
Cy ‘

(2) Along
cz: x=1; z=0; dx=0; dz=0

F-dr= [(0+040) =0

Because

(3)-Along32 y= 1 = 08 dre dz 20
0 0)
| F-dr =| (3dx+040) = [33] =-—3
C3 1 1

Ay mone ce) t=; ea Oe dx OF nz

=0

: } F-dr=0+0-3+0=-3
Cc

} Fede =—3 (1)

(b) Now we have to find | curl F- dS.

s
First we need an expression for curl F.
F=yi+ 2j+xyk
300 Vector Analysis

curl F = (x — 2z)i —yj —k

Because
i Oj k
O00
curl F= V x F=|7" ay dz

Menta: XY
=i(x —2z) -j(v—0)+k(O- 1) = (x- 2z)i —yj —k

Then, for each section, we obtain |curl F- dS = |curl F-ndS

(1) S;(top): m=k

z | curl BomdS cee eee
Sy

Because

| curl F-nds= | {(x

— 2z)i — yj —k}- (k) dS
Sy Sy

|(—1)dS = —(area of S;) = —3

Sy

Then, likewise

(2) Sz (right-hand end): n=j

| curl Fads = | {(x

— 2z)i — yj —k}-
(j) dS
JSoS S2

=| (as
S2

But y = 3 for this section

me | curl Fads = | (—3) dS = (—3)(2)

= -6
So So

(3) $3 (left-hand end): n= -j

| Curl Fem dS’ (oot

53
eeeeeeeEeeSSSSSSSSSSSSSSSSSSSSSSsSe
Vector integration
301

aS,
Because

| curl Fads =| {(x

— 2z)i — yj —k- (-j)
} dS
3 S3

= | y ds
JS3

But y = 0 over S3

| curl F-ndS=0
S3

Working in the same way

| curl Fonds 209k...

.. é | tins
hi cS — eee
S4 Ss

| curl F- ndS = —6; | curl F-ndS = 12

S4 S5

Because

(4)(S2.(iront): |n=

| curl Fads = |f(x

—22) —yj —k pad)ds
‘ S4 JS4

= | (x — 2z) dS
Ss
Buty = 1 oveto.
3 p2 3 Z

| curl F- ads = | |(1 = 22) dzay = | 2-2] dy

JS4 0 JO 10)
3 3

=| (—2) dy = |-2y| = —6
0 0
(5) Ss (back): m= —i with x = 0 over Ss

Similar working to that above gives | curl F- nd = 12

Ss

Finally, collecting the five results together gives

Curl Fen dSei ace

Js
a
302 Vector Analysis

| curl F-ndS = —-3-6+0-6+12=-—3 (2)

S

So, referring back to our result for section (a) we see that

| curl F-ds = ¢F-dr

S c

Of course we can, on occasions, make use of Stokes’ theorem to lighten the

working — as in the next example.

Example 3
A surface S consists of that part of the cylinder x” + y? = 9 between z = 0 and
z=4 for y>0O and the two semicircles of radius 3 in the planes z=0
and z = 4. If F= zi+ xyj + xzk, evaluate | curl F- dS over the surface.
S
The surface S consists of three sections
(a) the curved surface of the cylinder
(b) the top and bottom semicircles.
We could therefore evaluate

| curl F- dS
§
-—
—
——
\
——
over each of these separately.
However, we know by Stokes’ theorem that

| curlih.dS= -.. oe
S

F = zi+ xyj + xzk

pFede = (2+ xy) + 22k)

c c (i dx+j dy+k dz)
= }(zdx + xy dy + xzdz)
Cc

Now we can work through this easily enough, taking c), C2, ¢3, C4 in turn, and
summing the results, which gives

curl F-d8 =} F- dr =
Js JC
Vector integration
303

—24

Here is the working in detail. |F.de = (2dx + xy dy + x20)

¢ c

(iyieg: PerOs Jz 0; dy=0; dz=0

| F-dr=| (0+0+0)=0
cy

(2) Cry OX = SS = OF ke EO: dy=0

3721"
| F-dr=| (0+0~32dz) = | =| amg
C2 C2 2 10)

(3) cay SOre2=4; ‘dy=0; dz=0

3
| F-dr= | (4dx+0+0) = | 4dx = 24
C3 JC3 -3

(4) car X= 3; Pod) dx=0; dy=0

322]°
| F-dr=| (040+ 32dz)= |] = —24
C4 C4 2 4

Totalling up these four results, we have

pF-dr=0-24+24~24=-24
i

But curl F- dS = F-dr a | curl Be dS ——-24

S G S

This working is a good deal easier than calculating | curl F- dS over the three
S
separate surfaces direct.
So, if you have not already done so, make a note of Stokes’ theorem:

| curl F-dS =4 F-dr

S Cc

Then on to the next section of the work

a
———————E—E——————_————
ee SE
304 Vector Analysis

Green's theorem

Green’s theorem enables an integral over a plane area to be expressed in terms

of a line integral round its boundary curve.
We showed in Program 5 that, if P and Q are two single-valued functions of
x and y, continuous over a plane surface S, and c is its boundary curve, then

[rasa
ff(2) aw
where the line integral is taken round c in an anticlockwise manner.
In vector terms, this becomes:

y S is a two-dimensional space
dS=dxdy enclosed by a simple closed curve c.
dS = dx dy
rn c dS = ndS =k dxdy
x

If F = Pi+ Qj where P = P(x, y) and Q=Q(x, y) then

Because

LAE ER ees) JQ aP
=i( =) i(0 eye inf see |
O

So |curl F- dS = |curl F-mdS and in the x—y plane, n =k

OQ OP OQ OP
; curl F-d8 = |ie
(22-27). acyas =| { y
|
s s \Ox oy Ge JJs\Ox dy ean
0Q’ OP
.
ra
ipoghky =
tee = ou ;
(1)
Now by stokes’ theoreni.7.........
eee
Vector integration
305

curl F- dS =} F- dr
ls ; Cc

and, in this case, F-de=¢ (Pi+ Qj) (idx + j dy +k dz)

= |(P dx + Qdy)

}F-dr =f (Pax + Qay) (2)

JC

Therefore from (1) and (2)

Stokes’ theorem | curl F- dS = {F- dr in two dimensions becomes

S iG

OQ OP
Green’s theorem || (3 ~ er)dydy= iG dx + Qdy)
S
Example

Verify Green’s theorem for the integral ${(x" + y”)

dx +(x + 2y) dy} taken
(&

round the boundary curve c defined by

y
2
= O C2

py = O<x<2 ce
x=0- O<y<2
fe)
C4 Z “:

aQ aP |
Green’s, theorem: : IG——
=,4 Urn
x dy =o i(Paxr+Ood
Qdy)

In this case (x* + y”)dx+ (x+ 2y) dy = Pdx+Qdy

. P=x*+y? and Q=x+2y
We now take cj, C2, c3 in turn.
(1) cy y=0;" dy=0

(Qi xt BEANO) Ele

A Diyty yaai(4
x+2y =x+2(4—x’)
dy =5(4 — 27) 17(—2x) dx = FED
| (P dx Ody) Siiacey--:

ee Make any necessary substitutions and evaluate the line integral for Co.
306 Vector Analysis

nm—4

Because we have

|(Wars ay = [ {a+ xt ava=w) (A) bax

Re \
= 4 — 2x —-———— > dx
I V4 — x2

Putting
x =2sin6, V4—x2=2cos@ dx=2cosédé

Limits: x = 2, = 5 20 C=O.
2 4sin?6
| wars aay) = [4 = 4siné
4sin d= wal 2 cos
cos 6 dé

