.

Chapter 15 Vector Calculus

.
15.1 Vector Fields
15.2 Line Integrals
15.3 Fundamental Theorem and Independence of Path
15.3 Conservative Fields and Potential Functions
.

.
Warning: Students should come to lecture as the contents are not easy to
understand,
. and many notations are involved.

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. Vector Fields
.
Definition. Let D R2 . A vector field on D is a vector-valued function F that
assigns to each point (x, y) in D a two dimensional vector F(x, y), i.e.
. (x, y) = P(x, y)i + Q(x, y)j = ( P(x, y), Q(x, y) ).
F
.
Definition. A vector field F on a region E R3 , assigns each point (x, y, z) in E
to a three dimensional vector F(x, y, z), i.e.
. (x, y, z) = P(x, y, z)i + Q(x, y, z)j + R(x, y, z)k.
F

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.
Definition. If f : Rn R is a differentiable function, then f is a vector field on
Rn , and it is called the gradient vector field of f given by
f (x, y, z) = fx (x, y, z)i + fy (x, y, z)j + fz (x, y, z)k.
. = ( fx (x, y, z), fy (x, y, z), fz (x, y, z) )
.
Example. Prove (i) (f g) = f g + gf .
. (af + bg) = af + bg, where a, b R.
(ii)

Proof. (i) (f g) = ( (f g)x , (f g)y , (f g)z )

= ( f gx + gfx , f gy + gfy , f gz + gfz )
= f (gx , gy , gz ) + g(fx , fy , fz )
= f g + gf .
We leave the proof of (ii) to reader.

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.
Definition. Let F(x, y, z) = P(x, y, z)i + Q(x, y, z)j + R(x, y, z)k be a vector field,
with differentiable coordinate functions. Then the curl of F is defined by
i j k
curl F(x, y, z) = F =
x

y

z = (Ry Qz )i + (Pz Rx )j + (Qx Py )k.
. P Q R

.
Example.
. Find the curl of F = (x2 z)i + xez j + xyk.
i j k

Solution. curlF = F = x y z
x2 z xez xy
( ) ( ) ( )

y (xy) z (xe ) i + x (xy) z (x z) j + x (xez ) z) k
z 2 2
= y (x
= x(1 ez )i (y + 1)j + ez k.
.
Example.
. Let F(x, y, z) = xzi + xyzj y2 kk. Find curl F.
i j k

Solution. curlF = F = x y z = (2y + xy)i + xj + yzk.
xz xyz ez

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.
Theorem. If f (x, y, z) is a scalar function and has continuous 2nd order partial
derivatives,
. then curl (f ) = 0.
i j k

Proof. curl (f ) = x y z
fx fy fz
= ( (fz )y (fy )z )i + ( (fx )z (fz )x )j + ( (fy )x (fx )y )k = 0.
.
Exercise. Let a, b R, and f be a differentiable function, then
(i) (aF + bG) = a F + b G;
. (f F) = f F + (f ) F.
(ii)

We skip the proof.

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.
Definition. Let F(x, y, z) = ( P(x, y, z), Q(x, y, z), R(x, y, z) ) be a differentiable
vector field, i.e. the functions P, Q and R are differentiable functions on the
domain of F. The divergence of F is defined to be
Q
divF(x, y, z) = F(x, y, z) = P R
x + y + z .
.
.
Example. Find the divergence and the curl of the vector field
y
. (x, y, z) = xe i + z sin yj + xy ln zk.
F
xy
Solution. div F(x, y, z) = (xey ) + (z sin y) + (xy ln z) = ey + z cos y + .
x y z z
i j k

curl F = x y z
xey z sin y xy ln z

= ( (xy ln y)y (z sin y)z , (xey ) (xy ln z)x , (z sin y)x (xey )y )
= (x ln z sin y)iy ln zj xey k.
.
Exercise. Let F, G be a differentiable vector field defined on a domain D, and
a, b be some constants. Prove that
(i) (aF + bG) = a F + b G;
. (f G) = f G + f G.
(ii)
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.
Exercise. Prove the following identities:
1. div (f F) = f div F + f F.

2. ( f ) = gf f g ;
g g2
3. div (F G) = G (div F) F (div G).

4. div(curl F) = 0;

5. div((f g)) = f div(g) + g div(f ) + 2f g.

6. div(f g) = 0.

7. div(F F ) = F (div F ) F (div F ).

