Vector Calculus by Michael Corral - HTML preview

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∂u × r

∂v

z

Recall that normal vectors to a plane can point in two opposite

directions. By an outward unit normal vector to a surface Σ,

we will mean the unit vector that is normal to Σ and points away

from the “top” (or “outer” part) of the surface. This is a hazy

y

definition, but the picture in Figure 4.4.4 gives a better idea of

0

what outward normal vectors look like, in the case of a sphere.

With this idea in mind, we make the following definition of a

x

surface integral of a 3-dimensional vector field over a surface:

Figure 4.4.4

Definition 4.4. Let Σ be a surface in R3 and let f( x, y, z) = f ( x, y, z)i

( x, y, z)j

( x, y, z)k

1

+ f 2

+ f 3

be a vector field defined on some subset of R3 that contains Σ. The surface integral of f

over Σ is

f · dσ =

f · n ,

(4.30)

Σ

Σ

where, at any point on Σ, n is the outward unit normal vector to Σ.

Note in the above definition that the dot product inside the integral on the right is a

real-valued function, and hence we can use Definition 4.3 to evaluate the integral.

Example 4.10. Evaluate the surface integral

f· dσ, where f( x, y, z) = yzi+ xzj+ xyk and Σ

Σ

is the part of the plane x + y+ z = 1 with x ≥ 0, y ≥ 0, and z ≥ 0, with the outward unit normal

n pointing in the positive z direction (see Figure 4.4.5).

z

Solution: Since the vector v = (1,1,1) is normal to the plane x + y + z = 1

1

(why?), then dividing v by its length yields the outward unit normal

n

vector n = 1 , 1 , 1 . We now need to parametrize Σ. As we can see

3

3

3

Σ

y

from Figure 4.4.5, projecting Σ onto the xy-plane yields a triangular

0

region R

1

= {( x, y) : 0 ≤ x ≤ 1, 0 ≤ y ≤ 1 − x }. Thus, using ( u, v) instead of

1

x + y + z = 1

( x, y), we see that

x

Figure 4.4.5

x = u, y = v, z = 1 − ( u + v), for 0 ≤ u ≤ 1,0 ≤ v ≤ 1 − u

4.4 Surface Integrals and the Divergence Theorem

161

is a parametrization of Σ over R (since z = 1 − ( x + y) on Σ). So on Σ,

1

1

1

1

f · n = ( yz, xz, xy) ·

,

,

=

( yz + xz + xy)

3

3

3

3

1

1

=

(( x + y) z + xy) =

(( u + v)(1 − ( u + v)) + uv)

3

3

1

=

(( u + v) − ( u + v)2 + uv)

3

for ( u, v) in R, and for r( u, v) = x( u, v)i + y( u, v)j + z( u, v)k = ui + vj + (1 − ( u + v))k we have

r

r

r

r

×

= (1,0,−1) × (0,1,−1) = (1,1,1)

×

= 3 .

∂u

∂v

∂u

∂v

Thus, integrating over R using vertical slices (e.g. as indicated by the dashed line in Figure

4.4.5) gives

f · dσ =

f · n

Σ

Σ

r

r

=

(f( x( u, v), y( u, v), z( u, v)) · n)

×

dv du

∂u

∂v

R

1

1− u 1

=

(( u + v) − ( u + v)2 + uv) 3 dv du

0

0

3

1

( u + v)2

( u + v)3

uv 2 v=1− u

=

+

du

0

2

3

2

v=0

1 1

u

3 u 2

5 u 3

=

+

+

du

0

6

2

2

6

u

u 2

u 3

5 u 4 1

1

=

+

+

=

.

6

4

2

24

8

0

Computing surface integrals can often be tedious, especially when the formula for the

outward unit normal vector at each point of Σ changes. The following theorem provides an

easier way in the case when Σ is a closed surface, that is, when Σ encloses a bounded

solid in R3. For example, spheres, cubes, and ellipsoids are closed surfaces, but planes and

paraboloids are not.

162

CHAPTER 4. LINE AND SURFACE INTEGRALS

Theorem 4.8. (Divergence Theorem) Let Σ be a closed surface in R3 which bounds a

solid S, and let f( x, y, z) = f ( x, y, z)i

( x, y, z)j

( x, y, z)k be a vector field defined on some

1

+ f 2

+ f 3

subset of R3 that contains Σ. Then

f · dσ =

div f dV ,

(4.31)

Σ

S

where

∂ f

∂ f

∂ f

div f =

1 + 2 + 3

(4.32)

∂x

∂y

∂z

is called the divergence of f.

The proof of the Divergence Theorem is very similar to the proof of Green’s Theorem, i.e. it

is first proved for the simple case when the solid S is bounded above by one surface, bounded

below by another surface, and bounded laterally by one or more surfaces. The proof can then

be extended to more general solids.3

Example 4.11. Evaluate

f · dσ, where f( x, y, z) = xi + yj + zk and Σ is the unit sphere Σ

x 2 + y 2 + z 2 = 1.

Solution: We see that div f = 1 + 1 + 1 = 3, so

f · dσ =

div f dV =

3 dV

Σ

S

S

4 π(1)3

= 3

1 dV = 3vol( S) = 3 ·

= 4 π .

3

S

In physical applications, the surface integral

f · dσ is often referred to as the flux of f

Σ

through the surface Σ. For example, if f represents the velocity field of a fluid, then the flux

is the net quantity of fluid to flow through the surface Σ per unit time. A positive flux means

there is a net flow out of the surface (i.e. in the direction of the outward unit normal vector

n), while a negative flux indicates a net flow inward (in the direction of −n).