1 sin 20) ]°
=4]2sing sin® 6 5 C 5) ihion

Finally
=s[-(@-1-9) =*-5 16

(3) cs: 4 = 0 dx 0
0 0

C3 J2 2

‘. Collecting our three partial results

16
}(Pdx+ Qdy) =F+a—4—4= 0-2 (1)
é 3 3

That is one part done. Now we have to evaluate \| (3 — =) dx dy

s\ Ox Oy
oP
Pax ety ty By = 2Y
2) tele?
JQ

{[ (C22)axay= [fanaa
Q=x+2y
= 2 Fe
ae
——
1
OP x |
OQ

It will be more convenient to work in polar coordinates, so we make the

substitutions

x=rcosé; y=rsindé; dS=dxdy=r drdé

|J.(ae~ay)
w/2 p2
II |(1 — 2rsin 6)r drd@
Jo Jo

a Complete it
Vector integration
307

Here it is:

po 8, n/2 (2 is
IAF ~ Oy, dxdy = ii Kc — 2r° sin@) dr dé

=|4 ; 2© 23 sinsina]. ’a9 7

1/2
= | {2— sina} dé
0 3

4.
|
0
=Tt-
uP3
—_—
(2)
So we have established once again that

}(Pda + Qdy)= |.(F = =| dx dy

Cc

And that brings us to the end of this particular Program. We have covered a
number of important sections, so check carefully down the Review
summary and the Can You? checklist, and then work through the Test
exercise that follows. The Further problems provide valuable additional
practice.

5|Review summary
1 Line integrals

(a) Scalar field V: |V dr

Cc

The curve c is expressed in parametric form.

dr = idx+j dy+k dz

(b) Vector field F: |F-dr

Cc

F=F,i+ F,j+ 2k
dr =idx+jdy+kdz

2 Volume integrals
F is a vector field; V a closed region with boundary surface S.
X2 py2 ¢Z2
| Fav =| | | Fdzdy dx
V Xy Jy FZ)
308 Vector Analysis

3 Surface integrals (surface defined by ¢(x, y, z) = constant)

(a) Scalar field V(x, y, Z):
: ~
n=
Ved =_ grad¢
VdS=| Vnds;
I, I, |Ve| |grad ¢|
(b) Vector field F = F,i + F,j + F_k:
i n Vo
F-ds =| F-nds: n= —
| S |Vo|
4 Polar coordinates
(a) Plane polar coordinates (r, @)

A= (COS0, y.Tsing
fo ay Chee
mrelmele,
|

(b) Cylindrical polar coordinates (p, ¢, Z)

Z

y=psing
Z Za
iy 7 dS = pdddz
o p dV = pdpdddz
Xx

(c) Spherical polar coordinates (r, 6, ¢)

P (r, 8, 0) x=rsinécos¢@
y=rsinésing
Za COSY
dS = 1? sin@déd¢
dV =r’siné drdéd¢

5 Conservative vector fields

A vector field F is conservative if

(a) |F-dr=0 for all closed curves

(e

(b) curl F= 0
(c) F= grad V where V is a scalar
Vector integration
309

6 Divergence theorem (Gauss’ theorem)

Closed surface S enclosing a region

V in a vector field F.

| div FdV = F.dsS

V JS

7 Stokes’ theorem

‘ n An open surface S bounded by a

simple closed curve c, then

| curl Fd = fF-dr
S (e

xX

8 Green’s theorem

y Thecurve~c~is~a~simple=closed
curve enclosing a plane space S$ in
the x-y plane. P and Q are func-
tions of both x and y.
x

Then WG Fe) dxdy = |(P dx + Qdy).

Cc

(4 Can You?
Checklist 9
Check this list before and after you try the end of Program test.

On a scale of 1 to 5 how confident are you that you can: Frames

e Evaluate the line integral of a scalar and a vector field in

Cartesian coordinates?
Yes No

e Evaluate the volume integral of a vector field?

Yes No

e Evaluate the surface integral of a scalar and a vector field? :

Yes No >
310 Vector Analysis

e Determine whether or not a vector field is a conservative

vector field?
Yes No
e Apply Gauss’ divergence theorem?
Yes No
e Apply Stokes’ theorem?
Yes No
e Determine the direction of unit normal vectors to a surface?
Yes No

e Apply Green’s, theorem in the plane?

Yes No

Test exercise 9

Th Whe We xoy 4 2xy* +yz, evaluate |V dr between A (0, 0, 0) and B (2, 1, — 3)

(e

along the curve with parametric equations x = 2t, y=t?, z= —3t?.

2 If F=x*yi+yz?j+zx*k, evaluate |F-dr along the curve x = 3u’, y=u,

Cc

z= 2u° between A (3, —1, = 2) and B (, 1,2).

3 Evaluate | FdV where F = 31 + zj + 2yk and V is the region bounded by the
V
planes z = 0, z = 3 and the surface x? + y? = 4.

4 If V is the scalar field V = xyz’, evaluate |V dS over the surface S$ defined

s
by x? + y* = 9 between z = 0 and z = 2 in the first octant.

5 Evaluate |F-dS over the surface S defined by x* + y2 + 2? = 4 for z>0 and

5
bounded by x = 0, y = 0, z= 0 in the first octant where F = xi + 2zj + yk.
6 Determine which of the following vector fields are conservative.
(a) F= (2xy + z)i+ (x? + 2yz)j+ (x+y?)k
(b) F= (yz + 2y)i+ (xz + 2x)j + (xy + 3)k
(c) F= (yz* + 3)i + (xz? + 2)j + (2xyz + 4)k
Vector integration
311

7 By the use of the divergence theorem, determine |F- dS where

S
F = xi + xyj + 2k, taken over the region bounded by the planes z = 0, z = 4,
x = 0, y=0 and the surface x* + y? = 9 in the first octant.
8 A surface consists of parts of the planes x = 0, x = 2, y=0,y=2and z=3-y
in the region z > 0. Apply Stokes’ theorem to evaluate | curl F- dS over the
S
surface where F = 2xi + xzj + yzk where S lies in the z = 0 plane.
9 Verify Green’s theorem in the plane for the integral

}{(xy? — 2x)dx + (x + 2xy”)dy}

where ¢ is the square with vertices at (1, 1), (—1, 1), (—1, — 1) and (1, — 1).

& Further problems 9

1 If V =x’yz, evaluate |V dr between A (0, 0, 0) and B (6, 2, 4)
Cc

(a) along the straight lines c,: (0, 0, 0) to (6, 0, 0)

C2: (6, 0, O) to (6, 2, 0)
c3: (6,-2;.0) to (6, 2,4)
(b) along the path cy having parametric equations x = 3t, y=t, z= 2t.

2 If V=xy?+yz, evaluate to one decimal place |V dr along the curve c

Cc

having parametric equations x = 2t?, y = 4t, z = 3t + 5 between A (0, 0, 5) and

BS; o, Ly.

3 Evaluate to one decimal place the integral |(xyz + 4x’y) dr along the curve c
Cc

with parametric equations x = 2u, y=u*, z=3u* between A (2, 1, 3) and

B (4, 4, 24).

4 yzj+ 3xyzk, evaluate |F-dr between A (0,2,0) and B (3,6,1)

If F=xyi+

where c has the parametric equations x = 3u, y= 4u+2,Z= Tee

5 F=x*i-2xyj+yzk. Evaluate |F-dr between A (2,1, 2) and B (4, 4, 5)

¢c

where c is the path with parametric equations x = 2u, y = Fang Wey Heh I
6 A unit particle is moved in an anticlockwise manner round a circle with center
(0,0, 4) and radius 2 in the plane z=4 in a force field defined as
F = (xy + z)i+ (2x+y)j + (x+y +2)K. Find the work done.
312 Vector Analysis

7 Evaluate | FEdV where F = i— yj + k and Vis the region bounded by the plane
V
z= 0 and the hemisphere x? + y? + z* = 4, for z > 0.
8 V is the region bounded by the planes x =0, y=0, z=0 and the surfaces
y=4-x? (z>0) andy=4-2? (y>0).
If F= 2i+y’j —k, evaluate | FdV throughout the region.
V

If F = 31+ 2j — 2xk, evaluate | FdV where V is the region bounded by the

Vv
planes y = 0, z=0, z=4-—y (z > 0) and the surface x” + y* = 16.
10 A scalar field V = x + y exists over a surface S defined by
x14 yr Z? = 9)
bounded by the planes x=0, y=0, z=0 in the first octant. Evaluate

|V dS over the curved surface.

