MATH2023 Multivariable Calculus Chapter 6 Vector Calculus L2/L3 (Fall 2019)
MATH2023 Multivariable Calculus Chapter 6 Vector Calculus L2/L3 (Fall 2019)
1. Vector fields
From now on, in order to distinguish from a “vector field” which is a vector-valued function, a
“function” refers only to a scalar-valued (or real-valued) function unless otherwise specified.
Example 6.2 Let 𝐷 be a region in ℝ3 and let 𝑓: 𝐷 → ℝ be a function of three real variables
having first partial derivatives. Then its gradient ∇𝑓: 𝐷 → ℝ3 is a vector field given by
𝜕𝑓 𝜕𝑓 𝜕𝑓
∇𝑓(𝑥, 𝑦, 𝑧) = 〈 (𝑥, 𝑦, 𝑧), (𝑥, 𝑦, 𝑧), (𝑥, 𝑦, 𝑧)〉.
𝜕𝑥 𝜕𝑦 𝜕𝑧
Example 6.3 (For those who are taking or have taken MATH2350/2351/2352) Let 𝑓: 𝐴 → ℝ be a
function of two real variables. Then the vector field 𝐅̂: 𝐴 → ℝ2 given by
1 𝑦
𝐅̂(𝑥, 𝑦) = 〈1, 𝑓(𝑥, 𝑦)〉
√1 + [𝑓(𝑥, 𝑦)]2
is called the direction field (or the slope field) for the first-order
differential equation
𝑥
𝑦 ′ = 𝑓(𝑥, 𝑦).
Given each point (𝑎, 𝑏) ∈ 𝐴, there is a solution 𝑦 = 𝑦(𝑥) whose
graph passes through (𝑎, 𝑏) (i.e. 𝑦(𝑎) = 𝑏). 𝐅̂(𝑎, 𝑏) is then a unit
tangent vector of such a graph at (𝑎, 𝑏). Direction field for the
differential equation 𝑦 ′ = 𝑥 − 𝑦
As in Example 6.3, we may visually present a vector field 𝐅 in two or three dimensions as follows.
We first choose some particular points in the domain of 𝐅. Then at each of these chosen points
(𝑎, 𝑏), we draw the vector 𝐅(𝑎, 𝑏) which is assigned to the point (𝑎, 𝑏) by 𝐅.
Example 6.4 Sketch the vector fields 𝐅(𝑥, 𝑦) = 𝑥𝐢 + 𝑦𝐣 and 𝐆(𝑥, 𝑦) = (−𝑦)𝐢 + 𝑥𝐣.
Solution:
𝑦 𝑦
(a) (b)
𝑥 𝑥
Page 1 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.6 In the simple case when 𝑛 = 2, we may write 𝐅(𝑥, 𝑦) = 〈𝑓(𝑥, 𝑦), 𝑔(𝑥, 𝑦)〉. Then if
𝐫(𝑡) = 〈𝑥(𝑡), 𝑦(𝑡)〉 is a field line, its components 𝑥 and 𝑦 must satisfy the differential equation
𝑑𝑥 𝑑𝑦
= .
𝑓(𝑥, 𝑦) 𝑔(𝑥, 𝑦)
We can therefore find the equations (or parametric equations) of the field lines of 𝐅 if we are able
to solve the above differential equation. In Example 6.3, the field lines of the direction field for the
differential equation 𝑦 ′ = 𝑓(𝑥, 𝑦) are simply the graphs of solutions to this differential equation.
Example 6.7 Sketch the field lines of the vector field 𝐅(𝑥, 𝑦) = 〈−𝑦, 𝑥〉.
Solution:
We solve the differential equation 𝑦
𝑑𝑥 𝑑𝑦
= ,
−𝑦 𝑥
i.e. 𝑥 𝑑𝑥 = −𝑦 𝑑𝑦. Taking antiderivatives on both sides we get 𝑥
2 2
𝑥 + 𝑦 = 𝐶,
where 𝐶 is an arbitrary non-negative constant. So the field lines
of 𝐅 are circles centered at the origin.
Example 6.8 Find the parametric equations of the field lines of the vector field
𝐅(𝑥, 𝑦, 𝑧) = 𝑥𝑧𝐢 + 𝑦𝑧𝐣 + 𝑥𝐤.
Solution:
On solving the differential equations
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = ,
𝑥𝑧 𝑦𝑧 𝑥
1
𝑑𝑥 =
1
𝑑𝑦 ln|𝑥| = ln|𝑦| + 𝐶 𝑦 = 𝐶1 𝑥
i.e. {𝑥 𝑦 , we obtain { 1 2 , i.e. { 1 where 𝐶1 , 𝐶2 are arbitrary
𝑑𝑥 = 𝑧 𝑑𝑧 𝑥 = 2 𝑧 + 𝐶2 𝑥 = 2 𝑧 2 + 𝐶2
constants, 𝐶1 ≠ 0 and 𝐶2 > 0. Therefore the field lines of 𝐅 have parametric equations
𝑥 = 𝑡 2 /2 + 𝐶2
{𝑦 = 𝐶1 (𝑡 2 /2 + 𝐶2 ) , where 𝑡 ∈ (−∞, +∞).
𝑧=𝑡
Page 2 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.10 There are “conservative” vector fields, but there are no “liberal” vector fields.
Solution:
To determine whether 𝐅 is conservative in ℝ2 , we ask whether there exists a function 𝑓: ℝ2 → ℝ
such that 𝐅 = ∇𝑓, i.e.
𝑓 (𝑥, 𝑦) = 𝑥 2 + 𝑦 2
{𝑥 .
𝑓𝑦 (𝑥, 𝑦) = 2𝑥𝑦
The second equation of the system requires that
for some function 𝑔 depending on 𝑥 only. Taking partial derivatives with respect to 𝑥 we have
𝑓𝑥 (𝑥, 𝑦) = 𝑦 2 + 𝑔′ (𝑥),
so the first equation of the system requires that 𝑔′ (𝑥) = 𝑥 2 , i.e.
1 3
𝑔(𝑥) = ∫ 𝑥 2 𝑑𝑥 = 𝑥 +𝑘
3
for some constant 𝑘. Thus if we simply take 𝑘 = 0 and let
1 3
𝑥 + 𝑥𝑦 2 ,
𝑓(𝑥, 𝑦) =
3
then 𝐅 = ∇𝑓. This shows that 𝐅 is indeed conservative in ℝ2 .
Page 3 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Proof:
Suppose on the contrary that 𝐅 is conservative in ℝ3 . Then there exists a function 𝑓: ℝ3 → ℝ
such that 𝐅 = ∇𝑓, i.e.
𝑓𝑥 (𝑥, 𝑦, 𝑧) = 0
{𝑓𝑦 (𝑥, 𝑦, 𝑧) = 𝑥
𝑓𝑧 (𝑥, 𝑦, 𝑧) = 0
for every (𝑥, 𝑦, 𝑧) ∈ ℝ3 . But then this system implies that
𝜕 𝜕
𝑓𝑥𝑦 (𝑥, 𝑦, 𝑧) = 0=0 but 𝑓𝑦𝑥 (𝑥, 𝑦, 𝑧) = 𝑥=1
𝜕𝑦 𝜕𝑥
which contradicts the mixed derivative theorem. Therefore 𝐅 cannot be conservative. ∎
Proof. If 𝐅 is conservative in 𝐷, then there exists a function 𝜙: 𝐷 → ℝ such that 𝐅 = ∇𝜙, i.e.
〈𝑓(𝑥, 𝑦, 𝑧), 𝑔(𝑥, 𝑦, 𝑧), ℎ(𝑥, 𝑦, 𝑧)〉 = 〈𝜙𝑥 (𝑥, 𝑦, 𝑧), 𝜙𝑦 (𝑥, 𝑦, 𝑧), 𝜙𝑧 (𝑥, 𝑦, 𝑧)〉.
Therefore
ℎ𝑦 − 𝑔𝑧 = 𝜙𝑧𝑦 − 𝜙𝑦𝑧 = 0
{𝑓𝑧 − ℎ𝑥 = 𝜙𝑥𝑧 − 𝜙𝑧𝑥 = 0
𝑔𝑥 − 𝑓𝑦 = 𝜙𝑦𝑥 − 𝜙𝑥𝑦 = 0
by the mixed derivative theorem. ∎
Definition 6.16 Let 𝐅 = 〈𝑓, 𝑔, ℎ〉 be a vector field in three dimensions whose component
functions 𝑓, 𝑔 and ℎ have continuous partial derivatives. Then the curl of 𝐅 is the vector field
in three dimensions defined by
∇ × 𝐅 ≔ 〈ℎ𝑦 − 𝑔𝑧 , 𝑓𝑧 − ℎ𝑥 , 𝑔𝑥 − 𝑓𝑦 〉.
Page 4 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.17 We use the notation ∇ × 𝐅 to denote the curl of 𝐅 = 〈𝑓, 𝑔, ℎ〉 because the formula
can be easily remembered using a formal determinant
𝐢 𝐣 𝐤
𝜕 𝜕 𝜕 𝜕ℎ 𝜕𝑔 𝜕ℎ 𝜕𝑓 𝜕𝑔 𝜕𝑓
| | = ( − ) 𝐢 − ( − ) 𝐣 + ( − ) 𝐤 = 〈ℎ𝑦 − 𝑔𝑧 , 𝑓𝑧 − ℎ𝑥 , 𝑔𝑥 − 𝑓𝑦 〉.
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑦
𝑓 𝑔 ℎ
𝜕 𝜕 𝜕
If we think of ∇ = 〈𝜕𝑥 , 𝜕𝑦 , 𝜕𝑧〉, then the above formal determinant is the same as what we obtain
when computing the “cross product” ∇ × 𝐅. This understanding of the symbol ∇ agrees with the
previous notation ∇𝑓 for the gradient of a function 𝑓, because we may also think of
𝜕 𝜕 𝜕 𝜕𝑓 𝜕𝑓 𝜕𝑓
∇𝑓 = 〈 , , 〉 𝑓 = 〈 , , 〉.
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧
Example 6.19 Let 𝑓 be a differentiable function of one real variable. Find the curl of
𝐅(𝑥, 𝑦, 𝑧) = 𝑓(𝑥 2 + 𝑦 2 + 𝑧 2 )(2𝑥𝐢 + 2𝑦𝐣 + 2𝑧𝐤).