1 2 2 1 1 2
8. curl (F F ) = (F )(F ) + (F )(F ) + F (curl F ) + F (curl F ),
1 2 1 2 2 1 1 2 2 1
in which

((P, Q, R) )(A, B, C) = P(A, B, C) + Q (A, B, C) + R (A, B, C)
x y z
.= (PAx + PBx + PCx )i + (QAy + QBy + QCy )j + (RAz + RBz + RCz )k.

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. Summary of Operations on vector fields and functions
.
One can put these three operations
grad()
{ Scalar differentiable functions } { Vector Fields }
curl()
{ Vector Fields } { Vector fields }, and
div()
{ Vector Fields } { Scalar differentiable functions },
.
into a chain
.
grad() curl() div()
. { Diff. Fun. } { V.Fields } { V.Fields } { Diff. Fun. }.

such that
.
curl grad(f ) = (f ) = 0 for any smooth function f ;
div curl(F) = ( F) = 0 for any smooth vector field F,
where smooth means that all the scalar components are at least twice
.continuously differentiable functions.
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.
Definition. A curve C is called a piecewise continuously differentiable, if there
exists a parametrization r : [a, b] Rn (n = 2, or 3) such that C is the image of
r([a, b]) and the the coordinate functions (x(t), y(t), z(t)) = r(t) are
continuous, and the first order derivatives are continuous except finitely many
.points in [a, b].
Example. One can consider the the square, in which the curve is continuous
but the tangent vectors do not exist at the four vertices.
Remark. One can replace the interval [a, b] by open intervals, or unbounded
interval.

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.
Definition. Let r(t) (a t b) be a parametrization of a curve C in Rn , the
curve is oriented by the order of R, then the curve parameterized by the
s(t) = r(b + a t) where a t b is the curve C with reverse direction, and
denoted
. by C.

Example. Let C : r(t) = (cos t, sin t) (0 t 2 ) be a parametrization of the

unit circle of radius 1 in counterclockwise direction.
Then the curve C of C in reversed direction is parameterized by
s(t) = ( cos(2 t), sin(2 t) ) = ( cos(t), sin(t) ) = (cos t, sin t)
where 0 t 2 is a parametrization of the unit circle of radius 1 in clockwise
direction.

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.
Definition. Let C be a piecewise continuously differentiable curve in a domain
D, parameterized by r(t) = x(t)i + y(t)j + z(t)k for a t b, and T(t) be the
of C at r(t). Then the arc-length element ds is
unit tangent vector

.ds = r (t)dt = x (t) + y (t) + z (t) dt.
2 2 2

.
Definition. Let f be a scalar function defined in a domain D containing C, the
b
line integral of f with respect to arc-length of C is f ds = f (r(t)) r (t) dt.
. C a

.
Example. Evaluate the line integral xy ds, where C is a segment from A(1, 2)
C
. B(9, 8).
to

Solution. Parameterize the segment C by

r(t) = (x(t), y(t)) = (1 t)OA + tOB = (1 + 8t, 2 + 6t) where 0 t 1. By
1
definition, xy ds = x(t)y(t) x (t)2 + y (t)2 dt
1 C 0 1

= (1 + 8t)(2 + 6t) 82 + 62 dt = 10 (2 + 22t + 48t2 ) dt = 290.
0 0
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. Line Integrals of Scalar Functions along Coordinates
Instead of the line integral of a scalar function with respect to arc-length, we
introduce the following 3 more:
.
Definition. The line integral of f with respect to the coordinate axes are defined
b b

to be f dx = f (r(t)) x (t) dt, f dy = f (r(t)) y (t) dt and
C ab C a

f dz = f (r(t)) z (t) dt respectively.

. C a

Remarks.
1. f dx = f dx, f dy = f dy,
C C C C
f dz = f dz, where C denotes the curve C with reversed
C C

orientation.
.
2 f ds = f ds.
C C

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.
Example. Evaluate the line integral ydx + xdy, where C is a segment from
C
B
. (9, 8) to A(1, 2).
Solution. Parameterize the segment C by

r(t) = (x(t), y(t)) = (1 t)OB + tOA = (9 8t, 8 6t) where 0 t 1. By
1
definition, we have ydx + xdy = (y(t)x (t) + x(t)y (t)) dt
1 C 0

= ( (8 6t)(8) + (9 8t)(6) ) dt = 70.