S
11 A surface S is defined by y? + z = 4 and is bounded by the planes x = 0, x = 3,

y = 0, z= 0 in the first octant. Evaluate |V dS over this curved surface where

S
V denotes the scalar field V = x’yz.

12 Evaluate | curl F - dS over the surface S defined by 2x + 2y + z = 2 and bounded

S
by x =0, y=0, z= 0 in the first octant and where
F=y*i+ 2yzj + xyk.

13 Evaluate |F. dS over the hemisphere defined by x? + y? + z2 = 25 with z > 0,

s
where F = (x+ y)i — 2zj+ yk.
14 A vector field F = 2xi + zj + yk exists over a surface S defined by
x* + y* +z? = 16, bounded by the planes z=0, z=3, x=0, y=O. Evaluate

|F. dS over the stated curved surface.

§
15 Evaluate |F. dS, where F is the vector field xi + 2zj — yk, over the curved
s
surface S defined by x? + y? = 25 and bounded by z = 0, z= 6, y > 3.
16 A region V is defined by the quartersphere x? + y? +z? = 16, z>0, y>0O and
the planes z = 0, y = 0. A vector field F = xyi+ y*j +k exists throughout and
on the boundary of the region. Verify the Gauss divergence theorem for the
region stated.
17 A surface consists of parts of the planes x = 0, x= 1, y=0, y=2, z=1 in the
first octant. If F = yi + x?zj + xyk, verify Stokes’ theorem.
18 Sis the surface z = x* + y* bounded by the planes z = 0 and z = 4. Verify Stokes’
theorem for a vector field F = xyi + xj + xzk.
Vector integration 313

19 A vector field F = xyi + z?j + xyzk exists over the surfaces

x+y? +277 =a?,x=Oandy=0
in the first octant. Verify Stokes’ theorem that | curl F-dS = |F- dr.
S c

20 A surface is defined by z* =4(x2+y”) where 0<z<6. If a vector field

F = zi + xy*j + x°zk exists over the surface and on the boundary circle c, show

that ¢F-dr=| curl F- dS.

c S

21 Verify Green’s theorem in the plane for the integral

|{(x —y) dx — (y* + xy) dy}

c

where c is the circle with unit radius, centered on the origin.

Program 10

Curvilinear
coordinates
Learning outcomes
When you have completed this Program you will be able to:
e Derive the family of curves of constant coordinates for curvilinear
coordinates
e Derive unit base vectors and scale factors in orthogonal curvilinear
coordinates
e Obtain the element of arc ds and the element of volume dV in orthogonal
curvilinear coordinates
e Obtain expressions for the operators grad, div and curl in orthogonal
curvilinear coordinates

314
Curvilinear coordinates 315

This short Program is an extension of the two previous ones and may not be
required for all courses. It can well be bypassed without adversely affecting the
rest of the work.

Curvilinear coordinates
Let us consider two variables u u=a
and v, each of which is a func-
tion of x and y
ie. m= (x, y)
v= 8(x, y)

If u and v are each assigned a

constant value a and b, the O Xx
equations will, in general,
define two intersecting curves.
If u and v are each given several such values, the equations define a network of
curves covering the x-y plane.

a, u=constant

by ~~ v=constant

O x x

A pair of curves u = a; and v = b, pass through each point in the plane. Hence,
or in
any point in the plane can be expressed in rectangular coordinates (x, y)
curvilinear coordinates (u, V).
Let us see how this works out in an example, so move on
316 Vector Analysis

Example 1
Let us consider the case where u = xy and v = x” —y.
4 :
(a) With u=xy, if we put u=4, then y= z and we can plot y against x
to obtain the relevant curve.
Similarly, putting u = 8, 16, 32, ... we can build up a family of curves,
all of the pattern u = xy.

If we plot these on graph paper between x = 0 and x = 4 with a range of y

from y = 0 to y = 20, we obtain

Note that each graph is labelled with its individual u-value.

(b) With v = x? — y, we proceed in just the same way. We rewrite the equation
aS Vs x7 — assign values such as 8, 4, 0, —4, —8, —12, Oars tO! Vaan
draw the relevant curve in each case. If we do that for x — 0 Ome
aber
limit the y-values to the range y = 0 to y = 20, we obtain the family
of
curves
Curvilinear coordinates
317

3 4 |]
1 8
5 12
9 16
13 20
17 24
21 28
25 32
Note again that we label each graph with its own v-value.
This again is a family of curves with the common pattern v = x* — y, the
members being distinguished from each other by the value assigned to v in
each case.
Now we draw both sets of curves on a common set of x-y axes, taking
the range of x from x =0.tox=4
and the range of y from y = 0 to y = 20.
It is worthwhile taking a little time over it - and good practice!
When you have the complete picture, move on to the next frame
i
318 Vector Analysis

The position of any point in the plane can now be stated in two ways. For
example, the point P has Cartesian rectangular coordinates x = 2, y = 8. It can
also be stated in curvilinear coordinates u = 16, v = —4, for it is at the point of
intersection of the two curves corresponding to u = 16 and v= —4.
Likewise, for the point Q, the position in rectangular coordinates is
x = 2.65, y=5.0 and for its position in curvilinear coordinates we must
estimate it within the network. Approximate values are u = 13, v= 2.
Similarly, the curvilinear coordinates of R (x= 1.8, y= 14) are approxi-
mately

7.0 WV = I

Their actual values are in fact vu= 25.2 and v = —10.76.

Now let us deal with another example.

Example 2
If u = x” + 2y and v= y— (x +1)’, these can be rewritten as y =4(u—x?) and
y=v+(x+1)*. We can now plot the family of curves, say between x = 0 and
x=4, with u=5(5)30 and v= —20(5)5, ie. values of u from 5 to 30 at
intervals of 5 units and values of v from —20 to 5 at intervals of 5 units.
The resulting network is easily obtained and appears as
Curvilinear coordinates
319

For P, the rectangular coordinates are (x = 2.18, y = 5.1)

and the curvilinear coordinates are (u = 15, v = —S).
For Q, the rectangular coordinates are ............
and the curvilinear coordinates are ............

Ox 3.2; VSo0! de 185 Vv S17)

Orthogonal curvilinear coordinates

If the coordinate curves for u and v forming the network cross at right angles,
the system of coordinates is said to be orthogonal. The test for orthogonality is
given by the dot product of the vectors formed from the partial derivatives.
This is, if
OudOv Oudv
a ap + By oy = 0 then uw and v are orthogonal.

Example 3
Given the curvilinear coordinates u and v where u = xy and v = x* — y” then
u and v form a coordinate system that is ............
Ee
320 Vector Analysis

Because

) 0 OV
u = xy so Clas and ee v=x*%—y" so a = 2x and ees Then
OX oy

BAD ae Cuey = 2xy — 2xy = 0 and so uw and v form a coordinate system that
OxOx Oy doy
is orthogonal.

Example 4
Given the curvilinear coordinates u and v where u = x? + 2y and
vay—(x+1)? then
u and v form a coordinate system that is ............

not orthogonal

Because

u=x*+2y so ou= Dx ag. v=y—(x+1) SO a = -2(x+1)

ana eee he
oy
Then

Ou OV snOudov
4x(x+1)+2+#0 and so uw and v form a coordinate
Ox Ox Oydy —
system that is not orthogonal.
Let us extend these ideas to three dimensions. Move on

Orthogonal coordinate systems in space

Any vector F can be expressed
in terms of its components in
three mutually perpendicular
directions, which have nor-
mally been the directions of
the coordinate axes, i.e.
F=F,i+F,j+F,k

where i, j, k are the unit vectors parallel to the x, y, z axes respectively.