𝐅(𝐫) = 2𝑟𝑓(𝑟 2 )𝐫̂
Solution:
The curl of 𝐅 is given by
𝐢 𝐣 𝐤
𝜕 𝜕 𝜕
∇ × 𝐅 = || ||
𝜕𝑥 𝜕𝑦 𝜕𝑧
2𝑥𝑓(𝑥 2 + 𝑦 2 + 𝑧 2 ) 2𝑦𝑓(𝑥 2 + 𝑦 2 + 𝑧 2 ) 2𝑧𝑓(𝑥 2 + 𝑦 2 + 𝑧 2 )
= [2𝑧𝑓 ′ (𝑥 2 + 𝑦 2 + 𝑧 2 )(2𝑦) − 2𝑦𝑓 ′ (𝑥 2 + 𝑦 2 + 𝑧 2 )(2𝑧)]𝐢
−[2𝑧𝑓 ′ (𝑥 2 + 𝑦 2 + 𝑧 2 )(2𝑥) − 2𝑥𝑓 ′ (𝑥 2 + 𝑦 2 + 𝑧 2 )(2𝑧)]𝐣
+[2𝑦𝑓 ′ (𝑥 2 + 𝑦 2 + 𝑧 2 )(2𝑥) − 2𝑥𝑓 ′ (𝑥 2 + 𝑦 2 + 𝑧 2 )(2𝑦)]𝐤
= 𝟎.
[It turns out that 𝐅 is also conservative in ℝ3 . In fact, if 𝑔 is an antiderivative of 𝑓, then
𝜙(𝑥, 𝑦, 𝑧) = 𝑔(𝑥 2 + 𝑦 2 + 𝑧 2 ) is a potential function of 𝐅 on ℝ3 .] 𝜙(𝐫) = 𝑔(𝑟 2 )
Page 5 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Proof:
The curl of 𝐅 is given by
𝐢 𝐣 𝐤
𝜕 𝜕 𝜕
∇ × 𝐅 = || ||
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑥𝑧 𝑥𝑦𝑧 −𝑦 2
𝜕 𝜕 𝜕 𝜕 𝜕 𝜕
=〈 (−𝑦 2 ) − (𝑥𝑦𝑧), (𝑥𝑧) − (−𝑦 2 ), (𝑥𝑦𝑧) − (𝑥𝑧)〉
𝜕𝑦 𝜕𝑧 𝜕𝑧 𝜕𝑥 𝜕𝑥 𝜕𝑦
= 〈−2𝑦 − 𝑥𝑦, 𝑥, 𝑦𝑧〉
≠ 𝟎.
Since the curl of 𝐅 is not the zero vector field, 𝐅 is not conservative in ℝ3 . ∎
Remark 6.23 We use the notation ∇ ⋅ 𝐅 for the divergence of 𝐅 because the formula can also be
𝜕 𝜕 𝜕
recovered if we think of ∇ = 〈𝜕𝑥 , 𝜕𝑦 , 𝜕𝑧〉 as before, whose “dot product” with 𝐅 = 〈𝑓, 𝑔, ℎ〉 is
𝜕 𝜕 𝜕 𝜕𝑓 𝜕𝑔 𝜕ℎ
〈 , , 〉 ⋅ 〈𝑓, 𝑔, ℎ〉 = + + .
𝜕𝑥 𝜕𝑦 𝜕𝑧 𝜕𝑥 𝜕𝑦 𝜕𝑧
Page 6 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.24 The divergence ∇ ⋅ 𝐅 of a vector field 𝐅 is a function. Suppose that 𝐅 represents
the velocity field of a fluid flowing in ℝ3 . Then at each point (𝑎, 𝑏, 𝑐), the value (∇ ⋅ 𝐅)(𝑎, 𝑏, 𝑐)
measures how quickly the fluid is “spreading away” from the point (𝑎, 𝑏, 𝑐) (the fluid is “expanding”
if the value is positive, and is “compressing” if the value is negative). So we sometimes say that 𝐅
is incompressible if ∇ ⋅ 𝐅 ≡ 0. The field lines of an incompressible vector field do not begin or end;
they either form closed loops or go away to infinity in both ends.
Solution:
𝜕 −𝑥 𝜕 −𝑦 𝜕 −𝑧
∇⋅𝐅= 3 + 3 + 3
𝜕𝑥 𝜕𝑦 𝜕𝑧
(𝑥 2 + 𝑦 2 + 𝑧 2 )2 (𝑥 2 + 𝑦 2 + 𝑧 2 )2 (𝑥 2 + 𝑦 2 + 𝑧 2 )2
2𝑥 2 − 𝑦 2 − 𝑧 2 2𝑦 2 − 𝑥 2 − 𝑧 2 2𝑧 2 − 𝑥 2 − 𝑦 2
= 5+ 5+ 5 = 0.
(𝑥 2 + 𝑦2 + 𝑧 2 )2 (𝑥 2 + 𝑦2 + 𝑧 2 )2 (𝑥 2 + 𝑦2 + 𝑧 2 )2
Theorem 6.26 If 𝐅 is a vector field in three dimensions whose components have continuous
second partial derivatives, then the curl of 𝐅 has zero divergence, i.e.
∇ ⋅ (∇ × 𝐅) = 0.
Proof:
The divergence of 𝐅 is the function
𝜕 𝜕 𝜕
∇⋅𝐅= (𝑥𝑧) + (𝑥𝑦𝑧) + (−𝑦 2 ) = 𝑧 + 𝑥𝑧.
𝜕𝑥 𝜕𝑦 𝜕𝑧
Since the divergence of 𝐅 is not the zero function, 𝐅 is not the curl of any vector field. ∎
Page 7 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
2. Line integrals
Definition 6.28 Let 𝑓 be a continuous function of 𝑛 real variables and let 𝐶 be a smooth curve
in ℝ𝑛 parametrized by a vector-valued function 𝐫: [𝑎, 𝑏] → ℝ𝑛 . Then the line integral of the
function 𝑓 over 𝐶 is
𝑏
∫𝑓 𝑑𝑠 ≔ ∫ 𝑓(𝐫(𝑡))‖𝐫 ′ (𝑡)‖𝑑𝑡.
𝐶 𝑎 𝑑𝑠 = ‖𝐫 ′ (𝑡)‖𝑑𝑡
Conceptually, a “line integral” should better be called a “curve integral”. Let’s stick to the tradition
and use the name “line integral” though.
𝑧
𝑧 = 𝑓(𝑥, 𝑦)
𝑦
Remark 6.29 Geometrically, if 𝐶 is a smooth curve
2
in ℝ and 𝑓 is a function of two real variables with
𝑓(𝑥, 𝑦) ≥ 0 for every point (𝑥, 𝑦) on the curve 𝐶,
then ∫𝐶 𝑓 𝑑𝑠 represents the area of the “curtain” 𝐶
Remark 6.30 The arc-length of a smooth curve 𝐶 is the line integral of 1 over the curve 𝐶, i.e.
𝑏
∫𝑑𝑠 = ∫ ‖𝐫 ′ (𝑡)‖𝑑𝑡.
𝐶 𝑎
Remark 6.31 If a wire is described by a smooth curve 𝐶 in ℝ3 and 𝑓(𝑥, 𝑦, 𝑧) is the linear
density (or charge density) of the wire at the point (𝑥, 𝑦, 𝑧), then ∫𝐶 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑠 represents the
total mass of (or total charge carried by) the wire.
Lemma 6.32 The line integral of a function over a smooth curve is independent of
reparametrization of the curve.
Solution:
Since 𝐫 ′ (𝑡) = 〈− sin 𝑡 , cos 𝑡 , 1〉, we have
‖𝐫 ′ (𝑡)‖ = √(− sin 𝑡)2 + (cos 𝑡)2 + 12 = √2
for every 𝑡 ∈ (0, 2𝜋). Therefore
2𝜋 2𝜋
∫𝑒 −𝑧 𝑑𝑠 = ∫ 𝑒 −𝑡 ‖𝐫 ′ (𝑡)‖𝑑𝑡 = ∫ 𝑒 −𝑡 √2 𝑑𝑡 = √2(1 − 𝑒 −2𝜋 ).
𝐶 0 0
Page 8 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Example 6.34 Let 𝑎 > 0 and 𝑏 > 0. Compute the line integral of the function
𝑓(𝑥, 𝑦) = √(𝑏𝑥/𝑎)2 + (𝑎𝑦/𝑏)2
over the ellipse 𝐶 with equation 𝑥 2 /𝑎2 + 𝑦 2 /𝑏 2 = 1.
Solution:
The given ellipse 𝐶 can be parametrized by 𝐫(𝑡) = 〈𝑎 cos 𝑡 , 𝑏 sin 𝑡〉 for 𝑡 ∈ [0, 2𝜋] . Now
𝐫 ′ (𝑡) = 〈−𝑎 sin 𝑡 , 𝑏 cos 𝑡〉 and ‖𝐫 ′ (𝑡)‖ = √(−𝑎 sin 𝑡)2 + (𝑏 cos 𝑡)2 for every 𝑡 ∈ (0, 2𝜋), so
2𝜋 2 2
𝑏 𝑎
∫𝑓(𝑥, 𝑦)𝑑𝑠 = ∫ √( 𝑎 cos 𝑡) + ( 𝑏 sin 𝑡) √(−𝑎 sin 𝑡)2 + (𝑏 cos 𝑡)2 𝑑𝑡
𝐶 0 𝑎 𝑏
2𝜋
= ∫ (𝑎2 sin2 𝑡 + 𝑏 2 cos 2 𝑡)𝑑𝑡
0
= 𝜋(𝑎2 + 𝑏 2 ).
𝐶1
Lemma 6.35 Let 𝐶 be a curve obtained by joining finitely many 𝐶5
From now on, we will focus only on piecewise-smooth curves, which are those as in Lemma 6.35.
Definition 6.36 Let 𝐅 be a continuous vector field in 𝑛 dimensions and let 𝐶 be a curve in ℝ𝑛
parametrized by a vector-valued function 𝐫: [𝑎, 𝑏] → ℝ𝑛 . Then the line integral of the vector field
𝐅 along 𝐶 is
𝑏
∫𝐅 ⋅ 𝑑𝐫 ≔ ∫ 𝐅(𝐫(𝑡)) ⋅ 𝐫 ′ (𝑡)𝑑𝑡. 𝑑𝐫 = 𝐫 ′ (𝑡)𝑑𝑡
𝐶 𝑎
3
If 𝐶 is a curve in ℝ and 𝐅 = 〈𝑓, 𝑔, ℎ〉 is a vector field, then the line integral of 𝐅 along 𝐶 can
also be denoted as
Remark 6.37 Let 𝐫(𝑡) be the position at time 𝑡 of a particle moving in ℝ3 , and let 𝐅(𝑥, 𝑦, 𝑧)
be the force acting on the particle when it is located at the point (𝑥, 𝑦, 𝑧). Then ∫𝐶 𝐅 ⋅ 𝑑𝐫
represents the work done by the force 𝐅 on the particle as it moves along a curve 𝐶.
Remark 6.38 Let 𝐶 be a curve inside a pipe and let 𝐅(𝑥, 𝑦, 𝑧) be the flow velocity of water at
the point (𝑥, 𝑦, 𝑧) in the pipe. Then ∫𝐶 𝐅 ⋅ 𝑑𝐫 measures the tendency of water to flow along 𝐶,
and is called the flow of 𝐅 along 𝐶.
Page 9 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.39 Let 𝐶 be a curve parametrized by 𝐫 and let 𝐓 ̂ be the unit tangent vector of 𝐶, i.e.