0

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. Line Integrals of Vector Fields
.
Let F = (P, Q, R) be a continuous vector field defined on a region D, and C be
a piecewise continuously differentiable curve in a domain D, parameterized by
r (t)
r(t) = x(t)i + y(t)j + z(t)k for a t b, and T(t) = be the unit
r (t)
.tangent vector of C at r(t).
.
r (t )
Definition. F T ds = F dr = (P, Q, R) r (t) dt
r (t)
dx dy dz
= ( P(r(t)) + Q(r(t)) + R(r(t)) ) dt
dt dt dt
. = Pdx + Qdy + Rdz
.
Definition. The line integral of F along the curve C is defined to be
b
F T ds = ( P(r(t))x (t) + Q(r(t))y (t) + R(r(t))z (t) ) dt.
. C a

Remark. The line integral is sometimes called the work done of F along the
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.
Example. Find the work done by the force field F(x, y, z) = yi + zj + xk in
moving a particle from (0, 0, 0) to (1, 1, 1) along the twisted cubic
. : r(t) = (t, t , t ) where 0 t 1.
C 2 3

Solution. Note that r(t) = (x(t), y(t), z(t)) =(t, t2 , t3 ) for 0 t 1.

So work done W = F dr = F T ds = ydx + zdy + xdz
1( C C ) 1C
d d d 89
= t2 (t) + t3 (t2 ) + t (t3 ) dt = (t2 + 2t4 + 3t3 ) dt = .
0 dt dt dt 0 60
Now we change the path in the integral.
.
Example. Find the work done by the force field F(x, y, z) = yi + zj + xk in
moving
. a particle from A(0, 0, 0) to B(1, 1, 1) along the segment AB.

Solution. Note that r(t) = (x(t), y(t), z(t)) =(t, t, t) for 0 t 1.

So work done W = F dr = F T ds = ydx + zdy + xdz
1( C )C 1 C 1
d d d 3
= t (t) + t (t) + t (t) dt = (t + t + t) dt = 3 t dt = .
0 dt dt dt 0 0 2

Remark. The integral C F T ds depends on the path C, not just the end points.
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.
Example. Find the work done by the force field
kr k(xi + yj + zk)
F(x, y, z) = 3 = 2 in moving a particle along the straight line
r (x + y2 + z2 )3/2
segment
. C from (0, 4, 0) to (0, 4, 3).

Solution. Let r(t) = (x(t), y(t), z(t)) = (0, 4, t) where 0 t 3, then

r (t) = (x (t), y (t), z (t)) = (0, 0, 1).
It follows that work done is given by the line integral
3 3
k ( x ( t ) x ( t ) + y ( t ) y ( t ) + z ( t ) z (t ) kt
W= F dr = dt = dt
C 0 (x(t)2 + y(t)2 + z(t)2 )3/2 0 (42 + t2 )3/2

[ ]3 [ ]3
(42 + t2 ) 2 +1
3
k 3 d(42 + t2 ) k k k
= = = = .
2 0 (42 + t2 )3/2 2 32 + 1 0
16 + t2 0 20

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.
Example. The line integral F dr will change by a minus sign if we reverse
C
.the direction of the path C.
Proof. Parameterize C from A to B, by r(t) = x(t)i + y(t)j + z(t)k (a t b),
Parameterize C : s(t) = x1 (t)i + y1 (t)j + z1 (t)k
= x(b + a t)i + y(b + a t)j + z(b + a t)k (a t b) in reverse direction.
We are going to prove that F ds = F dr. In fact,
b C C

F ds = ( P(s(t)) x1 (t) + Q(s(t)) y1 (t) + R(s(t)) z1 (t) )dt

Cb t=a

= [ P(r(b + a t)) (x (b + a t)) + Q(r(b + a t)) (y (b + a t))

a
+ R(r(b + a t)) (z (b + a t)) ]dt
a
()
= [ P(r( )) x ( ) + Q(r( )) y ( ) + R(r( )) z ( ) ]d
b
b
= [ P(r( )) x ( ) + Q(r( )) y ( ) + R(r( )) z ( ) ]d = F dr,
a C
where in (*) we replace = b + a t, d = dt.
The last equality follows from by reversing the upper and lower limits, and
replace by t.
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.
Example. Evaluate the line integral (x2 + y2 ) ds, where C is the straight line
C
segment
. from A(0, 0) to B(3, 4).