Curvilinear coordinates 321

Situations can arise, however, where the directions of the unit vectors do
not remain fixed, but vary from point to point in space according to
prescribed conditions. Examples of this occur in cylindrical and spherical
polar coordinates, with which we are already familiar.

1 Cylindrical polar coordinates (p, ¢, Z)

Let P be a point with cylindrical
coordinates (p,¢,z) as shown. The posi-
tion of P is a function of the three
variables p, @,z

(a) If @ and z remain constant and p varies,

then P will move out along AP by an
or : i 3
amount % and the unit vector I in this
fo
direction will be given by

_43or ot
dp|

round the circle with AP as radius

_ is therefore a vector along the tangent to

the circle at P and the unit vectorJ at P will
be given by
or /\or
I=55 /lp
322 Vector Analysis

(c) Finally, if p and @ remain constant

Otan.
and z increases, the vector az will be

parallel to the z-axis and the unit vector

K in this direction will be given by

ee Or /\or
Oz

Note that I, J, K are mutually perpendicular and form a right-handed set. But
note also that, unlike the unit vectors i, j, kK in the Cartesian system, the unit
vectors I, J, K, or base vectors as they are called, are not fixed in directions, but
change as the position of P changes.
So we have, for cylindrical polar coordinates

OF /|or
~ Op/ \dp
Or /\or
Je)
Oo / |0d
Or /\or
ayes
If F is a vector associated with P, then F(r) = F,I + F,J + F,K where F,, F,, F,
are the components of F in the directions of the unit base vectors I, J, K.
Now let us attend to spherical coordinates in the same way.
Curvilinear coordinates
323

2 Spherical polar coordinates (r, 6, ¢)

P is a function of the three variables r,

0, o.

(a) If 6 and ¢ remain constant and r

increases, P moves outwards in the
: ; Ol
direction OP. Or is thus a vector

normal to the surface of the sphere

at P and the unit vector I in that
direction is therefore

I- Or /\or
~ Or / \6r
(b)wa If r and # remain constant and 6
increases, P will move along the
‘meridian’ through P, i.e. = is a
tangent vector to this circle at P
and the unit vectorJ is given by

Pesor

|along the circle through P perpendicular to the z-axis |

a is therefore a tangent vector at P and

q
the unit vector K in this direction is
given by
Or /\or
96 [186
324 Vector Analysis

Once again, the three unit vectors at P (base vectors) are mutually
perpendicular and form a right-handed set. Their directions in space, however,
change as the position of P changes.
A vector F associated with P can therefore be expressed as
F=F,1+ FoJ + FjK where F,, Fg, Fy are the components of F in the directions
of the base vectors I, J, K
Both cylindrical and spherical polar coordinate systems are

orthogonal

Scale factors
Collecting the recent results together, we have:

1 For cylindrical polar coordinates, the unit base vectors are

_or
aa or 1 Or ARE or
a
Op a Op Op
1 Or or
-a5/Eyse where hy = 36

pe 1 Or h apes Or
-5 dz| hy oz Sens ee
2 For spherical polar coordinates, the unit base vectors are
Or /\or 1 Or or
. =f Or|. Ty OF TLL aide
Or /\or 1 Or or
= By 56 = hy 00 where he = 30

_ or Or| 1 Or Or
Od a¢| hy 06 where he — ad

In each case, h is called the scale factor.

—)]
eee Move on
Curvilinear coordinates
325

Scale factors for coordinate systems

1 Rectangular coordinates (x, y, Z)
With rectangular coordinates, hy = hy =h, =1.

2 Cylindrical coordinates (p, @, Z)

r=xi+yj+
zk
Ls) COS.
y=psing
ZZ

". r=pcos¢i+ psin¢dj+zk

Or /\or 1 Or or salt: :
Se ilar hy = |5r|=| cos 6 4+ sin oj
p

= (cos? $+ sin? ¢)!/7 =1

2 AE Sl
Or /\or 1 Or or P 5 :
3=55 /\5al- 7 36 hy =|5E|= | ~psin 6 1+ pcos j|
@Q

= (p* sin’ $ + pcos? ¢)/" = p

ORR
Or /\Or 1 Or =
se ef Vee) ee hz =|—|=|K|=1
x DZ] OZ AO” Oz KI
3 leuk

oi, 1; he So ig |

3. Spherical coordinates (r, 0, ¢)

P (r,
8, 0)
r= xi+yj+
zk
x=rsinécos¢
Z y=rsiné@sin¢
Z y Z=rcos0

‘ r=rsinédcos¢i+rsinésingj+rcosék
Then working as before
326 Vector Analysis

heals =e hg =rsin@

Because
r=rsinédcos¢i+rsinésing j+rcosék

Or or “4 ior
r= / Or ih, Or

h, =|F|=1 sin@cos¢i+sind@sin
¢ j + cos é k |

= (sin? 6cos? ¢ + sin? @ sin? ¢ + cos” 6 1/2

= (sin? 6+ cos? 9)? =1

2% /|ar|_ Lar
~ 060/ |00| he 00
or * : 3 :
hg = 36| = |r cosé cos¢i+r cosé singj—r sind k|

= (r* cos? 6 cos? ¢ + r* cos? 6 sin? ¢ + 7 sin? 6)'/”

= (r’ cos? +r sin? 6)? =r
aT

K-22 Or; 1 or
— O¢/ |0¢| hg Ad
or , : Fit abe A
hg = a6 =|-rsinésingi+rsinécos
¢j |

= (r* sin? @sin? ¢ + 1? sin? 6 cos? ¢)'/?

= (r sin? 6)'/? = rsing
alle =aSie

. heya tinea, fees sin’

So: (a) for cylindrical coordinates

or 10r 1 Or
=—: = : ‘ K = - se
r 00 rsin@0@
SS
Curvilinear coordinates 327

General curvilinear coordinate system

(a1, v, Ww)
Any system of coordinates can be treated in like manner to obtain expressions
for the appropriate unit vectors I, J, K.
or or or or hd Or or
I=
Ou / Ou ~ Ov OV ~ Ow aw
These unit vectors are not always at right angles to each other.
If they are mutually perpendicular, the coordinate system is

orthogonal

Unit vectors I, J, K are orthogonal if

P}=J-K=]R-T=0

Exercise

Determine the unit base vectors in the directions of the following vectors and
determine whether the vectors are orthogonal.
1 i-2j+ 4k 2 2i — 3j + 2k
2i+3j+ k i 2] 2k
—2i+ j+ k — 10i — 2j+ 7k
3 4i1+2j- k 4 314+2j+ k
3i — Sj+ 2k 13] faak
i+ 2j+ 6k 6i+ j-— k

The results are as follows:

1 1 : :
1 l= }(i-2j+ 4k); J=——(21+3j+k);
Jal | ; 14
1
K = —(-2i+j+k)
Fé J

I-J=0; J-K=0; K-I=0 .. orthogonal

1 bars :
2 GGn
1=——(2i-— 3j+2k);
J J==(i+
3 2j+ 2k);

1
K = —— (-—10i + 2j + 7k)
Vis3 |
I.J=0; J-K=0; K-I=0_ .. orthogonal »
328 Vector Analysis

it 1
3
wo
Il=—=~(4i+ 2j-k
ee aR —— (3i — Sj + 2k);

it
K = —= (i+ 2j + 6k
Jal | ;
Ij=0-— J 2K 0 “. not orthogonal

4 I= : (3i+25 +k); | cea ee ETSY

J/14 : V19
1
K = —= (6i+j-—k
55, ie
I-J=0; J-K=0; K-10 .. not orthogonal

Transformation equations

In general coordinates, the transformation equations are of the form

R=fu, Vv, Wi V = 2h, ¥, Wy 2 =, W)

where the functions f, g, h are continuous and single-valued, and whose partial
derivatives are continuous.
Then
r=xi+yj+zk=f(u, v, w)i+g(u, v, w)j+h(u, v, w)k
and coordinate curves can be formed by keeping two of the three variables
constant.
A : ; _ Or or ? or
Now r = xi+ yj + zk 4 dr =~ du+— di +2 dw (1)
Or. ;
a, 84 tangent vector to the u-coordinate curve at P
Or ,
am is a tangent vector to the v-coordinate curve at P
Ore
aw 8a tangent vector to the w-coordinate curve at P
1 ,0r<7\0E or
micy, au au = ul where h, lai

Or /\or or
=z / my a hy J where hy=

or Or Or he
aw /
K = — | |—
law ties
Wise hy hy K where h, ,=|—
fe
|

Then (1) above becomes

dr = h,dul+h,dvjJ +h,dwK

where, as before, h,, hy, My are the scale factors.