1
̂ (𝑡) ≔
𝐓 𝐫 ′ (𝑡).
‖𝐫 ′ (𝑡)‖
Then the line integral of a vector field 𝐅 along 𝐶 is just the same as the line integral of the
̂ over 𝐶, since
function 𝐅 ⋅ 𝐓
𝑏 𝑏
1
∫𝐅 ⋅ 𝑑𝐫 = ∫ 𝐅(𝐫(𝑡)) ⋅ 𝐫 ′ (𝑡)𝑑𝑡 = ∫ 𝐅(𝐫(𝑡)) ⋅ 𝐫 ′ (𝑡) ‖𝐫 ̂ 𝑑𝑠 ;
⏟ ′ (𝑡)‖𝑑𝑡 = ∫𝐅 ⋅ 𝐓
𝐶 𝑎 𝑎 ‖𝐫 ′ (𝑡)‖
⏟ 𝐶
𝑑𝑠
̂ (𝑡)
𝐓
and conversely, the line integral of a function 𝑓 over 𝐶 is just the same as the line integral of the
̂ along 𝐶. (Can you verify this on your own?)
vector field 𝑓𝐓
Remark 6.40 Given a curve 𝐶, if we denote by −𝐶 the curve having the same image as that of 𝐶
but is in the opposite orientation of 𝐶, then we have
∫ 𝐅 ⋅ 𝑑𝐫 = − ∫𝐅 ⋅ 𝑑𝐫
−𝐶 𝐶
because the direction of the unit tangent vector 𝐓 ̂ along the curve is reversed. Note however
that the line integral of a function 𝑓 over 𝐶 is independent of the orientation of 𝐶, i.e.
∫ 𝑓 𝑑𝑠 = ∫𝑓 𝑑𝑠.
−𝐶 𝐶
∫𝐅 ⋅ 𝑑𝐫 𝑧
𝐶 𝑥 2 + 𝑦2 = 1
2 2
where 𝐶 is the curve of intersection of the cylinder 𝑥 + 𝑦 = 1 and the
plane 𝑧 = 2𝑦 + 1, oriented counterclockwise as viewed from above. 𝑦
Solution:
𝑥
The curve 𝐶 can be parametrized by the vector-valued function 𝐶
𝑧 = 2𝑦 + 1
𝐫(𝑡) = 〈cos 𝑡 , sin 𝑡 , 2 sin 𝑡 + 1〉
where 𝑡 ∈ [0, 2𝜋]. So
2𝜋
∫𝐅 ⋅ 𝑑𝐫 = ∫ 𝐅(𝐫(𝑡)) ⋅ 𝐫 ′ (𝑡)𝑑𝑡
𝐶 0
2𝜋
= ∫ 〈sin 𝑡 , 2 sin 𝑡 + 1, cos 𝑡〉 ⋅ 〈− sin 𝑡 , cos 𝑡 , 2 cos 𝑡〉𝑑𝑡
0
2𝜋
= ∫ (− sin2 𝑡 + 2 sin 𝑡 cos 𝑡 + cos 𝑡 + 2 cos2 𝑡)𝑑𝑡
0
= −𝜋 + 0 + 0 + 2𝜋
= 𝜋.
Page 10 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
∫𝐅 ⋅ 𝑑𝐫
𝐶
𝑦
2
(a) if 𝐶 is the upper unit semicircle in ℝ centered at the origin, going
clockwise from (−1, 0) to (1, 0).
(b) if 𝐶 is the curve in ℝ2 consisting of the line segment from (−1, 0)
to (0, 1) and then the line segment from (0, 1) to (1, 0). 𝑥
Solution:
(a) The curve 𝐶 can be parametrized by the vector-valued function 𝐫: [0, 𝜋] → ℝ2 defined by
𝐫(𝑡) = 〈− cos 𝑡 , sin 𝑡〉,
so
𝜋
∫𝐅 ⋅ 𝑑𝐫 = ∫ 𝐅(𝐫(𝑡)) ⋅ 𝐫 ′ (𝑡)𝑑𝑡
𝐶 0
𝜋
= ∫ 〈(− cos 𝑡)2 − (sin 𝑡)2 , 2(− cos 𝑡)(sin 𝑡)〉 ⋅ 〈sin 𝑡 , cos 𝑡〉𝑑𝑡
0
𝜋
= ∫ (− sin 𝑡)𝑑𝑡 = [cos 𝑡]𝜋0 = −2.
0
(b) The curve 𝐶 can be decomposed into two smooth curves 𝐶1 and 𝐶2 , so that 𝐶1 is the line
segment from (−1, 0) to (0, 1), which can be parametrized by
𝐫1 (𝑡) = 〈−1 + 𝑡, 𝑡〉
for 𝑡 ∈ [0, 1], and 𝐶2 is the line segment from (0, 1) to (1, 0), with a parametrization
𝐫2 (𝑡) = 〈𝑡, 1 − 𝑡〉
for 𝑡 ∈ [0, 1]. So
∫𝐅 ⋅ 𝑑𝐫 = ∫ 𝐅 ⋅ 𝑑𝐫1 + ∫ 𝐅 ⋅ 𝑑𝐫2
𝐶 𝐶1 𝐶2
1 1
′ (𝑡)𝑑𝑡
= ∫ 𝐅(𝐫1 (𝑡)) ⋅ 𝐫1 + ∫ 𝐅(𝐫2 (𝑡)) ⋅ 𝐫2 ′ (𝑡)𝑑𝑡
0 0
1
= ∫ 〈(−1 + 𝑡)2 − 𝑡 2 , 2(−1 + 𝑡)(𝑡)〉 ⋅ 〈1, 1〉𝑑𝑡
0
1
+ ∫ 〈𝑡 2 − (1 − 𝑡)2 , 2(𝑡)(1 − 𝑡)〉 ⋅ 〈1, −1〉𝑑𝑡
0
1 1
= ∫ [(−1 + 𝑡) − 𝑡 + 2(−1 + 𝑡)(𝑡)]𝑑𝑡 + ∫ [𝑡 2 − (1 − 𝑡)2 − 2(𝑡)(1 − 𝑡)]𝑑𝑡
2 2
0 0
1
2 2
= 2 [ 𝑡3 − 𝑡2] = − .
3 0 3
Page 11 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Let 𝑃 and 𝑄 be two given points. Example 6.42 shows that the line integrals of a vector field
along different curves joining 𝑃 and 𝑄 are different in general. But in fact for conservative
vector fields, the line integral is always the same for every curve joining 𝑃 and 𝑄.
∫∇𝑓 ⋅ 𝑑𝐫 = ∫ ∇𝑓 ⋅ 𝑑𝐫 .
𝐶 𝐶′
In particular, the line integrals of a conservative vector field in 𝐷 are path-independent on 𝐷.
Proof. To make calculations simple we just consider the case 𝑛 = 2, and the general case is similar.
Let 𝐫(𝑡) = 〈𝑢(𝑡), 𝑣(𝑡)〉. Then chain rule gives
𝑑 𝑑 𝜕𝑓 𝜕𝑓
𝑓(𝐫(𝑡)) = 𝑓(𝑢(𝑡), 𝑣(𝑡)) = (𝑢(𝑡), 𝑣(𝑡))𝑢′ (𝑡) + (𝑢(𝑡), 𝑣(𝑡))𝑣 ′ (𝑡) = ∇𝑓(𝐫(𝑡)) ⋅ 𝐫 ′ (𝑡),
𝑑𝑡 𝑑𝑡 𝜕𝑥 𝜕𝑦
and so
𝑏 𝑏
𝑑
∫∇𝑓 ⋅ 𝑑𝐫 = ∫ ∇𝑓(𝐫(𝑡)) ⋅ 𝐫 ′ (𝑡)𝑑𝑡 = ∫ 𝑓(𝐫(𝑡))𝑑𝑡 = 𝑓(𝐫(𝑏)) − 𝑓(𝐫(𝑎))
𝐶 𝑎 𝑎 𝑑𝑡
by the Fundamental Theorem of Calculus for functions of one real variable. ∎
Example 6.44 Let 𝐅: ℝ3 ∖ {(0, 0, 0)} → ℝ3 be the gravitational field acting on a particle, given by
1
𝐅(𝑥, 𝑦, 𝑧) = − 3
(𝑥𝐢 + 𝑦𝐣 + 𝑧𝐤) for every (𝑥, 𝑦, 𝑧) ≠ (0, 0, 0).
(𝑥 2 + 𝑦 2 + 𝑧 2 )2
Find the work done by 𝐅 in moving the particle along any curve 𝐶 from the point (4, 3, 12) to
the point (2, 2, 1).
Solution:
We have seen in Example 6.11 that the gravitational field 𝐅 is conservative on ℝ3 ∖ {(0, 0, 0)} and
1
𝜙(𝑥, 𝑦, 𝑧) =
√𝑥 2 + 𝑦 2 + 𝑧 2
is a potential function of 𝐅 on ℝ3 ∖ {(0, 0, 0)}, i.e. 𝐅 = ∇𝜙. Therefore the work is given by
1 1 10
∫𝐅 ⋅ 𝑑𝐫 = ∫∇𝜙 ⋅ 𝑑𝐫 = 𝜙(2, 2, 1) − 𝜙(4, 3, 12) = − = .
𝐶 𝐶 √22 + 22 + 12 √42 + 32 + 122 39
Page 12 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Definition 6.45 A curve 𝐶 parametrized by 𝐫: [𝑎, 𝑏] → ℝ𝑛 is called a closed curve if its initial
point and terminal point are the same point, i.e.
𝐫(𝑎) = 𝐫(𝑏).
Remark 6.38 If 𝐶 is a closed curve and 𝐅 is a vector field, then the line integral ∫𝐶 𝐅 ⋅ 𝑑𝐫 is
sometimes also denoted as
∮𝐅 ⋅ 𝑑𝐫 .
𝐶
The flow of a velocity field 𝐅 along a closed curve 𝐶 is also called the circulation of 𝐅 around 𝐶.
∮𝐅 ⋅ 𝑑𝐫 = 0.
𝐶
∫𝐅 ⋅ 𝑑𝐫 ,
𝐶
3
where 𝐶 is the pentagon in ℝ as shown in the diagram below.
𝑧
𝑦
(4, 1, 3)
(−1, 0, 2)
(4, 1, 0)
0
𝑥
(2, −1, 0)
Solution:
[The line integral is complicated because the curve 𝐶 consists of several portions. But since 𝐶 is
a closed curve, the line integral ∮𝐶 𝐅 ⋅ 𝑑𝐫 is just zero if we can show that 𝐅 is conservative in ℝ3 .]
Page 13 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
𝑓(𝑥, 𝑦, 𝑧) = ∫ 𝑦 2 𝑑𝑥 = 𝑥𝑦 2 + 𝑔(𝑦, 𝑧)
for some function 𝑔 depending on 𝑦 and 𝑧 only. Taking partial derivatives with respect to 𝑦,
we have
𝑓𝑦 (𝑥, 𝑦, 𝑧) = 2𝑥𝑦 + 𝑔𝑦 (𝑦, 𝑧),
so comparing this with the second equation of the system we must have 𝑔𝑦 (𝑦, 𝑧) = 𝑒 3𝑧 , i.e.