Solution. Let r(t) = (1 t)OA + tOB = (3t, 4t) for t [0, 1] be the convex

combination of vectors OA and OB.
Then ds = x (t)2 + y (t)2 dt = 32 + 42 dt = 5dt, and hence
1 1
125
(x2 + y2 ) ds = ( (3t)2 + (4t)2 ) 5dt = 125 t2 dt = .
C 0 0 3
.
Example. Evaluate the line integral y2 dx + x2 dy. where C is the part of the
C
graph
. of y = x2 from (1, 1) to (1, 1).

Solution. Let x = t where t [1, 1], then y = x2 = t2 , and hence r(t) = (t, t2 )
be a parametrization of y = x2 . It follows that y2 dx + x2 dy
C
1 ( ) 1 [ 5 ]1
dx dy t 2t4 2
= 2 2
y (t) + x (t) dt = ( t (1) + t 2t)dt =
4 2
+ = .
1 dt dt 1 5 4 1 5

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.
Example. Evaluate the line integral xyz ds, where C is the path from
C
A(0, 0, 0) to D(1, 2, 3) consisting of three line segments joining together, the
first one is parallel to the x-axis, the second parallel to the y-axis, the third
.parallel to the z-axis.
Solution. It follows from the description of the path that it starts first from
A(0, 0, 0) to B(1, 0, 0), next from B(1, 0, 0) to C(1, 2, 0); and finally from C(1, 2, 0)
to D(1, 2, 3). Note if a path is parallel to one of the coordinate axes, so the
remaining two coordinates are constant, in particular, their derivatives with
respect to the time-parameter
( t are
) zero. With the description, one has

xyzds = +
+ xyz ds
C AB BC CD
1 2 3 3 [ ]3
= t 0 0dt + 1 t 0dt + 1 2 tdt = 2 tdt = t2 = 9.
0 0 0 0 0

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.
Fundamental Theorem for Line Integrals
.
Let F be a conservative field on a region D, i.e. F = f , for some scalar
function f defined
on D, then
the lineintegral (or work done) of F along C is
F Tds = F dr = f dr = f (r(b)) f (r(a)),
C C C
.where C is parameterized by r(t) (a t b).
Proof. The proof is just a matter of notation and application of fundamental
theorem of calculus. Then by means of chain rule (*), we have
b( ) b
f dx f dy f dz d
f Tds = + + dt = (f (r(t))) dt
C a x dt y dt z dt a dt
[ ]b
= f (r(t)) = f (r(b)) f (r(a)).
a
.
Remark. One should remember that f Tds = f (B) f (A) where A and B
C
are the starting point and terminal point of the curve C, as it is independent of
. parametrization of C.
the

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.
Example. Evaluate the line integral F T ds, where F(x, y, z) = xi + yj + zk,
C
and C is the curve parameterized by r(t) = (x(t), y(t), z(t)) = (e2t , et , et ) for
.0 t ln 2.

Solution I. First x (t) = 2e2t , y (t) = et , z (t) = et . Then F T ds
ln 2 ( ln 2 C
)
= e2t 2e2t + et et + et (et ) dt = (2e4t + e2t e2t ) dt = .
0 0 ( )
1 2
Solution II. Note that F(x, y, z) = xi + yj + zk = 2
(x + y + z ) .2
2
Hence, it follows from(fundamental theorem ) of line integral that

1 2
F T ds = (x + y2 + z2 ) T ds
C C 2
1 1
= (x(ln(2))2 + y(ln(2))2 + z(ln(2))2 ) (x(0)2 + y(0)2 + z(0)2 )
2 2
1 22 ln 2 2ln 2 2( ln 2) 1 220
= (e +e +e ) (e + e20 + e2(0) )
2 2
1 1 1 1 69
= (24 + 22 + 2 1 1 1) = (17 + ) = .
2 2 2 4 8

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.
k(xi + yj + zk)
Example. Let F(x, y, z) = be a vector field defined in
(x2 + y2 + z2 )3/2
R3 \ { (0, 0, 0) }. Determine the work done F dr, where C is a straight line
C
.from A(0, 4, 0) to B(0, 4, 3) by means of fundamental theorem of line integral.
k k
Solution. Let f (x, y, z) = = , then its gradient vector field
r x + y2 + z2
2
k(xi + yj + zk)
f (x, y, z) = 2 = F(x, y, z), so it follows from the fundamental
(x + y2 + z2 )3/2
theorem
of line integral