SS
Curvilinear coordinates
329

Element of arc ds and element

of volume dV in orthogonal curvilinear
coordinates

(a) Element of arc ds

Element of arc ds from P to Q is given by
dr = h, dul + h, dvJ + hydwK
*. dr- dr = (h,dul + h,dv J + hydw K) - (h,du I
+ hydvJ + hydw K)
*. ds* = h2du? + h2dv* + h2.dw?
* ds = (h2du? + h2dv? + h2,dw?)'/?
(b) Element of volume dV
dV = (h,duI) - (h,dvJ x h,dw K)
= (h,duI) - (hy,dv h,dwI) = h,du h,dv h,dw
dV =h, hy h, audvdy

Note also that

Or (or " or
du dv dw
Ou \Ov- Ow
O(x, Y, Z) du dv dw
= ————
O(u, V, W)

O(x, y, Z)
where au, v, w) is the Jacobian of the transformation.

———$§
er
eee
330 Vector Analysis

Grad, div and curl in orthogonal

curvilinear coordinates
(a) Grad V (VV)

Let a scalar field V exist in space and let dV be the change in V from P to Q.
If the position vector of P is r then that of Q is r+dr.
OV OV OV
Then dV =A bt dw

Let grad V= VV =(VV),I14+(VV),J+(VV),K

where (VV),, ,,, are the components of grad V in the u, v, w directions.
or or or
Al so dr = mu du+ a dv + ay dw

or Or (|or
B t a =| |= By, L v ,
* : Ov== hy J
ne
and awn atIK= hy K.

*. dr=h, dulI+h,dvjJ+h, dwK

We have previously established that dV = grad V-dr

. dV={(VV),I+ (VV), J+(VV),,K}-
{h, dul + hydvJ + hydwK}

= (VV ),h, du + (VV), hy dv + (VV ),, hy dw

5. OV OV
yehe GAY= du + —dv+ —dw
Ou OV Ow
Curvilinear coordinates
331

’, Equating coefficients, we then have

oo = (WV yh Y (WV y=

c= (VV yh (VV), = an

a = (VV) hw. (VV)y>

oo grad VaWeap St yt kK

iv Jo KoO
i.e. grad operator V =
h,0u h,Ov h,ydOw

Other results we state without proof.

(b) DivF (V-F)
divF=V-F
1 O O fa)
Po)}
= Hostin ie (hy hy Fu) 7 av (huhwFy) Ag ow (hulu

Example 1
Show that the curvilinear expression for divF agrees with the earlier
definition in Cartesian coordinates.
In Cartesian coordinates x, y, z we have h, =h,=h,=............ so that
Civ: Fy te eas

hy, = hy =h; = 1 so that

‘ OF, OF, | OF,
Gl = x + ay = Dz

(c) CurlF (V xF)

hI hj hyK
ie a ee ee
(bli) |
SW)
O79
hy byly Ou OV Ow

Lyla Dyky hylw

Example 2
Show that the curvilinear expression for curl F agrees with the earlier
definition in Cartesian coordinates.
In Cartesian coordinates x, y, z we have hy = hy, =h, =............ and I, J,
Kien ee oO tial
332 Vector Analysis

hy, =h, =h,=1andI,J, K=1, j, k so that

_ (OF: _oFy Cee) : ae
curl Paa( 52-5? TW az ax} - “Vax Oy

Because in Cartesians
h,=h,=h,=1 and Ij, K=i,j,k so that
hl) hh, ak
i) a) O O
Vex FE
hyhtyhy| Ou Woy, Ow
HE pe Ee Wel a
Lye iiak

Ee ees
Ox Oy OZ
F, Fy F,
OF, OF,\ .(OF, OF; OF, =»
(5 a) +i(F x) + (F Oy
= 5 | SS Saeee —— ———— k ———

(d) Div grad V (VV)

div grad V=V-(VV) =V°V
Wiel 0 f[hyhy OV we hyhy OV “) 0 (“)}
Dh, hyky (ou On, — on Ov\ hy Ov Ow \ hy Ow

Example 3
Show that the curvilinear expression for V7V agrees with the earlier definition
in Cartesian coordinates.
In Cartesian coordinates x, y, z we have h, =h, =h,=......... so that
VeVi. ok.

h, = h, = h, = 1 so that

2 V= OV OV ley
¥ x2 * Oy? + O22

Let’s try another example, this time in coordinates other than Cartesians.

Example 4
If V(u, v,w) =u + v* + w® with scale factors h, = 2, h, = 1, hy = 1, find V2V at
the point (5, 3, 4).
There is very little to it. All we have to do is to determine the various partial
derivatives and substitute in the expression above with relevant values.
div grad V=
ER eee
Curvilinear coordinates
333

Because
vy - 1 y hy ONE ne hy, pe geX n Omi fig OV
Kiri ou My Ou Ov\ hy, Ov Ow\ hy Ow
OV OV OV
In this case, V=u+v24+w> 5
Ou Teas © ce
Also’ h, =2, hy =1, hy

Wf ve at O O
WV= :—(6w"
2 ‘a (3)ape ayo” )}
=${0+4+12w}
. Atw=4, V2V=26
That is all there is to it. Here is another.

Example 5
If V = (uv? + v*)w> with h, = 3, hy = 1, hy = 2, find div grad V at the point
(2, - 2, 1).

Because
OV V
Ve == US 2 EV 2 aw 3 oeeS Du uw”;fees
a = 2vw?; ——

ISOM oe ae ae

‘i 1(a/20V\
2 =a/.aV\. a (3aV paces es
3 v=2\= (sor) tay (Sor) tam (aan) =

cal O (4
3 3 0
=o han(gum) + 5p (1207) + a5 (5 2 2
5 (ul + v*)w a

at (2, —2, 1)

V?V =2{($w?) + (123) + 9(u? + v7)w}

256 2

Particular orthogonal systems

We can apply the general results for div, grad and curl to special coordinate
systems by inserting the appropriate scale factors — as we shall now see.
>
334 Vector Analysis

(a) Cartesian rectangular coordinate system

If we replace u, v, w by x, y, z and insert values of hy =h, =h, = 1, we
obtain expressions for grad, div and curl in rectangular coordinates, so
that

07V meov O7V

VV=
OX? LOV=a Oe

all of which you will surely recognise.

(b) Cylindrical polar coordinate system

Here we simply replace u, v, w with p, ¢, z and insert h,=h, =1,
hy, hs = p, hy = hz = 1 giving

prs F;,
Bea lee) ina ene alA
Op pdp |page az

(c) Spherical polar coordinate system

Replacing u, v, w with r, 0, ¢ with h, = 1, ha =r, hg =rsin8@,
Curvilinear coordinates 335

OV Ae Lav InoV
tad V = —I
5 Or TT 50) rind Od
diviv F= Zand t 6 F,)+ taal
ae sin
oO
alt sin 6 Fa) + 5p (tho) }

I rr rsindK
1 OO 0
curl R= :
es rsin6\Or 06 Oo
F, rFg rsindF,
way VY ,2OV 1 eV cotaV 1 &v
Or2 = r Or i r2 062 iu r 00 i:r2 sin 6 Od2

The results we have compiled are sometimes written in slightly different

forms, but they are, of course, equivalent.
That brings us to the end of this Program which is designed as an
introduction to the topic of curvilinear coordinates. It has considerable
applications, but these are beyond the scope of this present course of study.