𝑔(𝑦, 𝑧) = ∫ 𝑒 3𝑧 𝑑𝑦 = 𝑦𝑒 3𝑧 + ℎ(𝑧)
and so
𝑓(𝑥, 𝑦, 𝑧) = 𝑥𝑦 2 + 𝑦𝑒 3𝑧 + ℎ(𝑧)
for some function ℎ depending on 𝑧 only. Taking partial derivatives with respect to 𝑧 we have
𝑓𝑧 (𝑥, 𝑦, 𝑧) = 3𝑦𝑒 3𝑧 + ℎ′ (𝑧),
so comparing this with the third equation of the system we must have ℎ′ (𝑧) = 0, i.e.
ℎ(𝑧) = ∫ 0 𝑑𝑧 = 𝑘
∮𝐅 ⋅ 𝑑𝐫 = 0.
𝐶
Solution:
[If 𝑔𝑥 − 𝑓𝑦 ≠ 0, then we can conclude right away that 𝐅 = 〈𝑓, 𝑔〉 is not conservative in its domain
according to Theorem 6.14. But for the given vector field 𝐅 we unfortunately have
𝜕 𝑥 𝜕 −𝑦
− = 0,
𝜕𝑥 𝑥 2 + 𝑦 2 𝜕𝑦 𝑥 2 + 𝑦 2
so no conclusion about 𝐅 can be drawn this way. Thus we try to use Corollary 6.46 instead.]
Page 14 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
2𝜋 2𝜋
sin2 𝑡 + cos2 𝑡
=∫ 𝑑𝑡 = ∫ 𝑑𝑡 = 2𝜋
0 cos2 𝑡 + sin2 𝑡 0
≠ 0,
and so the vector field 𝐅 is not conservative in ℝ2 ∖ {(0, 0)}.
Proof. To make calculations simple we just consider the case 𝑛 = 2, and the general case is similar.
Let’s write 𝐅 = 〈𝑓, 𝑔〉, let the point (𝑎, 𝑏) ∈ 𝐷 be fixed and define a function 𝜙: 𝐷 → ℝ by
𝜙(𝑥, 𝑦) = ∫ 𝐅 ⋅ 𝑑𝐫 .
a curve in 𝐷 from (𝑎,𝑏) to (𝑥,𝑦)
1
= lim ∫ 𝐅 ⋅ 𝑑𝐫
ℎ→0 ℎ the line segment from (𝑥,𝑦) to (𝑥+ℎ,𝑦)
1 ℎ
= lim ∫ 〈𝑓(𝑥 + 𝑡, 𝑦), 𝑔(𝑥 + 𝑡, 𝑦)〉 ⋅ 〈1, 0〉 𝑑𝑡
ℎ→0 ℎ 0
1 ℎ
= lim ∫ 𝑓(𝑥 + 𝑡, 𝑦)𝑑𝑡
ℎ→0 ℎ 0
𝑓 is continuous
= 𝑓(𝑥, 𝑦),
and similarly
𝜕𝜙
(𝑥, 𝑦) = 𝑔(𝑥, 𝑦).
𝜕𝑦
This shows that 𝐅 = ∇𝜙 on 𝐷, so 𝐅 is conservative in 𝐷. ∎
Page 15 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
3. Green’s Theorem
Green’s Theorem provides another way of evaluating the line integral of a vector field along a
“simple” closed curve in ℝ2 , which is sometimes quicker than evaluating the line integral directly.
Definition 6.50 A closed curve 𝐶 parametrized by 𝐫: [𝑎, 𝑏] → ℝ𝑛 is called a simple closed curve
if it does not have any “self-intersection”, i.e. if
𝐫(𝑡1 ) ≠ 𝐫(𝑡2 )
for any distinct 𝑡1 , 𝑡2 ∈ [𝑎, 𝑏], except when 𝑡1 = 𝑎 and 𝑡2 = 𝑏.
Theorem 6.51 (Jordan curve theorem) The image of a simple closed curve in ℝ2 divides the
whole plane ℝ2 into two regions. One of these regions is bounded, and the other one is
unbounded.
Exterior of 𝐶
̂(𝑡) to 𝐶
Outward unit normal vectors 𝐧
Interior of 𝐶
Page 16 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Theorem 6.54 (Green) Let 𝐅 = 〈𝑓, 𝑔〉 be a vector field in two dimensions whose components 𝑓
and 𝑔 have continuous partial derivatives, and let 𝐶 be a positively oriented simple closed curve
in ℝ2 , whose interior is the region 𝑅. Then
𝜕𝑔 𝜕𝑓
∮𝐅 ⋅ 𝑑𝐫 = ∬ ( − ) 𝑑𝐴.
𝐶 𝑅 𝜕𝑥 𝜕𝑦
𝑅
𝐶
Proof. Let’s take for granted the fact that the region 𝑅 can always be decomposed into
subregions which are both “𝑦-simple” and “𝑥-simple”, so without loss of generality we may suppose
that 𝑅 itself is both “𝑦-simple” and “𝑥-simple”, i.e.
𝑅 = {(𝑥, 𝑦) ∈ ℝ2 : 𝑎 ≤ 𝑥 ≤ 𝑏 and 𝑝1 (𝑥) ≤ 𝑦 ≤ 𝑞1 (𝑥)}
= {(𝑥, 𝑦) ∈ ℝ2 : 𝑐 ≤ 𝑦 ≤ 𝑑 and 𝑝2 (𝑦) ≤ 𝑥 ≤ 𝑞2 (𝑦)}
for some real numbers 𝑎, 𝑏, 𝑐, 𝑑 and single-variable continuous functions 𝑝1 , 𝑞1 : [𝑎, 𝑏] → ℝ and
𝑝2 , 𝑞2 : [𝑐, 𝑑] → ℝ. Then we have
𝑏
∮𝑓 𝑑𝑥 = ∫ 𝑓(𝑥, 𝑝1 (𝑥))𝑑𝑥 + ∫vertical line segment joining 𝑓 𝑑𝑥 𝑦
𝐶 𝑎
⏟(𝑏,𝑝1(𝑏)) and (𝑏,𝑞1(𝑏))
𝑦 = 𝑞1 (𝑥)
=0
𝑎
+ ∫ 𝑓(𝑥, 𝑞1 (𝑥))𝑑𝑥 + ∫vertical line segment joining 𝑓 𝑑𝑥 𝑅
𝑏
⏟(𝑎,𝑞1(𝑎)) and (𝑎,𝑝1 (𝑎))
=0 𝑦 = 𝑝1 (𝑥)
𝑏
𝑥
= − ∫ [𝑓(𝑥, 𝑞1 (𝑥)) − 𝑓(𝑥, 𝑝1 (𝑥))]𝑑𝑥 𝑎 𝑏
𝑎
𝑏 𝑞1 (𝑥)
𝜕𝑓 𝜕𝑓
= −∫ ∫ (𝑥, 𝑦)𝑑𝑦 𝑑𝑥 = − ∬ 𝑑𝐴 , 𝑦
𝑎 𝑝1 (𝑥) 𝜕𝑦 𝑅 𝜕𝑦
𝑑
and similarly
𝑥 = 𝑞2 (𝑦)
𝑑
∮𝑔 𝑑𝑦 = ∫ [𝑔(𝑞2 (𝑦), 𝑦) − 𝑔(𝑝2 (𝑦), 𝑦)]𝑑𝑥 𝑥 = 𝑝2 (𝑦) 𝑅
𝐶 𝑐
𝑑 𝑞2 (𝑦)
𝜕𝑔 𝜕𝑔 𝑐
=∫ ∫ (𝑥, 𝑦)𝑑𝑥 𝑑𝑦 = ∬ 𝑑𝐴.
𝑐 𝑝2 (𝑦) 𝜕𝑥 𝑅 𝜕𝑥 𝑥
Therefore
𝜕𝑔 𝜕𝑓
∮𝐅 ⋅ 𝑑𝐫 = ∮𝑓 𝑑𝑥 + 𝑔 𝑑𝑦 = ∬ ( − ) 𝑑𝐴
𝐶 𝐶 𝑅 𝜕𝑥 𝜕𝑦
as desired. ∎
Page 17 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Example 6.55 Let 𝐶 be the unit circle in ℝ2 centered at the origin, oriented counterclockwise.
Evaluate the line integral
Solution:
Let 𝑅 be the unit disk in ℝ2 centered at the origin. Then 𝐶 is a positively oriented simple
closed curve in ℝ2 whose interior is 𝑅. Now if we let 𝐅(𝑥, 𝑦) = 〈𝑓(𝑥, 𝑦), 𝑔(𝑥, 𝑦)〉, where
𝑓(𝑥, 𝑦) = 𝑥 2 𝑒 𝑥 + 𝑦 − ln(1 + 𝑥 2 ) and 𝑔(𝑥, 𝑦) = 8𝑥 + sin 𝑦 ,
then by Green’s Theorem we have
= 7 ∬ 𝑑𝐴 = 7(Area of 𝑅) = 7𝜋.
𝑅
Solution: 𝑦
The given curve 𝐶 is not a closed curve, but if we let 𝐶 ′ be the
𝐶
line segment joining (1, 0) and (2, 0), then the curve consisting of 𝑅
𝐶 followed by 𝐶 ′ becomes a positively oriented simple closed
𝑥
curve in ℝ2 , whose interior is the region 𝐶′
𝑅 = {(𝑟, 𝜃): 1 ≤ 𝑟 ≤ 2 and 0 ≤ 𝜃 ≤ 𝜋}
Technique: “Complete the closed curve”
defined in polar coordinates. So by Green’s Theorem, we have
𝜕 𝜕
∫𝐅 ⋅ 𝑑𝐫 + ∫ 𝐅 ⋅ 𝑑𝐫 = ∬ [ (3𝑥𝑦) − (𝑦 2 + 1)] 𝑑𝐴
𝐶 𝐶 ′ 𝑅 𝜕𝑥 𝜕𝑦
𝜋 2
= ∬ 𝑦 𝑑𝐴 = ∫ ∫ (𝑟 sin 𝜃)𝑟 𝑑𝑟 𝑑𝜃
𝑅 0 1
𝜋 2
7 14
= (∫ sin 𝜃 𝑑𝜃) (∫ 𝑟 2 𝑑𝑟) = (2) ( ) = .
0 1 3 3
Page 18 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
On the other hand, the line segment 𝐶 ′ can be parametrized by 𝐫(𝑡) = 〈𝑡, 0〉 for 𝑡 ∈ [1, 2], so
the line integral of 𝐅 along 𝐶 ′ is simply
2 2
∫ 𝐅 ⋅ 𝑑𝐫 = ∫ 〈02 + 1, 3(𝑡)(0)〉 ⋅ 〈1, 0〉 𝑑𝑡 = ∫ 𝑑𝑡 = 1.