that
k k k
W= F dr = f dr = f (0, 4, 3) f (0, 4, 0) = = .
C C 5 4 20
Remark. In general, given a vector field F = (P, Q, R) defined on a domain D,
how can one determine if F(x, y, z) = f (x, y, z) for some scalar function f
defined on the domain D of the vector field F? That is the same to find the
solution f of the equation (P, Q, R) = (fx , fy , fz ).
However, we have a necessary condition: 0 = f = F. In terms of
coordinate functions, we have (Ry Qz , Pz Rx , Qx Py ) = (0, 0, 0) i.e.
(Ry , Pz , Qx ) = (Qz , Rx , Py ).
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. Line Integral Independent of Path
.
Definition.
Let F be a vector field defined in a region D. The line integral
I= F T ds is said to be independent of path in region D, if the following
C
condition holds:
For any two points A and B in D, the line integral I has the same value along
.every piecewise smooth curve or path in D from A to B.
B
In this case, we may write F T ds = F T ds, because the value of the
C A
integral depends only on the location of end points A and B of C, not on the
particular choice of the path joining them.
Remark. In fact, the concept of conservative vector field F depend on F and
the domain D as well.

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.
Example. Suppose that F(x, y, ) = (y, x) = yi + xj. Let C1 be the curve of
upper semi-circle from A(10, 0) to B(10, 0) centered at (0, 0); and C2 be the
straight line from A(10, 0) to B(10, 0). Determine the work done of F along the
path
. Ci (i = 1, 2).

Solution.
Let C1 : r(t) = (10 cos t,10 sin t) for 0 t . Hence the work done

F Tds = y dx + x dy = (y(t)x (t) + x(t)y (t)) dt
C1 C1 0

2 2
= 100(sin t + cos t) dt = 100.
0
Let C2 : r(t) = (10 t, 0) for 0 t 20. Hence the work done
20 20
y dx + x dy = (y(t)x (t) + x(t)y (t)) dt = 0 dt = 0.
C1 0 0
Remarks.
(i) In fact this exercise is to show that the vector field F is not conservative.
(ii) Though the curves had the same starting and terminal points, but in
general the work done F T ds also depends on the curve. Moreover, this
C
method can be used to disprove the vector field F is conservative.

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.
Proposition. Let F be a continuous vector field defined on a region D.
Thenline integral of F is independent of path
F T ds = 0 for any piecewise smooth closed curve C in D.
. C

Proof. Suppose that line integral of F is independent of path, then let C be any
closed curve with the same starting and terminal point A, then the constant
path C with A for all t is also a curve with the same starting and terminal point
A.
It follows from
the path independence of the line integral of F that
F T ds = F T ds = F 0 ds = 0.
C C C

Conversely, suppose C1 and C2 are two paths, both of them starts from the
same point A, and terminates at point B. Let C = C1 (C2 ) be a closed path
from A to B via C1 , and back from B to A via C2 (in reverse direction of C2 ).
Then C is a piecewise
smooth closed curve in D, hence one
has
0= F T ds = F T ds + F T ds = F T ds F T ds. Hence
C C1 C2 C1 C2
F T ds = F T ds. So the line integral of F is independence of path.
C1 C2

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.
Theorem. Let F be a continuous
vector field defined on region D Rn .
(a) Line integral F T ds of vector field F is independent of path in D
C
. (b) F = f for some function f defined on D.
Proof. Suppose that F = f for some continuously differentiable function
defined
on D. It follows from the fundamental theorem of line integral that
F T ds = f (B) f (A) where C is a path from point A to point B.
C
For the converse, we assume that the line integral of F is path-independent,
(x,y,z)
then one can define a potential function f (x, y, z) = F T ds.
(x0 ,y0 ,z0 )
It remains to show that f = F on D. Here we just verify that
fx (x, y, z) = P(x, y, z), and the other two can be done similarly. As D is an open,
so one may choose a ball centered at B of positive radius such that ball lies
inside D. In particular, for any h (0, ), we have E (x + h, y, z) D. Then


joining from B to E with a segment BE parameterized by r(t) = (x + t, y, z)

where 0 t h. Note that r (t) = (1, 0, 0), and BE lies in the ball above.