The Review summary follows as usual. Make any further notes as necessary:
then you can work through the Can You? checklist and the Test exercise
without difficulty. The Program ends with the usual Further problems.

Review summary
1. Curvilinear coordinates in two dimensions

=f (x,y); v=s(%,y)
2 Orthogonal coordinate system in space
(a) Cartesian rectangular coordinates (x, y, Z)
F=F,i+F,j+F,k Scale factors hy =h, =h,; = 1

(b) Cylindrical polar coordinates (p, $, Z)

r=pcos¢i+p singj+zk
Base unit vectors: Scale factors:

=> %
ig ah
Op
a
or or
J= ad o h,d =|=—
Aad p)

Or /\or or
= — = h, =|—|=
ie Oz / \Oz erty
F=F,1+F,J+F,K
336 Vector Analysis

(c) Spherical polar coordinates (r, 0, ¢)

r=rsin@ cosdi+rsin#éd sin¢gj+rcosék
Base unit vectors: Scale factors:

r= /- hy =|>|=1

8/8) tele
K-= . »=[5,[=rsing

3 General orthogonal curvilinear coordinates (u, v, W)

x=f(u,v,w); y=g(u,v,w); w=h(u, v, w)
r=xit+yj+zk
or or
Ewe: hit ~woere hy— Bu

Or or

or or
ane hyK where hy, = =|

Element of arc: ds = (h? du? +h? dv* + h?2, dw?)'/

Element of volume: dV =h,h,hy dudvdw

SOX V2)
= alu, v, w) dudvdw

4 Grad, div and curl in orthogonal curvilinear coordinates

10V 10V 1 OV
(a) Grad V=VV=
hy Ou! ty Oe lgBW
lo ye . K 0
grad operator = V =
hou Tyov™ hy ow
‘ ik 0 0 )
b) DivDiv F = ———
(b) ARON <
{5— (UntinF)
(h, + aie | a
Ay (hwhyFy)be + ele
py law) }

hl hy hyK

(c) Curl F= : a a 2
hyhyhy| du Ov Ow
fabalaly Iabsliby (ph dP.

(d) Div gad V=V-VV=V°V

es Le huty OV\ 0 (Iyh, OV
huhyhy \Ou\ hy Ou) av\h, Ov + ime za
Curvilinear coordinates 337

5S Grad, div and curl in cylindrical and spherical coordinates

(a) Cylindrical coordinates (p, ¢, Zz)
QM LQWUL OY.
rad
V = —I+
6 Op abd 1 Bs

dive = {te} gi [= | ob
p Op p | 0d OZ
I pj K

Cot: Ks a a !
pi\Oop Od Oz
Py ers: FP,

AT Vy
ae 19V
SA 92ot as By)aa
Ns
Bee oe ae ae
(b) Spherical coordinates (r, 6, @)
OV 10V 1aey.
rad V = — [+—— =
6 Or Hr ap Fin he

div: 10
Bae {7° F) siO lo
ne @
CA areas aint
pe 2 ale reineoes”
I rr rsinéK
1 Bs ¥2 O
DF=
Age rsin@\Or 06 Od
F, Fg rsinéF¢
yaad ak 20V 10@V_ cotd9dV 1 Oty
Or csr Or Te 0e2 r2 00 Loe sin?
@ O¢2

&% Can You?

Checklist 10

Check this list before and after you try the end of Program test

On a scale of 1 to 5 how confident are you that you can: Frames

e Derive the family of curves of constant coordinates for
curvilinear coordinates?
Yes No
e Derive unit base vectors and scale factors in orthogonal
curvilinear coordinates?
Yes No
338 Vector Analysis

e Obtain the element of arc ds and the element of volume dV in

orthogonal curvilinear coordinates?
Yes | No
e Obtain expressions for the operators grad, div and curl in ;
orthogonal curvilinear coordinates? (26) - (Be)
Yes | No

& Test exercise 10

1 Determine the unit vectors in the directions of the following three vectors and
test whether they form an orthogonal set.
3i-2j+ k
i+2j+ k
~2i— j+4k.
If r= usin 201+ u cos 204+ v’k, determine the scale factors h,, hy, ho.

3 IfPisa point r = p cos¢i+ psin dj + zk anda scalar field V = p*zsin 2 ¢ exists

in space, using cylindrical polar coordinates (p, ¢, z) determine grad V at the
point,at-which p=1, @=2/4,2—2%

4 A vector field F is given in cylindrical coordinates by

F=pcos¢I+p sin2¢J+zK

Determine (a) div F; (b) curl F.

5 Using spherical coordinates (r, 6, ¢) determine expressions for

(a) an element of arc ds; (b) an element of volume dV.

6 If Visa scalar field such that V = u?vw? and scale factors are h, = 1, h, = 2,
hy =4, determine VV at the point (2, 3, — 1).
Curvilinear coordinates 339

§& Further problems 10

Determine whether the following sets of three vectors are orthogonal.
(a) 4i-2j-k (b) 2i+3j-k
3i + 5j+2k 4i — 2j + 2k
i-11j+26k i+ 4j+2k
2 If V(u,v,w) = v>w* sin 2u with scale factors h, = 3, Nf= 1s hy = 2, determine
div grad V at the point (7/4, — 1, 3).
2 a2wWw
3 A scalar field Paes = exists in space. If the relevant scale factors are
hy, = 2, hy = 3, hy = 1, determine the value of VV at the point (1, 2, 0).
4 Ifr=xi+yj+zkand x=rsiné cos¢, y=r siné sind, z=r cos@ in spherical
polar coordinates (r, 6, ¢), prove that, for any vector field F where
F=F,i+F,j+F,K=F,1+FyoJ+F,K
then F, = F,sin@cos ¢@ + Fy cos @cos ¢ — Fs sin ¢

F, = F, sin @sin ¢ + Fg cos @sin ¢ + F, cos }

F, = F, cos @ — F,sin@
5 If V isa scalar field, determine an expression for V?V
(a) in cylindrical polar coordinates
(b) in spherical polar coordinates
6 Transformation equations from rectangular coordinates (x, y, z) to parabolic
cylindrical coordinates (u, v, w) are
tem ye
bi : voy, 2= Ww
2
V is a scalar field and F a vector field.
(a) Prove that the (u, v, w) system is orthogonal
(b) Determine the scale factors
(c) Find div F
(d) Obtain an expression for V*V
a
Answers

Test exercise 1 (page 22)

1 ue 12x" saga
(a) nate — Sy ey —10xy + 9y pe iees24x
oe Fe
ay =p x pets y
wes = —10y ie =-10y (b) oe = —2sin(2x + 3y) = = —3 sin(2x + 3y)
Oy - OX Ox - OY Ox oy
Oz Oz Pz
—=-
aya 4 cos(2x + 3y) —=-
ay 9 cos(2x + 3y) ——
By - Ox = cos(—6c0s(2x+3y)

02z Oz 2_y2 Oz Tin 0

Baap 6cos(2x+3y) (c) oe 2xe* By y

02z 2 29) Oz ewer) 62z Paeey)

7x2 Le" >) (OKA) Bye 2e -Y (2y~ — 1) aan xy
2
oe = —4xye"-” (d) = 2x* cos(2x + 3y) + 2x sin(2x + 3y)
2
= = (2— 4x”) sin(2x + 3y) + 8x cos(2x + 3y)

dySots
Ox —6x? sin(2x + 3y) + 6x cos(2x + 3y)
s ”
facie cos(2x + 3y)

shad
aS 2 si
sin(2x OAT)
+ 3y) oe arldu a.
rare x sin(2x + Sys3y)+ Gace
6x cos(2x + 3y)