𝐶′ 1 1
Therefore
14 11
∫𝐅 ⋅ 𝑑𝐫 = −1= .
𝐶 3 3
Corollary 6.57 Let 𝐶 be a positively oriented simple closed curve in ℝ2 . Then the area of the
interior of 𝐶 is given by
1
∮−𝑦 𝑑𝑥 + 𝑥 𝑑𝑦 ,
2 𝐶
i.e. the area equals half of the line integral of the vector field 𝐅(𝑥, 𝑦) = 〈−𝑦, 𝑥〉 along 𝐶.
Example 6.58 Let 𝑎 > 0 and 𝑏 > 0, and let 𝐶 be the ellipse in ℝ2 with equation
𝑥2 𝑦2
+ = 1.
𝑎2 𝑏 2
Find the area of the region bounded by 𝐶.
Solution:
The ellipse 𝐶 can be parametrized by the function 𝐫: [0, 2𝜋] → ℝ2 defined by
𝐫(𝑡) = 〈𝑎 cos 𝑡 , 𝑏 sin 𝑡〉.
Let 𝑅 be the interior of the ellipse 𝐶. Then the area of 𝑅 is
1
∬ 𝑑𝐴 = ∮−𝑦 𝑑𝑥 + 𝑥 𝑑𝑦
𝑅 2 𝐶
1 2𝜋
= ∫ [(−𝑏 sin 𝑡)(−𝑎 sin 𝑡) + (𝑎 cos 𝑡)(𝑏 cos 𝑡)]𝑑𝑡
2 0
1 2𝜋
= ∫ 𝑎𝑏 𝑑𝑡
2 0
= 𝜋𝑎𝑏.
Page 19 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.59 Green’s Theorem can still be applied to a region in ℝ2 whose boundary consists of
more than one connected components. The region 𝑅 in the following diagram has a boundary
that consists of three simple closed curves 𝐶, 𝐶1 and 𝐶2 which do not intersect each other.
Suppose that these boundary curves are oriented positively with respect to 𝑹, i.e. the outermost
boundary curve 𝐶 is oriented counterclockwise while the inner curves are all oriented clockwise.
𝑦 𝑥
Example 6.60 Let 𝐅(𝑥, 𝑦) = 〈− 𝑥 2 +𝑦 2 , 𝑥 2 +𝑦 2 〉. Show that
∮𝐅 ⋅ 𝑑𝐫 = 2𝜋
𝐶
for every positively oriented simple close curve 𝐶 in ℝ2 whose interior contains the origin.
∮𝐅 ⋅ 𝑑𝐫 = − ∮ 𝐅 ⋅ 𝑑𝐫 = ∮ 𝐅 ⋅ 𝑑𝐫.
𝐶 −𝐶 ′ 𝐶′
′
But when we parametrize the circle 𝐶 as usual by 𝐫(𝑡) = 〈𝑎 cos 𝑡 , 𝑎 sin 𝑡〉 for 𝑡 ∈ [0, 2𝜋], the
last line integral along the circle 𝐶 ′ is simply
2𝜋 2𝜋 (−𝑎
′ (𝑡)𝑑𝑡
sin 𝑡)(−𝑎 sin 𝑡) + (𝑎 cos 𝑡)(𝑎 cos 𝑡)
∮ 𝐅 ⋅ 𝑑𝐫 = ∫ 𝐅(𝐫(𝑡)) ⋅ 𝐫 =∫ 𝑑𝑡 = 2𝜋.
𝐶′ 0 0 (𝑎 cos 𝑡)2 + (𝑎 sin 𝑡)2
Therefore the line integral along the curve 𝐶 is also
∮𝐅 ⋅ 𝑑𝐫 = 2𝜋.
𝐶
Page 20 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Definition 6.61 We say that a (connected) region 𝑅 in the plane ℝ2 is simply connected if for
every simple closed curve 𝐶 in 𝑅, the interior of 𝐶 also lies completely in 𝑅.
Remark 6.62 Intuitively, we may regard a simply connected region in ℝ2 as a connected region
which has no “holes”.
We have seen that a vector field 𝐅: 𝐷 → ℝ𝑛 is conservative if and only if the line integrals of 𝐅 are
path-independent on 𝐷. On a simply connected region in ℝ2 , we have another characterization
for conservative vector fields.
Theorem 6.63 Let 𝐷 be a simply connected region in ℝ2 and let 𝐅 = 〈𝑓, 𝑔〉: 𝐷 → ℝ2 be a
vector field, whose components 𝑓 and 𝑔 have continuous partial derivatives. If
𝑔𝑥 − 𝑓𝑦 = 0
on 𝐷, then 𝐅 is conservative in 𝐷.
Proof. For each simple closed curve 𝐶 in 𝐷, its interior 𝑅 also lies in 𝐷, so we have
𝜕𝑔 𝜕𝑓
∮𝐅 ⋅ 𝑑𝐫 = ∬ ( − ) 𝑑𝐴 = ∬ 0 𝑑𝐴 = 0
𝐶 𝑅 𝜕𝑥 𝜕𝑦 𝑅
by Green’s theorem, so the line integrals of 𝐅 are path-independent on 𝐷. Therefore 𝐅 is
conservative in 𝐷 by Theorem 6.49. ∎
Remark 6.64 A vector field 𝐅 = 〈𝑓, 𝑔〉 defined on a non-simply connected region may not be
conservative even if 𝑔𝑥 − 𝑓𝑦 = 0. To see this, consider the vector field 𝐅 = 〈𝑓, 𝑔〉 with
𝑦 𝑥
𝑓(𝑥, 𝑦) = − 2 2
and 𝑔(𝑥, 𝑦) = 2 .
𝑥 +𝑦 𝑥 + 𝑦2
Although we have
𝑦2 − 𝑥2
𝑔𝑥 (𝑥, 𝑦) = = 𝑓𝑦 (𝑥, 𝑦)
(𝑥 2 + 𝑦 2 )2
for every (𝑥, 𝑦) ∈ ℝ2 ∖ {(0, 0)}, 𝐅 is still not conservative in ℝ2 ∖ {(0, 0)} as we have seen
in Example 6.48. Note that ℝ2 ∖ {(0, 0)} is not a simply connected region.
But 𝐅 is conservative in the open right half-plane 𝑅 = {(𝑥, 𝑦) ∈ ℝ2 : 𝑥 > 0} with a potential
𝑦
function 𝜙(𝑥, 𝑦) = arctan 𝑥 . Note that 𝑅 is simply connected.
Page 21 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Corollary 6.65 (2-D Divergence Theorem) Let 𝐅 = 〈𝑓, 𝑔〉 be a vector field in two dimensions
whose components 𝑓 and 𝑔 have continuous partial derivatives, and let 𝐶 be a positively
oriented simple closed curve, whose interior is the region 𝑅, and whose outward unit normal vector
̂. Then
is 𝐧
𝜕𝑓 𝜕𝑔
∮𝐅 ⋅ 𝐧̂ 𝑑𝑠 = ∬ ( + ) 𝑑𝐴.
𝐶 𝑅 𝜕𝑥 𝜕𝑦
𝑅 ̂(𝑡)
𝐧
Remark 6.66 Let’s regard the vector field 𝐅 = 〈𝑓, 𝑔〉 as a vector field in three dimensions having
zero 𝐤-component, i.e. 𝐅 = 〈𝑓, 𝑔, 0〉. Then Green’s theorem (Theorem 6.54) can be written as
̂ 𝑑𝑠 = ∬ (∇ × 𝐅) ⋅ 𝐤 𝑑𝐴 ,
∮𝐅 ⋅ 𝐓
𝐶 𝑅
which says that the integral of the curl of 𝐅 across a region equals the sum of all components of 𝐅
tangential to the boundary. The 2-D Divergence Theorem (Corollary 6.65) becomes
̂ 𝑑𝑠 = ∬ ∇ ⋅ 𝐅 𝑑𝐴 ,
∮𝐅 ⋅ 𝐧
𝐶 𝑅
which says that the integral of the divergence of 𝐅 over a region equals the sum of all components
of 𝐅 normal to the boundary.
Page 22 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
4. Surface integrals
Definition 6.67 Let 𝑓 be a continuous function of 𝑛 real variables and let 𝑆 be a smooth
surface in ℝ𝑛 parametrized by a vector-valued function 𝐫: 𝑅 → ℝ𝑛 . Then the surface integral of
the function 𝑓 over 𝑆 is
Compare with Definition 6.28.
∬𝑓 𝑑𝑆 ≔ ∬ 𝑓(𝐫(𝑢, 𝑣))‖𝐫𝑢 × 𝐫𝑣 ‖𝑑𝑢 𝑑𝑣 .
𝑆 𝑅 𝑑𝑆 = ‖𝐫𝑢 × 𝐫𝑣 ‖𝑑𝑢 𝑑𝑣
Remark 6.68 The area of a smooth surface 𝑆 is the integral of 1 over 𝑆, i.e.
Remark 6.69 If a piece of material of the shape of a thin sheet occupies the smooth surface 𝑆 in
ℝ3 and 𝑓(𝑥, 𝑦, 𝑧) is the surface density of the material at the point (𝑥, 𝑦, 𝑧), then ∬𝑆 𝑓(𝑥, 𝑦, 𝑧)𝑑𝑆
represents the total mass of that piece of material.
Example 6.70 Let 𝑆 be the portion of the circular cylinder 𝑥 2 + 𝑦 2 = 1 which lies between the
𝑥𝑦-plane and the plane 𝑧 = 1 + 𝑥. Evaluate ∬𝑆(𝑥 + 𝑦 + 𝑧)𝑑𝑆.
Solution:
The whole circular cylinder has parametric equations
𝑥 = cos 𝑢
{𝑦 = sin 𝑢 where 0 ≤ 𝑢 ≤ 2𝜋 and − ∞ < 𝑣 < +∞.
𝑧=𝑣
The specified portion 𝑆 also needs to satisfy 0 ≤ 𝑧 ≤ 1 + 𝑥, i.e. 0 ≤ 𝑣 ≤ 1 + cos 𝑢. Therefore
𝑆 can be parametrized by the vector-valued function 𝐫: 𝑅 → ℝ3 defined by
𝐫(𝑢, 𝑣) = 〈cos 𝑢 , sin 𝑢 , 𝑣〉,
2
where 𝑅 = {(𝑢, 𝑣) ∈ ℝ : 0 ≤ 𝑢 ≤ 2𝜋 and 0 ≤ 𝑣 ≤ 1 + cos 𝑢}. Now we have
𝐢 𝐣 𝐤
(𝐫𝑢 × 𝐫𝑣 )(𝑢, 𝑣) = |− sin 𝑢 cos 𝑢 0 | = 〈cos 𝑢 , sin 𝑢 , 0〉
0 0 1
for every (𝑢, 𝑣) in the interior of 𝑅, so
Page 23 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.71 If the smooth surface 𝑆 in ℝ3 is the graph of a function 𝑓: 𝑅 → ℝ of two real
variables, i.e. if 𝑆 is defined by the equation 𝑧 = 𝑓(𝑥, 𝑦), then 𝑆 can be parametrized by
𝐫(𝑢, 𝑣) = 〈𝑢, 𝑣, 𝑓(𝑢, 𝑣)〉,
Compare this with Corollary 5.42.
so that 𝐫𝑢 × 𝐫𝑣 = 〈−𝑓𝑢 , −𝑓𝑣 , 1〉 and we simply have
2
∬𝑔(𝑥, 𝑦, 𝑧)𝑑𝑆 = ∬ 𝑔(𝑥, 𝑦, 𝑓(𝑥, 𝑦))√1 + [𝑓𝑥 (𝑥, 𝑦)]2 + [𝑓𝑦 (𝑥, 𝑦)] 𝑑𝐴.