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.
Theorem. Let F be a continuous
vector field defined on region D Rn .
(a) Line integral F T ds of vector field F is independent of path in D
C
. (b) F = f for some function f defined on D.
Proof. By the path-independence of line integral,
B(x,y,z) E(x+h,y,z)
f (x + h, y, z) f (x, y, z) = F T ds F T ds
A(0,0,0) A(0,0,0)
h h
= F T ds =
(P, Q, R) (1, 0, 0) dt = P(x + t, y, z) dt.
BE 0 0
f (x + h, y, z) f (x, y, z)
It remains to show that lim = P(x, y, z).
h0 h
For this, recall that P is continuous on the domain D, so for any > 0, there
exists 0 < < , such that |P(u, v, w) P(x, y, z)| < for all (u, v, w) in the ball
centered
 at B(x, y, z) of radius less than . It follows that
 f (x + h, y, z) f (x, y, z) 
 P(x, y, z)
 h
 
1  h 
=  ( P(x + t, y, z) P(x, y, z) ) dt
h 0
h h
1 1
| P(x + t, y, z) P(x, y, z) | dt < dt = . Hence fx = P.
h 0 h 0 . . . . . .

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.
Remark. Even we know that line integral of vector field F is independent of
.path, it is still hard to find the scalar function f such that F = f .
.
Example. Find a function f (x, y) such that
.f (x, y) = F(x, y) = (6xy y )i + (4y + 3x 3xy )j.
3 2 3

Solution. F is defined on D = R2 , so the line segment C = AB from A(0, 0) to
B(x1 , y1 ) lies in D, which is parameterized by r(t) = (tx1 , ty1 ) for 0 t 1.
Hence one can apply the fundamental theorem of line integral to evaluate
function f (x, y) i.e.
B(x,y)
f (x1 , y1 ) = F T ds = (6xy y ) dx + (4y + 3x 3xy ) dy

3 2 2
A(0,0) AB
1
= (6x1 y1 t2 y31 t3 )x1 dt + (4y1 t + 3x21 t2 3x1 y21 t3 ) y1 dt
0 1 [ ]1
= (4y21 t + 9x21 y1 t2 4x1 y31 t3 ) dt = 2y21 t2 + 3x21 y1 t3 x1 y31 t4
0 0
= 2y21 + 3x21 y1 x1 y31 .
Let f (x, y) = 2y2 + 3x2 y xy3 . One can easily check that
fx (x, y) = 6xy y3 , and fy (x, y) = 4y + 3x2 3xy2 .
. . . . . .

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.
Definition. Vector field F defined on a region D is conservative, if there exists a
scalar function f defined on D such that F = f at each point of D. In this
.case, f is called a potential function of F.
Let F = (P, Q, R) = f for some differentiable function f on R3 , where P, Q and
R are functions defined on R3 . Assume that O(0, 0, 0) D. For any point
E(a, b, c) in D, one can travel from O(0, 0, 0) to A(x, 0, 0) along the x-axis, then
from A(a, 0, 0) to B(a, b, 0), and finally from B(a, b, 0) to E(a, b, c). In this way, we
call the path C. It follows from
the fundamental theorem of line integral and
F = f that F T ds = T ds = f (E) f (O) = f (a, b, c) f (0, 0, 0).
C C
On the other hand, as the line integral of F is independent of path, it follows
from
the definition
of line integral
that f (a, b,c) f (0, 0, 0)
= F T ds = F T ds +
F T ds + F T ds
Ca OA
b
AB c
BE

= P(x, 0, 0)dx + Q(a, y, 0) dy + R(a, b, z) dz. ().

|0 {z } |0 {z } |0 {z }
depends on aonly depends on b and aonly depends on a,b,c

. . . . . .

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.
Example. Determine F(x, y, z) = y2 i + (2xy + e3z )j + 3ye3z k is conservative on
R
. 3.
Answer. F is conservative on R3 , as (xy2 + ye3z ) = F(x, y, z) on R3 .
Remark. Do you know how to find the potential function xy2 + ye3z for the
vector field F(x, y, z)?

. . . . . .

Matb 200 in 2013-2014

.
Example. Suppose that F(x, y, z) = y2 i + (2xy + e3z )j + 3ye3z k. Determine F is
conservative
. on R3 . If so, find a function f such that f = F on R3 .

Solution. (a) One can first check curl F(x, y, z) = (0, 0, 0) on R3 , and it follows
from the fact that R3 is simply connected that F is conservative on R3 . The
desired functions f (x, y, z) = xy2 + ye3z + c, where c is arbitrarily constant.
(b) Let F = (P, Q, R) = f = (fx , fy , fz ). Integrate Q(x, y, z) with respect to y, so

f (x, y, z) = (2xy + e3z ) dy = xy2 + ye3z + g(x, z)

for some function g(x, z).