2 (a) 2V 3 Pdecreases 375 W 4 +2.5%

Further problems 1 (page 23)

10 +0.67E x 10~° approx. 12 +(x+y+z)% 13 y decreases by 19% approx.
14 44.25% 16 19% 18 dy=y{éx-pcot(px +a) — 6t-qtan(qt + b)}

Test exercise 2 (page 53)

Axy — 3x? (b) e* cos y — e” cos x 5 cos x cosy — 2sinxcosx
1 (a)
3y2 — 2x2 ex siny + eY sinx S sin x sin y + sec? y
V decreases at 0.419 cm?/s 3 y decreases at 1.524 cm/s
Ox
ee (4x° + 4xy) cos 6+ (2x? + 3y”) sind
a) '
a = r{(2x* + 3y*) cos6— (4x + 4xy) sin 6}

6 145.7+26mm 7 S8m/s 8 tty, __—2

2x + 3y ©(2x + 3y)
x =p ~y x
2(x2 — y2)' 402 —y2)' 202 — 2) 402 — y’)

340
Program title 341

Further problems 2 (page 54)

Bs
2 a= oxy 3) tané=
17/6 —2.8383 9 (a) 2 (yy Sh Shek
oY ey =
aryay 2
X+2 2x3y — 2x2 + 6xy — 8x
Osea ene. 6 ey ins) —tany
y.cosx
o 2 2 5 sin xsin y+ sec? y x sec? y — sinx
20 (a) 2xy + Y COS xy ie xy + tan xy
x? + x COS xy x
21 (8xcosx — 6ysinx)/J; —(4x3 cosy + 6xsin y)/J;
J =4xcosxsiny + 2x’ysinxcosy 22 ¢3”/2(xe3” + e~3’); e-3”/2(xe3” + e397);
—1/3(xe*” + e-3”); x/3(xe*” + e~37)
24 (2e™ sinh 2x sin 3y + 3ye* cosh 2x cos 3y)/(1 + 3y?);
{—4ye* sinh 2x sin 3y + 3e*(1 + y”) cosh 2x cos 3y}/2(1 + 3y?)

Test exercise 3 (page 77)

56
373
2 (b) r= 5cos?6

O-
(d) r=1+cosé

(e) r=1+3cosé er = os 47 C0si0

D 2
Rose aes —s

Further problems 3 (page 78)

30 Qn 4a? 137 2 207 87a 3
1 a aris
A=T, (b) ape Py Se ea ee
3 4 3
8 + 85 3 6 3 7 3
342 Vector Analysis

37a
9 "10 PYG
41 21.250 12 37a
14 *a {vb a Fi bo; Se
erryAa, | )
15 ra2(2— V2)

Test exercise 4 (page 105)

11
1: (a)0. (5)0' 2° @) = 120 Oe 3 3.67 4 170.67 5 7
6 36
Further problems 4 (page 106)
ar3 9) =22=!
4 23 9 28" 5 gs a ye ee eee eee,
Dy 8 3
1sn 1 7/6 p2cos3é a {1 1 \
13 4n,—~=-—
545+!) 13
10 alors TS i2) Aj]
ral rdrd@d=-—
3 "| aes 1
nm pa(1+cos@) 4 3 16

15 M=| = 2 2 he
Zandteds dG ee
14 $4 32-4) 0 Jo 3 Or 2
9
b? 2 2 [>
(b) sabe: centroid ji 17 19.56 18 —(c—a‘*) 19 elt + 3V3)
8 37 4 6
20 232

Test exercise 5 (page 148)

1 (a) dz = 4x' cos3y dx — 3x*sin3ydy (b) dz = 2e?”{2.cos 4x dx + sin 4x dy}
(c) dz = xw2{2ywdx+xwdy+3xydw} 2 (a) z=x3y*+ 4x? — Sy?
(b) z= x* cos 4y + 2cos3x+4y? (c) not exact differential
3 9square units 4 (a) 278.6 (b) 7/2 (c) 22.5 (d) 48 (e) —21 (f) —S4z
5 Area =; square units 6 (a) 2 (b) 0

Further problems 5 (page 149)

Tata? Tees ag19 — 4v3} 4 stint +4} 5
1
8 3 9.14 10 (a) 39.24. (D0. i1

Test exercise 6 (page 192)

1 4V2x 2 a(n/2)* 3 (a) (1) (4.47, 0.464, 3) (2) (5.92, 0.564, 0.322)
(b) (1) (3.54, 3.54, 3) (2) (—0.832,1.82,3.46) 4 12 5 a3(8—3a)x/12
a Pha \|v(1+u)(1+u+v)dvdv (b) I= || ery ae dudvdw
vw

Further problems 6 (page 192)

1 4/50 2 (5.5.5)
Lag
3 (gO velwadno
/227
5
T =
(5V5 — 1)
a 3 24
6 tV5 7 16a* 8 2a%(n-2) 9 4n(at+b)Va2—b2 10 45n
11 na* 4 3a
11 ee
30 ale. Se5 13 2(x= >) 14 ise
Sy F= 8
Program title 343

3 4nab 3
15 “ {4v2 - 3} 16 — 175, 18 z|| +) duav
19 wvdudvdw 20 z=—2 21 23 *2 670 1)

Test exercise 7 (page 228)

1 AB=2i-—5j, BC=—4i+j, CA = 21+ 4y, AB= 29, BC= 17, CA= 20
2 (a) -8 (b) -2i-7j-18k 3 (a) -8 (b) -2i-7j-18k
4 (a) 6,0=82°44' (b) 47,05,6=19°31' 5 (a) -15 (b) -16i+10j+17k
6 (a) 9 (b) —(47i+17§+29k) 7 A-(BxC)=0 .. vectors coplanar

Further problems 7 (page 228)

Se LT 5s 1 1
OG ati oy 2. ae 4.5) 1,2, —3); 6 = 98°42!

3 moduli: /74, 3/10, 2\/46; direction cosines: 1 1

ofa). 1,=5,=6),
: V7 | 370 | }
1
—— (3,-1,6); sum =10i 4 8, 17i—7j
2k, 6 — +
66°36!
a7 y
5 (a) —7,7(i—j—k) (b) cosO=-05 6 cos@=-—0.4768
7 (a) 7, 5i=—3j—k (b) 8, 111 18j +
—19k
3 5 11 2 tees Sy eS eee
8 i+ j+ k; sind=0.997 9 : OE ‘ ;
V155 Ji55? V155 V13 V¥13 = V30 -~V30 V30
10 6V5; ey ee 11 (a) 0,6=90° (b) 68.53, (—0.1459, —0.5982, —0.7879)
"375 3V5' 35
1
Doe at Shj 1d 75(4 11)) 13 Ga)) i 3)j = 7k ((by) =41
4 j 42k

(c) 13(i
+2j+k) @) a+ 2+8) 14 61 15 291-10)
6 A A
fick
16 (a) 22i+14j+2k (b) —2i+14j— 22k
17 (a) 15° (b) -33 ().7 IB (2) -6i+4j-7k "(b) G2110) — 38k
(c) 18i-21j+10k 19 p=6 20 (a) (1) p=15/4 (2) p= —33
(b) 5(3i — 2j + 6k)

Test exercise 8 (page 261) :

1 (@) 4i-49424k (b) 2i-2j4+24k © 24.66 2 P=——(4i+j+7k)
8 V66
3 a(n5 (258 — 61j = 15k) ) 4°55.08 5S =—— j 29k )
Aol (2144)
Guta) 144 = 12).
30k (b)8 ac) 5i-—
2) —4k -Gd) 714+ 2)4.3k
(e) 3i+ 2j+k

Further problems 8 (page 261)

1 (a) 2xi+3j+cosxk (b) 2i—sinxk (c) (4x2 +9 + cos? x)!”
(d) 34+sin2 2 (a) 2—2u—-9u?
(b) (3u? + 4u+ 3)i + (3u? + 6)j+(1-—2u)k (c) i-2j4+ (3 - 2u)k
il —] 3 ;
5 Val a tel ahaa G5
3 ——(2i-—20j+11k) 5 —(10i
+ 2j — 5k)