𝑆 𝑅
Example 6.72 Let 𝑆 be the unit upper hemisphere in ℝ3 centered at the origin. Evaluate
∬(𝑥 2 + 𝑦 2 )𝑑𝑆.
𝑆
Solution:
Let 𝑅 be the unit disk in ℝ2 centered at the origin. Then the given surface 𝑆 is the graph of the
function 𝑓: 𝑅 → ℝ defined by
𝑓(𝑥, 𝑦) = √1 − 𝑥 2 − 𝑦 2 .
Now in the interior of 𝑅 we have
𝑥 𝑦
𝑓𝑥 (𝑥, 𝑦) = − and 𝑓𝑦 (𝑥, 𝑦) = − ,
√1 − 𝑥 2 − 𝑦 2 √1 − 𝑥 2 − 𝑦 2
so
2 2
2 2 )𝑑𝑆
𝑥 𝑦
∬(𝑥 + 𝑦 =∬ (𝑥 2 +𝑦 2 )√1
+ (− ) + (− ) 𝑑𝐴
𝑆 𝑅 √1 − 𝑥 2 − 𝑦 2 √1 − 𝑥 2 − 𝑦 2
2𝜋 1
𝑥2 + 𝑦2 𝑟2
=∬ 𝑑𝐴 = ∫ 𝑟𝑑𝑟 𝑑𝜃∫
𝑅 √1 − 𝑥2 − 𝑦2 √1 − 𝑟 2 0 0
𝑡 = −√1 − 𝑟 2 2𝜋 0
2 4𝜋
= (∫ 𝑑𝜃) [∫ (1 − 𝑡 2 )𝑑𝑡] = (2𝜋) ( ) = .
0 −1 3 3
Definition 6.73 Let 𝑆 be a surface in ℝ3 . We say that 𝑆 is a closed surface if it divides the
whole space ℝ3 into two regions, one of which is bounded and the other is unbounded. In this
case, the bounded region is called the interior of 𝑆, and the other unbounded region is called the
exterior of 𝑆.
Exterior of 𝑆
Outward unit normal vectors 𝐧 to 𝑆
Interior of 𝑆
A closed surface 𝑆
Page 24 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
The Möbius strip is a surface in ℝ3 which is not orientable. The Klein bottle is a surface in ℝ4
which is not orientable.
Möbius strip
Klein bottle
In Problem Set 7 we will prove the non-orientability of the Möbius strip using its parametrization.
Definition 6.75 Let 𝐅 be a continuous 3-D vector field and 𝑆 be an oriented surface in ℝ3 with
̂. Then the surface integral (or flux) of the vector field 𝐅 across 𝑆 is
unit normal vector 𝐧
̂ 𝑑𝑆.
∬𝐅 ⋅ 𝑑𝐒 ≔ ∬𝐅 ⋅ 𝐧
𝑆 𝑆
Remark 6.76 Let 𝑆 be an oriented surface in the sea and let 𝐅(𝑥, 𝑦, 𝑧) be flow velocity of water
at the point (𝑥, 𝑦, 𝑧) in the sea. Then ∬𝑆 𝐅 ⋅ 𝑑𝐒 represents the volume of water flowing across
𝑆 per unit time. If 𝑆 is a closed surface, then the flux ∬𝑆 𝐅 ⋅ 𝑑𝐒 is sometimes also denoted as
∯𝑆 𝐅 ⋅ 𝑑𝐒, and in this case − ∯𝑆 𝐅 ⋅ 𝑑𝐒 represents the volume of water accumulated in the interior
of 𝑆 per unit time.
Page 25 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.77 Let 𝑆 be an oriented surface with unit normal vector 𝐧 ̂. Then the surface integral
̂ over 𝑆, i.e.
of a vector field 𝐅 across 𝑆 is by definition the surface integral of the function 𝐅 ⋅ 𝐧
̂ 𝑑𝑆 ;
∬𝐅 ⋅ 𝑑𝐒 ≔ ∬𝐅 ⋅ 𝐧
𝑆 𝑆
and conversely, the surface integral of a function 𝑓 over 𝑆 is just the same as the surface integral
̂ across 𝑆. (Can you verify this on your own?)
of the vector field 𝑓𝐧
Remark 6.78 Given an oriented surface 𝑆, if we denote by −𝑆 the same surface but in the
opposite orientation of 𝑆, then we have
∬ 𝐅 ⋅ 𝑑𝐒 = − ∬𝐅 ⋅ 𝑑𝐒
−𝑆 𝑆
because the direction of the unit normal vector 𝐧 ̂ to the surface is reversed. Note however that
the surface integral of a function 𝑓 over 𝑆 is independent of the orientation of 𝑆 (if any), i.e.
∬ 𝑓 𝑑𝑆 = ∬𝑓 𝑑𝑆.
−𝑆 𝑆
∬𝐅 ⋅ 𝑑𝐒
𝑆
can be computed explicitly under different situations.
(i) If 𝑆 is an oriented parametrized surface whose orientation is induced
Compare with Definition
by a parametrization 𝐫: 𝑅 → ℝ𝑛 , then 6.36 and Remark 6.37.
1
∬𝐅 ⋅ 𝑑𝐒 = ∬ 𝐅 ⋅ (𝐫 × 𝐫𝑣 ) ⏟
‖𝐫𝑢 × 𝐫𝑣 ‖𝑑𝑢 𝑑𝑣 = ∬ 𝐅 ⋅ (𝐫𝑢 × 𝐫𝑣 )𝑑𝑢 𝑑𝑣.
𝑆 𝑆 ‖𝐫𝑢 × 𝐫𝑣 ‖ 𝑢
⏟ 𝑅 𝑑𝑆
̂
𝐧
𝑑𝐒 = (𝐫𝑢 × 𝐫𝑣 )𝑑𝑢 𝑑𝑣
(ii) If 𝑆 is the graph of a function 𝑓: 𝑅 → ℝ of two real variables, and is
given the upward orientation, then a natural parametrization is 𝐫(𝑢, 𝑣) = 〈𝑢, 𝑣, 𝑓(𝑢, 𝑣)〉, so
〈−𝑓𝑢 , −𝑓𝑣 , 1〉 𝑑𝑢 𝑑𝑣 = ∬ 𝐅 ⋅ 〈−𝑓𝑥 , −𝑓𝑦 , 1〉𝑑𝐴.
∬𝐅 ⋅ 𝑑𝐒 = ∬ 𝐅 ⋅ ⏟
𝑆 𝑅 𝐫𝑢 ×𝐫𝑣 𝑅
(iii) If 𝑆 is a level surface of a function 𝑓 of three real variables, then according to Theorem 3.74,
1
̂ = ‖∇𝑓‖ ∇𝑓, so given this orientation of 𝑆 we have
a unit normal vector to 𝑆 is given by 𝐧
𝐅 ⋅ ∇𝑓
∬𝐅 ⋅ 𝑑𝐒 = ∬ 𝑑𝑆 .
𝑆 𝑆 ‖∇𝑓‖
This formula is useful when the surface integral on the right is easy to compute without writing
down a parametrization of 𝑆.
Page 26 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Example 6.80 Let 𝐅(𝑥, 𝑦, 𝑧) = 𝐤 be a (constant) vector field and let 𝑆 be the positively oriented
closed surface in ℝ3 consisting of
Positive orientation of 𝑆 means that
2 2 1 1 the outward unit normal is chosen.
(i) the disk 𝑥 + 𝑦 ≤ 2 on the plane 𝑧 = and
√2
1
(ii) the portion of the sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 1 above the plane 𝑧 = .
√2
1
𝑧= , and 𝑆2 denote the upward oriented portion of the sphere 𝑥
√2
1
𝑥 2 + 𝑦 2 + 𝑧 2 = 1 above the plane 𝑧 = . Then
√2
(i) ̂ = −𝐤, so
The unit normal vector to 𝑆1 is given by 𝐧
̂ 𝑑𝑆 = ∬ 𝐤 ⋅ (−𝐤)𝑑𝑆 = ∬ (−1)𝑑𝑆
∬ 𝐅 ⋅ 𝑑𝐒 = ∬ 𝐅 ⋅ 𝐧
𝑆1 𝑆1 𝑆1 𝑆1
2
1 𝜋
= (−1)(Area of 𝑆1 ) = (−1) [𝜋 ( ) ]=− .
√2 2
1
(ii) Let 𝑅 be the disk in ℝ2 defined by 𝑥 2 + 𝑦 2 ≤ 2. Then 𝑆2 is the upward oriented graph of
Page 27 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Example 6.81 Let 𝑆 be the positively oriented unit sphere in ℝ3 centered at the origin, and let
1
𝐅(𝑥, 𝑦, 𝑧) = 3
〈𝑥, 𝑦, 𝑧〉.
(𝑥 2 + 𝑦2 + 𝑧 2 )2 1
𝐅(𝐫) = 𝐫̂
𝑟2
Find the flux of 𝐅 across 𝑆.
Solution:
The sphere 𝑆 is defined by the equation 𝑥 2 + 𝑦 2 + 𝑧 2 = 1. It is a level surface of the function
𝑓(𝑥, 𝑦, 𝑧) = 𝑥 2 + 𝑦 2 + 𝑧 2 , whose gradient vector is
∇𝑓 = 2𝐫
∇𝑓(𝑥, 𝑦, 𝑧) = 〈2𝑥, 2𝑦, 2𝑧〉.
This gradient vector ∇𝑓 gives a normal vector to 𝑆 which points upward above the 𝑥𝑦-plane and
points downward below the 𝑥𝑦-plane. The orientation given by ∇𝑓 thus agrees with the positive
orientation of 𝑆, so the flux of 𝐅 across 𝑆 is
1
=∯ 𝑑𝑆 = ∯𝑑𝑆 = Surface area of 𝑆 = 4𝜋.
𝑆 𝑥2 + 𝑦2 + 𝑧2 𝑆
Gauss’ Divergence Theorem provides another way of evaluating the surface integral of a vector
field across a closed surface in ℝ3 , which is sometimes quicker than evaluating the surface integral
directly.