The term divergence comes from interpreting div f as a measure of how much a vector

field “diverges” from a point. This is best seen by using another definition of div f which is

equivalent4 to the definition given by formula (4.32). Namely, for a point ( x, y, z) in R3, 1

div f( x, y, z) = lim

f · dσ ,

(4.33)

V →0 V Σ

3See TAYLOR and MANN, § 15.6 for the details.

4See SCHEY, p. 36-39, for an intuitive discussion of this.

4.4 Surface Integrals and the Divergence Theorem

163

where V is the volume enclosed by a closed surface Σ around the point ( x, y, z). In the

limit, V → 0 means that we take smaller and smaller closed surfaces around ( x, y, z), which

means that the volumes they enclose are going to zero. It can be shown that this limit is

independent of the shapes of those surfaces. Notice that the limit being taken is of the

ratio of the flux through a surface to the volume enclosed by that surface, which gives a

rough measure of the flow “leaving” a point, as we mentioned. Vector fields which have zero

divergence are often called solenoidal fields.

The following theorem is a simple consequence of formula (4.33).

Theorem 4.9. If the flux of a vector field f is zero through every closed surface containing a

given point, then div f = 0 at that point.

Proof: By formula (4.33), at the given point ( x, y, z) we have

1

div f( x, y, z) = lim

f · dσ for closed surfaces Σ containing ( x, y, z), so

V →0 V Σ

1

= lim

(0) by our assumption that the flux through each Σ is zero, so

V →0 V

= lim 0

V →0

= 0 .

QED

Lastly, we note that sometimes the notation

f ( x, y, z)

and

f · dσ

Σ

Σ

is used to denote surface integrals of scalar and vector fields, respectively, over closed sur-

faces. Especially in physics texts, it is common to see simply

instead of

.

Σ

Σ

Exercises

A

For Exercises 1-4, use the Divergence Theorem to evaluate the surface integral

f · dσ of

Σ

the given vector field f( x, y, z) over the surface Σ.

1. f( x, y, z) = xi + 2 yj + 3 zk, Σ : x 2 + y 2 + z 2 = 9

2. f( x, y, z) = xi + yj + zk, Σ : boundary of the solid cube S = {( x, y, z) : 0 ≤ x, y, z ≤ 1}

3. f( x, y, z) = x 3i + y 3j + z 3k, Σ : x 2 + y 2 + z 2 = 1

4. f( x, y, z) = 2i + 3j + 5k, Σ : x 2 + y 2 + z 2 = 1

164

CHAPTER 4. LINE AND SURFACE INTEGRALS

B

5. Show that the flux of any constant vector field through any closed surface is zero.

6. Evaluate the surface integral from Exercise 2 without using the Divergence Theorem, i.e.

using only Definition 4.3, as in Example 4.10. Note that there will be a different outward

unit normal vector to each of the six faces of the cube.

7. Evaluate the surface integral

f · dσ, where f( x, y, z) = x 2i + xyj + zk and Σ is the part of Σ

the plane 6 x + 3 y + 2 z = 6 with x ≥ 0, y ≥ 0, and z ≥ 0, with the outward unit normal n

pointing in the positive z direction.

8. Use a surface integral to show that the surface area of a sphere of radius r is 4 πr 2. ( Hint:

Use spherical coordinates to parametrize the sphere. )

9. Use a surface integral to show that the surface area of a right circular cone of radius R

and height h is πR h 2 + R 2. ( Hint: Use the parametrization x = r cos θ, y = r sin θ, z = h r, R

for 0 ≤ r R and 0 ≤ θ ≤ 2 π. )

10. The ellipsoid x 2

a 2 + y 2

b 2 + z 2

c 2 = 1 can be parametrized using ellipsoidal coordinates

x = a sin φ cos θ , y = b sin φ sin θ , z = c cos φ , for 0 ≤ θ ≤ 2 π and 0 ≤ φ π.

Show that the surface area S of the ellipsoid is

π

2 π

S =

sin φ

a 2 b 2 cos2 φ + c 2( a 2 sin2 θ + b 2 cos2 θ)sin2 φ dθ dφ .

0

0

(Note: The above double integral can not be evaluated by elementary means. For specific

values of a, b and c it can be evaluated using numerical methods. An alternative is to

express the surface area in terms of elliptic integrals.5)

C

11. Use Definition 4.3 to prove that the surface area S over a region R in R2 of a surface

z = f ( x, y) is given by the formula

2

2

S =

1 + ∂f

d A .

∂x

+ ∂f

∂ y

R

( Hint: Think of the parametrization of the surface. )

5 BOWMAN, F., Introduction to Elliptic Functions, with Applications, New York: Dover, 1961, § III.7.

4.5 Stokes’ Theorem

165

4.5 Stokes’ Theorem

So far the only types of line integrals which we have discussed are those along curves in R2.

But the definitions and properties which were covered in Sections 4.1 and 4.2 can easily be

extended to include functions of three variables, so that we can now discuss line integrals

along curves in R3.

Definition 4.5. For a real-valued function f ( x, y, z) and a curve C in R3, parametrized by

x = x( t), y = y( t), z = z( t), a t b, the line integral of f ( x, y, z) along C with respect to arc length s is

b

f ( x, y, z) ds =

f ( x( t), y( t), z( t))

x ′( t)2 + y′( t)2 + z ′( t)2 dt .

(4.34)

C

a

The line integral of f ( x, y, z) along C with respect to x is

b

f ( x, y, z)