=
(oil Ok
mig (121iwat!
eG —— + 4j — 21k) (a SiS oe —o. 165
Vise J ) V601
344 Vector Analysis

9 (a) 12i—4j+4k (b) 24i-4j (© 144

10 (a) (2sin2)i + 2e°j + (cos2+e3)k (b) ae 2 + cos? + 5e°)/”
2 + 2e3 cos2
11 —5.014 1 (3+ 25 — 4h) q= sq l6i- i+ 9 = 68° 48 '
12 P= zg
13 (a) (2t+3)i— (6cos 3t)j+6e"k (b) 2i+ (18sin 3f)j+ 12e"k) (OMIZA7.
15 —4xi+4zk 16 (2cos5.5)i— (6sin5.5)j — (6sinS.5)k

Test exercise 9 (page 310)

aiak 2 12 3 180(2i+j) 4 24(i+j) 5 a+
1 3i+

6 all conservative 7 36(7 +1) 8 0

Further problems 9 (page 311)

1 (a) 576k (b) °22(34+ j +2) 2 1771i+1107j
+ 830.4k
16a
3 416.114 718.5j+5679k 4 469 5 -418 6 87 7 ad i+k)

8 7(481 + 64) — 24K) 9 64(F— 5)(i+ 49

10 5{(n +24+(r+2)j+4k} S j+15k)
11 —(32 2
12 -1 13 en

42 F(117x + 256 ~ 28V7) = 91.58 15 -80 16 967 17 —2 18 12z

3
19 eee 20 81

Test exercise 10 (page 338)

1 yes, an orthogonal set 2 h,=1,h,=2v,hz,=2u 3° 41+K
4 (a) (2cos@¢+2cos2¢+1) (b) (2sin2¢+sin¢)K
5 (a) (ds)? = (dr)” + r2(d0)* +12 sin? 6(dd)*_ (b) dV =r? sinédrdéd¢
6 —10.5

Further problems 10 (page 339)

1 (a) yes (b) no 2 —S50.5 3 2a

5 (a) V*V=
Aan OV 1 &V &vV
Op? p Op 3 p2 Od? * Oz?

b) VV
1107 30V i) aV 1 &V
(b) 2 Ss: ar («
4
) * sind a0 (sino) *sin26 Oe
6 (b) hy, — hy — VV u2 =F v2; hy, = 1

:
(OuGivare= aan tau (Ve ee 0 iF.
ma) tal ie aye a) + OF
Ou Ow
217 1 OV OV O2V
oD) ag u2 + v2 | du2 = Ov2 t Ow2
Se ee
Index

addition of vectors 198-201 Gauss’ theorem 289-295, 309

angle between two vectors 215-217, 226 general curvilinear coordinate
applications of multiple integrals 88-93 system 327-328
applications of partial derivatives 25-55 grad 242-244, 254-258, 330-331
arc length, line integral 130-131 grad of sums 250-251
area of a rectangle, double integrals 81-83 gradient of a scalar function see grad
area, enclosed by closed curve 115-119 graphs of polar curves 59-61
area, enclosed by polar curves 64-68, Green's theorem 304-307, 309
88-98 Green’s theorem in the plane 138-144, 146

Cartesian coordinates 57-59, 163-166, integration of exact differentials 113-115

189-190 integration of vector functions 239-241
change of variables 37-42, 177-178, 191 inverse functions 43-54
components of a vector 201-207
conservative vector fields 284-288, 308 Jacobin 177-188
coordinate systems 325-326
coplanar vectors 220-221, 226-227 lengths of polar curves 70-72
curl 252-258, 331-333 line integral round a closed curve 126-129
curl of a vector function see curl line integrals 119-138, 146, 264-271, 307
curvilinear coordinates 179-188, 314-339
cylindrical coordinates 164-166, 189-190 multiple integrals 80-107, 177-178

determination of volume 99-102 orthogonal coordinate systems 320-324

differentials 108-119, 137-138, 145-146 orthogonal curvilinear
differentiation of sums 235-236 coordinates 319-320, 329-333
differentiation of vectors 231-238
differentiation of products 235-236 parametric equations 131-132
direction cosines 209, 225-226 partial derivatives, application 25-55
direction of unit normal vectors 298-303 partial differentiation 1-24, 238-241
direction ratios 218 particular orthogonal systems 333-335
directional derivatives 245-248 path of integration 132-136
div 251-252, 254-258, 331 polar coordinates 56-79, 308
divergence of a vector function see div polar curves 59-76
divergence theorem 289-295, 309 products of scalars 250-251
double integrals 84-85, 93-96, 152-167 properties of line integrals 123-125
properties of scalar triple products 219-220
element of arc ds 329
element of volume dV 329 rate-of-change problems 29-36
equal vectors 197-198 regions enclosed by closed curve 125
equations of standard polar curves 61-64
errors 16-22 scalar fields 241-254, 264-266, 276-279
exact differentials 112-115, 137-138, 146 scalar product of three vectors 218-219
scalar product of two vectors 210-212,
first partial derivatives 2-8 226

345
344 346 Index

scalar quantities 196, 225 unit normal vectors 248-250, 298-303

scalar triple products 219-220, 226 unit tangent vectors 236-238
scale factors 324-326 unit vectors 205-207, 226
second moments of area 88-98
second-order partial derivatives 8-14 vector differentiation 230-261
small increments 16-22 vector fields 241-254, 267-271, 279-283
solenoidal vector 252 vector integration 263-313
space coordinate systems 163-167 vector product of two vectors 212-215, 226
spherical coordinates 165-166, 189-190 vector quantities 196
standard polar curves 61-76 vector representation 197-201
Stokes’ theorem 295-297, 309 vector triple products 222-225, 227
summation in two directions 81-83 vector, components 201-207
surface integrals 151, 157-167, 189, vectors 195-229
275-283, 308 vectors in space 207-208
surface of revolution 73-76 vectors, types 198
volume in space 167
three independent variables 137-138 volume integrals 151, 168-178, 190,
transformation equations 328 271-275, 307
transformation in three volume of revolution 68-70
dimensions 187-188 volume, triple integrals 99-102
triple integrals 86-88, 218-225
\
 Using the same innovative and proven approach that has |
made the authors’ Engineering Mathematics a worldwide”
VE CTOR bestseller, this book can be used in the classroom or as an in-—
depth self-study tutorial. Its unique programmed approach
AN ALYSIS patiently presents the mathematics in a step-by-step fashion
together with a wealth of worked examples and exercises. It
K.A. Stroud also features Quizzes, Learning Outcomes, and Can You?
ee ccheck-lists that guide you through each topic and reinforce
Dexter Booth learning and comprehension. Both students and professionals —
alike will find this book a very effective learning tool and ~
reference.

Distinctive Features
© Uses a unique and proven “programmed” approach that takes you through
each topic in a step-by-step fashion with a wealth of worked examples and exercises.
e Serves as a "personal tutor", allowing you to proceed at your own rate of learning —
and master each topic before going on to the next.
® Provides many opportunities for self testing through numerous Quizzes, Learning
Outcomes, and Can You? checklists.
© Equally effective as a classroom textbook or a self-study tutorial.

About the Authors

K.A. Stroud formerly was a professor in the Department of Mathematics at Lanchester

Polytechnic (now Coventry University) in the United Kingdom. He originated the hugely
popular Engineering Mathematics (ISBN 0-8311-3152-7) and Advanced Engineering
Mathematics (ISBN 0-8311-3169-1), which are also available from Industrial Press.

Dexter J. Booth teaches in the United Kingdom at the University of Huddersfield. He is

the author of several mathematics books, including with Stroud the latest editions of
Engineering Mathematics and Advanced Engineering Mathematics.

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