Then differentiate with respect to z, so
3ye3z = R(x, y, z) = fz (x, y, z) = 3ye3z + gz (x, z),
and hence gz (x, z) = 0 .
Integrate with respect to z, and g(x, z) = 0 + h(x) for some function h(x), i.e.
f (x, y, z) = xy2 + ye3z + h(x).
Differentiate with respect to x, so y2 = P(x, y, z) = fx (x, y, z) = y2 + h (x), i.e.
h(x) = c for some constant c. It follows that f (x, y, z) = xy2 + ye3z + c.
. . . . . .

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. Summary of Line Integral of Vector Field
Let F be a vector field defined on a region D. Then we can summary our
important result as follows:
.

F is conservative on D F = f for some function f

()xy = ()yx
D simply connected
F T ds = 0 = F = 0 on D
C Stokes Thm
. for any closed path in D

Remark. We have proved all the blue arrows, except the red arrow. One can
yi+xj
easily checked that F(x, y) = x2 +y2 on D = R2 \ {(0, 0)} satisfies curl F = 0
on D, but there is no function f (x, y) defined on D such that F = f on D.

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.
Theorem. Let F(x, y) = P(x, y)i + Q(x, y)j be a continuously differentiable
vector field in an open rectangle R in the xy-plane. Then F is conservative in R,
P Q
if and only if at each point of R, = . In this case, the vector field F has a
y x
potential
. function f (x, y) defined on R

Proof. If F is conservative, then F = f for some scalar function f , and then

(0, 0, Qx Py ) = curl(P, Q, 0) = curlF = curl(f ) = (0, 0, 0), it follows that
Py = Qx on R.
For the converse, it follows from Greens theorem which is discussed in the
next section.

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.
Example. Let P(x, y) = 6xy y3 , and Q(x, y) = 4y + 3x2 3xy2 .
(a) Prove that Py = Qx on R2 ,
(b) Find a potential function f (x, y) by means of
. fx (x, y) = P(x, y) and fy (x, y) = Q(x, y).

Solution. (a) Py = (6xy y3 ) = 6x 3y2 = (4y + 3x2 3xy2 ) = Qx , on
y x
any rectangle inside R2 , so F = (P, Q) is conservative on any rectangle, in
particular, the line integral of F is path independent on any rectangle, and
hence on R2 .
(b) We first integrate fy (x, y) = Q(x, y) with respect to y, while treating x as
constant (comparing
to
) so that
f (x, y) = fy (x, y) dy = (4y + 3x2 3xy2 ) dy = 2y2 + 3x2 y xy3 + h(x),
where h(x) is a function to be determined later. Next we differentiate with
respect to x, and obtain 6xy y3 = P(x, y) = fx (x, y) = 6xy y3 + h (x), i.e.
h (x) = 0, and it follows from the fundamental theorem of calculus of one
variable that h(x) is a constant. In particular, the potential function
f (x, y) = 2y2 + 3x2 y xy3 + C for some constant C.
. . . . . .

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.
Definition. A subset D in R2 (or R3 ) is said to be
open if for any point P in D, there is a disk (ball)
with center at P that lies entirely in D, i.e. D does
not
. contain any boundary points.
.
Definition. A subset D in R2 (or R3 ) is said to be
connected if any two points in D can be joined
. a path that lies in D.
by

. . . . . .

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.
Definition. A subset D in R2 (or R3 ) is said to be connected if any two points in
.D can be joined by a path that lies in D.

.
.Definition. A simple curve is a curve which does not intersect itself.
.
Definition. A simply connected region in the
plane is a connected region such that every
simple closed curve in D encloses only
points
. that are in D.

Remark. The actual definition of simply connectedness is more complicated if

the underlying space is not a plane. However, the definition above is more
intuitive.
. . . . . .

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.
Definition. A simply-connected region in the
plane is a connected region such that every
simple closed curve in D encloses only
points
. that are in D.
.
Theorem. Let F(x, y) = P(x, y)i + Q(x, y)j be a vector field on an open
simply-connected region D R2 , where P and Q have continuous partial
P Q
derivatives in D. If = , then F is conservative on D, i.e. F = f for some
y x
function
. f defined on D.

Remark. This is a consequence of Greens Theorem.

. . . . . .

Matb 200 in 2013-2014