Theorem 6.82 (Gauss’ Divergence Theorem) Let 𝐅 be a vector field in three dimensions whose
components have continuous partial derivatives, and let 𝑆 be a positively oriented closed surface in
ℝ3 whose interior is the bounded region 𝐷. Then
∯𝐅 ⋅ 𝑑𝐒 = ∭ ∇ ⋅ 𝐅 𝑑𝑉 .
Compare this with 2-D Divergence
𝑆 𝐷
Theorem, the second equation in
Remark 6.66.
Page 28 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Proof. Write 𝐅 = 〈𝑓, 𝑔, ℎ〉. Similar to the proof of Green’s Theorem, we assume without loss of
generality that the region 𝐷 can be written as
𝐷 = {(𝑥, 𝑦, 𝑧) ∈ ℝ3 : (𝑥, 𝑦) ∈ 𝑅1 and 𝑝1 (𝑥, 𝑦) ≤ 𝑧 ≤ 𝑞1 (𝑥, 𝑦)}
= {(𝑥, 𝑦, 𝑧) ∈ ℝ3 : (𝑥, 𝑧) ∈ 𝑅2 and 𝑝2 (𝑥, 𝑧) ≤ 𝑦 ≤ 𝑞2 (𝑥, 𝑧)}
= {(𝑥, 𝑦, 𝑧) ∈ ℝ3 : (𝑦, 𝑧) ∈ 𝑅3 and 𝑝3 (𝑦, 𝑧) ≤ 𝑥 ≤ 𝑞3 (𝑦, 𝑧)}
for some planar regions 𝑅1 , 𝑅2 , 𝑅3 and some two-variable continuous functions 𝑝1 , 𝑞1 : 𝑅1 → ℝ,
𝑝2 , 𝑞2 : 𝑅2 → ℝ and 𝑝3 , 𝑞3 : 𝑅3 → ℝ.
𝑧 𝑦 𝑧 = 𝑞1 (𝑥, 𝑦)
𝑅1
𝑥
𝑧 = 𝑝1 (𝑥, 𝑦)
Then we have
Top: Upward oriented graph of 𝑞1
∯ℎ𝐤 ⋅ 𝑑𝐒 = (∬ + ∬ +∬ ) ℎ𝐤 ⋅ 𝑑𝐒 Bottom: Downward oriented graph of 𝑝1
𝑆 top bottom side
𝜕𝑞1 𝜕𝑞1
= ∬ 〈0, 0, ℎ(𝑥, 𝑦, 𝑞1 (𝑥, 𝑦))〉 ⋅ 〈− ,− , 1〉 𝑑𝑥𝑑𝑦
𝑅1 𝜕𝑥 𝜕𝑦
𝜕𝑝1 𝜕𝑝1
+ ∬ 〈0, 0, ℎ(𝑥, 𝑦, 𝑝1 (𝑥, 𝑦))〉 ⋅ 〈 , , −1〉 𝑑𝑥𝑑𝑦 + 0
𝑅1 𝜕𝑥 𝜕𝑦
Page 29 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Example 6.83 Let 𝑆 be the positively oriented surface of the solid in ℝ3 bounded by the
cylinder 𝑦 2 + 𝑧 2 = 1 and the planes 𝑥 = −1 and 𝑥 = 2, and let
𝐅(𝑥, 𝑦, 𝑧) = 3𝑥𝑦 2 𝐢 + 𝑥𝑒 𝑧 𝐣 + 𝑧 3 𝐤.
Find the flux of 𝐅 across 𝑆.
𝑧
Solution:
Let 𝐷 be the solid in ℝ3 bounded by the cylinder 𝑦 2 + 𝑧 2 = 1 and 𝑆 −1
the planes 𝑥 = −1 and 𝑥 = 2. Then by Gauss’ Divergence Theorem,
𝑦
the flux of 𝐅 across 𝑆 is 𝐷
2
∯𝐅 ⋅ 𝑑𝐒 = ∭ ∇ ⋅ 𝐅 𝑑𝑉
𝑆 𝐷 𝑥
= ∭ (3𝑦 2 + 0 + 3𝑧 2 )𝑑𝑉
The cylindrical coordinates 𝐷
(𝑥, 𝑟, 𝜃) here are taken in 2𝜋 1 2
the direction of the 𝑥-axis: =∫ ∫ ∫ 3𝑟 2 𝑑𝑥 𝑟𝑑𝑟 𝑑𝜃
𝑥=𝑥 0 0 −1
{𝑦 = 𝑟 cos 𝜃. 2𝜋 1 2
3
9𝜋
𝑧 = 𝑟 sin 𝜃 = (∫ 𝑑𝜃 ) (∫ 3𝑟 𝑑𝑟) (∫ 𝑑𝑥) = .
0 0 −1 2
Example 6.84 Let 𝑆 be the upward oriented portion of the circular paraboloid 𝑧 = 4 − 𝑥 2 − 𝑦 2
above the 𝑥𝑦-plane, and let
𝐅(𝑥, 𝑦, 𝑧) = 〈4𝑥 + 𝑒 𝑦𝑧 sin 𝑦 , 𝑥𝑒 𝑧 cos 𝑥 , 1 − 2𝑧〉.
Find the flux of 𝐅 across 𝑆.
Technique: “Complete the closed surface”
Solution:
𝑧
[It looks difficult to compute the surface integral directly, so we aim
to use Gauss’ Divergence Theorem.] 𝑆
𝐷
The given surface 𝑆 is not a closed surface. However, if we let
𝑆 ′ be the downward oriented closed disk on the 𝑥𝑦-plane with
𝑦
radius 2 and centered at the origin, then the surface consisting of 𝑆′
𝑆 together with 𝑆 ′ becomes a positively oriented closed surface 𝑥
Page 30 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
̂ to the disk
On the other hand, with the downward orientation chosen, the unit normal vector 𝐧
′ ′
̂ = 〈0, 0, −1〉. So the flux of 𝐅 across 𝑆 is
𝑆 is given by 𝐧
̂ 𝑑𝑆
∬ 𝐅 ⋅ 𝑑𝐒 = ∬ 𝐅 ⋅ 𝐧
𝑆′ 𝑆′
Example 6.85 Let 𝑆 be a positively oriented closed surface in ℝ3 whose interior contains the
origin, and let
1
𝐅(𝑥, 𝑦, 𝑧) = 3
〈𝑥, 𝑦, 𝑧〉.
(𝑥 2 + 𝑦2 + 𝑧 2 )2
∯𝐅 ⋅ 𝑑𝐒 + ∯ 𝐅 ⋅ 𝑑𝐒 = ∭ ∇ ⋅ 𝐅 𝑑𝑉 = ∭ 0 𝑑𝑉 = 0,
𝐷
𝑆 −𝑆 ′ 𝐷 𝐷
and so 𝑆
∯𝐅 ⋅ 𝑑𝐒 = − ∯ 𝐅 ⋅ 𝑑𝐒 = ∯ 𝐅 ⋅ 𝑑𝐒.
𝑆 −𝑆 ′ 𝑆′
But similar to Example 6.81, the last surface integral is simply
1 1 1
∯ 𝐅 ⋅ 𝑑𝐒 = ∯ 2 2 2
𝑑𝑆 = ∯ 2 𝑑𝑆 = 2 (4𝜋𝑎2 ) = 4𝜋,
𝑆′ 𝑆′ 𝑥 + 𝑦 + 𝑧 𝑆′ 𝑎 𝑎
so
∯𝐅 ⋅ 𝑑𝐒 = 4𝜋
𝑆
as well.
Page 31 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.86 (An interpretation of the divergence) Consider a very small closed surface 𝑆 in ℝ3 ,
whose interior 𝐷 contains a point (𝑎, 𝑏, 𝑐). Let 𝐅 be a vector field on ℝ3 whose components
have continuous partial derivatives, so that ∇ ⋅ 𝐅 is almost a constant function on the small region
𝐷. According to Gauss’ Divergence Theorem we have
∯𝐅 ⋅ 𝑑𝐒 = ∭ ∇ ⋅ 𝐅 𝑑𝑉
𝑆 𝐷
≈ (∇ ⋅ 𝐅)(𝑎, 𝑏, 𝑐) ∭ 𝑑𝑉
𝐷
= (∇ ⋅ 𝐅)(𝑎, 𝑏, 𝑐)(Volume of 𝐷).
As a result, the divergence (∇ ⋅ 𝐅)(𝑎, 𝑏, 𝑐) can also be regarded as the “flux density” of 𝐅 near
the point (𝑎, 𝑏, 𝑐):
∯𝑆 𝐅 ⋅ 𝑑𝐒
(∇ ⋅ 𝐅)(𝑎, 𝑏, 𝑐) ≈ .
Volume of 𝐷
6. Stokes’ Theorem
Stokes’ Theorem provides another way to evaluate the line integral of a vector field along a simple
closed curve in ℝ3 . In Definition 6.52 we have defined the positive orientation for a simple
closed curve in ℝ2 . Now we need a similar notion for a simple closed curve in ℝ3 .
Definition 6.87 Let 𝐶 be a simple closed curve in ℝ3 and let 𝑆 be an oriented surface in ℝ3
whose boundary curve is 𝐶. Then we say that 𝐶 is positively oriented with respect to 𝑺 if the
orientation of 𝐶 follows the right-hand rule, i.e. whenever the fingers are curved in the direction
along 𝐶, the thumb will point toward the chosen normal vector 𝐧 ̂ to the surface 𝑆.
Theorem 6.88 (Stokes) Let 𝐅 be a vector field in three dimensions whose components have
continuous partial derivatives, and let 𝑆 be an oriented surface in ℝ3 , whose boundary curve 𝐶 is
a simple closed curve which is positively oriented with respect to 𝑆. Then
Page 32 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Proof. Write 𝐅 = 〈𝑓, 𝑔, ℎ〉. We assume without loss of generality that the orientation of the
surface 𝑆 is induced by a smooth parametrization 𝛔: 𝑅 → ℝ3 , where 𝑅 is a region in ℝ2
containing the parameters (𝑢, 𝑣), and the boundary of 𝑅 is a positively oriented smooth simple
closed curve 𝐶 ′ in ℝ2 with a parametrization 𝐬: [𝑎, 𝑏] → ℝ2 .
𝑣
Curve 𝐶′ Surface 𝑆 𝑆
parametrized by parametrized by
𝑅 𝐶′ 𝛔: 𝑅 → ℝ3
𝐬: [𝑎, 𝑏] → ℝ2
[ ] 𝐶
𝑎 𝑡 𝑏
𝑢
= ∮ (𝐅 ⋅ 𝛔𝑢 )𝑑𝑢 + (𝐅 ⋅ 𝛔𝑣 )𝑑𝑣.
𝐶′
Now consider the vector field in two dimensions defined by
𝐆(𝑢, 𝑣) = 〈(𝐅 ⋅ 𝛔𝑢 )(𝑢, 𝑣), (𝐅 ⋅ 𝛔𝑣 )(𝑢, 𝑣)〉.
Then
∮ (𝐅 ⋅ 𝛔𝑢 )𝑑𝑢 + (𝐅 ⋅ 𝛔𝑣 )𝑑𝑣 = ∮ 𝐆 ⋅ 𝑑𝐬
𝐶′ 𝐶′
𝜕(𝐅 ⋅ 𝛔𝑢 ) 𝜕(𝐅 ⋅ 𝛔𝑣 )
=∬[ − ] 𝑑𝑢𝑑𝑣
𝑅 𝜕𝑢 𝜕𝑣
according to Green’s Theorem. On the other hand, we also have
ℎ𝑦 − 𝑔𝑧 𝑓𝑧 − ℎ𝑥 𝑔𝑥 − 𝑓𝑦 𝜕(𝐅 ⋅ 𝛔𝑣 ) 𝜕(𝐅 ⋅ 𝛔𝑢 )
(∇ × 𝐅) ⋅ (𝛔𝑢 × 𝛔𝑣 ) = | 𝑥𝑢 𝑦𝑢 𝑧𝑢 | = −
𝑥𝑣 𝑦𝑣 𝑧𝑣 𝜕𝑢 𝜕𝑣
∮𝐅 ⋅ 𝑑𝐫 = ∬(∇ × 𝐅) ⋅ 𝑑𝐒
𝐶 𝑆
as desired. ∎
Page 33 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Solution: 𝑧
∮𝐅 ⋅ 𝑑𝐫 and ∬(∇ × 𝐅) ⋅ 𝑑𝐒
𝐶 𝑆
𝑦
separately and verify that they are equal.
𝐶
𝑥
On the one hand, 𝐶 is the circle
2 2
{𝑥 + 𝑦 = 1
𝑧=0
oriented counterclockwise when viewed from above the 𝑥𝑦-plane because of the upward
orientation of 𝑆. So we may parametrize 𝐶 by
𝐫(𝑡) = 〈cos 𝑡 , sin 𝑡 , 0〉
where 𝑡 ∈ [0, 2𝜋]. Thus 𝐫 ′ (𝑡) = 〈− sin 𝑡 , cos 𝑡 , 0〉 for every 𝑡 ∈ (0, 2𝜋), and we have
2𝜋 2𝜋
∮𝐅 ⋅ 𝑑𝐫 = ∫ 〈0, cos 𝑡 , sin 𝑡〉 ⋅ 〈− sin 𝑡 , cos 𝑡 , 0〉𝑑𝑡 = ∫ cos 2 𝑡 𝑑𝑡 = 𝜋.
𝐶 0 0
On the other hand, 𝑆 is the graph of the function
𝑓(𝑥, 𝑦) = 1 − 𝑥 2 − 𝑦 2
defined on the unit disk 𝑅 in ℝ2 centered at the origin, with the natural upward orientation.
Since
𝐢 𝐣 𝐤
𝜕 𝜕 𝜕
∇×𝐅= | | = 〈1, 1, 1〉,
𝜕𝑥 𝜕𝑦 𝜕𝑧
𝑧 𝑥 𝑦
we have
= ∬ (2𝑥 + 2𝑦 + 1)𝑑𝐴 = ∬ 𝑑𝐴 = 𝜋.
𝑅 𝑅
Since the disk 𝑅 is symmetric about the
line 𝑥 = 0 and is also symmetric about
The above two paragraphs have shown that the line 𝑦 = 0, we have
Page 34 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Example 6.90 Let 𝑎 > 0 and let 𝐶 be the circle 𝑥 2 + 𝑦 2 = 𝑎2 lying on the 𝑥𝑦-plane in ℝ3 ,
oriented counterclockwise when viewed from above the 𝑥𝑦-plane. Evaluate the line integral
2
∮𝑥 2 𝑦 3 𝑑𝑥 + 𝑒 𝑦 cos 𝑧 2 𝑑𝑦 + 𝑥𝑦 sin 𝑒 𝑧 𝑑𝑧.
𝐶
Solution:
[The given line integral is along a curve in ℝ3 and looks difficult to be computed directly, so we aim
to use the Stokes’ Theorem.]
Page 35 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Solution: 𝑧
Let 𝐶 be the circle in ℝ3 lying on the 𝑥𝑦-plane defined by
𝐶
2 2
{𝑥 + 𝑦 = 1 ,
𝑧=0
which is oriented clockwise when viewed from above the 𝑥𝑦-plane, 𝑦
Example 6.92 Let 𝐅 be a vector field in three dimensions whose components have continuous
partial derivatives, and let 𝑆 be a smooth closed surface in ℝ3 . Show that
∯(∇ × 𝐅) ⋅ 𝑑𝐒 = 0.
𝑆
Proof:
By Stokes’ Theorem we have
∯(∇ × 𝐅) ⋅ 𝑑𝐒 = ∮𝐅 ⋅ 𝑑𝐫
𝑆 𝐶
where 𝐶 is the boundary curve of 𝑆, oriented positively with respect to 𝑆. But since 𝑆 is a
closed surface, it does not have any boundary curve at all. Consequently
∯(∇ × 𝐅) ⋅ 𝑑𝐒 = 0.
𝑆
∎
Alternative proof:
Let 𝐷 be the interior of the closed surface 𝑆, and equip 𝑆 with the positive orientation. By
Gauss’ Divergence Theorem we have
∯(∇ × 𝐅) ⋅ 𝑑𝐒 = ∭ ∇ ⋅ (∇ × 𝐅) 𝑑𝑉 = ∭ 0 𝑑𝑉 = 0,
𝑆 𝐷 𝐷
since ∇ ⋅ (∇ × 𝐅) = 0 by Theorem 6.26. ∎
Page 36 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Remark 6.93 (An interpretation of the curl) Consider a very small simple closed curve 𝐶 in ℝ3 ,
which is the boundary of a very small oriented surface 𝑆, and let (𝑎, 𝑏, 𝑐) be a point on 𝑆. Let 𝐅
be a vector field on ℝ3 whose components have continuous partial derivatives, so that ∇ × 𝐅 is
almost a constant vector on the small surface 𝑆. According to Stokes’ Theorem we have
∮𝐅 ⋅ 𝑑𝐫 = ∬(∇ × 𝐅) ⋅ 𝑑𝐒
𝐶 𝑆
≈ [(∇ × 𝐅)(𝑎, 𝑏, 𝑐) ⋅ 𝐧
̂] ∬𝑑𝑆
𝑆
= [(∇ × 𝐅)(𝑎, 𝑏, 𝑐) ⋅ 𝐧
̂](Surface area of 𝑆).
3
̂ in ℝ , the quantity
As a result, given any unit vector 𝐧
(∇ × 𝐅)(𝑎, 𝑏, 𝑐) ⋅ 𝐧
̂
(i.e. the scalar projection of the curl onto the direction of 𝐧 ̂) can be regarded as the “circulation
density” of 𝐅 near the point (𝑎, 𝑏, 𝑐) around the direction of 𝐧 ̂ following the right-hand rule:
∮𝐶 𝐅 ⋅ 𝑑𝐫
(∇ × 𝐅)(𝑎, 𝑏, 𝑐) ⋅ 𝐧
̂≈ .
Surface area of 𝑆
Definition 6.94 We say that a (connected) region 𝐷 in ℝ3 is simply connected if for every
simple closed curve 𝐶 in 𝐷, there exists a surface 𝑆 lying completely in 𝐷 whose boundary
curve is 𝐶.
𝐷1
𝐷2
Page 37 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
On a simply connected region in ℝ3 , conservative vector fields can be characterized by zero curl.
Theorem 6.96 (Curl test) Let 𝐷 be a simply connected region in ℝ3 and 𝐅: 𝐷 → ℝ3 be a vector
field. If
∇ × 𝐅 = 𝟎,
on 𝐷, then 𝐅 is conservative in 𝐷.
Sketch of proof. For each simple closed curve 𝐶 in 𝐷, there exists an orientable surface 𝑆 lying
completely in 𝐷 whose boundary curve is 𝐶. By Stokes’ theorem we always have
∮𝐅 ⋅ 𝑑𝐫 = ∬(∇ × 𝐅) ⋅ 𝑑𝐒 = ∬𝟎 ⋅ 𝑑𝐒 = 0.
𝐶 𝑆 𝑆
So line integrals of 𝐅 are path-independent in 𝐷, and 𝐅 is conservative in 𝐷 by Theorem 6.49. ∎
Remark 6.97 Let 𝐷 be a simply connected region in ℝ3 and let 𝐅: 𝐷 → ℝ3 be a vector field.
Then the following statements are logically equivalent:
(i) 𝐅 is conservative in 𝐷.
(ii) There exists a function 𝑓: 𝐷 → ℝ (a potential function of 𝐅) such that 𝐅 = ∇𝑓 on 𝐷.
(iii) Line integrals of 𝐅 are path-independent on 𝐷.
(iv) For every closed curve in 𝐷, we have
∮𝐅 ⋅ 𝑑𝐫 = 0.
𝐶
(v) ∇ × 𝐅 = 𝟎 on 𝐷.
Remark 6.98 Here is a summary on the results about vector calculus that we have learnt so far.
Page 38 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
𝑆
(iv) Stokes’ Theorem:
Consider a surface 𝑆 in ℝ3 , whose boundary is a simple closed curve 𝐶.
Consider a vector field 𝐅 and its curl ∇ × 𝐅. 𝐶
∬𝑆(∇ × 𝐅) ⋅ 𝑑𝐒 = ∮𝐶 𝐅 ⋅ 𝑑𝐫 is saying that the integral of ∇ × 𝐅 across the surface 𝑆
equals the sum of the components of 𝐅 tangent to the boundary 𝐶.
equals the sum of the components of 𝐅 normal to the boundary of [𝑎, 𝑏].
Page 39 of 40
MATH2023 Multivariable Calculus Chapter 6 Vector calculus
L2/L3 (Fall 2019)
Summary of Chapter 6
The following are what you need to know in this chapter in order to get a pass (a distinction) in this
course:
Vector fields and their visual presentation, field lines of a vector field
Curl of a vector field in three dimensions
Divergence of a vector field
Conservative vector fields in a region, to find a potential function of a conservative vector field
Surface integral (or flux) of a vector field across an oriented surface, orientation of an
̂ 𝑑𝑆
orientable surface, 𝑑𝐒 = 𝐧
𝑑𝐒 = (𝐫𝑢 × 𝐫𝑣 )𝑑𝑢 𝑑𝑣 if 𝑆 has orientation induced by a parametrization 𝐫
𝑑𝐒 = 〈−𝑓𝑥 , −𝑓𝑦 , 1〉𝑑𝐴 if 𝑆 is the upward oriented graph of 𝑓, i.e. 𝑧 = 𝑓(𝑥, 𝑦)
Gauss’ Divergence Theorem: Another way of evaluating surface integrals of a vector field
𝟑
across a closed surface in ℝ
Stokes’ Theorem: Another way of evaluating line integrals of a vector field along a simple
closed curve in ℝ𝟑
Page 40 of 40